Journal of the Royal Statistical Society最新文献

{"title":"Multivariate claim count regression model with varying dispersion and dependence parameters","authors":"Himchan Jeong, George Tzougas, Tsz Chai Fung","doi":"10.1093/jrsssa/qnac010","DOIUrl":"https://doi.org/10.1093/jrsssa/qnac010","url":null,"abstract":"Abstract The aim of this paper is to present a regression model for multivariate claim frequency data with dependence structures across the claim count responses, which may be of different sign and range, and overdispersion from the unobserved heterogeneity due to systematic effects in the data. For illustrative purposes, we consider the bivariate Poisson-lognormal regression model with varying dispersion. Maximum likelihood estimation of the model parameters is achieved through a novel Monte Carlo expectation–maximization algorithm, which is shown to have a satisfactory performance when we exemplify our approach to Local Government Property Insurance Fund data from the state of Wisconsin.","PeriodicalId":49985,"journal":{"name":"Journal of the Royal Statistical Society","volume":"296 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135948408","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}

{"title":"Multiple Imputation of Missing Data in Practice: Basic Theory and Analysis Strategies","authors":"Amit K Chowdhry","doi":"10.1093/jrsssa/qnad004","DOIUrl":"https://doi.org/10.1093/jrsssa/qnad004","url":null,"abstract":"Journal Article Multiple Imputation of Missing Data in Practice: Basic Theory and Analysis Strategies Get access Multiple Imputation of Missing Data in Practice: Basic Theory and Analysis Strategies by YuleiHe, GuangyuZhang, and Chiu-HsiehHsu. 2021. 494 p. $99.00. ISBN: 9781498722063 Amit K Chowdhry Amit K Chowdhry University of Rochester amit_chowdhry@urmc.rochester.edu Search for other works by this author on: Oxford Academic Google Scholar Journal of the Royal Statistical Society Series A: Statistics in Society, Volume 186, Issue 1, January 2023, Pages 165–166, https://doi.org/10.1093/jrsssa/qnad004 Published: 01 February 2023","PeriodicalId":49985,"journal":{"name":"Journal of the Royal Statistical Society","volume":"23 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136039528","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}

{"title":"A multivariate dynamic statistical model of the global carbon budget 1959–2020","authors":"Mikkel Bennedsen, Eric Hillebrand, Siem Jan Koopman","doi":"10.1093/jrsssa/qnac014","DOIUrl":"https://doi.org/10.1093/jrsssa/qnac014","url":null,"abstract":"Abstract We propose a multivariate dynamic statistical model of the global carbon budget (GCB) as represented in the annual data set made available by the Global Carbon Project, covering the sample period 1959–2020. The model connects four main objects of interest: atmospheric carbon dioxide (CO2) concentrations, anthropogenic CO2 emissions, the absorption of CO2 by the terrestrial biosphere (land sink), and by the ocean and marine biosphere (ocean sink). The model captures the GCB equation, which states that emissions not absorbed by either land or ocean sinks must remain in the atmosphere and constitute a flow to the stock of atmospheric concentrations. Emissions depend on global economic activity as measured by World Gross Domestic Product while sink activities depend on the level of atmospheric concentrations and the Southern Oscillation Index. We derive the time series properties of atmospheric concentrations from the model, showing that they contain one unit root and a near-second unit root. The statistical system allows for the estimation of key parameters of the global carbon cycle and for the assessment of estimation uncertainty. It also allows for the estimation and the uncertainty assessment of related variables such as the airborne fraction and the sink rate. We provide short-term forecasts of the components of the GCB.","PeriodicalId":49985,"journal":{"name":"Journal of the Royal Statistical Society","volume":"16 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135948618","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}

{"title":"Reconciling reports: modelling employment earnings and measurement errors using linked survey and administrative data","authors":"Stephen P. Jenkins, Fernando Rios Avila","doi":"10.1093/jrsssa/qnac003","DOIUrl":"https://doi.org/10.1093/jrsssa/qnac003","url":null,"abstract":"Abstract We develop and apply new statistical models for linked survey and administrative data on employment earnings, incorporating 4 types of measurement error. In addition, we allow error distributions to differ with individual characteristics, which improves model fit and allows us to investigate substantive hypotheses about factors associated with error bias and variance. Contributing the first UK evidence to a field dominated by findings about the USA, we show that measurement errors are pervasive, but the 4 types are quite different in nature. We also document substantial heterogeneity in each of the error distributions.","PeriodicalId":49985,"journal":{"name":"Journal of the Royal Statistical Society","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135948411","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}

{"title":"David Harold Baillie 1940–2021","authors":"Shirley Coleman","doi":"10.1093/jrsssa/qnac017","DOIUrl":"https://doi.org/10.1093/jrsssa/qnac017","url":null,"abstract":"","PeriodicalId":49985,"journal":{"name":"Journal of the Royal Statistical Society","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136039674","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}

