摘要:

Seven estimators for the probabilities of misclassifi-cation associated with the linear discriminant function are considered. Four of them are known in the literature. The remaining three are constructed through the Jackknife Pro-cedure. An empirical investigation is conducted to evalu-ate the relative merits of these estimators. Summary of the results is presented.

ISSN:0361-0918    

DOI:10.1080/03610918508812473

出版商:Marcel Dekker, Inc.    

年代:1985

数据来源: Taylor

摘要:

The problem of agreement between two or more groups of judges has received considerable attention during the past decade, beginning with the papers by Schucany & Frawley(1973) and Hollander & Sethuraman(1978). Two very different definitions of agreement have emerged in the literature. The first states that two groups of judges agree if they use the same probability distribution to select their rank vectors, while the second defines agreement in terms of corre-lation coefficients. We utilize the first definition in developing a new approach to solving this agreement problem, relying heavily on computer-generated tables.

ISSN:0361-0918    

DOI:10.1080/03610918508812474

出版商:Marcel Dekker, Inc.    

年代:1985

数据来源: Taylor

摘要:

This paper is concerned primarily with a Monte Carlo investigation into the small sample robustness and power of an aligned rank transformation statistic. The aligned rank transformation statistic (ART) is compared to the classical F-test and to Durbin's (1951) rank test for its ability to detect treatment effects in balanced incomplete block (BIB) designs.

ISSN:0361-0918    

DOI:10.1080/03610918508812475

出版商:Marcel Dekker, Inc.    

年代:1985

数据来源: Taylor

摘要:

Pagel (1981) claimed that there is a serious design flaw in some of the recent simulation studies of ridge estimators, in particular those in Hoerl, Kennard and Baldwin (1976) and Lawless and Wang (1976). Farebrother (1983) argued that the major criticism in Pagel (1981) is unsubstantiated. In this paper we obtain a series expansion for the mean squared error of the ordinary ridge estimator, use it to prove that Pagel's claim is incorrect and reinforce Farebrotherf's comments.

ISSN:0361-0918    

DOI:10.1080/03610918508812476

出版商:Marcel Dekker, Inc.    

年代:1985

数据来源: Taylor

摘要:

This paper examines the robustness of the Welch test, the James test as well as Tan's ANOVA test (to be referred as Fβtest) for testing parallelism in k straight lines under heteroscedasticity and nonnormality. Results of Monte Carlo studies demonstrate the robustness of all tests with respect to departure from normality. Further, there is hardly any difference between these methods with respect to both power and size of the test.

ISSN:0361-0918    

DOI:10.1080/03610918508812477

出版商:Marcel Dekker, Inc.    

年代:1985

数据来源: Taylor

摘要:

The lack of a generally-accepted measure of the degree of severity of heteroskedasticity is shown to have caused some Monte Carlo studies to draw misleading conclusions. An attractive measure of heteroskedasticity is suggested.

ISSN:0361-0918    

DOI:10.1080/03610918508812478

出版商:Marcel Dekker, Inc.    

年代:1985

数据来源: Taylor

摘要:

We consider the estimation of Poisson regression models in which structural variation in a subset of the parameters is permitted. It is noted that coventional estimation algorithms are likely to impose restrictions on the number of explanatory variables and the number of structural regimes. We propose an alternative algorithm that implements partitioned matrix inversion and thereby avoids restictions on the size of the model. The algorithm is applied to a model of shopping behavior Adjustments in the algorithm necessary for dealing with censored data are detailed.

ISSN:0361-0918    

DOI:10.1080/03610918508812479

出版商:Marcel Dekker, Inc.    

年代:1985

数据来源: Taylor

摘要:

The ratio of the sample variance to the sample mean estimates a simple function of the parameter which measures the departure of the Poisson-Poisson from the Poisson distribution. Moment series to order n−24are given for related estimators. In one case, exact integral formulations are given for the first two moments, enabling a comparison to be made between their asymptotic developments and a computer-oriented extended Taylor series (COETS) algorithm. The integral approach using generating functions is sketched out for the third and fourth moments. Levin's summation algorithm is used on the divergent series and comparative simulation assessments are given.

ISSN:0361-0918    

DOI:10.1080/03610918508812480

出版商:Marcel Dekker, Inc.    

年代:1985

数据来源: Taylor

摘要:

We carried out an empirical performance study of outlier detection procedures for Weibull or extreme–value distributions using a mixture model in which a known number of randomly chosen observations are contaminated. Procedures studied were: L(L') based on leaps (differences of adjacent observations divided by expectation), V, Q and W (Mann, 1982), R1(R'1), R2(R'2), R3(R'3) (Dixon, 1950) and G(G') (Grubbs, 1950). Percentage points for statistics L(L'), R1(R'1), R2(R'2), R3(R'3) and G(G') were computed empirically for the extreme-value distribution and are tabulated. The procedures L(L') (or equivalently in power V) performed best, with few exceptions, for the contaminated model tested. The Grubb statistic G' performed well in testing for lower outliers. Mann's W , which was best for the labeled slippage was substantially poorer than the others for the mixture model. Dixon's R1(R'1)is recommended as a generally useful test for sample sizes in the range investigated (n=5,20)

ISSN:0361-0918    

DOI:10.1080/03610918508812481

出版商:Marcel Dekker, Inc.    

年代:1985

数据来源: Taylor

摘要:

Scheffé (1970) introduced a method for deriving confidence sets for directions and ratios of normals. The procedure requires use of an approximation and Scheffé provided evidence that the method performs well for cases in which the variances of the random deviates are known. This paper extends Scheffé's numerical integrations to the case of unknown variances. Our results indicate that Scheffé's method works well when variances are unknown

ISSN:0361-0918    

DOI:10.1080/03610918508812482

出版商:Marcel Dekker, Inc.    

年代:1985

数据来源: Taylor