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作者:PETTIT, LI; YOUNG, KDS
作者单位:University of Surrey
摘要:In this paper we consider a measure of the effect of single observations on a logarithmic Bayes factor defined via the difference in the logarithms of the Bayes factors conditional first on all the data and then omitting an observation. The measure is related to the conditional predictive ordinate. The form of the measure and examples of its use are presented for a variety of situations, normal samples, linear linear models, log linear models and the checking of distributional assumptions.
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作者:SAMIUDDIN, M; ELSAYYAD, GM
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作者:RUDOLFER, SM
摘要:This paper studies the properties of a {0,1}-state Markov chain model of extrabinomial variation. If n is even, the Markov chain binomial model is always overdispersed relative to the binomial model with parameters n and p, while if n is odd, it may be over- or underdispersed relative to the binomial model. Expressions for the likelihood and variance functions are obtained, and for n = 3, the Markov chain binomial model is compared with the additive and multiplicative binomial models of Altham...
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作者:LIPSITZ, SR; LAIRD, NM; HARRINGTON, DP
摘要:Suppose that a homogeneous group of n subjects is observed on T occasions. Each subject has one of K levels of response at each of the T occasions. The cross-classification of the recorded responses over time forms a KT contingency table. This paper discusses the design matrix for the marginal homogeneity model, which assumes that the first-order marginal probabilities at each time are equal. The marginal homogeneity model is a linear model for the vector of cell probabilities. We obtain the d...
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作者:DAVIDIAN, M
摘要:Estimation of parametric variance functions using transformation of standard deviations based on replication at each design point is common in, but not limited to, assay analysis. It is shown that ignoring unequal replication can lead to bias and inefficiency in estimation. Efficiency comparisons for different transformations for nonormal distributions are given. A method to account for bias is described that can offer robustness to nonnormality and leads to a comparison of Gini''s mean differ...
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作者:COX, DR; WERMUTH, N
作者单位:Johannes Gutenberg University of Mainz
摘要:An approximation to the maximum likelihood estimates of the parameters in a model can be obtained from the corresponding estimates and information matrices in an extended model, i.e. a model with additional parameters. The approximation is close provided that the data are consistent with the first model. Applications are described to log linear models for discrete data, to models for multivariate normal distributions with special covariance matrices and to mixed discrete-continuous models.
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作者:FU, YX; CURNOW, RN
摘要:Maximum likelihood estimation of the locations of changes in sequences of independent categorical random variables when there are known lower bounds on the lengths of the sub-sequences between the change points in discussed. A method is developed which finds one of the maximum likelihood solutions. The problem of estimating the number of changed segments is discussed and some numerical results about the precision of the estimates of the locations of changes are presented. The method also allow...
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作者:SHARPLES, LD
摘要:By their nature, hierarchical models involve a considerable number of structural and distributional assumptions, for example, normality and linearity are common assumptions. Considerations of robustness therefore suggest that some form of model elaboration is necessary. However, it is not clear how to achieve this in the already complex setting of hierarchial models whilst maintaining reasonable tractability in the analysis. We provide a comprehensive account of the way in which methods based ...
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作者:SCHEMPER, M
摘要:Two new measures of the proportion of the variation of possibly censored survival times explained by a given proportional hazards model are presented. It is shown that the previously suggested proportion of explained log likelihood is not a useful measure of predictive precision. The new measures are intuitively appealing and sufficiently simple for routine application.
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作者:ZUCKER, DM; LAKATOS, E
摘要:In certain long-term treatment trials, one expects some lag period before the treatment is fully effective. This paper presents two weighted log rank type statistics designed to have good efficiency over a wide range of lags: a maximum efficiency robust statistic and a simplified version of this statistic. Both statistics can be computed as easily as the log rank statistic. Asymptotic efficiency calculations, supported by small sample simulations, show that the two proposed statistics are subs...