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1.
《统计学通讯:理论与方法》2013,42(12):2655-2681
In this paper we introduce a new measure for the analysis of association in cross-classifications having ordered categories. Association is measured in terms of the odd-ratios in 2 × 2 subtables formed from adjacent rows and adjacent columns. We focus our attention in the uniform association model. Our measure is based in the family of divergences introduced by Burbea and Rao [1]. Some well-known sets of data are reanalyzed and a simulation study is presented to analyze the behavior of the new families of test statistics introduced in this paper. 相似文献
2.
《统计学通讯:理论与方法》2013,42(10):2005-2021
In many experiments where pre-treatment and post-treatment measurements are taken, investigators wish to determine if there is a difference between two treatment groups. For this type of data, the post-treatment variable is used as the primary comparison variable and the pre-treatment variable is used as a covariate. Although most of the discussion in this paper is written with the pre-treatment variable as the covariate the results are applicable to other choices of a covariate. Tests based on residuals have been proposed as alternatives to the usual covariance methods. Our objective is to investigate how the powers of these tests are affected when the conditional variance of the post-treatment variable depends on the magnitude of the pre-treatment variable. In particular, we investigate two cases. [1] The conditional variance of the post-treatment variable gradually increases as the magnitude of the pre-treatment variable increases. (In many biological models this is the case.) [2] The conditional variance of the post-treatment variable is dependent upon natural or imposed subgroups contained within the pre-treatment variable. Power comparisons are made using Monte Carlo techniques. 相似文献
3.
《统计学通讯:理论与方法》2013,42(10):2023-2032
We developed an alternative random permutation testing method for multiple linear regression, which is an improvement over the existing one proposed by [1] or [2]. 相似文献
4.
《统计学通讯:理论与方法》2013,42(2):371-380
Palmer and Broemeling [1] compare Bayes and maximum likelihood estimates of the intraclass correlation (ICC). The prior information in their derivation of the Bayes estimator is placed on the variance components instead of the ICC itself. This paper finds a Bayes estimator of the ICC with the prior placed on the ICC. Bayes estimates based on three different priors are then compared to method of moments estimate. 相似文献
5.
《统计学通讯:理论与方法》2013,42(9):1789-1799
Abstract In a recent article Hsueh et al. (Hsueh, H.-M., Liu, J.-P., Chen, J. J. (2001). Unconditional exact tests for equivalence or noninferiority for paired binary endpoints. Biometrics 57:478–483.) considered unconditional exact tests for paired binary endpoints. They suggested two statistics one of which is based on the restricted maximum-likelihood estimator. Properties of these statistics and the related tests are treated in this article. 相似文献
6.
《统计学通讯:模拟与计算》2013,42(4):787-803
It is known that, in the presence of short memory components, the estimation of the fractional parameter d in an Autoregressive Fractionally Integrated Moving Average, ARFIMA(p, d, q), process has some difficulties (see [1]). In this paper, we continue the efforts made by Smith et al. [1] and Beveridge and Oickle [2] by conducting a simulation study to evaluate the convergence properties of the iterative estimation procedure suggested by Hosking [3]. In this context we consider some semiparametric approaches and a parametric method proposed by Fox-Taqqu[4]. We also investigate the method proposed by Robinson [5] and a modification using the smoothed periodogram function. 相似文献
7.
《统计学通讯:模拟与计算》2013,42(3):489-511
We consider the semiparametric regression model introduced by [1]. The dependent variable y is linked to the index x′ β through an unknown link function. [1] and [2] present Slicing methods (the Sliced Inverse Regression methods SIR-I, SIR-II and SIRα) in order to estimate the direction of the unknown slope parameter β. These methods are computationally simple and fast but depend on the choice of an arbitrary slicing fixed by the user. When the sample size is small, the number and the position of slices have an influence on the estimated direction. In this paper, we suggest to use the corresponding Pooled Slicing methods: PSIR-I (proposed by [3]), PSIR-II and PSIRα. These methods combine the results from a number of slicings. We compare the sample behaviour of Slicing and Pooled Slicing methods on simulations. We also propose a practical choice of α in SIRα and PSIRα methods. 相似文献
8.
