论文检索

摘要暂缺

摘要暂缺

摘要暂缺

摘要暂缺

稳健回归初步估计量的比较AI 解读

The minimum absolute deviation (MAD) estimator may be used as an initial, or preliminary, estimator in a robust regression procedure. Alternative estimators have been developed by Hinich and Talwar (1975) and Andrews (1974). All three estimators are related to the median, and so their respective asymptotic properties can be compared relatively easily, at least in simple models. The conclusion which emerges from such comparisons is that the asymptotic properties of the MAD…

固定宽度置信区间估计的两种方法比较AI 解读

The recent method of Serfling and Wackerly (1976) for constructing fixed-width confidence intervals for the center of location is extended to include M estimators. The resultant class of procedures is compared to the stopping times of Chow and Robbins (1965), as both the interval length d and intended noncoverage probability 2α converge to zero. Except in certain special cases, the stopping times are found to have different asymptotic distributions. The coverage probability…

一般线性模型中百分位数线的同时置信带AI 解读

This article is a generalization of the procedures developed by Steinhorst and Bowden (1971) for constructing confidence bands for the 100βth percentiles in the general linear model. Since the original procedure built these bands about a biased estimator of the 100βth precentile line, some other estimators were tried. While some improvement was noted, the results are not conclusive, suggesting that the best procedure has not been found yet.

加权卡方变量之和的分布AI 解读

We consider distributions of quadratic forms of the type Qk = Σ k j = 1 cj (xj + aj )2, where the xj 's are independent and identically distributed standard normal variables, and where cj and aj are nonnegative constants. Exact significance points of Qk , for selected values of cj and all aj = 0, have been published for k = 2, 3, 4, and 5. We give significance points for k = 6, 8, and 10. We propose and assess two new approximations to Qk : (1) fitting a Pearson curve with…

多项概率估计与预检验问题的贝叶斯方法AI 解读

New Bayesian estimates are proposed for multinomial probabilities, when the prior distribution is a mixture of Dirichlet distributions. They are based upon a distributional approximation for the χ2 statistic and may be contrasted with the frequentist approximations recommended by other authors. An alternative is also suggested to the χ2 goodness-of-fit test, when it is employed as a preliminary test of significance. The new procedure possesses remarkably different…

将 Kaplan–Meier 估计量表示为经验子生存函数的函数AI 解读

The Kaplan-Meier estimator for the survival function in the censored data problem can be expressed for finite samples as an explicit function of two empirical subsurvival functions. This function is the natural one that expresses the survival function in terms of the sub-survival functions. As an illustration of the usefulness of expressing the Kaplan-Meier estimator in this way, the strong consistency of the Kaplan-Meier estimator is easily proved.

Logit 分析中假设检验的 Wald 检验异常AI 解读

For tests of a single parameter in the binomial logit model, Wald's test is shown to behave in an aberrant manner. In particular, the test statistic decreases to zero as the distance between the parameter estimate and null value increases, and the power of the test, based on its large-sample distribution, decreases to the significance level for alternatives sufficiently far from the null value.

预测误差方差的估计AI 解读

Spectral methods are used to construct an estimate of the variance of the prediction error for a normal, stationary process. The estimate obtained is shown to be strongly consistent and asymptotically normally distributed. Some aspects of the computations with respect to the fast Fourier transform are considered. The latter half of the article consists of a number of simulations, based on both generated and real data, which illustrate the results obtained. The relation…

最小二乘回归的两种稳健替代方法AI 解读

We give Monte Carlo results on the performance of two robust alternatives to least-squares regression estimation—least-absolute residuals and the one-step sine estimator. We show how to scale the residuals for the sine estimator to achieve nearly constant efficiency for the normal distribution across various choices of the design matrix. We compare the two estimators to least squares for nine scale-contaminated normal distributions.

