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Box–Cox 变换在有限因变量模型中的应用AI 解读

The general limited dependent variable model discussed in this article permits skewness in a pretruncated variable by transforming it within the class of Box-Cox transformations. As a by-product this general model also provides a convenient nesting framework for statistically distinguishing between numerous limited dependent variable models. An application to a model of the supply of bilateral foreign aid illustrates the ability of the general model to empirically…

线性支出系统高效估计札记AI 解读

An efficient method of estimating the linear expenditure system (LES) by maximum likelihood is introduced. A test for insuring that parameter estimates obtained by numerical maximization satisfy the first-order conditions is given. In some experiments the new method of estimating the LES is compared to the more conventional method of estimation and is found to use significantly less computer time than the conventional method.

多项分布参数次序约束的支持与违背检验AI 解读

Likelihood-ratio statistics are considered for testing a simple null hypothesis on a collection of multinomial parameters against an order-restricted alternative and for testing an order restriction against all alternatives. For the former test, the asymptotic distribution of the test statistic under the null hypothesis is a version of the chi-bar-squared distribution. This extends the work of Chacko (1966). For the latter test, homogeneity is, asymptotically, the least…

双指数分布族中非参数位置检验的小样本功效AI 解读

Eight nonparametric tests are examined in a small-sample setting. Their power functions are compared with the locally most powerful (LMP) linear rank test, primarily to see over which range the LMP test retains good power. All tests are two-sample tests, the populations are governed by the double exponential distribution, and the sample sizes are m = 5, n = 5, and m = 5, n = 4. The LMP test performs uniformly well, even under nonlocal alternatives, while its asymptotically…

检验独立性与马尔可夫依赖的可容许游程—列联型检验AI 解读

Admissible statistical tests of fixed level are derived for the hypotheses (a) of statistical independence and (b) of Markov dependence, against the alternative of a higher-order Markov dependence. The tests, which are related to the run test and to contingency tests, are conditional procedures given a complete sufficient statistic. Comparisons are made with chi-squared tests for independence using computer simulation.

似然方法与非参数检验AI 解读

Standard techniques of nonparametric statistics are related to likelihood procedures. In particular, rank tests and permutation tests in the regression problem are shown to be directly related to score function tests based on marginal and conditional likelihoods, respectively. The problem of estimating a population percentile is also examined from the viewpoint of marginal likelihood. These calculations tend to bring nonparametric procedures more closely in line with…

关于最小二乘解迭代精化的评论AI 解读

Three different iterative algorithms for refining a computed least-squares estimate are compared. The first two algorithms are based on the orthogonal decomposition of the matrix X, whereas the third, recently advocated by Fletcher (1975), uses the Cholesky decomposition of XT X. The third algorithm theoretically can give good results even when the condition number κ (X) is very large, but in general, the first two algorithms are superior and far more reliable. A variant of…

利用残差估计方差分量AI 解读

We consider the estimation of variance components in a general analysis of variance model by use of residuals. Unbiased estimation by linear functions of squares and cross-products of residuals is shown to be equivalent to estimation by quadratic forms with an invariance property. This approach leads to alternative derivations of C.R. Rao's MIVQUE and MINQUE by using well-known results in linear model theory. Further, the method extends easily to utilize a priori knowledge…

稳健自适应截尾均值的截尾比例选择AI 解读

Asymptotic variances of trimmed means for a family of symmetric distributions including the uniform, normal, and double exponential are examined and used to suggest forms of adaptive trimmed means as robust estimators of location. The proportions of trimming in the adaptive estimators are based on simple functions of easily obtained measures of nonnormality.

生存参数假设检验的大小与功效评估AI 解读

Assuming the time-dependent component of Cox's form of the hazard function to be specified by the constant, Weibull, and Gompertz, produces three failure density models. Using simulation techniques, size and power comparisons between tests of hypotheses (concerning the regression parameters) arising from Cox's nonparametric method and tests arising from the three parametric models are made. The test statistics arise from the likelihood ratio criterion and the asymptotic…

语言的演化时间AI 解读

A problem in anthropological linguistics is to reconstruct, from present-day linguistic data, a family tree depicting the ancestry of a family of languages. There are two parts to the problem. The first is to construct the family tree showing the sequence of language separations; this is analogous to classifying biological species by degree of similarity. The second is to estimate when the separations occurred. In this article, a stochastic model is given for the process of…

小区域估计及其在失业与住房估计中的应用AI 解读

The purpose of this study is to investigate methodologies for constructing intercensal estimates of various characteristics of the population for small areas. The proposed methodology is illustrated mainly in the context of unemployment estimates, with one section utilizing dilapidated housing estimates. Alternative synthetic estimates of unemployment based on the 1970 Census 20-percent sample are investigated and their relative error is analyzed. The reliability of the…

样本量为三和四时柯西分布参数的最大似然估计AI 解读

Expressions are given for the joint maximum likelihood estimates of the location and scale parameters of a Cauchy distribution based on samples of size 3 and 4.

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约束最小二乘背景下主成分回归的一项最优性质AI 解读

A new optimal property for principal components regression is presented. In particular, it is shown that the trace of the covariance matrix for estimators obtained by deleting principal components associated with the smallest eigenvalues is at least as small as that for any other least-squares estimator with an equal or smaller number of linear restrictions. This property is useful in suggesting data transformations and determining the maximum variance reduction obtainable…

从不完整泊松样本估计完整样本量AI 解读

Maximum likelihood estimators and a modified maximum likelihood estimator are developed for estimating the zero class from a truncated Poisson sample when the available sample size itself is a random variable. All the estimators considered here are asymptotically equivalent in the usual sense; hence their asymptotic properties are investigated in some detail theoretically as well as by making use of Monte Carlo experiments. One modified estimator appears to be best with…

自回归模型阶数估计：max x 2 方法AI 解读

We develop a method of choosing the order of an autoregression to be used in conjunction with the subset autoregression technique (McClave 1975). A simulation is performed to compare this method (the max x 2 method) with Akaike's (1969, 1970) FPE technique of estimating order. The max x 2 outperforms FPE when used in conjunction with subset autoregression.

零一数据的回归与方差分析：残差变异的度量AI 解读

We consider regression situations for which the response variable is dichotomous. The most common analysis fits successively richer linear logistic models and measures the residual variation from the model by minus twice the maximized log likelihood. General measures of residual variation are considered here, including ordinary squared error and prediction error as well as the log likelihood. All of these are shown to be satisfactory in a certain primitive sense, unlike…

衰减校正后的回归估计AI 解读

The limiting distribution of the regression coefficients calculated from a correlation matrix that has been corrected for attenuation is obtained. Methods of estimating the covariance matrix of the vector of regression coefficients are presented. Nonnormal regression variables and nondiagonal error matrices are considered. The procedures are illustrated with data on the socioeconomic career.

随机数字拨号的抽样方法AI 解读

A method of sample selection for household telephone interviewing via random digit dialing is developed which significantly reduces the cost of such surveys as compared to dialing numbers completely at random. The sampling is carried out through a two-stage design and has the unusual feature that although all units have the same probability of selection, it is not necessary to know the probabilities of selection of the first-stage or the second-stage units. Simple random…

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