摘要:

In association models for cross-classified data, computation of maximum likelihood estimates (MLE's) is relatively difficult due to the nonlinear constraints on the parameters. Currently available procedures based on the scoring algorithm for constrained maximum likelihood are relatively unreliable, and other cyclic procedures are relatively slow and do not provide estimated asymptotic standard deviations as by-products of calculations. To facilitate computations, it is noted that in standard association models, removal of constraints results in underidentification of parameters but does not affect the model itself, so that the MLE's of cell probabilities and conditional probabilities are unaffected. Given this observation, maximum likelihood estimation may be accomplished by unconstrained maximization of an objective function with two components: a log-likelihood ratio and a sum of squares representing deviations of parameters from their constraints. The objective function is then maximized by using a modification of the Newton-Raphson algorithm that ensures that successive iterations increase the objective function whenever a local maximum has not been reached. The proposed algorithm is shown to be reliable and relatively rapid. In addition, it is shown that the proposed technique may be used to estimate asymptotic standard deviations of parameter estimates. Use of the algorithm in practice is illustrated through some standard examples of association models.

ISSN:0162-1459    

DOI:10.1080/01621459.1995.10476650

出版商:Taylor & Francis Group    

年代:1995

数据来源: Taylor

摘要:

Measures of dispersion for categorical random variables based on penalty functions play a central role in establishing relevant measures of association between such variables. The literature concerning these measures provides little systematic treatment of such aspects of these measures as comparability, efficient estimation, and large-sample properties. This article provides a systematic and rigorous construction of dispersion measures based on penalty functions. Efficient estimation procedures and asymptotic properties of estimates are examined. Conditions from majorization theory that ensure a meaningful comparability of dispersion measures based on penalty functions are discussed. A large class of familiar dispersion measures is then given a new interpretation using these conditions.

ISSN:0162-1459    

DOI:10.1080/01621459.1995.10476651

出版商:Taylor & Francis Group    

年代:1995

数据来源: Taylor

摘要:

Complementary cell suppression is a method for protecting data pertaining to individual respondents from statistical disclosure when the data are presented in tabular form. Several mathematical methods for complementary suppression have been proposed in the statistical literature; some have been implemented in large-scale data processing environments by national statistical agencies. Each method has either theoretical or computational limitations. This article presents solutions to the complementary cell suppression problem based on linear optimization over a mathematical network. These methods are shown to be optimal for certain problems and to offer theoretical and practical advantages, including comprehensiveness, comprehensibleness, and computational efficiency.

ISSN:0162-1459    

DOI:10.1080/01621459.1995.10476652

出版商:Taylor & Francis Group    

年代:1995

数据来源: Taylor

摘要:

A new class of sequential testing procedures, sequential conditional probability ratio tests (SCPRT's), is proposed. These procedures have the property of having a maximum sample size no larger than a fixed-sample test with an almost identical power function. The efficiency of the SCPRT, in terms of expected sample size, is close to that of Wald's SPRT. Group sequential testing procedures derived from the SCPRT are not restricted to the choices of group sizes and number of groups. At the same time, the SCPRT, the group-SCPRT, and the reference fixed sample size test (RFSST) areagreeablein the sense of having very small probability of leading to different rejection/acceptance results. For the SCPRT or the group-SCPRT, stopping boundaries are decided by appropriate deflection factors determined by controlling absorption probabilities of a random bridge on the SCPRT boundaries. In this article the basic idea for the SCPRT is introduced in a general setup. But examples and technical discussions are restricted mainly to dichotomous distributions, in which the power functions and expected sample sizes for the sequential procedures can be easily computed by a method developed by Xiong.

ISSN:0162-1459    

DOI:10.1080/01621459.1995.10476653

出版商:Taylor & Francis Group    

年代:1995

数据来源: Taylor

摘要:

Suppose thatXis ap-variate random vector, measured in two populations, with mean vector μjand covariance matrix ψjin populationj,j= 1, 2. In this article we study normal theory estimation of the parameters under the following constraints. It is assumed that (a) the covariance matrices havepidentical eigenvectors, (b) in the coordinate system given by the common eigenvectors, onlyq<pof the means are different between groups, and (c) only theqeigenvalues associated with the sameqcommon eigenvectors are different between groups. There are two main areas of application of these models: (a) in morphometric studies, particularly if size differences between groups are to be removed from the analysis, and (b) in testing for equality of mean vectors and covariance matrices, especially in situations where the number of variablespis large. For applications of type (b), we suggest a randomization test and compare its performance to theT2test and to the likelihood ratio test for equality of both populations.

ISSN:0162-1459    

DOI:10.1080/01621459.1995.10476654

出版商:Taylor & Francis Group    

年代:1995

数据来源: Taylor

摘要:

Galton Redux: Eugenics, Intelligence, Race, and Society: A Review ofThe Bell Curve: Intelligence and Class Structure in American Life.R. J. Herrnstein and C. Murray. New York: The Free Press, 1994. xvi + 845 pp. $30. Reviewed by Bernie Devlin, Stephen E. Fienberg, Daniel P. Resnick and Kathryn RoederCarnegie Mellon University

ISSN:0162-1459    

DOI:10.1080/01621459.1995.10476655

出版商:Taylor & Francis Group    

年代:1995

数据来源: Taylor

摘要:

Telegraphic Reviews: Statistics for the Environment.Vic Barnett and K. Feridun Turkman (eds.). New York: John Wiley, 1993. xix + 427 pp. $95. Reviewed by RS

ISSN:0162-1459    

DOI:10.1080/01621459.1995.10476656

出版商:Taylor & Francis Group    

年代:1995

数据来源: Taylor

ISSN:0162-1459    

DOI:10.1080/01621459.1995.10476657

出版商:Taylor & Francis Group    

年代:1995

数据来源: Taylor

摘要:

This article has no abstract

ISSN:0162-1459    

DOI:10.1080/01621459.1995.10476619

出版商:Taylor & Francis Group    

年代:1995

数据来源: Taylor