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比例风险回归中解释变异度的进一步结果AI 解读

Two competing measures of the proportion of variation of possibly censored survival times explained by a given proportional hazards model are compared in a Monte Carlo study. It is shown that the validity of a very quick likelihood based measure (Magee, 1990) depends on a proportionality assumption. The computationally more involved measure V2 of Schemper (1990) is robust in this respect. Both measures produce very close results if the Cox model assumptions are perfectly met.

用于比较两个分布的加权对数秩统计量AI 解读

The derivation of locally most powerful rank statistics for comparing two censored samples against parametric alternatives is reformulated for more general classes of alternatives. A particular class is considered, which includes the case of two weibull distributions differing in shape parameter.

非贝叶斯分类规则的误分类率与Fisher线性判别的稳健性AI 解读

We call a classification procedure non-Bayes if it does not converge to the Bayes classification procedure. An asymptotic expansion is found for the expected error rate of such a classification rule. This is used to compare the estimates of Fisher's linear discriminant rule, F, and the quadratic discriminant rule, Q, under departures from the equal variance matrices assumption. It is found that F is quite robust to departures from the equal variances assumption.

乘积极限估计量四种版本的偏差比较AI 解读

SUMMARY The bias of the product-limit estimator depends entirely on the method used to 'complete' the estimator beyond the last observation when it is censored. The bias has been investigated for the upper (Gill, 1980) and lower (Efron, 1967) bounds on these methods. Rather than using a completion method, investigators in practice commonly truncate the estimator using data-driven rules. The bias under two common truncation rules are considered: (i) truncating at the last…

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非线性方差分量模型AI 解读

General aspects of nonlinearity in the context of component of variance models are discussed, and two special topics are examined in detail. Firstly, simple procedures, both formal and informal, are proposed for describing departures from normal-theory linear models. Transformation models are shown to be a special case of a more general formulation, and data on blood pressure are analyzed in illustration. Secondly, an approximate likelihood is proposed and its accurate…

关于回归估计量方差估计的一则说明AI 解读

Särndal, Swensson & Wretman (1989) and Kott (1990a) have proposed two separate estimators for the variance of the regression estimator of a finite population mean based on a simple random sample without replacement. It is shown here that the former approximates for large samples and the latter equals respectively two known variance estimators, relative merits of which are already studied in the literature.

基于线性回归模型预测生存概率AI 解读

After fitting survival data with a linear regression model, it is important to know how to use the results to make prediction of the t-year survival probability or median failure time for future patients with certain covariates. We propose some simple prediction procedures without using complicated and unstable nonparametric functional estimates. The new methods are illustrated with the Stanford heart transplant data.

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有限状态马尔可夫链的经验贝叶斯估计量AI 解读

Using results of Anderson & Goodman (1957), we develop empirical Bayes estimates for the transition probabilities of a finite stationary Markov chain. Some asymptotic properties of these estimators are also derived.

The proportional hazards model makes a number of assumptions which may not always be completely satisfied. However, fitting such models can have both descriptive and analytical value. We discuss the implications of the survey design for large-scale studies. We propose a weighted estimator and derive a design-based estimator for the variance of the estimated parameters. The derivation requires using methods not previously used in the context of analysis of survey data. We…

推导最优单侧成组序贯检验的改进方法AI 解读

SUMMARY We derive one-sided group sequential tests for normal responses which minimize expected sample size; minimization is at a single value of the normal mean or integrated with respect to a normal density. The methods employed are much faster and also numerically more stable than those of Jennison (1987). They provide solutions for cases with as many as 200 groups and, for small numbers of groups, facilitate optimization over the choice of group sizes. We present a new…

多重插补数据集的似然比检验AI 解读

Existing procedures for obtaining significance levels from multiply-imputed data either (i) require access to the completed-data point estimates and variance-covariance matrices, which may not be available in practice when the dimensionality of the estimand is high, or (ii) directly combine p-values with less satisfactory results. Taking advantage of the well-known relationship between the Wald and log likelihood ratio test statistics, we propose a complete-data log…

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一种自适应且具高功效的随机化检验AI 解读

Hogg & Lenth (1984) reviewed some adaptive tests. The main problems encountered while using such a procedure are the need for a good selector statistic and the size inflation due to the choice. At present, the solution to the latter problem is to construct a distribution-free procedure (Randies & Hogg, 1973). In this paper we propose a simple adaptive exact procedure. We then use it to construct an adaptive randomization test for matched pairs. This test has exactly size α,…

利用一阶差分估计非参数回归方差的最优设计AI 解读

In nonparametric regression, the variance of the response can be estimated by the sum of squares of differences of the observed response. In this paper we obtain the most efficient design for a general variance estimator defined by first order differences. It is found that for this estimator, in the majority of cases, a good approximation to the most efficient design is the uniform design. The least efficient designs are also discussed.

两个概率分布离散程度相等的检验AI 解读

Based on independent random samples from two distributions we consider the problem of testing that the distributions are identical except for an unknown location parameter against the alternative that one is less dispersed than the other. The proposed tests are shown to be asymptotically distribution-free and consistent. The asymptotic relative efficiencies with respect to several other tests for some specific alternatives are given.

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捕获—再捕获实验中泊松与多项模型的推断AI 解读

Capture-recapture models have been formulated both as Poisson and as multinomial distributions. Maximum likelihood estimates of parameters under the two models are compared. For parameters which do not involve the population size the asymptotic covariances are shown to be the same.

一类光滑函数的边际尾概率近似及其在贝叶斯与条件推断中的应用AI 解读

This paper presents an asymptotic approximation of marginal tail probabilities for a real-valued function of a random vector, where the function has continuous gradient that does not vanish at the mode of the joint density of the random vector. This approximation has error O(n−3/2) and improves upon a related standard normal approximation which has error O(n−½). Derivation involves the application of a tail probability formula given by DiCiccio, Field & Fraser (1990) to an…

回归模型的鞍点近似AI 解读

This paper uses the techniques of saddlepoint or tilted-exponential approximation to develop an approximation to the small-sample distribution of estimators defined by a system of estimating equations when observations are independently but not identically distributed. This allows for the explicit treatment of models with explanatory variables. The approximation is applied to L1 regression, and the accuracy of the approximation is demonstrated in a case in which the usual…

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误分类二元数据的假设检验、分析与实验设计AI 解读

SUMMARY Consider a binary random variable having outcomes subject to misclassification errors where the probabilities of misclassification errors depend on outcome. The asymptotic relative efficiencies are derived for comparing two binomial populations, comparing stratified binomial populations and for paired comparisons. The probabilities of misclassification can vary with strata or be different for each pair. The criterion for optimum experimental designs is shown to be…

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