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通过混合建模开展因子实验的贝叶斯分析AI 解读

A Bayesian analysis for factorial experiments is presented, using finite mixture distributions to model the main effects and interactions. This allows both estimation and an analogue of hypothesis testing in a posterior analysis using a single prior specification. A detailed formulation based on this approach is provided for the case of the two-way model with replication, allowing interactions. Issues in formulating a suitable prior are discussed in detail, and, in the…

允许更新样本量的组序贯 t 检验AI 解读

If the maximum sample size for a group sequential t-test is calculated on the basis of a prior estimate of the variance, power at a fixed distance from the null hypothesis is not robust to misspecification of the variance. We propose a new group sequential t-test, based on Stein's (1945) two-stage test, in which we use internal estimates of the variance to update the maximum sample size, and allow early stopping to reject the null hypothesis through a Lan & DeMets (1983)…

稀有事件生存数据的一类加权对数秩检验AI 解读

In many epidemiological and medical follow-up studies, a majority of study subjects do not experience the event of interest during the follow-up period. An important example is the ongoing prostate, lung, colorectal, and ovarian cancer Screening trial of the National Cancer Institute. In such a situation, the widely used Gp family of weighted log-rank statistics essentially reduces to the special case of the (unweighted) log-rank statistics. We propose a simple modification…

协变量存在测量误差时的加性风险回归AI 解读

The additive hazards model specifies that the hazard function conditional on a set of covariates is the sum of an arbitrary baseline hazard function and a regression function of covariates. This article deals with the analysis of this semiparametric regression model with censored failure time data when covariates are subject to measurement error. We assume that the true covariate is measured on a randomly chosen validation set, whereas a Surrogate covariate (i.e., an…

因子水平数较大时方差分析的渐近理论AI 解读

We study asymptotic results for F tests in analysis of variance models as the number of factor levels goes to ∞ but the number of observations for each factor combination is fixed. Asymptotic derivations of the type discussed in this article would be relevant whenever both the numerator and denominator degrees of freedom go to ∞ (at the same rate). We consider null and alternative distributions of F, the usual F statistic, for fixed-effects and random-effects, balanced and…

双抽样框调查的统计推断AI 解读

In a dual frame survey, samples are drawn independently from two overlapping frames that together cover the population of interest. Several estimators for population totals in dual frame surveys are discussed and compared under a unified setup. We propose jackknife variance estimators, establish their design consistency, and explore their finite-sample performance in a simulation study.

广义线性混合模型的参考贝叶斯方法AI 解读

Bayesian methods furnish an attractive approach to inference in generalized linear mixed models. In the absence of subjective prior information for the random-effect variance components, these analyses are typically conducted using either the standard invariant prior for normal responses or diffuse conjugate priors. Previous work has pointed out serious difficulties with both strategies, and we show here that as in normal mixed models, the standard invariant prior leads to…

估计函数的窗口子抽样及其在回归模型中的应用AI 解读

We propose a subsampling method for estimating the asymptotic standard error of a statistic β n that is the solution to an estimating equation 1/n Σn j=1 Uj(Y j Xj, β) = 0 where the data Yj may be temporally or spatially correlated and the estimating function may depend on covariates Xj . A key statistic that we consider in detail is a generalized linear model regression coefficient computed under the assumption of independence. The availability of a consistent variance…

时间序列尺度分析中小波方差估计量的统计性质与应用AI 解读

Many physical processes are an amalgam of components operating on different scales, and scientific questions about observed data are often inherently linked to understanding the behavior at different scales. We explore time-scale properties of time series through the variance at different scales derived using wavelet methods. The great advantage of wavelet methods over ad hoc modifications of existing techniques is that wavelets provide exact scale-based decomposition…

通过系数依赖阈值扩展小波回归方法的适用范围AI 解读

Various aspects of the wavelet approach to nonparametric regression are considered, with the overall aim of extending the scope of wavelet techniques to irregularly spaced data, to regularly spaced datasets of arbitrary size, to heteroscedastic and correlated data, and to data that contain outliers. The core of the methodology is an algorithm for finding ail of the variances and within-level covariances in the wavelet table of a sequence with given covariance structure. If…

REACT 散点图平滑器：通过基表示的简约性实现超效率AI 解读

REACT estimators for the mean of a linear model involve three steps: transforming the model to a canonical form that provides an economical representation of the unknown mean vector, estimating the risks of a class of candidate linear shrinkage estimators, and adaptively selecting the candidate estimator that minimizes estimated risk. Applied to one- or higher-way layouts, the REACT method generates automatic scatterplot smoothers that compete well on standard datasets with…

使用条件均值插补数据的统计推断AI 解读

In this article we present analytic techniques for inference from a dataset in which missing values have been replaced by predictive means derived from an imputation model. The derivations are based on asymptotic expansions of point estimators and their associated variance estimators, and the resulting formulas can be thought of as first-order approximations to standard multiple-imputation procedures with an infinite number of imputations for the missing values. Our method,…

