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存在窝效应时用刀切法估计毒理学数据中的比例AI 解读

The jackknifing methodology is proposed as a way of estimating and comparing proportions of affected fetuses in animal experiments. The estimate is a weighted average of the proportions in individual litters and is almost fully efficient in several cases of interest. The associated standard error is asymptotically correct for a wide range of possible models. Jackknife-based tests are shown to be competitive with other methods currently used.

基于普通最小二乘残差的异方差检验AI 解读

Two variants of a test for heteroscedasticity based on ordinary least squares residuals are proposed: a bounds test and an “exact” test. Both variants are parametric and make use of tables of the F distribution. Under a variety of circumstances, the power of the bounds test compares favorably with the powers of the tests of Goldfeld and Quandt, Theil, and Harvey and Phillips. The computational simplicity of the bounds test compared with other tests makes it a particularly…

单变量泊松回归：拟合优度检验与回归系数比较AI 解读

The single-variable Poisson regression model with y i as an observation on a Poisson random variable with parameter λx i is studied. A goodness-of-fit test and three tests for the comparison of the value of λ in two populations are proposed. Some asymptotic results for the comparison tests are given.

方差分量模型的离散矩阵AI 解读

The dispersion matrix of balanced data in a two-way crossed-classification variance-components model is generalized to the case of any balanced-data variance-components model, consisting of crossed and/or nested classifications. The eigenvalues, determinant and inverse, of this generalized matrix are derived.

未来样本中位数的非参数预测区间AI 解读

In this article distribution-free prediction intervals for a future sample median are discussed. Large-sample normal approximations to the coverage probabilities are presented. Asymptotic relative efficiency comparisons are made between the distribution-free procedures and analogous parametric prediction intervals, the resulting values demonstrating the good properties of the nonparametric prediction intervals.

非线性时间序列模型滞后结构的估计AI 解读

Suppose that the time series {Y(t)} is the output of a linear plus quadratic filter observed with additive noise. The relationship is a second-order approximation to a nonlinear distributed lag model. Assume that the input to the filter {X(t)} is a stationary Gaussian process. This article presents a relatively simple procedure for determining the values of the parameters of the quadratic filter by using the sample cross bispectrum between the two series. The asymptotic…

线性模型置信带的精确性AI 解读

Let S denote a confidence band for a linear model obtained by taking the envelope of a size 1 — α convex confidence region about the parameters. It is known that the degree of confidence associated with S is, in general, greater than 1 — α. Folks and Antle gave a sufficient condition on the model for the confidence band to be of size 1 — α. The necessity of Folks and Antle's conditions is proven here for the class of closed and convex regions with a smooth boundary. A…

两阶段抽样中基于超总体模型的方差估计AI 解读

Estimators for finite population parameters and their variances in two-stage sampling have been developed by using the linear least-squares prediction approach in a recent article by Royall (1976). This article considers a special case of the superpopulation model assumed by Royall and uses a new technique involving linear combinations of the sample observations to estimate the variances of these estimators. An exact confidence interval for the finite population total is…

具有单位根的自回归时间序列估计量分布AI 解读

Let n observations Y 1, Y 2, ···, Y n be generated by the model Y t = pY t−1 + e t , where Y 0 is a fixed constant and {e t } t-1 n is a sequence of independent normal random variables with mean 0 and variance σ2. Properties of the regression estimator of p are obtained under the assumption that p = ±1. Representations for the limit distributions of the estimator of p and of the regression t test are derived. The estimator of p and the regression t test furnish methods of…

样本对后验分布影响的一则札记AI 解读

This article studies when and how the posterior distribution responds monotonically to changing sample evidence. The monotone likelihood ratio (MLR) property, which implies stochastic order, is suggested as a convenient ordering to express and demonstrate this monotonicity.

基于残差符号的回归分析AI 解读

Consider the regression model Y i = f(X i ) + E i, in which the errors are independent and have median 0. Then H 0: f ≡ h may be rejected for large values of , where S i = sgn(Y i — h(X i )) and γ ij = 1 or 0 according as X i and X j are in some sense “close” or not. The distribution of Q under H 0 can be obtained exactly by complete enumeration, or approximately using easily calculated moments; confidence regions for f or its parameters can be obtained by inverting the…

非参数多重比较程序AI 解读

A general nonparametric methodology for performing multiple comparisons of treatment effects in r-way mixed models is presented. Comparisons can be made among all treatments or for several treatments against a control. The methods can be used on either the raw data or ranked data. Essentially, we perform M permutations of the observations, consistent with our experimental design. For the comparison of all treatments, any “treatment differences” that are larger than 95…

协方差矩阵完全可约时的均值向量并交检验AI 解读

The union-intersection test is derived for the mean vector of a multi-normal population when the covariance matrix is totally reducible. The performance of the test is compared to those of two other tests, the likelihood ratio test and a test discussed in Young (1976), using an information theory approach, by computing the small-sample powers through Monte Carlo techniques and also by computing the Pitman efficiency.

