日期精度：到日 714 篇 · 到月 830 篇 · 到年 47 篇 · 未提供 1 篇
因子分析中的无偏预测器
For a factor analysis model in which some or all of the independent variables are subject to errors of measurement, Lawley & Maxwell (1973) claim to have obtained an unbiased predictor of the dependent variable based on the independent variables. This predictor is shown to be biased and an alternative unbiased estimator with minimum mean squared error is derived.
计量与谱分析程序 EAS
and FORTRAN IV which is designed to accommodate most researchers' everyday econometric needs. However, this program is particularly useful when spectral methods are combined (in an ex post sense) with regression and simultaneous equations estimation., Residuals from regression or simultaneous equations estimation are easily saved by EAS and used in later spectral computations by using only two program statements.1 All spectral computations are highly efficient since the fast…
两个残差方差均已知时线性结构关系的一则注记
This article provides an alternative derivation of a maximum likelihood solution, due to Birch [1], which simplifies the algebra and characterizes Birch's solution as a special case of a result, due to Dolby [2], that has application to a variety of more complex structural models, including factor analysis.
单一潜变量的多指标多原因模型估计
We consider a model in which one observes multiple indicators and multiple causes of a single latent variable. In terms of the multivariate regression of the indicators on the causes, the model implies restrictions of two types: (i) the regression coefficient matrix has rank one, (ii) the residual variance-covariance matrix satisfies a factor analysis model with one common factor. The first type of restriction is familiar to econometricians and the second to…
Levin归因风险度量的分布
Some properties of the sample estimator of attributable risk λ, defined here as the proportion of all cases of disease which may be attributed to a risk factor, are considered for the case-control study situation. It is shown that log (1 −λ^ ) may be expressed in terms of the prevalences of the factor in cases and healthy controls, that the bias of the estimator is minimized when ½ is added to the cell frequencies corresponding to nonexposed persons in the usual 2 × 2…
主成分回归的最小方差性质
In the context of the usual regression model, , this article shows that the coefficient obtained when Y is regressed on the first principal component of the independent variables may be interpreted as an estimator of that , which can be estimated with least variance. Analogous results hold for succeeding components, and the property can be expressed in terms of volumes of confidence ellipsoids. To estimate using r principal components, choice of those components associated…
利用主成分检测多元数据中的错误
Serious problems arise in the maintenance of reliability in large data bases, since it becomes difficult to verify incoming data manually. This article considers the case in which the base consists of data vectors following a multivariate normal distribution. Five screening procedures are proposed—a “one-at-a-time” test, the standard χ2 test, and three statistics derived from principal component analysis. From analysis of a practical example, it emerges that the statistics…
回归与因子分析
SUMMARY A basic model of factor analysis is employed in the estimation of multiple correlation coefficients and partial regression weights. Estimators are derived for situations in which some or all of the independent variates are subject to errors in measurement. The effect of the errors is indicated and the problem of bias in the estimators is considered. In one special case it is shown how a best subset of the independent variates of any size can readily be found for data…
A basic model of factor analysis is employed in the estimation of multiple correlation coefficients and partial regression weights. Estimators are derived for situations in which some or all of the independent variates are subject to errors in measurement. The effect of the errors is indicated and the problem of bias in the estimators is considered. In one special case it is shown how a best subset of the independent variates of any size can readily be found for data under…
为检测回归模型不充分性而规划实验
The adequacy of a regression model can be tested by fitting an extended model which reduces to the given model for particular parameter values. The choice of the extended model for nonlinear regression is discussed. Two experimental design criteria are compared and designs are developed for simultaneously providing information about both the original regression model and the hypothesis that the model is adequate. Designs are tabulated for detecting second-order departures…
计量经济学：统计基础与应用
1. Elementary Aspects of Multivariate Analysis.- 1.1 Preliminaries.- 1.2 Joint, Marginal, and Conditional Distributions.- 1.3 A Mathematical Digression.- 1.4 The Multivariate Normal Distribution.- 1.5 Correlation Coefficients and Related Topics.- 1.6 Estimators of the Mean Vector and Covariance Matrix and their Distribution.- 1.7 Tests of Significance.- 2. Applications of Multivariate Analysis.- 2.1 Canonical Correlations and Canonical Variables.- 2.2 Principal Components.-…
