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利用估计函数对复杂调查进行估计AI 解读

We describe a method for point and interval estimation of population parameters from complex surveys using estimating functions. The theory was originally developed for infinite populations and has recently been applied to finite populations. With estimating functions, a unifying framework can be given for point and interval estimation of both finite and infinite population parameters. We discuss test inversion methods to derive confidence intervals for one-dimensional…

利用二元数据测量潜在亚组的变化：三类极大似然估计AI 解读

Changes in dichotomous data caused by treatments can be analyzed by means of the so-called linear logistic model with relaxed assumptions (LLRA). In contrast to models of the Rasch type, the LLRA allows incidental multidimensional parameters describing the response behavior of the subjects so that each observable criterion used for assessing the changes is governed by its own subject parameter. Because generalizability of the treatment effects over subjects and criteria is…

右删失两样本问题中位移函数的推断及应用AI 解读

For two distribution functions, F and G, the shift function is defined by Δ(t) = G −1 · F(t) - t. The shift function is the distance from the 45° line and the quantity plotted in Q-Q plots. In the analysis of lifetime data, A represents the difference between two treatments. The shift function can also be used to find crossing points of two distribution functions. The large-sample distribution theory for estimates of Δ is studied for right-censored data. It turns out that…

假设检验中的理性准则与无偏性AI 解读

The notion of a “rationality criterion” is defined. This criterion reflects a desirable property for statistical procedures that deal with censored data. In hypothesis testing situations, we show that when adapting this criterion to a uniformly most powerful unbiased (UMPU) test of comparing the scale parameters of two distributions, sometimes it is possible to determine a test so that it is unbiased and sometimes this is impossible. The question thus remains: What is more…

Bootstrap 循环利用：嵌套 Bootstrap 的蒙特卡洛替代方案AI 解读

A Monte Carlo algorithm is described that can be used in place of the nested bootstrap. It is particularly advantageous when there is a premium on the number of bootstrap samples, either because samples are hard to generate or because expensive computations are applied to each sample. This recycling algorithm is useful because it enables inference procedures like prepivoting and bootstrap iteration in models where nested bootstrapping is computationally impractical.…

复杂分子光谱分析中的稳健估计AI 解读

In atomic and molecular spectroscopy, measured transition energies represent differences between the energy levels of the emitting or absorbing system. In complex spectra of such transitions, the assignment of the pair of states corresponding to an observed transition energy is a difficult process. These assignments evolve in stages. At each stage, some assignments will be erroneous. Robust fitting methods have proven extremely helpful for finding gross errors and for…

动态模型的最优递归估计AI 解读

This article checks, using both real and simulated data, the effectiveness of modern adaptive techniques to track the parameters of time-varying dynamic models. The real case studies concern a bone marrow transplant data set published by Tong, the gas furnace model of Box and Jenkins, and two series of West German interest rates. Simulation studies focus on ARX models with smoothly and suddenly changing parameters. The general approach is to compare the fitting-forecasting…

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评估血压长期趋势：多重插补方法AI 解读

The National Center for Health Statistics makes available data from three national health evaluation surveys that it has conducted since 1960: NHES I (1960-1962), NHANES I (1971-1975), and NHANES II (1976-1980). There has been considerable interest in using these data to assess secular trends in cardiovascular risk factors such as blood pressure (BP). Unfortunately, underlying trends in BP are confounded with trends in physician treatment of hypertension over the same…

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计量经济学中的统计方法AI 解读

Covers both multivariate analysis and matrix algebra. This work focuses on tests of hypotheses such as the Lagrange multiplier test. It discusses asymptotic distribution theory, and characteristic functions in depth. It is suitable for beginning graduate courses in mathematical statistics and econometrics.

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选择性二项信息下的估计：如何理解被挑选的棒球打击率AI 解读

Often sports announcers, particularly in baseball, provide the listener with exaggerated information concerning a player's performance. For example, we may be told that Dave Winfield, a popular baseball player, has hit safely in 8 of his last 17 chances (a batting average of .471). This is biased, or selected information, as the “17” was chosen to maximize the reported percentage. We model this as observing a maximum success rate of a Bernoulli process and show how to…

列联表的拟独立与拟依赖：特别关注有序三角列联表AI 解读

In the usual statistical analysis of the entries (frequencies) in a contingency table having I rows and J columns (I ≥ 2, J ≥ 2), an important role is often played by the usual null hypothesis of independence (i.e., the hypothesis that the row variable and the column variable are statistically independent of each other). In the situation considered in this article, the entries in some of the I × J cells of the contingency table are omitted from the analysis (because these…

单侧多元检验问题中一致更强的检验AI 解读

We consider a testing problem in which a normal mean vector is at the origin under the null hypothesis and in a cone under the alternative and the covariance matrix is unknown. Perlman studied the likelihood ratio (LR) test and found that it is biased and hence does not compare favorably with Hotelling's T2. We point out that certain tests of Perlman are uniformly more powerful as well as simpler than the LR test. These are the corresponding LR tests when the alternative is…

卫星影像贝叶斯分类中的信息性先验AI 解读

In the Bayesian classification of satellite images, a prior distribution is used that aims to model the belief of spatial homogeneity of the underlying region. We extend this prior distribution to model certain topographical features of the area such as the position of the roads, the slopes, and the aspects. We demonstrate the effectiveness of this prior distribution in a reconstruction algorithm by means of a simulation study in which the quality of the result is assessed…

利用 Gibbs 抽样进行指数族近似条件推断AI 解读

This article presents the Gibbs-Skovgaard algorithm for approximate frequentist inference. The method makes use of the double saddlepoint approximation of Skovgaard to the conditional cumulative distribution function of a sufficient statistic given the remaining sufficient statistics. This approximation is then used in the Gibbs sampler to generate a Markov chain. The equilibrium distribution of this chain approximates the joint distribution of the sufficient statistics…

样本调查中无回答处理的一则讨论AI 解读

Two distinct types of models are used for handling nonresponse in survey sampling theory. In a response (or quasi-randomization) model, the propensity of survey response is modeled as a random process, an additional phase of sample selection. In a parametric (or superpopulation) model, the survey data are themselves modeled. These two models can be used simultaneously in the estimation of a population mean so that one provides some protection against the potential for…

正态模型能够容忍多大程度的 t 分布偏离AI 解读

Suppose that the normal model is used for data Y 1,…, Y n, but that the true distribution is a t distribution with location and scale parameters ζ and σ and m degrees of freedom. The normal model corresponds to m = ∞. Using a local asymptotic framework where m is allowed to increase with n, two classes of estimands are identified. One small class, which in particular contains the functions of ζ alone, is affected by t-ness only to the second order, and maximum likelihood…

分析分类面板数据的条件对数线性模型AI 解读

Conditional log-linear models are developed for panel data and used to predict sequences of categorical responses. The class of models considered includes conventional Markov models and independence models as well as distance models in which all previous responses and present and past values of covariates are used to predict the current response. The approach taken in this article has some advantages over the marginal modeling approach that has become popular for…