共查询到20条相似文献,搜索用时 15 毫秒
1.
In this article, we introduce a class of tests, using a martingale approach, for testing independence of failure time and cause of failure for competing risks data. Asymptotic distribution of the proposed test statistic is derived. The procedure is illustrated with a real-life data. A simulation study is carried out to assess the level and power of the test. 相似文献
2.
The likelihood-ratio test (LRT) is considered as a goodness-of-fit test for the null hypothesis that several distribution functions are uniformly stochastically ordered. Under the null hypothesis, H1 : F1 ? F2 ?···? FN, the asymptotic distribution of the LRT statistic is a convolution of several chi-bar-square distributions each of which depends upon the location parameter. The least-favourable parameter configuration for the LRT is not unique. It can be two different types and depends on the number of distributions, the number of intervals and the significance level α. This testing method is illustrated with a data set of survival times of five groups of male fruit flies. 相似文献
3.
In this paper, we develop a simple nonparametric test for testing the independence of time to failure and cause of failure in competing risks set up. We generalise the test to the situation where failure data is right censored. We obtain the asymptotic distribution of the test statistics for complete and censored data. The efficiency loss due to censoring is studied using Pitman efficiency. The performance of the proposed test is evaluated through simulations. Finally we illustrate our test procedure using three real data sets. 相似文献
4.
We consider Bayesian testing for independence of two categorical variables with covariates for a two-stage cluster sample. This is a difficult problem because we have a complex sample (i.e. cluster sample), not a simple random sample. Our approach is to convert the cluster sample with covariates into an equivalent simple random sample without covariates, which provides a surrogate of the original sample. Then, this surrogate sample is used to compute the Bayes factor to make an inference about independence. We apply our methodology to the data from the Trend in International Mathematics and Science Study [30] for fourth grade US students to assess the association between the mathematics and science scores represented as categorical variables. We show that if there is strong association between two categorical variables, there is no significant difference between the tests with and without the covariates. We also performed a simulation study to further understand the effect of covariates in various situations. We found that for borderline cases (moderate association between the two categorical variables), there are noticeable differences in the test with and without covariates. 相似文献
5.
This paper is about the analysis of paired survival data using the exponential bivariate model of Sarkar for the underlying survival times, (X,Y), subject to censoring. Under this parametric model we test parameters in the presence of covariates. We consider first, tests of hypotheses of independence and equality of survival marginals, and second, test of hypotheses of covariate effects and survival superiority of one marginal over the other are considered. For this last question we applied a statistical test based on the Union-intersection principle. 相似文献
6.
Dan Nettleton 《Revue canadienne de statistique》1999,27(2):383-394
This paper examines likelihood-ratio tests concerning the relationships among a fixed number of univariate normal means given a sample of normal observations whose population membership is uncertain. The asymptotic null distributions of likelihood-ratio test statistics are derived for a class of tests including hypotheses which place linear inequality constraints on the normal means. The use of such tests in the interval mapping of quantitative trait loci is addressed. 相似文献
7.
This article proposes a new likelihood-based panel cointegration rank test which extends the test of Örsal and Droge (2014) (henceforth panel SL test) to dependent panels. The dependence is modelled by unobserved common factors which affect the variables in each cross-section through heterogeneous loadings. The data are defactored following the panel analysis of nonstationarity in idiosyncratic and common components (PANIC) approach of Bai and Ng (2004) and the cointegrating rank of the defactored data is then tested by the panel SL test. A Monte Carlo study demonstrates that the proposed testing procedure has reasonable size and power properties in finite samples. 相似文献
8.
E. M. Hashimoto E. M. M. Ortega G. M. Cordeiro A. K. Suzuki M. W. Kattan 《Journal of applied statistics》2020,47(12):2159
The multinomial logistic regression model (MLRM) can be interpreted as a natural extension of the binomial model with logit link function to situations where the response variable can have three or more possible outcomes. In addition, when the categories of the response variable are nominal, the MLRM can be expressed in terms of two or more logistic models and analyzed in both frequentist and Bayesian approaches. However, few discussions about post modeling in categorical data models are found in the literature, and they mainly use Bayesian inference. The objective of this work is to present classic and Bayesian diagnostic measures for categorical data models. These measures are applied to a dataset (status) of patients undergoing kidney transplantation. 相似文献
9.
G. Pederzoli 《Revue canadienne de statistique》1977,5(1):147-151
The problem of testing independence in the multinormal case is considered in this paper. The non-null distribution of the likelihood ratio criterion is obtained for the case of two subvectors by using a simple straightforward technique. The null case as well as the known cases are also verified. 相似文献
10.
Lu W 《Lifetime data analysis》2007,13(1):75-90
Bivariate failure time data is widely used in survival analysis, for example, in twins study. This article presents a class of chi2-type tests for independence between pairs of failure times after adjusting for covariates. A bivariate accelerated failure time model is proposed for the joint distribution of bivariate failure times while leaving the dependence structures for related failure times completely unspecified. Theoretical properties of the proposed tests are derived and variance estimates of the test statistics are obtained using a resampling technique. Simulation studies show that the proposed tests are appropriate for practical use. Two examples including the study of infection in catheters for patients on dialysis and the diabetic retinopathy study are also given to illustrate the methodology. 相似文献
11.
Bivariate Exponential Distribution (BVED) were introduced by Freund (1961), Marshall and Olkin (1967) and Block and Basu (1974) as models for the distributions of (X,Y) the failure times of dependent components (C1,C2). We study the structure of these models and observe that Freund model leads to a regular exponential family with a four dimensional orthogonal parameter. Marshall-Olkin model involving three parameters leads to a conditional or piece wise exponential family and Block-Basu model which also depends on three parameters is a sub-model of the Freund model and is a curved exponential family. We obtain a large sample tests for symmetry as well as independence of (X,Y) in each of these models by using the Generalized Likelihood Ratio Tests (GLRT) or tests basesd on MLE of the parameters and root n consistent estimators of their variance-covariance matrices. 相似文献
12.
