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普通最小二乘替代方法的模拟研究AI 解读

Estimated regression coefficients and errors in these estimates are computed for 160 artificial data sets drawn from 160 normal linear models structured according to factorial designs. Ordinary multiple regression (OREG) is compared with 56 alternatives which pull some or all estimated regression coefficients some or all the way to zero. Substantial improvements over OREG are exhibited when collinearity effects are present, noncentrality in the original model is small, and…

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一般线性假设检验的敏感度比较AI 解读

The expected significance level (ESL) of a test, proposed by Dempster and Schatzoff (4) as a criterion for comparing sensitivities of competing test statistics, is defined as the expected value of the observed significance level under a simple alternative hypothesis. For example, the ESL of a lower tailed test of the hypothesis H 0: X∼F (x) against H 1: X∼G (x) is given by ñF(x)dG(x). In this paper, the sensitivities of several proposed tests of the general linear hypothesis…

Wilks 似然比准则的精确分布AI 解读

The null distributions of Wilks's likelihood ratio criterion Λ are derived, and it is shown that the density and distribution functions of Λ have exact closed form representations when p, the number of variates, or q, the hypothesis degrees of freedom. are even. Tables of correction factors for converting chi-square percentiles to exact percentiles of a logarithmic function of Λ are provided in the appendix for twenty-two (p, q) paris. Tables for an additional nineteen pairs…