摘要:

Some optimum nonparametric tests and estimates for contrasts of interactions in two-factor models with replications are proposed and discussed. These procedures are based on nonparametric estimates of the type considered by Hodges and Lehmann [4]. Unbiasedness and joint asymptotic normality of the estimates are proved and the asymptotic efficiencies relative to the least squares procedure is found. It is shown that, in the special cases of Wilcoxon and normal scores, these methods are more robust than least squares against changes in the underlying distribution. Also, confidence intervals based on the above procedures are investigated (c.f. [12]). An example is given to explain the computations.

ISSN:0162-1459    

DOI:10.1080/01621459.1970.10481164

出版商:Taylor & Francis Group    

年代:1970

数据来源: Taylor

摘要:

Some large-sample properties of the three nonparametric tests of David and Fix for the two-sample bivariate location problem are given. In particular the Pitman A.R.E.s of the tests against some ‘normal-theory’ competitors are shown to be satisfactory in most cases for a number of ‘near-normal’ bivariate distributions. Their performances in some mixtures of bivariate normal distributions prove to be particularly convincing. A useful relationship between the three test statistics is indicated.

ISSN:0162-1459    

DOI:10.1080/01621459.1970.10481165

出版商:Taylor & Francis Group    

年代:1970

数据来源: Taylor

摘要:

Cronholm and Revusky [4] have proposed a rank test based on independent subexperiments for the comparison of a treatment effect with a control when the treatment is destructive but the control produces at most a transient effect. This article provides a thorough study of its performance under two sampling situations. With the aid of a computer, the exact small sample power of the test is evaluated for some important alternatives. A modification of the test is proposed for the situation where numerical measurements are available rather than merely the ranks within each stage. The modification is found to substantially improve the power. Both tests are shown to be unbiased. Finally, the Pitman asymptotic efficiencies are obtained and comparisons are made with the appropriate Wilcoxon tests.

ISSN:0162-1459    

DOI:10.1080/01621459.1970.10481166

出版商:Taylor & Francis Group    

年代:1970

数据来源: Taylor

摘要:

A locally most powerful test is developed for the hypothesis that a slope coefficient in a linear time series model is stable, against the alternative that the slope shifts exactly once somewhere in the series. Analysis of the procedure using artificial data indicates good power characteristics even when the ratio of the shift size to the error variance is moderate—especially if the shift does not occur very near either end of the series. Power also depends on the pattern of the independent variables and on whether the error variance is known or must be estimated using the residuals about the regression line.

ISSN:0162-1459    

DOI:10.1080/01621459.1970.10481167

出版商:Taylor & Francis Group    

年代:1970

数据来源: Taylor

摘要:

For all regression models containing a common subset of explanatory variables, a necessary and sufficient condition for the ordinary least-squares estimators to be also best linear-unbiased estimators is given. The stochastic properties of the variances and covariances estimated by ordinary least-squares are derived. Five examples, especially useful in economic applications, are studied. The relevance of the basic result of this article for regression models containing a set of dummy variables is stressed.

ISSN:0162-1459    

DOI:10.1080/01621459.1970.10481168

出版商:Taylor & Francis Group    

年代:1970

数据来源: Taylor

摘要:

Panel surveys involve repeated observations made on the same sample of populalation units. In some of these studies systematic biases have appeared; specifically, ifRiis an estimate made from panels appearing in the sample for theithtime, then it has been observed that these estimates sometimes vary systematically withi.It is tempting to interpret these phenomena as being due to conditioning of the panel of respondents. In this article it is shown that these systematic changes can also be a result of the characteristics of the response probabilities. This is true whether the estimates are computed only for those individuals who are identical from one interview time to the next, or on all available persons, or on those persons appearing only once.

ISSN:0162-1459    

DOI:10.1080/01621459.1970.10481169

出版商:Taylor & Francis Group    

年代:1970

数据来源: Taylor

摘要:

Two measuring devices are available to classify units into one of two mutually exclusive categories. The first device is an expensive procedure which classifies units correctly; the second device is a cheaper procedure which tends to misclassify units. To estimatep, the proportion of units which belong to one of the categories, a double sampling scheme is presented. At the first stage, a sample ofNunits is taken and the fallible classifications are obtained; at the second stage a subsample ofnunits is drawn from the main sample and the true classifications are obtained. The maximum likelihood estimate ofpis derived along with its asymptotic variance. Optimum values ofnandNwhich minimize the measurement costs for a fixed variance of estimation and which minimize the precision for fixed cost are derived. This double sampling scheme is compared to the binomial sampling scheme in which only true measurements are obtained.

ISSN:0162-1459    

DOI:10.1080/01621459.1970.10481170

出版商:Taylor & Francis Group    

年代:1970

数据来源: Taylor

ISSN:0162-1459    

DOI:10.1080/01621459.1970.10481171

出版商:Taylor & Francis Group    

年代:1970

数据来源: Taylor

摘要:

The powers of several one-sided Kolmogorov tests for a shift in the location of a normal distribution with known variance are computed and compared. An accurate approximation to the power of the ordinary Kolmogorov test for this problem is also given.

ISSN:0162-1459    

DOI:10.1080/01621459.1970.10481172

出版商:Taylor & Francis Group    

年代:1970

数据来源: Taylor

摘要:

The National Halothane Study, J. P. Bunker, W. H. Forrest, Jr., Frederick Mosteller and Leroy D. Vandam. Washington, D. C.: U. S. Government Printing Office, 1969. ix+318 pp. $3.75. Reviewed by M. Stone

ISSN:0162-1459    

DOI:10.1080/01621459.1970.10481173

出版商:Taylor & Francis Group    

年代:1970

数据来源: Taylor