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用图形识别回归异常值与混合结构AI 解读

Regressions in practice can include outliers and other unknown subpopulation structures. For example, mixtures of regressions occur if there is an omitted categorical predictor, like gender or location, and different regressions occur within each category. The theory of regression graphics based on central subspaces can be used to construct graphical solutions to long-standing problems of this type. It is argued that in practice the central subspace automatically expands to…

部分数据缺失时倾向得分的估计与使用AI 解读

Investigators in observational studies have no control over treatment assignment. As a result, large differences can exist between the treatment and control groups on observed covariates, which can lead to badly biased estimates of treatment effects. Propensity score methods are an increasingly popular method for balancing the distribution of the covariates in the two groups to reduce this bias; for example, using matching or subclassification, sometimes in combination with…

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广义矩估计AI 解读

The generalized method of moments (GMM) estimation has emerged as providing a ready to use, flexible tool of application to a large number of econometric and economic models by relying on mild, plausible assumptions. The principal objective of this volume is to offer a complete presentation of the theory of GMM estimation as well as insights into the use of these methods in empirical studies. It is also designed to serve as a unified framework for teaching estimation theory…

空间数据插值：克里金法的若干理论AI 解读

1 Linear Prediction.- 1.1 Introduction.- 1.2 Best linear prediction.- Exercises.- 1.3 Hilbert spaces and prediction.- Exercises.- 1.4 An example of a poor BLP.- Exercises.- 1.5 Best linear unbiased prediction.- Exercises.- 1.6 Some recurring themes.- The Matern model.- BLPs and BLUPs.- Inference for differentiable random fields.- Nested models are not tenable.- 1.7 Summary of practical suggestions.- 2 Properties of Random Fields.- 2.1 Preliminaries.- Stationarity.-…

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插补下使用后分层信息的估计量的刀切方差估计AI 解读

Poststratified estimators are commonly used in sample surveys to improve the efficiency of estimators and to ensure calibration to known poststrata counts. Similarly, generalized regression estimators are used to handle two or more poststratifiers with known marginal counts. In addition, weighting adjustment within weighting classes is used to handle unit nonresponse, and imputation within imputation classes is used to handle item nonresponse. For the full response case,…

似然比统计量的几何理解AI 解读

It is well known that twice a log-likelihood ratio statistic follows asymptotically a chi-square distribution. The result is usually understood and proved via Taylor's expansions of likelihood functions and by assuming asymptotic normality of maximum likelihood estimators (MLEs). We obtain more general results by using a different approach: The Wilks type of results hold as long as likelihood contour sets are fan-shaped. The classical Wilks theorem corresponds to the…

含交互项与平滑效应的贝叶斯回归建模AI 解读

There have been many recent suggestions as to how to build and estimate flexible Bayesian regression models, using constructs such as trees, neural networks, and Gaussian processes. Although there is much to commend these methods, their implementation and interpretation can be daunting for practitioners. This article presents a spline-based methodology for flexible Bayesian regression that is quite simple in terms of computation and interpretation. Smooth bivariate…

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空间错位数据的完全模型化分析方法AI 解读

We consider inference using multivariate data that are spatially misaligned; that is, involving variables (typically counts or rates) that are aggregated over differing sets of regional boundaries. Geographic information systems enable the simultaneous display of such datasets, but their current capabilities are essentially only descriptive, not inferential. We describe a hierarchical modeling approach that provides a natural solution to this problem through its ability to…

最小截尾差分回归估计量及其替代方法AI 解读

This article proposes and studies the performance in theory and practice of the least trimmed differences (LTD) linear regression estimator. The estimator minimizes the sum of the smallest quartile of the squares of the differences in each pair of residuals. We obtain the breakdown point, maxbias curve, and large-sample properties of a class of estimators including the LTD as special case. The LTD estimator has a 50% breakdown point and Gaussian efficiency of…

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一般备择下线性置换检验的渐近行为及其检验选择与研究设计应用AI 解读

Tests based on the permutation of observations are a common and attractive method of comparing two groups of outcomes, in part because they retain proper test size with minimal assumptions and can have high efficiency toward specific alternatives of interest. In addition, permutation tests may be used with discrete or categorical outcomes, for which linear rank tests are not designed. Permutation tests are now increasingly used to analyze discrete or continuous responses…

厚切片 Wicksell 问题中的密度估计方法AI 解读

A new, implicit method is suggested for density estimation in inverse problems, where data are drawn not from the target distribution, but rather from its image under a transformation. The approach that we propose produces density estimators that are themselves densities, without the negativity problems known to plague more explicit inversion techniques. We also suggest a general empirical approach to selecting the smoothing parameter so as to optimize performance in the…

基于重抽样的假设检验的蒙特卡洛评价AI 解读

Monte Carlo estimation of the power of tests that require resampling can be very computationally intensive. It is possible to reduce the size of the inner resampling loop as long as the resulting estimator of power can be corrected for bias. A simple linear extrapolation method is shown to perform well in correcting for bias and thus reduces computation time in Monte Carlo power studies.