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作者：Muthén, B; Jo, B; Brown, CH
作者单位：University of California System; University of California Los Angeles; State University System of Florida; University of South Florida
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作者：Claeskens, G; Hjort, NL
作者单位：Texas A&M University System; Texas A&M University College Station; University of Oslo
摘要：A variety of model selection criteria have been developed, of general and specific types. Most of these aim at selecting a single model with good overall properties, for example, formulated via average prediction quality or shortest estimated overall distance to the true model. The Akaike, the Bayesian, and the deviance information criteria, along with many suitable variations, are examples of such methods. These methods are not concerned, however, with the actual use of the selected model, wh...
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作者：Garratt, A; Lee, K; Pesaran, MH; Shin, Y
作者单位：University of Leicester; University of Cambridge; University of Edinburgh
摘要：We argue that probability forecasts convey information on the uncertainties that surround macroeconomic forecasts in a straightforward manner that is preferable to other alternatives, including the use of confidence intervals. Probability forecasts obtained using a small benchmark macroeconometric model and a number of other alternatives are presented and evaluated using recursive forecasts generated over the period 1999q1-2001q1. Out-of-sample probability forecasts of inflation and output gro...
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作者：Ye, ZS; Weiss, RE
作者单位：Eli Lilly; Lilly Research Laboratories; University of California System; University of California Los Angeles
摘要：Dimension reduction in a regression analysis of response y given a p-dimensional vector of predictors x reduces the dimension of x by replacing it with a lower-dimensional linear combination beta'x of the x's without specifying a parametric model and without loss of information about the conditional distribution of y given x. We unify three existing methods, sliced inverse regression (SIR), sliced average variance estimate (SAVE), and principal Hessian directions (pHd), into a larger class of ...
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作者：Dette, H; Biedermann, S
作者单位：Ruhr University Bochum
摘要：For the Michaelis-Menten model, we determine designs that maximize the minimum of the D-efficiencies over a certain interval for the nonlinear parameter. The best two point designs can be found explicitly, and a characterization is given when these designs are optimal within the class of all designs. In most cases of practical interest, the determined designs are highly efficient and robust with respect to misspecification of the nonlinear parameter. The results are illustrated and applied in ...
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作者：Kolaczyk, ED
作者单位：Boston University
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作者：Layton, DF; Levine, RA
作者单位：University of Washington; University of Washington Seattle; California State University System; San Diego State University
摘要：How much does the far future matter? This question lies at the heart of many important environmental policy issues, such as global climate change, biodiversity loss, and the disposal of radioactive waste. Although philosophers, experts, and others offer their viewpoints on this deep question, the solution to many environmental problems lies in the willingness of the public to bear significant costs now to make the far future a better place. Short of national plebiscites, the only way to assess...
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作者：Tsodikov, AD; Ibrahim, JG; Yakovlev, AY
作者单位：University of California System; University of California Davis; University of Rochester; University of North Carolina; University of North Carolina Chapel Hill
摘要：This article considers the utility of the bounded cumulative hazard model in cure rate estimation, which is an appealing alternative to the widely used two-component mixture model. This approach has the following distinct advantages: (1) It allows for a natural way to extend the proportional hazards regression model, leading to a wide class of extended hazard regression models. (2) In some settings the model can be interpreted in terms of biologically meaningful parameters. (3) The model struc...
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作者：Hoeting, JA; Tweedie, RL; Olver, CS
作者单位：Colorado State University System; Colorado State University Fort Collins; Colorado State University System; Colorado State University Fort Collins; University of Minnesota System; University of Minnesota Twin Cities
摘要：We consider multistage development models that occur in the maturation of biological organisms, disease progressions, and industrial processes. The situations that we address are distinguished by the essentially destructive sampling required to assess the stage reached by each individual. We develop robust estimators of stage-dependent maturation rates and overall death rates using method of moments based on Laplace transforms, for which we develop variance estimates under different sampling s...
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作者：Loh, JM; Stein, ML; Quashnock, JM
作者单位：Columbia University; University of Chicago
摘要：Galaxies have long been known to form large clusters, and cosmologists are interested in characterizing this clustering as a way of studying the large-scale structure of the universe. This work is motivated by a data catalog consisting of information on lines of sight from Earth to distant quasi-stellar objects (QSO's) and the carbon iv absorbers that lie on them. The absorbers are believed to be gas clouds near galaxies too far away to be easily observed. Thus, the absorber catalog provides a...
