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序贯试验停止后次级过程的推断AI 解读

We consider the following sequential testing problem. A group‐sequential or fully‐sequential test is carried out for a primary parameter, using a score process or an effective score process to eliminate nuisance parameters. After stopping, the possibility of additional parameters is considered, and appropriate tests and estimators are desired that recognise the sequential stopping rule. We formulate an asymptotic multi‐dimensional Gaussian process form of such problems, and…

利用逻辑回归程序估计 ROC 曲线AI 解读

Estimation of a receiver operating characteristic, ROC, curve is usually based either on a fully parametric model such as a normal model or on a fully nonparametric model. In this paper, we explore a semiparametric approach by assuming a density ratio model for disease and disease‐free densities. This model has a natural connection with the logistic regression model. The proposed semiparametric approach is more robust than a fully parametric approach and is more efficient…

测量误差模型的几何结构AI 解读

The problem of undertaking inference in the classical linear model when the covariates have been measured with error is investigated from a geometric point of view. Under the assumption that the measurement error is small, relative to the total variation in the data, a new model is proposed which has good inferential properties. An inference technique which exploits the geometric structure is shown to be computationally simple, efficient and robust to measurement error. The…

广义结构化模型AI 解读

We present a general class of nonlinear regression and time series models that we call generalised structured models. The class is a natural generalisation of generalised additive models, and it includes generalised interaction models, structured volatility models, visual GARCH, generalised autoregressive conditional heteroscedasticity, models and varying coefficient models. We discuss estimation principles including smoothing splines and a generalisation of the projection…

含分层干扰参数模型的修正剖面似然AI 解读

It is well known, at least through many examples, that when there are many nuisance parameters modified profile likelihoods often perform much better than the profile likelihood. Ordinary asymptotics almost totally fail to deal with this issue. For this reason, we study asymptotic properties of the profile and modified profile likelihoods in models for stratified data in a two‐index asymptotics setting. This means that both the sample size of the strata, m, and the dimension…

因果推断中的一致一致性AI 解读

There is a long tradition of representing causal relationships by directed acyclic graphs (Wright, 1934). Spirtes (1994), Spirtes et al. (1993) and Pearl & Verma (1991) describe procedures for inferring the presence or absence of causal arrows in the graph even if there might be unobserved confounding variables, and/or an unknown time order, and that under weak conditions, for certain combinations of directed acyclic graphs and probability distributions, are asymptotically,…

个体匹配病例—对照数据中发生率比估计的稳健方差AI 解读

The asymptotic variance and robust variance estimators of rate ratios estimated using conditional logistic regression from individually‐matched case‐control data are derived when the presumed proportional hazards model is misspecified. The robust variance estimators are easily computed using Schoenfeld residuals generated from standard partial likelihood estimation software for failure time data. Simulation studies indicate that the robust variance estimators perform well…

重复测量数据的秩回归AI 解读

A rank‐based regression method is proposed for repeated measurements data. It is a generalisation of the classical Wilcoxon–Mann–Whitney rank statistic for independent observations. The method is valid under a weak condition on the error terms that can accommodate certain heteroscedasticity and within‐subject dependency. The asymptotic normality of the proposed estimator is proved using empirical process theory. A variance estimator, shown to be consistent, is also…

异方差门限自回归模型的门限小波检验与估计AI 解读

We consider the testing and estimation of thresholds in heteroscedastic threshold autoregressive models with an unknown number of thresholds. A test statistic based on empirical wavelet coefficients is proposed. The asymptotic distribution of the test statistic is established and consistent estimators of the thresholds and the number of thresholds are given. A Monte Carlo study and a real example are used to assess the performance of our method.

含未知阈值参数的若干连续指数族中的似然推断AI 解读

We study likelihood-based inference in some continuous exponential families with unknown threshold parameters. The introduction of threshold parameters necessitates modification of the standard asymptotic arguments, and some possibly unexpected limiting distributions result.

使用估计区域方差构造的小区域预测量的均方误差AI 解读

In the small area estimation literature, the sampling error variances are customarily assumed to be known or to depend on a finite number of parameters. We consider the empirical best linear unbiased predictor (EBLUP) obtained by using the individual directly estimated variance for each small area. An approximation for the mean squared error (MSE) of the EBLUP that recognizes the impact on the predictors of estimation of the variance components is derived. Simulation studies…

含半连续变量的不完整数据多重插补AI 解读

We consider the application of multiple imputation to data containing not only partially missing categorical and continuous variables, but also partially missing 'semicontinuous' variables (variables that take on a single discrete value with positive probability but are otherwise continuously distributed). As an imputation model for data sets of this type, we introduce an extension of the standard general location model proposed by Olkin and Tate; our extension, the blocked…