《统计学通讯:理论与方法》2013,42(7):1533-1541
ABSTRACT The systematic sampling (SYS) design (Madow and Madow, 1944) is widely used by statistical offices due to its simplicity and efficiency (e.g., Iachan, 1982). But it suffers from a serious defect, namely, that it is impossible to unbiasedly estimate the sampling variance (Iachan, 1982) and usual variance estimators (Yates and Grundy, 1953) are inadequate and can overestimate the variance significantly (Särndal et al., 1992). We propose a novel variance estimator which is less biased and that can be implemented with any given population order. We will justify this estimator theoretically and with a Monte Carlo simulation study. 相似文献
9.
《Econometric Reviews》2013,32(3):309-336
ABSTRACT We examine empirical relevance of three alternative asymptotic approximations to the distribution of instrumental variables estimators by Monte Carlo experiments. We find that conventional asymptotics provides a reasonable approximation to the actual distribution of instrumental variables estimators when the sample size is reasonably large. For most sample sizes, we find Bekker[11] asymptotics provides reasonably good approximation even when the first stage R 2 is very small. We conclude that reporting Bekker[11] confidence interval would suffice for most microeconometric (cross-sectional) applications, and the comparative advantage of Staiger and Stock[5] asymptotic approximation is in applications with sample sizes typical in macroeconometric (time series) applications. 相似文献
10.
《统计学通讯:理论与方法》2013,42(6):1019-1030
ABSTRACT In this paper, we present a modified Kelly and Rice method for testing synergism. This approach is consistent with Berenbaum's1-3 framework for additivity. The delta method[4] is applied to obtain the estimated variance for the predicted additivity proportion. A Monte Carlo simulation study for the evaluation of the method's performance, i.e., global overall tests for synergism, is also discussed. Kelly and Rice[5] do not provide a correct test statistic because the variance is underestimated. Hence, the performance of the Kelly–Rice[5] method is generally anti-conservative, based on the simulation findings. In addition, the overall test of synergism with χ2(r) from the modified Kelly and Rice method for larger sample sizes is better than that with χ2(1) from the modified Kelly and Rice method. 相似文献
11.
《统计学通讯:理论与方法》2013,42(12):2699-2705
In this paper we introduce a class of estimators which includes the ordinary least squares (OLS), the principal components regression (PCR) and the Liu estimator [1]. In particular, we show that our new estimator is superior, in the scalar mean-squared error (mse) sense, to the Liu estimator, to the OLS estimator and to the PCR estimator. 相似文献
12.
《统计学通讯:理论与方法》2013,42(10):1951-1980
Abstract The heteroskedasticity-consistent covariance matrix estimator proposed by White [White, H. A. (1980). Heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica 48:817–838], also known as HC0, is commonly used in practical applications and is implemented into a number of statistical software. Cribari–Neto et al. [Cribari–Neto, F., Ferrari, S. L. P., Cordeiro, G. M. (2000). Improved heteroscedasticity–consistent covariance matrix estimators. Biometrika 87:907–918] have developed a bias-adjustment scheme that delivers bias-corrected White estimators. There are several variants of the original White estimator that are also commonly used by practitioners. These include the HC1, HC2, and HC3 estimators, which have proven to have superior small-sample behavior relative to White's estimator. This paper defines a general bias-correction mechamism that can be applied not only to White's estimator, but to variants of this estimator as well, such as HC1, HC2, and HC3. Numerical evidence on the usefulness of the proposed corrections is also presented. Overall, the results favor the sequence of improved HC2 estimators. 相似文献
13.
《统计学通讯:理论与方法》2013,42(8-9):1963-1967
Motivated by a discussion of an elementary probability puzzle provided by Anderson and Provost [1], we review what may be called the fundamental problem of finite population sampling theory and propose that only super-model or Bayesian approaches to finite population sampling are acceptable. 相似文献
14.
