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作者：GAIL, MH; TAN, WY; PIANTADOSI, S
作者单位：National Institutes of Health (NIH) - USA; NIH National Cancer Institute (NCI); University of Memphis
摘要：We propose a test of the null hypothesis of no treatment effect in a randomized clinical trial that is based on the randomization distribution of residuals. These residuals result from regressing the response on covariates, but not treatment. In contrast to model-based score tests, this procedure maintains nominal size when the model is misspecified, and, in particular, when relevant covariates are omitted from the regression. The efficiency of the procedure is evaluated for regressions with s...
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作者：CHALONER, K; BRANT, R
作者单位：University of Toronto
摘要：An approach to detecting outliers in a linear model is developed. An outer outlier is defined to be an observation with a large random error, generated by the linear model under consideration. Outliers are detected by examining the posterior distribution of the random errors. An augmented residual plot is also suggested as a graphical aid in finding outliers.
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作者：CONNOLLY, MA; LIANG, KY
摘要：A class of conditional logistic regression models for clustered binary data is considered. This includes the polychotomous logistic model of Rosner (1984) as a special case. Properties such as the joint distribution and pairwise odds ratio are investigated. A class of easily computed estimating functions is introduced which is shown to have high efficiency compared to the computationally intensive maximum likelihood approach. An example on chronic obstructive pulmonary disease among sibs is pr...
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作者：GLASBEY, CA
摘要：For parameter estimators in linear models, variance estimates are proposed which are positive-semidefinite quadratic forms like the conventional ones but are less dependent on assumptions about error variance. Examples are given of their use in spatial analyses of field trials and analyses of series of trials.
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作者：BRECKLING, J; CHAMBERS, R
摘要：It is well known that a M-estimator of the centre of symmetry .theta. of a symmetric distribution can be defined in terms of either a continuous symmetric loss function .rho. or the associated influence function .psi.. This estimator is robust if .psi. is bounded. In this paper, we develop a generalization of the M-concept to estimation of a quantile analogue of .theta. called a M-quantile, by introducing a particular kind of asymmetry into .psi.. A natural consequence is that the M-quantile p...
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作者：BARNDORFFNIELSEN, OE
作者单位：Australian National University
摘要：It is well known that Bartlett adjustment reduces level-error of the likelihood ratio statistic from order n-1 to order n-3/2. In the present note we show that level-error of the adjusted statistic is actually order n-2.
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作者：HOUGAARD, P
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作者：WESTFALL, P
摘要：A locally optimal test for a null variance ratio is considered in the context of the one-way random effects model, when normality is assumed. Using an asymptotic design sequence with an increasing number of groups without bounded but unequal sizes, this test has the correct asymptotic level of significance for nonnormal data, property which is not shared by the competing Wald test. Asymptotic power calculations demonstrate that the locally optimal test may be more powerful than the Wald test e...
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作者：ASSAF, D; RITOV, Y
摘要：Let X1, X2,...be such that X1,...,XT-1 have the distribution Fo, while XT, XT+1,... have the distribution F1. Think of X1, X2,... as samples from large batches and suppose T has a prior geometric distribution. Sampling from each batch is assumed to give rise to a Brownian motion process and we are interested in both an optimal sampling scheme and an optimal stopping time to detect the changepoint T. The suggested procedure may roughly be described as a sequence of sequential probability ratio ...
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作者：BARLEV, SK; ENIS, P
作者单位：State University of New York (SUNY) System; University at Buffalo, SUNY
摘要：A simple method for obtaining a class of variance stabilizing transformations from a given normalizing transformation is presented. The method is based on Curtiss''s (1943) classical results on such transformations. Illustrations are given for a Poisson variate.