由极大似然估计性质刻画加法封闭离散模型及其广义 Hermite 应用AI 解读

This article reports on two-parameter count distributions (satisfying very general conditions) that are closed under addition so that their maximum likelihood estimator (MLE) of the population mean is the sample mean. The most important of these in practice, the generalized Hermite distribution, is analyzed, and a necessary and sufficient condition is given to ensure that the MLE is the solution of likelihood equations. Score test to contrast the Poisson assumption is…

最优性、变异性与检验功效AI 解读

We provide a theoretical template for the comparison of response-adaptive randomization procedures for clinical trials. Using a Taylor expansion of the noncentrality parameter of the usual chi-squared test for binary responses, we show explicitly the relationship among the target allocation proportion, the bias of the randomization procedure from that target, and the variability induced by the randomization procedure. We also generalize this relationship for more than two…

多维纵向数据的动态潜在特质模型AI 解读

This article presents a new approach for analysis of multidimensional longitudinal data, motivated by studies using an item response battery to measure traits of an individual repeatedly over time. A general modeling framework is proposed that allows mixtures of count, categorical, and continuous response variables. Each response is related to age-specific latent traits through a generalized linear model that accommodates item-specific measurement errors. A transition model…

利用类星体碳 IV 吸收体估计宇宙大尺度结构AI 解读

Galaxies have long been known to form large clusters, and cosmologists are interested in characterizing this clustering as a way of studying the large-scale structure of the universe. This work is motivated by a data catalog consisting of information on lines of sight from Earth to distant quasi-stellar objects (QSO's) and the carbon IV absorbers that lie on them. The absorbers are believed to be gas clouds near galaxies too far away to be easily observed. Thus, the absorber…

阶段频数数据的参数变换估计AI 解读

We consider multistage development models that occur in the maturation of biological organisms, disease progressions, and industrial processes. The situations that we address are distinguished by the essentially destructive sampling required to assess the stage reached by each individual. We develop robust estimators of stage-dependent maturation rates and overall death rates using method of moments based on Laplace transforms, for which we develop variance estimates under…

终止事件发生时的复发事件频次AI 解读

Recurrent events arise in many longitudinal medical studies where time to a terminal event or failure is the primary endpoint. With incomplete follow-up data, the analysis of recurrent events is a challenge owing to their association with the failure. One specific quantity of interest rarely addressed in the statistical literature is the recurrence frequency at the failure time; an example is hospitalization frequency, which is often used as a rough measure of lifetime…

用于时变谱分析的平滑样条 ANOVAAI 解读

In this article we propose a smoothing spline ANOVA model (SS-ANOVA) to estimate and to make inference on the time-varying log-spectrum of a locally stationary process. The time-varying spectrum is assumed to be smooth in both time and frequency. This assumption essentially turns a time-frequency spectral estimation problem into a 2-dimensional surface estimation problem. A smooth localized complex exponential (SLEX) basis is used to calculate the initial periodograms, and a…

校准自由度：自动数据平滑与有效曲线检验AI 解读

Curve fitting and curve checking based on the local polynomial regression technique are commonly used data-analytic methods in statistics. This article examines, in nonparametric settings, both the asymptotic expressions and empirical formulas for degrees of freedom (DF), a notion introduced by Hastie and Tibshirani, of linear smoothers. The asymptotic results give useful insights into the nonparametric modeling complexity. Meanwhile, by substituting the exact DFs by the…

支持集依赖参数的参数化结构模型中的渐近效率AI 解读

In certain auction, search, and related models, the boundary of the support of the observed data depends on some of the parameters of interest. For such nonregular models, standard asymptotic distribution theory does not apply. Previous work has focused on characterizing the nonstandard limiting distributions of particular estimators in these models. In contrast, we study the problem of constructing efficient point estimators. We show that the maximum likelihood estimator is…

目标函数不光滑时半参数模型的估计AI 解读

We provide easy to verify sufficient conditions for the consistency and asymptotic normality of a class of semiparametric optimization estimators where the criterion function does not obey standard smoothness conditions and simultaneously depends on some nonparametric estimators that can themselves depend on the parameters to be estimated. Our results extend existing theories such as those of Pakes and Pollard (1989), Andrews (1994a), and Newey (1994). We also show that…

同伴能力是否影响学生成绩？AI 解读

Abstract Empirical analysis of peer effects on student achievement has been open to question because of the difficulties of separating peer effects from other confounding influences. While most econometric attention has been directed at issues of simultaneous determination of peer interactions, we argue that issues of omitted and mismeasured variables are likely to be more important. We control for the most important determinants of achievement that will confound peer…

通过空间变形对非平稳空间协方差结构进行贝叶斯推断AI 解读

Summary In geostatistics it is common practice to assume that the underlying spatial process is stationary and isotropic, i.e. the spatial distribution is unchanged when the origin of the index set is translated and under rotation about the origin. However, in environmental problems, such assumptions are not realistic since local influences in the correlation structure of the spatial process may be found in the data. The paper proposes a Bayesian model to address the anisot-…