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作者:Spiekerman, CF; Lin, DY
作者单位:University of Washington; University of Washington Seattle
摘要:In this article we propose a general Cox-type regression model to formulate the marginal distributions of multivariate failure time data. This model has a nested structure in that it allows different baseline hazard functions among distinct failure types and imposes a common baseline hazard function on the failure times of the same type. We prove that the maximum quasi-partial-likelihood estimator for the vector of regression parameters under the independence working assumption is consistent a...
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作者:Knight, K; Kustra, R; Tibshirani, R
作者单位:University of Toronto; University of Toronto; University of Toronto; University of Toronto
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作者:Baker, SG
作者单位:National Institutes of Health (NIH) - USA; NIH National Cancer Institute (NCI)
摘要:Many randomized cancer screening trials involve all-or-none compliance. Some subjects randomized to an offer of screening refuse screening, and some subjects randomized to no offer of screening obtain Screening outside the trial. The primary analysis to test whether or not cancer screening reduces cancer mortality is by intent-to-treat. To estimate the cost-effectiveness of screening, it is necessary to adjust for all-or-none compliance. Heretofore, adjustments for all-or-none compliance have ...
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作者:Li, H; Tsay, RS
作者单位:University of Chicago
摘要:This article proposes a Bayesian procedure for simultaneous identification of the Kronecker indices and model parameters of a multivariate linear system. The model parameters include the starting values and innovations of the system so that the series considered may be co-integrated or non-invertible. The procedure uses some recent developments in stochastic search variable selection in linear regression analysis and Markov chain Monte Carlo methods in statistical computing. It also takes into...
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作者:Montgomery, AL; Zarnowitz, V; Tsay, RS; Tiao, GC
作者单位:University of Pennsylvania; University of Chicago
摘要:This article presents a comparison of forecasting performance for a variety of linear and nonlinear time series models using the U.S. unemployment rate. Our main emphases are on measuring forecasting performance during economic expansions and contractions by exploiting the asymmetric cyclical behavior of unemployment numbers, on building vector models that incorporate initial jobless claims as a leading indicator, and on utilizing additional information provided by the monthly rate for forecas...
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作者:Zucker, DM
作者单位:Hebrew University of Jerusalem
摘要:Karrison has presented a method for covariate-adjusted comparison of two groups with respect to survival when the group effect is expected to not be of proportional hazards form. This article describes a simplified procedure for implementing Karrison's basic approach, along with an extended version designed to achieve robustness against misspecification in the underlying analytical model. A simulation study of these techniques is presented, and the techniques are illustrated with an example ta...
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作者:Hardwick, J; Page, C; Stout, QF
作者单位:Purdue University System; Purdue University; Michigan State University; University of Michigan System; University of Michigan
摘要:To estimate a success probability p, two experiments are available: individual Bernoulli (p) trials or the product of r individual Bernoulli (p) trials. This problem has its roots in reliability where either single components can be tested or a system of r identical components can be rested. A total of N experiments can be performed, and the problem is to sequentially select some combination (allocation) of these two experiments, along with an estimator of p, to achieve low mean squared error ...
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作者:Bailey, TC; Sapatinas, T; Powell, KJ; Krzanowski, WJ
作者单位:University of Exeter; University of Bristol
摘要:This article considers the use of wavelet methods in relation to a common signal processing problem, that of detecting transient features in sound recordings that contain interference or distortion. In this particular case, the data are various types of underwater sounds, and the objective is to detect intermittent departures (potential signals) from the background sound environment in the data (noise), where the latter may itself be evolving and changing over time. We develop an adaptive mode...
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作者:Chao, A; Tsay, PK
作者单位:National Tsing Hua University
摘要:The concept of sample coverage used in animal abundance estimation is modified to evaluate the undercount of a census. Lack of independence between the census and its postenumeration survey leads to correlation bias for the standard estimator of population size. An additional recapture sample (besides the census and postenumeration survey) can be used to estimate the correlation bias due to two types of dependences. This work expresses the correlation bias for the three-sample model as a funct...
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作者:Deaton, A; Ng, S
作者单位:Princeton University; Boston College
摘要:In many public policy problems, we need to estimate the way in which policy changes affect people's behavior. In the analysis of tax and subsidy reform-the topic of this article-we need to know how tax-induced price changes affect the amounts that people buy of the taxed goods. We present various economic and statistical approaches to obtaining the required estimates. We consider the standard structural methods in economics, where the behavior and welfare of individual agents are captured simu...