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二元反应生物测定中有效剂量的非参数估计札记AI 解读

For the common binary response model, we propose a direct method for the nonparametric estimation of the effective dose level. The estimator is obtained by the composition of a nonparametric estimate of the quantile response curve and a classical density estimate. The new method yields a simple and reliable monotone estimate of the effective dose-level curve α → EDα and is appealing to users of conventional smoothing methods as kernel estimators, local polynomials, series…

含随机效应的比例优势模型最大似然估计AI 解读

In this article we study the semiparametric proportional odds model with random effects for correlated, right-censored failure time data. We establish that the maximum likelihood estimators for the parameters of this model are consistent and asymptotically Gaussian. Furthermore, the limiting variances achieve the semiparametric efficiency bounds and can be consistently estimated. Simulation studies show that the asymptotic approximations are accurate for practical sample…

一般误差分布下 Lp 回归渐近性质概述AI 解读

We survey the asymptotic properties of regression Lp estimators under general classes of error distributions. It is found that the asymptotic distributions of Lp estimators depend crucially on p and the shape of the error distribution near the origin. A number of important features arise as a result, among which are (a) use of a small p may yield accelerated convergence rates for Lp estimators under certain classes of error distributions; (b) for p < 1, Lp regression should,…

摘要暂缺

所选参数的错误发现率调整多重置信区间AI 解读

Often in applied research, confidence intervals (CIs) are constructed or reported only for parameters selected after viewing the data. We show that such selected intervals fail to provide the assumed coverage probability. By generalizing the false discovery rate (FDR) approach from multiple testing to selected multiple CIs, we suggest the false coverage-statement rate (FCR) as a measure of interval coverage following selection. A general procedure is then introduced,…

疾病基因错义突变的分类AI 解读

Clinical management of individuals found to harbor a mutation at a known disease-susceptibility gene depends on accurate assessment of mutation-specific disease risk. For missense mutations (MMs)-mutations that lead to a single amino acid change in the protein coded by the gene-this poses a particularly challenging problem. Because it is not possible to predict the structural and functional changes to the protein product for a given amino acid substitution, and because…

表格统计分析的序贯蒙特卡洛方法AI 解读

We describe a sequential importance sampling (SIS) procedure for analyzing two-way zero–one or contingency tables with fixed marginal sums. An essential feature of the new method is that it samples the columns of the table progressively according to certain special distributions. Our method produces Monte Carlo samples that are remarkably close to the uniform distribution, enabling one to approximate closely the null distributions of various test statistics about these…

统一区间定位与连锁不平衡定位的一般统计框架AI 解读

The nonrandom association between different genes, termed linkage disequilibrium (LD), provides a powerful tool for high-resolution mapping of quantitative trait loci (QTL) underlying complex traits. This LD-based mapping approach can be made more efficient when it is coupled with interval mapping characterizing the genetic distance between markers and QTL. This article describes a general statistical framework for simultaneously estimating the linkage and LD that are…

多变量生存过程的函数型关联模型AI 解读

We consider multivariate temporal processes that are continuously observed within overlapping time windows. The intended application is in censored multistate and multivariate survival settings, where point processes are continuously observed. These data differ from other functional data, like longitudinal data, which are discretely observed at irregular times. Existing functional approaches to survival processes use intensity models, which require smoothing and depend…

列联表的齐次线性预测模型AI 解读

Maximum likelihood (ML) inference for the class of homogeneous linear predictor (HLP) models for contingency tables is described. HLP models constrain the expected table counts m through L(m) = Xβ, where the link L is allowed to be a many-to-one, nonlinear function. Generalized log-linear, association trend, marginal cumulative probit, and conditional marginal homogeneity models are given as specific examples. ML fit results, which include point estimates, goodness-of-fit…

具有高斯子模型结构的方差估计AI 解读

This paper considers the problem of estimating the dispersion parameter in a Gaussian model which is intermediate between a model where the mean parameter is fully known (fixed) and a model where the mean parameter is completely unknown. One of the goals is to understand the implications of the two-step process of first selecting a model among a finite number of sub-models, and then estimating a parameter of interest after the model selection, but using the same sample data.…

用于纳入先验信息的约束逆回归AI 解读

Inverse regression methods facilitate dimension-reduction analyses of high-dimensional data by extracting a small number of factors that are linear combinations of the original predictor variables. But the estimated factors may not lend themselves readily to interpretation consistent with prior information. Our approach to solving this problem is to first incorporate prior information via theory- or data-driven constraints on model parameters, and then apply the proposed…

