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981.
Diagnostic checks for discrete data regression models using posterior predictive simulations 总被引:3,自引:0,他引:3
A. Gelman Y. Goegebeur F. Tuerlinckx & I. Van Mechelen 《Journal of the Royal Statistical Society. Series C, Applied statistics》2000,49(2):247-268
Model checking with discrete data regressions can be difficult because the usual methods such as residual plots have complicated reference distributions that depend on the parameters in the model. Posterior predictive checks have been proposed as a Bayesian way to average the results of goodness-of-fit tests in the presence of uncertainty in estimation of the parameters. We try this approach using a variety of discrepancy variables for generalized linear models fitted to a historical data set on behavioural learning. We then discuss the general applicability of our findings in the context of a recent applied example on which we have worked. We find that the following discrepancy variables work well, in the sense of being easy to interpret and sensitive to important model failures: structured displays of the entire data set, general discrepancy variables based on plots of binned or smoothed residuals versus predictors and specific discrepancy variables created on the basis of the particular concerns arising in an application. Plots of binned residuals are especially easy to use because their predictive distributions under the model are sufficiently simple that model checks can often be made implicitly. The following discrepancy variables did not work well: scatterplots of latent residuals defined from an underlying continuous model and quantile–quantile plots of these residuals. 相似文献
982.
Simplified Estimating Functions for Diffusion Models with a High-dimensional Parameter 总被引:2,自引:0,他引:2
We consider estimating functions for discretely observed diffusion processes of the following type: for one part of the parameter of interest we propose to use a simple and explicit estimating function of the type studied by Kessler (2000); for the remaining part of the parameter we use a martingale estimating function. Such an approach is particularly useful in practical applications when the parameter is high-dimensional. It is also often necessary to supplement a simple estimating function by another type of estimating function because only the part of the parameter on which the invariant measure depends can be estimated by a simple estimating function. Under regularity conditions the resulting estimators are consistent and asymptotically normal. Several examples are considered in order to demonstrate the idea of the estimating procedure. The method is applied to two data sets comprising wind velocities and stock prices. In one example we also propose a general method for constructing diffusion models with a prescribed marginal distribution which have a flexible dependence structure. 相似文献
983.
Jiin-Huarng Guo 《Australian & New Zealand Journal of Statistics》1999,41(1):59-65
A nonparametric testing procedure for the parallelism of two first-order autoregressive processes is presented. This paper discuss the Mann–Whitney statistic, its natural competitor two-sample t -test, and the bootstrap method. It studies the asymptotic efficacies of the studentized Mann–Whitney statistic and the t -test statistic with their relative efficiency. Simulation results for comparing the powers of these test statistics are also presented. 相似文献
984.
Peter W.M. John 《统计学通讯:理论与方法》2013,42(6):1995-2001
Kageyama Mohan (1984) have presented three methods of constructing new incomplete block designs from balanced incomplete block designs, They raise questions about the designs which come from each of their methods, These questions are answered, Another series of group divisible designs is derived as a special case of their second method. 相似文献
985.
Milton W. Loyer 《The American statistician》2013,67(1):57-59
This article examines some improperly stated but often used textbook probability problems. Moving from a probabilistic to a statistical setting provides insight into group testing (i.e., observing only whether one or more of a group responds and not the response of each individual). Exact methods are used to construct tables showing (i) that group testing n times to estimate p can be more efficient than n individual tests even for small n and large p, (ii) optimal grouping strategies for various (n, p) combinations, and (iii) the efficiencies and biases achieved. 相似文献
986.
Abstract. The asymptotic behaviour of several goodness-of-fit statistics for copula families is obtained under contiguous alternatives. Many comparisons between a Cramér–von Mises functional of the empirical copula process and new moment-based goodness-of-fit statistics are made by considering their associated asymptotic local power curves. It is shown that the choice of the estimator for the unknown parameter can have a significant influence on the power of the Cramér–von Mises test and that some of the moment-based statistics can provide simple and efficient goodness-of-fit methods. 相似文献
987.
韩莉莉 《河南工业大学学报(社会科学版)》1999,(2)
高级用户界面是CAD应用软件与用户进行人机交互的重要手段之一,是人机之间的一个重要接口。其性能的好坏,将直接影响CAD软件的使用效率和宜人性,是对应用软件进行评价的一项重要指标。文章对研制的液压CAD系统利用对话框工具所开发的图文并茂的用户界面进行了分析,并给出了有关技巧和经验。 相似文献
988.
建立鉴赏研究生能力、激励研究生潜力、发挥研究生聪明才智的绩效管理是现代大学研究生教育发展所面临的新挑战。研究生绩效管理是一个完整的系统,包括设定绩效目标、绩效的实施和管理、绩效的评价、绩效管理系统的诊断和提高等,需要通过实践策略来组织实施。 相似文献
989.
Xiao Wang 《Revue canadienne de statistique》2009,37(1):102-118
The author considers estimation under a Gamma process model for degradation data. The setting for degradation data is one in which n independent units, each with a Gamma process with a common shape function and scale parameter, are observed at several possibly different times. Covariates can be incorporated into the model by taking the scale parameter as a function of the covariates. The author proposes using the maximum pseudo‐likelihood method to estimate the unknown parameters. The method requires usage of the Pool Adjacent Violators Algorithm. Asymptotic properties, including consistency, convergence rate and asymptotic distribution, are established. Simulation studies are conducted to validate the method and its application is illustrated by using bridge beams data and carbon‐film resistors data. The Canadian Journal of Statistics 37: 102‐118; 2009 © 2009 Statistical Society of Canada 相似文献
990.
近年来,国外家族企业继承研究取得了一定进展.众多学者对继承过程进行了较为深入的分析,形成了系统模式理论、生命周期理论、角色调整理论、接力赛跑理论和多代传承理论;一些实证研究发现,影响成功继承的因素主要有家庭成员关系、继承计划和继承者接管意愿等.文章从继承过程、影响成功继承的因素、继承人、继承计划和研究方法等几个方面,对国外家族企业继承研究最新成果进行了全面述评,并对中国家族企业继承实践及该领域未来研究方向进行了初步探讨. 相似文献