摘要:

AbstractBy using deviance standardized residuals, the seemingly unrelated regression estimation procedure is extended to generalized linear models, and fitted by an iterative procedure. The matrix of cross products of standardized residuals is asymptotically multivariate normal, and can be used for further multivariate analyses and for hypothesis testing.

ISSN:0323-3847    

DOI:10.1002/bimj.4710330802

出版商:WILEY‐VCH Verlag    

年代:1991

数据来源: WILEY

摘要:

AbstractDUNNETT (1955) developed a procedure simultaneously comparingktreatments to one control with an exact overall type I error of α when all sampling distributions are normal. Sometimes it is desirable to comparektreatments tom≧2 controls, in particular to two controls. For instance, several new therapies (e.g., pain relievers) could be compared to two standard therapies (e.g., Aspirin and Tylenol). Alternatively, a standard therapy could be very expensive, difficult to apply and/or have bad side effects, making it useful to compare each new therapy to both standard therapy and no therapy (Placebo).Dunnett's method is expanded here to give comparisons of mean values forktreatments to mean values form≧2 controls at an exact overall type I error of α when all sampling distributions are normal. Tabled values needed to make exact simultaneous comparisons at α = .05 are given form= 2. An application is made to an example from the lite

ISSN:0323-3847    

DOI:10.1002/bimj.4710330803

出版商:WILEY‐VCH Verlag    

年代:1991

数据来源: WILEY

ISSN:0323-3847    

DOI:10.1002/bimj.4710330804

出版商:WILEY‐VCH Verlag    

年代:1991

数据来源: WILEY

摘要:

AbstractThe paper deals with the quadratic invariant estimators of the linear functions of variance components in mixed linear model. The estimator with locally minimal mean square error with respect to a parameter ϑ is derived. Under the condition of normality of the vectorYthe theoretical values of MSE of several types of estimators are compared in two different mixed models; under a different types of distributions a simulation study is carried out for the behaviour of derived estimators

ISSN:0323-3847    

DOI:10.1002/bimj.4710330805

出版商:WILEY‐VCH Verlag    

年代:1991

数据来源: WILEY

摘要:

AbstractIn this study, we are interested in the problem of estimating the parameters in a nonlinear regression model when the error terms are correlated. Throughout this work, we restrict ourselves to the special case when the error terms follow apthorder stationary autoregressive model (AR(p)). Following the idea of LAWTON and SYLVESTRE (1971) and GALLANT and GOEBEL (1976), a parameter‐elimination method is proposed, which has the advantages that it is not sensitive to the initial values and convergence of the procedure may be more stable because of the reduced dimension of the problem. The parameter‐elimination method is compared with the methods by GALLANT and GOEBEL (1976) and GLASBEY (1980) by Monte Carlo Simulation, and the results of applying the first two methods to the real data obtained from the Environmental Protection Administration of the Executive Yuan of the Republic of China are presen

ISSN:0323-3847    

DOI:10.1002/bimj.4710330806

出版商:WILEY‐VCH Verlag    

年代:1991

数据来源: WILEY

摘要:

AbstractIn many practical applications we deal with a problem of estimation of a density function of a vectorxsome components of which are discrete, while the remaining ones are continuous. Among many models that can be used in this case the most useful are the location model and the kernel model. The problem arises when the observed data contain missing values i.e. on some individuals some of the variables have not been observed with no particular pattern of missingness. An application of the EM algorithm will allow us to estimate the parameters of the location model from incomplete data. The method is described in Section 2. In Section 3 some suggestions how to deal with incompleteness when the kernel model is used are made. Finally, Section 4 contains an example.

ISSN:0323-3847    

DOI:10.1002/bimj.4710330807

出版商:WILEY‐VCH Verlag    

年代:1991

数据来源: WILEY

摘要:

AbstractThe present paper reports the results of a Monte Carlo simulation study to examine the performance of several approximate confidence intervals for the Relative Risk Ratio (RRR) parameter in an epidemiologic study, involving two groups of individuals. The first group consists ofn1individuals, called the experimental group, who are exposed to some carcinogen, say radiation, whose effect on the incidence of some form of cancer, say skin cancer, is being investigated. The second group consists ofn2individuals (called the control group) who are not exposed to the carcinogen. Two cases are considered in which the life times (or time to cancer) in the two groups follow (i) the exponential and (ii) the Weibull distributions. The case when the life times follow a Rayleigh distribution follows as a particular case. A general random censorship model is considered in which the life times of the individuals are censored on the right by random censoring times following (i) the exponential and (ii) the Weibull distributions. The Relative Risk Ratio parameter in the study is defined as the ratio of the hazard rates in the two distributions of the times to cancer. Approximate confidence intervals are constructed for the RRR parameter using its maximum likelihood estimator (m.l.e) and several other methods, including a method due to FIELLER. SPROTT'S (1973) and Cox's (1953) suggestions, as well as the Box‐Cox (1964) transformation, are also utilized to construct approximate confidence intervals. The performance of these confidence intervals in small samples is investigated by means of some Monte Carlo simulations based on 500 random samples. Our simulation study indicates that many of these confidence intervals perform quite well in samples of size 10 and 15, in terms of the coverage probability and expected length of the interva

ISSN:0323-3847    

DOI:10.1002/bimj.4710330808

出版商:WILEY‐VCH Verlag    

年代:1991

数据来源: WILEY

摘要:

AbstractA bootstrap method suggested by COLLINGS and HAMILTON (1988) to estimate the power of the two‐sample Wilcoxon test is adapted to use for estimating the power of the Gehan test. A Monte Carlo simulation study is done to determine how well the method works in this cas

ISSN:0323-3847    

DOI:10.1002/bimj.4710330809

出版商:WILEY‐VCH Verlag    

年代:1991

数据来源: WILEY

ISSN:0323-3847    

DOI:10.1002/bimj.4710330810

出版商:WILEY‐VCH Verlag    

年代:1991

数据来源: WILEY

摘要:

AbstractIn this paper an attempt has been made to estimate several missing values in replicated latin square designs. The explicit computable expressions for the non‐iterative least squares estimates of the missing values are presented for particular patterns of missing value

ISSN:0323-3847    

DOI:10.1002/bimj.4710330811

出版商:WILEY‐VCH Verlag    

年代:1991

数据来源: WILEY