利用多变量匹配抽样与回归调整控制观察性研究偏差AI 解读

Monte Carlo methods are used to study the efficacy of multivariate matched sampling and regression adjustment for controlling bias due to specific matching variables X when dependent variables are moderately nonlinear in X. The general conclusion is that nearest available Mahalanobis metric matching in combination with regression adjustment on matched pair differences is a highly effective plan for controlling bias due to X.

效用函数的固定状态评估AI 解读

This article presents a fixed-state method of assessing utility functions that requires the statement of probabilities that equate certain gambles, emphasizes the importance of coherence checking, and provides a least squares fit to help resolve revealed incoherence. This approach may be a useful alternative to fixed probability methods, but only when made available in an interactive environment in which the resolution of incoherence is encouraged and facilitated.

小地区收入估计：James–Stein 方法在普查数据中的应用AI 解读

An adaptation of the James-Stein estimator is applied to sample estimates of income for small places (i.e., population less than 1,000) from the 1970 Census of Population and Housing. The adaptation incorporates linear regression in the context of unequal variances. Evidence is presented that the resulting estimates have smaller average error than either the sample estimates or an alternate procedure of using county averages. The new estimates for these small places now form…

对 Schlesselman 所提变换准则的评论AI 解读

In the two-way analysis of variance with replicates, Schlesselman (1973) proposed a criterion of transformation based on classical statistics for testing homoscedasticity and additivity. He compared his criterion (Z(γ)) for selecting a transformation with the maximum likelihood estimate of Box and Cox (1964), and found Z(γ) superior in selecting a “correct” transformation when tested on models with normal and Cauchy error terms. We report here corrections of some of the…

趋势备择下秩检验的渐近相对效率AI 解读

A number of rank tests and a parametric test are compared in terms of their asymptotic relative efficiencies (AREs) for testing the hypothesis that a sequence of random variables is independent and identically distributed, against the alternative of increasing location trend. The ARE is broken up into two parts in a natural way, corresponding to the choice of regression constants and score generating function in the case of a linear rank test. It turns out that the effect of…

不同模型设定误差检验的比较研究AI 解读

This article compares the power of the test RESET to that of a number of autocorrelation tests in detecting the errors of omitted variables or incorrect functional form in regression analysis. The autocorrelation tests considered are the Durbin-Watson test and a chi-squared test on the first H autocorrelations in the residual vector. Monte Carlo experiments reveal that the RESET test is the most powerful test for detecting specification errors and is robust to…

约束混合模型估计的若干实用表示AI 解读

Mixed-model computations can be accomplished efficiently by using the Henderson mixed-model equations. An augmented version of the equations is developed for the case where there are constraints on the fixed effects. Equations comparable to the conjugate normal equations are also developed. These equations are useful for direct computation and, in the case of patterned designs, lend themselves well to algebraic simplification.

参数函数与计量模型结构系数的最小期望损失估计AI 解读

Abstract Further sampling properties of previously derived (Zellner 1975) MELO estimates for reciprocals and ratios of parameters and for structural coefficients of econometric models are presented. Approximate small-sample moments and risk functions of MELO estimators for these problems are derived and compared with those of other well-known estimators. The exact finite sample distribution of the MELO reciprocal mean estimator is derived and compared with that of the…

更新回归的数值稳定方法AI 解读

A stable numerical procedure is presented for updating regressions, including quantities used in the analysis of variance, when regressors or observations are added or deleted. The modified Gram-Schmidt triangular factorization is used, and the matrix with orthonormal columns is stored and updated. In this way it is possible to monitor and to minimize the effects of rounding errors through the techniques of iterative refinement and reorthogonalization. Numerical results are…

面向预测的模型选择方法AI 解读

This article offers a synthesis of Bayesian and sample-reuse approaches to the problem of high structure model selection geared to prediction. Similar methods are used for low structure models. Nested and nonnested paradigms are discussed and examples given.

一阶自回归参数的稳健估计AI 解读

Outliers in time series can adversely affect both the least squares estimates and ordinary M-estimates of autoregressive parameters. Attention is focused here on obtaining robust estimates of the parameter for a first-order autoregressive time series xk The observations are y k = z k + v k, and two models are considered: Model IO, with v k ≡ 0, x k possibly non-Gaussian, and Model AO, with v k nonzero and possibly quite large a small fraction of the time, and x k Gaussian. A…