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991.
This article presents the results of a simulation study of variable selection in a multiple regression context that evaluates the frequency of selecting noise variables and the bias of the adjusted R 2 of the selected variables when some of the candidate variables are authentic. It is demonstrated that for most samples a large percentage of the selected variables is noise, particularly when the number of candidate variables is large relative to the number of observations. The adjusted R 2 of the selected variables is highly inflated. 相似文献
992.
G. F. Swain 《Journal of the American Statistical Association》2013,108(6):271-273
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Samawi (1999) showed that the efficiency of Monte Carlo methods of integrals estimation can be substantially improved by using ranked simulated samples (RSIS) in place of uniform simulated samples (USIS). However, in this paper it is shown that substantial improvement of efficiency can be achieved further by using the steady state ranked simulated sample (SRSIS). It appears that the modified Monte Carlo methods using SRSIS provide unbiased and more efficient estimators for the integrals. Some theoretical properties of SRSIS are given. A simulation study is conducted to compare the performance of the methods using SRSIS with respect to USIS, for some examples. 相似文献
996.
J. M. Fernández-Ponce F. Palacios-Rodríguez M. R. Rodríguez-Griñolo 《Journal of applied statistics》2013,40(1):28-39
Linear models constitute the primary statistical technique for any experimental science. A major topic in this area is the detection of influential subsets of data, that is, of observations that are influential in terms of their effect on the estimation of parameters in linear regression or of the total population parameters. Numerous studies exist on radiocarbon dating which propose a value consensus and remove possible outliers after the corresponding testing. An influence analysis for the value consensus from a Bayesian perspective is developed in this article. 相似文献
997.
This article deals with the bootstrap as an alternative method to construct confidence intervals for the hyperparameters of structural models. The bootstrap procedure considered is the classical nonparametric bootstrap in the residuals of the fitted model using a well-known approach. The performance of this procedure is empirically obtained through Monte Carlo simulations implemented in Ox. Asymptotic and percentile bootstrap confidence intervals for the hyperparameters are built and compared by means of the coverage percentages. The results are similar but the bootstrap procedure is better for small sample sizes. The methods are applied to a real time series and confidence intervals are built for the hyperparameters. 相似文献
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A global measure of biomarker effectiveness is the Youden index, the maximum difference between sensitivity, the probability of correctly classifying diseased individuals, and 1-specificity, the probability of incorrectly classifying healthy individuals. The cut-point leading to the index is the optimal cut-point when equal weight is given to sensitivity and specificity. Using the delta method, we present approaches for estimating confidence intervals for the Youden index and corresponding optimal cut-point for normally distributed biomarkers and also those following gamma distributions. We also provide confidence intervals using various bootstrapping methods. A comparison of interval width and coverage probability is conducted through simulation over a variety of parametric situations. Confidence intervals via delta method are shown to have both closer to nominal coverage and shorter interval widths than confidence intervals from the bootstrapping methods. 相似文献
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The Gang Resistance Education and Training (G.R.E.A.T.) program is a school-based gang prevention initiative developed in 1991 through the collaborative efforts of the Bureau of Alcohol, Tobacco, and Firearms, the Federal Law Enforcement Training Center, and the Phoenix Police Department. Uniformed law enforcement officers, certified as G.R.E.A.T. instructors, teach the 9-week curriculum to middle students. In 1994, the National Institute of Justice funded a national evaluation of the G.R.E.A.T. program. The process evaluation component of this larger study is reported. First, results of on-site observations of the G.R.E.A.T. Officer Training program, including an overview of the training activities, and the authors' assessment of the training process are reported. Second, observations of the implementation of the program by officers at six sites are reported. Of primary concern was whether the program delivered to students was similar to the program taught to the officers during the G.R.E.A.T. Officer Training. 相似文献