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对模型不确定性稳健的投影型三水平主效应设计AI 解读

This paper is concerned with designing experiments under the assumption that an analysis strategy is used that considers interactions in addition to main effects. A criterion which averages an approximation to As-efficiency over lower-dimensional projections of the design is introduced to compare designs. A columnwise design procedure is used to construct three-level designs for six factors in 18 runs. The projection efficiencies of these designs are explored and compared…

多元正态协方差矩阵广义线性模型的极大似然估计AI 解读

The positive-definiteness constraint is the most awkward stumbling block in modelling the covariance matrix. Pourahmadi's (1999) unconstrained parameterisation models covariance using covariates in a similar manner to mean modelling in generalised linear models. The new covariance parameters have statistical interpretation as the regression coefficients and logarithms of prediction error variances corresponding to regressing a response on its predecessors. In this paper, the…

用于贝叶斯计算的广义 Gibbs 抽样与多重网格蒙特卡洛AI 解读

Although Monte Carlo methods have frequently been applied with success, indiscriminate use of Markov chain Monte Carlo leads to unsatisfactory performances in numerous applications. We present a generalised version of the Gibbs sampler that is based on conditional moves along the traces of groups of transformations in the sample space. We explore its connection with the multigrid Monte Carlo method and its use in designing more efficient samplers. The generalised Gibbs…

删失数据下的医疗费用估计AI 解读

Incompleteness of follow-up data is a common problem in estimating medical costs. Native analysis using summary statistics on the collected data can result in severely misleading statistical inference. This paper focuses on the problem of estimating the mean medical cost from a sample of individuals whose medical costs may be right censored. A class of weighted estimators which account appropriately for censoring are introduced. Our estimators are shown to be consistent and…

多种稀有特征流行比例的有效估计AI 解读

We consider a population with multiple traits of interest, where our goal is to estimate the proportions of individuals with the traits. When traits are rare, group testing can improve efficiency. Previous work of Hughes-Oliver & Swallow (1994) developed an adaptive two-stage design for group testing of only one trait. We extend this work to the multi-trait case. We derive the optimum group sizes using compound D-optimum design theory. Estimation is based on maximum…

形状双侧对称性的统计评估AI 解读

SUMMARY This paper formulates the problem of measuring bilateral symmetry of objects analytically for landmark data, and develops various new testing procedures and exploratory data analyses. The development is linked with the fundamental biological problem of measuring directional asymmetry and fluctuating asymmetry. We distinguish two types of symmetry, object symmetry and matching symmetry, and provide tests under assumptions of isotropic landmark variability as well as…

含噪声观测的点过程模型AI 解读

Consider a pair of point processes, X and Y, where X is regarded as a 'true' point process and Y is an imperfect observation of X. For the transformation from X to Y, we consider a number of disturbance mechanisms covering random thinning, displacement, censoring of the displaced points and superposition of extra points. We present the conditional likelihood of Y given X. When both point processes are observed the likelihood may be used for inference about the disturbance…

杂论：结合参数似然与经验似然AI 解读

Imbens & Lancaster (1994) pointed out that census reports can be interpreted as providing nearly exact knowledge of moments of the marginal distribution of economic variables. In this paper we show that empirical likelihood can effectively incorporate auxiliary information like this as long as it can be summarised as unbiased estimating equations. By combining empirical and parametric likelihoods, we show that the combined likelihood can produce valid inferences for the…

多元回归的失拟检验AI 解读

We study lack-of-fit tests based on orthogonal series estimators. A common feature of these tests is that they are functions of score statistics that employ data-driven model dimensions. The criteria used to select the dimension are score-based versions of AIC and BIC. The tests can be applied in a wide variety of settings, including both continuous and discrete data. With two or more covariates, a model sequence, i.e. a path in the alternative models space, has to be…

点过程强度函数中极点的估计AI 解读

Motivated by spatial data on earthquake epicentres, we consider the problem of estimating properties of poles in point-process intensity functions. Our methods are semiparametric, requiring only 'asymptotic' models for the intensity. They produce estimates of the locations and strengths of poles. Strength is expressed in terms of an exponent of regular variation, and is simply related to the correlation dimension of the underlying point process. It is argued that existing…

KPSS 检验的有限样本分布AI 解读

This paper gives numerical approximations of the finite sample distribution of the KPSS test statistic. We use two types of approximations depending on whether we estimate the long-run variance or not. In the known variance case we apply a very simple Laplace inversion formula, while in the unknown case we use saddlepoint approximation to calculate the right-hand tail of the distribution of the KPSS test statistic. In the unknown variance case, we also investigate the…

控制线性回归模型预测误差检验的显著性水平AI 解读

This paper provides evidence on problems associated with using standard tests for predictive failure when the errors of a linear regression model are not normally distributed. The ability of a simple bootstrap procedure to give a useful degree of control over the significance levels is examined.

