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匹配病例对照研究中的交叉乘积估计量AI 解读

This paper is devoted to a study of the unmatched cross-product estimator of relative risk in a I : M matched case-control study. It is shown that this estimator is consistent for the ‘case-adjusted relative risk’ in rare disease settings. The cross-product estimator has a much wider range of applicability than the classical matched methods, which require a conditionally independent binomial model with a common odds ratio. In general, the methods estimate different…

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用于处理与对照比较的渐近最优平衡处理不完全区组设计子类AI 解读

Incomplete block designs for estimation of treatment-control differences are studied. A class of designs for this purpose, called balanced treatment incomplete block designs, has recently been proposed and studied by several authors. Here, a relatively small subclass of these designs is shown to contain the asymptotically optimal design under the criterion of minimizing the length of simultaneous confidence intervals for treatment-control differences. These results can be…

小样本中的异常值抗性AI 解读

This paper presents a new measure of outlier resistance based on Huber's maximum bias. After standardizing by the maximum bias of the median for the same situation, outlier resistance seems to be essentially independent of n and depends on the fraction of contamination. The advantages over alternative measures of resistance involve this relative stability with the sample size, and the ability to measure resistance to a large fraction of outliers. As an example, this method…

单位球面或超球面随机变量的相关系数AI 解读

A coefficient to measure association between two random variables, each distributed on the surface of the unit sphere in p-dimensional space, is proposed, analogous to an existing correlation coefficient for circular data. The sample estimate is studied in detail for the case p = 3, and comparisons are made with other statistics in current use. Some applications are given to studying remanent magnetization in rock samples.

大规模秩相关系数集合的评估AI 解读

A recent Poisson limit theorem for dissociated random variables is shown to apply to rank correlation coefficients which have been calculated from independently distributed vectors. This allows the asymptotic distribution of the largest of the rank correlations to be derived. Simulations show that the asymptotic approximations are close in the tails of the distributions. An example indicates how these approximations can be used to assess the significance of the large…

高阶穿越的渐近方差及其在快速白噪声检验中的应用AI 解读

The rate of decrease in the variance of higher order crossings is obtained for stationary m-dependent Gaussian sequences. This result provides a quick approximation to the variance of the number of axis-crossings of m-dependent processes, and is applied in determining approximate probability limits for the higher order crossings of white noise. The limits are used in testing for white noise in simulated and also real data examples.

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利用先验信息的自助法AI 解读

Bayesian analysis is subject to the same kinds of misspeciflcation problems which motivate the robustness and nonparametric literature. We present a method of incorporating prior information which performs well without direct knowledge of the error distribution. This is accomplished by replacing the likelihood in Bayes's formula by a bootstrap estimate of the sampling density of a robust estimator. The flexibility of the method is illustrated by examples, and its performance…

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非线性回归中参数子集的置信域AI 解读

Confidence regions for some of the parameters in nonlinear regression models are often based on the large sample distribution of the least squares estimator, or equivalently a linear approximation to the model. These regions have a simple ellipsoidal shape but their nominal level is often misleading. Confidence regions based on the likelihood ratio and on the scores are examined and geometric interpretations are given. A simple method of approximating both types of…

调查抽样中最优模型预测量的刻画AI 解读

This paper presents the necessary and sufficient conditions for the optimality of an arbitrary linear predictor of the total of a finite population in survey sampling under a general linear model with a symmetric and positive-definite covariance matrix. Results of the paper extend and unify earlier work on robust estimation in survey sampling under more restrictive conditions.

分数差分时间序列建模AI 解读

Aspects of model building using fractionally differenced autoregressive-moving average processes are discussed. An algorithm for approximate maximum likelihood estimation is outlined and the large-sample distribution of the maximum likelihood estimates is derived. The large-sample distribution of the residual autocorrelations is also derived and a modified portmanteau test statistic is obtained for checking model adequacy.

作为拟合优度检验工具的累积卡方统计量AI 解读

The cumulative chi-squared statistic in the one-way analysis of variance model is characterized as the weighted sum of independent one degree of freedom chi-squared random variables, which are linear, quadratic, and so on, components in the sense of Čebyšev's orthogonal polynomials for finite points. This suggests that the cumulative chi-squared should be an appropriate goodness-of-fit test statistic for a hypothesized model against a systematic departure that is mainly but…

线性系统的递归估计AI 解读

The estimation of parameters for a scalar linear system with rational transfer function is considered, the estimates being updated each time a new data point comes to hand. Two well-known algorithms are compared by simulation with a method related to the three-stage algorithm of Hannan & Rissanen (1982); a computation scheme using Givens transformations is proposed which makes the three-stage recursive algorithm economical. A central limit theorem is proved for the…

含变点的泊松过程的贝叶斯分析AI 解读

A Bayesian approach to estimation and hypothesis testing for a Poisson process with a change-point is developed, and an example given.

删失数据线性模型的估计AI 解读

Three methods for linear regression with censored data are considered, that of Buckley & James (1979), a proposed simpler nonparametric method and a normal model for censored data. A new estimator for the variance of the error term in Buckley & James's (1979) procedure is proposed and simulations comparing the three methods are described.

极值分布的 W 检验AI 解读

Procedures are developed for evaluation of the Wilk-Shapiro W statistic to test goodness of fit for the extreme value distribution. Empirical percentage points are obtained by performing Monte Carlo experiments.

单变量时间序列模型的诊断检验AI 解读

The portmanteau statistic for testing the adequacy of an autoregressive-moving average model is based on the first m autocorrelations of the residuals from the fitted model. This paper examines the properties of this test for various choices of m. A modification which allows the use of small values of m is shown to result in a more powerful test. The Lagrange multiplier statistic (Godfrey, 1979) and a test statistic examined by Newbold (1980) are also discussed.

Cox 回归模型生存概率估计的不确定性札记AI 解读

From a Cox regression model for censored survival data it is possible to estimate the t-year survival probability for an individual with covariates Z0, say. The variance of the estimate, however, depends not only on the value of the estimate but also on the particular covariate pattern z0. The dependence on z0 is studied and approximations to the variance are suggested which can be computed much more simply.

部分状态聚合面板数据中潜在马尔可夫结构的检验AI 解读

SUMMARY For dichotomous longitudinal panel data assumed to have been generated by a Markov chain but with only one of its states identifiable, the likelihood ratio and related tests for underlying Markovian structure are studied. It is shown that the likelihood ratio may be written as a product of conditionally independent likelihood ratios for testing independence in certain contingency tables, given margins. The tests are illustrated on data from malaria and…

临床试验中含变化协变量的重复测量设计分析AI 解读

A multivariate model is proposed for analysing repeated measures designs with changing or within-subject covariates. Under the assumption of multivariate normality the likelihood ratio tests are derived for testing certain linear hypotheses. Some special designs are discussed and a numerical example is given to illustrate the method for analysing a two-period crossover design.

时间序列自激门限自回归型非线性的综合检验AI 解读

A portmanteau test to detect self-exciting threshold autoregressive-type nonlinearity in time series data is proposed. The test is based on cumulative sums of standardized residuals from autoregressive fits to the data. Significance levels for the test under the hypothesis of linearity are obtain from the asymptotic distribution of the cumulative sums as Brownian motion. The performance of the test is evaluated for simulated data from linear, bilinear and self-exciting…

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