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相关矩阵特征投影的渐近理论及其主成分分析应用AI 解读

The asymptotic distribution of an eigenprojection for a sample correlation matrix is obtained. In particular, it is shown that the rank of the asymptotic covariance matrix depends on distributional parameters in a somewhat complicated manner. The results obtained in this paper can be used to determine this rank. Some applications of the asymptotic distribution of these eigenprojections to inferential problems involving principal components subspaces are given.

受约束协方差分量模型中的估计与检验AI 解读

A cutting plane algorithm is proposed for estimating variance and covariance components by maximum likelihood or restricted maximum likelihood enforcing the constraints that covariance matrices be positive semidefinite. For tests of hypotheses involving these constrained estimates, an asymptotic parametric bootstrap is proposed for approximating the distribution of the likelihood ratio test statistic. Although the bootstrap is generally inconsistent when the true parameter…

加速失效时间模型的一类半参数回归方法AI 解读

In this paper a general class of nonparametric test statistics, which includes both linear and nonlinear rank tests for the accelerated failure time model, is inverted into estimating equations for multiple regression. For right-censored data this general class of semiparametric regression procedures includes the linear rank estimators of Tsiatis (1990), extends the Theil-Sen estimator based on Kendall's τ to multiple regression, and introduces several new families of…

病例对照数据回归模型的最大似然拟合AI 解读

We consider fitting categorical regression models to data obtained by either stratified or nonstratified case-control, or response selective, sampling from a finite population with known population totals in each response category. With certain models, such as the logistic with appropriate constant terms, a method variously known as conditional maximum likelihood (Breslow & Cain, 1988) or pseudo-conditional likelihood (Wild, 1991), which involves the prospective fitting of a…

适用于预测的二元脆弱性模型：生物标志物预后应用AI 解读

Serial biological markers are often used in medicine as prognostic indicators. For example, elevated tumour antigen tests presage tumour recurrence; rapid decrease in the CD4 cell counts of HIV + individuals indicate high risk for developing AIDS. Methods for evaluating the usefulness of markers should address how the prediction of future risk is revised, in a way that assists the making of decisions at the time such an indicator is observed. Proportional hazards modelling…

杂论：利用高斯图规则识别单因子模型AI 解读

We state a sufficient condition for the global identification of a single-factor model when some conditional associations among residuals are allowed The condition relies on the structure of the conditional independence graph of the observed variable given the latent factor, and can be derived using graphical rules.

短札：测量误差对汇总数据估计量的反常影响AI 解读

In a generalised linear model with a single, normally distributed covariate, for the most part the effect of normally distributed additive measurement error is attenuation, i.e. asymptotic bias towards the null. Prentice & Sheppard (1995) suggested a marginalised random effects approach to combining the results of different studies on binary outcomes. We show that, in probit regression, when the number of observations per study is large, under the stated normality…

具有随机化后响应指标的临床试验半参数两样本检验AI 解读

In many clinical trials involving survival endpoints, one has additional data on some binary indicator of ‘response’, such as initial tumour shrinkage in cancer trials. This paper studies the case of randomised clinical trials where the response indicator is available shortly after randomisation, and where one can assume that, within each stratum defined by the response indicator, a two treatment-group proportional-hazards model holds. The same model may also describe some…

Fisher 最小显著差异程序下的条件功效AI 解读

Conditional power calculations are very useful for assessing the likelihood of an ultimately statistically significant result given the current data We show how to calculate conditional power in a multi-armed trial using the classic Fisher least sigmhnt difference, LSD, procedure. We obtain upper bounds on the probabilities of Type 1 and Type 2 errors analogous to those in two-armed trials, and show that these bounds are equalities under continuous monitoring.

封闭总体规模估计的贝叶斯方法AI 解读

A Bayesian methodology for estimating the size of a closed population from multiple incomplete administrative lists is proposed. The approach allows for a variety of dependence structures between the lists, can make use of covariates, and explicitly accounts for model uncertainty. Interval estimates from this approach are compared to frequentist and previously published Bayesian approaches. Several examples are considered.

一种多元条件异方差模型AI 解读

Tsay (1987) developed the conditional heteroscedastic autoregressive moving-average model, which includes the conditional heteroscedastic autoregressive and random coefficient autoregressive models as special cases. This paper establishes the multivariate conditional heteroscedastic autoregressive moving-average model, and considers its theoretical properties and applications. Maximum likelihood estimation of the model is discussed in detail. A representation of the…

Logistic 回归的层级贝叶斯半参数方法AI 解读

A simple procedure is proposed for exact computation to smooth Bayesian estimates for logistic regression functions, when these are not constrained to lie on a fitted regression surface. Exact finite sample inferences and predictions are available, together with an exact residual analysis. The prior distribution relates to O'Hagan's assumptions for a normal regression function. A global shrinkage parameter and local smoothness parameter can be evaluated from the current data…

主成分分析中的局部影响AI 解读

Based on the definition of generalised influence function and generalised Cook statistic, local influence of small perturbations on the eigenvalues and eigenvectors of a covariance matrix are studied for population and sample versions. The results based on the correlation matrix are also derived and some related topics are discussed. Finally, an example is used for illustration.

