-
作者：ROSENBAUM, PR
摘要：In observational studies, treated and control subjects may differ in ways that have not been observed, so that reference distributions for statistics that would be appropriate in randomized experiments may lead to incorrect inferences. A previous paper (Rosenbaum, 1987a) proposed a method for displaying the sensitivity of permutation inferences to bias due to an unobserved covariate in two cases: (i) the case of matched pairs, with arbitrary response variables, and (ii) the case of matching wi...
-
作者：TIBSHIRANI, R
摘要：We investigate the use of a variance stabilizing transformation for the computation of a bootstrap t confidence interval. The transformation is estimated in an ''automatic'' manner through an initial bootstrap step. A bootstrap t interval is then computed for the variance stabilized parameter and the interval is mapped back to the original scale. The resultant procedure is second-order correct in some settings, invariant and in a number of examples it performs better than the usual untransform...
-
作者：BRIEN, CJ; JAMES, AT; VENABLES, WN
作者单位：University of Adelaide
摘要：A procedure similar to an analysis of variance is presented for examining the structure in correlation matrices whose variables are cross-classified by two factors, such as multitrait-multimethod matrices. The method tests an equal correlation hypothesis against natural alternative hypotheses suggested by group representations. When there is significant departure from the hypothesized pattern, alternative models to be pursued are indicated. The method is illustrated using an example.
-
作者：DAVISON, AC; HINKLEY, DV
作者单位：University of Texas System; University of Texas Austin
摘要：Saddlepoint approximations are shown to be easy to use and accurate in a variety of simple bootstrap and randomization applications. Examples include mean estimation, ratio estimation, two-sample comparisons, and autoregressive estimation.
-
作者：GOWER, JC; HARDING, SA
摘要：The classical biplot (Gabriel, 1971) of a multivariate sample X of n units by p variables is generalized for any Euclidean imbeddable metric dij. Sample-units are represented in the usual way by points in an ordination, most conveniently using principal coordinates. Variables are represented by a set of p concurrent nonlinear trajectories whose lengths and dispositions relative to the sample points aid interpretation. When dij2 is defined to have independent contributions from each variable, t...
-
作者：MALLER, RA
摘要：A simple sufficient condition for the existence, consistency and asymptotic normality of the regression coefficient in the exponential model for survival is given. The intuition that consistent estimation can only be guaranteed when censoring variables are not too small, depending on the values of the covariates, can be quantified in some examples with the use of this condition.
-
作者：LIGGETT, W
摘要：Estimation of the measurement error probability density from data that consist of a few measurmeents on each of several dissimilar items is investigated. An estimator is proposed for independent and identically distributed measurement error with a symmetric density function. This estimator is based on an orthogonal function expansion. Computation begins with the differences between measurements on the same item and makes use of the fact that the characteristic function of these differences equ...
-
作者：TOSTESON, TD; TSIATIS, AA
作者单位：Harvard University; Harvard University Medical Affiliates; Dana-Farber Cancer Institute; Harvard Medical School
摘要：In many epidemiological studies, the exposure variable of interest cannot be measured directly. The classical approaches to errors in variables in regression do not extend easily to the nonlinear models commonly used in epidemiological research. Furthermore, the traditional additive measurement error model cannot adequately represent many surrogate relationships. By considering the effect of using surrogate independent variables on the efficient score statistic, some of the difficulties inhere...
-
作者：LUUKKONEN, R; SAIKKONEN, P; TERASVIRTA, T
作者单位：University of Helsinki
摘要：We study a general univariate smooth transition autoregressive, STAR, model. It contains as a special case the self-exciting threshold autoregressive, SETAR, model. We present three tests for testing linearity against STAR models and discuss their properties. The power of the tests in small samples is investigated by simulation when the alternative is the logistic STAR model. One of the tests is identical to Tsay''s (1986) test statistic and is recommended only in a special case. Of the two re...
-
作者：HURVICH, CM
摘要：A periodogram mean integrated squared error criterion is proposed for assessing the performance of time series data windows, or tapers. The criterion is evaluated numerically for several known autoregressive processes to determine the optimal amount of tapering in Turkey''s cosine window. It is found that tapering can be extremely beneficial if the spectrum contains sharp peaks. Also, in all cases studied, the optimal number of points tapered converges to a constant as the sample size increase...