动态马尔可夫转换因子模型的商业周期测度：贝叶斯模拟评估AI 解读

A Markov switching common factor is used to drive a dynamic factor model for important macroeconomic variables in eight countries. Bayesian estimation of the model is based on Markov chain Monte Carlo simulation methods which yield inferences about the unobservable path of the common factor, the latent variable of the state process and all model parameters. Additionally, simulation based filtering provides us with samples from the prediction density that can be used for…

摘要暂缺

一般备择下线性置换检验的渐近行为及其检验选择与研究设计应用AI 解读

Tests based on the permutation of observations are a common and attractive method of comparing two groups of outcomes, in part because they retain proper test size with minimal assumptions and can have high efficiency toward specific alternatives of interest. In addition, permutation tests may be used with discrete or categorical outcomes, for which linear rank tests are not designed. Permutation tests are now increasingly used to analyze discrete or continuous responses…

基于重抽样的假设检验的蒙特卡洛评价AI 解读

Monte Carlo estimation of the power of tests that require resampling can be very computationally intensive. It is possible to reduce the size of the inner resampling loop as long as the resulting estimator of power can be corrected for bias. A simple linear extrapolation method is shown to perform well in correcting for bias and thus reduces computation time in Monte Carlo power studies.

论剖面似然AI 解读

We show that semiparametric profile likelihoods, where the nuisance parameter has been profiled out, behave like ordinary likelihoods in that they have a quadratic expansion. In this expansion the score function and the Fisher information are replaced by the efficient score function and efficient Fisher information. The expansion may be used, among others, to prove the asymptotic normality of the maximum likelihood estimator, to derive the asymptotic chi-squared distribution…

不依赖反事实的因果推断AI 解读

A popular approach to the framing and answering of causal questions relies on the idea of counterfactuals: Outcomes that would have been observed had the world developed differently; for example, if the patient had received a different treatment. By definition, one can never observe such quantities, nor assess empirically the validity of any modeling assumptions made about them, even though one's conclusions may be sensitive to these assumptions. Here I argue that for making…

设计性缺失下的功效计算：铅暴露与注意力随访研究AI 解读

Longitudinal designs often change at critical times based on available funding, staffing, scientific opportunities, and subjects. This article presents three levels of investigation into missingness by design in a partially completed longitudinal study: Missingness that is completely at random (MCAR), at random (MAR), and nonignorable (MN). We first derive new expressions for the asymptotic variance and power based on multivariate normal data that are either MCAR or missing…

通过稳健 Probit 模型进行风险评估及其毒理学应用AI 解读

Various frameworks have been suggested for assessing the risk associated with continuous toxicity outcomes. The first formulates the effect of exposure on the adverse effect via a simple normal model and then computes the risk function using tail probabilities from the standard normal distribution. Because this risk function depends heavily on the assumed model, it may be sensitive to model misspecification. Recently, a semiparametric approach that utilizes an alternative…

两样本多状态加速停留时间模型AI 解读

Many medical studies involve observations of patients experiencing multiple consecutive states during their follow-up. Since treatments may have differential effects on these states, comparison is of interest with respect to individual sojourn times. In this article I generalize the univariate accelerated failure time model for multistate processes and model the treatment effects as state-specific time scale changes. I propose a two-sample inference procedure that…

自变量无测量误差或有测量误差时的聚类数据非参数函数估计AI 解读

We consider local polynomial kernel regression with a single covariate for clustered data using estimating equations. We assume that at most m < ∞ observations are available on each cluster. In the case of random regressors, with no measurement error in the predictor, we show that it is generally the best strategy to ignore entirely the correlation structure within each cluster and instead pretend that all observations are independent. In the further special case of…

随机过程的条件最小体积预测区域AI 解读

Motivated by interval/region prediction in nonlinear time series, we propose a minimum volume (MV) predictor for a strictly stationary process. The MV predictor varies with respect to the current position in the State space and has the minimum Lebesgue measure among all regions with the nominal coverage probability. We have established consistency, convergence rates, and asymptotic normality for both coverage probability and Lebesgue measure of the estimated MV predictor…

融合人口普查、覆盖调查与人口学分析的贝叶斯方法AI 解读

Demographic analysis of data on births, deaths, and migration and coverage measurement surveys that use capture-recapture methods have both been used to assess U.S. Census counts. These approaches have established that unadjusted Census counts are seriously flawed for groups such as young and middle-aged African-American men. There is considerable interest in methods that combine information from the Census, coverage measurement surveys, and demographic information to…