ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1994.tb00633.x

出版商:Blackwell Publishing Ltd    

年代:1994

数据来源: WILEY

摘要:

SummaryIn his influential book, Maddala (1983) suggests combining randomized response survey data with other personal information to estimate logit models predicting immoral, unpopular, or unlawful behaviour. This study is one of the first to implement this technique using real data. Models of college students' recent cocaine use are estimated with academic performance and socio‐economic characteristics as determinants. Parameter estimates obtained from randomized response surveys are compared to those obtained using conventional, direct question surveys. The results indicate that randomized response estimates provide useful information on the degree to which inferences regarding the determinants of cocaine use are sensitive to survey typ

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1994.tb00634.x

出版商:Blackwell Publishing Ltd    

年代:1994

数据来源: WILEY

摘要:

SummaryA method of monitoring the incidence of malformations is described. It is suitable for systems where the number of births between successive malformations is known or can be estimated with reasonable accuracy. The method utilises a cusum technique based on the exponential distribution to detect an increase in the incidence of malformations above a baseline level. Adequate information to enable the implementation of the method is presented. The proposed method compares favourably with others such as the Poisson cusum and the modified sets technique.

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1994.tb00635.x

出版商:Blackwell Publishing Ltd    

年代:1994

数据来源: WILEY

摘要:

SummaryThis paper explores the asymptotic distribution of the restricted maximum likelihood estimator of the variance components in a general mixed model. Restricting attention to hierarchical models, central limit theorems are obtained using elementary arguments with only mild conditions on the covariates in the fixed part of the model and without having to assume that the data are either normally or spherically symmetrically distributed. Further, the REML and maximum likelihood estimators are shown to be asymptotically equivalent in this general framework, and the asymptotic distribution of the weighted least squares estimator (based on the REML estimator) of the fixed effect parameters is derived.

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1994.tb00636.x

出版商:Blackwell Publishing Ltd    

年代:1994

数据来源: WILEY

摘要:

SummaryIn an attempt to apply robust procedures, conventional t‐tables are used to approximate critical values of a Studentized t‐statistic which is formed from the ratio of a trimmed mean to the square root of a suitably normed Winsorized sum of squared deviations. It is shown here that the approximation is poor if the proportion of trimming is chosen to depend on the data. Instead a data dependent alternative is given which uses adaptive trimming proportions and confidence intervals based on trimmed likelihood statistics. Resulting statistics have high efficiency at the normal model, proper coverage for confidence intervals, yet retain breakdown point one half. Average lengths of confidence intervals are competitive with those of recent Studentized confidence intervals based on the biweight over a range of underlying distributions. In addition, the adaptive trimming is used to identify potential outliers. Evidence in the form of simulations and data analysis support the new adaptive trimming appro

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1994.tb00637.x

出版商:Blackwell Publishing Ltd    

年代:1994

数据来源: WILEY

摘要:

SummaryVarious authors, givenklocation parameters, have considered lower confidence bounds on (standardized) dserences between the largest and each of the otherk‐ 1 parameters. They have then used these bounds to put lower confidence bounds on the probability of correct selection (PCS) in the same experiment (as was used for finding the lower bounds on differences). It is pointed out that this is an inappropriate inference procedure. Moreover, if the PCS refers to some later experiment it is shown that if a non‐trivial confidence bound is possible then it is already possible to conclude, with greater confidence, that correct selection has occurred in the first experiment. The short answer to the question in the title is therefore ‘No’, but this should be qualified in the case of a Bayesian a

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1994.tb00638.x

出版商:Blackwell Publishing Ltd    

年代:1994

数据来源: WILEY

摘要:

SummaryCross‐validation, as a popular tool for choosing a smoothing parameter, is generalized to the case of dependent observations. A general version of the ‘deletion theorem’ for representation and simplified calculation of cross‐validatory criteria is given. Finally cross‐validation is discussed in terms of penalized likelihoods as a method for model choice analogous to the Akaike information

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1994.tb00639.x

出版商:Blackwell Publishing Ltd    

年代:1994

数据来源: WILEY

摘要:

SummaryWe consider the problem of semi‐parametric regression modelling when the data consist of a collection of short time series for which measurements within series are correlated. The objective is to estimate a regression function of the form E[Y(t) |x] =x'ß+μ(t), where μ(.) is an arbitrary, smooth function of timet, andxis a vector of explanatory variables which may or may not vary witht.For the non‐parametric part of the estimation we use a kernel estimator with fixed bandwidthh.Whenhis chosen without reference to the data we give exact expressions for the bias and variance of the estimators for β and μ(t) and an asymptotic analysis of the case in which the number of series tends to infinity whilst the number of measurements per series is held fixed. We also report the results of a small‐scale simulation study to indicate the extent to which the theoretical results continue to hold whenhis chosen by a data‐based cross‐val

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1994.tb00640.x

出版商:Blackwell Publishing Ltd    

年代:1994

数据来源: WILEY

摘要:

SummaryWe present an explicit characterization of the joint dependency structure of ann×pmatrix normal random matrix such that the p‐dimensional sample mean vector is independent of all translation invariant statisti

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1994.tb00641.x

出版商:Blackwell Publishing Ltd    

年代:1994

数据来源: WILEY

摘要:

SummaryUsing asymptotic expansions of the Kummer hypergeometric function, the sequential. F‐test criterion is evaluated asymptotically in terms of the sample size. The continuation region inequalities for the test are inverted and expressed in terms of known test criteria. A rapidly converging algorithm for carrying out the sequential procedure is provided. This makes theF‐test easier for the practitioner to use. Almost sure finite termination of the sequential. F‐test is asserted by appealing to the continuation inequalities and a heuristic asymptotic expansion of the test criterion. Average stopping times of the sequential procedure for a variety of population means and population number configurations are tabulated. The computer symbolic manipulation program MAPLE was used to derive some for

ISSN:0004-9581    

DOI:10.1111/j.1467-842X.1994.tb00642.x

出版商:Blackwell Publishing Ltd    

年代:1994

数据来源: WILEY