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基于单样本程序的删失生存时间中位数双样本推断AI 解读

Confidence intervals for median survival times are derived for censored survival data. The intervals are obtained by using the quantiles of the Kaplan-Meier product-limit estimator and have the same Pitman efficiency as the intervals found by inverting the sign test. Two-sample tests and confidence intervals for the difference in median survival times are then developed based on the comparison of the one-sample confidence intervals. Several methods for choosing the…

观察性研究中双样本置换推断的敏感性AI 解读

In observational studies, subjects are not randomly assigned to treatment or control, so they may differ in their chances of receiving the treatment. A simple method is developed and demonstrated for displaying the sensitivity of conventional two-group permutation inferences to departures from random assignment of treatments. The unmatched case, discussed here, differs in certain technical and computational details from the matched case, discussed previously; however, the…

核分位数估计量AI 解读

For an estimator of quantiles, the efficiency of the sample quantile can be improved by considering linear combinations of order statistics, that is, L estimators. A variety of such methods have appeared in the literature; an important aspect of this article is that asymptotically several of these are shown to be kernel estimators with a Guassian kernel, and the bandwidths are identified. It is seen that some implicit choices of the smoothing parameter are asymptotically…

多朋友选择中的同质性与社会距离：条件对称对数双线性关联模型AI 解读

This article presents an analysis of friendship choice data by focusing on homophily (or inbreeding bias) and social distance revealed in the patterns of both association between subjects' and friends' statuses and association among friends' statuses. These two aspects of inbreeding bias and social distance are simultaneously taken into account in modeling the data of friendship choice from subjects with different numbers of friends. The statuses of friends are expressed in…

观察性研究中两样本置换推断的敏感性AI 解读

In observational studies, subjects are not randomly assigned to treatment or control, so they may differ in their chances of receiving the treatment. A simple method is developed and demonstrated for displaying the sensitivity of conventional two-group permutation inferences to departures from random assignment of treatments. The unmatched case, discussed here, differs in certain technical and computational details from the matched case, discussed previously; however, the…

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条件逻辑回归似然分析中的鞍点修正AI 解读

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…

重复流感暴发中两种依赖来源的分离AI 解读

Two or more responses measured on a randomly selected individual can be dependent for two quite different reasons. In the first place they can be dependent within, that is conditional upon, each individual. Secondly, dependence is created simply from the heterogeneity between individuals. This paper addresses a rare instance of being able to measure separately the dependence from the two sources. The data comprise frequencies of the infection profiles for a sample of…

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删失线性回归半参数估计中的带宽选择AI 解读

Quantile and semiparametric M estimation are methods for estimating a censored linear regression model without assuming that the distribution of the random component of the model belongs to a known parametric family. Both methods require estimating derivatives of the unknown cumulative distribution function of the random component. The derivatives can be estimated consistently using kernel estimators in the case of quantile estimation and finite difference quotients in the…

用自助法构造置信区间：多产品成本函数的应用AI 解读

A multi-product cost function system is estimated for 387 banks in states that allow branch banking. The bootstrap resampling method is used to construct confidence intervals for marginal costs, output-cost elasticities, economies of scale and scope, and Allen elasticities of substitution. Confidence intervals for these measures are usually constructed using a first-order variance approximation under a normality assumption, but such confidence intervals are inexact if the…

两种不平等指数的大样本性质AI 解读

THIS PAPER PROVIDES the large sample properties of two inequality indices, Atkinson's (1970) index and the generalized entropy index (Cowell and Kuga (1981), Shorrocks (1984)). The large sample properties of the equally-distributed-equivalent (e.d.e.) income measures associated with these indices are also derived. The asymptotic distributions of these inequality and welfare measures allow the construction of confidence intervals and tests for differences in the measures;…

均衡中的家庭选择AI 解读

This paper is an empirical investigation of equilibrium restrictions on household consumption and male labor supply. It exploits a simple factor structure, rationalized by two assumptions, that household allocations are Pareto optimal and that the labor market is competitive. The paper estimates household preferences, and tests how well this parsimonious factor structure represents panel data on married couples and time series data on asset returns. Most of the estimates are…

The small-sample behavior of the bootstrap is investigated as a method for estimating p values and power in the stationary first-order autoregressive model. Monte Carlo methods are used to examine the bootstrap and Student-t approximations to the true distribution of the test statistic frequently used for testing hypotheses on the underlying slope parameter. In contrast to Student's t, the results suggest that the bootstrap can accurately estimate p values and power in this…

个人收入分布：新模型的构建及其对美国收入数据的应用AI 解读

Abstract This paper proposes a four‐parameter statistical model of the personalized distribution of income using the ‘income share elasticity’ approach suggested by Esteban (1986). Our proposed model includes the Singh–Maddala (1976) and Dagum (1977) distributions as special cases. The generalized beta II distribution of McDonald (1984) is also a variant of this model. It appears to give an excellent fit to US income data and its empirical performance turns out to be…

利用暴露与结局替代测量设计 Logistic 回归研究AI 解读

Suppose that a binary or polytomous outcome variable is related to a possibly continuous exposure variable through a logistic regression model, and that prior to sample selection subjects can be characterized according to ‘surrogates’ for outcome and exposure. The surrogate variables are assumed to satisfy certain conditional independence properties commonly used in errors-in-variables models. This paper considers the problem of using the surrogate variables to select…

社会网络的伪似然估计AI 解读

Interest in log-linear modeling for social-network data has grown steadily since Holland and Leinhardt (1981) proposed their p 1 model. That model was designed for a single binary relationship (directed graph) representing interactions between individuals. It assumed that interactions between pairs of individuals are mutually independent. Subsequent work has extended the model in various ways, including block-modeling and the case of dependence between pairs of individuals.…

数据依赖型治疗分配规则下的统计推断AI 解读

In comparing two treatments with dichotomous responses, the randomized play-the-winner rule (Wei and Durham 1978) tends to assign more study subjects to the better treatment. For ethical reasons, this property is desirable for studies on human subjects. The randomized play-the-winner rule, which is a modification of Zelen's play-the-winner rule (Zelen 1969), is not deterministic and is less vulnerable to experimental bias than other adaptive designs. Recently, this design…

基于辅助回归的模型设定检验AI 解读

Many specification tests can be computed with artificial linear regressions designed to be used as calculating devices to obtain test statistics and other quantities of interest. This article discusses the general principles that underlie all artificial regressions, and the use of such regressions to compute Lagrange multiplier and other specification tests based on estimates under the null hypothesis. The generality and power of artificial regressions as a means of…

合并截面与时间序列数据分析AI 解读

A review of methods for estimating multivariate relationships of individual entities in a data base and for summarizing these relationships. Focuses on methodologies such as classical pooling, error components, analysis of covariance, seemingly unrelated regressions, and random coefficient regressio

债券储架注册与自选择偏误AI 解读

Prior studies report lower issue costs for shelf registered debt and conclude that the benefits of increased underwriter competition can be realized by those firms using this registration procedure. This study reexamines the purported superiority of issuing debt via shelf registration, and finds that the savings in issue costs displayed by earlier studies can be attributed to a self-selection bias and not the method of registration. Copyright 1990 by American Finance…

债务储架注册与自选择偏差AI 解读

ABSTRACT Prior studies report lower issue costs for shelf registered debt and conclude that the benefits of increased underwriter competition can be realized by those firms using this registration procedure. This study re‐examines the purported superiority of issuing debt via shelf registration, and finds that the savings in issue costs displayed by earlier studies can be attributed to a self selection bias and not the method of registration.