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Journal of Modern Transportation 2019年第2期27卷 129-140页

作者： Ali Ghasemzadeh Mohamed M.Ahmed Department of Civil and Architectural Engineering University of Wyoming

Identifying risk factors for road traffic injuries can be considered one of the main priorities of transportation agencies. More than 12,000 fatal work zone crashes were reported between 2000 and 2013. Despite recent efforts to improve work zone safety, the frequency and severity of work zone crashes are still a big concern for transportation agencies. Although many studies have been conducted on different work zone safety-related issues, there is a lack of studies that investigate the effect of adverse weather conditions on work zone crash severity. This paper utilizes probit–classification tree, a relatively recent and promising combination of machine learning technique and conventional parametric model, to identify factors affecting work zone crash severity in adverse weather conditions using 8 years of work zone weatherrelated crashes (2006–2013) in Washington State. The key strength of this technique lies in its capability to alleviate the shortcomings of both parametric and nonparametric models. The results showed that both presence of traffic control device and lighting conditions are significant interacting variables in the developed complementary crash severity model for work zone weather-related crashes. Therefore, transportation agencies and contractors need to invest more in lighting equipment and better traffic control strategies at work zones, specifically during adverse weather conditions.

关键词： Adverse weather Work zone Safety Crash characteristics probit model Decision tree

probit Normal Correlated Topic Model

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Open Journal of Statistics 2014年第11期4卷 879-888页

作者： Xingchen Yu Ernest Fokoué Center for Quality and Applied Statistics Rochester Institute of Technology Rochester NY USA

The logistic normal distribution has recently been adapted via the transformation of multivariate Gaussian variables to model the topical distribution of documents in the presence of correlations among topics. In this paper, we propose a probit normal alternative approach to modelling correlated topical structures. Our use of the probit model in the context of topic discovery is novel, as many authors have so far concentrated solely of the logistic model partly due to the formidable inefficiency of the multinomial probit model even in the case of very small topical spaces. We herein circumvent the inefficiency of multinomial probit estimation by using an adaptation of the diagonal orthant multinomial probit in the topic models context, resulting in the ability of our topic modeling scheme to handle corpuses with a large number of latent topics. An additional and very important benefit of our method lies in the fact that unlike with the logistic normal model whose non-conjugacy leads to the need for sophisticated sampling schemes, our approach exploits the natural conjugacy inherent in the auxiliary formulation of the probit model to achieve greater simplicity. The application of our proposed scheme to a well-known Associated Press corpus not only helps discover a large number of meaningful topics but also reveals the capturing of compellingly intuitive correlations among certain topics. Besides, our proposed approach lends itself to even further scalability thanks to various existing high performance algorithms and architectures capable of handling millions of documents.

关键词： Topic Model Bayesian Gibbs Sampler Cumulative Distribution Function probit Logit Diagonal Orthant Efficient Sampling Auxiliary Variable Correlation Structure Topic Vocabulary Conjugate Dirichlet Gaussian

Using MCMC probit Model to Value Coastal Beach Quality Improvement

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Journal of Environmental Protection 2011年第1期2卷 109-114页

作者： Zuozhi Li Erda wang Jingqin Su Yang Yu 不详

Dichotomous choice elicitation technique of contingent valuation method is broadly used in the research fields of environmental resource and recreational activity management. The binary choice type of questions are generally analyzed by using Logit or probit probability distribution models in which a common analysis procedure is to apply MLE for estimating variable parameters before calculating the respondents’ willingness to pay. In this paper, a MCMC Gibbs sampling probit model is adopted to maintain the three advantages it has in dealing with heteroscedasticity, high dimension numerical integral and sample size restriction problems. The results revealed that the MCMC model and MLE probit model are strikingly consistent, which suggests that the former is much simple and reliable estimation method. At the same time, the empirically based existence value estimation of coastal beach quality improvement in Dalian, China is RMB?168 per person.

关键词： Value of Coastal Beach Quality Markov Chain Monte Carlo (MCMC) probit Model

基于probit和Logit模型的中国农业生产影响因素研究——以油料作物花生为例

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华东经济管理 2017年第8期31卷 85-91页

作者：吴怀军周曙东刘吉双朱思柱南京农业大学经济管理学院江苏南京210095 盐城师范学院商学院江苏盐城224007 江苏省农科院农业经济与发展研究所江苏南京210014

当前中国农业生产面临新常态的挑战,迫切需要进行农业供给侧结构性改革破解发展困境。文章从代表性油料作物花生入手,利用中国花生主产区446户与非主产区394户的微观调研数据,分别建立了二元响应模型中的probit和logit模型,对花生农户... 详细信息

当前中国农业生产面临新常态的挑战,迫切需要进行农业供给侧结构性改革破解发展困境。文章从代表性油料作物花生入手,利用中国花生主产区446户与非主产区394户的微观调研数据,分别建立了二元响应模型中的probit和logit模型,对花生农户的种植意愿及其影响因素进行实证分析。依据花生生产的一系列特征,文章对影响中国农业生产的主要供给要素进行中长期的战略思考,研究其深层次的作用机制,在此基础上提出生产要素的优化配置路径,弥补了现有研究的不足。最后认为要稳定花生供给,提高农户生产积极性,需要从生产、组织和市场三方面同时着手解决。

