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11.
Ridge versions of an ill-conditioned system are alleged to “act more like an orthogonal system” than the system itself. Alternatives, called surrogates and based on the conditioning of linear systems, are shown to yield smaller expected mean squares than OLS, and uniformly smaller residual sums of squares than ridge. Ridge and surrogate solutions are compared on several marques of orthogonality to include conditioning of dispersion arrays, variance inflation factors, isotropy of variances, and sphericity of contours of the estimators. For these, ridge typically exhibits erratic divergence from orthogonality as the ridge scalar evolves, often reverting back to OLS in the limit. In contrast, surrogate solutions converge monotonically to those from orthogonal systems. Invariance considerations constrain the computations to models in canonical form. Case studies serve to illustrate the central issues. 相似文献
12.
Six methods of obtaining estimates of treatment effects in a row-column design are considered. Five methods use estimates of inter-row and inter-column variation, and the remaining method is Ordinary Least Squares. Using simulation, these methods are examined to see which are most appropriate for minimising the sum of the squared differences between the estimates of the elementary treatment contrasts and their true values. Recommendations are made of which methods to use. 相似文献
13.
This paper presents a simple computational procedure for generating ‘matching’ or ‘cloning’ datasets so that they have exactly the same fitted multiple linear regression equation. The method is simple to implement and provides an alternative to generating datasets under an assumed model. The advantage is that, unlike the case for the straight model‐based alternative, parameter estimates from the original data and the generated data do not include any model error. This distinction suggests that ‘same fit’ procedures may provide a general and useful alternative to model‐based procedures, and have a wide range of applications. For example, as well as being useful for teaching, cloned datasets can provide a model‐free way of confidentializing data. 相似文献
14.
以组合分析方法引入指数型生成函数,利用正交关系通过迭代给出第二类Stirling数的两个新的解析表示式. 相似文献
15.
基准组合具有某种正交特性(orthogonality properties)。把管理者组合(P)分解为基准组合(B)和积极管理的组合(A),其中基准组合不包含管理者的私人信息。用M代表市场组合,研究得出:cov(B,A)=0,cov(A,M)=0。进一步推导得出:β[P,B]=1,β[P,M]=β[B,M]。本文通过对中国开放式基金市场各基金所声称的基准进行实证检验,得出了我国基金市场开放式基金基准组合并不具有正交特性的结果。 相似文献
16.
The simultaneous estimation of a mean vector is explored by reparametrizing it into its direction and norm components. A type of Pythagorean relation is employed to construct an estimate of the norm component, which results in solving an ordinary amerenuai equation, me james-Diem estimator is snown to be optimum in a class of estimators derived from general solutions of the ordinary differential equation. A new Stein-type estimator in the case of the inverse Gaussian distribution is constructed. 相似文献
17.
A multidimensional block design (MBD) is an experimental design with d > 1 blocking criteria geometrically represented as a d-dimensional lattice with treatment varieties assigned to some or all nodes of the lattice. Intrablock analysis of variance tables for some special classes of two- and three-dimensional block designs with some empty nodes are given. Design plans and efficiencies for 31 two-dimensional designs, each universally optimal in defined classes of designs, and 7 three-dimensional designs, each nearly optimal in defined classes of designs, are listed in the appendices. A need for such designs is apparent when the blocking criteria are implemented successively and empty nodes do not represent wasted experimental units. 相似文献
18.
In the multiparameter case, this paper characterizes priors so as to match, up to o(n-1/2), the posterior joint cumulative distribution function (c.d.f.) of a posterior standardized version of the parametric vector with the corresponding frequentist c.d.f. 相似文献
19.
W. Hürlimann 《Statistical Papers》1992,33(1):69-74
The existence of orthogonal parameters to the mean is characterized by a partial differential equation involving the mean,
the variance and the cumulant generating function. This condition allows to explain and construct orthogonal parametrizations
in several cases of interest, including higher parametric ones. 相似文献
20.
The Bayes factor is a key tool in hypothesis testing. Nevertheless, the important issue of which priors should be used to develop objective Bayes factors remains open. The authors consider this problem in the context of the one-way random effects model. They use concepts such as orthogonality, predictive matching and invariance to justify a specific form of the priors for common parameters and derive the intrinsic and divergence based prior for the new parameter. The authors show that both intrinsic priors or divergence-based priors produce consistent Bayes factors. They illustrate the methods and compare them with other proposals. 相似文献