Statistical Methodology最新文献

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Notes on estimation in Poisson frequency data under an incomplete block crossover design 不完全块交叉设计下泊松频率数据估计的注意事项
Statistical Methodology Pub Date : 2016-09-01 DOI: 10.1016/j.stamet.2016.01.007
Kung-Jong Lui
{"title":"Notes on estimation in Poisson frequency data under an incomplete block crossover design","authors":"Kung-Jong Lui","doi":"10.1016/j.stamet.2016.01.007","DOIUrl":"10.1016/j.stamet.2016.01.007","url":null,"abstract":"<div><p>For comparison of two experimental treatments with a placebo under an incomplete block crossover design, we develop the weighted-least-squares estimator (WLSE) and the conditional maximum likelihood estimator<span><span> (CMLE) of the relative treatment effects in Poisson frequency data. We further develop the interval estimator based on the WLSE, the interval estimator based on the CMLE, the interval estimator based on the conditional-likelihood-ratio test and the interval estimator based on the exact conditional distribution. Using </span>Monte Carlo simulations, we find that all interval estimators developed here can perform well in a variety of situations. The exact interval estimator derived here can be especially of use when both the number of patients and the mean number of event occurrences are small in a trial. We use the data taken as part of a double-blind randomized crossover trial comparing salbutamol and salmeterol with a placebo with respect to the number of exacerbations in asthma patients to illustrate the use of these estimators.</span></p></div>","PeriodicalId":48877,"journal":{"name":"Statistical Methodology","volume":"32 ","pages":"Pages 53-62"},"PeriodicalIF":0.0,"publicationDate":"2016-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.stamet.2016.01.007","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"55093313","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
On the dynamic cumulative residual quantile entropy ordering 关于动态累积残差分位数熵排序
Statistical Methodology Pub Date : 2016-09-01 DOI: 10.1016/j.stamet.2016.01.008
Dian-Tong Kang , Lei Yan
{"title":"On the dynamic cumulative residual quantile entropy ordering","authors":"Dian-Tong Kang ,&nbsp;Lei Yan","doi":"10.1016/j.stamet.2016.01.008","DOIUrl":"10.1016/j.stamet.2016.01.008","url":null,"abstract":"<div><p><span><span>A new stochastic order called dynamic cumulative residual </span>quantile entropy (DCRQE) order is established. Some characterizations of the new order are investigated. Closure and reversed closure properties of the DCRQE order are obtained. Applications of the DCRQE ordering in characterizing the proportional hazard rate model and the </span><span><math><mi>k</mi></math></span>-record values model are considered.</p></div>","PeriodicalId":48877,"journal":{"name":"Statistical Methodology","volume":"32 ","pages":"Pages 14-35"},"PeriodicalIF":0.0,"publicationDate":"2016-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.stamet.2016.01.008","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"55093325","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 10
Rank-based kernel estimation of the area under the ROC curve 基于秩的核估计在ROC曲线下的面积
Statistical Methodology Pub Date : 2016-09-01 DOI: 10.1016/j.stamet.2016.04.001
Jingjing Yin, Yi Hao, Hani Samawi, Haresh Rochani
{"title":"Rank-based kernel estimation of the area under the ROC curve","authors":"Jingjing Yin,&nbsp;Yi Hao,&nbsp;Hani Samawi,&nbsp;Haresh Rochani","doi":"10.1016/j.stamet.2016.04.001","DOIUrl":"10.1016/j.stamet.2016.04.001","url":null,"abstract":"<div><p>In medical diagnostics, the ROC curve is the graph of sensitivity against 1-specificity as the diagnostic threshold runs through all possible values. The ROC curve and its associated summary indices are very useful for the evaluation of the discriminatory ability of biomarkers/diagnostic tests with continuous measurements. Among all summary indices, the area under the ROC curve (AUC) is the most popular diagnostic accuracy index, which has been extensively used by researchers for biomarker evaluation and selection. Sometimes, taking the actual measurements of a biomarker is difficult and expensive, whereas ranking them without actual measurements can be easy. In such cases, ranked set sampling based on judgment order statistics would provide more representative samples yielding more accurate estimation. In this study, Gaussian kernel is utilized to obtain a nonparametric estimate of the AUC. Asymptotic properties<span><span> of the AUC estimates are derived based on the theory of U-statistics. Intensive simulation is conducted to compare the estimates using ranked set samples versus </span>simple random samples. The simulation and theoretical derivation indicate that ranked set sampling is generally preferred with smaller variances and mean squared errors (MSE). The proposed method is illustrated via a real data analysis.</span></p></div>","PeriodicalId":48877,"journal":{"name":"Statistical Methodology","volume":"32 ","pages":"Pages 91-106"},"PeriodicalIF":0.0,"publicationDate":"2016-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.stamet.2016.04.001","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"55093373","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 19
Latent class analysis of incomplete data via an entropy-based criterion 通过基于熵的标准对不完整数据进行潜在类分析
Statistical Methodology Pub Date : 2016-09-01 DOI: 10.1016/j.stamet.2016.04.004
Chantal Larose , Ofer Harel , Katarzyna Kordas , Dipak K. Dey
