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Experimental Randomization and the Validity of Normal-Theory Inference

实验随机化与正态理论推断的有效性

This article examines how randomization helps to validate model-based probability statements. The asymptotic validity of normal-theory tests for means in multivariate linear models is established under general conditions. Numerical results are presented showing how randomization provides a limited degree of robustness in small experiments. The conditional relevance of randomization is also discussed. Consider the following additive model for a comparative experiment: Y = θ +…

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Interval Estimation with Restricted Randomization Rules

受限随机分配规则下的区间估计

In comparing two treatments in a clinical trial, suppose that patients are assigned sequentially to treatments by a restricted randomization rule. Exact and approximate confidence intervals for treatment difference are derived without assuming that the study subjects were obtained by random sampling from a well-defined population. We show that, if there is a time trend among the responses of study subjects, one should not ignore the design in the analysis. All the procedures…

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On the Unbiasedness of the Papadakis Estimator and Other Nonlinear Estimators of Treatment Contrasts in Field-Plot Experiments

田间小区试验中 Papadakis 及其他非线性处理对比估计量的无偏性

Spatial methods for the analysis of field-plot experiments are considered. Estimators of treatment contrasts obtained by these methods are generally complicated nonlinear functions of the observations. Sufficient conditions for these estimators to be unbiased under a postulated true model are obtained.

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Efficacies of Rank-Transform Statistics in Two-Way Models with No Interaction

无交互双因素模型中秩变换统计量的效能

To test for treatment effects in a two-way model when the classical assumptions of normality of errors and constancy of variance cannot be verified, Hora and Conover (1984) proposed a rank test in which the entire data set is ranked, the ranks are scored, and then the classical analysis of variance F statistic is applied to the scored ranks. They showed that the limiting null distribution of this test statistic is a chi-squared distribution divided by its degrees of freedom.…

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Generalizing Logistic Regression by Nonparametric Mixing

通过非参数混合推广逻辑回归

Logistic regression is a common technique for analyzing the effect of a covariate vector x on the number of successes y in m trials when y has a binomial distribution. But at times either the logistic curve does not describe the probability of success p(x) adequately, or m is larger than 1 and y is more variable than the binomial distribution allows. Overdispersion relative to the binomial distribution is possible if the m trials in a set or “litter” are positively…

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Interval estimation with restricted randomization rules

受限随机分配规则下的区间估计

In comparing two treatments in a clinical trial, suppose that patients are assigned sequentially to treatments by a restricted randomization rule. Exact and approximate confidence intervals for treatment difference are derived without assuming that the study subjects were obtained by random sampling from a well-defined population. We show that, if there is a time trend among the responses of study subjects, one should not ignore the design in the analysis. All the procedures…

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On the unbiasedness of the Papadakis estimator and other nonlinear estimators of treatment contrasts in field-plot experiments

田间小区实验中 Papadakis 及其他非线性处理对比估计量的无偏性

Spatial methods for the analysis of field-plot experiments are considered. Estimators of treatment contrasts obtained by these methods are generally complicated nonlinear functions of the observations. Sufficient conditions for these estimators to be unbiased under a postulated true model are obtained.

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Optimum Tests in Unbalanced Two-Way Models without Interaction

无交互作用的不平衡双向模型中的最优检验

It is an open problem in the literature to derive optimum tests for the equality of treatment effects in an unbalanced two-way classification model. For such models without interaction, optimum tests are derived in the following cases: (i) the locally best invariant unbiased test for the random effects model corresponding to an equiblock and equireplicate design, (ii) the locally best invariant unbiased test for the mixed effects model with mixed treatment effects…

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Telephone Survey Methods: Sampling, Selection and Supervision

电话调查方法:抽样、受访者选择与监督

INTRODUCTION Total Survey Error Telephone Surveying in Perspective The Telephone Phenomenon in the United States Basic Steps in the Telephone Survey Process Computer-Assisted Telephone Interviewing (CATI) Contents and Organization of This Text Additional Sources of Instruction on Survey Methodologies Exercises GENERATING TELEPHONE SURVEY SAMPLING POOLS Choosing a Valid Sampling Design Random Digit Dialing (RDD) Directory and List-Based Sampling Pools Mixed Mode Sampling…

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Conditional Inference for Restricted Randomization Designs

受限随机化设计的条件推断

In a clinical trial to compare two treatments, suppose that patients are assigned to treatment according to a certain class of restricted randomization rules. Conditional on the difference in numbers between the two treatment groups, the asymptotic null distribution of a class of permutation tests is shown to be Gaussian.

