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以随机效应与随机方差整合线粒体电子传递的非线性回归分析AI 解读

This cross-disciplinary paper develops random effects and variances methods, especially for small samples within effects, and applies them to mitochondrial enzyme kinetics. A new force flux kinetic model is introduced for the alternative oxidase of plant mitochondria, the results of 42 experiments are published and the force flux function is fitted by nonlinear regression for each experiment. The results of the regression analyses are synthesized by a random effects model…

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含测量误差的 Probit 回归似然分析AI 解读

Likelihood analysis is proposed for a probit regression model when one of the explanatory variables is measured with error and replicate measurements of that variable are available on some of the subjects. The distribution of the measurement error and of the unknown explanatory variable, conditional on the known variables, are both taken to be normal. The maximum likelihood estimates can be computed exactly with the EM algorithm. Likelihood ratio tests and confidence…

Box–Cox 幂变换模型的敏感性分析：对比参数AI 解读

Sensitivity analysis is an important tool for the evaluation of scientific models. We consider the Box-Cox power transformation model and study the sensitivity for the estimated slope vector when the transformation parameter is perturbed. This is a key issue in the debate among Bickel & Doksum (1981), Box & Cox (1982) and Hinkley & Runger (1984) on the application of the power transformation model. Hinkley & Runger (1984) conjectured that Box & Cox's (1964) z transformation…

基于相干系统累积发生函数的两样本检验AI 解读

Suppose that n1 and n2 independent copies of a coherent system composed of m components operate in two different environments. All copies are monitored until their failure. The data consist of the lifetimes of all the components which fail before the system and the time to failure of the system which also is the censoring time for the components not yet failed. In this paper we propose a class of tests based on the incidence functions of the component failures obtained from…

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带确定性趋势的 ARIMA 模型中的若干单位根检验AI 解读

For a nonstationary time series we consider a model which can accommodate the possibility of deterministic and stochastic trends. Assuming that we are primarily interested in testing for the stochastic trend, that is, for a unit root in the time series, we employ the Lagrange multiplier principle and obtain test statistics. The asymptotic distributions of the test statistics. The asymptotic distributions of the test statistics are characterized by functionals of stochastic…

动态回归模型中的异常值检测与处理AI 解读

This paper offers an approach to detecting outliers in multiple time series by studying transfer functions with one input where outliers in the input may or may not be passed to the output.

通过广义线性回归拟合长记忆模型AI 解读

There is an increasing awareness of the importance of long-memory models in statistical applications.If long memory is present, it has to be taken into account in order to obtain reliable tests and confidence intervals.One obstacle to using models with long memory in routine statistical analysis has been the lack of easily available and sufficiently versatile statistical software.Here we propose a simple but flexible class of parametric models, which can be used to model…

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约束拟似然估计AI 解读

For maximum likelihood or least squares parameter estimation subject to a constrained parameter, the standard approach is to use the method of Lagrange multipliers. In this paper it is shown that the same formal procedure applies very generally for constrained quasi-likelihood estimation even though there is ordinarily no objective function to maximize or minimize. This allows for optimal estimation in a wide range of problems where maximum likelihood cannot be used, such as…

近似贝叶斯推断的 Bartlett 调整AI 解读

In wide generality, the posterior distributions of the likehood ratio statistic and the posterior ratio statistic are chi-squared to error of order O(n−1), where n is sample size. The error in the chi-squared approximation can be reduced to order O(n−2) by Bartlett correction. In this paper, explicit formulae are derived for the Bartlett adjustment factors of both statistics, and the derivations are based on the Tierney. Kass & Kadane (1989) asymptotic approximation for…

研究剖面似然调整的符号算法AI 解读

A symbolic algorithm for the derivation of the asymptotic expansion of the maximum likelihood estimate was first introduced by Andrews & Stafford (1993). This algorithm is quite general and can be modified to give asymptotic expansions for the maximum likelihood estimate based on either the conditional, modified or adjusted profile likelihoods. Expansions are obtained quickly with no chance for human clerical error. As a result, these three adjustments can be easily studied…

随机效应对无条件风险率与生存函数的影响AI 解读

The consequences of introducing random effects have been a major issue in models for survival analysis. A general result is derived to establish the underestimation of the unconditional hazard rate when a random effect is present. Also, the survival time is shown to be underestimated. No distributional assumption regarding the random effect is required.

利用替代失效时间数据提高临床试验的成本效益AI 解读

In clinical trials with failure time, outcomes, the cost of follow-up for the endpoint of primary interest is sometimes expensive. In many of these settings, one or more secondary or surrogate failure time outcomes are also available which either occur much earlier or are much less expensive to follow than the primary outcome. This paper presents a method for using these secondary outcomes to increase the power of detecting a treatment effect on the primary outcome only,…

用几何方法评估广义线性模型中的遗漏协变量偏差AI 解读

Misspecifying generalized linear models by omitting covariates associated with the response can result in seriously biased estimates of the effects of the included covariates. For certain models, such bias can occur even when the omitted covariate is independent of the included covariates, as in studies with randomized treatment assignment. This paper presents a geometric approach to assess the direction of the bias resulting from omitted covariates and develop intuition…

拟似然方法的离差函数AI 解读

We introduce a deviance function that can be used in conjunction with the quasi-likelihood method. The need for such functions arises when the quasi-log likelihood function is not uniquely defined. The deviance is obtained by projecting a pair of centred likelihood ratios onto the direct sum of two Hilbert spaces spanned by the observations. Locally at the null and the alternative hypotheses, the deviance function is equivalent to the quasi-log likelihood ratio provided that…

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分数差分ARIMA过程的可逆性AI 解读

To evaluate how the condition for invertibility of fractional ARIMA (p, d, q) processes can be achieved, we formulate a measure based on the prediction error related to the autoregressive inversion. Some results are obtained by investigating the behaviour of the measure. A conclusion is that the condition for invertibility is satisfied when the degree of fractionally differencing d exceeds −1. As another one, it is pointed out that invertibility is not so easily achieved…

分数噪声样本自相关的偏差AI 解读

The autocorrelation function of fractional noise, when the difference parameter is positive, is quite distinctive. However, for time series of moderate length, this pattern is unlikely to be seen in the sample autocorrelations, which are severely biased when the process mean is unknown.

用对比型检验检验回归函数的线性与凸性AI 解读

The best linear test is obtained for testing linearity against convexity of a regression function. Some power comparisons are made with the likelihood ratio test.

多步预测中极大似然估计的稳健性：指数平滑情形AI 解读

We extend the argument initiated by Cox (1961) that the exponential smoothing formula can be made more robust for multi-step forecasts if the smoothing parameter is adjusted as a function of the forecast horizon l. The consistency property of the estimator which minimizes the sum of squares of the sample l-step ahead forecast errors makes the robustness result useful in practice. We also generalize the consistency result to some other parsimonious nonstationary models which…