Smooth goodness of fit tests for the weibull distribution with singly censored data

The smooth goodness of fit tests are generalized to singly censored data and applied to the problem of testing Weibull (or extreme value) fit. Smooth tests, Pearson-type tests, and the spacings tests proposed by Mann, Schemer, and Fertig (1973) are compared on the basis of local asymptotic relative efficiency with respect to the asymptotic best test against generalized gamma alternatives, The smooth test of order one Is found to be most efficient for the generalized gamma alternatives.     

Nonparametric estimation of the survival distribution in censored data

Two nonparametric estimators o f the survival distributionare discussed. The estimators were proposed by Kaplan and Meier (1958) and Breslow (1972) and are applicable when dealing with censored data. It is known that they are asymptotically unbiased and uniformly strongly consistent, and when properly normalized that they converge weakly to the same Gaussian process. In this paper, the properties of the estimators are carefully inspected in small or moderate samples. The Breslow estimator, a shrinkage version of the Kaplan-Meier, nearly always has the smaller mean square error (MSE) whenever the truesurvival probabilityis at least 0.20, but has considerably larger MSE than the Kaplan-Meier estimator when the survivalprobability is near zero.     

Predicting Insurance Losses Under Cross-Classification: A Comparison of Alternative Approaches

Various mathematical and statistical models for estimation of automobile insurance pricing are reviewed. The methods are compared on their predictive ability based on two sets of automobile insurance data for two different states collected over two different periods. The issue of model complexity versus data availability is resolved through a comparison of the accuracy of prediction. The models reviewed range from the use of simple cell means to various multiplicative-additive schemes to the empirical-Bayes approach. The empirical-Bayes approach, with prediction based on both model-based and individual cell estimates, seems to yield the best forecast.     

Goals for Statistical Uses of Administrative Records: The Next 10 Years

United States statistical agencies use data from administrative record systems to develop program statistics, to establish statistical data bases, and to enhance and evaluate census and survey data. Such uses of administrative records are likely to increase as efforts to control costs and respondent burden of statistical programs continue. This review article proposes six goals for enhanced statistical uses of administrative records in the next 10 years and describes elements of an activist strategy to achieve them. The discussants, representing three agencies that make important statistical uses of administrative records, give their reactions to the proposed goals and strategy.     

Empirical Bayes Small-Area Estimation Using Logistic Regression Models and Summary Statistics

Many of the available methods for estimating small-area parameters are model-based approaches in which auxiliary variables are used to predict the variable of interest. For models that are nonlinear, prediction is not straightforward. MacGibbon and Tomberlin and Farrell, MacGibbon, and Tomberlin have proposed approaches that require microdata for all individuals in a small area. In this article, we develop a method, based on a second-order Taylor-series expansion to obtain model-based predictions, that requires only local-area summary statistics for both continuous and categorical auxiliary variables. The methodology is evaluated using data based on a U.S. Census.     

Measuring the Influence of Unemployment Insurance on Unemployment Experiences

This article investigates the comprehensive effects of unemployment insurance (UI) policies on the amount of time and unemployment that individuals report between jobs. The econometric model jointly determines the effects of UI on the lengths of nonemployment spells, the classification of these spells as unemployment, and the likelihood of collecting program benefits. The model carefully attempts to isolate variation in UI benefits attributable to differences in generosity across programs to avoid biases in estimating policy effects induced by other contaminating sources of benefit variation. Using data on men from the National Longitudinal Survey of Youth, the empirical results find (a) UI recipients typically experience longer spells between jobs, at least up to the exhaustion of UI benefits, and report substantially larger fractions of these spells as unemployment; (b) weekly benefit amounts exert no significant influence on the likelihood of UI recipiency, on the length of spells between jobs, or on the fraction of these spells classified as unemployment; and (c) increases in weeks of UI eligibility raise the likelihood of UI collection and lengthen the number of weeks of unemployment between jobs by inducing long spells to become longer and not by altering short-duration behavior.     

Recurrence relations for moments of different orders of extremes from gamma distribution

Certain recurrence relations for the moments of different orders of the largest order statistic from a gamma distribution with shape parameter p are obtained. By using this it is shown that for obtaining the moment of any order of each order statistic of a sample of size n from the gamma distribution, one has to evaluate at most n-2 single integrals.     

On pseudo-values for regression analysis in competing risks models

For regression on state and transition probabilities in multi-state models Andersen et al. (Biometrika 90:15–27, 2003) propose a technique based on jackknife pseudo-values. In this article we analyze the pseudo-values suggested for competing risks models and prove some conjectures regarding their asymptotics (Klein and Andersen, Biometrics 61:223–229, 2005). The key is a second order von Mises expansion of the Aalen-Johansen estimator which yields an appropriate representation of the pseudo-values. The method is illustrated with data from a clinical study on total joint replacement. In the application we consider for comparison the estimates obtained with the Fine and Gray approach (J Am Stat Assoc 94:496–509, 1999) and also time-dependent solutions of pseudo-value regression equations.     

A Bayesian approach to non-parametric monotone function estimation

Summary.  The paper proposes two Bayesian approaches to non-parametric monotone function estimation. The first approach uses a hierarchical Bayes framework and a characterization of smooth monotone functions given by Ramsay that allows unconstrained estimation. The second approach uses a Bayesian regression spline model of Smith and Kohn with a mixture distribution of constrained normal distributions as the prior for the regression coefficients to ensure the monotonicity of the resulting function estimate. The small sample properties of the two function estimators across a range of functions are provided via simulation and compared with existing methods. Asymptotic results are also given that show that Bayesian methods provide consistent function estimators for a large class of smooth functions. An example is provided involving economic demand functions that illustrates the application of the constrained regression spline estimator in the context of a multiple-regression model where two functions are constrained to be monotone.     

Measuring people's trust

Summary. We measure trust and trustworthiness in British society with a newly designed experiment using real monetary rewards and a sample of the British population. The study also asks the typical survey question that aims to measure trust, showing that it does not predict 'trust' as measured in the experiment. Overall, about 40% of people were willing to trust a stranger in our experiment, and their trust was rewarded half of the time. Analysis of variation in the trust behaviour in our survey suggests that trusting is more likely if people are older, their financial situation is either 'comfortable' or 'difficult' compared with 'doing alright' or 'just getting by', they are a homeowner or they are divorced, separated or never married compared with those who are married or cohabiting. Trustworthiness also is more likely among subjects who are divorced or separated relative to those who are married or cohabiting, and less likely among subjects who perceive their financial situation as 'just getting by' or 'difficult'. We also analyse the effect of attitudes towards risks on trust.