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Autoregressive Modeling of Canadian Money and Income Data

加拿大货币与收入数据的自回归建模

A sequential procedure based on Akaike's final prediction-error criterion and Granger's concept of causality to fit multiple auto-regressions is suggested. The method not only allows each variable to enter the equation with a different time lag but also provides a reasonably powerful test of exogeneity or causality. The idea is applied to Canadian postwar money and income data. It is found that a bivariate feedback model for M1 and GNP and a one-way causal relation from GNP…

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Nonparametric Multiple Comparison Procedures

非参数多重比较程序

A general nonparametric methodology for performing multiple comparisons of treatment effects in r-way mixed models is presented. Comparisons can be made among all treatments or for several treatments against a control. The methods can be used on either the raw data or ranked data. Essentially, we perform M permutations of the observations, consistent with our experimental design. For the comparison of all treatments, any “treatment differences” that are larger than 95…

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Using Multivariate Matched Sampling and Regression Adjustment to Control Bias in Observational Studies

利用多变量匹配抽样与回归调整控制观察性研究偏差

Monte Carlo methods are used to study the efficacy of multivariate matched sampling and regression adjustment for controlling bias due to specific matching variables X when dependent variables are moderately nonlinear in X. The general conclusion is that nearest available Mahalanobis metric matching in combination with regression adjustment on matched pair differences is a highly effective plan for controlling bias due to X.

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On some methods of analysis for weather experiments

天气实验的若干分析方法

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…

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Ordered Alternatives for Interaction Effects

交互效应的有序备择假设

The problem of testing hypotheses against ordered alternatives for treatment effects in a one-way layout is discussed by many authors; see, for example, Bartholomew (1959a, b; 1961). For interaction effects in a two-way layout, it is required to specify the ordered alternatives appropriate to practical situations and then to establish the test procedures. James (1961) defined an ordered alternative for a simple case. In the present paper several types of ordered alternatives…

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An Application of an Urn Model to the Design of Sequential Controlled Clinical Trials

瓮模型在序贯对照临床试验设计中的应用

In the comparison of K treatments, assume that patients appear singly and must be treated immediately. Suppose that patients having the same combination of prognostic factor levels are grouped into the same stratum. If the number of different strata is small, we treat each stratum as a separate independent subtrial. A treatment assignment rule is proposed that forces a small subtrial to be balanced, but tends toward the complete randomization scheme as the size of the…

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The Adaptive Biased Coin Design for Sequential Experiments

序贯实验的自适应偏币设计

In comparing two treatments, eligible subjects come to the experiment sequentially and must be treated at once. To reduce experimental bias and to increase the precision of inference about treatment effects, the adaptive biased coin design, which offers a compromise between perfect balance and complete randomization, is proposed and analyzed. This new design has the property that it forces a small-sized experiment to be balanced, but tends toward the complete randomization…

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Bayesian Inference for Causal Effects: The Role of Randomization

因果效应的贝叶斯推断:随机化的作用

Causal effects are comparisons among values that would have been observed under all possible assignments of treatments to experimental units. In an experiment, one assignment of treatments is chosen and only the values under that assignment can be observed. Bayesian inference for causal effects follows from finding the predictive distribution of the values under the other assignments of treatments. This perspective makes clear the role of mechanisms that sample experimental…

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Ordered alternatives for interaction effects

交互效应的有序备择假设

The problem of testing hypotheses against ordered alternatives for treatment effects in a one-way layout is discussed by many authors; see, for example, Bartholomew (1959a, b; 1961). For interaction effects in a two-way layout, it is required to specify the ordered alternatives appropriate to practical situations and then to establish the test procedures. James (1961) defined an ordered alternative for a simple case. In the present paper several types of ordered alternatives…

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On the random allocation design for the control of selection bias in sequential experiments

序贯实验中控制选择偏差的随机分配设计

In comparing two treatments, suppose that eligible subjects come to the experiment sequentially and must be treated immediately. In this paper we assume that the experimenter selects 2n subjects and treat n subjects with each treatment. If, during the experiment, the experimenter knows or guesses which treatment is to be administered next, he may bias the experiment by his selection of subjects. The problem is how to control this bias through choice of design. In this paper,…

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A Bayesian Data Analysis System for the Evaluation of Social Programs

用于社会项目评估的贝叶斯数据分析系统

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…

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Measurement Errors in the Estimation of Home Value

房屋价值估计中的测量误差

Home value plays an important role in a variety of fields of research. In this paper, three commonly used measures of home value are evaluated and compared using a framework developed by Jöreskog and Goldberger (1975) for estimation of causal models containing unobserved variables. The paper extends ideas presented by Kain and Quigley (1972) and Kish and Lansing (1954).

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Measurement Errors in the Estimation of Home Value

住房价值估计中的测量误差

Home value plays an important role in a variety of fields of research. In this paper, three commonly used measures of home value are evaluated and compared using a framework developed by Jöreskog and Goldberger (1975) for estimation of causal models containing unobserved variables. The paper extends ideas presented by Kain and Quigley (1972) and Kish and Lansing (1954).

