摘要:

Previous Monte Carlo studies examining properties of estimators in random coefficient models have been hindered in part by computational difficulties. In particular, determination of maximum likelihood estimators appears sensitive to the computational algorithm used. In a small Monte Carlo experiment, several distinctly motivated algorithms are examined with respect to accuracy and cost in searching for global and local maximum likelihood parameter estimates. A noncalculus oriented approach offers promise. When compared with other estimators, maximum likelihood estimators, so determined, appear to be statistically relatively efficient.

ISSN:0162-1459    

DOI:10.1080/01621459.1977.10479908

出版商:Taylor & Francis Group    

年代:1977

数据来源: Taylor

摘要:

A table of exact 95 percent confidence limits for differences and ratios of two proportions and their odds ratio, including one-tailedPvalues for the Fisher-Irwin exact test, is given for a wide variety of 2 × 2 tables with sample sizes of 20(20)100. The calculations are based on Fisher's [3] conditional theory, and the computer algorithm of Thomas [10 or 11] is used to produce the tables. It is shown how the tables may be used for sample size determination without fixing the power for a given alternative hypothesis.

ISSN:0162-1459    

DOI:10.1080/01621459.1977.10479909

出版商:Taylor & Francis Group    

年代:1977

数据来源: Taylor

摘要:

Estimated regression coefficients and errors in these estimates are computed for 160 artificial data sets drawn from 160 normal linear models structured according to factorial designs. Ordinary multiple regression (OREG) is compared with 56 alternatives which pull some or all estimated regression coefficients some or all the way to zero. Substantial improvements over OREG are exhibited when collinearity effects are present, noncentrality in the original model is small, and selected true regression coefficients are small. Ridge regression emerges as an important tool, while a Bayesian extension of variable selection proves valuable when the true regression coefficients vary widely in importance.

ISSN:0162-1459    

DOI:10.1080/01621459.1977.10479910

出版商:Taylor & Francis Group    

年代:1977

数据来源: Taylor

ISSN:0162-1459    

DOI:10.1080/01621459.1977.10479911

出版商:Taylor & Francis Group    

年代:1977

数据来源: Taylor

ISSN:0162-1459    

DOI:10.1080/01621459.1977.10479912

出版商:Taylor & Francis Group    

年代:1977

数据来源: Taylor

ISSN:0162-1459    

DOI:10.1080/01621459.1977.10479913

出版商:Taylor & Francis Group    

年代:1977

数据来源: Taylor

ISSN:0162-1459    

DOI:10.1080/01621459.1977.10479914

出版商:Taylor & Francis Group    

年代:1977

数据来源: Taylor

ISSN:0162-1459    

DOI:10.1080/01621459.1977.10479915

出版商:Taylor & Francis Group    

年代:1977

数据来源: Taylor

ISSN:0162-1459    

DOI:10.1080/01621459.1977.10479916

出版商:Taylor & Francis Group    

年代:1977

数据来源: Taylor

ISSN:0162-1459    

DOI:10.1080/01621459.1977.10479917

出版商:Taylor & Francis Group    

年代:1977

数据来源: Taylor