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利用多样本广义L统计量稳健分析交叉设计AI 解读

In a crossover study, some or all subjects receive more than one treatment sequentially. Using a clinical example as motivation, we develop multisample generalized L-statistics (GL-statistics) to estimate and test for treatment effects in crossovers when the distribution of the response data deviates from normality. The basic idea is to adapt simple L-statistics, such as the trimmed mean and median, to data with dependencies. GL-statistics may be applied to crossovers with…

确定性模拟模型的推断：贝叶斯融合方法AI 解读

Deterministic simulation models are used in many areas of science, engineering, and policy making. Typically, these are complex models that attempt to capture underlying mechanisms in considerable detail, and they have many user-specified inputs. The inputs are often specified by some form of trial-and-error approach in which plausible values are postulated, the corresponding outputs inspected, and the inputs modified until plausible outputs are obtained. Here we address the…

基于积分似然的指数次序统计量模型推断AI 解读

Methods of statistical inference are developed for the exponential order statistic (EOS) model, where only a subset of order statistics from a collection of N iid exponential random detection times is observable. When the rate parameter for detections is unknown, the maximum likelihood estimator (MLE) of the unknown integer parameter N can be infinite with substantial probability. Inference for N is developed using a pseudolikelihood function obtained by integrating out the…

删失停止时刻下递增随机过程均值的估计AI 解读

Data often come in the form of a longitudinal series, say N(·), whose observation has been “stopped” either by a terminal event U (e.g., death) or censoring event C (e.g., lost to follow-up). When N(·) is not deterministic, it is generally not possible to use standard survival analysis tools (e.g., the Kaplan-Meier estimator) to consistently estimate functionals of the distribution of N(U) because of “induced” informative censoring. Various seemingly unrelated estimators…

通过限制极大似然降低时间序列回归中自回归估计的偏差AI 解读

This article considers maximum likelihood (ML) and restricted maximum likelihood (REML) estimation of time series regression models with autoregressive AR(p) noise. Approximate biases of the ML and REML estimators of the AR parameters, based on their approximate representations, are derived. In addition, a bias result for the ML estimator (MLE) of the error variance is established. Numerical results are presented to illustrate the biases of the MLE and REML estimator for the…

复合原假设模型中 p 值的渐近分布AI 解读

We investigate the compatibility of a null model H 0 with the data by calculating a p value; that is, the probability, under H 0, that a given test statistic T exceeds its observed value. When the null model consists of a single distribution, the p value is readily obtained, and it has a uniform distribution under H 0. On the other hand, when the null model depends on an unknown nuisance parameter θ one must somehow get rid of θ, (e.g., by estimating it) to calculate a p…

利用阈值以上样本非参数贝叶斯估计污染水平AI 解读

Data on contamination concentrations for chromium from one of the EPA's toxic waste sites consist of independent and identically distributed (iid) measurements along with additional observations from the residual distribution. The residual sample is obtained by sampling from hot spots, where contamination concentrations are assumed to be above a given threshold value. The data are modeled using a nonparametric Bayes estimator of the distribution function. The Dirichlet…

慢性阻塞性肺疾病死亡率的贝叶斯分析与制图AI 解读

This article summarizes our research on estimation of age-specific and age-adjusted mortality rates for chronic obstructive pulmonary disease (COPD) for white males. Our objectives are more precise and informative displays (than previously available) of geographic variation of the age-specific mortality rates for COPD, and investigation of the relationships between the geographic variation in mortality rates and the corresponding variation in selected covariates. For a given…

不同空间分辨率健康与暴露数据的空间泊松回归AI 解读

Ecological regression studies are widely used to examine relationships between disease rates for small geographical areas and exposure to environmental risk factors. The raw data for such studies, including disease cases, environmental pollution concentrations, and the reference population at risk, are typically measured at various levels of spatial aggregation but are accumulated to a common geographical scale to facilitate statistical analysis. In this traditional…

预防 HIV-1 母婴垂直传播的随机试验分析AI 解读

We analyze data from a randomized trial of breastfeeding versus formula feeding in HIV-1-infected mothers and their infants. Estimates of infant HIV-1-free survival and the timing of vertical transmission of HIV-1 are complicated by the fact that the infants' HIV-1 status at death may be unknown, the time of HIV-1 infection may be interval censored, and the tests used to detect HIV-1 infection in the infants may be less than 100% sensitive or specific. To address these…

