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精确 Logistic 回归的一种算法AI 解读

An efficient algorithm is given for the exact logistic analysis of a single parameter. Hypothesis tests and confidence intervals for a logistic regression parameter are obtained. The method provides for the control of the effect of a stratification factor when making inferences concerning the regression parameter.

追踪1982年西班牙社会党胜选：贝叶斯分析AI 解读

An estimate of how people intended to vote was obtained four weeks before the Spanish general elections of October 1982. The evolution of opinion was followed during the campaign. Using a small sample of polling stations, the victory of the Spanish Socialist Party was predicted with great accuracy only two hours after the polls closed. A Bayesian hierarchical model was used.

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非遍历模型的渐近最优推断AI 解读

0. An Over-view.- 1. Introduction.- 2. The Classical Fisher-Rao Model for Asymptotic Inference.- 3. Generalisation of the Fisher-Rao Model to Non-ergodic Type Processes.- 4. Mixture Experiments and Conditional Inference.- 5. Non-local Results.- 1. A General Model and Its Local Approximation.- 1. Introduction.- 2. LAMN Families.- 3. Consequences of the LAMN Condition.- 4. Sufficient Conditions for the LAMN Property.- 5. Asymptotic Sufficiency.- 6. An Example (Galton-Watson…

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一种改进的稳健平滑方法AI 解读

Nonlinear data smoothers (filters) have the drawback that too many local peaks and troughs in a data sequence may be preserved. If Gaussian assumptions are not met, linear smoothers do not offer a desirable alternative. A refined method of smoothing out local peaks and troughs, while retaining the broad ones, is proposed. When used for signal recovery from data sequences contaminated with noise, this procedure, termed splicing, appears superior to other methods considered.…

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受约束二元线性回归系数的截断极大似然估计AI 解读

In a bivariate linear regression model, the constrained maximum likelihood estimator (MLE) of a regression coefficient usually has smaller variance than the unconstrained MLE. This situation can be reversed if both the sample size n and the correlation coefficient ρ of disturbances between two regression equations are small. That is, when both n and ρ are small, the variance of the unconstrained MLE is smaller than the constrained MLE. In this article, a truncated MLE is…

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理解 Cox 回归模型：鞅方法AI 解读

An informal discussion is given of how martingale techniques can be used to extend Cox's regression model and to derive its large sample properties.

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自适应分类程序AI 解读

An explicitly computable, necessary, and sufficient condition for the existence of an adaptive classification procedure is obtained. By definition, an adaptive procedure, which classifies a sample as coming from one of alternative distributions known only up to a finite-valued nuisance parameter, is required to have the same asymptotic behavior of error probability for these families as asymptotically optimal rules for each of the families. We investigate the conditions…

多元随机效应广义线性模型中的估计与预测AI 解读

Estimation of an individual's regression coefficients in a multivariate random effects linear model is considered. The problem of prediction of future responses of an individual based on the random effects model is also considered, and the prediction mean squared errors of various predictors are derived and compared for the practical situation where all parameters of the model are unknown and estimates must be used.

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有限总体模型中贝叶斯最小二乘推断的一则札记AI 解读

This note presents some distribution-free results for incorporating prior information in finite population models. The formulas given are based on modifications of existing Bayesian least squares estimation results and require only the specification of first and second moments of the distributions involved.

风险率比的非参数估计AI 解读

A nonparametric estimate of the hazard ratio function is developed and applied to the time-dependent survival advantage of having achieved an objective response to treatment for a given disease. The method computes the total exposure to risk of failure, or dying, among patients in either of two disease states (nonresponder/responder). By assuming constant hazard rates between observed failure times, and using smoothing techniques of exploratory data analysis, the log hazard…

利用贝叶斯与经验贝叶斯方法估计参数总体AI 解读

In standard Bayes and empirical Bayes component decision problems, estimating inidividual parameters is the primary goal. In multiple comparison problems and in comparisons of histograms of estimates, however, the primary goal is to produce parameter estimates that can be considered as an ensemble. For example, the histogram of estimates should be a good estimate of the histogram of parameters. Standard methods of estimating by the posterior expectation do minimize…

含趋势与季节性的时间序列平滑先验状态空间建模AI 解读

A smoothness priors modeling of time series with trends and seasonalities is shown. An observed time series is decomposed into local polynomial trend, seasonal, globally stationary autoregressive and observation error components. Each component is characterized by an unknown variance–white noise perturbed difference equation constraint. The constraints or Bayesian smoothness priors are expressed in state space model form. Trading day factors are also incorporated in the…

广义偏自相关函数用于ARMA过程定阶的局限AI 解读

We show that the General Partial Autocorrelation Function (GPAC), which has recently been suggested to be used as one of a set of convenient tools for order identification in ARMA models, has unstable behavior when applied to time series of moderate length. Its use in detecting the order of MA components in real series is very limited and can only be recommended as a means to confirm a pure AR fit to the data.

观测随机缺失时分布滞后系数的估计方法AI 解读

Abstract : This paper presents a frequency-domain technique for estimating distributed lag coefficients (the impulse-response function) when observations are randomly missed. The technique treats stationary processes with randomly missed observations as amplitude-modulated processes and estimates the transfer function accordingly. Estimates of the lag coefficients are obtained by taking the inverse transform of the estimated transfer function. Results with artificially…

季节性时间序列的单位根检验AI 解读

Regression estimators of coefficients in seasonal autoregressive models are described. The percentiles of the distributions for time series that have unit roots at the seasonal lag are computed by Monte Carlo integration for finite samples and by analytic techniques and Monte Carlo integration for the limit case. The tabled distributions may be used to test the hypothesis that a time series has a seasonal unit root.