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71.
In this article three unit root tests that allow for a break in both the seasonal mean and linear trend of the data are proposed. The tests, which can be seen as small-sample corrected versions of already known asymptotic tests, are shown to perform very well in simulations, and much better than their asymptotic counterparts. 相似文献
72.
Unit level linear mixed models are often used in small area estimation (SAE), and the empirical best linear unbiased prediction (EBLUP) is widely used for the estimation of small area means under such models. However, EBLUP requires population level auxiliary data, atleast area specific aggregated values. Sometimes population level auxiliary data is either not available or not consistent with the survey data. We describe a SAE method that uses estimated population auxiliary information. Empirical results show that proposed method for SAE produces an efficient set of small area estimates. 相似文献
73.
This article compares two methods of deriving standard errors for elasticities in a linear expenditure demand system with first-order autoregressive errors. The first is the ordinary Taylor series method and the second is Efron's bootstrap. In an example problem, these two methods yielded similar values for the standard errors, with the exception of the income elasticity standard errors, for which the asymptotic standard errors were apparently too large by a factor of two. 相似文献
74.
E. Carlstein 《The American statistician》2013,67(4):277-279
After observing n independent responses at n corresponding design points in a linear regression setting, one wishes to make a confidence statement about future responses that will apply simultaneously to all possible design points. Two appropriate prediction regions are derived using normal theory. 相似文献
75.
Melvin R. Novick 《The American statistician》2013,67(2):94-96
The occurrence of missing data cells precludes a universally correct procedure for performing an analysis of variance. This is illustrated by the use of two computer routines to analyze a 2 × 3 factorial experiment with one missing cell. One of these routines does, however, provide information that may enhance the usefulness of the associated results. 相似文献
76.
《商业与经济统计学杂志》2013,31(1):169-180
We consider consistent tests for stochastic dominance efficiency at any order of a given portfolio with respect to all possible portfolios constructed from a set of assets. We justify block bootstrap approaches to achieve valid inference in a time series setting. The test statistics are computed using linear and mixed integer programming formulations. Monte Carlo results show that the bootstrap procedure performs well in finite samples. The empirical application reveals that the Fama and French market portfolio is first and second-order stochastic dominance efficient, although it is mean–variance inefficient. 相似文献
77.
Yasushi Nagata 《统计学通讯:理论与方法》2013,42(5):985-1004
In this paper we consider the Neyman accuracy and the Wolfowitz accuracy of the Stein type improved confidence interval I?S for the disturbance variance in a linear regression model. The Neyman accuracy is a measure related to the unbiasedness of a confidence interval, and the Wolfowitz accuracy is related to the closeness of the endpoints to the true parameter. We show that I?S is not unbiased and give some numerical results for the Neyman accuracy. As for the Wolfowitz accuracy we derive the sufficient condition for I?S to improve on the usual confidence interval under this criterion and show numerically that a large degree of improvement can be obtainted. 相似文献
78.
Two often-quoted necessary and sufficient conditions for ordinary least squares estimators to be best linear unbiased estimators are described. Another necessary and sufficient condition is described, providing an additional tool for checking to see whether the covariance matrix of a given linear model is such that the ordinary least squares estimator is also the best linear unbiased estimator. The new condition is used to show that one of the two published conditions is only a sufficient condition. 相似文献
79.
Julio L. Peixoto 《The American statistician》2013,67(4):311-313
Significance tests on coefficients of lower-order terms in polynomial regression models are affected by linear transformations. For this reason, a polynomial regression model that excludes hierarchically inferior predictors (i.e., lower-order terms) is considered to be not well formulated. Existing variable-selection algorithms do not take into account the hierarchy of predictors and often select as “best” a model that is not hierarchically well formulated. This article proposes a theory of the hierarchical ordering of the predictors of an arbitrary polynomial regression model in m variables, where m is any arbitrary positive integer. Ways of modifying existing algorithms to restrict their search to well-formulated models are suggested. An algorithm that generates all possible well-formulated models is presented. 相似文献
80.