论文检索

Cox 模型的最大加权偏似然估计AI 解读

New estimators for Cox regression that maximize a weighted version of the partial likelihood are considered. Their asymptotic properties on the model are sketched. Estimators with bounded influence curves are identified and shown to have good asymptotic relative efficiency. The results of a small simulation study are included. The estimators are applied to a well-known data set. The possible influence of an outlying observation on the Cox estimator can be of any magnitude.…

椭圆总体中基于伪最大似然估计的统计推断AI 解读

In this article we develop statistical inference based on the maximum likelihood method in elliptical populations with an unknown density function. The method assuming the multivariate normal distribution, using the sample mean and the sample covariance matrix, is basically correct even for elliptical populations under a certain kurtosis adjustment, but is not statistically efficient, especially when the kurtosis of the population distribution has higher than moderate…

多变量不完整数据的模式混合模型AI 解读

Consider a random sample on variables X1, …, Xv with some values of Xv missing. Selection models specify the distribution of X1 , …, XV over respondents and nonrespondents to Xv , and the conditional distribution that Xv is missing given X1 , …, Xv . In contrast, pattern-mixture models specify the conditional distribution of X 1, …, Xv given that XV is observed or missing respectively and the marginal distribution of the binary indicator for whether or not Xv is missing. For…

预测变量排序抽样、过度集中的 t 统计量与协方差分析AI 解读

In this article we revisit a method of sample allocation that has long been known to statisticians and has recently been “discovered” by wood strength researchers. The method allocates experimental units to blocks on the basis of the values of a variable, x, that is known to be correlated with the response, y We call this allocation method “predictor sort sampling.” We demonstrate that the associated paired T analysis recommended in statistical texts is deficient if the…

摘要暂缺

用抽样调查与时间序列干预分析评估反酒驾广告活动AI 解读

The impact of a paid advertising campaign targeted at reducing youthful male drinking-driving behavior is examined using (1) pretest and posttest sample surveys taken at both a campaign site and a control site and (2) time series intervention modeling of monthly traffic accident data from both sites. These compatible analyses provide collaborative evidence that the advertising campaign reduced youthful male drinking and driving behavior and, consequently, traffic accidents.

变点问题的贝叶斯分析AI 解读

A sequence of observations undergoes sudden changes at unknown times. We model the process by supposing that there is an underlying sequence of parameters partitioned into contiguous blocks of equal parameter values; the beginning of each block is said to be a change point. Observations are then assumed to be independent in different blocks given the sequence of parameters. In a Bayesian analysis it is necessary to give probability distributions to both the change points and…

函数系数自回归模型AI 解读

In this article we propose a new class of models for nonlinear time series analysis, investigate properties of the proposed model, and suggest a modeling procedure for building such a model. The proposed modeling procedure makes use of ideas from both parametric and nonparametric statistics. A consistency result is given to support the procedure. For illustration we apply the proposed model and procedure to several data sets and show that the resulting models substantially…

时间序列模型参数与异常值效应的联合估计AI 解读

Time series data are often subject to uncontrolled or unexpected interventions, from which various types of outlying observations are produced. Outliers in time series, depending on their nature, may have a moderate to significant impact on the effectiveness of the Standard methodology for time series analysis with respect to model identification, estimation, and forecasting. In this article we use an iterative outlier detection and adjustment procedure to obtain joint…

k 阶自回归模型中某些最小距离估计量的计算AI 解读

This article gives sufficient conditions that guarantee the existence of minimizers of special classes of functions. Using these results, a certain dass of minimum distance (MD) estimators of the autoregressive parameters is shown to exist under the additive and innovative outliers; that is, autoregression (AO and IO) models. Through simulations, a certain subclass of MD estimators is shown to perform as good as or in some cases even better than other classical estimators…

多元线性模型的秩方法AI 解读

Rank-based methods are used to develop a theory for the multivariate linear model analogous to least squares. Quadratic procedures for testing H[β0β′]′K = 0 are considered both with and without the assumption of Symmetrie errors. When testing the hypothesis HβK = 0, the reduced-model R estimate is shown to be asymptotically a linear function of the full-model R estimate. Three asymptotically equivalent test procedures are developed: quadratic, aligned rank, and drop in…

