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逻辑回归与判别分析中的惩罚极大似然估计AI 解读

Maximum likelihood estimation of the parameters of the binary logistic regression model for pr(H|x) is discussed with separate discussion of sampling from (i) the conditional distribution of H given x, (ii) the joint distribution of H and x, and (iii) the conditional distribution of x given H. Difficulties associated with continuous x in the latter sampling scheme are discussed. To avoid these, penalized maximum likelihood estimates are introduced, which give estimates of…

非线性联立模型工具变量估计量的比较研究AI 解读

In the context of single equation approaches to the estimation of nonlinear simultaneous models, three classes of estimators can be established, using different fitted values established by a stage-one regression. The first uses the Fitted values of the nonlinear function in the second-stage regression. The second, called here the naive instrument, substitutes a fitted value inside the nonlinear function. The third uses an estimate of the conditional expectation of the…

非线性联立模型工具变量估计量的比较研究AI 解读

In the context of single equation approaches to the estimation of nonlinear simultaneous models, three classes of estimators can be established, using different fitted values established by a stage-one regression. The first uses the Fitted values of the nonlinear function in the second-stage regression. The second, called here the naive instrument, substitutes a fitted value inside the nonlinear function. The third uses an estimate of the conditional expectation of the…

流行病学研究中的匹配与设计效率AI 解读

For an observational study to compare two groups with respect to a dichotomous outcome variable, the design strategy of matching observational units with respect to a potential confounding variable X is compared with the strategy of selecting independent samples with possible poststratification on X for bias control. The comparison is based on asymptotic relative efficiencies of appropriate Mantel—Haenszel chi-squared tests. It is found that proper understanding requires…

面板数据与不可观测个体效应AI 解读

Abstract An important purpose in pooling time-series and cross-section data is to control for individual-specific unobservable effects which may be correlated with other explanatory variables, e.g. latent ability in measuring returns to schooling in earnings equations or managerial ability in measuring returns to scale in firm cost functions. Using instrumental variables and the time-invariant characteristics of the latent variable, we derive: 1. (1) a test for the presence…

含误差成分动态模型的估计AI 解读

Observations on N cross-section units at T time points are used to estimate a simple statistical model involving an autoregressive process with an additive term specific to the unit. Different assumptions about the initial conditions are (a) initial state fixed, (b) initial state random, (c) the unobserved individual effect independent of the unobserved dynamic process with the initial value fixed, and (d) the unobserved individual effect independent of the unobserved…

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摘要暂缺

删失随机区组设计的秩检验AI 解读

Rank tests are proposed and studied for the hypothesis of equal treatment effects in randomized block experiments. The procedures are applicable to samples containing arbitrarily right-censored observations as well as uncensored observations. In the case of logistic and double exponential rank scores, the tests are shown to be censored data extensions of the well-known Friedman (1937) and Brown & Mood (1951) procedures respectively. The application of the techniques to…

二元响应数据的两类加性化变换AI 解读

Two families of power transformations for probabilites are introduced to model symmetric and asymmetric departures from the logistic model. The aim is to provide, in a comprehensive way, a representation of alternative scales in terms of which to carry out the analysis of binary response data. Maximum likelihood methods are empolyed to estimate an appropriate transformation using GLIM. Tests for detection of symmetric and asymmetric departures are proposed.

二项响应模型中最大似然估计量的存在性AI 解读

Summary Necessary and sufficient conditions are given for the existence of maximum likelihood estimators of the linear regression parameter in binomial response (this includes Logit and Probit) models.

分位数区间内外置信区间的置信系数界AI 解读

In this article, bounds for the confidence coefficients of outer and inner confidence intervals for quantile intervals are obtained using properties of convex functions. The bounds obtained here are sharper than the bounds given in Krewski (1976) and Reiss and Ruschendorf (1976).

