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日期精度:到日 2258 篇 · 到月 2354 篇 · 到年 2207 篇
Rank Regression with Log Gamma Residuals
Estimation of the Interclass Correlation Coefficient
类间相关系数的估计
A noniterative method for estimating the interclass correlation coefficient is derived from the technique of weighted sums of squares. The asymptotic variance of this estimator is derived under the assumption of normality. Through extensive Monte Carlo simulations, the sample variance of this estimator is found not to differ greatly from that of the maximum likelihood estimator.
Exact Confidence Intervals Following a Group Sequential Trial: A Comparison of Methods
组序贯试验结束后的精确置信区间:方法比较
With interest in designing group sequential clinical trials increasing, methodology for analysing the data arising in such trials is needed. We discuss several approaches to constructing confidence intervals for the parameter of interest in a group sequential trial after the trial has ended. We compare these methods to one already in the literature and point out interesting differences.
On Stochastic Complexity and Nonparametric Density Estimation
随机复杂度与非参数密度估计
We use the concepts of stochastic complexity, description length, and model selection to develop data-based methods for choosing smoothing parameters in nonparametric density estimation. In the case of histogram estimators, we derive a simple, exact formula for stochastic complexity when the prior distribution of cell probabilities is uniform over the class of all possible choices. The formula depends only on the data and the smoothing parameter, which is readily chosen…
On the Use of Covariates for Rodent Bioassay and Screening Experiments
啮齿动物生物测定与筛查实验中的协变量使用
Consider a three-state compartmental model with an initial, an absorbing and an intermediate state which may or may not be entered before absorption. Observable data are time to absorption and an indication of whether the intermediate state was entered, but not the time of transition. The transition rates characterizing the process are nonidentifiable without simplifying assumptions or additional information on the prevalence function, defined as the time specific proportion…
Testing the Equality of the Smallest Latent Roots of a Correlation Matrix
相关矩阵最小特征根相等性的检验
The asymptotic variance of a statistic used to test the equality of the smallest latent roots of a correlation matrix is computed. This permits an approximation to its null distribution suggested by Lawley (1956). A simulation is used to compare the performance of this approximation with others currently in use.
A Theorem of Jacobi and its Generalization
Jacobi 定理及其推广
A theorem of Jacobi (1841), which shows how the ordinary least-squares estimator from a linear regression can be represented as the weighted sum of ‘elementary’ estimators of the parameters, is extended to the generalized least-squares estimator. The generalization is applied to a problem in microwave engineering.
Nonparametric Tests of Population Differences and Estimation of the Probability of Misidentification with Unidentified Paired Data
The Multiprocess Dynamic Linear Model with Biased Perturbations: A Real Time Model for Growth Hormone Level
带有偏扰动的多过程动态线性模型:生长激素水平的实时建模
This paper introduces biased perturbation distributions into the multiprocess dynamic linear model in order to represent growth hormone levels in animals, which are characteristically noisy pulsatile time series. The use of biased perturbation distributions allows a pulse to be detected on the first observation immediately after it occurs, thus allowing the process to be modelled in real time. This approach is found to be quite effective at detecting the occurrence of a…
Detecting Dependencies in Smooth Regression Models
Order Restricted Inference in a Repeated Measures Model
重复测量模型中的序约束推断
There is an extensive literature on inferences from independent random samples about several normal means under order restrictions. The purpose of this note is to point out these results have very simple generalizations to one repeated measures model.
A Time Sequential Plan for Nonparametric Testing of Hypotheses with Censored Data
删失数据非参数假设检验的时间序贯方案
A sequential plan with censored data for nonparametric testing of a hypothesis H0: F(t) = F0(t) against H: F(t) ≤ F0(t), where the inequality holds strictly for some t, is discussed. A large-sample theorem due to Gill (1983) is used and a Kolmogorov-type test is established.
A Cross-Validation Filter for Time Series Models
时间序列模型的交叉验证滤波器
A filter is presented which computes cross-validation errors and associated statistics for an arbitrary state space model. The procedure is more efficient than an existing approach. Diffuse initial conditions are easily handled using a minor extension. The relationship to the fixed interval smoothing algorithm is investigated.
