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正态性拟合优度检验对非对称稳定分布备择的功效AI 解读

In this article, we investigate the power of six standard goodness-of-fit tests of normality; several of these are sensitive to departures from normality in both skewness and kurtosis—the omnibus property. The power is estimated through simulation when the alternative is stable with α = 1.0(.3)1.9, β = .00(.25)1.00, and samples are of size n = 10, 20, 50, 100. The goodness-of-fit tests are based on the skewness statistic ✓b 1, the kurtosis statistic b 2, a joint test using…

恰好识别情形下 LIML 与 2SLS 结构系数分布函数的说明AI 解读

Many alternative techniques of estimating coefficients appearing in the structural representation of econometric models have been developed. The techniques of two-stage least squares (2SLS) and limited information maximum likelihood (LIML) yield identical estimates in the exactly identified case. The derivations of the density functions of these estimators for overidentified structural equations do not formally include the exactly identified case. In this note we demonstrate…

稳健局部加权回归与散点图平滑AI 解读

The visual information on a scatterplot can be greatly enhanced, with little additional cost, by computing and plotting smoothed points. Robust locally weighted regression is a method for smoothing a scatterplot, (x i , y i ), i = 1, …, n, in which the fitted value at z k is the value of a polynomial fit to the data using weighted least squares, where the weight for (x i , y i ) is large if x i is close to x k and small if it is not. A robust fitting procedure is used that…

位置参数的高效自适应无分布检验AI 解读

An adaptive distribution-free test procedure for location based on a one-parameter family of score functions is proposed. The family of score functions is derived from the symmetric lambda distributions introduced by Tukey. The resulting test attains Pittman efficiency one for a large set of underlying lambda distributions. In addition, the test has Pitman efficiency 3/π at the normal alternative. The procedure can easily be extended to the multisample problem.

正态相关系数的序贯概率比检验AI 解读

Hypothesis tests for the correlation coefficient of a bivariate normal distribution are investigated. Some tests using reductions of the data that are not invariantly sufficient were proposed by Kowalski on the grounds that the mathematical properties may be worked out, which is not possible when using sequential probability ratio tests (SPRT's) based on successive invariantly sufficient statistics. These latter tests may be derived from Cox's theorem or from maximal…

含潜变量的结构 Probit 模型AI 解读

A model with dichotomous indicators of latent variables is developed. The latent variables are related to each other and to a set of exogenous variables in a system of structural relations. Identification and maximum likelihood estimation of the model are treated. A sociological application is presented in which a theoretical construct (an attitude) is related to a set of background variables. The construct is not measured directly, but is indicated by the answers to a pair…

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常用正态性拟合优度检验对非对称稳定分布备择的功效AI 解读

In this article, we investigate the power of six standard goodness-of-fit tests of normality; several of these are sensitive to departures from normality in both skewness and kurtosis—the omnibus property. The power is estimated through simulation when the alternative is stable with α = 1.0(.3)1.9, β = .00(.25)1.00, and samples are of size n = 10, 20, 50, 100. The goodness-of-fit tests are based on the skewness statistic ✓b 1, the kurtosis statistic b 2, a joint test using…

恰好识别情形下 LIML 与 2SLS 结构系数分布函数札记AI 解读

Many alternative techniques of estimating coefficients appearing in the structural representation of econometric models have been developed. The techniques of two-stage least squares (2SLS) and limited information maximum likelihood (LIML) yield identical estimates in the exactly identified case. The derivations of the density functions of these estimators for overidentified structural equations do not formally include the exactly identified case. In this note we demonstrate…

一种高效的自适应分布自由位置检验AI 解读

An adaptive distribution-free test procedure for location based on a one-parameter family of score functions is proposed. The family of score functions is derived from the symmetric lambda distributions introduced by Tukey. The resulting test attains Pittman efficiency one for a large set of underlying lambda distributions. In addition, the test has Pitman efficiency 3/π at the normal alternative. The procedure can easily be extended to the multisample problem.

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随访研究中产后闭经时长选择偏差的调整AI 解读

In a prospective study in which females giving birth in a specified small interval of time are followed to obtain the distribution of the duration of postpartum amenorrhea (PPA), the observed distribution involves a selection bias because of an overrepresentation of smaller PPA. In this article, the nature of this selection bias is investigated and an analytical procedure is outlined to adjust the observed distribution of PPA in order to obtain the true distribution. The…

一类两样本尺度参数的分布无关检验AI 解读

A class of distribution-free statistics for testing equality of two scale parameters when the location parameters are equal is defined. When the two populations are identical, each statistic in this class is governed by the same distribution as that of the two-sample Wilcoxon statistic. A method for selecting which member of the class to use for a particular data set is described, the resulting adaptive procedure being relatively insensitive to small failures in the…

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非参数单因素方差分析中正态得分统计量的分布AI 解读

The normal scores test for one-way analysis of variance is studied. Exact critical values are given for the three-sample case when the total number of observations is 15 or less. An accurate small-sample approximation to the true distribution is developed by using the method of moments and the beta probability law. This fitting distribution is used in a heuristic evaluation of other fitting schemes. For moderate sample sizes, the asymptotic chi-squared distribution fits…

随机逼近中起始点的选择AI 解读

Consider the problem of point estimation of a location parameter θ of a symmetric distribution by way of a Robbins-Monro stochastic approximation recursive approach, particularly the choice of starting random variable. Conditions on the starting variable are given to guarantee that at each step the estimator is unbiased and translation invariant. Finally, a Monte Carlo study is done to compare the behavior of the procedures started by some random variables when the sample…

加速寿命试验的非参数方法AI 解读

A nonparametric model of acceleration is introduced. Based on this model, a procedure is suggested for estimating the nonaccelerated life distribution from accelerated observations. Unlike previous nonparametric estimation procedures, our method does not require nonaccelerated observations. A relationship between the accelerated and the nonaccelerated distributions is assumed but there is variety in that choice. A comparison of our method with the power rule method under the…