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额外序列依赖下 Durbin–Watson 检验与加权最小二乘的表现AI 解读

Monte Carlo simulation is used to study the power of the Durbin-Watson test and the properties of the corresponding weighted least squares (WLS) estimates when there is serial correlation in the disturbance term, in addition to first-order autocorrelation. The results indicate that the Durbin-Watson test detects first-order autocorrelation, even when other forms of serial dependence are also present. However, routine use of WLS estimation when the Durbin-Watson test is…

存在无应答时利用辅助信息进行有限总体总量的贝叶斯估计AI 解读

This article presents a Bayesian approach to estimation, in a sample survey setting, of a finite population total for some characteristic of interest when nonresponse is present. A general model is described for situations where a Hansen-Hurwitz sampling plan is used. The model makes use of concomitant information that is related both to the characteristic of interest and to the probability of response. A simple example is included to illustrate the usefulness of the…

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检验分布差异的四分位数检验AI 解读

We propose a simple nonparametric statistic using sample quartiles to test differences in distribution. Simulation results suggest that the test is about equal in power over a wide range of alternatives to the familiar procedure of Kolmogorov and Smirnov. When the two distributions compared differ in both location and dispersion, the quartile test may be more sensitive than the Kolmogorov-Smirnov, Wilcoxon rank-sum, Siegel-Tukey, and runs tests.

相依多样本下 Kruskal–Wallis 检验的渐近保守性与效率AI 解读

The robustness (asymptotic conservativeness) of Kruskal-Wallis test under certain departures from mutual independence of K univariate samples is established. This robustness provides a procedure for testing the equality of K marginal distribution functions based on a broken random sample from a K-variate distribution that satisfies a mild condition. For the unbroken sample, a generalized Kruskal-Wallis (KW) test is proposed for testing the symmetry of a K-dimensional…

沿 White 与 Hultquist 方法构造混合析因设计混杂方案的代数结构AI 解读

White and Hultquist (1965) developed a method of combining finite fields mapped into a finite commutative ring to provide confounding plans for mixed factorial experiments where the numbers of the levels of factors have to be prime or the power of a prime. This paper extends their procedure to cover mixed factorials where the numbers of levels of factors need to be relatively prime, and not necessarily all prime, thus covering a wider range of mixed factorial experiments…

非线性联立模型工具变量估计量的比较研究AI 解读

In the context of single equation approaches to the estimation of nonlinear simultaneous models, three classes of estimators can be established, using different fitted values established by a stage-one regression. The first uses the Fitted values of the nonlinear function in the second-stage regression. The second, called here the naive instrument, substitutes a fitted value inside the nonlinear function. The third uses an estimate of the conditional expectation of the…

分段回归的一种新极大似然算法AI 解读

This paper presents a piecewise regression method for continuous models containing max or min operators, or both. This method does not require knowledge of the zone in which a shift in regimes occurs. Moreover, it allows the application of analytical derivatives to maximize the likelihood function, which greatly simplifies the estimation of the model. The method proposed exhibits fast convergence and can be used for an arbitrary number of regimes and variables.

SUR 模型中 Zellner 估计量与异方差模型中两阶段 Aitken 估计量的协方差界AI 解读

This article gives a bound for the covariance matrix of Zellner's estimator with the unrestricted sample covariance matrix in the two equations seemingly unrelated regression (SUR) model, and a bound for the covariance matrix of the two-stage Aitken estimator (2SAE) in a heteroscedastic model with two distinct variances. Some efficiencies of these estimators relative to the ordinary least squares estimator (OLSE) are also considered.

基于熵的均匀性检验AI 解读

The power properties of an entropy-based test are investigated when used for testing uniformity on [0, 1]. Percentage points and power against seven alternatives are reported. Compared with other tests of uniformity, the entropy-based test possesses good power properties for many alternatives. Some asymptotic null and alternative distributions are derived. For sample sizes up to 100 the table of percentage points provides a practical guide for using this test. A theory of…

多个敏感属性的随机化回答技术AI 解读

Some randomized response techniques for investigating t ≧ 2 sensitive attributes are reviewed. A new technique is proposed that has the advantage of requiring only r trials per respondent (r ≦ t) if estimation of up to r-variate joint proportions is desired. The case of r = 2 is analyzed in detail. A procedure for deriving the restricted maximum likelihood estimators (MLE's) of the proportions and a test of independence between any set of pairs of attributes are given. The…

截断参数空间中线性不变估计量的不可容许性AI 解读

Estimation problems are considered where the actual parameter space is a strict subset of the full parameter space. A linear invariance structure is assumed and a quadratic loss function is used. Then it is shown that estimators taking values near the boundary of the parameter space are inadmissible and better estimators are presented. Applications are given in the fields of inequality constraint regression and randomized response.