高崩溃点非线性回归参数的计算AI 解读

Most algorithms for estimating high breakdown regression estimators in linear regression rely on finding the least squares fit to many p-point elemental sets, where p is the dimension of the X matrix. Such an approach is computationally infeasible in nonlinear regression. This article presents a new algorithm for computing high breakdown estimates in nonlinear regression that requires only a small number of least squares fits to p points. The algorithm is used to compute…

长序列一般线性过程似然重复计算的快速算法AI 解读

The likelihood function of a stationary and invertible autoregressive moving average (ARMA) process for a given series is a function of the determinant of the covariance matrix of the series and a quadratic form involving the inverse of this matrix. In this article the quadratic form is transformed into a new quadratic form, whose matrix is evaluated readily and has constant elements along its diagonals; that is, it is a Symmetrie Toeplitz matrix. It allows the computation…

逻辑回归中遗漏协变量与暴露误设造成的效率损失AI 解读

We examine the effects of omitting covariates and misspecifying the explanatory variable of interest on tests of association between the explanatory variable and response based on logistic regression models. We assume throughout that the covariates are statistically independent of the explanatory variable, as under simple randomization. A general expression for the asymptotic loss in efficiency from omitting covariates and misspecifying the explanatory variable is derived.…

删失配对数据的再删失方法AI 解读

In comparing two treatment regimens, a matched-pair design is often used for nonhomogeneous experimental units. A standard method of analyzing the resulting data is to consider the difference within pairs, so that the nuisance parameters due to the heterogeneity between pairs can be eliminated and the parameter of interest—the treatment effect—can be estimated. This procedure becomes invalid when the data are subject to censoring, however. In addition, the available…

后分层与条件方差估计AI 解读

Poststratification estimation is a technique used in sample surveys to improve efficiency of estimators. Survey weights are adjusted to force the estimated numbers of units in each of a set of estimation cells to be equal to known population totals. The resulting weights are then used in forming estimates of means or totals of variables collected in the survey. For example, in a household survey the estimation cells may be based on age/race/sex categories of individuals, and…

利用退出研究后的事件估计非参数生存函数：艾滋病潜伏期应用AI 解读

Often postdropout responses (PDR) in study dropouts are identified from death/disease registries or other medical records. If ail dropout is random, then use of postdropout responses while censoring other subjects at date of dropout (CDO/PDR) will bias nonparametric survival probability estimates downward. Censoring all individuals at the last date of study contact, ignoring postdropout information (CDO) will produce unbiased nonparametric survival estimates. As onset of the…

广义线性混合模型中的近似推断AI 解读

Statistical approaches to overdispersion, correlated errors, shrinkage estimation, and smoothing of regression relationships may be encompassed within the framework of the generalized linear mixed model (GLMM). Given an unobserved vector of random effects, observations are assumed to be conditionally independent with means that depend on the linear predictor through a specified link function and conditional variances that are specified by a variance function, known prior…

摘要暂缺

摘要暂缺

摘要暂缺

生物统计推断基础AI 解读

A textbook for a one-semester graduate course in the mathematical foundations of biostatistics, the prerequisite being a year of undergraduate calculus, and a course in basic statistical or biostatistical methods. Annotation copyright Book News, Inc. Portland, Or.

生存数据分析的统计方法AI 解读

Praise for the Third Edition. . . an easy-to read introduction to survival analysis which covers the major concepts and techniques of the subject. Statistics in Medical ResearchUpdated and expanded to reflect the latest developments, Statistical Methods for Survival Data Analysis, Fourth Edition continues to deliver a comprehensive introduction to the most commonly-used methods for analyzing survival data. Authored by a uniquely well-qualified author team, the Fourth Edition…

健康纵向研究的统计模型AI 解读

Introduction to statistical models for longitudinal observation, James Dwyer and Manning Feinleib Considerations in the design of longitudinal surveys of health, Lester Curtin and Manning Feinleib: PART I: MODELS FOR CONTINUOUS VARIABLES: Linear differential equation models for longitudinal data: Application: blood pressure and relative weight, James Dwyer Unconditional linear models for longitudinal data: Application: lead exposure and cognitive development in infants,…