论文检索

Lorelogram：探索纵向分类响应依赖性的回归方法AI 解读

We propose flexible regression estimators of the marginal pairwise log-odds ratio measure of association for longitudinal categorical responses. The function that we estimate is the log-odds ratio analog of the correlogram; hence we name the function the lorelogram. Measuring the association of categorical responses on the log-odds scale allows ease of interpretation and allows pairwise association to remain unconstrained by the marginal means, a feature not shared by…

医疗服务利用与保险覆盖：多元 probit 分析AI 解读

A computationally practical form of probit analysis for multiple response variables was applied to data on health service utilization as it relates to type of supplemental insurance coverage and other demographic covariates in a sample of 4,658 individuals over age 65 on Medicare. The quantal response variables comprised use of five health services: Medical provider visit, hospital outpatient visit, emergency room visit, hospital inpatient stay, and home health care visit.…

基于估计分布函数的置换检验AI 解读

In this article we develop permutation tests for estimated distribution functions. The tests are formed by averaging a functional of estimated distribution functions that are calculated from independent sampling units, where the units may be a single response, a set of repeated responses, or a censored response. We study primarily two functionals—the difference in means functional and the Mann-Whitney functional, and two types of responses—repeated conditionally independent…

有放回抽样中新增物种预测函数与未见物种数的估计AI 解读

A sample of N units is taken from a population consisting of an unknown number of species. We are interested in estimating the number of species and the prediction function for future sampling. The prediction function is defined as the expected number of new species that will be found if an additional sample of size tN is taken for any positive real number t. In this paper we point out that an estimator suggested by Efron and Thisted lacks some essential properties of the…

厚尾与偏态的贝叶斯建模AI 解读

We consider a Bayesian analysis of linear regression models that can account for skewed error distributions with fat tails. The latter two features are often observed characteristics of empirical datasets, and we formally incorporate them in the inferential process. A general procedure for introducing skewness into symmetric distributions is first proposed. Even though this allows for a great deal of flexibility in distributional shape, tail behavior is not affected.…

更有能力判定均值符号的置信区间：两端约束均值AI 解读

We present two new families of two-sided nonequivariant confidence intervals for the mean θ of a continuous, unimodal, symmetric random variable. Compared with the conventional symmetric equivariant confidence interval, they are shorter when the observation is small, and restrict the sign of θ for smaller observations. One of the families, a modification of Pratt's construction of intervals with minimal expected length when θ = 0, is longer than the conventional symmetric…

通过模型聚类识别含杂波的空间点过程特征AI 解读

We consider the problem of detecting features, such as minefields or seismic faults, in spatial point processes when there is substantial clutter. We use model-based clustering based on a mixture model for the process, in which features are assumed to generate points according to highly linear multivariate normal densities, and the clutter arises according to a spatial Poisson process. Nonlinear features are represented by several densities, giving a piecewise linear…

多系统估计的样本覆盖率方法及其在人口普查漏计中的应用AI 解读

The concept of “sample coverage” used in animal abundance estimation is modified to evaluate the undercount of a census. Lack of independence between the census and its postenumeration survey leads to correlation bias for the standard estimator of population size. An additional recapture sample (besides the census and postenumeration survey) can be used to estimate the correlation bias due to two types of dependences. This work expresses the correlation bias for the…

广义线性混合模型中的预测标准误AI 解读

The unconditional mean squared error of prediction (UMSEP) is widely used as a measure of prediction variance for inferences concerning linear combinations of fixed and random effects in the classical normal theory mixed model. But the UMSEP is inappropriate for generalized linear mixed models where the conditional variance of the random effects depends on the data. When the random effects describe variation between independent small domains and domain-specific prediction is…

广义线性混合测量误差模型的偏差分析与 SIMEX 方法AI 解读

We consider generalized linear mixed models (GLMMs) for clustered data when one of the predictors is measured with error. When the measurement error is additive and normally distributed and the error-prone predictor is itself normally distributed, we show that the observed data also follow a GLMM but with a different fixed effects structure from the original model, a different and more complex random effects structure, and restrictions on the parameters. This…

用于诊断马尔可夫链蒙特卡洛收敛的耦合再生方案AI 解读

Here I propose a convergence diagnostic for Markov chain Monte Carlo (MCMC) algorithms based on couplings of a Markov chain with an auxiliary chain that is periodically restarted from a fixed parameter value. The diagnostic provides a mechanism for estimating the specific constants governing the rate of convergence of geometrically and uniformly ergodic chains, and provides a lower bound on the effective sample size of a MCMC run. It also provides a simple procedure for…

局部线性分位数回归AI 解读

In this article we study nonparametric regression quantile estimation by kernel weighted local linear fitting. Two such estimators are considered. One is based on localizing the characterization of a regression quantile as the minimizer of E{pp (Y — a)|X = x}, where ρp is the appropriate “check” function. The other follows by inverting a local linear conditional distribution estimator and involves two smoothing parameters, rather than one. Our aim is to present fully…