贝叶斯经验贝叶斯AI 解读

A Bayesian approach is given for various kinds of empirical Bayes problems. In particular it is shown that empirical Bayes procedures are really non-Bayesian, asymptotically optimal, classical procedures for mixtures. In some situations these procedures are Bayes with respect to some prior and in other situations, there is no prior for which they are Bayes. Several examples of these concepts are given as well as a general theory showing the difference between an empirical…

都市工资率的单因子多元时间序列模型AI 解读

The paper formulates and estimates a single-factor multivariate time series model. The model is a dynamic generalization of the multiple indicator (or factor analysis) model. It is shown to be a special case of the general state space model and can be estimated by maximum likelihood methods using the Kalman filter algorithm. The model is used to obtain estimates of the unobserved metropolitan wage rate for Los Angeles, based on observations of sectoral wages within the…

正态对柯西的最强不变检验及其对稳定分布备择的应用AI 解读

This paper gives a derivation of the most powerful scale and location invariant test of normal versus Cauchy. A simulation study of this test shows that in testing normality versus symmetric stable alternatives it comes closer to being uniformly more powerful than any of five tests previously studied.

基于子样本的一般单样本非参数检验统计量类AI 解读

A general class of nonparametric test statistics is constructed by considering the sign of the most extreme value in subsamples of size m taken from n independent observations. The test statistics can be expressed as linear rank statistics and reduce to the sign test statistic for m = 1 and a modified Wilcoxon signed-rank test statistic for m = 2. Asymptotic normality of properly standardized versions of our statistics is established under general conditions. Small sample…

小中样本下二乘二列联表中 Goodman–Kruskal Gamma 与 Spearman Rho 的分布AI 解读

The distribution of Goodman and Kruskal's G in 2 × 2 tables is examined for small and moderate sample sizes. A number of exact distributions are presented, and asymptotic results relevant to the speed of convergence of G to normality are given. Comparisons are made with the standard correlation coefficient r, It is concluded that the distribution of G converges to normality slowly in many cases and that its density function is irregular even for sample sizes as large as 50.

有序分类列联表独立性检验的渐近功效与效率AI 解读

Asymptotic power formulas for tests of independence against simple association models in I × J contingency tables with ordered categories are presented. Yates's score correlation test and Spearman's tied rank correlation test are compared with a likelihood ratio test proposed by S. J. Haberman for testing independence in log-linear models with ordered classifications. Asymptotic power and relative efficiencies are derived under local alternatives that need not be included in…

有限总体线性回归估计量及其方差估计的经验研究AI 解读

The usual variance estimator for the linear regression estimator of a finite population total is examined under some prediction (superpopulation) models. Its bias is compared with that of the least squares variance estimator. Also described are three bias-robust alternatives, one of which is the jackknife variance estimator. The theoretical results are supported by an empirical study in which simple and restricted random samples as well as some purposive (nonrandom) samples…

二项分布参数 n 的估计AI 解读

Estimating the parameter n of the binomial distribution on the basis of r independent observations has been considered sporadically over the years. Many questions regarding asymptotic and small sample properties of moment, maximum likelihood, and related estimators either have been ignored or have received inadequate treatment. A unified and comprehensive study of these topics is given here. We also consider the problem of zero-truncated observations.

条件独立列联表中边际均值的统计推断AI 解读

Consider a three-way contingency table with factors A, B, and C. Assume factors A and B are independent for each given level of factor C. Inference procedures concerning the marginal means of the levels of factor A are studied. Maximum likelihood estimators, unbiased estimators, and uniformly minimum variance unbiased estimators are obtained. Exact variance formulas for the estimators are obtained. Large sample theory is developed and used for testing and confidence…

联合第二类删失下两个指数分布的相等性检验AI 解读

The problem of testing equality of the scale parameters of two exponential distributions is considered under a combined sample type II censoring scheme that has been extensively treated in nonparametric inference. Sufficiency and invariance considerations lead to a pair of statistics, namely, the proportions of failure count and the total time on test of the first sample to those of the combined sample. Exact distribution and moment properties are discussed, and asymptotic…