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国民经济建模的信息来源AI 解读

In modeling economic behavior all kinds of information should be used, not merely numerical data. Rich stores of information about economic structure and governing policies are available from mental data bases built up from experience and observation. The daily and weekly business press contains information from which a model can bridge from microstructure to macrobehavior. The System Dynamics National Model draws on all classes of information for its structure and policies.…

二乘二列联表卡方检验的连续性校正比较AI 解读

This article considers the two-sided test of independence in a 2 × 2 contingency table. The chi-squared approximation to the exact significance of Pearson's X 2 test is compared with four approximation methods adjusting for continuity. Computations were carried out for nearly 150,000 fourfold tables. It was found that both the uncorrected chi-squared test and the Yates correction may give misleading outcomes even for moderate sample sizes and expected values, whereas the…

生长曲线技术在时间序列数据中的应用AI 解读

Techniques well established for the analysis of growth and dose response curves should provide useful tools for the analysis of time series data. After transforming the data to discrete Fourier transform coefficients, rather than to polynomial coefficients, as characterizes most growth curve techniques, further analysis is essentially the same. The circadian rhythm example reported by Ware and Bowden (1977) is reanalyzed, resulting in substantial reduction in width of…

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自然参数的广义贝叶斯估计量刻画AI 解读

Let X be a real-valued random variable with a family of possible densities (with respect to σ-finite μ) belonging to a one-parameter exponential family with the natural parameter θ ∈ Ω = natural parameter space. Let C(μ) = convex hull of the support of μ. Fix x 0> in the interior of C(μ), then δ is generalized Bayes for θ (with squared error loss) if and only if g(t) = exp { f 0 t δ(y + x 0)dy} (< ∞ for t + x 0 ∈ C(μ)) is a moment-generating function for a probability…

诊断与测量误差对事件概率估计的影响AI 解读

This article investigates the effect of misclassification and measurement error in the basic data on the asymptotic bias and efficiency of the logistic regression (LR) and normal discrimination (ND) classification procedures. The effect of misclassification in a single binary independent variable on the bias and efficiency of both procedures is also presented. Typically, asymptotic bias increases and efficiency decreases as misclassification and measurement error increase.…

简单测量误差模型的工具变量估计AI 解读

Alternative instrumental variable estimators for the slope in the simple errors-in-variables model are discussed. The maximum likelihood estimator is derived for the model in which the error covariance is known to be zero and for the model in which the error covariance is unknown. Modified maximum likelihood estimators and randomly weighted average estimators similar to those studied by Huntsberger are discussed. The limiting distributions of the estimators are presented and…

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通过最小值变量识别有序二元正态分布AI 解读

For full-rank covariance matrix and other subfamilies of the ordered bivariate normal distribution, the identifiability of parameters by the minimum variate is demonstrated. For the general family, the distribution is not identified. These identifiability questions arise in connection with estimation within certain econometric models, for example, Tobin and Fair-Jaffee.

右删失下两样本问题的条件分布无关检验AI 解读

Two-sample rank tests for survival data in the presence of arbitrary right censoring are considered. We distinguish between administrative censoring, arising because survival study participants do not enter as a cohort, and censoring due to “loss to follow-up.” We show how conditionally distribution-free tests can be constructed in certain situations. Conditional versions of the generalized Wilcoxon and Mantel statistics are shown to be asymptotically normal in the…

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生长曲线技术在时间序列数据中的应用AI 解读

Techniques well established for the analysis of growth and dose response curves should provide useful tools for the analysis of time series data. After transforming the data to discrete Fourier transform coefficients, rather than to polynomial coefficients, as characterizes most growth curve techniques, further analysis is essentially the same. The circadian rhythm example reported by Ware and Bowden (1977) is reanalyzed, resulting in substantial reduction in width of…

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一类岭回归估计量的频率学派分析AI 解读

We discuss ridge regression estimators as a class, showing how six recently proposed estimators can thus be viewed, and give reasons for preferring one of these (empirical Bayes maximum likelihood estimator) to the other five. Results are based on analysis rather than simulations and on a frequentist rather than Bayesian viewpoint.

Suppose training samples are available from two location parameter populations. Nonparametric classification rules based on Wilcoxon-type statistics are defined. The efficiencies of the nonparametric rules relative to the “optimal” estimated parametric rules are then investigated by using asymptotic expansions of the probabilities of misclassification.

不等概率抽样中 Yates–Grundy 方差估计量的不可容许性AI 解读

An example is given to show that there exist fixed sample size designs for any sample size greater than two, for which the Yates-Grundy estimator is inadmissible in the class of nonnegative unbiased quadratic estimators of the variance of the Horvitz-Thompson estimator. A necessary condition for the Horvitz-Thompson variance estimator to be nonnegative definite is pointed out. It is also pointed out that a posterior lower bound can be obtained for any nonnegative definite…

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指数与威布尔失效模式下最小值模型的最大似然估计AI 解读

The existence and some properties of maximum likelihood estimators (MLE's) are studied for a minimum-type distribution function corresponding to a minimum of two independent random variables having exponential and Weibull distributions. It is shown that if all three parameters are unknown, then there is a path in the parameter space along which the likelihood function (LF) tends to infinity. It is also proved that if the Weibull shape parameter is known, then the LF is…

针对二行多列列联表有序备择的独立性检验AI 解读

A likelihood ratio statistic is derived for testing the hypothesis of independence in a 2 × C table against a class of ordered alternatives defined in terms of cross-product ratios. Asymptotic equivalence on the null hypothesis to a chi-squared—type statistic is established. The large-sample distribution of these statistics depends on the column totals, but numerical evidence for C = 3 and 4 suggests that the exact size of a test derived by ignoring this dependency will…