共查询到20条相似文献,搜索用时 31 毫秒
1.
Feng-Shou Ko 《统计学通讯:理论与方法》2013,42(15):2681-2698
A proposed method based on frailty models is used to identify longitudinal biomarkers or surrogates for a multivariate survival. This method is an extention of earlier models by Wulfsohn and Tsiatis (1997) and Song et al. (2002). In this article, similar to Henderson et al. (2002), a joint likelihood function combines the likelihood functions of the longitudinal biomarkers and the multivariate survival times. We use simulations to explore how the number of individuals, the number of time points per individual and the functional form of the random effects from the longitudianl biomarkers influence the power to detect the association of a longitudinal biomarker and the multivariate survival time. The proposed method is illustrate by using the gastric cancer data. 相似文献
2.
The Significance Analysis of Microarrays (SAM; Tusher et al., 2001) method is widely used in analyzing gene expression data while controlling the FDR by using resampling-based procedure in the microarray setting. One of the main components of the SAM procedure is the adjustment of the test statistic. The introduction of the fudge factor to the test statistic aims at deflating the large value of test statistics due to the small standard error of gene-expression. Lin et al. (2008) pointed out that the fudge factor does not effectively improve the power and the control of the FDR as compared to the SAM procedure without the fudge factor in the presence of small variance genes. Motivated by the simulation results presented in Lin et al. (2008), in this article, we extend our study to compare several methods for choosing the fudge factor in the modified t-type test statistics and use simulation studies to investigate the power and the control of the FDR of the considered methods. 相似文献
3.
Extending the bifurcating autoregressive (BAR) process (cf. Cowan and Staudte, 1986) to multi-casting (multi-splitting) data, Hwang and Choi (2009) introduced multi-casting autoregression (MCAR, for short) defined on multi-casting tree structured data. This article is concerned with the case when the MCAR model is partially specified only through conditional mean and variance without directly imposing autoregressive (AR) structure. The resulting class of models will be referred to as P-MCAR (partially specified MCAR). The P-MCAR considerably enlarges the class of multi-casting models including (as special cases) MCAR, random coefficient MCAR, conditionally heteroscedastic multi-casting models and binomial-thinning processes. Moment structures for this broad P-MCAR class are investigated. Least squares (LS) estimation method is discussed and asymptotic relative efficiency (ARE) of the generalized-LS over ordinary-LS is obtained in a closed form. A simulation study is conducted to illustrate results. 相似文献
4.
Feng-Shou Ko 《统计学通讯:理论与方法》2013,42(18):3222-3237
We introduce a score test to identify longitudinal biomarkers or surrogates for a time to event outcome. This method is an extension of Henderson et al. (2000, 2002). In this article, a score test is based on a joint likelihood function which combines the likelihood functions of the longitudinal biomarkers and the survival times. Henderson et al. (2000, 2002) assumed that the same random effect exists in the longitudinal component and in the Cox model and then they can derive a score test to determine if a longitudinal biomarker is associated with time to an event. We extend this work and our score test is based on a joint likelihood function which allows other random effects to be present in the survival function. Considering heterogeneous baseline hazards in individuals, we use simulations to explore how the factors can influence the power of a score test to detect the association of a longitudinal biomarker and the survival time. These factors include the functional form of the random effects from the longitudinal biomarkers, in the different number of individuals, and time points per individual. We illustrate our method using a prothrombin index as a predictor of survival in liver cirrhosis patients. 相似文献
5.
Here, we apply the smoothing technique proposed by Chaubey et al. (2007) for the empirical survival function studied in Bagai and Prakasa Rao (1991) for a sequence of stationary non-negative associated random variables.The derivative of this estimator in turn is used to propose a nonparametric density estimator. The asymptotic properties of the resulting estimators are studied and contrasted with some other competing estimators. A simulation study is carried out comparing the recent estimator based on the Poisson weights (Chaubey et al., 2011) showing that the two estimators have comparable finite sample global as well as local behavior. 相似文献
6.
