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特殊协方差结构下生长曲线的预测与估计AI 解读

The model considered here is a generalized multivariate analysis-of-variance model useful especially for many types of growth-curve problems, including biological growth and technology substitutions. It is defined as Yp × N = Xp×mτm×rAr×N + ∈p×N , where τ is unknown and X and A are known design matrices of ranks m < p and r < N, respectively. Further, the columns of ∈ are independent p-variate normal, with mean vector 0 and common covariance matrix Σ. In general, p is the…

Logistic 回归、生存分析与 Kaplan–Meier 曲线AI 解读

We discuss the use of standard logistic regression techniques to estimate hazard rates and survival curves from censored data. These techniques allow the statistician to use parametric regression modeling on censored data in a flexible way that provides both estimates and standard errors. An example is given that demonstrates the increased structure that can be seen in a parametric analysis, as compared with the nonparametric Kaplan-Meier survival curves. In fact, the…

通过可加性与方差稳定化估计回归变换AI 解读

I propose a method for the nonparametric estimation of transformations for regression. It is much more flexible than the familiar Box-Cox procedure, allowing general smooth transformations of the variables, and is similar to the ACE (alternating conditional expectation) algorithm of Breiman and Friedman (1985). The ACE procedure uses scatterplot smoothers in an iterative fashion to find the maximally correlated transformations of the variables. Like ACE, my proposal can…

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利用最大似然预测纪录AI 解读

A maximum likelihood method of fitting a model to a series of records is proposed, using ideas from the analysis of censored data to construct a likelihood function based on observed records. This method is tried out by fitting several models to series of athletics records for mile and marathon races. A form of residual analysis is proposed for testing the models. Forecasting consequences are also considered. In the case of mile records, a steady linear improvement since…

信号位置的确定：贝叶斯分析AI 解读

We study the problem of determining the location of an emergency transmitter in a downed aircraft. The observations are bearings read at fixed stations. A Bayesian approach, yielding a posterior map of probable locations, seems reasonable in this situation. We therefore develop conjugate prior distributions for the von Mises distribution, which we use to compute a posterior distribution of the location. An approximation to the posterior distribution yields accurate, rapidly…

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ARMA 估计的回归程序AI 解读

Regression procedures for parameter estimation in autoregression moving average (ARMA) models are discussed, mainly for providing initial estimates for iterative maximization of a Gaussian likelihood. An iterative procedure of Spliid (1983) is compared to a procedure of Hannan and Rissanen (1982), and a global convergence result is established for an iterative modification of Spliid's procedure. Spliid's iteration does not always converge; when it does, it has the same…

非参数加速失效时间模型下的线性插值AI 解读

Assuming a nonparametric accelerated failure-time model, a method is proposed for extrapolating low stress-response probabilities on negative-sloping line segments in the stress-failure-time plane. The method (analogous to linear interpolation in dose-response studies) results in simultaneous extrapolation ahead in time and down in stress. In the two-sample (two stress level) setting, a goodness-of-fit test of the nonparametric model is considered and two hypothesis tests…

预测重症监护病房患者的结局AI 解读

Statisticians are being asked with increasing frequency to develop models for occurrences in medical environments. Until recently, only subjective models were available to predict mortality for patients in an intensive care unit (ICU). These models were based on variables and associated weights determined by panels of medical “experts.” This article shows how multiple logistic regression (MLR) can be used to develop an objective model for prediction of hospital mortality…

用最大似然法预测纪录AI 解读

A maximum likelihood method of fitting a model to a series of records is proposed, using ideas from the analysis of censored data to construct a likelihood function based on observed records. This method is tried out by fitting several models to series of athletics records for mile and marathon races. A form of residual analysis is proposed for testing the models. Forecasting consequences are also considered. In the case of mile records, a steady linear improvement since…

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计量经济学中的改进推断方法AI 解读

Introduction. The Inferential and Decision Framework. The Measure of Performance. Some Alternative Statistical Models, Estimators and Tests. Inequality Estimation and Hypothesis Testing. Inequality Estimation and Hypothesis Testing of the Location Parameter of a Normal Random Variable. General Linear Statistical Model and a Single Linear Inequality Constraint. Inequality Restricted Estimation of Two or More Location Parameters: The Orthonormal Case. An Inequality Restricted…

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给定分位数的拟单峰先验下后验概率的取值范围AI 解读

Suppose several quantiles of the prior distribution for θ are specified or, equivalently, the prior probabilities of a partitioning collection of intervals {Ii } are given. In addition, suppose that the prior distribution is assumed to be unimodal. Rather than selecting a single prior distribution to perform a Bayesian analysis, it is of interest to consider the class of all prior distributions compatible with these inputs. For this class and unimodal likelihood functions,…

若干联合假设检验的 Bahadur 效率AI 解读

This article examines the relative efficiency of finite induced and Wald-like (or “infinite induced”) tests of some commonly encountered joint hypotheses. One two-sided testing problem and two types of two-sided testing problems concerning two parameters and normally distributed estimates are considered. The exact slopes of six test statistics are derived, and from these the Bahadur relative efficiency of tests based on any pair of the statistics can be easily computed. For…

截获数据的统计模型AI 解读

Consider a population of replaceable items of different ages, and suppose that for each item there is a certain measurable attribute that is a monotone function (perhaps random) of the item's age. To fix ideas, we refer to this attribute as deterioration and we assume that as items age their level of deterioration increases. We further assume that as the level of deterioration hits a certain threshold value (perhaps unknown), the item dies and disappears from the population,…

经济时间序列季节性的动态理论研究AI 解读

Several economists, notably Plosser (1978), Sargent (1978), and Wallis (1978) refuted the assumption that the seasonal component of endogenous variables in a dynamic economic model has almost all of its power restricted to what is termed seasonal frequency and its harmonics. In this article, a model with a closed-form solution is formulated to provide more insight into the arguments put forward by economists. It is concluded that univariate seasonal adjustment cannot be…