局部估计方程AI 解读

Estimating equations have found wide popularity recently in parametric problems, yielding consistent estimators with asymptotically valid inferences obtained via the sandwich formula. Motivated by a problem in nutritional epidemiology, we use estimating equations to derive nonparametric estimators of a “parameter” depending on a predictor. The nonparametric component is estimated via local polynomials with loess or kernel weighting; asymptotic theory is derived for the…

稳健二元非参数回归的贝叶斯方法AI 解读

This article presents a Bayesian approach to binary nonparametric regression that assumes that the argument of the link is an additive function of the explanatory variables and their multiplicative interactions. The article makes the following contributions. First, a comprehensive approach is presented in which the function estimates are smoothing splines with the smoothing parameters integrated out and the estimates are made robust to outliers. Second, the approach can…

部分可交换二元数据的依赖阶数评估AI 解读

The problem we consider is how to assess the order of serial dependence within partially exchangeable binary sequences. We obtain exact conditional tests comparing any two orders by finding the conditional distribution of data given certain transition counts. These tests are facilitated with a new Monte Carlo scheme. Asymptotic tests are also discussed. In particular, we show that the likelihood ratio tests have an asymptotic chi-squared distribution, thus generalizing the…

基于小波的变化曲线估计AI 解读

The recently developed theory of wavelets has a remarkable ability to “zoom in” on very short-lived frequency phenomena, such as transients in signals and singularities in functions, and hence provides an ideal tool to study localized changes. This article proposes a wavelet method for estimating jump and sharp cusp curves of a function in the plane. The method involves first computing wavelet transformation of data and then estimating jump and sharp cusp curves by wavelet…

回归模型检验中的自助法近似AI 解读

Let M = mθθ θ be a parametric model for an unknown regression function m. For example, M may consist of all polynomials or trigonometric polynomials with a given bound on the degree. To check the full model M (i.e., to test for H 0: m ε M), it is known that optimal tests should be based on the empirical process of the regressors marked by the residuals. In this article we show that the distribution of this process may be approximated by the wild bootstrap. The method is…

切片逆回归及相关方法中的维数确定AI 解读

Sliced inverse regression (SIR) and principal Hessian directions aim to reduce the dimensionality of regression problems. An important step in the method is the determination of a suitable dimension. Although statistical tests based on the nullity eigenvalues are usually suggested, this article focuses on the quality of the estimation of the effective dimension reduction (EDR) spaces. Essentially, the goal is to retain only sufficiently stable subspaces. The goodness of the…

Triogram：自适应三角剖分模型AI 解读

In this article we introduce the Triogram method for function estimation using piecewise linear, bivariate splines based on an adaptively constructed triangulation. We illustrate the technique for bivariate regression and log-density estimation and indicate how our approach can be applied directly to model bivariate functions in the broader context of an extended linear model. The entire estimation procedure is invariant under affine transformations and is a natural approach…

利用小波检测水下声音信号AI 解读

This article considers the use of wavelet methods in relation to a common signal processing problem, that of detecting transient features in sound recordings that contain interference or distortion. In this particular case, the data are various types of underwater sounds, and the objective is to detect intermittent departures (potential “signals”) from the background sound environment in the data (“noise”), where the latter may itself be evolving and changing over time. We…

带生存结局的面板数据：HIV 阳性患者住院分析AI 解读

This article provides an analysis of the hospitalization experience of a panel of HIV-positive patients. It is part of a program of work designed to study the medical expenditures of such patients and their variation both between people and over time. We model the joint distribution of the inpatient episodes and the survival times of a panel of patients over 15 months. The model induces correlation between hospitalization and death via an unmeasured, person-specific, frailty…

美国职业橄榄球联赛比分的状态空间模型AI 解读

This article develops a predictive model for National Football League (NFL) game scores using data from the period 1988–1993. The parameters of primary interest—measures of team strength—are expected to vary over time. Our model accounts for this source of variability by modeling football outcomes using a state-space model that assumes team strength parameters follow a first-order autoregressive process. Two sources of variation in team strengths are addressed in our model;…

估计从未发生事件的概率：你的一票何时具有决定性？AI 解读

Researchers sometimes argue that statisticians have little to contribute when few realizations of the process being estimated are observed. We show that this argument is incorrect even in the extreme situation of estimating the probabilities of events so rare that they have never occurred. We show how statistical forecasting models allow us to use empirical data to improve inferences about the probabilities of these events. Our application is estimating the probability that…

Generalized Linear Models.- Linear Models, Vector Spaces, and Residual Likelihood.- An Assessment of Approximate Maximum Likelihood Estimators in Generalized Linear Models.- Scaled Link Functions for Heterogeneous Ordinal Response Data.- Longitudinal Data Analysis.- Software Design for Longitudinal Data Analysis.- Asymptotic Properties of Nonlinear Mized-Effects Models.- Structured Antedependence Models for Longitudinal Data.- Effect of Confounding and Other Misspecification…