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作者:TAYLOR, JMG
作者单位:University of California System; University of California Los Angeles
摘要:Power transformations for achieving distributional symmetry are discussed. Estimates of the transformation power are based on general measures of symmetry. They are consistent and asymtotically normal. Use of the skewness coefficient as a measure of symmetry is optimal in an important special case. The methods are compared to the likelihood methods of Box et Cox (1964) and alternative methods of Hinkley. The Box-Cox method or a robust adaptation of it (Carroll, 1980; Bickel et Doksum, 1981) is...
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作者:REID, N; CREPEAU, H
作者单位:University of British Columbia
摘要:Influence functions for the regression parameters in the proportional hazards model are presented. Empirical influence functions, computed for each observation and each covariate, can be useful in an informal way to identify influential observations. This is illustrated on the Stanford heart transplant data and 2 other examples.
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作者:ZEGER, SL; LIANG, KY; SELF, SG
作者单位:Johns Hopkins University
摘要:Extensions of logistic regression to the case where the binary outcome variable is observed repeatedly for each subject are described. Two working models are proposed that lead to consistent estimates of the regression parameters and of their variances under mild assumptions about the time dependence within each subject''s data. The efficiency of the proposed estimators is examined. An analysis of stress in mothers with infants is presented to illustrate the proposed method.
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作者:TARONE, RE
作者单位:National Institutes of Health (NIH) - USA; NIH National Cancer Institute (NCI)
摘要:For cases in which a parameter may be estimated from several independent data sets, Mather (1935) proposed a heterogeneity test based on the efficient scores for the individual data sets evaluated at the overall maximum liklihood estimator. Following Fisher (1946), a modification of the heterogeneity score test is presented wherein a consistent but inefficient estimator of the parameter of interest is substituted for the overall maximum likelihood estimator. The modified test is derived using ...
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作者:LUNDY, M
作者单位:University of Cambridge
摘要:There are several problems is statistics which can be formulated so that the desired solution is the global minimum of some explicitly defined objective function. In many cases the number of candidate solutions increases exponentially with the size of the problem making exhaustive search impossible, but descent procedures, devised to reduce the number of solutions examined, can terminate with local minima. The annealing algorithm, a widely applicable stochastic search procedure which can escap...
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作者:HARRIS, P
作者单位:Liverpool John Moores University; University of Liverpool
摘要:Four large-sample methods are proposed for testing the equality of the variances of a p-variate normal population. Of the methods, 2 are asymptotically distribution robust against departures from the multinormality assumption of the parent population. In applying the tests no restrictive assumptions are made about the off-diagonal structure of the covariance matrix and no random splitting of the sample into subsamples is required. An example of the use of the tests is provided.
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作者:JEWELL, NP
摘要:A method of estimating parameters in the linear regression model from data collected from stratified samples of the dependent variable is described. The residual distribution is allowed to be unspecified. The method is iterative and involves estimates of the residual distribution under the given sampling scheme. [Applications to human populations are discussed.].
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作者:GART, JJ; PETTIGREW, HM; THOMAS, DG
作者单位:National Institutes of Health (NIH) - USA; NIH National Cancer Institute (NCI)
摘要:The bias and first 4 cumulants of the empirical logit tranformation of a binomial variate are studied by means of asymptotic expansions and exact computation. The covariance of the empirical logit and its estimated variance is derived. Neither the +1/2 correction of Haldane (1955) and Anscombe (1956) nor the -1/2 suggested by Cox (1970) for weighted logit regression is universally effective in reducing bias. Other corrections are considered. The distribution of the empirical logit is considera...
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作者:LEE, SY
摘要:In the context of a robust generalized least squares approach, a new statistic for testing the validity of constraints in structural equation models is proposed. The new test requires significantly less computational effort that the traditional one. Extension to models in several populations is also considered. Illustrative applications based on real data are given.
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作者:DAVID, HA; GHOSH, JK
作者单位:Indian Statistical Institute; Indian Statistical Institute Kolkata