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891.
Andrew V. Carter Douglas G. Steigerwald 《Econometrica : journal of the Econometric Society》2012,80(4):1809-1812
An autoregressive model with Markov regime‐switching is analyzed that reflects on the properties of the quasi‐likelihood ratio test developed by Cho and White (2007). For such a model, we show that consistency of the quasi‐maximum likelihood estimator for the population parameter values, on which consistency of the test is based, does not hold. We describe a condition that ensures consistency of the estimator and discuss the consistency of the test in the absence of consistency of the estimator. 相似文献
892.
Disciplinary alternative schools have a reputation as gateways to the juvenile and criminal justice systems. The authors conducted an evaluation of an intervention (Strategies for Success) designed to divert seventh-, eighth-, and ninth-grade alternative school students from this gateway. They used propensity score matching and a multivariate random effects model to estimate program impacts and found that the program not only increased attendance rates, at least in the short term, but also increased the likelihood of reassignment to alternative schools. The discussion focuses on possible reasons and solutions for high rates of return to alternative school and for the erosion of program effects. 相似文献
893.
Douglas V. Porpora 《Journal for the theory of social behaviour》2024,54(1):121-133
I will argue that from a CR perspective, social reality is complex. It just is not complex in the ways CT suggests. Even emergence, according to CR, is more complex and stronger than CT suggests. First wave CR is enough to advance the issue considerably, but I will also examine dialectical CR as a further attempt within CR to take account of complexity. 相似文献
894.
Willi Sauerbrei Norbert Holländer Richard D. Riley Douglas G. Altman 《统计学通讯:理论与方法》2013,42(7):1333-1342
In recent years, several attempts have been made to characterize the generalized Pareto distributions (GPD) based on the properties of order statistics and record values. In the present article, we give some characterization results on GPD based on order statistics and generalized order statistics. Some characterizations of uniform distribution based on expectation of some functions of order statistics are also given. 相似文献
895.
A class of distribution-free tests for ordered alternatives in a block design is presented. On each block a distribution-free statistic is selected, and a weighted sum of these statistics is then formed. A procedure for selecting the weighting constants which maximize the asymptotic relative efficiency is presented. The improvement in the efficiency of the weighted sum of block statistics over the unweighted sum is considered and proves interesting. Some attention is also given to the idea of using different types of statistics on different blocks. 相似文献
896.
897.
One of the major unresolved problems in the area of nonparametric statistics is the need for satisfactory rank-based test procedures for non-additive models in the two-way layout, especially when there is only one observation on each combination of the levels of the experimental factors. In this paper we consider an arbitrary non-additive model for the two-way layout with n levels of each factor. We utilize both alignment and ranking of the data together with basic properties of Latin squares to develop rank tests for interaction (non-additivity). Our technique involves first aligning within one of the main effects, ranking within the other main effects (columns and rows) and then adding the resulting ranks within “interaction bands” corresponding to orthogonal partitions of the interaction for the model, as denoted by the letters of an n × n Latin square. A Friedman-type statistic is then computed on the resulting sums. This is repeated for each of (n?1) mutually orthogonal Latin squares (thus accounting for all the interaction degrees of freedom). The resulting (n?1) Friedman-type statistics are finally combined to obtain an overall test statistic. The necessary null distribution tables for applying the proposed test for non-additivity are presented and we discuss the results of a Monte Carlo simulation study of the relative powers of this new procedure and other (parametric and nonparametric) procedures designed to detect interaction in a two-way layout with one observation per cell. 相似文献
898.
Enrique Del Castillo James M. Grayson Douglas C. Montgomery George C. Runger 《统计学通讯:理论与方法》2013,42(11):2723-2737
Because manufacturing lot sizes continue to shrink, statistical process control methods for short production runs are increasingly important. We review and comment on the assumptions, advantages and disadvantages of alternatives, Traditional methods well as more recent developments are described and contrasted. 相似文献
899.
A significant practical disadvantage of multivariate statistical process control is that it is difficult to determine which of the monitored variables is responsible for the out-of-control signal. While there have been several proposed techniques and diagnostics, most of these have disadvantages. Rather than an ad hoc selection, we use three approaches to develop a diagnostic for a chi-square chart and generate the same statistic from each approach. Consequently, intuitive interpretations of the diagnostic are provided and previous proposals are simplified by a focus on a single metric. 相似文献
900.
Univariate time series models are estimated for sample periods ending with the enactment of major tax reductions in 1964 and 1981. These models are used to forecast government revenue for the period following the tax cut, and the pattern of forecast errors is examined. Unforecast revenue is negative and large relative to its standard error following the 1981 tax cuts but is close to zero following the 1964 cuts. This disparity occurs because national output behaved differently in the two cases, suggesting that short-run movements in output are dominated by factors other than tax rate changes. 相似文献