{"title":"Anthony (Tony) Leonard JOHNSON: founding editor of Statistics in Medicine and Medical Research Council biostatistician who helped to revolutionize the understanding and treatment of epilepsy","authors":"Sheila M Bird, Vern T Farewell","doi":"10.1093/jrsssa/qnac018","DOIUrl":"https://doi.org/10.1093/jrsssa/qnac018","url":null,"abstract":"","PeriodicalId":49985,"journal":{"name":"Journal of the Royal Statistical Society","volume":"82 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136039673","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}

{"title":"Statistical Methods for Handling Incomplete Data","authors":"Amit K Chowdhry","doi":"10.1093/jrsssa/qnad005","DOIUrl":"https://doi.org/10.1093/jrsssa/qnad005","url":null,"abstract":"Journal Article Statistical Methods for Handling Incomplete Data Get access Statistical Methods for Handling Incomplete Data2nd Edition by Jae KwangKim and JunShao. November 19, 2021. 380 p. $96.00. Amit K Chowdhry Amit K Chowdhry University of Rochester amit_chowdhry@urmc.rochester.edu Search for other works by this author on: Oxford Academic Google Scholar Journal of the Royal Statistical Society Series A: Statistics in Society, Volume 186, Issue 1, January 2023, Page 166, https://doi.org/10.1093/jrsssa/qnad005 Published: 31 January 2023","PeriodicalId":49985,"journal":{"name":"Journal of the Royal Statistical Society","volume":"12 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136039524","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}

{"title":"How to Pay for the War","authors":"E. F. M. Durbin","doi":"10.2307/2980563","DOIUrl":"https://doi.org/10.2307/2980563","url":null,"abstract":"","PeriodicalId":49985,"journal":{"name":"Journal of the Royal Statistical Society","volume":"103 1","pages":"104"},"PeriodicalIF":0.0,"publicationDate":"2019-05-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.2307/2980563","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44134231","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}

{"title":"Single-Dose Study of a Corticotropin-Releasing Factor Receptor-1 Antagonist in Women With 21-Hydroxylase Deficiency.","authors":"Adina F Turcu, Joanna L Spencer-Segal, Robert H Farber, Rosa Luo, Dimitri E Grigoriadis, Carole A Ramm, David Madrigal, Tim Muth, Christopher F O'Brien, Richard J Auchus","doi":"10.1210/jc.2015-3574","DOIUrl":"10.1210/jc.2015-3574","url":null,"abstract":"<p><strong>Context: </strong>Treatment of 21-hydroxylase deficiency (21OHD) is difficult to optimize. Normalization of excessive ACTH and adrenal steroid production commonly requires supraphysiologic doses of glucocorticoids.</p><p><strong>Objectives: </strong>We evaluated the safety and tolerability of the selective corticotropin releasing factor type 1 (CRF1) receptor antagonist NBI-77860 in women with classic 21OHD and tested the hypothesis that CRF1 receptor blockade decreases early-morning ACTH and 17α-hydroxyprogesterone (17OHP) in these patients.</p><p><strong>Participants: </strong>The study enrolled eight classic 21OHD females, ages 18-58 years, seen at a single tertiary referral university setting.</p><p><strong>Design: </strong>This was a phase Ib, single-blind, placebo-controlled, fixed-sequence, single-dose trial. During three treatment periods separated by 3-week washout intervals, patients sequentially received placebo, NBI-77860 300 mg, and NBI-77860 600 mg at 10 pm; glucocorticoid therapy was withheld for 20 hours. We evaluated ACTH, 17OHP, androstenedione, and testosterone as well as NBI-77860 pharmacokinetics over 24 hours.</p><p><strong>Results: </strong>Dose-dependent reductions of ACTH and/or 17OHP were observed in six of eight subjects. Relative to placebo, NBI-77860 led to an ACTH and 17OHP reduction by a mean of 43% and 0.7% for the 300 mg dose, respectively, and by 41% and 27% for the 600 mg dose, respectively. Both NBI-77860 doses were well tolerated.</p><p><strong>Conclusion: </strong>The meaningful reductions in ACTH and 17OHP following NBI-77860 dosing in 21OHD patients demonstrate target engagement and proof of principle in this disorder. These promising data provide a rationale for additional investigations of CRF1 receptor antagonists added to physiologic doses of hydrocortisone and fludrocortisone acetate for the treatment of classic 21OHD.</p>","PeriodicalId":49985,"journal":{"name":"Journal of the Royal Statistical Society","volume":"73 1","pages":"1174-80"},"PeriodicalIF":5.8,"publicationDate":"2016-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4803170/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90761360","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"The Foundations of Agricultural Economics, Together with an Economic History of British Agriculture During and After the Great War.","authors":"J. Venn","doi":"10.2307/2342029","DOIUrl":"https://doi.org/10.2307/2342029","url":null,"abstract":"","PeriodicalId":49985,"journal":{"name":"Journal of the Royal Statistical Society","volume":"97 1","pages":"182"},"PeriodicalIF":0.0,"publicationDate":"2015-01-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.2307/2342029","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"68791016","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}