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使用残差极大似然检验模型固定项的似然比方法AI 解读

Summary Likelihood ratio tests for fixed model terms are proposed for the analysis of linear mixed models when using residual maximum likelihood estimation. Bartlett-type adjustments, using an approximate decomposition of the data, are developed for the test statistics. A simulation study is used to compare properties of the test statistics proposed, with or without adjustment, with a Wald test. A proposed test statistic constructed by dropping fixed terms from the full…

替代异常值模型下限制最大似然估计的一则札记AI 解读

SUMMARY For single outliers in normal theory fixed effects models a mean slippage model is commonly used. An alternative is to model the outlier as arising from an unknown observation with inflated variance. Maximum likelihood estimates for the position of the outlier under the two models need not agree. This paper considers maximizing a restricted part of the likelihood to estimate the variance parameters and characterizes these estimates in terms of standard least squares…

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关于ARMA过程参数估计及Akaike、Hannan估计程序的札记AI 解读

Patterson & Thompson (1971) have described a modified maximum likelihood technique for estimating variance components in the additive mixed model. We consider the use of this method in estimating the parameters of the autoregressive-moving average model, and examine its performance relative to some established techniques for 200 simulations of a firstorder moving average process.

区组大小不等时的区组间信息恢复AI 解读

A method is proposed for estimating intra-block and inter-blook weights in the analysis of incomplete block designs with block sizes not necessarily equal. The method consists of maximizing the likelihood, not of all the data, but of a set of selected error contrasts. When block sizes are equal results are identical with those obtained by the method of Nelder (1968) for generally balanced designs. Although mainly concerned with incomplete block designs the paper also gives…