《统计学通讯:理论与方法》2013,42(5):799-813
The local influence approach of Cook [1]to regression diagnostic is developed and discussed, and compared with Cook's [2]deletion approach. The ability of the local influence approach to handle cases simultaneously, as well as some of its theoretical and practical difficulties, are reviewed. The perturbation ideas of the approach are applied to the linear model making distinction between the local perturbations on the assumptions of the model and the data. 相似文献
15.
In this article, we directly introduce the continuous version of the general discrete triangular distributions (Kokonendji and Zocchi, 2010). It is bounded and, in general, unimodal with pike. It contains thus a very useful class of two-sided power distributions (van Dorp and Kotz, 2002a,b, 2003). Moments, particular cases, limit distributions, and relations between parameters are straightforwardly derived. 相似文献
16.
Suchandan Kayal 《统计学通讯:理论与方法》2018,47(20):4938-4957
Several probability distributions such as power-Pareto distribution (see Gilchrist 2000 and Hankin and Lee 2006), various forms of lambda distributions (see Ramberg and Schmeiser 1974 and Freimer et al. 1988), Govindarajulu distribution (see Nair, Sankaran, and Vineshkumar 2012), etc., do not have manageable distribution functions, though they have tractable quantile functions. Hence, analytical study of the properties of Chernoff distance of two random variables associated with these distributions via traditional distribution function-based tool becomes difficult. To make this simple, in this paper, we introduce quantile-based Chernoff distance for (left or right) truncated random variables and study its various properties. Some useful bounds as well as characterization results are obtained. 相似文献
17.
Mike G. Tsionas 《统计学通讯:理论与方法》2018,47(12):3022-3028
The properties of high-dimensional Bingham distributions have been studied by Kume and Walker (2014). Fallaize and Kypraios (2016) propose the Bayesian inference for the Bingham distribution and they use developments in Bayesian computation for distributions with doubly intractable normalizing constants (Møller et al. 2006; Murray, Ghahramani, and MacKay 2006). However, they rely heavily on two Metropolis updates that they need to tune. In this article, we propose instead a model selection with the marginal likelihood. 相似文献
18.
Pao-Sheng Shen 《统计学通讯:理论与方法》2013,42(18):3796-3811
In this article, we consider fitting a semiparametric linear model to survey data with censored observations. The specific goal of the paper is to extend the methods of Cheng et al. (1995) and Chen et al. (2002) to the case when the sample has been drawn from a population using a complex sampling design. Similar to the approach of Lin (2000), we regard the survey population as a random sample from an infinite universe and accounts for this randomness in the statistical inference. A simulation study is conducted to investigate the performance of the proposed estimators. 相似文献
19.
ABSTRACTThe article suggests a class of estimators of population mean in stratified random sampling using auxiliary information with its properties. In addition, various known estimators/classes of estimators are identified as members of the suggested class. It has been shown that the suggested class of estimators under optimum condition performs better than the usual unbiased, usual combined ratio, usual combined regression, Kadilar and Cingi (2005), Singh and Vishwakarma (2006) estimators and the members belonging to the classes of estimators envisaged by Kadilar and Cingi (2003), Singh, Tailor et al. (2008), Singh et al. (2009), Singh and Vishwakarma (2010) and Koyuncu and Kadilar (2010). 相似文献
20.
《统计学通讯:理论与方法》2013,42(8-9):1661-1674
Based on Bradley Efron's observation that individual resamples in the regular bootstrap have support on approximately 63% of the original observations, C. R. Rao, P. K. Pathak and V. I. Koltchinskii [1]have proposed a sequential resampling scheme. This sequential bootstrap stabilizes the information content of each resample by fixing the number of unique observations and letting N, the number of observatons in each resample, vary. The Rao-Pathak-Koltchinskii paper establishes the asymptotic correctness (consistency) of the sequential bootstrap. The main object of our investigation is to study the empirical properties of the Rao-Pathak-Koltchinskii sequential bootstrap as compared to the regular bootstrap. In all our settings, sequential bootstrap performs as well or better than regular bootstrap. In the particular case where we estimate standard errors of sample medians, we find that sequential bootstrap outperforms regular bootstrap by reducing variability in the final bootstrap estimates. 相似文献