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含分期处死设计的生存实验中疾病依赖性的检验AI 解读

An age-dependent compartment model is applied in a novel way to survival data. Analysis is performed of data from an “improved survival experiment” which incorporates serial sacrifice, and tests of hypotheses of dependent diseases are obtained. Problems dealing with identifiability of models are emphasized and discussed. Finally, these ideas are illustrated in connection with experimental data from mice exposed to radiation.

自回归误差回归模型多步预测的渐近均方误差AI 解读

The asymptotic prediction mean squared error is derived for the regression model with autoregressive errors. The results cover the cases where future values of the exogenous variables are known, where some exogenous variables are predicted from autoregressive processes, and where lagged endogenous variables are included in the model. A result is also obtained for the predictor that ignores autocorrelation of the errors and is based on ordinary least squares (OLS) estimates…

线性回归中的影响观测AI 解读

Characteristics of observations which cause them to be influential in a least squares analysis are investigated and related to residual variances, residual correlations, and the convex hull of the observed values of the independent variables. It is shown how deleting an observation can substantially alter an analysis by changing the partial F-tests, the studentized residuals, the residual variances, the convex hull of the independent variables, and the estimated parameter…

Huber 意义下尺度参数的稳健 M 估计及指数分布应用AI 解读

Huber's (1964) classical theory of robust M-estimation of a location parameter is also applicable to nonnegative data X having scale parameter θ, since Y = log X has location parameter log θ. In the present article, Huber's location parameter results are reformulated in the scale parameter context and then applied to the problem of robust estimation of the parameter of the exponential distribution. The robust M-estimator is obtained here as the solution of a minimax problem,…

三角矩最大似然估计及不完整生存信息分析AI 解读

A procedure is derived for computing maximum likelihood estimates from the sample trigonometric moments. Several examples are given which demonstrate the convenience of this hybrid approach. The Zippin-Armitage method for dealing with incomplete survival information is generalized. A simple expression is obtained for the survival curve given nonparametric estimators of (1) the probability density of survival times for patients who have died, and (2) the probability density…

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对《正态混合分布与转换回归的估计》的评论AI 解读

We wish to commend Professors Quandt and Ramsey for presenting an article (Quandt and Ramsey 1978) which is at once stimulating and certain to cause controversy. The problem of the estimation of the parameters of the mixture of normals is an old one which has resisted completely satisfactory resolution; the last word has not yet been heard on this problem. Presumably, more than a few more will be generated by the appearance of this article. The density in question is:

自相关误差下非线性最小二乘与最大似然估计的小样本性质AI 解读

Rao and Griliches (1969) compared several methods of parameter estimation in models having autocorrelated errors. They concluded that nonlinear least squares estimators were not superior to two-stage linear estimators. This study partially replicates the Rao and Griliches Monte Carlo simulation and, in addition, examines the maximum likelihood estimator as a possible competitor. The simulation results are not consistent with those of Rao and Griliches; the small-sample…

排序计数的图形分析：以词频为例AI 解读

Items that are counted may lack a natural ordering or classification by factors. This article develops a data-analytic technique for dealing with the distribution, often very long-tailed, of such counts. The technique, applied to counts of words from large texts in Greek, French, and English, discovers a set of word frequency distributions dependent on word length. A form of the incomplete gamma function estimates the expected number of words of a specified length.

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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…

替代性模型设定误差检验：一项比较研究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…

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

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 maximum…

自回归误差回归模型多步预测的渐近均方误差AI 解读

The asymptotic prediction mean squared error is derived for the regression model with autoregressive errors. The results cover the cases where future values of the exogenous variables are known, where some exogenous variables are predicted from autoregressive processes, and where lagged endogenous variables are included in the model. A result is also obtained for the predictor that ignores autocorrelation of the errors and is based on ordinary least squares (OLS) estimates…

回归更新的数值稳定方法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…

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三角矩极大似然估计及其在不完整生存信息中的应用AI 解读

A procedure is derived for computing maximum likelihood estimates from the sample trigonometric moments. Several examples are given which demonstrate the convenience of this hybrid approach. The Zippin-Armitage method for dealing with incomplete survival information is generalized. A simple expression is obtained for the survival curve given nonparametric estimators of (1) the probability density of survival times for patients who have died, and (2) the probability density…

排序计数（词频）的图形分析AI 解读

Items that are counted may lack a natural ordering or classification by factors. This article develops a data-analytic technique for dealing with the distribution, often very long-tailed, of such counts. The technique, applied to counts of words from large texts in Greek, French, and English, discovers a set of word frequency distributions dependent on word length. A form of the incomplete gamma function estimates the expected number of words of a specified length.

分批处死生存实验中的疾病依赖性检验AI 解读

An age-dependent compartment model is applied in a novel way to survival data. Analysis is performed of data from an “improved survival experiment” which incorporates serial sacrifice, and tests of hypotheses of dependent diseases are obtained. Problems dealing with identifiability of models are emphasized and discussed. Finally, these ideas are illustrated in connection with experimental data from mice exposed to radiation.

随机过程：数学理论综述AI 解读

1. General Introduction.- 2. Second-Order Random Functions.- 3. Stationary Second-Order Processes.- 4. Interpolation and Prediction.- 5. Strictly-Stationary Processes and Ergodic Theory.- 6. Markov Transition Functions.- 7. The Application of Semigroup Theory.- 8. Markov Processes.- 9. Strong Markov Processes.- 10. Martingale Theory.- Appendix 1.- Appendix 2.

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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.