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作者:Lloyd, CJ
摘要:The problem of estimating the number of binary responses that can be attributed to high levels of a continuous covariate is studied. The distribution of the covariate in the population is combined with the relative odds of response to produce a function, areas under which represent numbers of responses attributable to covariate values in that range. A combination of parametric and nonparametric smoothing is proposed. Consistent estimates of variance are developed as well as confidence bands fo...
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作者:Hsu, L; Prentice, RL
摘要:The correlation rho between cumulative hazard variates is considered as a measure of dependence between pairs of failure time variates. Such correlation is readily estimated in the absence of censorship, but modelling assumptions are required for its estimation in the presence of independent right censorship. A semiparametric class of bivariate failure time models, in which a dependence parameter theta is in one-to-one correspondence with the cumulative hazard variate correlation rho, is consi...
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作者:Lloyd, CJ
摘要:Testing and confidence interval construction for a parameter are achieved by constructing a pivotal. In this paper we study construction of approximate pivotals from recapture models where capture probabilities possibly vary from occasion to occasion. We compare the asymptotic standard normality of various pivotals including analogues of the classical maximum likelihood/Wald, score and likelihood ratio statistics. Some bias adjustments are developed and indicate that the score pivotal has smal...
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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...