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基于残差实施检验的渐近性质AI 解读

The null distribution of a test statistic computed on residuals can be affected by the dependence among the residuals. It might be expected, however, that the dependence decreases as the sample size increases, so that the limiting null distribution is the same as if the test were based on independent observations. The author investigates whether this large sample equivalence holds for tests of correlation, scale difference, regression, and location difference. Particular…

一般线性回归模型的回归诊断AI 解读

For the linear regression model y = Xβ + ε the local sensitivities of estimates for β are investigated with respect to a general error structure for the residuals ε. In particular, we define local sensitivity analysis as matrix derivatives of the general least squares (GLS) estimator with respect to changes in the weight matrix ∑-1, where ∑ = var(ε). The results are extensions of derivative formulas given in Belsley, Kuh, and Welsch (1980) for ordinary least squares (OLS)…

双向表加性与乘性最小二乘拟合中的杠杆AI 解读

An additive-plus-multiplicative model can describe both main effects and row x column interactions in two-way tables of data. When each cell contains exactly one observation, a least squares fit for this nonlinear model calculates the main effects, using means of rows and columns, and then fits a multiplicative term to the additive residuals, using the singular value decomposition. A natural extension of the hat matrix for a linear model yields a definition of leverage that…

理论模型拟合中的幂变换AI 解读

We investigate power transformations in nonlinear regression problems when there is a physical model for the response but little understanding of the underlying error structure. In such circumstances, and unlike the ordinary power transformation model, both the response and the model must be transformed simultaneously and in the same way. We show by an asymptotic theory and a small Monte Carlo study that for estimating the model parameters there is little cost for not…

大样本随机删失下若干极大似然估计量的性质AI 解读

In the case the survival distribution of a life length X is of the form ln[1 - Fx (x)] = -αQ(βx) for x > 0, where the hazard function Q is known but α or β or both are unknown, the asymptotic distribution of the maximum likelihood estimators of the shape and scale parameters is found for large randomly censored samples. The covariance matrix of is expressed in terms of the distribution of the random variable that can be observed, namely, Y = min(X, T); here T is the random…

人口估计方法比较：住房单元法与三种替代方法AI 解读

The authors present the case for the housing unit (HU) method as a technique for estimating the population of states and local areas in the United States. They "evaluate population estimates produced by the housing unit method and by three other commonly used methods: component II, ratio correlation, and administrative records. Basing [the] analysis on 1980 census data from 67 counties in Florida and testing for precision, bias, and the distribution of errors, [they find…

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随机系数自回归模型导论AI 解读

1 Introduction.- 1.1 Introduction.- Appendix 1.1.- Appendix 1.2.- 2 Stationarity and Stability.- 2.1 Introduction.- 2.2 Singly-Infinite Stationarity.- 2.3 Doubly-Infinite Stationarity.- 2.4 The Case of a Unit Eigenvalue.- 2.5 Stability of RCA Models.- 2.6 Strict Stationarity 37 Appendix 2.1.- 3 Least Squares Estimation of Scalar Models.- 3.1 Introduction.- 3.2 The Estimation Procedure.- 3.3 Strong Consistency and the Central Limit Theorem.- 3.4 The Consistent Estimation of…

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经济统计与计量经济学AI 解读

1. Introduction. I. DATA AND DESCRIPTION. 2. Economic Data. 3. Descriptive Statistics. 4. Frequency Distributions. II. SPECIFICATION AND ESTIMATION OF REGRESSION MODELS. 5. Simple Regression: Theory. 6. Simple Regression: Application. 7. Multiple Regression: Theory and Application. III. PROBABILITY DISTRIBUTIONS. 8. Probability Theory. 9. Random Variables and Probability Distributions. 10. The Normal and t Distributions. IV. INFERENCE IN REGRESSION. 11. Sampling Theory in…

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随机缺失观测下的分布滞后估计方法AI 解读

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 created data…

双向表加性加乘性最小二乘拟合中的杠杆值AI 解读

An additive-plus-multiplicative model can describe both main effects and row x column interactions in two-way tables of data. When each cell contains exactly one observation, a least squares fit for this nonlinear model calculates the main effects, using means of rows and columns, and then fits a multiplicative term to the additive residuals, using the singular value decomposition. A natural extension of the hat matrix for a linear model yields a definition of leverage that…

风险比函数的非参数估计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…

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受约束双变量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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计算机随机变量生成的精确近似方法AI 解读

A suitably chosen approximation to the inverse of a probability distribution can lead to exact and very fast methods for generating random variables, if the approximation is made exact by adjusting the argument of the approximating function. This article describes the basic method and extensions of it. It gives four examples, of which two are methods for generating gamma- and t-variates that, while meant to illustrate the basic method, show promise of being faster than the…

随机完全区组设计中有序备择的分布无关秩检验AI 解读

A distribution-free rank test for detecting ordered alternatives in randomized complete block designs and repeated measures designs is proposed for four or fewer treatments. The null hypothesis distribution of the statistic is well-known and readily available to the user. The article establishes the asymptotic normality of an appropriately standardized form of the statistic and the consistency of the test. Asymptotic relative efficiency comparisons are made with Jonckheere's…