Estimation of missing data in analysis of covariance: A least-squares approach

Abstract

A method is proposed for the estimation of missing data in analysis of covariance models. This is based on obtaining an estimate of the missing observation that minimizes the error sum of squares. Specific derivation of this estimate is carried out for the one-factor analysis of covariance, and numerical examples are given to show the nature of the estimates produced. Parameter estimates of the imputed data are then compared with those of the incomplete data.     

Comparison of two independent life tests subject to type II censoring

The problem of comparing two life distributions is considered. It Is assumed that each life test Is stopped after a predetermined number of failures without regard to the number of failures which have occurred in the other life test. A generalized Wilcoxon-rlann-Whitney test is proposed. Small and large sample distributional results are obtained for the test statistic. Under the assumption that the life distributions differ by at most a scale parameter an exact confidence interval for that parameter is obtained. An algorithm for computing the interval is given.     

Positive association in a two-way contingency table:likelihood ratio tests

Given a two-way contingency table in which the rows and columns both define ordinal variables, there are many ways in which the informal idea of positive association between those variables might be defined. This paper considers a variety of definitions expressed as inequality constraints on cross-product ratios. Logical relationships between the definitions are explored. Each definition can serve as a composite alternative against which the null hypothesis of no association may be tested. For a broad class of such alternatives a decomposition of the log-likelihood gives both an explicit likelihood ratio statistic and its asymptotic null hypothesis distribution. Results are derived for multinomial sampling and for fully conditional sampling with row and column totals fixed.     

Minimaxity of empirical bayes estimators of the means of independent normal variables with unequal variances

The problem of simultaneous estimation of normal means is considered when variances are unequal and the loss is sum of squared errors. Minimaxity or non-minimaxity of empirical Bayes estimators is investigated when the common prior distribution is given by normal one with mean 0. Minimaxity results for the case when the loss is a weighted sum of squared errors is also given. Monte Carlo simulation results are given to compare the risk behavior of the empirical Bayes estimator with those of other minimax ones.     

Multiscale detection and location of multiple variance changes in the presence of long memory

Procedures for detecting change points in sequences of correlated observations (e.g., time series) can help elucidate their complicated structure. Current literature on the detection of multiple change points emphasizes the analysis of sequences of independent random variables. We address the problem of an unknown number of variance changes in the presence of long-range dependence (e.g., long memory processes). Our results are also applicable to time series whose spectrum slowly varies across octave bands. An iterated cumulative sum of squares procedure is introduced in order to look at the multiscale stationarity of a time series; that is, the variance structure of the wavelet coefficients on a scale by scale basis. The discrete wavelet transform enables us to analyze a given time series on a series of physical scales. The result is a partitioning of the wavelet coefficients into locally stationary regions. Simulations are performed to validate the ability of this procedure to detect and locate multiple variance changes. A ‘time’ series of vertical ocean shear measurements is also analyzed, where a variety of nonstationary features are identified.     

海德格尔论“我思故我在”

通过将“思想”理解为表象，海德格尔将笛卡尔的“我思故我在”解释为“我表象故我在”，并揭示了“我思故我在”隐而不显的存在论意义。在笛卡尔那里，人成为了主体，存在者之存在意味着表象着的主体的被表象状态，真理成为了表象之确信。海德格尔还考察了笛卡尔形而上学的基本立场，并将笛卡尔把握为主体性形而上学的奠基者。海德格尔的重释是在“存在历史”框架下进行的，是其克服形而上学的重要步骤。     

On sum composition of fractional factorial designs

Combinatorial extension and composition methods have been extensively used in the construction of block designs. One of the composition methods, namely the direct product or Kronecker product method was utilized by Chakravarti [1956] to produce certain types of fractional factorial designs. The present paper shows how the direct sum operation can be utilized in obtaining from initial fractional factorial designs for two separate symmetrical factorials a fractional factorial design for the corresponding asymmetrical factorial. Specifically, we provide some results which are useful in the construction of non-singular fractional factorial designs via the direct sum composition method. In addition a modified direct sum method is discussed and the consequences of imposing orthogonality are explored.     

关于整数的两类加权幂和(英文)

本文研究了n个自然数的m农幂分别以与（k=1，2…，n）为权的两类加权和。文中给出了和式的形式较为简单的递推公式；利用第二类Stirling数求出了和式的一般闭型表达式；同时，研究了和式的结构特征，并由此给出了和式的某些整除性质．     

A Novel Design Method for SAW Bandpass Filter

提出了一种新的声表面波（ＳＡＷ）滤波器设计方法。先对设计目标函数采样减少变量数，用Ｚ变换零点分开并通过内插重构得到两组加权初值。假定其中一个固定而对另一加权系数利用标准的雷米兹交换算法进行优化。对Ｂｌａｃｋｍａｎ谱成形成滤波器的模拟设计表明，该方法计算精确方便，简明实用。     

Simple heterogeneity variance estimation for meta-analysis

Summary.  A simple method of estimating the heterogeneity variance in a random-effects model for meta-analysis is proposed. The estimator that is presented is simple and easy to calculate and has improved bias compared with the most common estimator used in random-effects meta-analysis, particularly when the heterogeneity variance is moderate to large. In addition, it always yields a non-negative estimate of the heterogeneity variance, unlike some existing estimators. We find that random-effects inference about the overall effect based on this heterogeneity variance estimator is more reliable than inference using the common estimator, in terms of coverage probability for an interval estimate.