改进有限信息最大似然估计量分布的渐近展开AI 解读

An improvement of the limited information maximum likelihood (LIML) estimator was proposed by Morimune (1978). In this note two asymptotic expansions of the distribution of the improved estimator are derived, both for large sample size and for large values of the noncentrality parameter. The improved estimator uniformly dominates the LIML estimator in terms of the probability of concentration around the true coefficient for both the parameter sequences. The distributions of…

基于密度—分位数函数的最优间距选择AI 解读

In this paper design techniques for continuous parameter time series regression analysis are employed to develop a general approach to optimal spacing selection for the linear estimation of location and scale parameters by sample quantiles from uncensored or censored samples. The spacings derived from this approach are asymptotically optimal in the sense that they result in near optimal asymptotic relative efficiencies for large values of $k$, the number of spacing elements.…

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家庭内部疾病传染性的推断AI 解读

The potential that an infective has for infecting a given susceptible from the same household is quantified as a random variable depending on the duration of the infectious period, the severity of the illness and the mobility of the infective. Procedures for making inference about both the mean value and the variance of this potential are proposed. In particular, the proposed analysis makes it possible to test whether infectives display significant differences in their…

简单回归模型中的 Brown–Mood 型中位数估计量AI 解读

In the context of simple linear regression we investigate a class of estimators for the parameters which contains the Brown-Mood estimators. We derive the asymptotic efficiency properties of the class of slope estimators and find the most efficient slope estimator. This estimator is shown to have efficiency properties analogous to those of other median estimators for slope found in the literature. The equations which define the optimal estimators are median analogues of the…

对数似然的凹性AI 解读

For a very general regression model with an ordinal dependent variable, the log likelihood is proved concave if the derivative of the underlying response function has concave logarithm. For a binary dependent variable, a weaker condition suffices, namely, that the response function and its complement each have concave logarithm. The normal, logistic, sine, and extreme-value distributions, among others, satisfy the stronger condition, the t (including Cauchy) distributions…

离散选择模型中的应用福利经济学AI 解读

Economists have been paying increasing attention to the study of situations in which csumers face a discrete rather than a continous set of choices.Such models are potentially very important in evaluating the impact of government programs upon consi.mterwelfare.But very little has been said in general regarding the tools of applied welfare economics in discrete choice situations.This paper shows how the conventional methods of applied welfare economics can be modified to…

中位生存时间的估计AI 解读

Two methods are proposed for setting confidence intervals for the median survival time. It is shown how these are related to bootstrap methods for censored data, and some numerical comparisons are presented.

流行病学研究中的匹配与设计效率AI 解读

For an observational study to compare two groups with respect to a dichotomous outcome variable, the design strategy of matching observational units with respect to a potential confounding variable X is compared with the strategy of selecting independent samples with possible poststratification on X for bias control. The comparison is based on asymptotic relative efficiencies of appropriate Mantel—Haenszel chi-squared tests. It is found that proper understanding requires…

删失随机区组设计的秩检验AI 解读

Rank tests are proposed and studied for the hypothesis of equal treatment effects in randomized block experiments. The procedures are applicable to samples containing arbitrarily right-censored observations as well as uncensored observations. In the case of logistic and double exponential rank scores, the tests are shown to be censored data extensions of the well-known Friedman (1937) and Brown & Mood (1951) procedures respectively. The application of the techniques to…

随机删失数据的非参数二元分布估计AI 解读

The estimation of a bivariate distribution function with randomly censored data is considered. It is assumed that the censoring occurs independently of the lifetimes, and that deaths and losses which occur simultaneously can be separated. Two estimators are developed: a reduced-sample estimator and a self-consistent one. It is shown that the latter estimator satisfies a nonparametric likelihood function and is unique up to the final uncensored values in any dimension; it…

二元响应数据实现可加性的两类变换AI 解读

Two families of power transformations for probabilites are introduced to model symmetric and asymmetric departures from the logistic model. The aim is to provide, in a comprehensive way, a representation of alternative scales in terms of which to carry out the analysis of binary response data. Maximum likelihood methods are empolyed to estimate an appropriate transformation using GLIM. Tests for detection of symmetric and asymmetric departures are proposed.