摘要:

This article studies sampling properties of several unconstrained estimators in the random coefficients model. It is found that the ranking of alternative estimators is sometimes sensitive to selection of true values of the model's parameters. Further, the frequency of negative estimates increases with the size of true variance. Though all estimators converge in 80 to 95 percent of cases, there is generally no efficiency gain at any stage of iterations, possibly because large numbers of negative estimates of variances are obtained. Sampling properties of alternative estimators for variance of the mean response estimates are also examined.

ISSN:0162-1459    

DOI:10.1080/01621459.1975.10480273

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

Properties ofrealizedregression error terms are studied wherein they are treated as unknown parameters. Posterior distributions for individual realized error terms and for linear and certain quadratic functions of them are derived. Posterior moments of measures of skewness, kurtosis, autocovariance, and autocorrelation, defined in terms of the realized errors, are presented, and selected uses of these results indicated in characterizing properties of realized error terms and in suggesting possible departures from standard assumptions.

ISSN:0162-1459    

DOI:10.1080/01621459.1975.10480274

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

In many life testing, reliability and replacement policy situations, it is desirable to predict the time of future failures from times of the early failures in the same sample. Interval prediction in this setting has been treated by several authors. In this article, the authors give best linear unbiased (blu) point predictors of future failures when the underlying distribution is known up to location and scale. Analogous large sample procedures based on sample quantile theory are provided. The results are illustrated for the exponential and Pareto distributions.

ISSN:0162-1459    

DOI:10.1080/01621459.1975.10480275

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

The optimal choice of intervals for grouped distributions is considered from the point of view of maximizing the information on a parameter or maximizing Pearson's φ2. For bivariate distributions, optimal marginal grouping is chosen to maximize (approximately) the correlation. Problems in order statistics from large samples are seen to be related to those for grouped distributions, and the optimal spacing is considered from the point of view of minimizing the asymptotic variance of an estimator. Estimators for location and scale parameters are considered in detail.

ISSN:0162-1459    

DOI:10.1080/01621459.1975.10480276

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

Due to its computational simplicity and efficiency, asymptotically best linear estimates (ABLE) based on order statistics selected from a complete, or censored, sample are of particular importance. This article deals with a unified method for finding the optimum spacing (eventually the optimum rank of the order statistics) for the ABLE. Application of the method estimating one of the two (location and scale) parameters of various distributions is also discussed.

ISSN:0162-1459    

DOI:10.1080/01621459.1975.10480277

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

An unbiased estimator and a Sequential Probability Ratio Test (SPRT) for the correlation coefficient are proposed. The SPRT reduces to the SPRT for a binomial parameter. A comparison is made of the proposed test with those of Kowalski [4] and Choi [1].

ISSN:0162-1459    

DOI:10.1080/01621459.1975.10480278

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

A transformation of the OLS residual vector to achieve a desired covariance structure, proposed earlier by Durbin [3], is shown to be capable of substantially changing the OLS residual vector even when that vector already has nearly the desired covariance structure. This may explain its substantially inferior performance in Monte Carlo comparisons with the transform proposed by the Abrahamse and Koerts [1]. A new transform, involving only small alterations in Durbin's procedure, is shown to avoid the defect of the Durbin transform.

ISSN:0162-1459    

DOI:10.1080/01621459.1975.10480279

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

This article presents a subset selection procedure for correlated variances with emphasis on the asymptotic case. An application to selecting the best set of independent variables in a regression problem is given.

ISSN:0162-1459    

DOI:10.1080/01621459.1975.10480280

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

Givenknormal populations with unknown variances and known or unknown means, suppose we wish to selectNindividuals in two stages as follows: in the first stage,nindividuals are selected from each of thekpopulations; in the second stage, the remaining (N—kn) individuals are selected from the population which gave rise to the smallest variance in the first stage. This article considers a minimax method for determining how largenshould be.

ISSN:0162-1459    

DOI:10.1080/01621459.1975.10480281

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor

摘要:

A procedure for allocation of sample sizes to different strata consists of drawing a preliminary sample of fixed size from each stratum to estimate the strata variances and test their homogeneity. If the strata variances are found homogeneous, the sample sizes to be drawn from different strata are allocated according to proportional allocation; otherwise, they are allocated according to Neyman allocation using estimated variances. The efficiency of the proposed allocation, based on preliminary test of significance with respect to proportional allocation and modified Neymanallocation, is investigated.

ISSN:0162-1459    

DOI:10.1080/01621459.1975.10480282

出版商:Taylor & Francis Group    

年代:1975

数据来源: Taylor