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广义线性混合模型的条件推断AI 解读

We propose a method of inference for generalized linear mixed models (GLMM) that in many ways resembles the method of least squares. We also show that adequate inference about GLMM can be made based on the conditional likelihood on a subset of the random effects. One of the important features of our methods is that they rely on weak distributional assumptions about the random effects. The methods proposed are also computationally feasible. Asymptotic behavior of the…

长记忆扰动回归模型的局部渐近正态性AI 解读

The local asymptotic normality property is established for a regression model with fractional ARIMA($p, d, q$) errors. This result allows for solving, in an asymptotically optimal way, a variety of inference problems in the long-memory context: hypothesis testing, discriminant analysis, rank-based testing, locally asymptotically minimax andadaptive estimation, etc. The problem of testing linear constraints on the parameters, the discriminant analysis problem, and the…

Geo/G/1 离散时间排队模型的大样本贝叶斯分析AI 解读

In this paper, a nonparametric Bayesian analysis of queueing models with geometric input and general service time is performed. In particular, statistical inference for the probability generating function p.g.f. of the equilibrium waiting time distribution is considered. The consistency of the posterior distribution for such a p.g.f., as well as the weak convergence to a Gaussian process of a suitable rescaling, are proved. As by-products, results on statistical inference…

协整VAR模型中的若干参数稳定性检验AI 解读

Some methods for the evaluation of parameter constancy in cointegrated vector autoregressive (VAR) models are discussed. Two different ways of re-estimating the VAR-model are proposed; one in which all parameters are estimated recursively based upon the likelihood function for the first observations, and another in which the cointegrating relations are estimated recursively from a likelihood function, where the short-run parameters have been concentrated out. We suggest…

心理学中的零假设检验争论AI 解读

A controversy concerning the usefulness of “null” hypothesis tests in scientific inference has continued in articles within psychology since 1960 and has recently come to a head, with serious proposals offered for a test ban or something close to it. This article sketches some of the views of statistical theory and practice among different groups of psychologists, reviews a recent book offering multiple perspectives on null hypothesis tests, and argues that the debate within…

基于秩的自回归阶数识别AI 解读

Optimal rank-based procedures have been derived for testing arbitrary linear restrictions on the parameters of autoregressive moving average (ARMA) models with unspecified innovation densities. The finite-sample performances of these procedures are investigated here in the context of AR order identification and compared to those of classical (partial correlograms and Lagrange multipliers) methods. The results achieved by rank-based methods are quite comparable, in the…

多变量判别分析AI 解读

Many statistical methods for discriminant analysis do not adapt well or easily to situations where the number of variables is large, possibly even exceeding the number of cases in the training set. We explore a variety of methods for providing robust identification of future samples in this situation. We develop a range of flexible Bayesian methods, and primarily a new hierarchical covariance compromise method, akin to regularized discriminant analysis. Although the methods…

非线性或非正态回归分析：基于似然的简便精确p值近似AI 解读

We develop simple approximations for the p values to use with regression models having linear or nonlinear parameter structure and normal or nonnormal error distribution; computer iteration then gives confidence intervals. Both frequentist and Bayesian versions are given. The approximations are derived from recent developments in likelihood analysis and have third-order accuracy. Also, for very small and medium-sized samples, the accuracy can typically be high. The…

方差分量模型的贝叶斯因子及其近似AI 解读

In this article we consider tests of variance components using Bayes factors. Such tests arise in many fields of application, including medicine, agriculture, and engineering. When using Bayes factors, the choice of prior distribution on the parameter of interest is of great importance; we propose a “unit-information” reference method for variance component models. The calculation of Bayes factors in this context is not straightforward; there are well-documented difficulties…

多元分类响应的关联—边际建模：极大似然方法AI 解读

Generalized log-linear models can be used to describe the association structure and/or the marginal distributions of multivariate categorical responses. We simultaneously model the association structure and marginal distributions using association-marginal (AM) models, which are specially formulated generalized log-linear models that combine two models: an association (A) model, which describes the association among all the responses; and a marginal (M) model, which…

脑电轨迹的评价与比较：非平稳时间序列的潜在结构AI 解读

We explore and illustrate the use of time series decomposition methods for evaluating and comparing latent structure in nonstationary electroencephalographic (EEG) traces obtained from depressed patients during brain seizures induced as part of electroconvulsive therapy (ECT). Analysis of the patterns of change over time in the frequency structure of such EEG data provides insight into the neurophysiological mechanisms of action of this effective but poorly understood…

流行病学分型数据建模与疾病传播的似然推断AI 解读

A model for epidemiologic typing data is introduced, and likelihood ratio methods are developed for evaluating these data as evidence about disease spread. The observed data consist of microorganism subtypes from an index case of infectious disease, cases clustered with the index case, and a reference sample. The likelihood methods are evaluated via probabilities of observing epidemiologic subtypes that represent strong and sometimes misleading evidence favoring one…

多准则决策合并：原住民捕鲸管理程序的竞争性开发AI 解读

International Whaling Commission management of aboriginal subsistence whaling will eventually use an aboriginal whaling management procedure (AWMP) chosen from a collection of candidate procedures after grueling simulation testing. An AWMP is a fully automatic algorithm designed to operate on the results of an assessment (i.e., a statistical estimation problem relying on sparse series of whale abundance data) to produce a catch limit in each year of real or simulated…

分位数回归的拟合优度及相关推断过程AI 解读

We introduce a goodness-of-fit process for quantile regression analogous to the conventional R2 statistic of least squares regression. Several related inference processes designed to test composite hypotheses about the combined effect of several covariates over an entire range of conditional quantile functions are also formulated. The asymptotic behavior of the inference processes is shown to be closely related to earlier p-sample goodness-of-fit theory involving Bessel…

协方差矩阵的非共轭贝叶斯估计及其在层级模型中的应用AI 解读

The problem of estimating a covariance matrix in small samples has been considered by several authors following early work by Stein. This problem can be especially important in hierarchical models where the standard errors of fixed and random effects depend on estimation of the covariance matrix of the distribution of the random effects. We propose a set of hierarchical priors (HPs) for the covariance matrix that produce posterior shrinkage toward a specified structure—here…

基于经验特征函数的时间序列假设检验：广义谱密度方法AI 解读

The standardized spectral density completely describes serial dependence of a Gaussian process. For non-Gaussian processes, however, it may become an inappropriate analytic tool, because it misses the nonlinear processes with zero autocorrelation. By generalizing the concept of the standardized spectral density, I propose a new spectral tool suitable for both linear and nonlinear time series analysis. The generalized spectral density is indexed by frequency and a pair of…

具有类似最大似然性质的缺失协变量加权估计方程AI 解读

In regression analysis, missing covariate data occurs often. A recent approach to analyzing such data is weighted estimating equations. With weighted estimating equations, the contribution to the estimating equation from a complete observation is weighted by the inverse probability of being observed. In this article we propose a weighted estimating equation that is almost identical to the maximum likelihood estimating equations. As such, we propose an EM-type algorithm to…

利用半参数无应答模型调整不可忽略的随访退出AI 解读

Consider a study whose design calls for the study subjects to be followed from enrollment (time t = 0) to time t = T, at which point a primary endpoint of interest Y is to be measured. The design of the study also calls for measurements on a vector V t) of covariates to be made at one or more times t during the interval [0, T). We are interested in making inferences about the marginal mean μ0 of Y when some subjects drop out of the study at random times Q prior to the common…

用广义断点回归设计评估加利福尼亚州囚犯分类系统AI 解读

Published studies using the regression discontinuity design have been limited to cases in which linear regression is applied to a categorical treatment indicator and an equal interval outcome. This is unnecessarily narrow. We show here how a generalization the usual regression discontinuity design can be applied in a wider range of situations. We focus on the use of categorical treatment and response variables, but we also consider the more general case of any regression…

非可忽略缺失的分类生活质量数据矩估计程序AI 解读

Quality-of-life outcomes collected during clinical trials often have considerable amounts of missing data, which, if not appropriately accounted for, may lead to bias in inferences. We introduce a method-of-moments (MM) estimating procedure for a model designed to handle nonignorable missingness arising in categorical data measured on independent populations. The missingness mechanism is assumed to be the same across the populations. We derive necessary and sufficient…

心理学中的零假设检验争论AI 解读

A controversy concerning the usefulness of “null” hypothesis tests in scientific inference has continued in articles within psychology since 1960 and has recently come to a head, with serious proposals offered for a test ban or something close to it. This article sketches some of the views of statistical theory and practice among different groups of psychologists, reviews a recent book offering multiple perspectives on null hypothesis tests, and argues that the debate within…

基于秩的自回归阶数识别AI 解读

Optimal rank-based procedures have been derived for testing arbitrary linear restrictions on the parameters of autoregressive moving average (ARMA) models with unspecified innovation densities. The finite-sample performances of these procedures are investigated here in the context of AR order identification and compared to those of classical (partial correlograms and Lagrange multipliers) methods. The results achieved by rank-based methods are quite comparable, in the…

非线性或非正态回归：基于似然分析的简便精确p值AI 解读

We develop simple approximations for the p values to use with regression models having linear or nonlinear parameter structure and normal or nonnormal error distribution; computer iteration then gives confidence intervals. Both frequentist and Bayesian versions are given. The approximations are derived from recent developments in likelihood analysis and have third-order accuracy. Also, for very small and medium-sized samples, the accuracy can typically be high. The…

具有类似最大似然性质的缺失协变量加权估计方程AI 解读

In regression analysis, missing covariate data occurs often. A recent approach to analyzing such data is weighted estimating equations. With weighted estimating equations, the contribution to the estimating equation from a complete observation is weighted by the inverse probability of being observed. In this article we propose a weighted estimating equation that is almost identical to the maximum likelihood estimating equations. As such, we propose an EM-type algorithm to…