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通过非参数评估真实协变量分布校正协变量误差AI 解读

A well-known and useful method for generalised regression analysis when a linear covariate x is available only through some approximation z is to carry out more or less the usual analysis with E(x|z) substituted for x. Sometimes, but not always, the quantity var (x|z) should be used to allow for overdispersion introduced by this substitution. These quantities involve the distribution of true covariates x, and with some exceptions this requires assessment of that distribution…

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高阶渐近与似然原则：单参数模型AI 解读

Inferences based on higher-order asymptotics, in contrast to those based on standard first-order methods, approximate exact inferences closely enough to depend on the reference set. We use this feature to quantify the effect of the reference set on exact inferences. In particular, the difference in P-values for two reference sets can be at most O(n−½), and it is seen that one can often identify the coefficient of n−½. Although this is useful from a foundational viewpoint,…

动态扰动时间序列模型的最小二乘估计AI 解读

Recent results of the author concerning large-sample properties of the nonlinear least squares estimates of the parameters, in a regression model in which the disturbances follow a stationary mixed autoregressive-moving average time series, are extended to models in which lagged values of the dependent and independent variables occur.