TESTS OF NONLINEAR DYNAMICS IN U.S. HOMICIDE TIME SERIES,AND THEIR IMPLICATIONS*

Attempts to explain temporal patterns in U.S. homicide data usually assume that a linear process accounts for the variation. A nonlinear process is an obvious alternative, however, and reasonable arguments suggest that nonlinearity may in part underlie homicide series dynamics. This paper applies tests for nonlinearity to national time series of homicide rates and counts. The results provide relatively little evidence of nonlinear structure; instead, a linear (random walk) process appears to generate most of the change in the series. Although this supports the unstated assumptions of current theories, it also raises questions about why homicides should follow a linear time path in the first place.     

公共组织的分形结构与公共政策变动的结构性社会振荡

公共组织机构有它非线性的表现。运用自然科学的分形理论能够发现公共组织机构设置的分形结构,并可以在此基础上引出公共政策变动所引起的结构性社会振荡的内在机理。     

Cognizance and Consultation of Randomized Controlled Trials among Ministerial Policy Analysts

Consultation of scientific evidence by policy actors has been the foci of attention of knowledge utilization scholars for decades. The present study questioned the extent to which randomized controlled trials (RCTs)—generally seen as the gold standard of scientific research—are known and consulted by policy analysts in ministerial settings. Using cross‐sectional data collected in 17 ministries in Québec (Canada), our study showed that fairly high levels of policy analysts report never having heard of RCTs, thus possibly hindering effective communication of scientific results to relevant policy makers. Statistical analyses reveal the importance of cognitive factors in explaining both phenomena.     

The First Delinquent Peers Are the Most Important: Examining Nonlinearity in the Peer Effect

Criminologists have long recognized the importance of peers in the etiology of delinquency. Yet, the bulk of empirical studies on this topic make the implicit assumption that the peer effect to be conditioned is linear. With few notable exceptions, prior criminological research has not thought deeply about possible nonlinearity in the peer effect. To address this issue, the present study examines whether the functional form of the relationship between peer and respondent smoking, getting drunk, and fighting is nonlinear, and whether this nonlinearity is moderated by lagged respondent delinquency. Logistic regression models on adolescents from The National Longitudinal Study of Adolescent Health indicate that the marginal effect of peer delinquency on respondent delinquency decreases as the count of delinquent friends increases, consistent with a satiation effect. Moreover, the models indicate that the nonlinear effect of peer delinquency on respondent delinquency is moderated by prior respondent delinquency.     

Granger因果分析模型研究进展

由于时间序列的非平稳性,不具有有限方差,所以高斯—马尔科夫定理不再成立,用普通最小二乘法得到的参数估计不再是一致的,出现伪回归的现象,从而导致错误的因果关系。同时由于时间序列的非线性,常规的线性向量自回归模型难以正确描述经济变量之间的因果关系。从G ranger因果分析模型研究进展情况,可见目前所面临的问题和未来可能的发展方向。     

NEIGHBORHOOD CONTEXT AND NONLINEAR PEER EFFECTS ON ADOLESCENT VIOLENT CRIME*

Although evidence of the strong correlation between deviant behavior and exposure to deviant peers is overwhelming, researchers have yet to investigate whether a nonlinear functional form better captures this relationship than does a linear form. Researchers also have yet to examine the extent to which peer effects vary as a function of the neighborhood context. To address these issues, we use data from the Project on Human Development in Chicago Neighborhoods (PHDCN) to examine 1) the functional form of the relationship between peer violence exposure and self‐reported violent crime and 2) the extent to which the effect of exposure to violent peers on violence is ecologically structured. Estimates from logistic hierarchical models indicate that the effect of peer violence exposure on violent crime decreases at higher values of peer violence, as reflected in a nonlinear relationship (expressed in terms of log‐odds). Furthermore, exposure to violent peers increases along with neighborhood disadvantage, and the effect of peer violence exposure on violent crime is attenuated as neighborhood disadvantage increases, which is reflected in a cross‐level peer violence/disadvantage interaction.     

期权定价理论综述

期权定价理论是金融工程的主要理论基石.自经典的Black-Scholes期权定价模型提出之后,对该模型的修正与理论探讨就一直没有停息.文中在讨论期权定价理论的产生和发展的基础上,着重梳理了近二十几年来期权定价理论取得的丰硕成果,并指出了期权定价理论的未来研究方向.     

SJDY-1型存储式电子压力计的设计与实现

地层压力测量是油气田开发过程中必不可少的工作。本文介绍了SJDY-1型存储式电子压力计的系统工作原理和系统结构组成,阐述了系统的软硬件设计,着重分析了系统的上位机程序,并给出了对系统实现非线性和温度补偿的方法。     

The Demand for Cinema in Sweden: An Application of Proportional Odds Model

ABSTRACT

This article examines the determinants of demand for cinema using a randomly drawn sample of the movie-going population in Sweden. A proportional odds model is applied to capture the natural ordering of dependent variables and any inherent nonlinearities. The findings show that individual demand for cinema depends on gender, age, educational attainment, income, marital status, critical reviews, word of mouth, and willingness to pay. The fact that cinema demand is correlated with economic and socio-demographic variables has important implications for theoretical and empirical research in cultural economics and human decision-making processes.     

DECOMPOSING THE PEER EFFECT ON ADOLESCENT SUBSTANCE USE: MEDIATION,NONLINEARITY, AND DIFFERENTIAL NONLINEARITY*

Although the correlation between peer delinquency and delinquency is one of the most consistently demonstrated findings in delinquency research, researchers have focused primarily on the direct, linear, and additive effects of peers in statistical models, rather than on empirically modeling mediating, nonlinear, and moderating processes that are specified by theory. To address these issues, we measure respondent delinquency and peer delinquency with illegal substance use and then decompose the effect of peer substance use on self‐reported substance use. Logistic hierarchical models on a sample of adolescents from the Project on Human Development in Chicago Neighborhoods (PHDCN) indicate that the effect of peer substance use on self‐reported substance use is partially mediated by perceptions of the health risks of substance use. In addition, the direct statistical effect of peers is nonlinear: On average, the peer effect decreases at higher values of peer substance use, which is consistent with a “saturation” effect. We also find that the functional form of the peer substance use/substance use relationship is dependent on the neighborhood context. In neighborhoods with more opportunities for crime, the peer effect is initially strong but decreases as peer substance use increases, which is consistent with a saturation effect. Conversely, in neighborhoods with fewer opportunities for crime, the effect of peers is initially small, but as delinquent peer associations increase, the peer effect increases multiplicatively.