Likelihood ratio test for discordancy with slippage alternatives

A likelihood ratio test for discordancy in the sample is considered with slippage alternatives. It is shown for a wide class of univariate distributions that only the extreme observations in the sample need to be tested for discordancy. This result provides a firmer support to many commonly used discordancy tests that take only extreme observations as candidates. The problem of testing multiple discordant observations is also discussed.     

The Coverage Probability of Confidence Intervals in One‐Way Analysis of Covariance after Two F Tests

Volume 3 of Analysis of Messy Data by Milliken & Johnson (2002) provides detailed recommendations about sequential model development for the analysis of covariance. In his review of this volume, Koehler (2002) asks whether users should be concerned about the effect of this sequential model development on the coverage probabilities of confidence intervals for comparing treatments. We present a general methodology for the examination of these coverage probabilities in the context of the two‐stage model selection procedure that uses two F tests and is proposed in Chapter 2 of Milliken & Johnson (2002). We apply this methodology to an illustrative example from this volume and show that these coverage probabilities are typically very far below nominal. Our conclusion is that users should be very concerned about the coverage probabilities of confidence intervals for comparing treatments constructed after this two‐stage model selection procedure.     

On Small Sample Properties of the Wald,LR and LM Tests in a Linear Model with AR(1) Errors

When the error terms are autocorrelated, the conventional t-tests for individual regression coefficients mislead us to over-rejection of the null hypothesis. We examine, by Monte Carlo experiments, the small sample properties of the unrestricted estimator of ρ and of the estimator of ρ restricted by the null hypothesis. We compare the small sample properties of the Wald, likelihood ratio and Lagrange multiplier test statistics for individual regression coefficients. It is shown that when the null hypothesis is true, the unrestricted estimator of ρ is biased. It is also shown that the Lagrange multiplier test using the maximum likelihood estimator of ρ performs better than the Wald and likelihood ratio tests.     

关于导思教学法的构想

根据中国教学法的沿革及目前中国高校教学现状 ,文章提出了教师引导学生自己思考研究的大学文科教学方法 ;同时 ,还设想了与之配套的多项成绩累积分制的考核方法。     

论普通话水平测试中的评分误差

对普通话水平测试的复审表明，评分中“朗读”与“说话”的误差较大，其原因涉及试卷构成与队伍建设等多个方面。为提高普通话水平测试的信度，以普通话语音知识和方言学、音位学的基本知识作为内容的测试员后期培训应尽快付诸实施。     

A Locally Most Mean Powerful Based Score Test for ARCH and GARCH Regression Disturbances

This article considers the twin problems of testing for autoregressive conditional heteroscedasticity (ARCH) and generalized ARCH disturbances in the linear regression model. A feature of these testing problems, ignored by the standard Lagrange multiplier test, is that they are onesided in nature. A test that exploits this one-sided aspect is constructed based on the sum of the scores. The small-sample-size and power properties of two versions of this test under both normal and leptokurtic disturbances are investigated via a Monte Carlo experiment. The results indicate that both versions of the new test typically have superior power to two versions of the Lagrange multiplier test and possibly also more accurate asymptotic critical values.     

Identification of the minimum effective dose based on weighted Kaplan–Meier statistics

Testing procedures are considered for identifying the minimum effective dose (MED) in a dose–response study with randomly right-censored survival data, where the MED is defined to be the smallest dose level under study that has survival advantage over the zero dose control. The proposed testing procedures are implemented in a step-down manner together with three different types of weighted Kaplan–Meier statistics. Comparative results of a Monte Carlo error rate and power/bias study for a variety of survival and censoring distributions are then presented and discussed. The application of the proposed procedures is finally illustrated for identifying the MED of the diethylstilbestrol in the treatment of prostate cancer.     

Stability and Validity of the Holden Psychological Screening Inventory (HPSI) in Psychiatric Inpatients

Abstract

Forty-seven psychiatric inpatients in a Canadian psychiatric hospital participated in an evaluation of the stability and validity of the Holden Psychological Screening Inventory (HPSI). Stability coefficients over a 1-month period were .85, .79, and .66 for the HPSI Psychiatric, Social, and Depression Symptomatology scales, respectively, and coefficient alpha reliabilities for these scales ranged between .76 and .89 across both time periods. Staff rating composite scales corresponding to the self-report HPSI scales had stability coefficients of .74, .85, and .82, respectively. As well, they had inter-rater reliabilities that ranged between .65 and .84 across both time periods. The 3 staff rating composites at time 1 correlated equivalently with the corresponding 3 primary HPSI scales at times 1 and 2 (p > .05). Similarly, the 3 staff rating composites at time 2 correlated equivalently with the corresponding 3 primary HPSI scales at times 1 and 2 (p > .05). Over a 1-month period, HPSI scale scores were very stable and correlations with criterion ratings were stable. Using a confirmatory factor analysis, with each of the 3 dimensions defined by the time 1 and 2 measures for the 3 HPSI scales and 3 staff rating composites, evidence for discriminant as well as convergent validity was obtained. In summary, the self-report HPSI and the staff rating composite measures evidenced sufficient reliability and validity to meet the requirements for routine clinical assessment work with psychiatric inpatients. Additionally, the stability data provide effects of retesting baseline data for assessing treatment outcome in this population.     

Efficient method for identification of cyclic trends in incidence

Various methods for estimating the parameters of the simple harmonic curve and corresponding statistics for testing the significance of the sinusoidal trend are investigated. The locally reasonable method is almost fully efficient when the size of the trend is very small; however, the maximum likelihood method is preferred generally, especially when the trend is not very small. The log likelihood ratio test is more powerful than the R test which is based on locally reasonable estimates. The efficient method and the log likelihood ratio or equivalent tests are the best statistical techniques for identifying the cyclical trend. Thus they are the methods of choice when adequate computing facilities are available.     

Further asymptotic expansions of the distribution of the sphericity test

In this paper new asymptotic expansions of the distributions of the sphericity test criterion are obtained in the null and the non-null case when the alternatives are close to the hypothesis. These expansions are obtained for the first time in terms of beta distributions. These appear to be better than the ones available in the literature.