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Bootstrap Critical Values for Testing Homogeneity of Covariance Matrices

协方差矩阵同质性检验的 Bootstrap 临界值

Bartlett's modified likelihood ratio statistic A is often suggested in multivariate analysis for testing equality of covariance matrices. Unfortunately, the χ 2-approximation to the null distribution of −2 log Λ is useful only when the data is normally distributed. This article presents a pooled bootstrap procedure that replaces the χ 2-approximation and makes Bartlett's statistic a useful tool for data analysis. This procedure also applies to most quadratic form test…

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Forensic Inference From DNA Fingerprints

基于DNA指纹的法医学推断

The recent discovery of hypervariable regions of the human genome provides scientists with an important new tool for forensic inference. The DNA data obtained from these hypervariable regions have been dubbed DNA fingerprints. Despite the potential power of DNA fingerprints, their use has been fraught with controversy, deriving in part from a lack of statistical methods to summarize the information contained in a DNA fingerprint. This article provides such a method, useful…

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A Spatial Statistical Analysis of Tumor Growth

肿瘤生长的空间统计分析

Growth models for tumors commonly are developed for a one-dimensional summary (e.g., number of cells, volume). At the supracellular level, however, ignoring tumor shape leads to oversimplification of the growth mechanism. For example, an oncologist would view the discovery of a compact tumor of volume v differently from the discovery of two osculatory compact tumors each of volume v/2. This article presents a growth model that uses shape information at a previous time to…

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A Generalized Moments Specification Test of the Proportional Hazards Model

比例风险模型的广义矩设定检验

This article describes a generalized moments specification test of the semiparametric proportional hazards model of Cox. In contrast to other specification tests for this model, the generalized moments test is applicable in the presence of continuous explanatory variables and does not require assigning the data to predetermined cells. The results of a Monte Carlo investigation suggest that the generalized moments test has good finite-sample properties and that it is more…

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A Test for Extreme Value Domain of Attraction

极值吸引域的检验

A simple statistic is proposed to test the hypothesis that a sample comes from a distribution in the domain of attraction of the Gumbel distribution. It is based on the top k order statistics and is a generalization of the Shapiro–Wilk goodness-of-fit statistic. The critical region of the test and its power against the alternative that the sample comes from a distribution in another domain of attraction are studied theoretically and by simulation. The power turns out to be…

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Sequential Rank Tests with Repeated Measurements in Clinical Trials

临床试验重复测量的序贯秩检验

For comparing responses in two groups of subjects observed repeatedly, we propose a group sequential procedure based on linear rank statistics. The asymptotic normality of the sequentially computed linear rank statistics is obtained, and construction of the group sequential boundaries is based on this distribution theory. By virtue of this asymptotic approximation, the proposed procedure can be applied to interim analyses with either continuous or discrete repeated…

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Exact Tests for in Situ Hybridization Experiments

原位杂交实验的精确检验

Radioactively labeled gene probes are observed as “grains” that identify specific sites of hybridization within chromosomes, suggesting potential sites for a target gene. Based on the resolution of the assay, chromosomes are subdivided into bins of approximately equal length, and the number of grains in each bin is tallied. To distinguish true hybridization sites from nonspecific binding, we propose a test statistic, Z max, based on the number of grains in any two adjacent…

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Frequency Domain Estimation of the Parameters of Human Brain Electrical Dipoles

人脑电偶极子参数的频域估计

Human brain evoked potentials are elicited by a stimulus and can be recorded by scalp electrodes. Many researchers have proposed models in which evoked potentials are generated by equivalent electrical dipoles in the brain. Each dipole is defined by a set of parameters that specify its location, orientation, and magnitude. Existing approaches to estimation of dipole parameters do not realistically account for errors resulting from background brain electrical activity…

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Hierarchical Spline Models for Conditional Quantiles and the Demand for Electricity

条件分位数的层级样条模型与电力需求

Methods for estimating nonparametric models for conditional quantiles are suggested based on the regression quantile methods of Koenker and Bassett. Spline parameterizations of the conditional quantile functions are used. The methods are illustrated by estimating hierarchical models for household electricity demand using data from the Chicago metropolitan area. The empirical results show that lower quantiles of demand (“base-load”) vary only slightly across residential…

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Modeling Household Fertility Decisions: A Nonlinear Simultaneous Probit Model

家庭生育决策建模:非线性联立 probit 模型

This article proposes new methods for modeling household fertility decisions. Much of the demographic literature on this subject suggests that decisions relating to fertility are influenced by the orientations (attitudes, desires, intentions) of both husbands and wives, but the methods used in previous work do not indicate how wife's (husband's) orientation influences husband's (wife's) orientation, nor how these separate phenomena are combined to produce a joint decision.…

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Alternative Estimates of the Effect of Family Structure during Adolescence on High School Graduation

青少年时期家庭结构对高中毕业影响的不同估计

Many studies have reported significant empirical associations between family structure during childhood and children's outcomes later in life. It may be that living in a nonintact family has adverse consequences for children. On the other hand, it may be that some unobserved process jointly determines family structure and children's outcomes. How then should one interpret the empirical evidence on the relationship between family structure and children's outcomes? The answer…

