摘要:

The performance of the outlier rejecting statistician is monitored and compared with those of several robust estimators of location. The comparisons are made by plugging a number of statisticians' location estimates into a Monte Carlo experiment. The result is that the statistician staves off the potential disasters of ordinary least squares, but he can be beaten.

ISSN:0162-1459    

DOI:10.1080/01621459.1977.10479918

出版商:Taylor & Francis Group    

年代:1977

数据来源: Taylor

ISSN:0162-1459    

DOI:10.1080/01621459.1977.10479919

出版商:Taylor & Francis Group    

年代:1977

数据来源: Taylor

摘要:

A methodology is introduced for identifying dynamic regression or distributed lag models relating two time series. First, specification of a bivariate time-series model is discussed, and its relationship to the usual dynamic regression model is indicated. Then, a two-stage identification procedure is presented which involves fitting univariate time-series models to each series, and identifying a dynamic shock model relating the two univariate model innovation series. The models obtained at these two stages are combined to identify a dynamic regression model, which may then be fitted in the usual ways. Two systems of economic time series illustrate the methodology.

ISSN:0162-1459    

DOI:10.1080/01621459.1977.10479920

出版商:Taylor & Francis Group    

年代:1977

数据来源: Taylor

摘要:

Wald's method constructs test statistics having chi-squared limiting distributions from estimators having nonsingular multivariate normal limiting distributions, using the inverse of the covariance matrix of the limiting distribution. This method is here extended to singular multivariate normal limiting distributions by use of generalized inverses. The generalized Wald's method is then applied to give a quite general solution to the problem of constructing chi-squared type statistics for testing fit to a parametric family when unknown parameters are estimated in various ways.

ISSN:0162-1459    

DOI:10.1080/01621459.1977.10479921

出版商:Taylor & Francis Group    

年代:1977

数据来源: Taylor

摘要:

Inequalities are given relating the tail area for a nested sharp hypothesis to the Bayes factor based on the event of “significance” considered as data. This Bayes factor based on an insufficient statistic is, in turn, expressed as a weighted average of full-data Bayes factors. Lindley's “statistical paradox” is generalized and other comparisons made in the normal sampling context. A new Bayesian interpretation is given for the traditional two-tailed critical level. An example and the discussion suggest a negative answer to the question in the title.

ISSN:0162-1459    

DOI:10.1080/01621459.1977.10479922

出版商:Taylor & Francis Group    

年代:1977

数据来源: Taylor

摘要:

Olshen's criticism (stated in the first two sentences below) of theS-method of multiple comparison is met, I believe, by reformulating it as the “S-procedure.”

ISSN:0162-1459    

DOI:10.1080/01621459.1977.10479923

出版商:Taylor & Francis Group    

年代:1977

数据来源: Taylor

ISSN:0162-1459    

DOI:10.1080/01621459.1977.10479924

出版商:Taylor & Francis Group    

年代:1977

数据来源: Taylor

ISSN:0162-1459    

DOI:10.1080/01621459.1977.10479925

出版商:Taylor & Francis Group    

年代:1977

数据来源: Taylor

摘要:

Existence of a unique consistent solution to the likelihood equations is obtained as a consequence of the Inverse Function Theorem. The approach differs from those already in the literature by showing existence and uniqueness in one argument. The argument deals directly with the vector parameter case rather than with extending single parameter arguments.

ISSN:0162-1459    

DOI:10.1080/01621459.1977.10479926

出版商:Taylor & Francis Group    

年代:1977

数据来源: Taylor

摘要:

Most of the literature on survey sampling deals with a single stratifying variable. In this paper an attempt is made to study the effect of using two stratifying variables. We present an approximation to the variance of the study variable under the assumption of a linear regression on the two stratifying variables. This approximation depends only on the number of strata, the simultaneous density of the stratifying variables, and the correlations between the study variable and each of the stratifying variables. The results indicate that in many practical situations the gain from using two stratifying variables over one is nontrivial.

ISSN:0162-1459    

DOI:10.1080/01621459.1977.10479927

出版商:Taylor & Francis Group    

年代:1977

数据来源: Taylor