摘要:

Exact expressions, in the form of infinite series expansions, are given for the first and second moments of two well known generalized ridge estimators. These series expansions are then evaluated using recursive formulas and computations are verified using approximations. Results are presented for the relative mean square error and bias of these estimators as well as their relative efficiency with respect to least squares.

ISSN:0361-0918    

DOI:10.1080/03610918308812316

出版商:Marcel Dekker, Inc.    

年代:1983

数据来源: Taylor

摘要:

A derivation of the critical values of the two sample F max-test is given together with many of the properties of the critical values. Tables of the critical values are given for a broad range of sample sizes and levels of significance.

ISSN:0361-0918    

DOI:10.1080/03610918308812317

出版商:Marcel Dekker, Inc.    

年代:1983

数据来源: Taylor

摘要:

This paper examines the efficiency of thesample kurtosisin obtaining LPestimates as an estimates of central tendency for symmetric distributions. Moreover, guidelines are established for determining an optimal value ofPbased on the kurtosis of the error distribution.

ISSN:0361-0918    

DOI:10.1080/03610918308812318

出版商:Marcel Dekker, Inc.    

年代:1983

数据来源: Taylor

摘要:

Bias and power are compared for the stratified and unstratified logrank tests in survival type studies with censored data. It is assumed that strata are formed by grouping a covariate. Bias arises when covariate values differ between groups. Survival may then be equal at each covariate value, but appear to differ overall. Large sample findings indicate that 3–4 strata suffice to accomplish most of the potential gain relative to the unstratified situation. Gains are worthwhile for bias, but small for power unless the response and covariate are strongly correlated. In small samples the increase in power with stratifica tion may be even less. Equal frequency and optimal strata usually give similar results.

ISSN:0361-0918    

DOI:10.1080/03610918308812319

出版商:Marcel Dekker, Inc.    

年代:1983

数据来源: Taylor

摘要:

Maximum-likelihood estimation of multinomial proportions subject to linear inequality or equality constraints is considered. A demonstration that surrogate constraints yield a zero-degree-of-difficulty geometric programming problem is given. A general solution in terms of surrogate multipliers and the unconstrained estimates is exhibited. A computational algorithm is presented and used to solve an example problem pertaining to coal deliveries received by a power plant.

ISSN:0361-0918    

DOI:10.1080/03610918308812320

出版商:Marcel Dekker, Inc.    

年代:1983

数据来源: Taylor

摘要:

This paper presents the results of a series of sampling experiments to evaluate the small sample properties of several variants of the nonlinear two stage and nonlinear three stage least squares estimators. The analysis also considers the effects of the numerical optimization scheme used to implement the estimators. The findings indicate that the optimization algorithm does affect the performance of both estimators.

ISSN:0361-0918    

DOI:10.1080/03610918308812321

出版商:Marcel Dekker, Inc.    

年代:1983

数据来源: Taylor

摘要:

Several estimators are examined for the simple linear regression model under a controlled, experimental situation with multiple observations at each design point. The model is examined under normal and non-normal error distributions and mild heterogeneity of variances across the chosen design points. We consider the ordinary, generalized, and estimated generalized least squares estimators and several examples of M estimators. The asymptotic properties of the M estimator using the Huber ψ are presented under these conditions for the multiple regression model. A simulation study is also presented which indicates that the M estimator possesses strong robustness properties under the presence of both non-normality and mild heteroscedasticity o£ errors. Finally, the M estimates are compared to the least squares estimates in two examples.

ISSN:0361-0918    

DOI:10.1080/03610918308812322

出版商:Marcel Dekker, Inc.    

年代:1983

数据来源: Taylor

摘要:

Let X1,X2, …, Xpbe jointly distributed according to a multivariate normal distribution, and let ? denote the multiple correlation coefficient between X1and X2, X3,…, XpLet Xli,…, Xpi, i =1, … N, be a random sample from the distribution. The logarithm of the likelihood ratio statistic for testing the hypothesis that ρ is zero is −(N/2)log(l−R2), where R is the sample multiple correlation coefficient. A Gaussian approximation to the non-null (ρ≠0) distribution of R is developed using the transformation (T/E(T))hwhere T =−log(l−R2), and h is determined from the first three cumulants of T. The approximation is simple and accurate over a wide range of the parameters p, N, and ρ.

ISSN:0361-0918    

DOI:10.1080/03610918308812323

出版商:Marcel Dekker, Inc.    

年代:1983

数据来源: Taylor

ISSN:0361-0918    

DOI:10.1080/03610918308812315

出版商:Marcel Dekker, Inc.    

年代:1983

数据来源: Taylor