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Separating two sources of dependence in repeated influenza outbreaks

分离重复流感暴发中的两种依赖来源

Two or more responses measured on a randomly selected individual can be dependent for two quite different reasons. In the first place they can be dependent within, that is conditional upon, each individual. Secondly, dependence is created simply from the heterogeneity between individuals. This paper addresses a rare instance of being able to measure separately the dependence from the two sources. The data comprise frequencies of the infection profiles for a sample of…

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Asymptotic Covariance Structure of Serial Correlations in Multivariate Time Series

多元时间序列序列相关系数的渐近协方差结构

A simple proof of the asymptotic joint normality of any finite set of serial correlations of a general multivariate second-order stationary time series is presented and an explicit formula for the asymptotic covariance between two serial correlations is derived. The latter extends Bartlett's formula for the asymptotic covariance between two sample cross-correlations.

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Two-Phase Sampling for Selection with Probability Proportional to Size in Sample Surveys

调查抽样中按规模成比例选择的两阶段抽样

Särndal & Swensson (1987) have given a general framework of estimation in two-phase sampling assuming arbitrary probability by sampling designs in both the phases where the selections are without replacement. This note discusses a specific with replacement version of the scheme where a ratio of two variables is suggested as a measure of size of the units and a mean of the ratios-type estimator is proposed. A comparison is made with the Raj (1965) scheme employing the…

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A Mixture Model for Time to AIDS Data with Left Truncation and an Uncertain Origin

考虑左截断与感染时点不确定性的艾滋病发病时间混合模型

The use of a mixture model to estimate the probability of developing AIDS after HIV infection and the distribution of incubation time is investigated. The possibility of left truncation and an uncertain time of infection is incorporated into the analysis. The efficiency losses associated with uncertain infection times are investigated. An example is given.

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Testing Proportions for Markov Dependent Bernoulli Trials

马尔可夫相依伯努利试验的比例检验

For testing stationary state distribution of positive recurrent Markov dependent Bernoulli trials, Tavaré & Altham (1983) proposed a scale-corrected statistic, XXTA2 which has a X2 limiting distribution. In this paper, we establish the asymptotic optimality of XXTA2 by showing that it is asymptotically equivalent to the optimal test XXTA2 obtained under the modified likelihood approach of Billingsley (1961). Some simulation results are also given to examine finite sample…

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Hypothesis Testing in Case-Control Studies

病例对照研究中的假设检验

Prentice & Pyke (1979) have shown that valid estimators of the odds-ratio parameters in a logistic regression model may be obtained from case-control data by fitting the model as if the data had been obtained in a prospective study. The resulting estimates of standard errors are also valid asymptotically. We extend the Prentice-Pyke result to likelihood ratio tests obtained from fitting a prospective model. These tests are asymptotically exact if the hypothesis involves only…

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A Note on a Semiparametric Estimator of Mortality

关于自然死亡率半参数估计量的一则说明

A semiparametric estimator of natural mortality, introduced by Hearn, Sandland & Hampton (1987), was studied by Leigh (1988), who noted that its asymptotic variance may sometimes be infinite. We discuss the nonnorrnal asymptotic behaviour that can occur in this case, and remark on difficulties that it causes in practice.

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Estimation Based on Equioverlapping Samples

基于等重叠样本的估计

A model describing overlapping samples is proposed. Estimators of the expectation of underlying random variables are compared by the criterion of relative efficiency. Mallows & Vardi (1982) derived inequalities for the variances of these estimators in a general model of overlapping samples, which lead to a lower bound for the relative efficiencies considered. These are analysed as functions of certain problem parameters.

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Testing Odds-Ratio Equality for Several Diseases

多个疾病的优势比相等性检验

We present a test for the hypothesis that odds-ratios are constant across two or more diseases, using matched case-control data. The test requires less computing than the usual conditional likelihood score test (Prentice, 1979) because it excludes the control covariates. We give a practical algorithm to compute the test statistic and discuss its power.

