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纵向计数数据的序列相关伽马脆弱性模型AI 解读

A Poisson‐gamma model is introduced to account for between‐subjects heterogeneity and within‐subjects serial correlation occurring in longitudinal count data. The model extends the usual time‐constant shared frailty approach to allow time‐varying serially correlated gamma frailty whilst retaining standard marginal assumptions. A composite likelihood approach to estimation and testing for serial correlation is proposed. The work is motivated by a clinical trial on…

通过加权自助法迭代进行预枢轴化AI 解读

Prepivoting by conventional bootstrap iteration is known to yield a progressively more accurate pivot in certain problems, and has important application in the construction of confidence limits and estimation of null distributions. We investigate the theoretical effects of weighted bootstrap iteration on prepivoting and show that each weighted bootstrap iteration, with weights chosen carefully but empirically, is asymptotically equivalent to two consecutive conventional…

临床试验监测中自适应设计的低效率问题AI 解读

Adaptive designs, which allow the sample size to be modified based on sequentially computed observed treatment differences, have been advocated recently for monitoring clinical trials. Although such methods have a great deal of appeal on the surface, we show that such methods are inefficient and that one can improve uniformly on such adaptive designs using standard group‐sequential tests based on the sequentially computed likelihood ratio test statistic.

加速失效时间模型的秩推断AI 解读

A broad class of rank‐based monotone estimating functions is developed for the semiparametric accelerated failure time model with censored observations. The corresponding estimators can be obtained via linear programming, and are shown to be consistent and asymptotically normal. The limiting covariance matrices can be estimated by a resampling technique, which does not involve nonparametric density estimation or numerical derivatives. The new estimators represent consistent…

贝叶斯经验似然AI 解读

Research has shown that empirical likelihood tests have many of the same asymptotic properties as those derived from parametric likelihoods. This leads naturally to the possibility of using empirical likelihood as the basis for Bayesian inference. Different ways in which this goal might be accomplished are considered. The validity of the resultant posterior inferences is examined, as are frequentist properties of the Bayesian empirical likelihood intervals.

部分随机序约束下的贝叶斯方法AI 解读

We discuss two methods of making nonparametric Bayesian inference on probability measures subject to a partial stochastic ordering. The first method involves a nonparametric prior for a measure on partially ordered latent observations, and the second involves rejection sampling. Computational approaches are discussed for each method, and interpretations of prior and posterior information are discussed. An application is presented in which inference is made on the number of…

删失数据的非参数协方差分析AI 解读

The fully nonparametric model for nonlinear analysis of covariance, proposed in Akritas et al. (2000), is considered in the context of censored observations. Under this model, the distributions for each factor level combination and covariate value are not restricted to comply to any parametric or semiparametric model. The data can be continuous or ordinal categorical. The possibility of different shapes of covariate effect in different factor level combinations is also…

隐 Markov 模型中的 SPRT 与 CUSUMAI 解读

In this paper, we study the problems of sequential probability ratio tests for parameterized hidden Markov models. We investigate in some detail the performance of the tests and derive corrected Brownian approximations for error probabilities and expected sample sizes. Asymptotic optimality of the sequential probability ratio test for testing simple hypotheses based on hidden Markov chain data is established. Next, we consider the cumulative sum (CUSUM) procedure for change…

回归曲线的非参数比较：经验过程方法AI 解读

We propose a new test for the comparison of two regression curves that is based on a difference of two marked empirical processes based on residuals. The large sample behavior of the corresponding statistic is studied to provide a full nonparametric comparison of regression curves. In contrast to most procedures suggested in the literature, the new procedure is applicable in the case of different design points and heteroscedasticity. Moreover, it is demonstrated that the…

污染情形下最小对比估计量的中偏差AI 解读

Since statistical models are simplifications of reality, it is important in estimation theory to study the behavior of estimators also under distributions (slightly) different from the proposed model. In testing theory, when dealing with test statistics where nuisance parameters are estimated, knowledge of the behavior of the estimators of the nuisance parameters is needed under alternatives to evaluate the power. In this paper the moderate deviation behavior of minimum…

失去可识别性时似然比检验的渐近理论AI 解读

This paper describes the large sample properties of the likelihood ratio test statistic (LRTS) when the parameters characterizing the true null distribution are not unique. It is well known that the classical asymptotic theory for the likelihood ratio test does not apply to such problems and the LRTS may not have the typical chi-squared type limiting distribution. This paper establishes a general quadratic approximation of the log-likelihood ratio function in a Hellinger…

Bootstrap 与置换检验如何起作用？AI 解读

Resampling methods are frequently used in practice to adjust critical values of nonparametric tests. In the present paper a comprehensive and unified approach for the conditional and unconditional analysis of linear resampling statistics is presented. Under fairly mild assumptions we prove tightness and an asymptotic series representation for their weak accumulation points. From this series it becomes clear which part of the resampling statistic is responsible for asymptotic…

