Generalized linear mixed models(GLMMs)have been widely used in contemporary ecology studies.However,determination of the relative importance of collinear predictors(i.e.fixed effects)to response variables is one of th...Generalized linear mixed models(GLMMs)have been widely used in contemporary ecology studies.However,determination of the relative importance of collinear predictors(i.e.fixed effects)to response variables is one of the challenges in GLMMs.Here,we developed a novel R package,glmm.hp,to decompose marginal R2^(2)explained by fixed effects in GLMMs.The algorithm of glmm.hp is based on the recently proposed approach‘average shared variance’i.e.used for multivariate analysis.We explained the principle and demonstrated the use of this package by simulated dataset.The output of glmm.hp shows individual marginal R2^(2)s that can be used to evaluate the relative importance of predictors,which sums up to the overall marginal R2^(2).Overall,we believe the glmm.hp package will be helpful in the interpretation of GLMM outcomes.展开更多
It was suggested by Pantanen that the mean squared error may be used to measure the inefficiency of the least squares estimator. Styan[2] and Rao[3] et al. discussed this inefficiency and it's bound later. In this...It was suggested by Pantanen that the mean squared error may be used to measure the inefficiency of the least squares estimator. Styan[2] and Rao[3] et al. discussed this inefficiency and it's bound later. In this paper we propose a new inefficiency of the least squares estimator with the measure of generalized variance and obtain its bound.展开更多
Impact of satellite elevation cutoff angle and position dilution of precision(PDOP)mask change on epoch-wise variance components of unmodeled effects that accompany relative Global Positioning System(GPS)positioning i...Impact of satellite elevation cutoff angle and position dilution of precision(PDOP)mask change on epoch-wise variance components of unmodeled effects that accompany relative Global Positioning System(GPS)positioning is presented herein.Data used for this study refer to the winter and summer periods of the years with minimal(2008)and maximal(2013)solar activity.These data were collected every 30 s in static mode,at two permanent GPS stations located in Montenegro,establishing a mediumdistance(116-km-long)baseline with a height difference of approximately 760 m between its endpoints.The study showed that changing satellite elevation cutoff angle,with a fixed PDOP mask,affects epochwise two-way nested ANOVA estimates of variances related to the‘far-field’multipath(considered as the nested factor herein)and the combined unmodeled effect of tropospheric and ionospheric refraction(considered as the nesting factor herein).However,changing of PDOP mask,with a fixed satellite elevation cutoff angle,doesn’t affect epoch-wise two-way nested ANOVA estimate of variance of the combined unmodeled effect of tropospheric and ionospheric refraction,but,generally,affects the estimate of variance of the‘far-field’multipath(possibly mixed with a part of a‘shorter-term’ionospheric refraction),which is especially pronounced for the summer period.It should also be noted that there is a significant influence of satellite elevation cutoff angle change on both epoch-wise horizontal and vertical position accuracy,only for the summer period,especially in the presence of maximal solar activity,while there is no significant impact of PDOP mask change on epoch-wise positional accuracy.展开更多
Using expectations regarding utilities to make decisions in a risk environment hides a paradox,which is called the expected utility enigma.Moreover,the mystery has not been solved yet;an imagined utility function on t...Using expectations regarding utilities to make decisions in a risk environment hides a paradox,which is called the expected utility enigma.Moreover,the mystery has not been solved yet;an imagined utility function on the risk-return plane has been applied to establish the mean-variance model,but this hypothetical utility function not only lacks foundation,it also holds an internal contradiction.This paper studies these basic problems.Through risk preference VNM condition is proposed to solve the expected utility enigma.How can a utility function satisfy the VNM condition?This is a basic problem that is hard to deal with.Fortunately,it is found in this paper that the VNM utility function can have some concrete forms when individuals have constant relative risk aversion.Furthermore,in order to explore the basis of mean-variance utility,an MV function is founded that is based on the VNM utility function and rooted in underlying investment activities.It is shown that the MV function is just the investor's utility function on the risk-return plane and that it has normal properties.Finally,the MV function is used to analyze the laws of investment activities in a systematic risk environment.In doing so,a tool,TRR,is used to measure risk aversion tendencies and to weigh risk and return.展开更多
Overall level of export fluctuations of the export-oriented countries with rising export volume partly stem from the market failure caused by free choice of export enterprises,some government intervention thus may be ...Overall level of export fluctuations of the export-oriented countries with rising export volume partly stem from the market failure caused by free choice of export enterprises,some government intervention thus may be necessary.To reduce the level of fluctuations of the export growth rates in these countries,this paper,taking the significant differences of the exports among various markets into account and thus using a new index named relative variance to measure the export volatility risks,proposes a model of merchandise market portfolio,a modified version of Markowitz model,available to provide explicit guidelines for the firms,the industries and even the whole country to optimize the structure of their export markets.An application of this model to the case of China’s apple is then discussed.The results show that the market share of China’s apple in 7 sub-markets should be redistributed drastically.展开更多
基金This work was supported by the National Natural Science Foundation of China(32271551)the Metasequoia funding of Nanjing Forestry University.Conflict of interest statement.The authors declare that they have no conflict of interest.