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Optimal Estimation of Finite Population Total Under a General Correlated Model

一般相关模型下有限总体总量的最优估计

Restricting attention to fixed size sampling designs and linear unbiased estimators of a finite population total, we give methods for finding estimators with minimum model expected variance and the optimal strategy under a general correlated superpopulation model. Some techniques popular in the theory of optimal experiments help in the derivation. Several earlier optimality results are deduced as special cases.

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Projection as a Method for Increasing Sensitivity and Eliminating Nuisance Parameters

以投影提高敏感性并消除干扰参数

This paper examines statistical methods based upon estimating functions, i.e. functions of both the parameter and data that are designed to permit inference about an unknown parameter in a statistical model. We explore reductions of such estimating functions by projection. This reduction, analogous to the process of Rao–Blackwellization, may be used either to increase the power of a test, the efficiency of a point estimator, or alternatively to render an inference function…

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Predictive Fit for Natural Exponential Families

自然指数族的预测拟合

The paper examines predictive distributions, concentrating on measuring their fit to the true distribution by average KulLback–Leibler divergence. The notion of an ‘averaged bootstrap’ predictive distribution is introduced. This predictive distribution is shown to be asymptotically superior to the estimative distribution, in terms of average Kullback–Leibler divergence, when the true distribution is in a natural exponential family. Small-sample results are presented for the…

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A New Predictive Product Estimator

一种新的预测型乘积估计量

A product estimator of the population mean which is predictive in character is proposed. Although optimal in the sense of unbiasedness and minimum mean squared error under a certain superpopulation model, the estimator is frequently less biased than its competitors under a sampling theoretic approach.

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Graphical Comparison of Cumulative Hazards for Two Populations

两个总体累积风险的图形比较

We consider graphs, confidence procedures and tests that can be used with censored survival data to compare the hazard experience of a treatment group with that of a control group. In particular, we consider the relative change Δ(t) in a cumulative rate function which is used to define a generalized proportional hazard model. This model is equivalent to the model obtained by introducing a gamma distributed frailty term in the proportional hazard model. We introduce an…

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Assessing Influence on Regression Coefficients in Generalized Linear Models

广义线性模型回归系数的影响诊断

Suggested diagnostics for influence on the estimated regression coefficients in a generalized linear model have generally approximated the effect of deleting a single case. We apply the local influence method of Cook (1986) to assess the effect of small perturbations of the data, including the vector of responses, case weights, explanatory variables, and the components of one case. The resulting diagnostics allow one to check for different kinds of influence, and may give…

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Serially Correlated Differences in the Paired Comparison of Time Series

时间序列配对比较中的序列相关差值

If observations are taken at the same set of time points on each of two time series whose nonnegative trends are proportional, the F statistic based on the differences of the two series at the time points may be used to test equality of trends against inequality of trends provided the paired differences are independently and identically distributed normal random variables. The present paper investigates the effect on the F test when the paired differences follow a stationary…

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The Geometric Approximation to the Cusum Run Length Distribution

CUSUM 运行长度分布的几何近似

It has long been known that at larger run lengths, the distribution of cusum run length, T, converges to the geometric form cλT. Currently, the only approximation to c is 1 and one approximation is available for λ which goes back to Page (1954). The usefulness of these approximations has never been tested. Two new approximations for c and three for λ are derived. All are compared to numerically-derived values c and λ for a small but diverse set of cusums whose increments are…

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Adaptive Test for White Noise

白噪声的自适应检验

Since conventional tests for white noise are completely insensitive to certain alternatives, it is difficult in a particular application to decide which test to use if one has no a priori information about the kind of departure from whiteness. Therefore, an alternative test is proposed which may be applied in case of arbitrary stationary alternatives. This test procedure is adaptive in that first the real part of the finite Fourier transform of the data is used to choose…

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