{"title":"Latent class analysis of incomplete data via an entropy-based criterion","authors":"Chantal Larose ,&nbsp;Ofer Harel ,&nbsp;Katarzyna Kordas ,&nbsp;Dipak K. Dey","doi":"10.1016/j.stamet.2016.04.004","DOIUrl":"https://doi.org/10.1016/j.stamet.2016.04.004","url":null,"abstract":"<div><p><span>Latent class analysis is used to group categorical data into classes via a probability model. </span>Model selection criteria<span> then judge how well the model fits the data. When addressing incomplete data, the current methodology restricts the imputation to a single, pre-specified number of classes. We seek to develop an entropy-based model selection criterion that does not restrict the imputation to one number of clusters. Simulations show the new criterion performing well against the current standards of AIC<span> and BIC, while a family studies application demonstrates how the criterion provides more detailed and useful results than AIC and BIC.</span></span></p></div>","PeriodicalId":48877,"journal":{"name":"Statistical Methodology","volume":"32 ","pages":"Pages 107-121"},"PeriodicalIF":0.0,"publicationDate":"2016-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.stamet.2016.04.004","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"137212272","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 28
Bayesian optimal cluster designs 贝叶斯最优聚类设计
Statistical Methodology Pub Date : 2016-09-01 DOI: 10.1016/j.stamet.2016.02.002
Satya Prakash Singh, Siuli Mukhopadhyay
{"title":"Bayesian optimal cluster designs","authors":"Satya Prakash Singh,&nbsp;Siuli Mukhopadhyay","doi":"10.1016/j.stamet.2016.02.002","DOIUrl":"10.1016/j.stamet.2016.02.002","url":null,"abstract":"<div><p><span><span>Designing cluster trials depends on the knowledge of the intracluster correlation coefficient. To overcome the issue of parameter dependence, </span>Bayesian designs are proposed for two level models with and without </span>covariates. These designs minimize the variance of the treatment contrast under certain cost constraints. A pseudo Bayesian design approach is advocated that integrates and averages the objective function over a prior distribution of the intracluster correlation coefficient. Theoretical results on the Bayesian criterion are noted when the intracluster correlation follows a uniform distribution. Two data sets based on educational surveys conducted in schools are used to illustrate the proposed methodology.</p></div>","PeriodicalId":48877,"journal":{"name":"Statistical Methodology","volume":"32 ","pages":"Pages 36-52"},"PeriodicalIF":0.0,"publicationDate":"2016-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.stamet.2016.02.002","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"55093349","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 8
A note on domains of attraction of the limit laws of intermediate order statistics under power normalization 幂归一化下中阶统计量极限律的吸引域注记
Statistical Methodology Pub Date : 2016-07-01 DOI: 10.1016/j.stamet.2016.01.001
H.M. Barakat, A.R. Omar
{"title":"A note on domains of attraction of the limit laws of intermediate order statistics under power normalization","authors":"H.M. Barakat,&nbsp;A.R. Omar","doi":"10.1016/j.stamet.2016.01.001","DOIUrl":"10.1016/j.stamet.2016.01.001","url":null,"abstract":"<div><p><span>In this paper we compare the domains of attraction of limit laws of intermediate order statistics under power normalization with those of limit laws of intermediate order statistics under linear normalization. As a result of this comparison, we obtain necessary and sufficient conditions for a </span>univariate distribution function to belong to the domain of attraction for each of the possible limit laws of intermediate order statistics under power normalization.</p></div>","PeriodicalId":48877,"journal":{"name":"Statistical Methodology","volume":"31 ","pages":"Pages 1-7"},"PeriodicalIF":0.0,"publicationDate":"2016-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.stamet.2016.01.001","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"55093230","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
A new skew integer valued time series process 一种新的斜整数值时间序列过程
Statistical Methodology Pub Date : 2016-07-01 DOI: 10.1016/j.stamet.2016.01.002
Marcelo Bourguignon , Klaus L.P. Vasconcellos
{"title":"A new skew integer valued time series process","authors":"Marcelo Bourguignon ,&nbsp;Klaus L.P. Vasconcellos","doi":"10.1016/j.stamet.2016.01.002","DOIUrl":"10.1016/j.stamet.2016.01.002","url":null,"abstract":"<div><p><span>In this paper, we introduce a stationary first-order integer-valued autoregressive process with geometric–Poisson marginals. The new process allows negative values for the series. Several properties of the process are established. The unknown parameters of the model are estimated using the Yule–Walker method and the </span>asymptotic properties of the estimator are considered. Some numerical results of the estimators are presented with a brief discussion. Possible application of the process is discussed through a real data example.</p></div>","PeriodicalId":48877,"journal":{"name":"Statistical Methodology","volume":"31 ","pages":"Pages 8-19"},"PeriodicalIF":0.0,"publicationDate":"2016-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.stamet.2016.01.002","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"55093251","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 10
On a better lower bound for the frequentist probability of coverage of Bayesian credible intervals in restricted parameter spaces 有限参数空间中贝叶斯可信区间覆盖的频率概率的一个较好的下界
