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1.
Abdelbaset Abdalla 《Journal of Statistical Computation and Simulation》2019,89(14):2782-2800
Despite the popularity and importance, there is limited work on modelling data which come from complex survey design using finite mixture models. In this work, we explored the use of finite mixture regression models when the samples were drawn using a complex survey design. In particular, we considered modelling data collected based on stratified sampling design. We developed a new design-based inference where we integrated sampling weights in the complete-data log-likelihood function. The expectation–maximisation algorithm was developed accordingly. A simulation study was conducted to compare the new methodology with the usual finite mixture of a regression model. The comparison was done using bias-variance components of mean square error. Additionally, a simulation study was conducted to assess the ability of the Bayesian information criterion to select the optimal number of components under the proposed modelling approach. The methodology was implemented on real data with good results. 相似文献
2.
Wagner Hugo Bonat Célestin C. Kokonendji 《Journal of Statistical Computation and Simulation》2017,87(11):2138-2152
Tweedie regression models (TRMs) provide a flexible family of distributions to deal with non-negative right-skewed data and can handle continuous data with probability mass at zero. Estimation and inference of TRMs based on the maximum likelihood (ML) method are challenged by the presence of an infinity sum in the probability function and non-trivial restrictions on the power parameter space. In this paper, we propose two approaches for fitting TRMs, namely quasi-likelihood (QML) and pseudo-likelihood (PML). We discuss their asymptotic properties and perform simulation studies to compare our methods with the ML method. We show that the QML method provides asymptotically efficient estimation for regression parameters. Simulation studies showed that the QML and PML approaches present estimates, standard errors and coverage rates similar to the ML method. Furthermore, the second-moment assumptions required by the QML and PML methods enable us to extend the TRMs to the class of quasi-TRMs in Wedderburn's style. It allows to eliminate the non-trivial restriction on the power parameter space, and thus provides a flexible regression model to deal with continuous data. We provide an R implementation and illustrate the application of TRMs using three data sets. 相似文献
3.
Richard Blundell 《Econometric Reviews》2013,32(2):185-187
This paper considers Lagrange Multiplier (LM) and Likelihood Ratio (LR) tests for determining the cointegrating rank of a vector autoregressive system. n order to deal with outliers and possible fat-tailedness of the error process, non-Gaussian likelihoods are used to carry out the estimation. The limiting distributions of the tests based on these non-Gaussian pseudo-)likelihoods are derived. These distributions depend on nuisance parameters. An operational procedure is proposed to perform inference. It appears that the tests based on non-Gaussian pseudo-likelihoods are much more powerful than their Gaussian counterparts if the errors are fat-tailed. Moreover, the operational LM-type test has a better overall performance than the LR-type test. Copyright O 1998 by Marcel Dekker, Inc. 相似文献
4.
Isha Dewan 《Journal of Statistical Computation and Simulation》2013,83(9):1648-1660
In this paper, we consider the four-parameter bivariate generalized exponential distribution proposed by Kundu and Gupta [Bivariate generalized exponential distribution, J. Multivariate Anal. 100 (2009), pp. 581–593] and propose an expectation–maximization algorithm to find the maximum-likelihood estimators of the four parameters under random left censoring. A numerical experiment is carried out to discuss the properties of the estimators obtained iteratively. 相似文献
5.
This paper considers Lagrange Multiplier (LM) and Likelihood Ratio (LR) tests for determining the cointegrating rank of a vector autoregressive system. n order to deal with outliers and possible fat-tailedness of the error process, non-Gaussian likelihoods are used to carry out the estimation. The limiting distributions of the tests based on these non-Gaussian pseudo-)likelihoods are derived. These distributions depend on nuisance parameters. An operational procedure is proposed to perform inference. It appears that the tests based on non-Gaussian pseudo-likelihoods are much more powerful than their Gaussian counterparts if the errors are fat-tailed. Moreover, the operational LM-type test has a better overall performance than the LR-type test. Copyright O 1998 by Marcel Dekker, Inc. 相似文献
6.
We discuss in the present paper the analysis of heteroscedastic regression models and their applications to off-line quality control problems. It is well known that the method of pseudo-likelihood is usually preferred to full maximum likelihood since estimators of the parameters in the regression function obtained are more robust to misspecification of the variance function. Despite its popularity, however, existing theoretical results are difficult to apply and are of limited use in many applications. Using more recent results in estimating equations, we obtain an efficient algorithm for computing the pseudo-likelihood estimator with desirable convergence properties and also derive simple, explicit and easy to apply asymptotic results. These results are used to look in detail at variance minimization in off-line quality control, yielding techniques of inferences for the optimized design parameter. In application of some existing approaches to off-line quality control, such as the dual response methodology, rigorous statistical inference techniques are scarce and difficult to obtain. An example of off-line quality control is presented to discuss the practical aspects involved in the application of the results obtained and to address issues such as data transformation, model building and the optimization of design parameters. The analysis shows very encouraging results, and is seen to be able to unveil some important information not found in previous analyses. 相似文献
7.
Andreas Dyreborg Christoffersen Jesper Mller Heidi Sgaard Christensen 《Australian & New Zealand Journal of Statistics》2021,63(1):33-54
For modelling the location of pyramidal cells in the human cerebral cortex, we suggest a hierarchical point process in that exhibits anisotropy in the form of cylinders extending along the z-axis. The model consists first of a generalised shot noise Cox process for the xy-coordinates, providing cylindrical clusters, and next of a Markov random field model for the z-coordinates conditioned on the xy-coordinates, providing either repulsion, aggregation or both within specified areas of interaction. Several cases of these hierarchical point processes are fitted to two pyramidal cell data sets, and of these a final model allowing for both repulsion and attraction between the points seem adequate. We discuss how the final model relates to the so-called minicolumn hypothesis in neuroscience. 相似文献
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9.
Minkyung Oh 《Journal of applied statistics》2019,46(14):2666-2676
ABSTRACTAs there is an extensive body of research on diagnostics in regression models, various outlier detection methods have been developed. These methods have been extended to mixed effects models and generalized linear models, but there exist intrinsic drawbacks and limitations. This paper presents two-dimensional plots to identify discordant subjects and observations in generalized linear mixed effects models, displaying discordance in two directions. The sTudentized Residual Sum of Squares is not an extension of any regression tools but a new approach designed to efficiently reflect the characteristics of repeated measures. And this noteworthy clustering of outliers is identified in the plot. Applications to real-life examples are presented to illustrate the favorable/beneficial performance of the new tool. 相似文献
10.
Let X be a discrete time contact process (CP) on ?2, as defined by Durrett and Levin (1994, Stochastic spatial models: a user's guide to ecological applications. Philosophical Transactions of the Royal Society of London Series B, 343, 329–350). We study the estimation of the model based on space-time evolution of X, that is, T + 1 successive observations of X on a finite subset S of sites. We consider the maximum marginal pseudo-likelihood (MPL) estimator and show that, when T→∞, this estimator is consistent and asymptotically normal for a non-vanishing supercritical CP. Numerical studies confirm these theoretical ones. 相似文献