摘要:

Chuang and Agresti (1986) propose a monotone-scores model to analyze an ordinal pain data set from a pharmaceutical study where 4 analgesics were compared for their pain-relieving capabilities. In this paper, we generalize the model of Chuang and Agresti to incorporate an additional pre-test categorical variable. This generalization allows an ordering of the drugs conditional on a subject's pre-test categorical presentation. It also allows the identification of subjects who can most benefit from different drugs under comparison. These extensions are applied to part of a CNS study where an active drug was compared to a placebo and a pre-medication response to a placebo was available.

ISSN:0361-0918    

DOI:10.1080/03610918708812574

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor

摘要:

A simulation study on two sample robust permutation tests for location is presented. The robust statistics studied fall into three categories; L-estimators, M-estimators, and adaptive estimators. The normal, Laplace, Cauchy, and mixture of normal distributions are used to investigate the power of the robust permutation tests, and normal distributions contaminated with outliers are used to investigate the effect of outliers on type-I error rates. The Wilcoxon rank sum test is used as a standard against which to measure the performance of the robust permutation tests

ISSN:0361-0918    

DOI:10.1080/03610918708812575

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor

ISSN:0361-0918    

DOI:10.1080/03610918708812576

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor

摘要:

We analyze the behaviour of the selector measures used in the two-sample adaptive, distribution-free test of Hogg et al. (1975). Based on this analysis we propose new selection measures which do not depend on the location alternatives and which therefore improve the power of the adaptive test.

ISSN:0361-0918    

DOI:10.1080/03610918708812577

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor

摘要:

One approach to testing the hypothesis of symmetry versus asymmetry is to use estimates of the center of symmetry in nonparametric tests about a known center. The problem with this approach is that the resulting tests are not distribution-free. Hence, one cannot compute critical values, p-values, or probabilities of errors for these tests. We propose to sidestep this problem with a symmetric bootstrap procedure which uses bootstrap samples from (a smoothed version of) the closest symmetric distribution to the empirical distribution of the data to estimate these values. In this paper, we report simulation experience with this approach in testing the hypothesis of symmetry using the Schuster and Narvarte estimator of the center of symmetry in the so-called Butler sup norm test for symmetry about a known center.

ISSN:0361-0918    

DOI:10.1080/03610918708812578

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor

摘要:

A possible way of diagnosing collinearity among independent random variables in nonlinear regression models is examined. This diagnostic procedure is used in a simulation study involving three different nonlinear models and the results are discussed.

ISSN:0361-0918    

DOI:10.1080/03610918708812579

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor

ISSN:0361-0918    

DOI:10.1080/03610918708812580

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor

摘要:

B-expectation tolerance intervals for the double exponential distribution are considered. Monte Carlo B-expectation tolerance factors along with estimates of their asymptotic standard deviations are presented. Smoothing the Monte Carlo results using least squares regression is investigated.

ISSN:0361-0918    

DOI:10.1080/03610918708812581

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor

摘要:

This paper deals with the maximum likelihood estimation of parameters for a doubly truncated normal distribution when the truncation points are known. We prove, in this case, that the MLEs are nonexistent (become infinite) with positive probability. For estimators that exist with probability one, the class of Bayes modal estimators or modified maximum likelihood estimators is explored. Another useful estimating procedure, called mixed estimation, is proposed. Simulations compare the behavior of the MLEs, the modified MLEs, and the mixed estimators which reveal that the MLE, in addition to being nonexistent with positive probability, behaves poorly near the upper boundary of the interval of its existence. The modified MLEs and the mixed estimators are seen to be remarkably better than the MLE

ISSN:0361-0918    

DOI:10.1080/03610918708812582

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor

摘要:

Principal components analysis is an extensively used tool for reduction of dimensionality in multivariate analyses. In many applications, however, little attempt is made to compare principal components solutions (i.e., eigenvectors) across many samples. Methods are needed for assessing the degree of similarity of corresponding eigenvectors, a problem that is meaningful in the presence of clearly separated eigenvalues. This paper proposes a gamma probability plotting procedure for a measure of the angle between a pair of eigenvectors, or equivalently, the distance between points on the unit sphere defined by such vectors. One of the vectors in the pair is the principal component of a sample and the other can be either a prespecified vector or a “typical” vector obtained from the corresponding eigenvectors in all samples. Simulations, as well as real-data examples, are presented

ISSN:0361-0918    

DOI:10.1080/03610918708812583

出版商:Marcel Dekker, Inc.    

年代:1987

数据来源: Taylor