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作者:Spiekerman, CF; Lin, DY
摘要:Correlated failure time data arise frequently in scientific investigations because there exists natural or artificial clustering of study subjects such that failure times within the same cluster are correlated. It is convenient and useful to perform regression analysis by formulating the marginal distributions of the correlated failure times with the Cox proportional hazards model. In this paper, we develop a class of graphical and numerical techniques for checking the adequacy of the marginal...
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作者:Laud, PW; Ibrahim, JG
作者单位:Harvard University; Harvard T.H. Chan School of Public Health
摘要:We examine the problem of specifying prior probabilities for all possible subset models in the context of variable selection in normal linear models. A solution is proposed that uses a prior prediction for the observable, an associated weight, and prior opinion regarding error precision as the only required input. Numerical examples are given to illustrate the method.
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作者:Dette, H; Wong, WK
作者单位:University of California System; University of California Los Angeles
摘要:We study robustness properties of optimal extrapolation designs at a single point under various model assumptions. A curious result is the efficiency of the optimal extrapolation design for a polynomial of degree m is the same whether the true underlying model is a polynomial of degree k or m - k (k = 1, 2,.., m - 1). In addition, the loss in efficiency of the optimal extrapolation designs is between 40-50% when we overestimate the degree of the polynomial model and the extrapolated point is '...
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作者:Carter, CK; Kohn, R
摘要:A Bayesian analysis is given for a state space model with errors that are finite mixtures of normals and with coefficients that can assume a finite number of different values. A sequence of indicator variables determines which components the errors belong to and the values of the coefficients. The computation is carried out using Markov chain Monte Carlo, with the indicator variables generated without conditioning on the states. Previous approaches use the Gibbs sampler to generate the indicat...
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作者:Shin, DW; Park, CG; Park, T
作者单位:Suwon University; Hankuk University Foreign Studies
摘要:In the repeated measures experiment, testing procedures for ordered group effects are proposed using the likelihood ratio principle. The constrained maximum likelihood estimators of ordered group effects are approximated by the isotonic regression of the unconstrained maximum likelihood estimators. Based on these constrained maximum likelihood estimators, test statistics are constructed and are used for detecting ordered group effects. The limiting distributions of the proposed test statistics...
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作者:Pfanzagl, J; Sheynin, O
摘要:The t-distribution first occurred in a paper by Luroth (1876) on the classical theory of errors in connection with a Bayesian result.
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作者:Newton, MA
摘要:A large deviation result is established for the bootstrap empirical distribution in a finite sample space, thereby validating both nonparametric and parametric bootstrapping in certain phylogenetic inference problems. The bias previously observed in the bootstrap distribution of the estimated tree topology is shown to stem from dispersion effects in the joint distribution of sample and bootstrap empirical distributions. Both results are examined for maximum likelihood estimation in a three-tax...