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非参数经验贝叶斯生长曲线分析
Nonparametric and semiparametric regression have been suggested as alternatives to parametric models for growth curve analysis. In this article we demonstrate that empirical Bayes estimation can be used to improve linear smoothing estimates when multiple curves are available.
定性平滑的视觉误差准则
An important gap, between the classical mathematical theory and the practice and implementation of nonparametric curve estimation, is due to the fact that the usual norms on function spaces measure something different from what the eye can see visually in a graphical presentation. Mathematical error criteria that more closely follow “visual impression” are developed and analyzed from both graphical and mathematical viewpoints. Examples from wavelet regression and kernel…
工具变量与内生解释变量弱相关时的估计问题
We draw attention to two problems associated with the use of instrumental variables (IV), the importance of which for empirical work has not been fully appreciated. First, the use of instruments that explain little of the variation in the endogenous explanatory variables can lead to large inconsistencies in the IV estimates even if only a weak relationship exists between the instruments and the error in the structural equation. Second, in finite samples, IV estimates are…
弓头鲸确定性种群动力学模型的统计推断
We consider the problem of inference about a quantity of interest given different sources of information linked by a deterministic population dynamics model. Our approach consists of translating all the available information into a joint premodel distribution on all the model inputs and outputs and then restricting this to the submanifold defined by the model to obtain the joint postmodel distribution. Marginalizing this yields inference, conditional on the model, about…
使用 EQS 建模协方差与潜变量
The Ideas of Covariance and Covariance Structure. Writing a Simple EQS Program. Statistical Modelling in EQS. Confirmatory Factor Analysis Models. Multitrait-Multimethod and Multiple Cause-Multiple Indicator Models. Models for Longitudinal Data. Simultaneous Analysis of Two or More Groups. Practical Problems.
时间序列分析进展：纪念莫里斯·普里斯特利
List of Contributors. Foreword. Preface. Books and Papers by M. B. Priestley. About the Volume and Summary of Papers. Linear Time Series Models. Estimation and Asymptotics for Times Series Models. Spectral Analysis of Stationary Time Series. Nonparametric Statistical Inference in Time Series. Nonlinear and Non Gaussian Time Series Models. Index.
圆形数据的统计分析
Preface 1. The purpose of the book 2. Survey of contents 3. How to use the book 4. Notation, terminology and conventions 5. Acknowledgements Part I. Introduction: Part II. Descriptive Methods: 2.1. Introduction 2.2. Data display 2.3. Simple summary quantities 2.4. Modifications for axial data Part III. Models: 3.1. Introduction 3.2. Notation trigonometric moments 3.3. Probability distributions on the circle Part IV. Analysis of a Single Sample of Data: 4.1. Introduction 4.2.…
用于分位数同时置信区间的上下界分布
We propose a new method for constructing parametric confidence intervals for quantiles of an unknown distribution. These confidence intervals are constructed so that the joint probability that all intervals simultaneously contain their respective percentiles is at least a preset value. Thus we may also use the set of either upper or lower confidence limits to define an upper (or lower) bound distribution function, which we call an upper (or lower) tolerance distribution…
线性回归中的序约束推断
Regression analysis constitutes a large portion of the statistical repertoire in applications. In cases where such analysis is used for exploratory purposes with no previous knowledge of the structure, one would not wish to impose any constraints on the problem. But in many applications we are interested in curve fitting with a simple parametric model to describe the structure of a system with some prior knowledge about the structure. An important example of this occurs when…
基于时间尺度变换随机效应模型的生存分析
Frailty models are effective in broadening the class of survival models and inducing dependence in multivariate survival distributions. In proportional hazards, the random effect multiplies the hazard function. The scale-change model incorporates unobserved heterogeneity through a random effect that enters the baseline hazard function to change the time scale. We interpret this random effect as frailty, or other unobserved risks that create heterogeneity in the population.…
三维列联表条件关联的改进精确推断
We propose modified exact inferential methods for contingency tables. Ordinary “exact” inference is conservative, because of the discreteness. For estimating a common odds ratio in several 2 × 2 tables, two modifications of the ordinary “exact” confidence interval maintain at least a fixed confidence level but tend to be much narrower. One approach inverts results of a test with a modified P value utilizing the test statistic and table probabilities. The second approach…
核回归的自适应带宽选择
A data-based procedure is introduced for local bandwidth selection for kernel estimation of a regression function at a point. The estimated bandwidth is shown to be consistent and asymptotically normal as an estimator of the (asymptotic) optimal value for minimum mean square estimation. Simulation studies indicate satisfactory behavior of the new bandwidth estimator in finite samples. The findings are improvements over a global bandwidth estimator. The same methodology works…
双侧变换回归模型中变换函数的非参数估计
The transform-both-sides (TBS) regression model developed by Carroll and Ruppert is applicable when the relationship between the median response and the independent variables has been identified. Several different families of transformations, such as the Box-Cox power family, have been considered in the parametric approach to this model. In this article, we propose a nonparametric estimator of the transformation in the TBS model allowing general smooth monotonic…
基于周期抽样的自相关置信区间
Clinger and Van Ness have shown how to sample a stochastic process in a periodic manner such that the autocorrelation function for that process can be estimated at all lags. We derive approximate confidence intervals for these estimates, focusing on low-order autoregressive moving average processes. Our methods are illustrated with an example from plant disease epidemiology.
嵌套随机效应模型参数监控的似然比方法
In many practical situations the variance of a set of measurements can be attributed to several known sources of variability. For example, if several measurements of each item of a lot are taken, then one may need to deal not only with the within-item variability, but also with item-to-item within-lot and lot-to-lot components of variability. In such cases conventional control charts tend to produce an unacceptably high rate of false alarms and in general represent a rather…
多个二元结局检验的效率与功效
Global tests provide a useful tool for comparing two or more groups with respect to multiple correlated outcomes. We adapt and compare the performance of tests that have been suggested for use with multiple continuous outcomes to the case of multiple binary outcomes. Comparisons and guidelines are based on asymptotic relative efficiencies (ARE's) and simulations. These results are illustrated using an application from teratology. We extend the work of Lefkopoulou and Ryan to…
信息可区分性及其在失效数据分析中的应用
In maximum entropy (ME) modeling, the information discrepancy between two distributions is measured in terms of their entropy difference. In discrimination information statistics the information discrepancy between two distributions is measured in terms of the Kullback-Leibler function (i.e., relative entropy or cross-entropy). This article presents an equivalence between Kullback–Leibler functions and entropy differences involving an ME distribution. Based on this…