The Lehmann Model with Time-dependent Covariates

Consider the Lehmann model with time-dependent covariates, which is different from Cox’s model. We find out that (1) the parameter space for β under the Lehmann model is restricted, and the maximum point of the parametric likelihood for β may lie outside the parameter space; (2) for some particular time-dependent covariate, under the standard generalized likelihood the semiparametric maximum likelihood estimator (SMLE) is inconsistent and we propose a modified generalized likelihood which leads to the consistent SMLE.     

Some sequential selection procedures for good regression models

In the past decade a number of fixed sampling methods have been developed for selecting the "best" or at least a "good" subset of vaiable in regression analysis. We are interested in deriving a sequential selection procedure to select a subset of a random size including equations. Tables for an example are given at the end of this paper     

Hamiltonicity of hypercubes with a constraint of required and faulty edges

Let R and F be two disjoint edge sets in an n-dimensional hypercube Q _n . We give two constructing methods to build a Hamiltonian cycle or path that includes all the edges of R but excludes all of F. Besides, considering every vertex of Q _n incident to at most n−2 edges of F, we show that a Hamiltonian cycle exists if (A) |R|+2|F|≤2n−3 when |R|≥2, or (B) |R|+2|F|≤4n−9 when |R|≤1. Both bounds are tight. The analogous property for Hamiltonian paths is also given. Dedicated to Professor Frank K. Hwang on the occasion of his 65th birthday. Lih-Hsing Hsu’s research project is partially supported by NSC 95-2221-E-233-002. Shu-Chung Liu’s research project is partially supported by NSC 90-2115-M-163-003 and 95-2115-M-163-002. Yeong-Nan Yeh’s research project is partially supported by NSC 95-2115-M-001-009.     

Missing genetic information in case-control family data with general semi-parametric shared frailty model

Case-control family data are now widely used to examine the role of gene-environment interactions in the etiology of complex diseases. In these types of studies, exposure levels are obtained retrospectively and, frequently, information on most risk factors of interest is available on the probands but not on their relatives. In this work we consider correlated failure time data arising from population-based case-control family studies with missing genotypes of relatives. We present a new method for estimating the age-dependent marginalized hazard function. The proposed technique has two major advantages: (1) it is based on the pseudo full likelihood function rather than a pseudo composite likelihood function, which usually suffers from substantial efficiency loss; (2) the cumulative baseline hazard function is estimated using a two-stage estimator instead of an iterative process. We assess the performance of the proposed methodology with simulation studies, and illustrate its utility on a real data example.     

Statistical analysis of firm interdependence using duration data—parametric approach

A pioneer first enters the market as the monopolist and later experiences the competition when a similar product is brought to the market by the competitor. In 2012, Wang and Xie suggested to decompose the pioneer survival to “monopoly” and “competition” durations and estimate the two survivals of the pioneer individually with the competitor's survival via regression analysis. In their article, several regression analyses were performed to study the effect of order entry to the pioneer and the later entrant in different market status. Using the same datasets from their study, our main interest is to investigate the interdependent relationship between two competitive firms and study whether the market pioneer and the later entrant can benefit from the competition. The major contribution of this article is that the interdependence between two competitive firms is explicitly expressed and three survival durations can be estimated in one model. The proposed method relates the survival times of two competitive firms to pioneer's monopoly time and some observable covariates via proportional hazard model, and incorporates frailty variables to capture the interdependence in the competition. This article demonstrates a new method that formulates the interdependence between competitive firms and shows data analyses in the industries of newspapers and high technology.     

Parity and strong parity edge-colorings of graphs

A parity walk in an edge-coloring of a graph is a walk along which each color is used an even number of times. A parity edge-coloring (respectively, strong parity edge-coloring) is an edge-coloring in which there is no nontrivial parity path (respectively, open parity walk). The parity edge-chromatic number p(G) (respectively, strong parity edge-chromatic number $\widehat{p}(G)$ ) is the least number of colors in a parity edge-coloring (respectively, strong parity edge-coloring) of G. Notice that $\widehat{p}(G) \ge p(G) \ge \chi'(G) \ge \Delta(G)$ for any graph G. In this paper, we determine $\widehat{p}(G)$ and p(G) for some complete bipartite graphs and some products of graphs. For instance, we determine $\widehat{p}(K_{m,n})$ and p(K _m,n ) for m≤n with n≡0,?1,?2 (mod 2^?lg?m?).     

Bayesian Analysis for a Redundant Repairable System with Imperfect Coverage

System characteristics of a redundant repairable system with two primary units and one standby are studied from a Bayesian viewpoint with different types of priors assumed for unknown parameters, in which the coverage factor is the same for an operating unit failure as that for a standby unit failure. Times to failure and times to repair of the operating and standby units are assumed to follow exponential distributions. When times to failure and times to repair with uncertain parameters, a Bayesian approach is adopted to evaluate system characteristics. Monte Carlo simulation is used to derive the posterior distribution for the mean time to system failure and the steady-state availability. Some numerical experiments are performed to illustrate the results derived in this paper.     

Relationship Between the Cox,Lehmann, Weibull,and Accelerated Lifetime Models

Cox and Oakes (1984 Cox , D. R. , Oakes , D. ( 1984 ). Analysis of Survival Data . New York : Chapman & Hall . [Google Scholar]) claimed that a model satisfies the accelerated lifetime (AL) model and the proportional hazards (PH) model iff it is Weibull. Doksum and Nabeya (1984 Doksum , K. A. , Nabeya , S. ( 1984 ). Estimation in proportional hazards and log-linear models . J. Statist. Plann. Infer. 9 : 297 – 303 .[Crossref], [Web of Science ®] , [Google Scholar]) constructed a family of analytic non Weibull survival functions that satisfies both the PH and AL models. We further study the relationship between the PH, AL, Lehmann, and Weibull models without the restriction of absolute continuity.     

A method of unconstrained multiple comparisons with the best

There are three types of multiple comparisons: all-pairwise multiple comparisons (MCA), multiple comparisons with the best (MCB), and multiple comparisons with a control (MCC). There are also three levels of multiple comparisons inference: confidence sets, subset comparisons, test of homogeneity. In current practice, MCA procedures dominate. In correct attempts at more efficient comparisons, in the form of employing lower level MCA procedures for higher level inference, account for the most frequent abuses in multiple comparisons. A better strategy is to choose the correct type of inference at the level of inference desired. In particular, very often the simulataneous comparisons of each treatment with the best of the other treatments (MCB) suffice. Hsu (1984b) gave simultaneous confidence intervals for θ_i ? max_j≠iθ_j having the simple form [? (Y_i ?max_j≠i Y_j ? C) (Y_i?max_j≠i Y_j + C)⁺]. Those intervals were constrained, sothat even if a treatment is inferred to be the best, no positive bound on how much it is better thatn the rest is given, a somewhat undesirable property. In this article it is shown that by employing a slightly larger critical value, the nonpositivity constraint on the lower bound is removed.     

The TOC-based algorithm for solving product mix problems

The five steps of the theory of constraints (TOC) emphasize exploiting constraints in order to increase the throughput of a system. The product mix decision is one application of the TOC five steps. However, these steps were considered to be implicit or incomplete, the criticism being that they result in deriving an infeasible solution when a plant has multiple resource constraints. This paper follows the essence of these five steps and presents an explicit algorithm to address the problem. When testing its effectiveness by using a dual-simplex method with bounded variables, this algorithm gives the same result in each iteration.