ISSN:0040-1706    

DOI:10.1080/00401706.1992.10484949

出版商:Taylor & Francis Group    

年代:1992

数据来源: Taylor

摘要:

Bootstrap resampling methods have emerged as powerful tools for constructing inferential procedures in modern statistical data analysis. Although these methods depend on the availability of fast, inexpensive computing, they offer the potential for highly accurate methods of inference. Moreover, they can even eliminate the need to impose a convenient statistical model that does not have a strong scientific basis. In this article, we review some bootstrap methods, emphasizing applications through illustrations with some real data. Special attention is given to regression, problems with dependent data, and choosing tuning parameters for optimal performance.

ISSN:0040-1706    

DOI:10.1080/00401706.1992.10484950

出版商:Taylor & Francis Group    

年代:1992

数据来源: Taylor

摘要:

For estimating the parameters of a linear model, whether by least squares or many robust alternatives, one can use confidence limits that are based on large-sample normal approximations. These limits are asymptotically valid for a wide range of error distributions. Unfortunately, asymptotic validity does not automatically hold for prediction limits for a new observation, because they depend on both parameter estimates and the underlying error distribution. Resampling methods provide prediction limits that are asymptotically valid, but they tend to be computationally intensive, especially when used with robust estimators. This article presents alternative prediction limits that are asymptotically valid, are not based on resampling, and are computationally more tractable than methods that are. They are based on quantiles of a convolution of the empirical distribution of the residuals and the limiting normal distribution of the parameter estimates. Simulations suggest that the proposed limits perform reasonably and are comparable to limits based on resampling.

ISSN:0040-1706    

DOI:10.1080/00401706.1992.10484951

出版商:Taylor & Francis Group    

年代:1992

数据来源: Taylor

摘要:

In running a factorial experiment, it may be desirable to use an orthogonal array with different (mixed) numbers of factor levels. Because of the orthogonality requirement, such arrays may have a large run size. By slightly sacrificing the orthogonality requirement, we can obtain nearly orthogonal arrays with economic run size. Some general methods for constructing such arrays are given. For 12, 18, 20, and 24 runs, many orthogonal arrays and nearly orthogonal arrays with mixed levels are constructed and tabulated.Effectsof near orthogonality on estimation efficiency and analysis are studied.

ISSN:0040-1706    

DOI:10.1080/00401706.1992.10484952

出版商:Taylor & Francis Group    

年代:1992

数据来源: Taylor

摘要:

The projection properties of the 2Rq–pfractional factorials are well known and have been used effectively in a number of published examples of experimental investigations. The Plackett and Burman designs also have interesting projective properties, knowledge of which allows the experimenter to follow up an initial Plackett and Burman design with runs that increase the initial resolution for the factors that appear to matter and thus permit efficient separation of effects of interest. Projections of designs into 2–5 dimensions are discussed, and the 12-run case is given in detail. A numerical example illustrates the practical uses of these projections.

ISSN:0040-1706    

DOI:10.1080/00401706.1992.10484953

出版商:Taylor & Francis Group    

年代:1992

数据来源: Taylor

摘要:

An alternative procedure is developed to the smoothed linear fitting method of McDonald and Owen. The procedure is based on the detection of discontinuities by comparing, at any given position, three smooth fits. Diagnostics are used to detect discontinuities in the regression function itself (edge detection) or in its first derivative (peak detection). An application in electron microscopy is discussed.

ISSN:0040-1706    

DOI:10.1080/00401706.1992.10484954

出版商:Taylor & Francis Group    

年代:1992

数据来源: Taylor

摘要:

A modification of the Laplace method is presented and applied to estimation of posterior functions in a Bayesian analysis of finite-mixture distributions. The technique is nonsequential yet relatively fast and provides estimates of mixture-model parameters and classification probabilities. The method is applied to a regional distribution of lake-chemistry data for north central Wisconsin. A mixture density of two lognormal populations is estimated for the acid-neutralizing capacity of lakes in the region, using several other lake characteristics as explanatory variables for classification into lake subpopulations. The fitted mixture model provides a good representation of the observed distribution. Separation into subpopulations based solely on the other lake characteristics matches the mixture-model classification relatively well.

ISSN:0040-1706    

DOI:10.1080/00401706.1992.10484955

出版商:Taylor & Francis Group    

年代:1992

数据来源: Taylor

摘要:

Collinearities can occur among the error-free (true) predictors in measurement-error models just as they occur among predictors in traditional regression models. The coefficient estimators for measurement-error models suffer the same ill effects of collinearities as do least squares estimators. For linear measurement-error models, collinearities are a property of the secondorder moment matrix of the unobservable error-free predictors. For nonlinear models, they are a property of the second-order moment matrix of derivatives of the nonlinear function. In this article, collinearities among the predictors in measurement-error models are defined, and diagnostics for their detection are discussed. The collinearity diagnostics introduced are similar to those used in traditional regression models, but they are applied to estimated second-order moment matrices of the error-free predictors rather than to the second-order moment matrix of the observed predictors. Examples are discussed, one of which demonstrates the masking of collinearities that can result from measurement errors.

ISSN:0040-1706    

DOI:10.1080/00401706.1992.10484956

出版商:Taylor & Francis Group    

年代:1992

数据来源: Taylor

摘要:

The degradation of a drug product over time must be studied carefully to determine the appropriate shelf-life of the product. It is desirable to use data from all batches of the drug product to estimate a common shelf-life. The current Food and Drug AdministrationGuidelinefor analyzing data from multiple batches in stability studies emphasizes hypothesis testing for assessing the equality of degradation rates among batches. We propose a definition for a meaningful difference in batch degradation rates. Furthermore, we use simultaneous confidence intervals for estimating differences in batch slopes and for making decisions about pooling data from separate batches. We believe that an estimation procedure based on simultaneous confidence intervals is philosophically and practically a better approach to this problem.

ISSN:0040-1706    

DOI:10.1080/00401706.1992.10484957

出版商:Taylor & Francis Group    

年代:1992

数据来源: Taylor

摘要:

A conditional resampling methodology is proposed for improving the estimators of multinomial classification probabilities in the presence of a fallible classifier. The (unbiased) estimator requires knowledge of the misclassification error rates, which are obtained by resampling from the initial sample and applying an infallible classifier. Tenenbein's “double sampling” methodology resamples randomly from the initial sample. We show that substantial gains in efficiency are obtainable if, instead of simple random resampling, different resampling rates are allowed for the fallibly determined classes in the initial sample. In most situations, this resampling methodology is neither more difficult nor more expensive than the double sampling methodology. A very promising area of application of the proposed methodology is sampling inspection in quality control, where products can either be classified quickly by inspectors or by a more thorough, perhaps destructive, inspection.

ISSN:0040-1706    

DOI:10.1080/00401706.1992.10484958

出版商:Taylor & Francis Group    

年代:1992

数据来源: Taylor