On the Exponential Model for Survival
关于生存分析的指数模型
A simple sufficient condition for the existence, consistency and asymptotic normality of the regression coefficient in the exponential model for survial is given. The intuition that consistent estimation can only be guaranteed when censoring variable are not too small, depending on the values of the covariates, can be quantified in some examples with the use of this condition.
Sensitivity Analysis for Matching with Multiple Controls
多控制匹配的敏感性分析
In observational studies, treated and control subjects may difler in ways that have not been observed, so that reference distributions for statistics that would be appropriate in randomized experiments may lead to incorrect inferences. A previous paper (Rosenbaum, 1987a) proposed a method for displaying the sensitivity of permutation inferences to bias due to an unobserved covariate in two cases: (i) the case of matched pairs, with arbitrary response variables, and (ii) the…
Testing for Normal Errors in Designs with Many Blocks
大量区组设计中的正态误差检验
Goodness-of-fit tests are provided for the assumption of homoscedastic normal errors in experimental designs where the number of fitted parameters is large. Asymptotic critical points are given for the Cramér-von Mises statistic, Watson's statistic and the Anderson-Darling statistic. An expansion of the covariance function of the empirical process of standardized residuals is given. The corresponding weak convergence result is established for one-way layouts when the number…
Estimation of the Error Probability Density from Replicate Measurements on Several Items
利用多个对象的重复测量估计测量误差密度
Estimation of the measurement error probability density from data that consist of a few measurements on each of several dissimilar items is investigated. An estimator is proposed for independent and identically distributed measurement error with a symmetric density function. This estimator is based on an orthogonal function expansion. Computation begins with the differences between measurements on the same item and makes use of the fact that the characteristic function of…
On Nonparametric Discrimination Using Density Differences
利用密度差进行非参数判别
We propose a technique for nonparametric discrimination in which smoothing parameters are chosen jointly, according to a criterion based on the difference between two densities. The approach is suitable for categorical, continuous and mixed data, and uses information from both populations to determine the smoothing parameter for any one population. In the case of categorical data, optimal performance is sometimes achieved using negative smoothing parameters, a property which…
Nonparametric Analysis of Truncated Survival Data, with Application to AIDS
截断生存数据的非参数分析及其艾滋病应用
One source of data for the induction distribution of aids arises from persons infected by the aids virus from contaminated blood transfusions. Analyses of these data are complicated because the number of individuals infected by transfusion is unknown; information is available only for those who are infected and develop aids within a certain chronologic time interval. The statistical problem is one of making inferences about a stochastic process of infection and disease for…
The Asymptotic Relative Efficiency of Score Tests in a Generalized Linear Model with Surrogate Covariates
含替代协变量的广义线性模型中得分检验的渐近相对效率
In many epidemiological studies, the exposure variable of interest cannot be measured directly. The classical approaches to errors in variables in regression do not extend easily to the nonlinear models commonly used in epidemiological research. Furthermore, the traditional additive measurement error model cannot adequately represent many surrogate relationships. By considering the effect of using surrogate independent variables on the efficient score statistic, some of the…
A Mean Squared Error Criterion for Time Series Data Windows
时间序列数据窗的均方误差准则
A periodogram mean integrated squared error criterion is proposed for assessing the performance of time series data windows, or tapers. The criterion is evaluated numerically for several known autoregressive processes to determine the optimal amount of tapering in Tukey's cosine window. It is found that tapering can be extremely beneficial if the spectrum contains sharp peaks. Also, in all cases studied, the optimal number of points tapered converges to a constant as the…
An Analysis of Correlation Matrices: Variables Cross-Classified by Two Factors
按两个因素交叉分类的变量之相关矩阵分析
A procedure similar to an analysis of variance is presented for examining the structure in correlation matrices whose variables are cross-classified by two factors, such as multitrait-multimethod matrices. The method tests an equal correlation hypothesis against natural alternative hypotheses suggested by group representations. When there is significant departure from the hypothesized pattern, alternative models to be pursued are indicated. The method is illustrated using an…
Variance Stabilization and the Bootstrap
方差稳定化与 Bootstrap
We investigate the use of a variance stabilizing transformation for the computation of a bootstrap t confidence interval. The transformation is estimated in an ‘automatic’ manner through an initial bootstrap step. A bootstrap t interval is then computed for the variance stabilized parameter and the interval is mapped back to the original scale. The resultant procedure is second-order correct in some settings, invariant and in a number of examples it performs better than the…