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置换检验功效的 Edgeworth 展开AI 解读

A randomization model for a two-sample situation with additive treatment effects is considered. Edgeworth expansions for the power of the usual permutation test are derived, under some conditions on the unit errors, from previously obtained expansions under the null hypothesis of no treatment effect. A general error structure is considered and conditions for the validity of the expansions for both conditional and unconditional power are examined. The results are shown to…

外生儿童死亡率对生育的影响：含动态回归变量的等待时间回归AI 解读

In this paper [the authors] develop and implement an econometric methodology estimating a family-specific exogenous component of life-expectancy in order to determine the responsiveness of fertility to exogenous changes in child mortality. [They] use a generalized waiting time regression model applied to length of life which is viewed as the output of a production process. [They] allow for family-specific heterogeneity in duration of life and for time-varying explanatory…

利用非随机处理分配：犯罪控制项目的断点回归评估AI 解读

Despite the enormous potential of regression-discontinuity, quasi-experimental procedures, they have to date rarely been used in the evaluation of large-scale social programs. In this article, we report an evaluation of such a program in which a regression-discontinuity analysis is employed. Through a change in legislation, the program in question extended eligibility for unemployment benefits to prisoners after their release from prison. The regression-discontinuity…

二元结局观察研究对未观测二元协变量的敏感性评估AI 解读

SUMMARY This paper proposes a simple technique for assessing the range of plausible causal conclusions from observational studies with a binary outcome and an observed categorical covariate. The technique assesses the sensitivity of conclusions to assumptions about an unobserved binary covariate relevant to both treatment assignment and response. A medical study of coronary artery disease is used to illustrate the technique.

田间试验的最近邻分析AI 解读

SUMMARY The paper is in two parts. Part I presents results of a Monte Carlo randomization study of Papadakis's covariance method of NN analysis which show that (i) a non-iterated Papadakis analysis tends to be conservatively biassed; (ii) iteration of the analysis as suggested by Bartlett (1978) leads to substantial positive bias in the treatment F ratio; (iii) the method is very inefficient when there are substantial trend effects in the data. A theoretical explanation of…

受限随机化设计下的显著性检验AI 解读

Experimental subjects are assigned to one of two treatments sequentially by restricted randomization assignment rules. Significance tests generated from these rules are discussed. Under rather mild conditions on the test scores the asymptotic null permutational distribution of tests based on the urn design (Wei, 1977, 1978a) is shown to be normal.

倾向得分在观察性因果效应研究中的核心作用AI 解读

The propensity score is the conditional probability of assignment to a particular treatment given a vector of observed covariates. Both large and small sample theory show that adjustment for the scalar propensity score is sufficient to remove bias due to all observed covariates. Applications include: (i) matched sampling on the univariate propensity score, which is a generalization of discriminant matching, (ii) multivariate adjustment by subclassification on the propensity…

混合双随机泊松与自激点过程的线性强度模型AI 解读

Summary A flexible family of parametric models for intensity processes is introduced to represent a causal relationship between a point process and another stochastic process. Algorithms for the maximum likelihood computation and the procedure of model selection are discussed.

区组设计中相对于最佳处理的同时推断AI 解读

In many practical situations, only inference concerning the unknown best treatment and comparisons of the individual treatments with respect to the best treatment are of primary interest. We give an explicit formulation of this problem in the framework of randomized complete block designs. A procedure based on sample means and two procedures based on signed ranks are proposed. It is seen that, for the problem considered, these procedures have a substantial advantage over…

随机完全区组设计中处理差异的渐近分布无关同时置信域AI 解读

Summary For a randomized complete block design with additive block effects, an asymptotically distribution-free simultaneous confidence region of pairwise treatment differences is presented. The corresponding confidence bound has an explicit form and is easily obtained. Asymptotic relative efficiency comparisons with other known confidence regions are made to show the advantage of the proposed procedure. The case of treatment against control is also discussed.

使线性模型 F 检验有效的协方差矩阵充分条件AI 解读

Consider the linear model for the random n x 1 vector Y distributed multivariate normally with mean X/3 and covariance matrix C, where X is of size n x p and rank k < p, C is a nonnegative-definite matrix of constants and fi is a p x 1 vector of unknown parameters. In many situations we are interested in testing only one or a few hypotheses about the fli's. For example in the randomized block design we are mainly interested in testing the equality of the treatment effects.…

含协变量生存检验的渐近相对效率AI 解读

Comparison of survival for two groups of patients when adjusting for covariates is a standard problem in clinical trials. In this paper the general life table models developed by Cox (1972) and the stratified log rank test (Mantel & Haenszel, 1959; Peto & Peto, 1972) are compared. An analytical expression and numerical results for the asymptotic relative efficiency of the two tests are given when there is no censoring. Stratification on the covariates is asymptotically as…