安全且有效的重要性抽样AI 解读

We present two improvements on the technique of importance sampling. First, we show that importance sampling from a mixture of densities, using those densities as control variates, results in a useful upper bound on the asymptotic variance. That bound is a small multiple of the asymptotic variance of importance sampling from the best single component density. This allows one to benefit from the great variance reductions obtainable by importance sampling, while protecting…

条件 Logistic 回归的高效蒙特卡洛方法AI 解读

Exact inference for the logistic regression model is based on generating the permutation distribution of the sufficient statistics for the regression parameters of interest conditional on the sufficient statistics for the remaining (nuisance) parameters. Despite the availability of fast numerical algorithms for the exact computations, there are numerous instances where a data set is too large to be analyzed by the exact methods, yet too sparse or unbalanced for the maximum…

二元失效时间数据的模型选择与半参数推断AI 解读

We propose model selection procedures for bivariate survival models for censored data generated by the Archimedean copula family. In route to constructing the selection methodology, we develop estimates of some time-dependent association measures, including estimates of the local and global Kendall's tau, local odds ratio, and other measures defined throughout the literature. We propose a goodness-of-fit-based model selection methodology as well as a graphical approach. We…

主研究与验证研究设计下含误分类和测量误差的 Logistic 回归推断AI 解读

In epidemiological studies, continuous covariates often are measured with error and categorical covariates often are misclassified. Using the logistic regression model to represent the relationship between the binary outcome and the perfectly measured and classified covariates, the model for the observed main study data is derived. This derivation relies on the assumption that the error in the continuous covariates is multivariate normally distributed and uses a chain of…

含缺失二元结局、辅助变量与全有或全无依从性的随机癌症预防试验分析AI 解读

The Prostate Cancer Prevention Trial is a randomized chemoprevention trial designed to compare the effect of daily finasteride versus placebo on prostate cancer determined by biopsy. Investigators have scheduled a biopsy at the end of the trial in 7 years or following a positive prostate-specific antigen (PSA) on annual screening. The analysis will need to adjust for two likely complications. First, some subjects will not receive a biopsy, depending in part on whether or not…

转移回归模型及其在环境时间序列中的应用AI 解读

Environmental epidemiologists often encounter time series data in the form of discrete or other nonnormal outcomes; for example, in modeling the relationship between air pollution and hospital admissions or mortality rates. We present a case study examining the association between pollen counts and meteorologic covariates. Although such time series data are inadequately described by standard methods for Gaussian time series, they are often autocorrelated, and warrant an…

马尔可夫链蒙特卡洛：用于贝叶斯推断的随机模拟AI 解读

Introduction Stochastic simulation Introduction Generation of Discrete Random Quantities Generation of Continuous Random Quantities Generation of Random Vectors and Matrices Resampling Methods Exercises Bayesian Inference Introduction Bayes' Theorem Conjugate Distributions Hierarchical Models Dynamic Models Spatial Models Model Comparison Exercises Approximate methods of inference Introduction Asymptotic Approximations Approximations by Gaussian Quadrature Monte Carlo…

摘要暂缺

稀有事件生存数据的一类加权对数秩检验AI 解读

In many epidemiological and medical follow-up studies, a majority of study subjects do not experience the event of interest during the follow-up period. An important example is the ongoing prostate, lung, colorectal, and ovarian cancer Screening trial of the National Cancer Institute. In such a situation, the widely used Gp family of weighted log-rank statistics essentially reduces to the special case of the (unweighted) log-rank statistics. We propose a simple modification…

REACT 散点平滑：通过简约基表示实现超效率AI 解读

REACT estimators for the mean of a linear model involve three steps: transforming the model to a canonical form that provides an economical representation of the unknown mean vector, estimating the risks of a class of candidate linear shrinkage estimators, and adaptively selecting the candidate estimator that minimizes estimated risk. Applied to one- or higher-way layouts, the REACT method generates automatic scatterplot smoothers that compete well on standard datasets with…

基于条件均值填补数据的统计推断AI 解读

In this article we present analytic techniques for inference from a dataset in which missing values have been replaced by predictive means derived from an imputation model. The derivations are based on asymptotic expansions of point estimators and their associated variance estimators, and the resulting formulas can be thought of as first-order approximations to standard multiple-imputation procedures with an infinite number of imputations for the missing values. Our method,…

结局缺失、辅助变量及全有或全无依从下的随机癌症预防试验分析AI 解读

The Prostate Cancer Prevention Trial is a randomized chemoprevention trial designed to compare the effect of daily finasteride versus placebo on prostate cancer determined by biopsy. Investigators have scheduled a biopsy at the end of the trial in 7 years or following a positive prostate-specific antigen (PSA) on annual screening. The analysis will need to adjust for two likely complications. First, some subjects will not receive a biopsy, depending in part on whether or not…