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贝叶斯非参数生存分析AI 解读

This article considers a Bayesian nonparametric approach to a (right) censored data problem. Although the results are applicable to a wide variety of such problems, including reliability analysis, the discussion centers on medical survival studies. We extend the posterior distribution of percentiles given by Hill (1968) to obtain predictive posterior probabilities for the survival of one or more new patients, using data from other individuals having the same disease and…

二元反应生物测定中的核估计与 Probit 估计AI 解读

A kernel method for the estimation of quantal dose-response curves is considered. In contrast to parametric modeling, this local smoothing method does not require any assumptions beyond smoothness of the dose-response curve and, in this sense, is nonparametric. In finite-sample situations, the kernel estimate of the dose-response curve is not necessarily monotone and, therefore, if the additional assumption of monotonicity of the dose-response curve is made, a monotonized…

二元反应模型的识别AI 解读

This article studies identification of the threshold-crossing model of binary response. Most research on binary response has considered specific estimators and tests. The study of identification exposes the foundations of binary response analysis by making explicit the assumptions needed to justify different methods. It also clarifies the connections between reduced-form and structural analyses of binary response data. Assume that the binary outcome z is determined by an…

用于 Bootstrap 置信区间的重要性抽样AI 解读

The use of importance-sampling methods to substantially reduce the amount of resampling necessary for the construction of nonparametric bootstrap confidence intervals is investigated. The classical importance-sampling method of Hammersley and Handscomb (1964) is modified to apply to the estimation of quantiles. Based on this method, a resampling procedure is introduced that recenters the bootstrap distribution of a robust estimator of location to produce estimated confidence…

检验统计量的预枢轴化：渐近改进的 Bootstrap 视角AI 解读

Approximate tests for a composite null hypothesis about a parameter θ may be obtained by referring a test statistic to an estimated critical value. Either asymptotic theory or bootstrap methods can be used to estimate the desired quantile. The simple asymptotic test ϕA refers the test statistic to a quantile of its asymptotic null distribution after unknown parameters have been estimated. The bootstrap approach used here is based on the concept of prepivoting. Prepivoting is…

事前实际利率模型及其导出的通胀预测AI 解读

A methodology for estimating expected real interest rates and making inflation forecasts, together with appropriate confidence intervals, is presented. The role of price expectations in determining real interest rates is also analyzed. Structural breaks in the process generating real interest rates are detected in 1980 and 1983 by tracking the accuracy of interest-rate forecasts. Analysis of these structural breaks reveals that the break at the beginning of 1983 returns the…

基于双谱的时间序列高斯性与线性检测AI 解读

Statistical techniques have been developed that use estimated bispectrum values to test whether a sample of a time series is consistent with the hypothesis that the observations are generated by a linear process. The magnitude of the test statistics indicates the amount of divergence between the observations and the linear model hypothesis. It is important to investigate such a divergence, since the usual linear model coefficients can be shown to be biased in the face of…

非线性校准问题的贝叶斯方法AI 解读

In bioassays, enzyme assays, or radioimmunoassays the concentration response relationships are mostly nonlinear. Very often because of physical restrictions or for biological reasons, the prediction samples cannot be diluted and the determination of very low concentrations is of interest. Thus one cannot be restricted to the “almost linear” part of the response curve and standard linear calibration methods are not applicable. The nonlinear calibration problem is of great…

允许缺失观测与时变协变量的重复有序分类结果分析AI 解读

This article describes a method for comparing responses in two groups of subjects observed repeatedly at a common set of observation times when the response is an ordered categorical outcome. The method, which allows both time-dependent covariates and missing observations, consists of two analytic steps. In the first step, the data are analyzed separately at each occasion using a regression model chosen from the class of models for ordinal data proposed by McCullagh (1980).…

局部加权回归：以局部拟合开展回归分析AI 解读

Locally weighted regression, or loess, is a way of estimating a regression surface through a multivariate smoothing procedure, fitting a function of the independent variables locally and in a moving fashion analogous to how a moving average is computed for a time series. With local fitting we can estimate a much wider class of regression surfaces than with the usual classes of parametric functions, such as polynomials. The goal of this article is to show, through…

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人口再生产率与开放人口中人均预期事件总数的估计AI 解读

Demographers conventionally estimate the mean number of children ever born to a woman who reaches a given age by adding age-specific fertility rates for her cohort up to that age. If the age selected is at the end of the childbearing period, the result is the cohort's total fertility rate (TFR); if only female babies are counted, the result is the gross reproduction rate (GRR). If births were generated by an age-dependent Poisson process, cumulative fertility rates give…

网格粒度与估计效率AI 解读

Hammersley (1950) considered, among other matters, the asymptotic relative efficiency (ARE) of the rounded sample median M ε with respect to the rounded sample mean as estimate of a Normal population mean restricted to a uniform grid of mesh size 2ε. This article extends Hammersley's work to a certain class of two-sided extended increasing failure rate (TEIFR) distributions for which the (grid-valued) population mean and median coincide, their common value designated as μ.…

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抽样设计与应答机制对多变量回归预测量的影响AI 解读

A general regression procedure for the prediction of a vector of population means in situations of nonresponse is proposed. The multivariate treatment of the prediction problem is not computationally complicated and allows the borrowing of information from one target variable to the other even when both variables are subject to nonresponse. The predictors are optimal under a general model that specifies the first and second moments of the joint distribution of the survey…

一般嵌套裂区设计的协方差分析AI 解读

We present a general split-plot analysis of covariance (ANOCOVA) model for unbalanced data. The imbalance arises from assigning a different number of experimental units to the levels of the whole-plot factor A. The values of the covariable measurements on each experimental unit are allowed to vary across the levels of the split-plot factor B. Exact test statistics and confidence intervals are derived. Exact F test statistics for the A and B main effects and the A × B…

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心理学与社会科学统计学的新发展AI 解读

Simple graphic methods robust methods identifying outliers cross classified data comparative studies finite mixture distributions as models for group structure sample size and power ranking and selection of populations getting new statistics into today's crowded psychology syllabuses.