Penalized contrast estimation in functional linear models with circular data

Our aim is to estimate the unknown slope function in the functional linear model when the response Y is real and the random function X is a second-order stationary and periodic process. We obtain our estimator by minimizing a standard (and very simple) mean-square contrast on linear finite dimensional spaces spanned by trigonometric bases. Our approach provides a penalization procedure which allows to automatically select the adequate dimension, in a non-asymptotic point of view. In fact, we can show that our penalized estimator reaches the optimal (minimax) rate of convergence in the sense of the prediction error. We complete the theoretical results by a simulation study and a real example that illustrates how the procedure works in practice.     

Notes on estimation of the intraclass correlation under the AB/BA crossover trial

Under the AB/BA crossover trial, we focus our attention on estimation of the intraclass correlation in normal data. We develop both point and interval estimators in closed form for the intraclass correlation. We employ Monte Carlo simulation to study the performance of these estimators in a variety of situations. We note that the estimators developed here for the intraclass correlation remain valid even when there are possibly unexpected carry-over effects.     

To adjust or not to adjust for baseline when analyzing repeated binary responses? The case of complete data when treatment comparison at study end is of interest

The benefits of adjusting for baseline covariates are not as straightforward with repeated binary responses as with continuous response variables. Therefore, in this study, we compared different methods for analyzing repeated binary data through simulations when the outcome at the study endpoint is of interest. Methods compared included chi‐square, Fisher's exact test, covariate adjusted/unadjusted logistic regression (Adj.logit/Unadj.logit), covariate adjusted/unadjusted generalized estimating equations (Adj.GEE/Unadj.GEE), covariate adjusted/unadjusted generalized linear mixed model (Adj.GLMM/Unadj.GLMM). All these methods preserved the type I error close to the nominal level. Covariate adjusted methods improved power compared with the unadjusted methods because of the increased treatment effect estimates, especially when the correlation between the baseline and outcome was strong, even though there was an apparent increase in standard errors. Results of the Chi‐squared test were identical to those for the unadjusted logistic regression. Fisher's exact test was the most conservative test regarding the type I error rate and also with the lowest power. Without missing data, there was no gain in using a repeated measures approach over a simple logistic regression at the final time point. Analysis of results from five phase III diabetes trials of the same compound was consistent with the simulation findings. Therefore, covariate adjusted analysis is recommended for repeated binary data when the study endpoint is of interest. Copyright © 2015 John Wiley & Sons, Ltd.     

A Comparison of the Performance of Phase II Simple Linear Profile Control Charts when Parameters are Estimated

The standard deviation of the average run length (SDARL) is an important performance metric in studying the performance of control charts with estimated in-control parameters. Only a few studies in the literature, however, have considered this measure when evaluating control chart performance. The current study aims at comparing the in-control performance of three phase II simple linear profile monitoring approaches; namely, those of Kang and Albin (2000), Kim et al. (2003), and Mahmoud et al. (2010). The comparison is performed under the assumption of estimated parameters using the SDARL metric. In general, the simulation results of the current study show that the method of Kim et al. (2003) has better overall statistical performance than the competing methods in terms of SDARL values. Some of the recommended approaches based solely on the usual average run length properties can have poor SDARL performance.     

Bayesian comparative study on binary time series

In this paper, we consider the Bayesian analysis of binary time series with different priors, namely normal, Students' t, and Jeffreys prior, and compare the results with the frequentist methods through some simulation experiments and one real data on daily rainfall in inches at Mount Washington, NH. Among Bayesian methods, our results show that the Jeffreys prior perform better in most of the situations for both the simulation and the rainfall data. Furthermore, among weakly informative priors considered, Student's t prior with 7 degrees of freedom fits the data most adequately.     

Estimation of coefficient of dispersion using auxiliary information

In this note, we consider the problem of estimation of coefficient of dispersion of a study variable by making use of known value of the coefficient of dispersion of an auxiliary variable. We propose ratio and regression-type estimators. We derive expressions of bias and variance of the proposed estimators to the first order of approximation. The relative efficiencies of the ratio and regression-type estimators with respect to the naïve estimator are investigated through a simulation study.     

Bayesian inference of three-parameter bathtub-shaped lifetime distribution

We investigate a Bayesian inference in the three-parameter bathtub-shaped lifetime distribution which is obtained by adding a power parameter to the two-parameter bathtub-shaped lifetime distribution suggested by Chen (2000). The Bayes estimators under the balanced squared error loss function are derived for three parameters. Then, we have used Lindley's and Tierney–Kadane approximations (see Lindley 1980; Tierney and Kadane 1986) for computing these Bayes estimators. In particular, we propose the explicit form of Lindley's approximation for the model with three parameters. We also give applications with a simulated data set and two real data sets to show the use of discussed computing methods. Finally, concluding remarks are mentioned.     

Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing

This paper considers studentized tests in time series regressions with nonparametrically autocorrelated errors. The studentization is based on robust standard errors with truncation lag M=bT for some constant b∈(0, 1] and sample size T. It is shown that the nonstandard fixed‐b limit distributions of such nonparametrically studentized tests provide more accurate approximations to the finite sample distributions than the standard small‐b limit distribution. We further show that, for typical economic time series, the optimal bandwidth that minimizes a weighted average of type I and type II errors is larger by an order of magnitude than the bandwidth that minimizes the asymptotic mean squared error of the corresponding long‐run variance estimator. A plug‐in procedure for implementing this optimal bandwidth is suggested and simulations (not reported here) confirm that the new plug‐in procedure works well in finite samples.     

An Efficient Class of Estimators for the Population Mean Using Auxiliary Information in Stratified Random Sampling

This article addresses the problem of estimating the population mean in stratified random sampling using the information of an auxiliary variable. A class of estimators for population mean is defined with its properties under large sample approximation. In particular, various classes of estimators are identified as particular member of the suggested class. It has been shown that the proposed class of estimators is better than usual unbiased estimator, usual combined ratio estimator, usual product estimator, usual regression estimator and Koyuncu and Kadilar (2009 Koyuncu, N., Kadilar, C. (2009). Ratio and product estimators in stratified random sampling. J. Statist. Plan. Infere. 139:2552–2558.[Crossref], [Web of Science ®] , [Google Scholar]) class of estimators. The results have been illustrated through an empirical study.