1. |
What Lies Ahead? |
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Journal of the American Statistical Association,
Volume 72,
Issue 357,
1977,
Page 7-10
FranklinA. Graybill,
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ISSN:0162-1459
DOI:10.1080/01621459.1977.10479898
出版商:Taylor & Francis Group
年代:1977
数据来源: Taylor
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2. |
Relationships—and the Lack Thereof—Between Economic Time Series, with Special Reference to Money and Interest Rates |
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Journal of the American Statistical Association,
Volume 72,
Issue 357,
1977,
Page 11-22
DavidA. Pierce,
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摘要:
Extensions of time-series modeling procedures of Box and Jenkins [5] reveal that numerous economic variables which are generally regarded as being strongly interrelated may with equal validity, based on recent empirical evidence, be regarded as independent or only weakly related. Differences between these results and the bulk of econometric literature are attributed to the failure of the latter to satisfactorily account for autocorrelation. Due to limitations in the data, it is concluded that in many instances where economic relationships clearly do exist, econometric or other empirical means cannot reliably enable their existence to be ascertained.
ISSN:0162-1459
DOI:10.1080/01621459.1977.10479899
出版商:Taylor & Francis Group
年代:1977
数据来源: Taylor
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3. |
Comment |
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Journal of the American Statistical Association,
Volume 72,
Issue 357,
1977,
Page 22-23
C.W. J. Granger,
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PDF (212KB)
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ISSN:0162-1459
DOI:10.1080/01621459.1977.10479900
出版商:Taylor & Francis Group
年代:1977
数据来源: Taylor
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4. |
Comment |
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Journal of the American Statistical Association,
Volume 72,
Issue 357,
1977,
Page 23-24
ChristopherA. Sims,
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ISSN:0162-1459
DOI:10.1080/01621459.1977.10479901
出版商:Taylor & Francis Group
年代:1977
数据来源: Taylor
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5. |
Rejoinder |
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Journal of the American Statistical Association,
Volume 72,
Issue 357,
1977,
Page 24-26
DavidA. Pierce,
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PDF (291KB)
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ISSN:0162-1459
DOI:10.1080/01621459.1977.10479902
出版商:Taylor & Francis Group
年代:1977
数据来源: Taylor
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6. |
Covariance Analysis of Heart Transplant Survival Data |
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Journal of the American Statistical Association,
Volume 72,
Issue 357,
1977,
Page 27-36
John Crowley,
Marie Hu,
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摘要:
This paper presents a number of analyses to assess the effects of various covariates on the survival of patients in the Stanford Heart Transplantation Program. The data have been updated from previously published versions and include some additional covariates, such as measures of tissue typing. The methods used allow for simultaneous investigation of several covariates and provide estimates of the relative risk of transplantation as well as significance tests.
ISSN:0162-1459
DOI:10.1080/01621459.1977.10479903
出版商:Taylor & Francis Group
年代:1977
数据来源: Taylor
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7. |
Considerations in Measuring Partial Association for Ordinal Categorical Data |
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Journal of the American Statistical Association,
Volume 72,
Issue 357,
1977,
Page 37-45
Alan Agresti,
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摘要:
Some of the measures commonly used to describe association between two ordinal categorical variables, controlling for the effects of other ordinal categorical variables, are compared in their closeness to a corresponding conditional measure for an underlying jointly continuous distribution. Partial gamma and Kendall's partial tau are observed to be poorer than a weighted average of the Kendall's τb's from separate control levels, according to this criterion. The asymptotic sampling distribution of a particular weighted average measure is derived, and the behavior of the mean and asymptotic variance of such a measure is analyzed as the categorical variables are more finely measured.
ISSN:0162-1459
DOI:10.1080/01621459.1977.10479904
出版商:Taylor & Francis Group
年代:1977
数据来源: Taylor
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8. |
Comparison of Stopping Rules in Forward “Stepwise” Regression |
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Journal of the American Statistical Association,
Volume 72,
Issue 357,
1977,
Page 46-53
RobertB. Bendel,
A.A. Afifi,
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摘要:
This paper uses the unconditional mean square error of prediction as a criterion for comparing stopping rules used with the forward “stepwise” selection procedure in multivariate normal samples, based on simulations of 48 population correlation matrices. The CPstatistic, “Fto enter” (.15 < α < .25), a rule which minimizes the sample criterion, and one which sequentially tests the equality of the population criterion (.25 < α < .35) are superior. For these rules, the criterion seldom differs by more than three percent, although there are considerable differences between these and some of the other rules.
ISSN:0162-1459
DOI:10.1080/01621459.1977.10479905
出版商:Taylor & Francis Group
年代:1977
数据来源: Taylor
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9. |
Two Methods for Examining the Stability of Regression Coefficients |
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Journal of the American Statistical Association,
Volume 72,
Issue 357,
1977,
Page 54-63
Kenneth Garbade,
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摘要:
This paper investigates the power of two methodologies, the tests of Brown, Durbin, and Evans [2] and variable parameter regression, to detect several varieties of instability in the coefficients of a linear regression model. The study reported by Khan [10] on the stability of the demand for money is replicated with variable parameter regression, and his results are in part questioned and in part sharpened.
ISSN:0162-1459
DOI:10.1080/01621459.1977.10479906
出版商:Taylor & Francis Group
年代:1977
数据来源: Taylor
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10. |
Cubic Splines as a Special Case of Restricted Least Squares |
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Journal of the American Statistical Association,
Volume 72,
Issue 357,
1977,
Page 64-68
A. Buse,
L. Lim,
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PDF (413KB)
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摘要:
The standard cubic spline regression method is shown to be a special case of the restricted least-squares estimator. The equivalence of the two procedures under a common set of restrictions is proved. The greater flexibility of the restricted least-squares estimator in terms of the number of restrictions and tests of hypotheses that can be utilized is illustrated by an application to a set of data that has been previously analyzed by the spline method.
ISSN:0162-1459
DOI:10.1080/01621459.1977.10479907
出版商:Taylor & Francis Group
年代:1977
数据来源: Taylor
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