纵向与聚类数据的有效半参数边际估计AI 解读

We consider marginal generalized semiparametric partially linear models for clustered data. Lin and Carroll derived the semiparametric efficient score function for this problem in the multivariate Gaussian case, but they were unable to construct a semiparametric efficient estimator that actually achieved the semiparametric information bound. Here we propose such an estimator and generalize the work to marginal generalized partially linear models. We investigate asymptotic…

卡方型混合分布的近似与渐近分布及其应用AI 解读

In this article we study how to approximate a random variable T of general chi-squared–type mixtures by a random variable of the form via matching the first three cumulants. The approximation error bounds for the density functions of the chi-squared approximation and the normal approximation are established. Applications of the results to some nonparametric goodness-of-fit tests, including those tests based on orthogonal series, smoothing splines, and local polynomial…

使用潜在结果进行因果推断AI 解读

Causal effects are defined as comparisons of potential outcomes under different treatments on a common set of units. Observed values of the potential outcomes are revealed by the assignment mechanism—a probabilistic model for the treatment each unit receives as a function of covariates and potential outcomes. Fisher made tremendous contributions to causal inference through his work on the design of randomized experiments, but the potential outcomes perspective applies to…

广义线性模型的缺失数据方法AI 解读

Missing data is a major issue in many applied problems, especially in the biomedical sciences. We review four common approaches for inference in generalized linear models (GLMs) with missing covariate data: maximum likelihood (ML), multiple imputation (MI), fully Bayesian (FB), and weighted estimating equations (WEEs). There is considerable interest in how these four methodologies are related, the properties of each approach, the advantages and disadvantages of each…

电话呼叫中心的统计分析AI 解读

A call center is a service network in which agents provide telephone-based services. Customers who seek these services are delayed in tele-queues. This article summarizes an analysis of a unique record of call center operations. The data comprise a complete operational history of a small banking call center, call by call, over a full year. Taking the perspective of queueing theory, we decompose the service process into three fundamental components: arrivals, customer…

链接数据的回归分析AI 解读

Record linkage, or exact matching, can be used to join together two files that contain information on the same individuals but lack unique personal identification codes. The possibility of errors in linkage causes problems for estimating the relationships between variables on the two files. The effect is analogous to the impact of measurement error. A model of a linear regression relationship between variables in linked files is proposed. Assuming the probabilities that…

面向天气衍生品的天气预测AI 解读

We take a simple time series approach to modeling and forecasting daily average temperature in U.S. cities, and we inquire systematically as to whether it may prove useful from the vantage point of participants in the weather derivatives market. The answer is, perhaps surprisingly, yes. Time series modeling reveals conditional mean dynamics and, crucially, strong conditional variance dynamics in daily average temperature, and it reveals sharp differences between the…

随机效应元分析的贝叶斯半参数模型AI 解读

In meta-analysis, there is an increasing trend to explicitly acknowledge the presence of study variability through random-effects models. That is, one assumes that for each study there is a study-specific effect and one is observing an estimate of this latent variable. In a random-effects model, one assumes that these study-specific effects come from some distribution, and one can estimate the parameters of this distribution, as well as the study-specific effects themselves.…

二元关系数据的双线性混合效应模型AI 解读

This article discusses the use of a symmetric multiplicative interaction effect to capture certain types of third-order dependence patterns often present in social networks and other dyadic datasets. Such an effect, along with standard linear fixed and random effects, is incorporated into a generalized linear model, and a Markov chain Monte Carlo algorithm is provided for Bayesian estimation and inference. In an example analysis of international relations data, accounting…

动态可靠性系统的负载共享特性估计AI 解读

An estimator for the load share parameters in an equal load-share model is derived based on observing k-component parallel systems of identical components that have a continuous distribution function F (.) and failure rate r(.). In an equal load share model, after the first of k components fails, failure rates for the remaining components change from r(t) to gamma(1)r(t), then to gamma(2)r(t) after the next failure, and so on. On the basis of observations on n independent…

时空协方差函数AI 解读

This work considers a number of properties of space–time covariance functions and how these relate to the spatial-temporal interactions of the process. First, it examines how the smoothness away from the origin of a space–time covariance function affects, for example, temporal correlations of spatial differences. Models that are not smoother away from the origin than they are at the origin, such as separable models, have a kind of discontinuity to certain correlations that…