草地类型产量与环境的相关分析

本义应用回归变量共线性诊断和逐步回归方法，选择回归白变量，分析厂草地类型产量与环境的关系，建立了产量的数学模型。

Accelerated Recursive Feature Elimination Based on Support Vector Machine for Key Variable Identification

Key variable identification for classifications is related to many trouble-shooting problems in process indus-tries. Recursive feature elimination based on support vector machine (SVM-RFE) has been proposed recently in applica-tion for feature selection in cancer diagnosis. In this paper, SVM-RFE is used to the key variable selection in fault diag-nosis, and an accelerated SVM-RFE procedure based on heuristic criterion is proposed. The data from Tennessee East-man process (TEP) simulator is used to evaluate the effectiveness of the key variable selection using accelerated SVM-RFE (A-SVM-RFE). A-SVM-RFE integrates computational rate and algorithm effectiveness into a consistent framework. It not only can correctly identify the key variables, but also has very good computational rate. In comparison with contribution charts combined with principal component aralysis (PCA) and other two SVM-RFE algorithms, A-SVM-RFE performs better. It is more fitting for industrial application.

IT Influence on Organizational Structure： Empirical Studies Among Polish Organizations

The paper describes information technologies （IT） role in organization---especially its influence on organizational structure. Article concerns the importance of analyzing IT acceptance, while describing IT in organization and points out that inadequate variable choice may influence validity of IT analysis. First part of the article describes both variables analyzed in presented research--IT dissemination and IT acceptance. It also presents how in theory IT can influence organizational structure. The main part of the article describes empirical studies conducted in order to verify if the influence of IT on the organizational structure exists. First, the main goal and methodology of the empirical studies are presented. Variables used to assess IT and organizational structure in organizations are discussed. Then, there is a description of research results--statistical correlation between analyzed variables and regression models is shown. Conclusion of the article is that IT can influence organizational structure, but the most important factor ensuring this influence is the actual use of IT by employees of the organization--their access to IT is not enough.

Simultaneous variable selection for heteroscedastic regression models

In this paper, we propose a new criterion, named PICa, to simultaneously select explanatory variables in the mean model and variance model in heteroscedastic linear models based on the model structure. We show that the new criterion can select the true mean model and a correct variance model with probability tending to 1 under mild conditions. Simulation studies and a real example are presented to evaluate the new criterion, and it turns out that the proposed approach performs well.

Variable Selection of Varying Dispersion Student-t Regression Models

The Student-t regression model is a useful extension of the normal model,which can be used for statistical modeling of data sets involving errors with heavy tails and/or outliers and provides robust estimation of means and regression coefficients.In this paper,the varying dispersion Student-t regression model is discussed,in which both the mean and the dispersion depend upon explanatory variables.The problem of interest is simultaneously select significant variables both in mean and dispersion model.A unified procedure which can simultaneously select significant variable is given.With appropriate selection of the tuning parameters,the consistency and the oracle property of the regularized estimators are established.Both the simulation study and two real data examples are used to illustrate the proposed methodologies.

VARIABLE SELECTION FOR COVARIATE ADJUSTED REGRESSION MODEL

This paper employs the SCAD-penalized least squares method to simultaneously select variables and estimate the coefficients for high-dimensional covariate adjusted linear regression models.The distorted variables are assumed to be contaminated with a multiplicative factor that is determined by the value of an unknown function of an observable covariate.The authors show that under some appropriate conditions,the SCAD-penalized least squares estimator has the so called "oracle property".In addition,the authors also suggest a BIC criterion to select the tuning parameter,and show that BIC criterion is able to identify the true model consistently for the covariate adjusted linear regression models.Simulation studies and a real data are used to illustrate the efficiency of the proposed estimation algorithm.