Louis‐Paul Rivest 《Revue canadienne de statistique》2008,36(1):75-84
The author is concerned with log‐linear estimators of the size N of a population in a capture‐recapture experiment featuring heterogeneity in the individual capture probabilities and a time effect. He also considers models where the first capture influences the probability of subsequent captures. He derives several results from a new inequality associated with a dispersive ordering for discrete random variables. He shows that in a log‐linear model with inter‐individual heterogeneity, the estimator N is an increasing function of the heterogeneity parameter. He also shows that the inclusion of a time effect in the capture probabilities decreases N in models without heterogeneity. He further argues that a model featuring heterogeneity can accommodate a time effect through a small change in the heterogeneity parameter. He demonstrates these results using an inequality for the estimators of the heterogeneity parameters and illustrates them in a Monte Carlo experiment 相似文献
13.
This paper provides a partial solution to a problem posed by J. Neyman (1965) regarding the characterization of multivariate negative binomial distribution based on the properties of regression. It is shown that some of the properties of regression characterize the form of the nonsingular dispersion matrix of the parent distribution, which, interestingly enough, corresponds to only two types viz. those of positive and negative multivariate binomial distributions. 相似文献
14.
15.
The maximum absolute studentized residual is commonly used for testing for a single outlier in a linear regression model. This test statistic, however, is seldom discussed in a nonlinear regression setting. We simulate the critical values for the tests under various nonlinear models. The associated critical values are found to be very close to one another. Moreover, they are very well approximated using the critical values obtained from F-distributions based on the Bonferroni equations in linear models. The results are promising even in samples of size 6. 相似文献
16.
Shyamal D. Peddada Joseph K. Haseman Xiaofeng Tan Greg Travlos 《Journal of the Royal Statistical Society. Series C, Applied statistics》2006,55(4):493-506
Summary. We propose 'Dunnett-type' test procedures to test for simple tree order restrictions on the means of p independent normal populations. The new tests are based on the estimation procedures that were introduced by Hwang and Peddada and later by Dunbar, Conaway and Peddada. The procedures proposed are also extended to test for 'two-sided' simple tree order restrictions. For non-normal data, nonparametric versions based on ranked data are also suggested. Using computer simulations, we compare the proposed test procedures with some existing test procedures in terms of size and power. Our simulation study suggests that the procedures compete well with the existing procedures for both one-sided and two-sided simple tree alternatives. In some instances, especially in the case of two-sided alternatives or for non-normally distributed data, the gains in power due to the procedures proposed can be substantial. 相似文献
17.
Test statistics for checking the independence between the innovations of several time series are developed. The time series models considered allow for general specifications for the conditional mean and variance functions that could depend on common explanatory variables. In testing for independence between more than two time series, checking pairwise independence does not lead to consistent procedures. Thus a finite family of empirical processes relying on multivariate lagged residuals are constructed, and we derive their asymptotic distributions. In order to obtain simple asymptotic covariance structures, Möbius transformations of the empirical processes are studied, and simplifications occur. Under the null hypothesis of independence, we show that these transformed processes are asymptotically Gaussian, independent, and with tractable covariance functions not depending on the estimated parameters. Various procedures are discussed, including Cramér–von Mises test statistics and tests based on non‐parametric measures. The ranks of the residuals are considered in the new methods, giving test statistics which are asymptotically margin‐free. Generalized cross‐correlations are introduced, extending the concept of cross‐correlation to an arbitrary number of time series; portmanteau procedures based on them are discussed. In order to detect the dependence visually, graphical devices are proposed. Simulations are conducted to explore the finite sample properties of the methodology, which is found to be powerful against various types of alternatives when the independence is tested between two and three time series. An application is considered, using the daily log‐returns of Apple, Intel and Hewlett‐Packard traded on the Nasdaq financial market. The Canadian Journal of Statistics 40: 447–479; 2012 © 2012 Statistical Society of Canada 相似文献
18.
《Journal of Statistical Computation and Simulation》2012,82(3-4):203-215
A power transformation regression model is considered for exponentially distributed time to failure data with right censoring. Procedures for estimation of parameters by maximum likelihood and assessment of goodness of model fit are described and illustrated. 相似文献
19.
We study the asymptotic behaviour of least squares estimators (LSE) in regression models for long-range dependent random fields observed on spheres. The LSE can be given as a weighted functional of long-range dependent random fields. It is known that in this scenario the limits can be non-Gaussian. We derive the limit distribution and the corresponding rate of convergence for the estimators. The results were obtained under rather general assumptions on the random fields. Simulation studies were conducted to support theoretical findings. 相似文献
20.
Andrew M. Raim Matthias K. Gobbert Nagaraj K. Neerchal Jorge G. Morel 《Journal of Statistical Computation and Simulation》2013,83(12):2178-2194
Numerical methods are needed to obtain maximum-likelihood estimates (MLEs) in many problems. Computation time can be an issue for some likelihoods even with modern computing power. We consider one such problem where the assumed model is a random-clumped multinomial distribution. We compute MLEs for this model in parallel using the Toolkit for Advanced Optimization software library. The computations are performed on a distributed-memory cluster with low latency interconnect. We demonstrate that for larger problems, scaling the number of processes improves wall clock time significantly. An illustrative example shows how parallel MLE computation can be useful in a large data analysis. Our experience with a direct numerical approach indicates that more substantial gains may be obtained by making use of the specific structure of the random-clumped model. 相似文献