摘要:

A broad class of generalized linear mixed models, e.g. variance components models for binary data, percentages or count data, will be introduced by incorporating additional random effects into the linear predictor of a generalized linear model structure. Parameters are estimated by a combination of quasi‐likelihood and iterated MINQUE (minimum norm quadratic unbiased estimation), the latter being numerically equivalent to REML (restricted, or residual, maximum likelihood). First, conditional upon the additional random effects, observations on a working variable and weights are derived by quasi‐likelihood, using iteratively re‐weighted least squares. Second, a linear mixed model is fitted to the working variable, employing the weights for the residual error terms, by iterated MINQUE. The latter may be regarded as a least squares procedure applied to squared and product terms of error contrasts derived from the working variable. No full distributional assumptions are needed for estimation. The model may be fitted with standardly available software for weighted regression and

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1994.tb01428.x

出版商:Blackwell Publishing Ltd    

年代:1994

数据来源: WILEY

摘要:

We consider retrial queues with servers that are subject to active breakdowns. First, we concentrate on Markovian queueing models. For the multiserver case we obtain sufficient conditions for ergodicity. For the singleserver case we introduce new performance measures: the “orbit” idle period and the “orbit” busy period. Further, we investigate the asymptotic behaviour under high intensity of retrials. We also give an algorithm to compute the steady‐state probabilities for theM/G/lretrial queue with breakdowns. The algorithm is based on a regenerative

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1994.tb01429.x

出版商:Blackwell Publishing Ltd    

年代:1994

数据来源: WILEY

摘要:

In the context of stationary point processes measurements are usually made from a time point chosen at random or from an occurrence chosen at random. That is, either the stationary distribution P or its Palm distribution P° is the ruling probability measure. In this paper an approach is presented to bridge the gap between these distributions. We consider probability measures which give exactly the same events zero probability as P°, having simple relations withP. Relations betweenPand P° are derived with these intermediate measures as bridges. With the resulting Radon‐Nikodym densities several well‐known results can be proved easily. New results are derived. As a corollary of cross ergodic theorems a conditional version of the well‐known inversion formula is proved. Several approximations of P° are considered, for instance the local characterization ofPoas a limit of conditional probability measuresP°N The total variation distance betweenP°and P1can be expressed in terms of the P‐distribution function of the forward re

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1994.tb01430.x

出版商:Blackwell Publishing Ltd    

年代:1994

数据来源: WILEY

摘要:

Let (Xm)∞1be a sequence of independent and identically distributed random variables. We give sufficient conditions for the fractional part of rnax (X1., Xn) to converge in distribution, asn←∞ to a random variable with a uniform distribution on [

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1994.tb01431.x

出版商:Blackwell Publishing Ltd    

年代:1994

数据来源: WILEY

摘要:

We assess the asymptotic consequences of estimating static models based on cross‐section or panel data, when in reality the data are generated by a dynamic relationship, involving lagged dependent and current and lagged exogenous variables as well as individual effects. If the exogenous variable follows a stationary process, then the static estimators usually underestimate its long‐run effect. This inconsistency is less severe, the higher the autocorrelation of the exogenous variable. If the exogenous variable follows a random walk with or without individual‐specific drift, then the estimators are found to be consistent for the long‐run

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1994.tb01432.x

出版商:Blackwell Publishing Ltd    

年代:1994

数据来源: WILEY

ISSN:0039-0402    

DOI:10.1111/j.1467-9574.1994.tb01433.x

出版商:Blackwell Publishing Ltd    

年代:1994

数据来源: WILEY