论文检索

截断数据的线性秩统计量AI 解读

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…

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…

基于秩检验的删失生存数据线性回归分析AI 解读

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…

变点风险率模型似然比检验的一个问题AI 解读

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.

误分类二项数据中比较两个概率的局部最优设计AI 解读

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…

约束子模型中最大似然估计的近似AI 解读

An approximation to the maximum likelihood estimates of the parameters in a model can be obtained from the corresponding estimates and information matrices in an extended model, i.e. a model with additional parameters. The approximation is close provided that the data are consistent with the first model. Applications are described to log linear models for discrete data, to models for multivariate normal distributions with special covariance matrices and to mixed…

非线性时间序列的识别：一阶刻画与阶数确定AI 解读

We study the possibility of identifying nonlinear time series using nonparametric estimates of the conditional mean and conditional variance. It is shown that most nonlinear models satisfy the assumptions needed to apply nonparametric asymptotic theory. Sampling variations of the conditional quantities are studied by simulation and explained by asymptotic arguments for a number of first-order nonlinear autoregressive processes. The conditional mean and variance can be used…

谐波回归模型参数估计的渐近分布AI 解读

The harmonic regression signal plus noise model is used extensively in applied statistics. This note establishes the joint asymptotic normality of the generalized least squares estimates of the harmonic regression parameters and gives an explicit exprètaion for the limiting covanance matrix. It also clarifies misstatements concerning the model's properties that have appeared in the literature.

多元方差分量秩检验的分位点AI 解读

In the balanced one-way multivariate analysis of variance with random effects the likelihood ratio criterion for testing that the rank of the covariance matrix of the effect vector is not greater than a specified number is considered. The limiting distribution of −2 times the logarithm of the criterion is the distribution of the sum of squares of the positive characteristic roots of a certain random symmetric matrix. This paper presents exact and simulated quantiles of this…

存在线性趋势时有限总体均值的最优估计AI 解读

Postulating different superpopulation models for a finite population with linear trend, we suggest optimal sampling strategies for estimating the finite population mean within some classes of unbiased strategies.

利用逻辑回归调整无应答偏差AI 解读

A method of adjustment for nonresponse is considered. No information about the nonrespondents is required, but the respondents are assumed to answer all questions of interest. One or more call-backs are assumed. The probabilities of response are represented by a logistic regression model, in which variables in the survey are explanatory variables. The probabilities are estimated using a modified conditional maximum likelihood approach, based on the respondents. The estimated…

具有异质峰度参数的协方差结构分析AI 解读

This paper discusses the analysis of covariance structures in a wide class of multivariate distributions whose marginal distributions may have heterogeneous kurtosis parameters. Elliptical distributions often used as a generalization of the normal theory are members of this class. It is shown that a simple adjustment of the weight matrix of normal theory, using kurtosis estimates, results in an asymptotically efficient estimator of structural parameters within the class of…

多个变点的极大似然估计AI 解读

Maximum likelihood estimation of the locations of changes in sequences of independent categorical random variables when there are known lower bounds on the lengths of the sub-sequences between the change points is discussed. A method is developed which finds one of the maximum likelihood solutions. The problem of estimating the number of changed segments is discussed and some numerical results about the precision of the estimates of the locations of changes are presented.…

家族数据组内相关的极大似然估计：估计方程方法AI 解读

We introduce a generalized model for estimating intraclass correlation in the analysis of familial data. This model incorporates the models of Donner & Koval (1980), Donner & Bull (1983), Rosner (1984) and Münoz, Rosner & Carey (1986) as special cases. We then obtain the maximum likelihood estimates of the parameters of the model. In particular we obtain a single estimating equation, to be solved iteratively, for the estimation of the intraclass correlation p and discuss all…

响应变量被删失时回归估计器的比较AI 解读

Several methods of estimating parameters in a linear regression when the response variable is censored are compared. The estimator of Buckley & James (1979) is preferred. Further, it is shown that the strength of the regression, the support and distribution of the censoring variable, and the magnitude of the slope all have an effect on the relative performance of the estimators.

组内相关数据半参数广义线性模型的回归参数检验AI 解读

Generalized and ‘working’ Wald and score tests for regression coefficients in the class of semiparametric marginal generalized linear models for cluster correlated data (Liang & Zeger, 1986) are proposed, and their asymptotic distribution examined. In addition, the asymptotic distribution of the naive likelihood ratio test, or deviance difference, is presented. Following Rao & Scott (1984), we propose simple adjustments to such ‘working’ tests. The asymptotic distributions…

关于 Wei 临床试验偏置硬币设计的统计推断AI 解读

Wei (1988) analyzed data from a clinical trial in which an urn-sampling model was used to allocate patients to treatments. The trial resulted in 11 patients being allocated to the experimental treatment, all successes, and with one patient allocated to the control treatment, a failure. Wei analyzed these data using a randomization algorithm and concluded that the results were almost significant at p = 0·051. He asserted that an analysis which ignored the design and presumed…

衡量单个观测对贝叶斯因子的影响AI 解读

In this paper we consider a measure of the effect of single observations on a logarithmic Bayes factor defined via the difference in the logarithms of the Bayes factors conditional first on all the data and then omitting an observation. The measure is related to the conditional predictive ordinate. The form of the measure and examples of its use are presented for a variety of situations, normal samples, linear models, log linear models and the checking of distributional…

一般层级模型中异常值的识别与处理AI 解读

By their nature, hierarchical models involve a considerable number of structural and distributional assumptions; for example, normality and linearity are common assumptions. Considerations of robustness therefore suggest that some form of model elaboration is necessary. However, it is not clear how to achieve this in the already complex setting of hierarchical models whilst maintaining reasonable tractability in the analysis. We provide a comprehensive account of the way in…

二元与连续混合变量的预测判别及分类AI 解读

We derive the predictive allocation rule for classification of observations involving mixtures of binary and continuous variables. Our approach is based on the usual frequency distributions of the location model and vague prior distributions for the unknown parameters. The same approach is used to derive predictive rules when low-order linear models are imposed on the population parameters. We also present Monte Carlo results on the performance of the new predictive rule and…

通过数据增广计算最高后验密度区域的概率含量与边界AI 解读

This note considers the computation of the content and the boundary of the highest posterior density region in the context of data augmentation. The notion of the highest posterior density region and the data augmentation algorithm are reviewed. The sampling-based approach for calculating the content and the boundary of the highest posterior density region is then presented. The method is illustrated in the context of right-censored regression data.

使用二次指数模型的相关二元回归AI 解读

A model of quadratic exponential form is parameterized in terms of marginal means and pairwise correlations for the regression analysis of correlated binary data. Pseudo-maximum likelihood methods using a special case termed the multiplicative model are proposed, but are noted to be computationally unattractive if the ‘blocks’ of correlated responses are at all large. On the other hand score estimating functions for mean and correlation parameters are shown to be of a…

偏斜总体的稳健分位数估计量AI 解读

In this study we propose quantile estimators for a variety of skewed distributions. The proposed estimators are based on the biweight estimators for symmetric populations (Horn, 1988). These achieve good coverage across a wide variety of skewed populations, even for sample sizes as small as ten.

条件方程中多个变量含误差时的稳健估计AI 解读

It is well known that, in the errors-in-variables estimation problem, the results will have unnecessary asymptotic bias unless the algorithm is properly formulated. Similar difficulties can be expected with robust estimation techniques that are based on extending least squares to a noneuclidean metric. This paper presents an algorithm for robust estimation for the nonlinear model errors-in-variables case. The properties of the estimates produced by the algorithm are…