766 research outputs found
Wai zi li yong he Guangdong jing ji fa zhan.
譚迎波.論文(哲學碩士) -- 香港中文大學硏究院經濟學部, 1996.參考文献 : leaves 140-148.Tan Yingbo.鳴謝全文摘要Chapter 第一章: --- 簡介 --- p.1Chapter 第一節: --- 文獻回顧Chapter 第二節: --- 背景Chapter 第三節: --- 外資的分類Chapter 第二章: --- 廣東省外資利用和出口的官方統計數據問題 --- p.19Chapter 第一節: --- 加工裝配中的不作價設備價値--官方統計中嚴重低估廣 東的外資總額Chapter 第二節: --- "出口的數據問題:加工裝配出口總額、""各作各價""對口 合同總額和低報出口的問題"Chapter 第三章: --- 廣東的外資利用 --- p.37Chapter 第一節: --- 廣東在全國外資利用中的重要地位及其特點Chapter 第二節: --- 外資利用在廣東地區間的差異Chapter 第三節: --- 廣東的外商直接投資狀況Chapter 第四章: --- 外商投資對廣東出口的促進作用 --- p.79Chapter 第一節: --- 廣東的出口Chapter 第二節: --- 狹義貿易出口和三資企業出口的比較Chapter 第五章: --- 外資對廣東經濟增長作用的經濟計量分析 --- p.103Chapter 第一節: --- 文獻回顧Chapter 第二節: --- 模型Chapter 第三節: --- 所用數據Chapter 第四節: --- 測算結果分析Chapter 第六章: --- 結論 --- p.126附錄 --- p.130附錄一:中國出口商品分組及和HS碼,SITC.Rev.2碼的對應附錄二.1廣東狹義貿易出口產品單價指數(1988-1992)附錄二.2廣東三資企業主要出口產品單價指數(1988-1992)附錄二.3廣東三資企業出口產品單價對狹義貿易出口單價的比率 (1988-1992)附錄三:經濟計量模型推導過程參考書目 --- p.14
On the use of Cauchy prior distributions for Bayesian logistic regression
In logistic regression, separation occurs when a linear combination of the predictors can perfectly classify part or all of the observations in the sample, and as a result, finite maximum likelihood estimates of the regression coefficients do not exist. Gelman et al. (2008) recommended independent Cauchy distributions as default priors for the regression coefficients in logistic regression, even in the case of separation, and reported posterior modes in their analyses. As the mean does not exist for the Cauchy prior, a natural question is whether the posterior means of the regression coefficients exist under separation. We prove theorems that provide necessary and sufficient conditions for the existence of posterior means under independent Cauchy priors for the logit link and a general family of link functions, including the probit link. We also study the existence of posterior means under multivariate Cauchy priors. For full Bayesian inference, we develop a Gibbs sampler based on Pólya-Gamma data augmentation to sample from the posterior distribution under independent Student-t priors including Cauchy priors, and provide a companion R package tglm, available at CRAN. We demonstrate empirically that even when the posterior means of the regression coefficients exist under separation, the magnitude of the posterior samples for Cauchy priors may be unusually large, and the corresponding Gibbs sampler shows extremely slow mixing. While alternative algorithms such as the No-U-Turn Sampler (NUTS) in Stan can greatly improve mixing, in order to resolve the issue of extremely heavy tailed posteriors for Cauchy priors under separation, one would need to consider lighter tailed priors such as normal priors or Student-t priors with degrees of freedom larger than one.</p
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