Cramér–von Mises 统计量的分量：第一部分
Summary Let Fn(x) be the sample distribution function derived from a sample of independent uniform (0, 1) variables. The paper is mainly concerned with the orthogonal representation of the Cramér-von Mises statistic Wn2 in the form ∑j=1∞(jπ)−2znj2 where the znj are the principal components of n{Fn(x)−x}. It is shown that the znj are identically distributed for each n and their significance points are tabulated. Their use for testing goodness of fit is discussed and their…
为检出回归模型不充分性而设计实验
The adequacy of a regression model can be tested by fitting an extended model which reduces to the given model for particular parameter values. The choice of the extended model for nonlinear regression is discussed. Two experimental design criteria are compared and designs are developed for simultaneously providing information about both the original regression model and the hypothesis that the model is adequate. Designs are tabulated for detecting second-order departures…
矩阵的双标图展示及其在主成分分析中的应用
Any matrix of rank two can be displayed as a biplot which consists of a vector for each row and a vector for each column, chosen so that any element of the matrix is exactly the inner product of the vectors corresponding to its row and to its column. If a matrix is of higher rank, one may display it approximately by a biplot of a matrix of rank two which approximates the original matrix. The biplot provides a useful tool of data analysis and allows the visual appraisal of…
多组变量的典型分析
Five extensions of the classical two-set theory of canonical correlation analysis to three or more sets are considered. For each one, a model of the general principal component type is constructed to aid in motivating, comparing and understanding the methods. Procedures are developed for finding the canonical variables associated with the different approaches. Some practical considerations and an example are also included.
响应曲面最小偏差估计的实验设计准则
Minimum bias estimation for response surfaces is reviewed and the experimental design problem for this estimation procedure considered. A protection criterion is introduced and certain implications considered. The important single factor models are studied and results given. The criterion is also applied to a multifactor first order surface with protection against second and third order terms.
析因实验交互作用的非参数估计与检验
Some optimum nonparametric tests and estimates for contrasts of interactions in two-factor models with replications are proposed and discussed. These procedures are based on nonparametric estimates of the type considered by Hodges and Lehmann [4]. Unbiasedness and joint asymptotic normality of the estimates are proved and the asymptotic efficiencies relative to the least squares procedure is found. It is shown that, in the special cases of Wilcoxon and normal scores, these…
住房质量价值的测量
Based on an extensive sample of individual dwelling units, this article estimates the market value, or the implicit prices, of specific aspects of the bundles of residential services consumed by urban households. Quantitative estimates were obtained by regressing market price of owner- and renter-occupied dwelling units on measures of the qualitative and quantitative dimensions of the housing bundle. The measures of residential quality associated with individual dwelling…
消费者态度数据的预测准确性
This note evaluates the forecasting accuracy of the index of consumer sentiment constructed by the Michigan Survey Research Center. For the most part, other analyses have focused on the interpretation which should be given to an attitude variable or broadly described movements of the index of consumer sentiment in the vicinity of cyclical turning points. None of the studies have compared the accuracy of equations in which the attitude index is an independent variable against…
以随机场作为解释变量的回归
The use of observations of a random function in space (random field) as independent variables in regression is considered including the numerical aspects. Details are presented for obtaining a numerical approximation to a Karhunen-Loève expansion when the random function is observed at a large number of points. The procedure involves a two stage modified principal component analysis. The dependent variable is then regressed on the principal components. An example from…
以随机场为解释变量的回归
The use of observations of a random function in space (random field) as independent variables in regression is considered including the numerical aspects. Details are presented for obtaining a numerical approximation to a Karhunen-Loève expansion when the random function is observed at a large number of points. The procedure involves a two stage modified principal component analysis. The dependent variable is then regressed on the principal components. An example from…