用最小卡方方法高效估计随机微分方程AI 解读

We propose a minimum chi-squared estimator for the parameters of an ergodic system of stochastic differential equations with partially observed state. We prove that the efficiency of the estimator approaches that of maximum likelihood as the number of moment functions entering the chi-squared criterion increases and as the number of past observations entering each moment function increases. The rninimised criterion is asymp totically chi-squared and can be used to test…

多个数据集共同线性函数关系的估计AI 解读

This paper studies a functional-type linear measurement-error model, in which k data sets of observations are assumed to have in common a set of linear restrictions on their respective unobservable constant vectors. Each data set consists of replicated measurements of each one of several, generally unequal, constant vectors, with normal error assumed independent for each measurement made. The error covariance matrices are unspecified, and are equal for measurements within a…

有限马尔可夫随机场的 MCMC 计算复杂度AI 解读

This paper studies the computational complexity of Markov chain Monte Carlo algorithms with finite-valued Markov random fields on a finite regular lattice as target distributions. We state conditions under which the complexity for approximate convergence is polynomial in n, the number of variables. Approximate convergence takes time O(n log n) as n→∞ if the target field satisfies certain spatial mixing conditions. Otherwise, if the field has a potential with finite…

《病例—对照研究中家庭数据的逻辑回归》相关条目AI 解读

Amendments and Corrections 'Logistic regression for autocorrelated data with application to repeated measures'BY A. AZZALINI

改进非参数回归中的卷积与插值方法AI 解读

Following earlier work of Jones, Davies & Park (1994) we develop estimators based on convolution and interpolation methods, with the aim of reducing their variance and making them competitive with local linear smoothers. We argue that the classic convolution and interpolation approaches due to Gasser & Müller (1979) and Clark (1977) exhibit inflated variance on account of the relatively high variability of weights used in their construction. We show that, by convolving or…

生命历程分析中的序贯预测模型评估AI 解读

We extend the prequential approach introduced by A. P. Dawid to continuous time marked pint processes. A prequential forecasting system is expressed by means of the stochastic intensities of the point process. The exact independence and 1-exponentiality of the derived compensators are used to assess the predictive performance of the model and the inferential procedure. Some key words : Bayesian inference; Goodness of fit; Marked pint process; Markov chain Monte Carlo;…

单位根精确检验的若干性质AI 解读

This paper is concerned with the null hypothesis that errors in a regression equation for time series data follow a random walk. We examine the power properties of most powerful invariant tests for the unit root null hypotheses against exact stationary and nonstationary first order autoregressive models. The analysis shows the importance of a constant term and a linear trend variable in certain cases. The implications of the results for models estimated using seasonal data…

置信区间与等效性、差异性检验的统一方法AI 解读

General families of null hypotheses are defined which refer to problems of testing equivalence and difference between treatments. Corresponding confidence intervals have been proposed in the literature in a different context. The unifying approach demonstrates how waiving of particular one-sided tests in the parameter space relates to the construction of the corresponding confidence interval.

若干多变量检验统计量的高阶单调Bartlett型调整AI 解读

Suppose that the null distribution function of some test statistic S = Sn is expanded in terms of χ2 distributions. In this paper we provide a method for finding a ‘monotone’ transformation T(x) such that T(S) has chi-squared distribution to order n−k. This technique is applied to the special case of Hotelling's T2-statistic.

参数回归中不完整协变量的条件模型AI 解读

Incomplete covariate data arise in many data sets. When the missing covariates are categorical, a useful technique for obtaining parameter estimates is the EM algorithm by the method of weights proposed in Ibrahim (1990). This method requires the estimation of many nuisance parameters for the distribution of the covariates. Unfortunately, in data sets when the percentage of missing data is high, and the missing covariate patterns are highly non-monotone, the estimates of the…

删失数据的 Buckley–James 估计量札记AI 解读

We consider Buckley-James estimation in simple linear regression applied to the Stanford heart transplant data. We describe an experiment in which the ages of patients are perturbed. The number of limiting values of Buckley-James estimates exhibits chaotic behaviour. By considering the ordering of the residuals we obtain formulae for the limiting values of the regression coefficients