Established in 1888 and published quarterly in March, June, September, and December, the Journal of the American Statistical Association ( JASA ) has long been considered the premier journal of statistical science. Articles focus on statistical applications, theory, and methods throughout all disciplines that make use of data, including economic, social, biological, physical, engineering, and health sciences and the humanities.
作者单位：Yale University; Rutgers University System; Rutgers University New Brunswick
摘要：Meta-analysis has been widely used to synthesize evidence from multiple studies for common hypotheses or parameters of interest. However, it has not yet been fully developed for incorporating heterogeneous studies, which arise often in applications due to different study designs, populations, or outcomes. For heterogeneous studies, the parameter of interest may not be estimable for certain studies, and in such a case, these studies are typically excluded from conventional meta-analysis. The ex...
作者：Zhang, Tingting; Wu, Jingwei; Li, Fan; Caffo, Brian; Boatman-Reich, Dana
作者单位：University of Virginia; Duke University; Johns Hopkins University; Johns Hopkins University
摘要：We introduce a dynamic directional model (DDM) for studying brain effective connectivity based on intracranial electrocorticographic (ECoG) time series. The DDM consists of two parts: a set of differential equations describing neuronal activity of brain components (state equations), and observation equations linking the underlying neuronal states to observed data. When applied to functional MRI or EEG data, DDMs usually have complex formulations and thus can accommodate only a few regions, due...
摘要：Scholars are interested in not just what event happens but also when the event happens. If there is dependence among events or dependence between time and events, however, the currently common methods (e.g., competing risks approaches) produce biased estimates. To deal with these problems, this article proposes a new method of copula-based ordered event history analysis (COEHA). A merit of working with copulas is that, whatever marginal distributions time and event variables follow (including ...
作者：Hui, Francis K. C.; Warton, David I.; Foster, Scott D.
作者单位：University of New South Wales Sydney; Commonwealth Scientific & Industrial Research Organisation (CSIRO); Commonwealth Scientific & Industrial Research Organisation (CSIRO)
摘要：The adaptive Lasso is a commonly applied penalty for variable selection in regression modeling. Like all penalties though, its performance depends critically on the choice of the tuning parameter. One method for choosing the tuning parameter is via information criteria, such as those based on AIC and BIC. However, these criteria were developed for use with unpenalized maximum likelihood estimators, and it is not clear that they take into account the effects of penalization. In this article, we...
作者单位：University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina; University of North Carolina Chapel Hill; Duke University
作者单位：University of California System; University of California Davis; University of London; University College London; Universite Libre de Bruxelles
摘要：This article addresses the prediction of stationary functional time series. Existing contributions to this problem have largely focused on the special case of first-order functional autoregressive processes because of their technical tractability and the current lack of advanced functional time series methodology. It is shown here how standard multivariate prediction techniques can be used in this context. The connection between functional and multivariate predictions is made precise for the i...
作者单位：University of Hong Kong; University of California System; University of California Davis
摘要：In this article, we propose two important measures, quantile correlation (QCOR) and quantile partial correlation (QPCOR). We then apply them to quantile autoregressive (QAR) models, and introduce two valuable quantities, the quantile autocorrelation function (QACF) and the quantile partial autocorrelation function (QPACF). This allows us to extend the Box-Jenkins three-stage procedure (model identification, model parameter estimation, and model diagnostic checking) from classical autoregressiv...
作者单位：George Washington University; National University of the Littoral; National University of the Littoral; Consejo Nacional de Investigaciones Cientificas y Tecnicas (CONICET)
摘要：There are two general approaches based on inverse regression for estimating the linear sufficient reductions for the regression of Y on X: the moment-based approach such as SIR, PIR, SAVE, and DR, and the likelihood-based approach such as principal fitted components (PFC) and likelihood acquired directions (LAD) when the inverse predictors, X vertical bar Y, are normal. By construction, these methods extract information from the first two conditional moments of X vertical bar Y; they can only ...
摘要：We give methods for the construction of designs for regression models, when the purpose of the investigation is the estimation of the conditional quantile function, and the estimation method is quantile regression. The designs are robust against misspecified response functions, and against unanticipated heteroscedasticity. The methods are illustrated by example, and in a case study in which they are applied to growth charts.
