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摘要暂缺

We consider the following class of problems: having observed a multivariate normal data vector y with unknown mean vector η, covariance matrix the identity, find an approximate confidence interval for ø = t(η), a real-valued function of η. A simple geometric construction is given which leads to highly accurate solutions. This construction shows that the standard approximation based on maximum likelihood theory, ø7plusmn;σz(α), can be quite misleading when ø is nonlinear in…

时间序列非线性的 Tukey 非可加性型检验AI 解读

The most general form of a nonlinear strictly stationary process is that referred to as a Volterra expansion; this is to a linear process what a polynomial is to a linear function. Because of this similarity, an analogue of Tukey's one degree of freedom for non-additivity test is constructed as a test for linearity versus a second-order Volterra expansion.

排序理论中的解释与估计AI 解读

A simple probabilistic interpretation is given to the expected ranks of k objects ordered by randomly generated observers. The result is shown to yield naturally an estimation procedure in a parametric model for the distribution of permutations. The resulting estimators, in contrast to those suggested by previous authors using approximate likelihood, are consistent for the parameters.

Papadakis估计量在一维和二维田间试验中的作用AI 解读

Field trials when observations are correlated with those in neighbouring or nearby plots in one dimension are examined. The relationships between maximum likelihood solutions and the well-known Papadakis estimator are clarified and it is shown that the Papadakis estimator is appropriate under one covariance assumption but not others.

失效率相等的检验AI 解读

A new statistic is proposed for testing the hypothesis Ho that two failure rates are equal against the alternative hypothesis Ha that one failure rate dominates the other. Unbiasedness, asymptotic normality and consistency of the test against Ha are shown. Empirical power comparisons under small-sample size situation are given to demonstrate that the new test is significantly better than previous tests.

可分解与仿射可分解的方差平衡设计AI 解读

This paper introduces the notion of affine (μ1, …, μ1)-resolvability and explores the interrelations between: (a) affine (μ1…, μ1)-resolvability, (b) variance-balance, and (c) the relation b = v+t−1, where b is the number of blocks. It is seen that, while (a) and (b) imply (c), and (b) and (c) imply (a), the relation (a) and (c) imply (b) is not in general true. A necessary and sufficient condition under which (a) and (c) imply (b) has been derived and certain nonexistence…

结构方程模型中函数约束的检验AI 解读

In the context of a robust generalized least squares approach, a new statistic for testing the validity of constraints in structural equation models is proposed. It is shown that the new test requires significantly less computational effort than the traditional one. Extension to models in several populations is also considered. Illustrative applications based on real data are given.

It is demonstrated that maximum likelihood estimators exist for the intercept, slope and unknown error variance in Dolby's (1976) unreplicated ultrastructural model with known error variance ratio even when the ratio of the variability of the measured variables to the variability of the measurement errors is unknown. This corrects an assertion in Dolby's paper. Patefield's (1978) adjusted maximum likelihood estimators for this model are shown to be strongly consistent and…

因变量分层抽样数据的最小二乘回归AI 解读

A description is given of a method of estimating parameters in the linear regression model from data collected from stratified samples of the dependent variable. The residual distribution is allowed to be unspecified. The method is iterative and involves estimates of the residual distribution under the given sampling scheme.

相关变量的方差齐性检验AI 解读

Four large-sample methods are proposed for testing the equality of the variances of a p-variate normal population. Two of the methods are asymptotically distribution robust against departures from the multinormality assumption of the parent population. In applying the tests no restrictive assumptions are made about the off-diagonal structure of the covariance matrics and no random splitting of the sample into subsamples is required. An example of the use of the tests is…

季节移动平均模型的卡尔曼滤波注记AI 解读

We show that if we apply the Kalman filter to a pure seasonal moving average model with no missing observations, then, by using a result of Ansley (1979), we can obtain significant computational savings.

回归超总体模型下调查抽样的最优估计AI 解读

The necessary and sufficient conditions for an estimator-design pair to be optimum under a regression superpopulation model with correlated residuals are established. It is shown that some earlier optimality results can be deduced as special cases of the more general model considered in this note.

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含协变量的对数逻辑斯蒂生存时间模型AI 解读

A model for survival time where the effect of the explanatory variables is multiplicative on the median of a basic log logistic distribution is considered. Two different schemes of observation, namely the binary analysis of the proportion of survivors after a fixed time to and the analysis of all identified failure or censored times, are considered. Some results concerning the relative efficiency of estimators of the regression parameters under the two analyses are obtained.

最小二乘预测回归中变量选择程序的可容许性AI 解读

Given data with a single dependent variable arising from a normal linear regression model, a variable-selection procedure completely specifies a least squares fit by choosing the subset of the independent variables to include in the model. For loss equal to squared error of prediction, we prove that all variable-selection procedures are admissible for choosing among least-squares fits of the regression model.

比例风险模型中的全子集回归AI 解读

This paper shows that within the framework of the proportional hazards model all subsets regression can be performed with very little computational effort. A selection criterion based on a Wald statistic is motivated by an argument similar to crossvalidation in which the status of one observation is changed from uncensored to consored. This criterion is formally equivalent to Mallows's Cp and thus the problem is reduced to one readily handled by standard statistical…

区分正态线性模型的标准贝叶斯程序之替代方法AI 解读

We consider the standard Bayesian procedure for discrimination, focusing on its tendency to give low posterior probabilities to some correct models, even in conditions of moderate to large sampling sizes. Furthermore, in some situations that could well occur in practice, the standard procedure is even asymptotically inconsistent. We claim that the explanation is that the standard procedure inflates the posterior probability of the model that has the smallest expected…

线性结构关系的参数估计：对误差方差比选择的敏感性AI 解读

Maximum likelihood estimation of parameters in linear structural relationships under normality assumptions requires knowledge of one or more of the model parameters if no replication is available. The most common assumption added to the model definition is that the ratio of the error variances of the response and predictor variates is known. This paper investigates the use of asymptotic formulae for variances and mean squared errors as a function of sample size and the…

若干维度检验统计量分布的最优界AI 解读

Optimal upper bounds are obtained for the distributions of two functions of the m - r smallest latent roots of HE−1, where E and H have Wishart distributions with identical covariance matrices; E has a central distribution while H has a noncentral distribution with unknown noncentrality matrix Δ of rank r. These bounds are then used to investigate the chi-squared approximation for some test criteria used in tests of dimensionality.

相关 Probit 回归模型的似然推断AI 解读

Equicorrelated binary observations are modelled using a multivariate probit regression model. Log likelihood derivatives are reduced to simple linear combinations of equicorrelated multivariate normal probabilities, which are approximated using the method of Mendell & Elston (1974). A data set with overdispersion illustrates the use of this model.

双向列联表中典型相关模型与潜在类别模型的联系AI 解读

Relationships between parameters of canonical correlations models and latent class models for two-way contingency tables are explored. It is found that under certain conditions, canonical models and latent models are equivalent. As a result, a new interpretation of canonical variables in contingency tables is proposed.