条件置信陈述与置信度估计量AI 解读

Procedures are given for assessing the conclusiveness of a decision in terms of a (chance) conditional confidence coefficient Γ that has frequentist interpretability analogous to that of a traditional confidence coefficient. Properties of such procedures are compared in terms of the distribution of Γ. This leads to recommendations on the choice of conditioning. Also, a methodology for estimating the confidence when it depends on unknown parameter values is given. The notions…

美国制造业资本与职业类别之间的替代弹性AI 解读

This article presents estimates of the elasticities of substitution among capital and up to 12 sex-occupation categories of labor, as well as each input's elasticity of demand, for 12 U.S. manufacturing industries in 1960. These values are derived from a cross-section production function model using states as observations, estimated with data from the Censuses of Manufacturing and Population. The estimator is a nonlinear iterative Zellner procedure, which produces…

利用分线有线电视面板数据衡量和检验广告相对效果AI 解读

Various methods of estimating and testing the relative effectiveness of advertising campaigns using split-cable TV consumer panel data are examined. Sensitivities of the methods to missing observations, serial correlation, and the pattern of the expected advertising campaign impact over time are considered. The maximum likelihood estimators for both the case of no missing observations and the missing-observations case are derived, and a nonlinear model which allows for a…

用于社会项目评估的贝叶斯数据分析系统AI 解读

The evaluation of social programs is typically hampered by serious methodological problems. Adopting the approach of Bayesian simultaneous estimation proposed by Lindley and Smith (1972) and operationally developed by Jackson, Novick, and Thayer (1971), Novick, Lewis, and Jackson (1973), and Lewis, Wang, and Novick (1975), we demonstrate how some of these problems can be avoided or solved. To accomplish this, we extend the operational method to marginal m-group mean analysis…

双重抽样方案在误分类类别数据分析中的应用AI 解读

In order to resolve the difficulties involved in inference from a sample of categorical data obtained by using a fallible classifying mechanism (usually inexpensive), we consider, as in Tenenbein (1970, 1971, 1972), the utilization of an additional sample. The second sample is subjected to a simultaneous cross-classification of its elements by the fallible mechanism and by some true (usually expensive) classifying mechanism. The setup is general; i.e., the discussion can be…

双指数分布的容忍区间AI 解读

A procedure is developed for obtaining upper and lower γ probability tolerance intervals for a proportion, β, of a population represented by a two-parameter Laplace or double exponential distribution. Both parameters are assumed to be unknown. The intervals are exact and are obtained by conditioning on the observed values of ancillary statistics for the parameters.

系数随时间与截面变化的线性模型估计AI 解读

In an earlier article (Swamy and Mehta 1975), we formulated a particular decomposition for the coefficient vector in a relationship to be estimated from a time series of cross sections. Specifically, we expressed the coefficient vector as the sum of a common mean vector and two random vectors. One of these random vectors differs among individuals both at a point in time and through time, while the other differs among individuals only. In this article, we state some…

非正态总体样本方差分布的 Roy–Tiku 近似AI 解读

Some justifications for the Roy-Tiku (1962) approximation to the distributions of sample variances by Laguerre polynomial series are provided. It is shown that if one approximates any nonnegative continuous random variable by a finite series of Laguerre polynomials up to the kth degree, then the first k moments of the approximated distribution are equal to the first k moments of the random variable. We also derive an alternative Laguerre series approximation, including the…

回归计算中的容差检验与条件性AI 解读

Many regression programs include a tolerance test that does not allow a variable to enter the regression if its correlation with the previously entered variables exceeds a specified level. This is done to achieve computational stability by assuring that the correlation matrix C of the independent variables is not nearly singular. However, for any specified tolerance level, there is an example in which the entering variables pass the tolerance test but the computation is…

基于选择性报告数据的似然与贝叶斯推断AI 解读

If the reported data of an experiment have been subject to selection, then inference from such data should be modified accordingly. We investigate the modification required to the face-value likelihood. In particular, we derive conditions under which no modification is necessary and the data can be taken at face value.

稀有人群二元属性估计中分层随机网络抽样的最优配置AI 解读

This work considers estimation of dichotomous characteristics of rare populations by sample survey. In particular, we investigate optimum allocation when a network sampling rule (also called multiplicity rule) is used to link members of the rare population to enumeration units and when the enumeration units are chosen by stratified random sampling. For this situation, formulas are derived for optimum allocation under the restriction that an enumeration unit is linked to at…