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作者：Bartolucci, Francesco; Pennoni, Fulvia
作者单位：University of Perugia; University of Milan
摘要：Following Cox & Wermuth ( 1994, 2002), we show that the distribution of a set of binary observable variables, induced by a certain discrete latent variable model, may be approximated by a quadratic exponential distribution. This discrete latent variable model is equivalent to the latent-class version of the two-parameter logistic model of Birnbaum ( 1968), which may be seen as a generalized version of the Rasch model ( Rasch, 1960, 1961). On the basis of this result, we develop an approximate ...
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作者：Lahiri, Soumendra N.; Maiti, Tapabrata; Katzoff, Myron; Parsons, Van
作者单位：Iowa State University; Centers for Disease Control & Prevention - USA; CDC National Center for Health Statistics (NCHS)
摘要：Best linear unbiased prediction is well known for its wide range of applications including small area estimation. While the theory is well established for mixed linear models and under normality of the error and mixing distributions, the literature is sparse for nonlinear mixed models under nonnormality of the error distribution or of the mixing distributions. We develop a resampling-based unified approach for predicting mixed effects under a generalized mixed model set-up. Second-order-accura...
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作者：Samia, Noelle I.; Chan, Kung-Sik; Stenseth, Nils Chr.
作者单位：University of Iowa; University of Oslo
摘要：We introduce the generalized threshold mixed model for piecewise-linear stochastic regression with possibly nonnormal time-series data. It is assumed that the conditional probability distribution of the response variable belongs to the exponential family, and the conditional mean response is linked to some piecewise-linear stochastic regression function. We study the particular case where the response variable equals zero in the lower regime. Some large-sample properties of a likelihood-based ...
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作者：Pourahmadi, Mohsen
作者单位：Northern Illinois University
摘要：Chen & Dunson (2003) have proposed a modified Cholesky decomposition of the form Sigma = DLL'D for a covariance matrix where D is a diagonal matrix with entries proportional to the square roots of the diagonal entries of Sigma and L is a unit lower-triangular matrix solely determining its correlation matrix. This total separation of variance and correlation is definitely a major advantage over the more traditional modified Cholesky decomposition of the form (LDL)-L-2' (Pourahmadi, 1999). We sh...
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作者：Cook, Dennis; Li, Bing; Chiaromonte, Francesca
作者单位：University of Minnesota System; University of Minnesota Twin Cities; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：Regressions in which the fixed number of predictors p exceeds the number of independent observational units n occur in a variety of scientific fields. Sufficient dimension reduction provides a promising approach to such problems, by restricting attention to d < n linear combinations of the original p predictors. However, standard methods of sufficient dimension reduction require inversion of the sample predictor covariance matrix. We propose a method for estimating the central subspace that el...
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作者：Li, Lexin
作者单位：North Carolina State University
摘要：Existing sufficient dimension reduction methods suffer from the fact that each dimension reduction component is a linear combination of all the original predictors, so that it is difficult to interpret the resulting estimates. We propose a unified estimation strategy, which combines a regression-type formulation of sufficient dimension reduction methods and shrinkage estimation, to produce sparse and accurate solutions. The method can be applied to most existing sufficient dimension reduction ...
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作者：Shao, Yongwu; Cook, R. Dennis; Weisberg, Sanford
作者单位：University of Minnesota System; University of Minnesota Twin Cities
摘要：We present a new computationally feasible test for the dimension of the central subspace in a regression problem based on sliced average variance estimation. We also provide a marginal coordinate test. Under the null hypothesis, both the test of dimension and the marginal coordinate test involve test statistics that asymptotically have chi-squared distributions given normally distributed predictors, and have a distribution that is a linear combination of chi-squared distributions in general.
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作者：Sen, Bodhisattva; Banerjee, Moulinath
作者单位：University of Michigan System; University of Michigan
摘要：We introduce a method based on a pseudolikelihood ratio for estimating the distribution function of the survival time in a mixed-case interval censoring model. In a mixed-case model, an individual is observed a random number of times, and at each time it is recorded whether an event has happened or not. One seeks to estimate the distribution of time to event. We use a Poisson process as the basis of a likelihood function to construct a pseudolikelihood ratio statistic for testing the value of ...
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作者：Thompson, Elizabeth A.; Geyer, Charles J.
作者单位：University of Washington; University of Washington Seattle; University of Minnesota System; University of Minnesota Twin Cities
摘要：We consider the problem of testing a statistical hypothesis where the scientifically meaningful test statistic is a function of latent variables. In particular, we consider detection of genetic linkage, where the latent variables are patterns of inheritance at specific genome locations. Introduced by Geyer & Meeden (2005), fuzzy p-values are random variables, described by their probability distributions, that are interpreted as p-values. For latent variable problems, we introduce the notion of...
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作者：Martinussen, Torben; Scheike, Thomas H.
作者单位：University of Copenhagen; University of Copenhagen
摘要：We study a test comparing the full Aalen additive hazards model and the change-point model, and suggest how to estimate the parameters of the change-point model. We also study a test for no change-point effect. Both tests are provided with large sample properties and a resampling method is applied to obtain p-values. The finite-sample properties of the proposed inference procedures and estimators are assessed through a simulation study. The methods are further applied to a dataset concerning m...