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Ice Floe Identification in Satellite Images Using Mathematical Morphology and Clustering about Principal Curves

利用数学形态学与主曲线聚类识别卫星图像中的浮冰

Identification of ice floes and their outlines in satellite images is important for understanding physical processes in the polar regions, for transportation in ice-covered seas, and for the design of offshore structures intended to survive in the presence of ice. At present this is done manually, a long and tedious process that precludes full use of the great volume of relevant images now available. We describe an accurate and almost fully automatic method for identifying…

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Regression Smoothing Parameters that are not Far from their Optimum

更接近最优值的回归平滑参数

Abstract It is well known that data-driven regression smoothing parameters ħ based on cross-validation and related methods exhibit a slow rate of convergence to their optimum. In an earlier article we showed that this rate can be as slow as n –1/10; that is, for a bandwidth ħ 0 optimizing the averaged squared error, n 1/10 (ħ — ħ 0)/ħ 0 tends to an asymptotic normal distribution. In this article we consider mean averaged squared error optimal bandwidths h 0. This (nonrandom)…

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Bandwidth Choice for Average Derivative Estimation

平均导数估计的带宽选择

Abstract The average derivative is the expected value of the derivative of a regression function. Kernel methods have been proposed as a means of estimating this quantity. The problem of bandwidth selection for these kernel estimators is addressed here. Asymptotic representations are found for the variance and squared bias. These are compared with each other to find an insightful representation for a bandwidth optimizing terms of lower order than n –1. It is interesting…

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Estimating the Number of Classes via Sample Coverage

通过样本覆盖率估计类别总数

Assume that a random sample is drawn from a population with unknown number of classes and possibly unequal class probabilities. A nonparametric estimation technique is proposed to estimate the number of classes using the idea of sample coverage, which is defined as the sum of the cell probabilities of the observed classes. Since expected sample coverage can be well estimated, we were motivated to find its role in the estimation of the number of classes. This work generalizes…

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Nonlinear Regression with Variance Components

含方差分量的非线性回归

The nonlinear model with variance components, which combines a nonlinear model for the mean with additive random effects, is applicable to split-plot and nested experiments. We propose two methods of estimation for the parameters of the nonlinear model for the mean: (1) estimated generalized least squares (EGLS), and (2) maximum likelihood (MLE) by the method of scoring. Using a generalization of Klimko and Nelson's theorem on strong consistency of least squares estimators,…

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General Classes of Influence Measures for Multivariate Regression

多元回归影响度量的一般类别

Many of the existing measures for influential subsets in univariate ordinary least squares (OLS) regression analysis have natural extensions to the multivariate regression setting. Such measures may be characterized by functions of the submatrices H I of the hat matrix H, where I is an index set of deleted cases, and Q I , the submatrix of Q = E(E T E)−1 E T , where E is the matrix of ordinary residuals. Two classes of measures are considered: f(·)tr[H I Q I (I − H I − Q I )…

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Generalized Collinearity Diagnostics

广义共线性诊断

Working in the context of the linear model y = Xβ + ε, we generalize the concept of variance inflation as a measure of collinearity to a subset of parameters in β (denoted by β 1, with the associated columns of X given by X 1). The essential idea underlying this generalization is to examine the impact on the precision of estimation—in particular, the size of an ellipsoidal joint confidence region for β 1—of less-than-optimal selection of other columns of the design matrix (X…

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A Step-Up Multiple Test Procedure

一种逐步上升多重检验程序

We consider the problem of simultaneously testing k ≥ 2 hypotheses on parameters θ1, …, θk . In a typical application the θ's may be a set of contrasts, for instance, a set of orthogonal contrasts among population means or a set of differences between k treatment means and a standard treatment mean. It is assumed that least squares estimators 1, …, k are available that are jointly normally distributed with a common variance (known up to a scalar, namely the error variance σ…

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Robust Wald-Type Tests of One-Sided Hypotheses in the Linear Model

线性模型中单侧假设的稳健 Wald 型检验

Let us consider the linear model Y = Xθ + E in the usual matrix notation, where the errors are iid. Our main objective is to develop robust Wald-type tests for a large class of hypotheses on θ; by robust we mean robustness in terms of size and power against long-tailed error distributions. First assume that the error distribution is symmetric about the origin. Let L and be the least squares and a robust estimator of θ. Assume that they are asymptotically normal about θ with…

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Dictionaries of Paradoxes for Statistical Tests on k Samples

多样本统计检验的悖论字典

A relationship between the Kruskal–Wallis nonparametric statistical test on k samples and the Borda positional method for voting is established and then exploited to gain a complete analysis of the counterintuitive results and statistical orderings that arise when a set of data is restricted to various subsets of the k samples. This is done by introducing and examining the “dictionary” of possible orderings of the samples occurring with the Kruskal-Wallis procedure. It is…

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