摘要:

This article examines the accuracy of the finite population correlation ordinarily applied to binomial confidence limits, suggests a more accurate FPC and describes a procedure, based on a computer program for hypergeometric probabilities, for obtaining exact confidence limits and exact confidence level.

ISSN:0162-1459    

DOI:10.1080/01621459.1975.10480263

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

This article discusses the effect of interventions on a given response variable in the presence of dependent noise structure. Difference equation models are employed to represent the possible dynamic characteristics of both the interventions and the noise. Some properties of the maximum likelihood estimators of parameters measuring level changes are discussed. Two applications, one dealing with the photochemical smog data in Los Angeles and the other with changes in the consumer price index, are presented.

ISSN:0162-1459    

DOI:10.1080/01621459.1975.10480264

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

In Simmons' version of randomized response a number of parameters are at the statistician's disposal. Suggestions are given on how to choose these parameters, in particular, that the unrelated question in many cases should be chosen to have a much higher frequency of “yes” answers than previous authors have suggested.

ISSN:0162-1459    

DOI:10.1080/01621459.1975.10480265

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

The variance of the maximum likelihood estimator in each of the one- and two-sample alternate question randomized response models is compared to that of the original Warner model. In both cases, the former variance is shown to be uniformly less than that of the latter for all values of the parameter being estimated and appropriate ranges for the design parameters.

ISSN:0162-1459    

DOI:10.1080/01621459.1975.10480266

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

This article presents an inference-cum-memory model with uncertain parameterpand binomial data. The model is intended to represent the phenomenon especially common in the social sciences of explaining the results of a statistical calculation. The principal assumptions of the model are that experiments, not sufficient statistics, are stored in memory, and that the experiments are categorized by and accessed according to their implications for inference. The nonsample information thereby generated is weaker than it appears. In the context of this model, optimal memory interrogation involves search for previous experiments that slightly contradict the current evidence.

ISSN:0162-1459    

DOI:10.1080/01621459.1975.10480267

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

Together with straightforward simulation, this study makes use of antithetic-variate and control-variate techniques in investigating the properties of econometric estimators. It is shown that when the covariances between the disturbances are small, the results on the relative standing of the estimators are indeterminate; but when they are sufficiently large, full-information methods are superior to single-equation methods. FIML gave the best performance and 2SLS was the best limited-information technique. The asymptotic standard errors underestimated the variations in the coefficients.

ISSN:0162-1459    

DOI:10.1080/01621459.1975.10480268

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

This article considers testing the restrictions imposed by Almon's approach to estimation of distributed lag relationships. The conventional likelihood ratio test procedure requires that the regression equation be estimated in unrestricted form and then subject to the Almon restrictions. An alternative test is suggested which has the advantage of requiring only that the unrestricted version be estimated. The problem of selecting the order of the polynomial is discussed and a numerical example is presented.

ISSN:0162-1459    

DOI:10.1080/01621459.1975.10480269

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

An iterative algorithm for solving linear least squares problems has been developed and tested on an IBM 1620 computer. This article traces the development of the algorithm from that described by Björck and Golub [1] to the present, and shows how, with a slight change in algebra, the Householder triangularization may be replaced equally successfully by the simpler method of Cholesky factorization. The algorithm appears accurate and efficient even for highly ill-conditioned problems. Use of the residual vector in the iteration process is the main source of the algorithm's success.

ISSN:0162-1459    

DOI:10.1080/01621459.1975.10480270

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

Estimates of the parameters of a linear model are usually obtained by the method of ordinary least-squares (OLS), which is sensitive to large values of the additive error term. By dividing the sample into nonoverlapping subsamples and computing the trimmed means of OLS subsample regression coefficients, we obtain a simple, consistent and asymptotically normal initial estimate of the coefficients, which protects the analyst from large values of ∈iwhich are often hard to detect using OLS on a model with many regressors. The technique is applied to the calculation of risk parameters in the capital asset pricing model for securities on the N. Y. Stock Exchange.

ISSN:0162-1459    

DOI:10.1080/01621459.1975.10480271

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

Autoregressive models for spatial interaction have been proposed by several authors (Whittle [15] and Mead [11], for example). In the past, computational difficulties with the ML approach have led to the use of alternative estimators. In this article, a simplified computational scheme is given and extended to mixed regressive-autoregressive models. The ML estimator is compared with several alternatives.

ISSN:0162-1459    

DOI:10.1080/01621459.1975.10480272

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor