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模块化非参数子生存分布估计AI 解读

This article describes new methods for estimating survival distributions based on nonparametric curve estimators. One approach improves the estimation of long-term survival rates. Simulation studies using Weibull and lognormal data show that even in the case found to be least favorable, the new method has less than one-seventh the prediction error of all conventional life-table (LT) or Kaplan–Meier (KM) estimators, even when the LT and KM techniques are optimized for the…

利用估计得分进行假设检验AI 解读

A method is proposed for testing hypotheses that is very much in the spirit of expected maximum log likelihood estimation and bears much the same relation to it as the likelihood ratio test methodology does to maximum likelihood estimation. For a single test parameter, the method amounts to basing critical regions on the difference between the estimated score and its expectation. In some cases where a sufficient statistic, independent of the test parameter, exists for the…

广义线性回归的主成分估计AI 解读

The generalized linear model (Nelder & Wedderburn, 1972) has become an elegant and practical option to classical least-squares linear model building. We consider the specific problem of generalized linear regression utilizing a set of continuous explanatory variables to model an exponential family response. It is the objective of this paper to develop and present an asymptotically biased principal component parameter estimation technique, as an option to traditional maximum…

比较估计量分布函数图形的解释AI 解读

In this paper I examine graphical comparisons of one-dimensional (or marginal) distribution functions of alternative estimators. It is shown that areas under the c.d.f. (cumulative distribution function) curve can be given a decision-theoretic interpretation as risk under a bounded absolute-error loss function. I also show that by a simple rescaling of the graph's axes, graphical areas are created which can be interpreted as risk under bounded squared-error loss. The bounded…

多元时间序列谱密度矩阵相关统计量的分布渐近展开及应用AI 解读

Let { X ( t )} be a multivariate Gaussian stationary process with the spectral density matrix f 0 (ω), where θ is an unknown parameter vector. Using a quasi-maximum likelihood estimator θ̂ of θ, we estimate the spectral density matrix f 0 (ω) by f θ̂ (ω). Then we derive asymptotic expansions of the distributions of functions of f θ̂ (ω). Also asymptotic expansions for the distributions of functions of the eigenvalues of f θ̂ (ω) are given. These results can be applied to…

稳健回归型模型设定检验的统一方法AI 解读

This paper develops a general approach to robust, regression-based specification tests for (possibly) dynamic econometric models. A useful feature of the proposed tests is that, in addition to estimation under the null hypothesis, computation requires only a matrix linear least-squares regression and then an ordinary least-squares regression similar to those employed in popular nonrobust tests. For the leading cases of conditional mean and/or conditional variance tests, the…

非平衡面板下随机前沿系统的估计：埃及地砖制造业案例AI 解读

Abstract A generalized stochastic frontier system is fitted with unbalanced panel data of Egyptian floor tileries and estimated using OLS, ‘within’, feasible GLS, and maximum likelihood. Hausman tests indicate ‘within’ is the correct estimator for the data. Estimates of firm‐level technical and allocative inefficiencies (and their costs) are presented for each of the estimators. Finally, sources of technical inefficiency are investigated.

组序贯假设检验后的参数估计AI 解读

Parameter estimation techniques which fail to adjust for the interim analyses of group sequential test designs will introduce bias in much the same way that the repeated use of single sample hypothesis testing causes inflation of the type one statistical error rate. Methods based on the duality of hypothesis testing and interval estimation require definition of an ordering for the outcome space for the test statistic. In this paper, estimation following a group sequential…

结构方程模型的多层分析AI 解读

This paper considers the multilevel analysis of structural equation models with unbal anced sampling designs. The analysis is based on the maximum likelihood and the generalized least squares approaches. Basic statistical results for inference such as the asymptotic distribution of the estimators, goodness-of-fit test statistics for the validity of the model and functional constraints are developed. Computationally, the applications of the scoring algorithm and the…

不等间隔纵向数据中的序列相关AI 解读

Serial correlation in the within subject error structure in longitudinal data with unequally spaced observations is modelled using continuous time autoregressive moving averages. The models considered have both fixed and random effects in addition to serially correlated within subject errors. Two approaches are presented for calculating the exact likelihood for a model when the errors are Gaussian. The first calculates the covariance matrices for each subject for assumed…

小样本自回归模型选择中 Kullback–Leibler 信息的改进估计AI 解读

A new estimator, AICl, of the Kuliback-Leibler information is proposed for Gaussian autoregressive time series model selection. The expected information is decomposed into two terms, the first being estimated without bias. The second term is a penalty function which depends only weakly on the model parameters, and hence can be tabulated by simulation from a white noise process. The estimated information, AICl, is very nearly unbiased when the model is either correct or…

变点风险率模型似然比检验的一个问题AI 解读

A likelihood ratio test for constant hazard against a step change alternative has received considerable attention in recent years. Additional information in the maximum likelihood estimate of the change-point can seriously affect interpretation of test results. Some simple modifications are considered for which exact percentage points can be derived. Monte Carlo power and mean squared error comparisons are encouraging.

约束子模型中最大似然估计的近似AI 解读

An approximation to the maximum likelihood estimates of the parameters in a model can be obtained from the corresponding estimates and information matrices in an extended model, i.e. a model with additional parameters. The approximation is close provided that the data are consistent with the first model. Applications are described to log linear models for discrete data, to models for multivariate normal distributions with special covariance matrices and to mixed…

利用逻辑回归调整无应答偏差AI 解读

A method of adjustment for nonresponse is considered. No information about the nonrespondents is required, but the respondents are assumed to answer all questions of interest. One or more call-backs are assumed. The probabilities of response are represented by a logistic regression model, in which variables in the survey are explanatory variables. The probabilities are estimated using a modified conditional maximum likelihood approach, based on the respondents. The estimated…

多个变点的极大似然估计AI 解读

Maximum likelihood estimation of the locations of changes in sequences of independent categorical random variables when there are known lower bounds on the lengths of the sub-sequences between the change points is discussed. A method is developed which finds one of the maximum likelihood solutions. The problem of estimating the number of changed segments is discussed and some numerical results about the precision of the estimates of the locations of changes are presented.…

家族数据组内相关的极大似然估计：估计方程方法AI 解读

We introduce a generalized model for estimating intraclass correlation in the analysis of familial data. This model incorporates the models of Donner & Koval (1980), Donner & Bull (1983), Rosner (1984) and Münoz, Rosner & Carey (1986) as special cases. We then obtain the maximum likelihood estimates of the parameters of the model. In particular we obtain a single estimating equation, to be solved iteratively, for the estimation of the intraclass correlation p and discuss all…

使用二次指数模型的相关二元回归AI 解读

A model of quadratic exponential form is parameterized in terms of marginal means and pairwise correlations for the regression analysis of correlated binary data. Pseudo-maximum likelihood methods using a special case termed the multiplicative model are proposed, but are noted to be computationally unattractive if the ‘blocks’ of correlated responses are at all large. On the other hand score estimating functions for mean and correlation parameters are shown to be of a…

亲代与子代相关性的估计AI 解读

When families have different numbers of offspring, Srivastava (1984) provided an easily computable estimator as an alternative to the maximum likelihood estimator of parent-offspring correlation. Some properties of this estimator are discussed vis-à-vis with those of ensemble and pairwise estimators. Further, we derive the small sample distribution of Srivastava's estimator under the assumption of null parent-offspring correlation. In the process, we demonstrate that a…

指数分布第二类删失数据的相对信息损失AI 解读

This paper uses information theory to quantify information loss in Type II censored samples drawn from an exponential distribution. Indexes of information loss for the maximum likelihood estimation and for Bayesian analysis are defined. Properties of the proposed information measures as functions of the sample size, the exponential parameter, and the parameters of the prior distribution are studied. It is shown that the relative loss of information in Type II censoring may…

均值变化极大似然检验的渐近分布AI 解读

For the maximum likelihood tests for a change in the mean of independent random variables, it is proved that the limit distribution is a double exponential, i.e. Gumbel, distribution. Our results also explain why the maximum likelihood methods are very powerful on the tails.

基于似然的显著性检验的条件性质AI 解读

This paper considers the conditional properties of the unconditional significance tests based on standardized versions of the maximum likelihood estimate and the score statistic for the case of a simple null hypothesis and a one-parameter model. The properties of the tests are assessed by considering the conditional level of the test given the observed value of a statistic that is locally ancillary near the null model. It is shown that for the test based on the maximum…

伯努利变量序列中变化区段的定位AI 解读

The theory underlying inferences about a single change point in a sequence of independent Bernoulli variables is extended to the two change points problem where the distance between the two change points is known, namely a changed segment. Both null and nonnull distributions of the log likelihood ratio for testing the hypothesis that there is no changed segment against the alternative that there is one of specified length are derived using recurrence equations. The…

Barndorfi-Nielsen & Cox (1979) introduced the double saddlepoint approximation to the conditional likelihood function for a structural parameter vector given a sufficient statistic for a nuisance parameter vector. This approximation is considered in some detail for the case of multiple logistic regression models with polytomous outcome states. It is shown that the profile score with saddlepoint correction yields a simple derivation of an approximation to the mean of a…

凹性与估计AI 解读

Simplified conditions are given for consistency and asymptotic normality of $M$-estimates derived by maximization of averages of independent identically distributed random concave functions. Applications are made to maximum likelihood estimation.