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51.
The Wilcoxon rank-sum test and its variants are historically well-known to be very powerful nonparametric decision rules for testing no location difference between two groups given paired data versus a shift alternative. In this title, we propose a new alternative empirical likelihood (EL) ratio approach for testing the equality of marginal distributions given that sampling is from a continuous bivariate population. We show that in various shift alternative scenarios the proposed exact test is superior to the classic nonparametric procedures, which may break down completely or are frequently inferior to the density-based EL ratio test. This is particularly true in the cases where there is a nonconstant shift under the alternative or the data distributions are skewed. An extensive Monte Carlo study shows that the proposed test has excellent operating characteristics. We apply the density-based EL ratio test to analyze real data from two medical studies. 相似文献
52.
The use of flexible functional forms is a standard practice in applied econometrics. Many flexible forms have been proposed. In this study, we investigate the behavior of three of them—the translog, the symmetric McFadden, and the symmetric generalized Barnett. Based on Monte Carlo experiments, we assess the ability of these forms to test theoretical properties and to measure technological characteristics. 相似文献
53.
Richard Luger 《Econometric Reviews》2013,32(4):469-474
In this article we propose a nonparametric test for poolability in large dimensional semiparametric panel data models with cross-section dependence based on the sieve estimation technique. To construct the test statistic, we only need to estimate the model under the alternative. We establish the asymptotic normal distributions of our test statistic under the null hypothesis of poolability and a sequence of local alternatives, and prove the consistency of our test. We also suggest a bootstrap method as an alternative way to obtain the critical values. A small set of Monte Carlo simulations indicate the test performs reasonably well in finite samples. 相似文献
54.
本文通过理论分析和蒙特卡洛仿真模拟,研究平稳性检验中选用的统计量与数据生成过程不一致时,非线性ESTAR、LSTAR与线性DF检验法能否得出正确的结论.研究表明,二阶LSTAR与ESTAR模型可用相同的检验方法,但前者的非线性特征更强.当数据生成过程为线性AR,或非线性ESTAR、二阶LSTAR模型时,使用DF或ESTAR检验法可得出大致正确的结论,但LSTAR检验法完全失败.数据生成过程的非线性特征越强,ESTAR较DF检验方法的功效增益越高;线性特征越强,DF的功效增益越高.当转移函数F(θ,c,zt)中θ较大导致一阶泰勒近似误差较大或c非0时,标准ESTAR与LSTAR非线性检验法失去应用条件.θ较大或c偏离0较远时,数据生成过程中线性成分增强,用线性DF检验可获得更好的检验结果. 相似文献
55.
Testing the fractionally integrated order of seasonal and nonseasonal unit roots is quite important for the economic and financial time series modeling. In this article, the widely used Robinson's (1994) test is applied to various well-known long memory models. Via Monte Carlo experiments, we study and compare the performances of this test using several sample sizes. 相似文献
56.
Equivalence tests are used when the objective is to find that two or more groups are nearly equivalent on some outcome, such that any difference is inconsequential. Equivalence tests are available for several research designs, however, paired-samples equivalence tests that are accessible and relevant to the research performed by psychologists have been understudied. This study evaluated parametric and nonparametric two one-sided paired-samples equivalence tests and a standardized paired-samples equivalence test developed by Wellek (2003). The two one-sided procedures had better Type I error control and greater power than Wellek's test, with the nonparametric procedure having increased power with non normal distributions. 相似文献
57.
This article considered several test statistics for testing the population signal-to-noise ratio based on parametric, nonparametric, and modified methods. To compare the performance of the proposed test statistics, a simulation study has been conducted under both symmetric and skewed distributions. The performance of the test statistics is compared based on the empirical size and power of the test. It is evident for large sample that some of our proposed test statistics are performing better in the sense of high power and have been recommended for the researchers. 相似文献
58.
Mark J. Schervish 《The American statistician》2013,67(1):67-74
This department includes the two sections New Developments in Statistical Computing and Statistical Computing Software Reviews; suitable contents for each of these sections is described under the respective section heading. Articles submitted for the department, outside the two sections, should not be highly technical and should be relevant to the teaching or practice of statistical computing. This section is similar in organization to a Book Review section in other journals; however, software of interest to statisticians is the subject of review here. Emphasis is on software for microcomputers. Programs that operate only in larger mainframe computers will seldom receive review. Normally, producers of programs make a copy of their product available to the Section Editor, who then selects one or more persons to test the product and prepare a review. Producers of computer software who wish to have their product reviewed are invited to contact the Section Editor, Professor Kenneth Berk, Department of Mathematics, 313 Stevenson Hall, Illinois State University, Normal, IL 61761. Findings and opinions expressed in every review are solely those of the author. They should not be construed as reflecting endorsement of the product, or opinions held, by the American Statistical Association, nor is any warranty implied about any product reviewed. SYSTAT Leland Wilkinson. Available from Systat, Inc., 603 Main St., Evanston, IL 60202. $495 (multiple copy and site fees available). Reviewed by Mark I. Scherwish AIDA, Version 9/82 David A. Lingwood, Available from Action-Research Northwest, 11442 Marine View Drive, S.W., Seattle, WA 98146. $235. Reviewed by Walter Liggett MSUSTAT, MS/PC-DOS and CP/M-80 Version 2.20 Richard E. Lund. Available from Research and Development, Inc., Montana State University, Bozeman, MT 59717–0002. $187.50 (university and multiple-copy discounts available). Reviewed by Mervyn G. Marasinghe 相似文献
59.
Evaluations of behavioral health interventions have identified many that are potentially effective. However, clinicians and other decision makers typically lack the time and ability to effectively search and synthesize the relevant research literature. In response to this opportunity, and to increasing policy and funding pressures for the use of evidence-based practices, a number of “what works” websites have emerged to assist decision makers in selecting interventions with the highest probability of benefit. However, these registers as a whole are not well understood. This article, which represents phase one of a concurrent mixed methods study, presents a review of the scopes, structures, dissemination strategies, uses, and challenges faced by evidence-based registers in the behavioral health disciplines. The major findings of this study show that in general, registers of evidence-based practices are able, to a degree, to identify the most effective practices meet this need to a degree. However, much needs to be done to improve the ability of the registers to fully realize their purpose. 相似文献
60.
为了对CO2气体冷却器进行系统全面的性能分析,根据CO2制冷剂在亚临界区和超临界区的换热特性,以第二制冷剂量热器法和水冷气体冷却法为理论基础,结合企业实际测试需求研制了能够全面测试CO2气体冷却器性能的实验台。其可测试的换热量范围是1.6~32.0 kW,测量精度高。实际选用了一个气体冷却器做验证,结果显示2种测量方法的偏差小于4%,满足企业验收标准。此实验台的设计可为相关性能测试实验台的研究提供借鉴。 相似文献