摘要:

The construction of sample designs and estimators under a linear regression superpopulation model is considered. The anticipated variance, the variance of the predictor computed with respect to the sampling design and the superpopulation model, is used as a criterion for evaluating probability designs and model-unbiased predictors. Regression predictors that are model unbiased and design consistent are constructed.

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477770

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

摘要:

This article presents a Bayesian approach to estimation, in a sample survey setting, of a finite population total for some characteristic of interest when nonresponse is present. A general model is described for situations where a Hansen-Hurwitz sampling plan is used. The model makes use of concomitant information that is related both to the characteristic of interest and to the probability of response. A simple example is included to illustrate the usefulness of the approach.

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477771

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

摘要:

Power transformations can often simplify the task of describing behavior in data that consist of positive measurements or counts. Tukey's diagnostic techniques based on two-dimensional plots are useful in searching for a suitable transformation in two types of data structures: multiple batches at different levels, and two-way tables. To these, we add plots for finding transformations in two other structures: a single batch, andyversusx.The basis for plots that indicate transformations for symmetrizing and for straightening is explored using second-order series approximations. For all four techniques, when the plot is roughly linear with slope 1 —p, the power of a transformation indicated by the plot isp.Each plot indicates whether any power transformation can be effective in achieving a desired objective.

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477772

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

摘要:

A method is developed that computes an exact nonorthogonal analysis of variance using cell means. The method is iterative and does not require that the non-orthogonal design matrix be stored or formed. At each stage in the process, a balanced analysis of variance problem must be solved. A monotonicity property for the estimates of the regression sum of squares is derived that could be used to minimize iteration in hypothesis testing. An application of the algorithm to the solution of analysis of covariance problems is also given.

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477773

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

摘要:

Monte Carlo simulation is used to study the power of the Durbin-Watson test and the properties of the corresponding weighted least squares (WLS) estimates when there is serial correlation in the disturbance term, in addition to first-order autocorrelation. The results indicate that the Durbin-Watson test detects first-order autocorrelation, even when other forms of serial dependence are also present. However, routine use of WLS estimation when the Durbin-Watson test is significant may result in inaccurate and inefficient parameter estimates. Therefore, this procedure should be used with caution unless there is a priori knowledge concerning the nature of any serial dependence in the disturbance terms.

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477774

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

摘要:

This article presents the results of empirically testing 16 alternative multipliers for a multiplicative congruential random number generator with modulus 231— 1. Two of the multipliers are in common use, six are the best of 50 candidate multipliers according to the theoretical spectral and lattice tests, and eight are the worst, with regard to 2-tuples, among the 50. The test results raise serious doubts about several of the multipliers, including one in common use. The tests were also applied to a well-known theoretically poor generator, RANDU, and gave strong empirical evidence of its inadequacy. Since comparison of the results of the First eight multipliers with those for the eight worst multipliers failed to show any apparent gross differences, one may want to relax the currently employed stringent criteria for acceptable performance on the lattice and spectral tests.

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477775

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

摘要:

In life testing, type I and type II censoring may be combined to form a hybrid life test. Epstein (1954) introduced this testing scheme and Epstein (1960b) proposed a two-sided confidence interval to estimate the mean lifetime, 8, of an exponential lifetime following such a test. His conjecture is modified slightly and a proof is given that establishes the validity of the proposed confidence interval.

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477776

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

摘要:

Whereas much is known about the asymptotic properties of the Kaplan-Meier (1958) estimator (KME) of a survival function, exact results for small samples have been difficult to obtain. In this article, we obtain an exact expression for the αth moment (α > 0) of the KME under a model of proportional hazards. This enables us, under proportional hazards, to (a) study the bias of the KME, and (b) compare the exact variance of the KME to its asymptotic variance.

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477777

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

摘要:

A simulation study was used to determine the finite-sample properties of various estimators of a common odds ratio from multiple 2 × 2 tables. The maximum likelihood, Mantel-Haenszel, and Woolf estimators plus four variants of each were considered. The original Woolf estimator and one of its variants are dismissed on the grounds that they often cannot be calculated. In terms of minimum bias, maximum likelihood is the recommended procedure after adding .25 to each cell.

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477778

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

摘要:

In a long-tailed compound Poisson distribution introduced by Sichel, the probabilities can only readily be calculated if one of the parameters λ has half-integer values, that is, λ =m+ 1/2,minteger. The maximum likelihood estimation of this parameter is compared with an approximate method derived from a grid of half-integer values. It is found that the approximate method, which avoids excessive special computation, yields inferences indistinguishable from those based on maximum likelihood and on the score statistic for testing values of λ. Thus a major numerical impediment to use of Sichel's distribution is removed.

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477779

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor