|
21. |
The cornish-fisher expansion for estimating percentage points: a numerical perspective |
|
Communications in Statistics - Simulation and Computation,
Volume 26,
Issue 1,
1997,
Page 355-373
K.O. Bowman,
L.R. Shenton,
Preview
|
PDF (577KB)
|
|
摘要:
The expansion, in standard form, consists of some 66 terms involving polyno - mials in a normal deviate, and cumulants and cumulant products to order ten. An assumed order of magnitude reduces these terms to eight groups. Sign patterns in the terms are not obvious. We take a number of Pearson densities and assess from the expansions a set of standard percentiles (1%, 5%, 95%, 99%). Validity of the as-sessments is pivoted on two alternative models:(i) the Bowman-Shenton algorithm for percentage points of Pearson densities, (ii) the 4-moment Johnson translation model. This approach has wide application since the models have proved to be remarkably reliable when compared, and also when compared with simulation as-sessments. A brief account is given of acceleration of convergence for the series, but there seems to be no analogue of the Padè or Levin algorithms.
ISSN:0361-0918
DOI:10.1080/03610919708813384
出版商:Marcel Dekker, Inc.
年代:1997
数据来源: Taylor
|
22. |
Simulation evaluation of three models for correlated binary data with covariates specific to each binary observation |
|
Communications in Statistics - Simulation and Computation,
Volume 26,
Issue 1,
1997,
Page 375-396
Vicki Stover Hertzberg,
Preview
|
PDF (521KB)
|
|
摘要:
Binary data from human reproductive studies occur naturally in clusters and often exhibit strong intracluster correlation which results in overdispersion. Although several methods for analyzing clustered data, particularly those with covariates specific to each binary outcome, have been proposed recently, the properties of many of these models have not been rigorously evaluated in simulation studies, nor have they been compared amongst each other. In this paper, three such models which are applicable to the analysis of spontaneous abortions in humans are evaluated. In all three cases, the maximum likelihood estimates of effect are biased. In addition, naive logistic regression to the whole data set of simulated pregnancy outcomes, ignoring intracluster correlation, is shown to be biased toward the null in the presence of an effect.
ISSN:0361-0918
DOI:10.1080/03610919708813385
出版商:Marcel Dekker, Inc.
年代:1997
数据来源: Taylor
|
23. |
Letter to the editor |
|
Communications in Statistics - Simulation and Computation,
Volume 26,
Issue 1,
1997,
Page 397-397
M. Akahira,
Preview
|
PDF (31KB)
|
|
ISSN:0361-0918
DOI:10.1080/03610919708813386
出版商:Marcel Dekker, Inc.
年代:1997
数据来源: Taylor
|
24. |
Publication is as easy as C-C-C |
|
Communications in Statistics - Simulation and Computation,
Volume 26,
Issue 1,
1997,
Page -
William B. Smith,
Preview
|
PDF (181KB)
|
|
ISSN:0361-0918
DOI:10.1080/03610919708813363
出版商:Marcel Dekker, Inc.
年代:1997
数据来源: Taylor
|
|