日期精度：到日 2258 篇 · 到月 2354 篇 · 到年 2207 篇
检验多个斜率时似然比统计量的Bartlett调整
Inference about the slopes of two or more populations when the explanatory variables are measured with error is studied. We concentrate on the construction of a likelihood based test statistic and its Bartlett correction factor. The improvement of the chi-squared approximation is appreciable in the unknown variance case.
混合效应模型初始估计的计算：一般矩方法
Use of the maximum likelihood method for parameter estimation in a general mixed effects model requires initial estimates for all the model parameters. When the model is complicated, it may not be easy to obtain such estimates, especially estimates of the variances and covariances. A computational strategy is given for obtaining initial estimates. It is based on a general formulation of the method of moments for mixed effects models which allows the variances and covariances…
基于曲线长度的拟合优度检验
The length of the graph of an estimate of the distribution function is used as a measure of goodness of fit. The asymptotic theory of tests which are based on such a measure is studied and, in addition, tables of critical values for these tests are given. In the context of time series analysis, the proposed test rejects the null hypothesis of white noise whenever the length of the linearly interpolated cumulative periodogram, or of some smoothed version of it, is too large.
自助法中的重要性重抽样
We introduce an empirical method of importance resampling, which does not require analytical calculation of the resampling probabilities. Our method can easily be used as part of a general algorithm for Monte Carlo calculation of bootstrap confidence intervals and hypothesis tests. It produces consistent, efficient and unbiased Monte Carlo approximations. We also present a very general but elementary account of importance resampling, which shows that even optimal importance…
半线性回归中的置信区域
For the simple semilinear regression model.y =βf(θ) +ɛ, we obtain conservative approximations to likelihood ratio confidence regions for 6 and joint regions for (θ,β) which in many cases are essentially exact. To approximate the required probability we adapt the upcrossings approach of Johnstone & Siegmund (1989). In simple examples we compare our regions with two others which have been widely discussed in the literature.
估计函数的正交性与干扰参数
Cox & Reid (1987) proposed the technique of orthogonalizing parameters, to deal with the general problem of nuisance parameters, within fully parametric models. They obtained a large-sample approximation to the conditional likelihood. Along the same lines Davison (1988) studied generalized linear models. In the present paper we deal with the problem of nuisance parameters, within a semiparametric setup which includes the class of distributions associated with generalized…
截断数据的线性秩统计量
Motivated by Prentice's (1978) generalization of linear rank statistics for censored data, we introduce a similar kernel for deriving linear rank statistics for truncated data. They take very similar forms to those of Prentice's statistics. Moreover, we also show that they can be expressed equivalently in weighted log rank-type forms, thus providing natural variance estimators. Explicit forms corresponding to Wilcoxon and log rank tests are obtained. Extensions to data…
二元二项模型的先验分布
We derive prior distributions for the bivariate binomial model using Bernardo's (1979) method. These priors are compared to the Jeifreys prior and to a prior proposed by Crowder & Sweeting (1989). The priors possess desirable symmetry properties since we allow them to depend on the parameter of interest.
治疗效果存在滞后时比较生存曲线的加权对数秩统计量
In certain long-term treatment trials, one expects some lag period before the treatment is fully effective. This paper presents two weighted log rank type statistics designed to have good efficiency over a wide range of lags: a maximin efficiency robust statistic and a simplified version of this statistic. Both statistics can be computed as easily as the log rank statistic. Asymptotic efficiency calculations, supported by small sample simulations, show that the two proposed…
基于秩检验的删失生存数据线性回归分析
Recently linear rank statistics with censored data have been used as the estimating functions for the regression parameters in the linear model with an unspecified error distribution. The resulting rank estimators are consistent and asymptotically normal. However, the asymptotic variances of these estimators are complicated and are difficult to estimate well with censored data. In this paper, we propose some simple methods for making inference about a subset of the…
逻辑回归异常值检验：条件方法
We consider exact conditional methods for identifying outliers in logistic regression data. Tests for a single outlier and multiple outliers are developed assuming a logistic slippage model. The p-values for these tests are determined using an explicit enumeration of all possible responses consistent with the observed value of the sufficient statistic. Justifications are given for preferring this computationally intensive approach to standard methods based on asymptotic…
误分类二项数据中两总体概率比较的局部最优设计
Optimal experimental designs are found for estimating the difference P1−P2 of two population probabilities, using measuring instruments possibly subject to known error rates. The available experiments considered are to measure, for i = 1 or 2, the outcome of a trial on the population i without error, or with error, or with error with the possibility of checking either positive or negative responses. Given that the cost per observation depends on which experiment is carried…
结构方程模型的多层分析
This paper considers the multilevel analysis of structural equation models with unbal anced sampling designs. The analysis is based on the maximum likelihood and the generalized least squares approaches. Basic statistical results for inference such as the asymptotic distribution of the estimators, goodness-of-fit test statistics for the validity of the model and functional constraints are developed. Computationally, the applications of the scoring algorithm and the…
时间序列存在时相关积分行为的一则注记
The behaviour of the correlation integral is well known when applied to simple chaotic regimes and to pure random noise. The asymptotic behaviour of a chaotic system is represented by an infinite set of points called an attractor, the dimension of which can be estimated by the correlation integral. Essentially, the correlation integral of a time series is a normalized count of the number of close pairs of points of the series lying in phase space. We examine the expected…
参数密度估计中的一致性原则
In parametric density estimation the existence of a prior distribution on the parameter dictates the use of the corresponding predictive density function as estimate. This paper argues that in a decision theory approach to parameter density estimation any loss function introduced should lead to this predictive result for situations where prior information is available. The KullbackLeibler directed divergence has this coherence property whereas the corresponding symmetric…
组序贯假设检验后的参数估计
Parameter estimation techniques which fail to adjust for the interim analyses of group sequential test designs will introduce bias in much the same way that the repeated use of single sample hypothesis testing causes inflation of the type one statistical error rate. Methods based on the duality of hypothesis testing and interval estimation require definition of an ordering for the outcome space for the test statistic. In this paper, estimation following a group sequential…
论非参数核密度估计
The paper introduces the idea of inadmissible kernels and shows that an Epanechnikov type kernel is the only admissible kernel. An analysis of kernel density estimates leads to two new methods of bias reduction. We also discuss a general method of improving kernel density estimates in the sense of having smaller mean squared error. Finally we provide a theoretical framework for the operational method of using Abramson's square root law providing tangible and compact forms…
危险率变点模型中似然比检验的一个问题
A likelihood ratio test for constant hazard against a step change alternative has received considerable attention in recent years. Additional information in the maximum likelihood estimate of the change-point can seriously affect interpretation of test results. Some simple modifications are considered for which exact percentage points can be derived. Monte Carlo power and mean squared error comparisons are encouraging.
不等间隔纵向数据中的序列相关
Serial correlation in the within subject error structure in longitudinal data with unequally spaced observations is modelled using continuous time autoregressive moving averages. The models considered have both fixed and random effects in addition to serially correlated within subject errors. Two approaches are presented for calculating the exact likelihood for a model when the errors are Gaussian. The first calculates the covariance matrices for each subject for assumed…