Statistical Methodology Pub Date : 2016-07-01 DOI: 10.1016/j.stamet.2016.01.006
Ehssan Ghashim , Éric Marchand , William E. Strawderman
{"title":"On a better lower bound for the frequentist probability of coverage of Bayesian credible intervals in restricted parameter spaces","authors":"Ehssan Ghashim ,&nbsp;Éric Marchand ,&nbsp;William E. Strawderman","doi":"10.1016/j.stamet.2016.01.006","DOIUrl":"10.1016/j.stamet.2016.01.006","url":null,"abstract":"<div><p><span>For estimating a lower restricted parametric function in the framework of Marchand and Strawderman (2006), we show how </span><span><math><mrow><mo>(</mo><mn>1</mn><mo>−</mo><mi>α</mi><mo>)</mo></mrow><mo>×</mo><mn>100</mn><mi>%</mi></math></span><span><span> Bayesian credible intervals can be constructed so that the </span>frequentist<span> probability of coverage is no less than </span></span><span><math><mn>1</mn><mo>−</mo><mfrac><mrow><mn>3</mn><mi>α</mi></mrow><mrow><mn>2</mn></mrow></mfrac></math></span>. As in Marchand and Strawderman (2013), the findings are achieved through the specification of the <em>spending function</em> of the Bayes credible interval and apply to an “equal-tails” modification of the HPD procedure among others. Our results require a logconcave assumption for the distribution of a pivot, and apply to estimating a lower bounded normal mean with known variance, and to further examples include lower bounded scale parameters from Gamma, Weibull, and Fisher distributions, with the latter also applicable to random effects analysis of variance.</p></div>","PeriodicalId":48877,"journal":{"name":"Statistical Methodology","volume":"31 ","pages":"Pages 43-57"},"PeriodicalIF":0.0,"publicationDate":"2016-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.stamet.2016.01.006","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"55093303","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 4
On testing local hypotheses via local divergence 关于通过局部散度检验局部假设
Statistical Methodology Pub Date : 2016-07-01 DOI: 10.1016/j.stamet.2016.01.003
G. Avlogiaris , A. Micheas , K. Zografos
{"title":"On testing local hypotheses via local divergence","authors":"G. Avlogiaris ,&nbsp;A. Micheas ,&nbsp;K. Zografos","doi":"10.1016/j.stamet.2016.01.003","DOIUrl":"10.1016/j.stamet.2016.01.003","url":null,"abstract":"<div><p>The aim of this paper is to propose procedures that test statistical hypotheses locally, that is, assess the validity of a model in a specific domain of the data. In this context, the one and two sample problems will be discussed. The proposed tests are based on local divergences which are defined in such a way as to quantify the divergence between probability distributions locally, in a specific area of the joint domain of the underlined models. The theoretical results are exemplified using simulations and two real datasets.</p></div>","PeriodicalId":48877,"journal":{"name":"Statistical Methodology","volume":"31 ","pages":"Pages 20-42"},"PeriodicalIF":0.0,"publicationDate":"2016-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.stamet.2016.01.003","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"55093275","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 6
Autoregressive conditional negative binomial model applied to over-dispersed time series of counts 自回归条件负二项模型在过分散计数时间序列中的应用
Statistical Methodology Pub Date : 2016-07-01 DOI: 10.1016/j.stamet.2016.02.001
Cathy W.S. Chen , Mike K.P. So , Jessica C. Li , Songsak Sriboonchitta
{"title":"Autoregressive conditional negative binomial model applied to over-dispersed time series of counts","authors":"Cathy W.S. Chen ,&nbsp;Mike K.P. So ,&nbsp;Jessica C. Li ,&nbsp;Songsak Sriboonchitta","doi":"10.1016/j.stamet.2016.02.001","DOIUrl":"10.1016/j.stamet.2016.02.001","url":null,"abstract":"<div><p><span><span><span>Integer-valued time series analysis offers various applications in biomedical, financial, and environmental research. However, existing works usually assume no or constant over-dispersion. In this paper, we propose a new model for time series of counts, the autoregressive conditional </span>negative binomial model that has a time-varying conditional autoregressive mean function and heteroskedasticity. The location and scale parameters of the </span>negative binomial distribution are flexible in the proposed set-up, inducing dynamic over-dispersion. We adopt </span>Bayesian<span><span> methods with a Markov chain Monte Carlo sampling scheme to estimate model parameters and utilize deviance information criterion for model comparison. We conduct simulations to investigate the estimation performance of this sampling scheme for the proposed negative binomial model. To demonstrate the proposed approach in modelling time-varying over-dispersion, we consider two types of criminal incidents recorded by New South Wales (NSW) Police Force in Australia. We also fit the autoregressive conditional </span>Poisson model to these two datasets. Our results demonstrate that the proposed negative binomial model is preferable to the Poisson model.</span></p></div>","PeriodicalId":48877,"journal":{"name":"Statistical Methodology","volume":"31 ","pages":"Pages 73-90"},"PeriodicalIF":0.0,"publicationDate":"2016-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.stamet.2016.02.001","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"55093337","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 26
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