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使用多样本广义 L 统计量稳健分析交叉设计AI 解读

In a crossover study, some or all subjects receive more than one treatment sequentially. Using a clinical example as motivation, we develop multisample generalized L-statistics (GL-statistics) to estimate and test for treatment effects in crossovers when the distribution of the response data deviates from normality. The basic idea is to adapt simple L-statistics, such as the trimmed mean and median, to data with dependencies. GL-statistics may be applied to crossovers with…

利用阈值以上样本的污染水平非参数贝叶斯估计AI 解读

Data on contamination concentrations for chromium from one of the EPA's toxic waste sites consist of independent and identically distributed (iid) measurements along with additional observations from the residual distribution. The residual sample is obtained by sampling from hot spots, where contamination concentrations are assumed to be above a given threshold value. The data are modeled using a nonparametric Bayes estimator of the distribution function. The Dirichlet…

摘要暂缺

通过限制极大似然减少时间序列回归中自回归估计的偏差AI 解读

This article considers maximum likelihood (ML) and restricted maximum likelihood (REML) estimation of time series regression models with autoregressive AR(p) noise. Approximate biases of the ML and REML estimators of the AR parameters, based on their approximate representations, are derived. In addition, a bias result for the ML estimator (MLE) of the error variance is established. Numerical results are presented to illustrate the biases of the MLE and REML estimator for the…

摘要暂缺

预防 HIV-1 母婴传播随机试验的分析AI 解读

We analyze data from a randomized trial of breastfeeding versus formula feeding in HIV-1-infected mothers and their infants. Estimates of infant HIV-1-free survival and the timing of vertical transmission of HIV-1 are complicated by the fact that the infants' HIV-1 status at death may be unknown, the time of HIV-1 infection may be interval censored, and the tests used to detect HIV-1 infection in the infants may be less than 100% sensitive or specific. To address these…

利用广义波动检验监测结构变化AI 解读

In this paper we introduce the generalized fluctuation test for monitoring structural changes and establish a result characterizing the limiting behavior of this class of tests. As applications of the generalized fluctuation test, tests based on the maximum and range of the fluctuation of moving estimates are proposed. We also derive the boundary functions for the proposed tests and tabulate simulated critical values. Our simulations indicate that these tests compare…

一致的模型设定检验AI 解读

We point out the close relationship between the integrated conditional moment tests in Bierens (1982, Journal of Econometrics 20, 105–134) and Bierens and Ploberger (1997, Econometrica 65, 1129–1152) with the complex-valued exponential weight function and the kernel-based tests in Härdle and Mammen (1993, Annals of Statistics 21, 1926–1947), Li and Wang (1998, Journal of Econometrics 87, 145–165), and Zheng (1996, Journal of Econometrics 75, 263–289). It is well established…

利用面板数据估计接近单位根的自回归根AI 解读

Time series data are often well modeled by using the device of an autoregressive root that is local to unity. Unfortunately, the localizing parameter (c) is not consistently estimable using existing time series econometric techniques and the lack of a consistent estimator complicates inference. This paper develops procedures for the estimation of a common localizing parameter using panel data. Pooling information across individuals in a panel aids the identification and…

I(2) 系统中的混合正态性与辅助性AI 解读

This paper studies asymptotic likelihood inference on cointegration parameters in systems integrated of order two. We start with so-called triangular systems and then extend the analysis to vector autoregressions. We show that even when all unit root restrictions have been imposed, the asymptotic observed information is not (locally) ancillary, which implies that the log-likelihood ratio is not locally asymptotically mixed normal. The results are applied to inference on…

含未知 I(0)、I(1) 与 I(2) 混合成分的向量自回归AI 解读

This paper develops a new estimation method for nonstationary vector autoregressions (VAR's) with unknown mixtures of I (0), I (1), and I (2) components. The method does not require prior knowledge on the exact number and location of unit roots in the system. It is, therefore, applicable for VAR's with any mixture of I (0), I (1), and I (2) variables, which may be cointegrated in any form. The limit theory for the stationary component of our estimator is still normal,…