Soo Hak Sung 《统计学通讯:理论与方法》2013,42(9):1663-1674
A complete convergence theorem for an array of rowwise independent random variables was established by Sung et al. (2005). This result has been generalized and extended by Kruglov et al. (2006) and Chen et al. (2007). In this article, we extend the results of Sung et al. (2005), Kruglov et al. (2006), and Chen et al. (2007) to an array of dependent random variables satisfying Hoffmann-Jørgensen type inequalities. 相似文献
7.
Hong Zhang 《统计学通讯:理论与方法》2013,42(7):1228-1241
Sa and Edwards (1993) first proposed the Multiple Comparisons with a Control problem in Response Surface Methodology. They provided an exact solution for one predictor variable and a conservative solution when number of predictor variables is more than one. Merchant et al. (1998) improved the solution for the latter case. This article improves Merchant et al.'s solution for the case of rotatable designs in two predictor variables. 相似文献
8.
Thatphong Awirothananon 《统计学通讯:模拟与计算》2013,42(8):1757-1788
In this article, we examine the performance of two newly developed procedures that jointly select the number of states and variables in Markov-switching models by means of Monte Carlo simulations. They are Smith et al. (2006) and Psaradakis and Spagnolo (2006), respectively. The former develops Markov switching criterion (MSC) designed specifically for Markov-switching models, while the latter recommends the use of standard complexity-penalised information criteria (BIC, HQC, and AIC) in joint determination of the state dimension and the autoregressive order of Markov-switching models. The Monte Carlo evidence shows that BIC outperforms MSC while MSC and HQC are preferable over AIC. 相似文献
9.
Nonlinear heteroscedastic models are widely used in econometrics and statistical applications. We derive matrix formulae for the second-order biases of the maximum likelihood estimators of the parameters in the mean and variance response which generalize previous results by Cook et al. (1986) and Cordeiro (1993). The biases of the estimators are easily obtained as vectors of regression coefficients from suitable weighted linear regressions. The practical use of such biases is illustrated in a simulation study and in an application to a real data set. 相似文献
10.
Robert M. Adams 《统计学通讯:理论与方法》2013,42(13):2425-2442
This article generalizes results from Park et al. (1998) and Adams et al. (1999) on semiparametric efficient estimation of panel models. The form of semiparametric efficient estimators depends on the statistical assumptions imposed. Normality assumptions on the transitory error are sometimes inappropriate. We relax the normality assumption used in the articles above to derive more general semiparametric efficient estimators. These estimators are illustrated in a Monte Carlo simulation and an analysis of banking productivity. 相似文献
11.
Shesh N. Rai Jianmin Pan Xiaobin Yuan Jianguo Sun Melissa M. Hudson Deo K. Srivastava 《统计学通讯:理论与方法》2013,42(17):3117-3133
New drug discovery in the pediatrics has dramatically improved survival, but with long- term adverse events. This motivates the examination of adverse outcomes such as long-term toxicity in a phase IV trial. An ideal approach to monitor long-term toxicity is to systematically follow the survivors, which is generally not feasible. Instead, cross-sectional surveys are conducted in Hudson et al. (2007), with one of the objectives to estimate the cumulative incidence rates along with specific interest in fixed-term (5 or 10 year) rates. We present inference procedures based on current status data to our motivating example with very interesting findings. 相似文献
12.
Shaowen Wu 《统计学通讯:模拟与计算》2013,42(8):1590-1604
We reinvestigate the empirical problem of lag length selection in unit root tests when using the augmented Dickey–Fuller test based on GLS-detrending. We extend the Ng and Perron (1995) work on this issue by applying the finite sample critical values calculated using the formulae proposed by Cheung and Lai (1995). Unlike Ng and Perron (2001) we find through simulation studies that the method of selecting lag length using the sequential t-test in the ADF regression of GLS-detrended series performs the best in most cases. 相似文献
13.
In this article, we develop the Halton sequence of generating quasi-random numbers to an optimal sequence which has the inversive property. The new constructed quasi-random number generator satisfies the extra uniformity condition on [0, 1]. We finally present the performances of this generator in contrast to the former optimal Halton sequence in Chi et al. (2005) and modified optimal Halton sequence in Fathi et al. (2009). 相似文献
14.
In this article, we find designs insensitive to the presence of an outlier in a diallel cross design setup for estimating a complete set of orthonormal contrasts among the effects of the general combining abilities of a set of parental lines. The criterion of robustness, suggested by Mandal (1989) in block design setup and used by Biswas (2012) in treatment-control setup, is adapted here. Complete diallel cross designs, suggested by Gupta and Kageyama (1994), and partial diallel cross designs, suggested by Gupta et al. (1995) and Mukerjee (1997), are found to be robust under certain conditions. 相似文献
15.
ABSTRACT This paper reviews and extends the literature on the finite sample behavior of tests for sample selection bias. Monte Carlo results show that, when the “multicollinearity problem” identified by Nawata (1993) is severe, (i) the t-test based on the Heckman–Greene variance estimator can be unreliable, (ii) the Likelihood Ratio test remains powerful, and (iii) nonnormality can be interpreted as severe sample selection bias by Maximum Likelihood methods, leading to negative Wald statistics. We also confirm previous findings (Leung and Yu, 1996) that the standard regression-based t-test (Heckman, 1979) and the asymptotically efficient Lagrange Multiplier test (Melino, 1982), are robust to nonnormality but have very little power. 相似文献
16.
Pao-sheng Shen 《统计学通讯:模拟与计算》2013,42(4):531-543
Double censoring arises when T represents an outcome variable that can only be accurately measured within a certain range, [L, U], where L and U are the left- and right-censoring variables, respectively. When L is always observed, we consider the empirical likelihood inference for linear transformation models, based on the martingale-type estimating equation proposed by Chen et al. (2002). It is demonstrated that both the approach of Lu and Liang (2006) and that of Yu et al. (2011) can be extended to doubly censored data. Simulation studies are conducted to investigate the performance of the empirical likelihood ratio methods. 相似文献
17.
Pao-Sheng Shen 《统计学通讯:模拟与计算》2013,42(3):603-612
In this article, we consider the M-estimators for the linear regression model when both response and covariate variables are subject to double censoring. The proposed estimators are constructed as some functional of three types of estimators for a bivariate survival distribution. The first two estimators are the generalizations of the Campbell and Földes (1982) and Dabrowska (1988) estimators proposed by Shen (2009). The third estimator is the generalization of the Prentice and Cai (1992) estimator. The consistency of the proposed M-estimators is established. A simulation study is conducted to investigate the performance of the proposed estimators. Furthermore, the simple bootstrap methods are used to estimate standard deviations and construct interval estimators. 相似文献
18.
We consider a new generalization of the skew-normal distribution introduced by Azzalini (1985). We denote this distribution Beta skew-normal (BSN) since it is a special case of the Beta generated distribution (Jones, 2004). Some properties of the BSN are studied. We pay attention to some generalizations of the skew-normal distribution (Bahrami et al., 2009; Sharafi and Behboodian, 2008; Yadegari et al., 2008) and to their relations with the BSN. 相似文献
19.
This article presents results concerning the performance of both single equation and system panel cointegration tests and estimators. The study considers the tests developed in Pedroni (1999, 2004), Westerlund (2005), Larsson et al. (2001), and Breitung (2005) and the estimators developed in Phillips and Moon (1999), Pedroni (2000), Kao and Chiang (2000), Mark and Sul (2003), Pedroni (2001), and Breitung (2005). We study the impact of stable autoregressive roots approaching the unit circle, of I(2) components, of short-run cross-sectional correlation and of cross-unit cointegration on the performance of the tests and estimators. The data are simulated from three-dimensional individual specific VAR systems with cointegrating ranks varying from zero to two for fourteen different panel dimensions. The usual specifications of deterministic components are considered. 相似文献
20.
Qian Chen 《统计学通讯:模拟与计算》2013,42(4):789-804
We consider the relative merits of various saddlepoint approximations for the cumulative distribution function (cdf) of a statistic with a possibly non normal limit distribution. In addition to the usual Lugannani-Rice approximation, we also consider approximations based on higher-order expansions, including the case where the base distribution for the approximation is taken to be non normal. This extends earlier work by Wood et al. (1993). These approximations are applied to the distribution of the Anderson-Darling test statistic. While these generalizations perform well in the middle of the distribution's support, a conventional normal-based Lugannani-Rice approximation (Giles, 2001) is superior for conventional critical regions. 相似文献