摘要:

An EM algorithm fits a state-space formulation of the longitudinal regression model in which a continuous response depends on the lagged response and both time-dependent and time-independent covariates. The baseline response depends only on covariates. The model handles both missing data and Gaussian measurement error on both response and continuous covariates. TheEstep uses the Kalman filter and associated filtering algorithms to update the unknown true response and predictor series for the observed data. TheMstep uses standard closed-form Gaussian results. Standard errors come from the supplemented EM (SEM) algorithm. The model accurately fits 6 years of pulmonary function measurements on 158 children with many missing observations.

ISSN:0162-1459    

DOI:10.1080/01621459.1996.10477001

出版商:Taylor & Francis Group    

年代:1996

数据来源: Taylor

摘要:

This article is concerned with tests for serial correlation in time series and in the errors of regression models. In particular, the nonstandard problem of testing for white noise against autoregressive moving average model ARMA(1, 1) alternatives is considered. The likelihood ratio (LR), sup Lagrange multiplier (LM), and exponential average LM and LR tests are shown to be asymptotically admissible for ARMA(1, 1) alternatives. In addition, they are shown to be consistent against all (weakly stationary strong mixing) non-white noise alternatives. Simulation results compare the tests to several tests in the literature. These results show that the LR and Exp-LR∞ tests have very good all-around power properties for nonseasonal alternatives.

ISSN:0162-1459    

DOI:10.1080/01621459.1996.10477002

出版商:Taylor & Francis Group    

年代:1996

数据来源: Taylor

摘要:

Subjectivism has become the dominant philosophical foundation for Bayesian inference. Yet in practice, most Bayesian analyses are performed with so-called “noninformative” priors, that is, priors constructed by some formal rule. We review the plethora of techniques for constructing such priors and discuss some of the practical and philosophical issues that arise when they are used. We give special emphasis to Jeffreys's rules and discuss the evolution of his viewpoint about the interpretation of priors, away from unique representation of ignorance toward the notion that they should be chosen by convention. We conclude that the problems raised by the research on priors chosen by formal rules are serious and may not be dismissed lightly: When sample sizes are small (relative to the number of parameters being estimated), it is dangerous to put faith in any “default” solution; but when asymptotics take over, Jeffreys's rules and their variants remain reasonable choices. We also provide an annotated bibliography.

ISSN:0162-1459    

DOI:10.1080/01621459.1996.10477003

出版商:Taylor & Francis Group    

年代:1996

数据来源: Taylor

摘要:

Observational Studies.Paul R. Rosenbaum. New York: Springer-Verlag, 1995. xv + 230 pp. $44.95.

ISSN:0162-1459    

DOI:10.1080/01621459.1996.10477004

出版商:Taylor & Francis Group    

年代:1996

数据来源: Taylor

ISSN:0162-1459    

DOI:10.1080/01621459.1996.10477006

出版商:Taylor & Francis Group    

年代:1996

数据来源: Taylor

摘要:

This article has no abstract

ISSN:0162-1459    

DOI:10.1080/01621459.1996.10476960

出版商:Taylor & Francis Group    

年代:1996

数据来源: Taylor