共查询到20条相似文献,搜索用时 32 毫秒
1.
Antonio Martín Andrés 《统计学通讯:理论与方法》2013,42(5):760-772
It is customary to use two groups of indices to evaluate a diagnostic method with a binary outcome: validity indices with a standard rater (sensitivity, specificity, and positive or negative predictive values) and reliability indices (positive, negative and overall agreements) without a standard rater. However neither of these classic indices is chance-corrected, and this may distort the analysis of the problem (especially in comparative studies). One way of chance-correcting these indices is by using the Delta model (an alternative to the Kappa model), but this means having to use a computer program to work out the calculations. This paper gives an asymptotic version of the Delta model, thus allowing simple expressions to be obtained for the estimator of each of the above-mentioned chance-corrected indices (as well as for its standard error). 相似文献
2.
The 2 × 2 crossover is commonly used to establish average bioequivalence of two treatments. In practice, the sample size for this design is often calculated under a supposition that the true average bioavailabilities of the two treatments are almost identical. However, the average bioequivalence analysis that is subsequently carried out does not reflect this prior belief and this leads to a loss in efficiency. We propose an alternate average bioequivalence analysis that avoids this inefficiency. The validity and substantial power advantages of our proposed method are illustrated by simulations, and two numerical examples with real data are provided. 相似文献
3.
Lee-Shen Chen 《统计学通讯:理论与方法》2013,42(10):1649-1663
This article considers the problem of testing marginal homogeneity in a 2 × 2 contingency table. We first review some well-known conditional and unconditional p-values appeared in the statistical literature. Then we treat the p-value as the test statistic and use the unconditional approach to obtain the modified p-value, which is shown to be valid. For a given nominal level, the rejection region of the modified p-value test contains that of the original p-value test. Some nice properties of the modified p-value are given. Especially, under mild conditions the rejection region of the modified p-value test is shown to be the Barnard convex set as described by Barnard (1947). If the one-sided null hypothesis has two nuisance parameters, we show that this result can reduce the dimension of the nuisance parameter space from two to one for computing modified p-values and sizes of tests. Numerical studies including an illustrative example are given. Numerical comparisons show that the sizes of the modified p-value tests are closer to a nominal level than those of the original p-value tests for many cases, especially in the case of small to moderate sample sizes. 相似文献
4.
This article considers K pairs of incomplete correlated 2 × 2 tables in which the interesting measurement is the risk difference between marginal and conditional probabilities. A Wald-type statistic and a score-type statistic are presented to test the homogeneity hypothesis about risk differences across strata. Powers and sample size formulae based on the above two statistics are deduced. Figures about sample size against risk difference (or marginal probability) are given. A real example is used to illustrate the proposed methods. 相似文献
5.
Computational expressions for the exact CDF of Roy’s test statistic in MANOVA and the largest eigenvalue of a Wishart matrix
are derived based upon their Pfaffian representations given in Gupta and Richards (SIAM J. Math. Anal. 16:852–858, 1985). These expressions allow computations to proceed until a prespecified degree of accuracy is achieved. For both distributions,
convergence acceleration methods are used to compute CDF values which achieve reasonably fast run times for dimensions up
to 50 and error degrees of freedom as large as 100. Software that implements these computations is described and has been
made available on the Web. 相似文献
6.
Frederico Z. Poleto Julio M. Singer Carlos Daniel Paulino 《Statistics and Computing》2011,21(1):31-43
We review some issues related to the implications of different missing data mechanisms on statistical inference for contingency
tables and consider simulation studies to compare the results obtained under such models to those where the units with missing
data are disregarded. We confirm that although, in general, analyses under the correct missing at random and missing completely
at random models are more efficient even for small sample sizes, there are exceptions where they may not improve the results
obtained by ignoring the partially classified data. We show that under the missing not at random (MNAR) model, estimates on
the boundary of the parameter space as well as lack of identifiability of the parameters of saturated models may be associated
with undesirable asymptotic properties of maximum likelihood estimators and likelihood ratio tests; even in standard cases
the bias of the estimators may be low only for very large samples. We also show that the probability of a boundary solution
obtained under the correct MNAR model may be large even for large samples and that, consequently, we may not always conclude
that a MNAR model is misspecified because the estimate is on the boundary of the parameter space. 相似文献
7.
《统计学通讯:理论与方法》2013,42(9):1737-1752
Abstract The problem of obtaining the maximum probability 2 × c contingency table with fixed marginal sums, R = (R 1, R 2) and C = (C 1, … , C c ), and row and column independence is equivalent to the problem of obtaining the maximum probability points (mode) of the multivariate hypergeometric distribution MH(R 1; C 1, … , C c ). The most simple and general method for these problems is Joe's (Joe, H. (1988). Extreme probabilities for contingency tables under row and column independence with application to Fisher's exact test. Commun. Statist. Theory Meth. 17(11):3677–3685.) In this article we study a family of MH's in which a connection relationship is defined between its elements. Based on this family and on a characterization of the mode described in Requena and Martín (Requena, F., Martín, N. (2000). Characterization of maximum probability points in the multivariate hypergeometric distribution. Statist. Probab. Lett. 50:39–47.), we develop a new method for the above problems, which is completely general, non recursive, very simple in practice and more efficient than the Joe's method. Also, under weak conditions (which almost always hold), the proposed method provides a simple explicit solution to these problems. In addition, the well-known expression for the mode of a hypergeometric distribution is just a particular case of the method in this article. 相似文献
8.
Square contingency tables with the same row and column classification occur frequently in a wide range of statistical applications,
e.g. whenever the members of a matched pair are classified on the same scale, which is usually ordinal. Such tables are analysed
by choosing an appropriate loglinear model. We focus on the models of symmetry, triangular, diagonal and ordinal quasi symmetry.
The fit of a specific model is tested by the chi-squared test or the likelihood-ratio test, where p-values are calculated from the asymptotic chi-square distribution of the test statistic or, if this seems unjustified, from
the exact conditional distribution. Since the calculation of exact p-values is often not feasible, we propose alternatives based on algebraic statistics combined with MCMC methods. 相似文献
9.
C. A. Glasbey 《Statistics and Computing》2009,19(1):49-56
Dynamic programming (DP) is a fast, elegant method for solving many one-dimensional optimisation problems but, unfortunately,
most problems in image analysis, such as restoration and warping, are two-dimensional. We consider three generalisations of
DP. The first is iterated dynamic programming (IDP), where DP is used to recursively solve each of a sequence of one-dimensional
problems in turn, to find a local optimum. A second algorithm is an empirical, stochastic optimiser, which is implemented
by adding progressively less noise to IDP. The final approach replaces DP by a more computationally intensive Forward-Backward
Gibbs Sampler, and uses a simulated annealing cooling schedule. Results are compared with existing pixel-by-pixel methods
of iterated conditional modes (ICM) and simulated annealing in two applications: to restore a synthetic aperture radar (SAR)
image, and to warp a pulsed-field electrophoresis gel into alignment with a reference image. We find that IDP and its stochastic
variant outperform the remaining algorithms. 相似文献
10.
When there are several replicates available at each level combination of two factors, testing nonadditivity can be done by the usual two-way ANOVA method. However, the ANOVA method cannot be used when the experiment is unreplicated (one observation per cell of the two-way classification). Several tests have been developed to address nonadditivity in unreplicated experiments starting with Tukey's (1949) one-degree-of-freedom test for nonadditivity. Most of them assume that the interaction term has a multiplicative form. But such tests have low power if the assumed functional form is inappropriate. This leads to tests which do not assume a specific form for the interaction term. This paper proposes a new method for testing interaction which does not assume a specific form of interaction. The proposed test has the advantage over the earlier tests that it can also be used for incomplete two-way tables. A simulation study is performed to evaluate the power of the proposed test and compare it with other well-known tests. 相似文献
11.
Friedrich Leisch 《Statistics and Computing》2010,20(4):457-469
Centroid-based partitioning cluster analysis is a popular method for segmenting data into more homogeneous subgroups. Visualization
can help tremendously to understand the positions of these subgroups relative to each other in higher dimensional spaces and
to assess the quality of partitions. In this paper we present several improvements on existing cluster displays using neighborhood
graphs with edge weights based on cluster separation and convex hulls of inner and outer cluster regions. A new display called
shadow-stars can be used to diagnose pairwise cluster separation with respect to the distribution of the original data. Artificial
data and two case studies with real data are used to demonstrate the techniques. 相似文献
12.
This article introduces a non parametric warping model for functional data. When the outcome of an experiment is a sample
of curves, data can be seen as realizations of a stochastic process, which takes into account the variations between the different
observed curves. The aim of this work is to define a mean pattern which represents the main behaviour of the set of all the
realizations. So, we define the structural expectation of the underlying stochastic function. Then, we provide empirical estimators
of this structural expectation and of each individual warping function. Consistency and asymptotic normality for such estimators
are proved. 相似文献
13.
Ayman Baklizi 《统计学通讯:模拟与计算》2013,42(2):295-307
ABSTRACT We consider asymptotic and resampling-based interval estimation procedures for the stress-strength reliability P(X < Y). We developed and studied several types of intervals. Their performances are investigated using simulation techniques and compared in terms of attainment of the nominal confidence level, symmetry of lower and upper error rates, and expected length. Recommendations concerning their use are given. 相似文献
14.
When the experimenter suspects that there might be a quadratic relation between the response variable and the explanatory parameters, a design with at least three points must be employed to establish and explore this relation (second-order design). Orthogonal arrays (OAs) with three levels are often used as second-order response surface designs. Generally, we assume that the data are independent observations; however, there are many situations where this assumption may not be sustainable. In this paper, we want to compare three-level OAs with 18, 27, and 36 runs under the presence of three specific forms of correlation in observations. The aim is to derive the best designs that can be efficiently used for response surface modeling. 相似文献
15.
This article considers the estimation of R = P(Y < X) when X and Y are distributed as two independent three-parameter generalized exponential (GE) random variables with different shape parameters but having the same location and scale parameters. A modified maximum likelihood method and a Bayesian technique are used to estimate R on the basis of independent complete samples. The Bayes estimator cannot be obtained in explicit form, and therefore it has been determined using an importance sampling procedure. An analysis of a real life data set is presented for illustrative purposes. 相似文献
16.
B. N. Mandal 《统计学通讯:模拟与计算》2015,44(4):1010-1019
Two symmetrical fractional factorial designs are said to be combinatorially equivalent if one design can be obtained from another by reordering the runs, relabeling the factors and relabeling the levels of one or more factors. This article presents concepts of ordered distance frequency matrix, distance frequency vector, and reduced distance frequency vector for a design. Necessary conditions for two designs to be combinatorial equivalent based on these concepts are presented. A new algorithm based on the results obtained is proposed to check combinatorial non-equivalence of two factorial designs and several illustrating examples are provided. 相似文献
17.
Data envelopment analysis (DEA) and free disposal hull (FDH) estimators are widely used to estimate efficiency of production. Practitioners use DEA estimators far more frequently than FDH estimators, implicitly assuming that production sets are convex. Moreover, use of the constant returns to scale (CRS) version of the DEA estimator requires an assumption of CRS. Although bootstrap methods have been developed for making inference about the efficiencies of individual units, until now no methods exist for making consistent inference about differences in mean efficiency across groups of producers or for testing hypotheses about model structure such as returns to scale or convexity of the production set. We use central limit theorem results from our previous work to develop additional theoretical results permitting consistent tests of model structure and provide Monte Carlo evidence on the performance of the tests in terms of size and power. In addition, the variable returns to scale version of the DEA estimator is proved to attain the faster convergence rate of the CRS-DEA estimator under CRS. Using a sample of U.S. commercial banks, we test and reject convexity of the production set, calling into question results from numerous banking studies that have imposed convexity assumptions. Supplementary materials for this article are available online. 相似文献
18.
Satoshi Aoki 《统计学通讯:模拟与计算》2015,44(9):2371-2386
We consider conditional exact tests of factor effects in design of experiments for discrete response variables. Similarly to the analysis of contingency tables, Markov chain Monte Carlo methods can be used to perform exact tests, especially when large-sample approximations of the null distributions are poor and the enumeration of the conditional sample space is infeasible. In order to construct a connected Markov chain over the appropriate sample space, one approach is to compute a Markov basis. Theoretically, a Markov basis can be characterized as a generator of a well-specified toric ideal in a polynomial ring and is computed by computational algebraic software. However, the computation of a Markov basis sometimes becomes infeasible, even for problems of moderate sizes. In the present article, we obtain the closed-form expression of minimal Markov bases for the main effect models of 2p ? 1 fractional factorial designs of resolution p. 相似文献
19.
Interval-grouped data are defined, in general, when the event of interest cannot be directly observed and it is only known to have been occurred within an interval. In this framework, a nonparametric kernel density estimator is proposed and studied. The approach is based on the classical Parzen–Rosenblatt estimator and on the generalisation of the binned kernel density estimator. The asymptotic bias and variance of the proposed estimator are derived under usual assumptions, and the effect of using non-equally spaced grouped data is analysed. Additionally, a plug-in bandwidth selector is proposed. Through a comprehensive simulation study, the behaviour of both the estimator and the plug-in bandwidth selector considering different scenarios of data grouping is shown. An application to real data confirms the simulation results, revealing the good performance of the estimator whenever data are not heavily grouped. 相似文献
20.
Tao Huang 《Journal of nonparametric statistics》2018,30(1):125-144
Forecasting in economic data analysis is dominated by linear prediction methods where the predicted values are calculated from a fitted linear regression model. With multiple predictor variables, multivariate nonparametric models were proposed in the literature. However, empirical studies indicate the prediction performance of multi-dimensional nonparametric models may be unsatisfactory. We propose a new semiparametric model average prediction (SMAP) approach to analyse panel data and investigate its prediction performance with numerical examples. Estimation of individual covariate effect only requires univariate smoothing and thus may be more stable than previous multivariate smoothing approaches. The estimation of optimal weight parameters incorporates the longitudinal correlation and the asymptotic properties of the estimated results are carefully studied in this paper. 相似文献