回归曲线与曲面间断估计的序贯设计自适应方法AI 解读

In fault-line estimation in spatial problems it is sometimes possible to choose design points sequentially, by working one's way gradually through the "response plane," rather than distributing design points across the plane prior to conducting statistical analysis. For example, when estimating a change line in the concentration of resources on or under the sea bed, individual measurements can be particularly expensive to make. In such cases, sequential, design-adaptive…

This paper deals with cross section dependence, homogeneity restrictions and small sample bias issues in dynamic panel regressions. To address the bias problem we develop a panel approach to median unbiased estimation that takes account of cross section dependence. The estimators given here considerably reduce the effects of bias and gain precision from estimating cross section error correlation. This paper also develops an asymptotic theory for tests of coefficient…

马尔可夫体制转换下单位根检验的渐近性质AI 解读

processes observationally equivalent and that unit root tests virtually have no power to detect stationary processes around switching trends, although autocorrelation-robust unit root tests are not affected by size distortions. Conversely, Markov switches in the mean of the transitory components do not change the usual asymptotic properties of the tests. Finally, it is shown that in large samples Markov-switching variances cause neither size distortions nor inconsistency of…

模型设定错误下断点估计量的一般一致性AI 解读

This paper considers the asymptotic behavior of the break-point estimator when some or all of the variables in a structural-break model are misspecified. An obvious example is misspecifying a linear model as a log--log model. The results given here cover a large number of data transformations, including transformation of the independent variables, dependent variable and transformation of both variables at the same time. The true data generating process can be stationary or…

小国进口价格决定机制的I(2)协整分析AI 解读

This paper develops a procedure for testing hypotheses on the full set of cointegration parameters of the I(2) model. It applies this procedure to the analysis of small-country import price determination, extending the standard empirical framework to allow for variables integrated of order two. The empirical analysis of Danish data for 1975--1995 yields a fully specified long-run structure of the I(2) model in terms of stationary pricing-to-market and inventory relations, a…

时间虚拟变量对质量特征均值独立时的特征价格指数估计AI 解读

. In addition to these, several interesting practical lessons are noted in doing the two-stage PLR model estimation. First, the cross validation (CV) used in the PLR model literature can fail if the mean-independence is ignored. Second, high order kernels can make the CV criterion function ill behaved. Third, product kernels work as well as spherically symmetric kernels. Fourth, nonparametric specification tests may work poorly due to a sample splitting problem with outliers…

模型误设下广义矩估计量的大样本行为AI 解读

This paper presents the limiting distribution theory for the GMM estimator when the estimation is based on a population moment condition which is subject to non–local (or fixed) misspecification. It is shown that if the parameter vector is overidentified then the weighting matrix plays a far more fundamental role than it does in the corresponding analysis for correctly specified models. Specifically, the rate of convergence of the estimator depends on the rate of convergence…

核苷酸序列沿线系统发育变异的推断AI 解读

We develop a Bayesian multiple changepoint model to infer spatial phylogenetic variation (SPV) along aligned molecular sequence data. SPV occurs in sequences from organisms that have undergone biological recombination or when evolutionary rates and selective pressures vary along the sequences. This Bayesian approach permits estimation of uncertainty regarding recombination, the crossing-over locations, and all other model parameters. The model assumes that the sites along…

受试者工作特征曲线下面积的半参数回归AI 解读

Medical advances continue to provide new and potentially better means for detecting disease. Such is true in cancer, for example, where biomarkers are sought for early detection and where improvements in imaging methods may pick up the initial functional and molecular changes associated with cancer development. In other binary classification tasks, computational algorithms such as neural networks, support vector machines, and evolutionary algorithms have been applied to…

多元回归降秩的无预设模型检验AI 解读

We propose a test of dimension in multivariate regression. This test is in the spirit of tests on the rank of the coefficient matrix in a multivariate linear model, but it does not require a prespecified model. The test may be particularly useful at the outset of an analysis before a multivariate model is posited, because it can lead to low-dimensional summary plots that are inferred to contain all of the sample information on the multivariate mean function.

未记录有效投票选票的重新计票AI 解读

The vote recount in the 2000 Presidential election (Broward, Miami-Dade and Palm Beach Counties, Florida) is examined for evidence of bias. A precinct-level dataset is constructed, incorporating the machine-vote tally, the recount vote tally, voter registration demographics, and the ballot review by media sources. A new multivariate beta-logit model is introduced that allows joint modeling of multivariate unobserved latent probabilities. A simple two-step estimator is…

从数据统计到知识统计AI 解读

Increasingly, datasets are so large they must be summarized in some fashion so that the resulting summary dataset is of a more manageable size, while still retaining as much knowledge inherent to the entire dataset as possible. One consequence of this situation is that the data may no longer be formatted as single values such as is the case for classical data, but rather may be represented by lists, intervals, distributions, and the like. These summarized data are examples…