文摘Generalized linear mixed models(GLMMs)have been widely used in contemporary ecology studies.However,determination of the relative importance of collinear predictors(i.e.fixed effects)to response variables is one of the challenges in GLMMs.Here,we developed a novel R package,glmm.hp,to decompose marginal R2^(2)explained by fixed effects in GLMMs.The algorithm of glmm.hp is based on the recently proposed approach‘average shared variance’i.e.used for multivariate analysis.We explained the principle and demonstrated the use of this package by simulated dataset.The output of glmm.hp shows individual marginal R2^(2)s that can be used to evaluate the relative importance of predictors,which sums up to the overall marginal R2^(2).Overall,we believe the glmm.hp package will be helpful in the interpretation of GLMM outcomes.
文摘It was suggested by Pantanen that the mean squared error may be used to measure the inefficiency of the least squares estimator. Styan[2] and Rao[3] et al. discussed this inefficiency and it's bound later. In this paper we propose a new inefficiency of the least squares estimator with the measure of generalized variance and obtain its bound.
文摘Impact of satellite elevation cutoff angle and position dilution of precision(PDOP)mask change on epoch-wise variance components of unmodeled effects that accompany relative Global Positioning System(GPS)positioning is presented herein.Data used for this study refer to the winter and summer periods of the years with minimal(2008)and maximal(2013)solar activity.These data were collected every 30 s in static mode,at two permanent GPS stations located in Montenegro,establishing a mediumdistance(116-km-long)baseline with a height difference of approximately 760 m between its endpoints.The study showed that changing satellite elevation cutoff angle,with a fixed PDOP mask,affects epochwise two-way nested ANOVA estimates of variances related to the‘far-field’multipath(considered as the nested factor herein)and the combined unmodeled effect of tropospheric and ionospheric refraction(considered as the nesting factor herein).However,changing of PDOP mask,with a fixed satellite elevation cutoff angle,doesn’t affect epoch-wise two-way nested ANOVA estimate of variance of the combined unmodeled effect of tropospheric and ionospheric refraction,but,generally,affects the estimate of variance of the‘far-field’multipath(possibly mixed with a part of a‘shorter-term’ionospheric refraction),which is especially pronounced for the summer period.It should also be noted that there is a significant influence of satellite elevation cutoff angle change on both epoch-wise horizontal and vertical position accuracy,only for the summer period,especially in the presence of maximal solar activity,while there is no significant impact of PDOP mask change on epoch-wise positional accuracy.
文摘Using expectations regarding utilities to make decisions in a risk environment hides a paradox,which is called the expected utility enigma.Moreover,the mystery has not been solved yet;an imagined utility function on the risk-return plane has been applied to establish the mean-variance model,but this hypothetical utility function not only lacks foundation,it also holds an internal contradiction.This paper studies these basic problems.Through risk preference VNM condition is proposed to solve the expected utility enigma.How can a utility function satisfy the VNM condition?This is a basic problem that is hard to deal with.Fortunately,it is found in this paper that the VNM utility function can have some concrete forms when individuals have constant relative risk aversion.Furthermore,in order to explore the basis of mean-variance utility,an MV function is founded that is based on the VNM utility function and rooted in underlying investment activities.It is shown that the MV function is just the investor's utility function on the risk-return plane and that it has normal properties.Finally,the MV function is used to analyze the laws of investment activities in a systematic risk environment.In doing so,a tool,TRR,is used to measure risk aversion tendencies and to weigh risk and return.
基金the project(2018GWQNCX038)for innovative talents in regular universities of the Department of education of Guangdong Province in 2019.
文摘Overall level of export fluctuations of the export-oriented countries with rising export volume partly stem from the market failure caused by free choice of export enterprises,some government intervention thus may be necessary.To reduce the level of fluctuations of the export growth rates in these countries,this paper,taking the significant differences of the exports among various markets into account and thus using a new index named relative variance to measure the export volatility risks,proposes a model of merchandise market portfolio,a modified version of Markowitz model,available to provide explicit guidelines for the firms,the industries and even the whole country to optimize the structure of their export markets.An application of this model to the case of China’s apple is then discussed.The results show that the market share of China’s apple in 7 sub-markets should be redistributed drastically.
