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作者：CHAMBERS, RL; DORFMAN, AH; WEHRLY, TE
作者单位：United States Department of Labor; Texas A&M University System; Texas A&M University College Station; Australian National University
摘要：A standard problem in sample survey inference is that of predicting the finite population total H of a function h(y) of a random variable Y. The model-based approach to this problem first defines a working model xi for Y and then predicts H by estimating its expectation under xi, conditional on the sample values of Y. This approach leads to biased predictions if xi is incorrect. We explore an automatic solution to this misspecification bias that uses nonparametric regression to define a robust...
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作者：COAKLEY, CW; HETTMANSPERGER, TP
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：We consider the multiple linear regression model y(i) = x(i)'beta + epsilon(i), i = 1, 2, . . . , n, with random carriers and focus on the estimation of beta. This article's main contribution is to present an estimator that is affine, regression, and scale equivariant; has both a high breakdown point and a bounded influence function; and has an asymptotic efficiency greater than .95 versus least squares under Gaussian errors. We give conditions under which the estimator-a one-step general M es...
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作者：KIM, HJ; CAI, LJ
作者单位：Syracuse University
摘要：This article examines the robustness of the likelihood ratio tests for a change point in simple linear regression. We first summarize the normal theory of Kim and Siegmund, who have considered the likelihood ratio tests for no change in the regression coefficients versus the alternatives with a change in the intercept alone and with a change in the intercept and slope. We then discuss the robustness of these tests. Using the convergence theory of stochastic processes, we show that the test sta...
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作者：MEIER, K; NYCHKA, D
作者单位：North Carolina State University
摘要：Knowledge of the rate of a biological process is important for characterizing the system and is necessary for gaining a deeper understanding of the process. Consider measurements, Y, made over time on a system following the model Y = f(t) + e, where f is a smooth, unknown function and e is measurement error. Although most statistical methodology has focused on estimating f(t) or f'(t), in some applications what is of real biological interest is the relationship between f and f'. One example is...
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作者：MULRY, MH; SPENCER, BD
作者单位：Northwestern University
摘要：In July 1991 the Census Bureau recommended to its parent agency, the Department of Commerce, that the 1990 census be adjusted for undercount. The Secretary of Commerce decided not to adjust, however. Those decisions relied at least partly on the Census Bureau's analyses of the accuracy of the census and of the proposed undercount adjustments based on-the Post-Enumeration Survey (PES). Error distributions for the nation, states, and smaller geographic units were estimated with extensions of met...
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作者：BURR, D; DOSS, H
摘要：Let xi(p)(x) be the pth quantile of the distribution of the life length of an individual with covariate vector x in the Cox model. We introduce an estimator xi(p)(x) of xi(p)(x) and develop several families of confidence bands for xi(p)(x) as a function of x. To construct one type of band, we proceed as follows. We show that as n --> infinity, where n is the number of individuals in the study, square-root n (xi(p)(x) - xi(p)(x)) converges weakly to a Gaussian process W(x) with a complicated co...
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作者：DEANGELIS, D; HALL, P; YOUNG, GA
作者单位：Australian National University; Commonwealth Scientific & Industrial Research Organisation (CSIRO); University of Cambridge
摘要：Edgeworth and bootstrap approximations to estimator distributions in L1 regression are described. Analytic approximations based on Edgeworth expansions that mix lattice and nonlattice components and allow for an intercept term in the regression are developed under mild conditions, which do not even require a density for the error distribution. Under stronger assumptions on the error distribution, the Edgeworth expansion assumes a simpler form. Bootstrap approximations are described, and the co...
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作者：LEGER, C; ALTMAN, N
作者单位：Cornell University
摘要：Variable selection techniques are often used in combination with multiple linear regression to produce a parsimonious model that fits the data well. It is clearly undesirable for the final model to depend strongly on the inclusion of a few influential cases in the data set. This article discusses a measure of influence of single cases on the final model. based on a similar measure used in ordinary multiple regression. When variables are selected objectively, deletion of individual cases can st...
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作者：BUNGE, J; FITZPATRICK, M
摘要：How many kinds are there? Suppose that a population is partitioned into C classes. In many situations interest focuses not on estimation of the relative sizes of the classes, but on estimation of C itself. For example, biologists and ecologists may be interested in estimating the number of species in a population of plants or animals, numismatists may be concerned with estimating the number of dies used to produce an ancient coin issue, and linguists may be interested in estimating the size of...
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作者：LIN, DY; YING, Z
作者单位：University of Illinois System; University of Illinois Urbana-Champaign
摘要：This article provides a general solution to the problem of missing covariate data under the Cox regression model. The estimating function for the vector of regression parameters is an approximation to the partial likelihood score function with full covariate measurements and reduces to the pseudolikelihood score function of Self and Prentice in the special setting of case-cohort designs. The resulting parameter estimator is consistent and asymptotically normal with a covariance matrix for whic...
