ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1993.tb01307.x

出版商:Blackwell Publishing Ltd    

年代:1993

数据来源: WILEY

摘要:

SummaryThis paper presents a method of fitting factorial models to recidivism data consisting of the (possibly censored) time to ‘fail’ of individuals, in order to test for differences between groups. Here ‘failure’ means rearrest, reconviction or reincarceration, etc. A proportionPof the sample is assumed to be ‘susceptible’ to failure, i.e. to fail eventually, while the remaining 1‐Pare ‘immune’, and never fail. Thus failure may be described in two ways: by the probabilityPthat an individual ever fails again (‘probability of recidivism’), and by the rate of failure Λ for the susceptibles. Related analyses have been proposed previously: this paper argues that a factorial approach, as opposed to regression approaches advocated previously, offers simplified analysis and interpretation of these kinds of data. The methods proposed, which are also applicable in medical statistics and reliability analyses, are demonstrated on data sets in which the factors are Parole Type (released to freedom or on parole), Age group (≤ 20 years, 20–40 years,>40 years), and Marital Status. The outcome (failure) is a return to prison followi

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1993.tb01308.x

出版商:Blackwell Publishing Ltd    

年代:1993

数据来源: WILEY

摘要:

SummaryAssume that a number of individuals are to be classified into one of two populations and that, at the same time, the proportion of members of each population needs to be estimated. The allocated proportions given by the Bayes classification rule are not consistent estimates of the true proportions, so a different classification rule is proposed; this rule yields consistent estimates with only a small increase in the probability of misclassification. As an illustration, the case of two normal distributions with equal covariance matrices is dealt with in detail.

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1993.tb01309.x

出版商:Blackwell Publishing Ltd    

年代:1993

数据来源: WILEY

摘要:

SummaryRival estimators of the distribution function of a finite population, derived from the model‐based and design‐based approaches to sampling inference, are compared. A design‐based estimator due to Rao, Kovar&Mantel (1990) has the desirable property from a model‐based viewpoint, of being model‐unbiased under misspecification of model, when the sample meets certain conditions. A modified version of this estimator is suggested; it relies less on design‐based ingredients, and in particular avoids second‐order inclusion probabilities. It is the preferred estimator when, as is often the case in sampling practice, the model is adopted without thorough consideration of goodness of fit. However, if standard regression procedures of model construction and criticism are employed, then a strictly model‐based estima

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1993.tb01310.x

出版商:Blackwell Publishing Ltd    

年代:1993

数据来源: WILEY

摘要:

SummaryQuantitative traits measured over pedigrees of individuals may be analysed using maximum likelihood estimation, assuming that the trait has a multivariate normal distribution. This approach is often used in the analysis of mixed linear models. In this paper a robust version of the log likelihood for multivariate normal data is used to construct M‐estimators which are resistant to contamination by outliers. The robust estimators are found using a minimisation routine which retains the flexible parameterisations of the multivariate normal approach. Asymptotic properties of the estimators are derived, computation of the estimates and their use in outlier detection tests are discussed, and a small simulation study is conducte

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1993.tb01311.x

出版商:Blackwell Publishing Ltd    

年代:1993

数据来源: WILEY

摘要:

SummaryThe distribution function of a random sum can easily be computed iteratively when the distribution of the number of independent identically distributed elements in the sum is itself defined recursively. Classical estimation procedures for such recursive parametric families often require specific distributional assumptions (e.g. Poisson, Negative Binomial). The minimum distance estimator proposed here is an estimator within a larger parametric family. The estimator is consistent, efficient when the parametric family is truncated, and can be made either robust or asymptotically efficient when the parametric family has infinite range. Its asymptotic distribution is derived. A brief illustration with Automobile Insurance data is included.

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1993.tb01312.x

出版商:Blackwell Publishing Ltd    

年代:1993

数据来源: WILEY

摘要:

SummaryTwo procedures are considered for estimating the concentration parameters of the Fisher matrix distribution for rotations or orientations in three dimensions. The first is maximum likelihood. The use of a convenient 1‐dimensional integral representation of the normalising constant, which greatly simplifies the computation, is suggested. The second approach exploits the equivalence of the Fisher distribution for rotations in three dimensions, and the Bingham distribution for axes in four dimensions. We describe a pseudo likelihood procedure which works for the Bingham distribution in any dimension. This alternative approach does not require numerical integration. Results on the asymptotic efficiency of the pseudo likelihood estimator relative to the maximum likelihood estimator are given, and the two estimators are compared in the analysis of a well‐known vectorcardiography data

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1993.tb01313.x

出版商:Blackwell Publishing Ltd    

年代:1993

数据来源: WILEY

摘要:

SummaryChain binomial models axe commonly used to model the spread of an epidemic through a population. This paper shows that for a flexible class of chain binomial models an approximate maximum likelihood estimator of the infection rate, derived from a Poisson approximation to the binomial distribution, has an asymptotically normal distribution, as do some other related'estimators.

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1993.tb01314.x

出版商:Blackwell Publishing Ltd    

年代:1993

数据来源: WILEY

摘要:

SummaryThe potential role of weighting in kernel regression is examined. The concept that weighting has something to do with heteroscedastic errors is shown to be false. However, weighting does affect bias, and ways in which this might be exploited are indicated.

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1993.tb01315.x

出版商:Blackwell Publishing Ltd    

年代:1993

数据来源: WILEY

摘要:

SummaryBootstrap techniques have been used to construct confidence bands in nonparametric regression problems (Härdle&Bowman, 1988). Yet the required simulation is generally computationally intensive and therefore makes it difficult to conduct further investigations. In this paper, two saddlepoint methods are considered as alternatives to the naive simulation procedure. Some improvements to Härdle&Bowman's bootstrap method are suggested. The improvements are numerically verified using these efficient and accurate analytic method

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1993.tb01316.x

出版商:Blackwell Publishing Ltd    

年代:1993

数据来源: WILEY