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广义线性模型中的协变量测量误差AI 解读

The EM algorithm is used to obtain estimators of regression coefficients for generalized linear models with canonical link when normally distributed covariates are masked by normally distributed measurement errors. By casting the true covariates as ‘missing data’, the EM procedure suggests an iterative scheme in which each cycle consists of an E-step, requiring the computation of approximate first and second conditional moments of the true covariates given the observed data,…

因子分析及相关模型中统计推断的稳健性AI 解读

A class of latent variable models which includes the unrestricted factor analysis model is considered. It is shown that minimum discrepancy test statistics and estimators derived under normality assumptions retain their asymptotic properties when the common factors are not normally distributed but the unique factors do have a multivariate normal distribution. The minimum discrepancy test statistics and estimators considered include the usual likelihood ratio test statistic…

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调查抽样中的最优性准则AI 解读

This paper attempts to fill the gap between some different and conflicting approaches in survey sampling. Based on a fixed population regression-type model, a class of optimality criteria similar to those well accepted in optimal experimental design theory is introduced. The minimax and superpopulation approaches in survey sampling turn out to correspond to two extreme criteria in the proposed class. This helps understand the role of randomization. The strategy of simple…

残留效应与自相关误差下比较两种处理的最优交叉设计AI 解读

A model for responses in a crossover experiment that includes direct and first-order carryover treatment effects, together with an autocorrelated error term, is considered when there are two treatments. A method for generating designs that minimize the variance of the estimated treatment effects is proposed and explicit results are given for the three and four period cases. Efficiencies of some practical designs are calculated.

平衡态循环半马尔可夫过程的逗留时间分布估计AI 解读

The EM algorithm is used to develop procedures for estimating the interoccurrence distributions when n independent and identically distributed cyclic semi-Markov processes, each being ergodic, irreducible and in equilibrium, are observed over finite windows. This work is an extension of Vardi (1982a, b) who considers a similar problem for renewal processes and develops the RT algorithm for estimation of the common interoccurrence distribution. The results are illustrated…

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似然比统计量的修正AI 解读

Hayakawa's (1977) null asymptotic expansion of the likelihood ratio criterion for testing a composite null hypothesis against a composite alternative hypothesis appears to be in conflict with Lawley (1956) if and only if a certain coefficient is nonzero. It is shown that this coefficient vanishes for all regular problems. Correction factors are derived for generalized linear models when the scale factor is assumed unknown. The present paper generalizes also some results by…

具有嵌套层级超泊松变异的广义线性模型AI 解读

We consider a scaled Poisson generalized linear model with random multiplicative errors associated with each stratum of a nested block structure. The normal equations are obtained. The quasi-likelihood is shown to be the product of a sequence of negative binomial quasi-likelihoods using weighted totals and correcting for margins. This is achieved by extending the definition of the quasi-likelihood which now includes a vector of weights. The usual asymptotic results still…

拟似然估计的效率AI 解读

A quasi-likelihood method has been proposed by Wedderburn (1974) for the estimation of parameters in regression models when there is some assumed relationship between the mean and variance of each observation but not necessarily a fully specified likelihood. If the underlying distribution comes from a natural exponential family the quasi-likelihood estimates maximize the likelihood and so have full asymptotic efficiency; under more general distributions there is some loss of…

三维列联表的贝叶斯对数线性估计AI 解读

This paper presents a Bayesian method to estimate the expected proportions in a three-way contingency table appropriate when prior knowledge about the main, first and second-order interaction effects can be described by a particular kind of exchange ability assumption. The proposed Bayes estimates are calculated by finding those values of the effects which maximize the resulting posterior distribution and can be used to explore the possibility that a nonsaturated submodel,…

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用于比较多种处理与对照的交叉试验设计AI 解读

We introduce a class of crossover designs with residual effects for experimental situations in which primary interest centres on the comparison of several test treatments to a control treatment rather than on all pairwise comparisons among the treatments. We shall call these designs ‘control balanced residual effects designs’. Their structure is studied in detail, some methods of their construction are given and their relative efficiencies are evaluated.

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依赖数据下的优势比推断：两种程序的关系AI 解读

Liang (1985) proposed an alternative to the Mantel-Haenszel procedure for testing the significance of an estimated common odds ratio when the binomial assumption for the observed cell frequencies is relaxed. It is shown that this procedure is a form of Fisher's one-sample permutation test.

空间中位数与方向数据AI 解读

We introduce the normalized spatial median as an estimator of location for rotationally symmetric distributions on the hypersphere. We investigate some of its asymptotic properties and use them to obtain confidence regions for the modal direction of a distribution on the hypersphere. These results are then applied to the von Mises-Fisher distribution and to a contamination model. It is seen that the normalized spatial median can perform more efficiently than the normalized…

自回归谱估计中的谱峰丢失AI 解读

Autoregressive spectral analysis depends on the method used for estimating the autoregressive parameters. It is shown by an asymptotic analysis involving second-order terms that least-squares estimates should be preferred to Yule-Walker estimates, since Yule-Walker estimates may result in loss of spectral peaks and strong bias. The results are confirmed by simulations which include also Burg-type estimates.

关于优势比的贝叶斯推断中的最优样本分配AI 解读

The choice of ratio of sample sizes of two groups of binary observations for comparing two proportions is studied using a Bayesian approach. Prior uncertainty about the unknown proportions thus enters the design calculations.

高度分层数据的修正对数秩检验AI 解读

Clinical trials often employ a stratified randomization so that treatment arms are balanced within prognostic factors. In these circumstances the use of the ordinary log rank test for comparing treatment groups with respect to survival is invalid. The stratified log rank test, although valid, loses efficiency as the number of strata increases. This paper proposes a modified log rank test that is fully efficient when there is no strata effect and is more efficient than the…

状态空间模型的高效广义交叉验证AI 解读

For a signal plus noise model with a state space representation, an efficient procedure is given for obtaining the trace of the influence matrix, where the influence matrix expresses the estimated signal vector as a linear combination of the observed data. This allows an O(n) evaluation of the generalized cross-validation criterion function. Our approach is very efficient, requiring the addition of only one equation to the ordinary Kalman filter, and extends to models with…

构建线性时间序列模型的候选集合AI 解读

The paper applies selection criteria to order determination in linear time series models in a less mechanical fashion than is often found. This is achieved via posterior odds ratios and by applying concepts of grades of evidence advanced by Jeffreys (1961). It is shown how alternative specifications may be compared and this leads to the development of a practical method for determining a portfolio of different models, each of which may be regarded as reasonable for the data…

非连续观测时间序列参数估计量的渐近分布AI 解读

The asymptotic normal distributions of two estimators, the maximum likelihood estimator and an alternative weighted least-squares estimator proposed by Wincek & Reinsel (1986) for parameter estimation of autoregressive-moving average models with nonconsecutively observed or missing data are derived for the stationary first-order autoregressive model, and also for the moving average model under periodic A-B sampling. Numerical comparisons of the explicit asymptotic variances…

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