摘要:

A link is established between jackknifing smooth functions of regression parameter estimators in the general linear model and jackknifing the two stage least squares estimator in the simulta- neous equation model. Hinkley's weighted jackknife is explored and is shown to have a smaller variance than the standard jack- knife estimator in the context of two stage least squares estimation.

ISSN:0361-0918    

DOI:10.1080/03610918408812364

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

摘要:

The balanced half-sample, jackknife and linearization methods are used to estimate the variance of the slope of a linear regression under a variety of computer generated situations. The basic sampling design is one in which two PSU's are selected from each of a number of strata . The variance estimation techniques are compared with a Monte Carlo experiment. Results show that variance estimates may be highly biased and variable unless sizeable numbers of observations are available from each stratum. The jackknife and linearization estimates appear superior to the balanced half sample method - particularly when the number of strata or the number of available observations from each stratum is small.

ISSN:0361-0918    

DOI:10.1080/03610918408812365

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

摘要:

A higher order asymptotic expansion is obtained for the distribution of the sample correlation coefficient r in a normal sample. The resulting formula guarantees accuracy to five decimal places and may be regarded as an expression which generates exact values of the probability integral of r even when the sample size is as small as 11. A Cornish-Fisher inverse expansion for percentiles of the distribution of r is also given. In a particular case of this result, an asymptotic expansion for the median of the distribution of r is obtained, related to a t-approximation due to Kraemer (1973).

ISSN:0361-0918    

DOI:10.1080/03610918408812366

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

摘要:

In this article, some properties of a rank test for complete block designs in the presence of ties are investigated. The question of interest is: How strongly does the power of the test decrease, when the criterion becomes more and more discontinuous? Before examining this question using Monte-Carlo simulations, the asymptotic properties of the test are shown. In addition, some empirical studies on the size of the test in the case of small sample sizes are made.

ISSN:0361-0918    

DOI:10.1080/03610918408812367

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

摘要:

The F test is compared with three procedures based on ranks for testing treatment effects in the randomized complete block, fixed effects, model with one observation per cell.

ISSN:0361-0918    

DOI:10.1080/03610918408812368

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

摘要:

This paper presents a multivariate extension of Dunnett's test for comparing simultaneously k treatment group means with a single control group mean. A test based on Hotelling T2statistics is presented and approximate critical values are evaluated for the case of equal numbers of observations in each group, for the .05 and .01 levels of significance, for 1 to 5 variates, for 1 to 10 treatment groups, and for varying degrees of freedom. The accuracy of the procedure for generating approximate critical values is assessed via simulation studies conducted for selected cases and an example is presented using real data.

ISSN:0361-0918    

DOI:10.1080/03610918408812369

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

摘要:

The powers of the Kolmogorov-Smirnov, Weisberg-Bingham and Anderson-Darling tests of normality are determined by Monte Carlo sampling ror Weibull alternatives with 10 shape parameters ranging from 1.0 to 10.0 and seven sample sizes from 10 to 100. There is, in general, good agreement at the relatively few points for which power values have previously been published. The usefulness of examining the power as a function of the parameter(s) of an alternate distribution family is outlined.

ISSN:0361-0918    

DOI:10.1080/03610918408812370

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

摘要:

Inner tolerance limits are defined to be statistics based on a random sample which lie between certain quantiles of the distribution sampled with a certain confidence. Assuming an underlying normal distribution, tables are presented which allow inner limits to be implemented over a range of sample sizes, quantiles, and confidences.

ISSN:0361-0918    

DOI:10.1080/03610918408812371

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

ISSN:0361-0918    

DOI:10.1080/03610918408812372

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor

ISSN:0361-0918    

DOI:10.1080/03610918408812373

出版商:Marcel Dekker, Inc.    

年代:1984

数据来源: Taylor