流行病学研究中的匹配与设计效率AI 解读

For an observational study to compare two groups with respect to a dichotomous outcome variable, the design strategy of matching observational units with respect to a potential confounding variable X is compared with the strategy of selecting independent samples with possible poststratification on X for bias control. The comparison is based on asymptotic relative efficiencies of appropriate Mantel—Haenszel chi-squared tests. It is found that proper understanding requires…

删失随机区组设计的秩检验AI 解读

Rank tests are proposed and studied for the hypothesis of equal treatment effects in randomized block experiments. The procedures are applicable to samples containing arbitrarily right-censored observations as well as uncensored observations. In the case of logistic and double exponential rank scores, the tests are shown to be censored data extensions of the well-known Friedman (1937) and Brown & Mood (1951) procedures respectively. The application of the techniques to…

协变量调整下生存检验的渐近相对效率AI 解读

Comparison of survival for two groups of patients when adjusting for covariates is a standard problem in clinical trials. In this paper the general life table models developed by Cox (1972) and the stratified log rank test (Mantel & Haenszel, 1959; Peto & Peto, 1972) are compared. An analytical expression and numerical results for the asymptotic relative efficiency of the two tests are given when there is no censoring. Stratification on the covariates is asymptotically as…

流行病学研究中的匹配与设计效率AI 解读

For an observational study to compare two groups with respect to a dichotomous outcome variable, the design strategy of matching observational units with respect to a potential confounding variable X is compared with the strategy of selecting independent samples with possible poststratification on X for bias control. The comparison is based on asymptotic relative efficiencies of appropriate Mantel—Haenszel chi-squared tests. It is found that proper understanding requires…

删失随机区组设计的秩检验AI 解读

Rank tests are proposed and studied for the hypothesis of equal treatment effects in randomized block experiments. The procedures are applicable to samples containing arbitrarily right-censored observations as well as uncensored observations. In the case of logistic and double exponential rank scores, the tests are shown to be censored data extensions of the well-known Friedman (1937) and Brown & Mood (1951) procedures respectively. The application of the techniques to…

经济事件的可预测性AI 解读

Events by Grunberg and Modigliani [3]. Economic forecasts are made to be used, and decisions based on them may affect their ultimate realization. Grunberg and Modigliani explored this problem in a model in which future aggregate supply was influenced by current decisions based on the predicted future price. They applied the Brouwer fixed point theorem to show that if the future equilibrium price is a bounded continuous function of its currently predicted value, a exists. In…

理性预期假说的计量经济学含义AI 解读

The implications for applied econometrics of the assumption that unobservable expectations formed rationally in Muth's sense examined. The statistical properties of the resulting models and their distributed lag and time series representations described. Purely extrapolative forecasts of endogenous variables can be constructed, as alternatives to rational expectations, but less efficient. Identification and estimation considered: an order condition is that no more…

P. C. B. Phillips; Finite Sample Theory and the Distributions of Alternative Estimators of the Marginal Propensity to Consume, The Review of Economic Studies, V

序贯卡方与 F 检验及其相关置信区间AI 解读

Sequential χ 2 and F tests are proposed for comparing more than two treatments. Extending earlier results of the author, one obtains approximations to the significance level and power of the tests, and approximate confidence intervals for the noncentrality parameter θ. For each fixed θ a confidence region is given for the angle ω which the treatment effect vector in canonical coordinates makes with a fixed direction, and hence an overall confidence region is obtained for the…

天气干预试验的若干分析方法AI 解读

Using generalized densities, maximum likelihood and ancillarity, methods are developed for the analysis of randomized weather modification experiments that incorporate predictor variables. The linear logistic form is used to model the distributional singularity at the origin, while a gamma model with predictors is developed for the component conditional on the presence of precipitation. Connexions between the component submodels are explored and illustrated using an…

统计理论中的条件独立AI 解读

Summary Some simple heuristic properties of conditional independence are shown to form a conceptual framework for much of the theory of statistical inference. This framework is illustrated by an examination of the rôle of conditional independence in several diverse areas of the field of statistics. Topics covered include sufficiency and ancillarity, parameter identification, causal inference, prediction sufficiency, data selection mechanisms, invariant statistical models and…

加性区组效应下完全区组分析中的加权排序AI 解读

The standard nonparametric procedures for testing the hypothesis of no treatment effects in a complete blocks experiment depend entirely on the within-block rankings. If block effects are assumed additive, however, then between-block information may be recovered by weighting these rankings according to their credibility with respect to treatment ordering. (For the special case of only two treatments, the sign test exemplifies use of unweighted rankings and the signed-rank…