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利用逻辑正态回归建模家庭购买行为AI 解读

The successful development of marketing strategies requires the accurate measurement of household preferences and their reaction to variables such as price and advertising. Manufacturers, for example, often offer products at a reduced price for a limited period. One reason for this practice is that it induces households to try the promoted product with the hope of retaining them as permanent customers. The successful implementation of this strategy requires knowledge of the…

估计方程的偏差及其在逻辑判别错误率中的应用AI 解读

The logistic regression classification method uses parameter estimates that are the solution of an estimating equation. This article derives a convenient expression for the bias of a vector estimator defined by estimating equations. The expression and the results of O'Neill are used to derive the bias and the error or misclassification rate of logistic regression classification in two examples where the assumed model for logistic regression does not hold. Logistic regression…

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非平稳假设的高效检验AI 解读

This article proposes tests for unit root and other forms of nonstationarity that are asymptotically locally most powerful against a certain class of alternatives and have asymptotic critical values given by the chi-squared distribution. Many existing unit root tests do not share these properties. The alternatives include fractionally and seasonally fractionally differenced processes. There is considerable flexibility in our choice of null hypothesis, which can entail one or…

非线性时间序列的非参数识别：显著滞后选择AI 解读

In this article we suggest a nonparametric procedure for selecting significant lags in the model description of a general nonlinear stationary time series. The procedure can be applied to both the conditional mean and the conditional variance and is valid for heteroscedastic series. The procedure is illustrated by simulations and sunspot data, lynx data, and blowfly data are analyzed. It is indicated that projectors can be used in conjunction with the procedure for selecting…

多个预测目标的联合连续统回归AI 解读

This article generalizes continuum regression (CR) in the hope that regressors “jointly constructed” for several predictands might improve on the separate prediction of individual predictands. The generalization developed is a mixture of principal components regression and de Jong's modification of partial least squares for multiple predictands. The balance of ingredients can be chosen by cross-validation, as can the number of regressors constructed. The new method has been…

衰减偏差的半参数校正AI 解读

A correction method is proposed for models including the generalized linear model when the covariate is measured with error. The method requires a separate validation data set that consists of the surrogate W and the true covariate X or an unbiased estimate X⊃ of X. We do not require the classical additive measurement error model in which the surrogate is unbiased for the true covariates. We first obtain an estimate of E(X|W) by using nonparametric kernel regression of X or…

参数测量误差模型中的模拟外推估计AI 解读

We describe a simulation-based method of inference for parametric measurement error models in which the measurement error variance is known or at least well estimated. The method entails adding additional measurement error in known increments to the data, computing estimates from the contaminated data, establishing a trend between these estimates and the variance of the added errors, and extrapolating this trend back to the case of no measurement error. We show that the…

平稳自助法AI 解读

This article introduces a resampling procedure called the stationary bootstrap as a means of calculating standard errors of estimators and constructing confidence regions for parameters based on weakly dependent stationary observations. Previously, a technique based on resampling blocks of consecutive observations was introduced to construct confidence intervals for a parameter of the m-dimensional joint distribution of m consecutive observations, where m is fixed. This…

有限总体的 Bootstrap 方法AI 解读

We show that the familiar bootstrap plug-in rule of Efron has a natural analog in finite population settings. In our method a characteristic of the population is estimated by the average value of the characteristic over a class of empirical populations constructed from the sample. Our method extends that of Gross to situations in which the stratum sizes are not integer multiples of their respective sample sizes. Moreover, we show that our method can be used to generate…

广义 S 估计量AI 解读

In this article we introduce a new type of positive-breakdown regression method, called a generalized S-estimator (or GS-estimator), based on the minimization of a generalized M-estimator of residual scale. We compare the class of GS-estimators with the usual S-estimators, including least median of squares. It turns out that GS-estimators attain a much higher efficiency than S-estimators, at the cost of a slightly increased worst-case bias. We investigate the breakdown…

HIV-1 ELISA检测性能的统计质量控制AI 解读

Ensuring the quality and performance of human immunodeficiency virus, type 1 (HIV-1) enzyme-linked immunosorbent assay (ELISA) testing in routine laboratory situations is an important practical concern. In this article we develop statistical quality control procedures designed to monitor test performance of the microplates being processed. First, the logarithm of measured optical density is shown to be a more appropriate scale on which to work. Shewhart control charts are…

美国人口的随机预测：超越高、中、低情景AI 解读

Conventional population projections use “high,” “medium,” and “low” scenarios to indicate uncertainty, but probability interpretations are rarely given, and in any event the resulting ranges for vital rates, births, deaths, age groups sizes, age ratios, and population size cannot possibly be probabilistically consistent with one another. This article presents and implements a new method for making stochastic population forecasts that provide consistent probability intervals.…

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合并有对照与无对照研究结果的元分析随机效应模型AI 解读

A random effects model is used to analyze meta-analyses containing both controlled and uncontrolled studies. A noniterative estimator of the treatment effect is derived using least squares, with the between-study variance substituted by an empirical Bayes estimator. The estimator is shown to be strongly consistent when the between-study variance is known, and the variance estimator is also shown to be strongly consistent. The estimator is shown to have desirable heuristic…

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相干可靠性系统中的竞争风险：参数情形的估计AI 解读

A coherent reliability system is a machine composed of a number of components that fails as soon as the set of failed components reaches certain fatal set-thresholds. On failure of the machine, an autopsy report reveals its time of failure and the set of failed components. I use incomplete data methods to obtain maximum likelihood estimates of parameters characterizing the lifetime distributions of the components, based on a sample of autopsy reports.

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分组持续期比例风险模型：最小卡方估计与设定检验AI 解读

This article develops a semiparametric, minimum chi-squared estimation method of the proportional hazard model for the case when durations are grouped and covariates are categorical. The proposed estimator is easy to compute, yet asymptotically as efficient as the maximum likelihood estimator. This article also suggests simple specification tests for the proportional hazard model. If proportionality holds, then two sets of minimum chi-squared estimators, one from a further…

测量误差衰减偏误的半参数修正AI 解读

A correction method is proposed for models including the generalized linear model when the covariate is measured with error. The method requires a separate validation data set that consists of the surrogate W and the true covariate X or an unbiased estimate X⊃ of X. We do not require the classical additive measurement error model in which the surrogate is unbiased for the true covariates. We first obtain an estimate of E(X|W) by using nonparametric kernel regression of X or…

基于似然模型的半参数回归AI 解读

A weighted likelihood is used to estimate the parameters in a semiparametric model involving two covariates and allowing an association between the covariates. The development is for arbitrary but specified densities of the observations. The estimators are consistent and asymptotically normal. Hypothesis testing of the parametric component can be performed using a Wald test. Simulations and analysis of data with Bernoulli observations demonstrate the estimators' application.…

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