摘要:

A random graph model is introduced for similarities observed between the objects sampled from an unknown cluster structure. We investigate this model and show how some common transitivity indices in empirical graphs can be used for making statistical inferences about cluster structures.

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477895

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

摘要:

A hybrid method for clustering multivariate observations is proposed, which combines elements of thek-means and the single-linkage clustering techniques. One purpose of the proposed method is to discover the high-density clusters given a random sample of sizeNfrom some underlying population; a high-density cluster at levelcin a population with densityfis defined as a maximal connected set of pointsxwithf(x) ≥c. This clustering procedure is practicable for very large numbers of observations and is shown to be consistent, under certain regularity conditions, in one dimension.

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477896

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477897

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

摘要:

The asymptotic joint distribution of a class of sequentially computed statistics used in survival analysis is derived when the individuals under study enter serially and are subject to random loss to follow-up. These results are used for constructing repeated significance tests over real time.

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477898

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

摘要:

The asymptotic distribution theory of sequentially computed modified-Wilcoxon scores is developed for two-sample survival data with random staggered entry and random loss to follow-up. The asymptotic covariance indicates generally dependent modified-Wilcoxon increments, contradicting (the authors' reading of) Jones and Whitehead (1979). A repeated significance testing procedure is presented for testing the equality of two survival distributions based on the asymptotic theory. The early stopping properties of this procedure are illustrated by a prostate cancer example.

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477899

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

摘要:

Consider the multiplicative interaction model defined byyij= μ + τi+ βj+ λαiγj+ ∈ij,i= 1, 2, …,t, j= 1, 2, …,b, where it is assumed that Σiτi= Σjβj= Σiαi= σjγj= 0 and γiαi2= γjγj2= 1. It is also assumed that the ∈ijare distributed NID (0, σ2). This article derives the likelihood ratio test ofH0:Hα=0andGγ=0vs.Ha:Hα≈0orGγ≈0, whereHis aq × tmatrix of row contrasts of rankqandGis ar × bmatrix of row constrasts of rankr.An approximation to the critical points of the test statistic is given and tables are given for a few selected values ofb, t, q, andr.An improved estimator of σ2is derived, and all results are illustrated with an example.

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477900

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

摘要:

We consider a linear model with normally distributed but heteroscedastic errors. When the error variances are functionally related to the regression parameter, one can use either maximum likelihood or generalized least squares to estimate the regression parameter. We show that likelihood is more sensitive to small misspecifications in the functional relationship between the error variances and the regression parameter.

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477901

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

摘要:

This article argues that, to relieve the specification difficulties that frequently accompany latent variable models, a first application should in most cases employ an estimator that makes no assumption about the nature of the unobservables. The two possibilities are generalized component analysis, with the unobservables treated as incidental parameters; and the eliminant method, where they are removed by transformation of the model before estimation. It is shown that these are equivalent, whichever transformation is used, but that the latter has substantial practical advantages.

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477902

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

摘要:

The efficiency gain of seemingly unrelated regression (SUR) relative to OLS is a decreasing function of correlation of variables across equations. This article examines the efficiency gain for an individual coefficient in a two-equation model. It is seen that the effect of correlation among variables across the equations greatly depends on the multicollinearity already existing within an equation. In particular, the major factor determining the efficiency gain of SUR for the coefficient on an individual variable is not the correlation between that variable and those in the other equation. Rather, it is the correlation between the latter and the residuals obtained by regressing the variable in question on the remaining variables in its own equation.

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477903

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor

摘要:

The asymptotic distribution of Roy's largest root statistic in multivariate Edgeworth populations is expanded to terms of the first order. To this order, the effects of non-normality are expressed by Mardia's measures of multivariate skewness and kurtosis, together with a supplementary skewness measure. Tables of corrections to the nominal significance level are presented for thek-sample MANOVA situation. Comparison with simulation results indicates that the correction terms provide a useful indication both of the magnitude and the direction of the effect of nonnormality on the nominal 5 percent Type I error, even when the underlying population is not well represented by an Edgeworth expansion, provided that the skewness and kurtosis are not too large.

ISSN:0162-1459    

DOI:10.1080/01621459.1982.10477904

出版商:Taylor & Francis Group    

年代:1982

数据来源: Taylor