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The Precision of Different Experimental Designs for a Random Field

随机场中不同实验设计的精度

Various experimental designs can be used to study the effects of several treatments on a field. The variation of yield in the field will be represented by a realization of a stationary process with isotropic covariance. The variance of an estimator of a treatment effect can be divided into two parts, the first part due to experimental errors and the second part involving the process as well as randomization. This second component will be studied in order to find an optimal…

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The precision of different experimental designs for a random field

随机场中不同实验设计的精度

Various experimental designs can be used to study the effects of several treatments on a field. The variation of yield in the field will be represented by a realization of a stationary process with isotropic covariance. The variance of an estimator of a treatment effect can be divided into two parts, the first part due to experimental errors and the second part involving the process as well as randomization. This second component will be studied in order to find an optimal…

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Unequal Precision Multiple Comparisons for Randomized Block Designs Under Nonstandard Conditions

非标准随机区组设计中精度不等的多重比较

A multiple comparison technique for simultaneous inference in the nonstandard randomized block design models considered by Graybill [3] and Scheffé [11] is developed. Its computation and properties are discussed in terms of a clinical trial. The technique involving a number of independent tests with possibly unequal sizes, not the well-known Bonferroni tests [5], is appropriate when most contrasts between the treatments are of interest, but a few of the comparisons are of…

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The Design and Analysis of the Observational Study—A Review

观察性研究的设计与分析:综述

In recent years the number of studies which attempt comparisons without adequate randomization has increased rapidly, particularly in disciplines and areas of research involving human populations. This article highlights some of the more important developments (and emerging needs) in the design and analysis of such investigations. It provides a historical overview of those techniques adapted to bias reduction, covers recent developments in contingency table analysis,…

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Exact Variance of Combined Inter- and Intra-Block Estimates in Incomplete Block Designs

不完全区组设计中区组间与区组内合并估计的精确方差

This article presents methods for evaluating exact variance of combined inter- and intra-block estimates of treatment effects in incomplete block designs. The results are valid for all incomplete block designs and hold for a wide class of combined estimates including most in the literature. Tables of exact variance for some estimates are presented for some balanced designs and for some partially balanced designs.

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Exact Variance of Combined Inter- and Intra-Block Estimates in Incomplete Block Designs

不完全区组设计中区组间与区组内组合估计的精确方差

This article presents methods for evaluating exact variance of combined inter- and intra-block estimates of treatment effects in incomplete block designs. The results are valid for all incomplete block designs and hold for a wide class of combined estimates including most in the literature. Tables of exact variance for some estimates are presented for some balanced designs and for some partially balanced designs.

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Survivorship Analysis of Heart Transplant Data

心脏移植数据的生存分析

This article presents a number of parametric and nonparametric approaches to the analysis of nonexperimental heart transplant data from the Stanford Heart Transplantation Program, and attempts to come to some conclusion regarding whether heart transplantation is life-extending.

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The Analysis of Covariance under a Randomization Model

随机化模型下的协方差分析

Summary The randomization model for the analysis of covariance in a randomized block design is considered. Asymptotic properties of tests and estimates are obtained and it is shown that if the number of replicates is large, then the usual results concerning tests are approximately true. The large sample power of the tests are obtained and it is shown that using the concomitant variate increases the power.

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Forcing a sequential experiment to be balanced

使序贯实验保持分组平衡

Subjects arrive sequentially at an experimental site and must be assigned immediately to treatment or control groups. In order to avoid biasing the results of the experiment it is customary to make the assignments by independent flips of a fair coin, but in small-sized experiments this may result in a severe imbalance between the numbers of treatments and controls. This paper discusses a new method of assigning the subjects which tends to balance the experiment, but at the…

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Sample Size Requirements: Randomized Block Designs

随机区组设计的样本量要求

Techniques described in an earlier paper (Kastenbaum, Hoel Bowman, 1970), are used to generate tables of sample size requirements for testing treatment effects in a randomized block design. Maximum values of the standardized range of the treatment means are tabulated for k = 2, 3, 4, 5, 6 treatments; b = 2, 3, 4, 5 blocks; 1 ≤ N ≤ 5 observations per cell; and α = 0.01, 0.05 and β = 0.005, 0.01, 0.05, 0.1, 0.2, 0.3 levels of risk. To simplify the determination of sample sizes…

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Properties of a Rank Test of Cronholm and Revusky

Cronholm–Revusky 秩检验的性质

Cronholm and Revusky [4] have proposed a rank test based on independent subexperiments for the comparison of a treatment effect with a control when the treatment is destructive but the control produces at most a transient effect. This article provides a thorough study of its performance under two sampling situations. With the aid of a computer, the exact small sample power of the test is evaluated for some important alternatives. A modification of the test is proposed for…

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