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Sensitivity Analysis for Matching with Multiple Controls

多控制匹配的敏感性分析

In observational studies, treated and control subjects may difler in ways that have not been observed, so that reference distributions for statistics that would be appropriate in randomized experiments may lead to incorrect inferences. A previous paper (Rosenbaum, 1987a) proposed a method for displaying the sensitivity of permutation inferences to bias due to an unobserved covariate in two cases: (i) the case of matched pairs, with arbitrary response variables, and (ii) the…

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Optimal Experimental Design for Error Components Models

误差成分模型的最优实验设计

Social experiments are characterized by their high cost. A tempting alternative to the establishment of a contemporaneous statistical control group is preexempt observat ion of the treatment group. In this paper, the authors analyze the tr ade-off between these two types of "con-trol" as functions of their relative cost and information content in a multiperiod error compone nts framework, where the allocation of observations across the two gr oups is always done in an…

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Asymptotic Relative Efficiencies of the Rank-Transformation Procedure in Randomized Complete Block Designs

随机完全区组设计中秩变换程序的渐近相对效率

This article provides insight into the powers of alternative tests for experimental effects in the presence of a blocking factor. Three rank tests and the usual F test are compared using asymptotic relative efficiencies (ARE's). Rank tests provide a useful alternative method of analysis when the assumptions of the F test are not met. Further, rank tests are usually more powerful than the F test when outliers are present or when the distribution of the data possesses heavy…

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Nonparametric Methods for Detecting Treatment Effects in Repeated-Measures Designs

重复测量设计中检测处理效应的非参数方法

Sufficient conditions are given that guarantee the limiting distribution of a test proposed by Agresti and Pendergast (1986) to detect treatment effects in repeated-measures designs. The test, which is appropriate for either the original or aligned data, is related to one proposed by Koch (1969) and to the rank-transformation statistic. Using Pitman asymptotic-relative-efficiency comparisons, situations are presented where these tests are more efficient than their standard…

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Measuring the Effect of Subsidized Training Programs on Movements In and Out of Employment

补贴培训项目对就业进入与退出的影响测量

The authors estimate the effect of training on the probability of em ployment for participants in the 1976 Comprehensive Employment and Tr aining Act program. Their analysis uses Social Security earnings data from 1970 to 1979 for trainees and a comparison group. In addition t o simple pre- versus post-training comparisons of employment probabil ities for trainees and controls, the authors present logistic regress ion models with fixed and random effects for individual…

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Some Statistical Methods for Random Process Data from Seismology and Neurophysiology

地震学与神经生理学随机过程数据的若干统计方法

Examples are presented of statistical techniques for the analysis of random process data and of their uses in the substantive fields of seismology and neurophysiology. The problems addressed include frequency estimation for decaying cosinusoids, signal estimation, association measurement, causal connection assessment, estimation of speed and direction and structural modeling. The techniques employed include complex demodulation, nonlinear regression, probit analysis,…

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The Interactive and Causal Relationships Involving Precious Metal Price Movements An Analysis of the Gold and Silver Markets

To explain the interactive and causal relationships between gold and silver price movements, time series procedures are used to identify reduced-form parameters corresponding to a general arbitrage model. Enveloped in a framework of expectations about capital gains, current price changes are conjectured to be functions of lagged and present values of the substitute precious metal prices and the interest rate, plus lagged values of its own price. To determine the appropriate…

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The Interactive and Causal Relationships Involving Precious Metal Price Movements: An Analysis of the Gold and Silver Markets

贵金属价格变动的互动与因果关系:黄金和白银市场分析

M. W. Luke Chan, C. Mountain, The Interactive and Causal Relationships Involving Precious Metal Price Movements: An Analysis of the Gold and Silver Markets, Journal of Business & Economic Statistics, Vol. 6, No. 1 (Jan., 1988), pp. 69-77

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Sensitivity analysis for matching with multiple controls

多个对照匹配的敏感性分析

In observational studies, treated and control subjects may difler in ways that have not been observed, so that reference distributions for statistics that would be appropriate in randomized experiments may lead to incorrect inferences. A previous paper (Rosenbaum, 1987a) proposed a method for displaying the sensitivity of permutation inferences to bias due to an unobserved covariate in two cases: (i) the case of matched pairs, with arbitrary response variables, and (ii) the…

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