摘要:

A central issue in the analysis of covariance structures is the choice of a suitable model. In this paper two cross-validationCVcriteria are presented for this purpose. For one of these criteria an asymptotically valid approximation is derived. This criterion can be used in conjunction with any correctly specified discrepancy function and is, in comparison with existingCVcriteria, computationally less demanding. The performance of the proposed criterion is evaluated in a Monte Carlo study and compared to the results obtained from various other model-selection criteria, both in small- and large sample situations. An empirical example is given to illustrate its utility in practice. The results demonstrate the effectiveness of the proposedCVcriterion for routinely assessing covariance structural models.

ISSN:0361-0918    

DOI:10.1080/03610919508813226

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor

摘要:

In large scale multipurpose surveys an alternative estimator is suggested in Midzuno (1952) scheme of sampling and study its efficiency with Horvitz and Thompson's (1952) estimator under super population model. An empirical investigation into the performance of the estimator has also been made.

ISSN:0361-0918    

DOI:10.1080/03610919508813227

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor

摘要:

This paper proposes a Bartlett–corrected Lagrange multiplier statistic for the test of het-eroskedasticity. Under the null hypothesis, the test based on this improved statistic and the test based on modified critical values are equivalent to order n–1, where n is the sample size. We also give matrix expressions for the coefficients used in the corrections and a small program written in the S–PLUS language for the computation of such coefficients. Closedform expressions for the corrections in some simple models are also derived. Simulation results show that both corrected tests have empirical sizes closer to the nominal size than the original Lagrange multiplier test of heteroskedasticity.

ISSN:0361-0918    

DOI:10.1080/03610919508813228

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor

摘要:

In this paper we consider Zellner's estimator in the two SUR equations model used in Revankar (1974, 1976) when the disturbances are distributed as a matric variate compound normal distribution which includes a matric t distribution. We show the risks of the unrestricted and the restricted Zellner's estimators and derive the region where the restricted Zellner's estimator dominates the unrestricted one. As a result, we show that as the distribution of disturbances becomes far from the normal distribution, the region becomes small.

ISSN:0361-0918    

DOI:10.1080/03610919508813229

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor

摘要:

For bandwidth selection in nonparametric regression, Haerdle, Hall, and Marron (1992) use the double smoothing technique to construct a bandwidth selector. However, this bandwidth selector uses extra smoothness of the regression function. In this paper, this bandwidth selector is modified to fit the usual regularity condition of the smoothness of the regression function. The limiting distribution of the bandwidth produced by the modified bandwidth selector is established. The effect of the number of continuous derivatives of the regression function on this modified bandwidth selector is precisely quantified through the limiting distribution. In the sense of the relative convergence rate of the bandwidth produced, the modified bandwidth selector is of better performance than both cross–validation and partitioned cross–validation.

ISSN:0361-0918    

DOI:10.1080/03610919508813230

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor

摘要:

This paper develops a variance reduction technique that applies correlated control variates in a simulation experiment to estimate linear regression metamodels. A decision rule is proposed to determine whether the induced correlation of the control variates is positive or negative. Under specified conditions, the proposed technique is shown to be superior to a conventional variance reduction technique that applies independent control variates in a simulation experiment.

ISSN:0361-0918    

DOI:10.1080/03610919508813231

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor

摘要:

Approximations to the power functions of the likelihood ratio tests of homogeneity of normal means against the simple loop ordering at slippage alternatives are considered. If a researcher knows which mean is smallest and which is largest, but does not know how the other means are ordered, then a simple loop ordering is appropriate. The accuracy of the several moment approximations are studied for the case of known variances and it is found that for powers in the range typically of interest, the two-moment approximation seems quite adequate. Approximations based on mixtures of noncentral F variables are developed for the case of unknown variances. The critical values of the test statistics are also tabulated for selected levels of significance.

ISSN:0361-0918    

DOI:10.1080/03610919508813232

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor

摘要:

This paper provides a formal justification for using the generalized least squares procedure to estimate scalar autoregressive moving average models and also suggests an alternative numerical method for evaluating the generalized least squares estimator. The proposed technique makes use of a sequence of recursions supplemented by relatively simple matrix calculations and is at least an order of magnitude faster than the existing methods. Simulation experiments are performed to compare the relative computational efficiency of the suggested method.

ISSN:0361-0918    

DOI:10.1080/03610919508813233

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor

摘要:

Two approximation procedures to determine required sample size for a Fixed width binomial confidence interval are given and compared to exact calculations as well as the normal and Poisson approximations. The approximation procedures are found to be quite simple but very accurate for estimating sample sizes for either rare or abundant attributes.

ISSN:0361-0918    

DOI:10.1080/03610919508813234

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor

摘要:

Fligner and Wolfe (1982) and Chakraborti and Desu (1988) propose distribution–free tests for comparing several treatments with a control at b levels of another factor (blocks). Here computer programs written in FORTRAN are developed to calculate the exact null distributions of these test statistics. Tables are generated (available from the authors) for the exact critical values (and probabilities) at a-levels near 0.25, 0.1, 0.05, 0.01 and 0.001 where b(l)5. The tables cover designs where the number of observations in each block, M, ranges from 3 to 10 and the sample sizes for the control group range from 1 to 5 for b1(1)3. For b4 the control sample sizes are all equal and range from 1 to 5. For b5, the control sample sizes are again all equal and range from 1 to 5 but M ranges from 3 to 8. For lack of space, in this paper, we provide only the exact critical values (and the probabilities) at a-levels near 0.25, 0.1, 0.05, 0.01 and 0.001 where bl(l)3. The number of observations in each block, M, ranges from 3 to 8 and the sample sizes for the control group range from 1 to 2. A numerical example is given for illustration.

ISSN:0361-0918    

DOI:10.1080/03610919508813235

出版商:Marcel Dekker, Inc.    

年代:1995

数据来源: Taylor