摘要:

In analogy to analysis of variance for linear models, analyses of dispersion for loglinear models for multinomial responses are constructed. The analyses, which are based on the entropy and concentration measures, are used to construct tests of independence and measures of association.

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477849

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477850

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477851

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477852

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477853

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477854

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

摘要:

The least squares estimator for β in the classical linear regression model is strongly efficient under certain conditions. However, in the presence of heavy-tailed errors and/or anomalous data, the least squares efficiency can be markedly reduced. In this article we propose an estimator that limits the influence of any small subset of the data and show that it satisfies a first-order condition for strong efficiency subject to the constraint. We then show that the estimator is asymptotically normal.

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477855

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

摘要:

Suppose that a forecaster sequentially assigns probabilities to events. He iswell calibratedif, for example, of those events to which he assigns a probability 30 percent, the long-run proportion that actually occurs turns out to be 30 percent. We prove a theorem to the effect that a coherent Bayesian expects to be well calibrated, and consider its destructive implications for the theory of coherence.

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477856

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477857

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477858

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor