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联邦商品与服务采购的预测模型AI 解读

The principal assumption underlying the model is that Presidential budget recommendations [only for goods and services] are an adequate approximation to Congressional appropriations. This implies that Federal purchases depend on the past stream of budget recommendations. It is suggested that the time shape of this past stream be represented by Koyck and/or Pascal distributed lags. Our best forecasting system, which combines Koyck and Pascal distributions, results in forecast…

再论置信区间长度AI 解读

In this note we present an example where the usual method of obtaining a confidence region for a parameter, namely “inverting” the uniformly most powerful test of a related hypothesis, leads to an interval whose expected length is greater than that obtained by another method of obtaining a confidence interval for the parameter. The implications of this example are then discussed.

最小假设下的非线性回归AI 解读

A curvilinear regression model is treated by linear programming methods, so as to require only mild restrictions on the nature of the non-linearities. Specifically a method is proposed that does not require assuming specific mathematical forms for the regression functions. Restrictive assumptions no stronger than monotonicity or concavity of the forms need be imposed. The linear programming formulations provide fits for the regression functions according to the criteria of…

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联邦商品与服务采购的预测模型AI 解读

The principal assumption underlying the model is that Presidential budget recommendations [only for goods and services] are an adequate approximation to Congressional appropriations. This implies that Federal purchases depend on the past stream of budget recommendations. It is suggested that the time shape of this past stream be represented by Koyck and/or Pascal distributed lags. Our best forecasting system, which combines Koyck and Pascal distributions, results in forecast…

采用事后分层权重的估计量方差AI 解读

A straightforward procedure is presented which uses the variance formula of a simple estimator to obtain an approximate formula for the variance of a post-stratified estimator. The approximation is the well-known one for the variance of a ratio estimator. The technique is applied to samples which have been selected in stratified and multistage designs and can be extended to other ratio estimators.

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抽样调查中的回归分析AI 解读

Models are proposed as a basis for unbiased and biased estimation from sample survey data of a regression relation. Unbiased estimates of the variances and covariances of estimates of the regression coefficients are obtained for certain cases but do not appear to exist for all cases. It is suggested that past surveys, conducted mostly to obtain efficiently estimates of means and totals, be analyzed to yield estimates of regression relations, to obtain information needed in…

关于置信区间长度的进一步讨论AI 解读

In this note we present an example where the usual method of obtaining a confidence region for a parameter, namely “inverting” the uniformly most powerful test of a related hypothesis, leads to an interval whose expected length is greater than that obtained by another method of obtaining a confidence interval for the parameter. The implications of this example are then discussed.

Calculational short cuts for Kendall's tau and average tau and for Hays' average tau with a criterion ranking (τC ) are shown. The short cuts are based mainly on counting “inversions” in the ordering of n objects by a given judge, and summing over m judges, rather than counting agreements for a given object-pair and summing over object-pairs. The sum of the number of inversions thus counted for τC has a limiting normal distribution under the null hypothesis. From this is…

两个正态总体参数的联合估计AI 解读

The problem of estimating a common mean from two independent sample means often arises. This paper describes an iteration method of jointly estimating a common mean and the individual variances of two normal populations. These estimates are either the maximum likelihood estimates or differ only slightly from them.

广义线性回归模型中的最佳线性无偏预测AI 解读

When interdependence of disturbances is present in a regression model, the pattern of sample residuals contains information which is useful in prediction of post-sample drawings. This information, which is often overlooked, is exploited in the best linear unbiased predictor derived here. The gain in efficiency associated with using this predictor instead of the usual expected value estimator may be substantial.

似乎不相关回归的有效估计与聚合偏差检验AI 解读

In this paper a method of estimating the parameters of a set of regression equations is reported which involves application of Aitken's generalized least-squares [1] to the whole system of equations. Under conditions generally encountered in practice, it is found that the regression coefficient estimators so obtained are at least asymptotically more efficient than those obtained by an equation-by-equation application of least squares. This gain in efficiency can be quite…

统计推断的基础AI 解读

The concept of conditional experimental frames of reference has a significance for the general theory of statistical inference which has been emphasized by R. A. Fisher, D. R. Cox, J. W. Tukey, and others. This concept is formulated as a principle of conditionality, from which some general consequences are deduced mathematically. These include the likelihood principle, which has not hitherto been very widely accepted, in contrast with the conditionality concept which many…

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用迭代移动平均测量季节变化AI 解读

This paper presents a time-saving method for computing an iterated moving average with triangular weights to better represent the trend-cycle elements in a time-series for measuring seasonal variation. A printing-adding machine is used to obtain progressive summation of the Y-data values of a time series. A stencil having three suitably spaced slots is used to disclose progressively the three terms which are summed to obtain the graduated series required. Multiplied by the…

基于配对观测样本的分布无关独立性检验AI 解读

A distribution-free test of the hypothesis that identically distributed paired observations are independent may be based on a test statistic, D, which measures the variation between the ranks in each pair of observations. Examples of applications of this proposed test are discussed. Further, since the statistic is related to the one used in the Kruskal-Wallis H-test applied to samples of 2, some results are of interest for what they suggest about the H-test. Properties of…

利用相关性扩充数据AI 解读

This paper provides an evaluation of the effects of a particular regression-estimation technique used to augment measurements when concurrent and additional measurements are available for two other variates. The investigation demonstrates that this use of regression does not always produce better estimates of population parameters, and indeed, that it may produce poorer estimates than could be obtained from the original data alone. Tables of a parameter I, the relative…

利用辅助变量进行无偏估计的两种方法AI 解读

This paper shows the relationship between two existing methods of generating unbiased ratio and regression estimators. One procedure involves splitting up the population (theoretically) while the other splits up the sample itself. The two procedures yield similar estimators and are combinatorially equivalent. They are unalike in that they utilize different conditional arguments.