关键词：农业生产 probit logit 粮食安全花生

基于probit模型的接包商评价对众包成功率影响机制研究

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软科学 2019年第4期33卷 136-140页

作者：李瑞雪彭灿姜树元南京航空航天大学经济与管理学院南京211106

从消费者行为学和消费心理学的视角探讨了众包平台中接包商综合评价对发包方选择行为的作用机制,并进一步分析了其对接包成功率的影响作用。基于众包平台猪八戒网的交易数据,采用二元probit离散选择模型对接包商的完成质量、工作速度、... 详细信息

从消费者行为学和消费心理学的视角探讨了众包平台中接包商综合评价对发包方选择行为的作用机制,并进一步分析了其对接包成功率的影响作用。基于众包平台猪八戒网的交易数据,采用二元probit离散选择模型对接包商的完成质量、工作速度、服务态度、店铺等级、近三月成交量和服务商保证金等指标进行逐步回归分析。实证分析结果显示:店铺综合评分(完成质量、工作速度和服务态度的加权评分)、近三月成交量和保证金对单次任务中接包商接包成功率有正向影响,而店铺等级对成功率影响不明显。

关键词： probit 接包服务商综合评价众包成功率

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基于probit模型的客户累积保持率分析

统计与决策 2007年第14期23卷 161-163页

作者：叶勇重庆工商大学统计学院重庆400067

客户累积保持率是描述永久性流失客户交易行为的基本指标,是企业客户关系管理的晴雨表,也是计算客户终生价值的重要参数。目前有效的客户保持率估计方法还没有定论,本文应用probit模型给出计算客户累积保持率的一种新方法。

关键词：客户累积保持率客户终生价值 probit

A comparison of Logit and probit models using Monte Carlo simulation

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A comparison of Logit and Probit models using Monte Carlo si...

第40届中国控制会议

作者： Jun Ma Congying Li Academy of Military Sciences

The Logit model and the probit model are statistical models of Logistic regression and probability-based pattern reco gnition *** cases in which the Logit model and the probit model fit better,respectively,are assessed to provide selection ***,such as the AIC,Deviance,and Pseudo R-square,are selected to assess the goodness-of-fit of the two *** Monte Carlo simulation in different data scenarios found that some criteria have limited applicability in assessing the goodness of fit and two models are not sensitive to whether or not the independent variables are independent of each *** difference between the two models is mainly in the sample size and the kurtosis of the *** probit model fits well to the smaller data set generated for all kurtosis cases,while the Logit model fits better when the sample size from the Leptokurtic distribution is larger.

关键词： Logit probit Monte Carlo simulation kurtosis goodness-of-fit

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企业异质性和动态出口probit模型研究

企业异质性和动态出口Probit模型研究

作者：陶文武上海交通大学

学位级别：硕士

本文以出口企业为研究对象建立动态出口probit模型,模型除企业异质性特征因子外,加入了汇率影响因子,数据采用中国工业企业数据库(2004-2006),进行系统的实证检验。在已知各参数先验分布的情况下,利用MCMC方法对模型进行估计,在给出参... 详细信息

本文以出口企业为研究对象建立动态出口probit模型,模型除企业异质性特征因子外,加入了汇率影响因子,数据采用中国工业企业数据库(2004-2006),进行系统的实证检验。在已知各参数先验分布的情况下,利用MCMC方法对模型进行估计,在给出参数估计的同时,也给了置信区间、分位数、MCMC收敛性诊断,诊断结果显示各链条参数均收敛,最后文章给出模型各参数如何影响企业出口,并发现中国存在“生产率悖论”,对企业出口决策有战略性指导意义。

关键词： probit MCMC Gibbs抽样 Metropolis-Hasing抽样动态出口企业异质性

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顾客累积保持率的probit模型分析

商场现代化 2007年第5X期 129-130页

作者：叶勇重庆工商大学统计学院

顾客终生价值预测是企业根据顾客对企业贡献大小进行营销资源分配的依据,而顾客保持率是企业客户关系管理的晴雨表,是计算顾客终生价值的重要参数。目前有效的累积顾客保持率的估计方法还没有定论,本文应用probit模型给出计算典型顾客... 详细信息

顾客终生价值预测是企业根据顾客对企业贡献大小进行营销资源分配的依据,而顾客保持率是企业客户关系管理的晴雨表,是计算顾客终生价值的重要参数。目前有效的累积顾客保持率的估计方法还没有定论,本文应用probit模型给出计算典型顾客累积保持率的一种新方法。

关键词：顾客终生价值顾客保持率 probit

基于probit模型的CEO变更与盈余管理探讨

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会计之友 2014年第30期 81-85页

作者：冯莉新疆财经大学

通过2007—2012年平衡面板数据进行分析,验证内部控制是否有效地约束了管理者的盈余管理行为。从实证结果来看,上市公司的CEO强制性变更与盈余管理存在显著的正相关关系,而自愿性变更与盈余管理之间却没有显示出任何关联。如果管理者进... 详细信息

通过2007—2012年平衡面板数据进行分析,验证内部控制是否有效地约束了管理者的盈余管理行为。从实证结果来看,上市公司的CEO强制性变更与盈余管理存在显著的正相关关系,而自愿性变更与盈余管理之间却没有显示出任何关联。如果管理者进行了过度的盈余管理,那么CEO将会被迫引咎辞职,这表明董事会尽到了应有的监督责任。另外,当企业的外部环境恶劣,如面临较高的资产负债率、营业成本率持续高位或市盈率高估等情况,上市公司更加倾向替换当前的CEO来解决企业面临的问题。企业的业绩变量与CEO的变更并没有显示出相关关系,说明CEO的变更与企业的业绩优劣并无直接关系。

关键词： CEO变更盈余管理内部治理工具变量 probit