Vance L. Martin, Jialu Shi, Yang Song, Wenying Yao
{"title":"Identifying changes in the distribution of income from higher-order moments with an application to Australia","authors":"Vance L. Martin, Jialu Shi, Yang Song, Wenying Yao","doi":"10.1111/anzs.12405","DOIUrl":"10.1111/anzs.12405","url":null,"abstract":"<p>Changes in the distribution of income over time are identified based on an adjusted two-sample version of the Neyman smooth test by using subsampling methods to approximate the sampling distribution of the test statistic when samples are not independent of each other. A range of Monte Carlo experiments show that the approach corrects for size distortions arising from dependent samples as well as generating monotonic power functions. Applying the approach to studying the distribution of income in Australia over the business cycle and the Global Financial Crisis, the empirical results highlight the importance of higher-order moments and demonstrate that business cycles are not all alike as the relative strengths of higher-order moments vary over phases of the cycle.</p>","PeriodicalId":55428,"journal":{"name":"Australian & New Zealand Journal of Statistics","volume":"66 1","pages":"21-47"},"PeriodicalIF":1.1,"publicationDate":"2024-01-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1111/anzs.12405","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139515413","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Angelika A. Pilkington, Brenton R. Clarke, Dean A. Diepeveen
{"title":"Exact testing for heteroscedasticity in a two-way layout in variety frost trials when incorporating a covariate","authors":"Angelika A. Pilkington, Brenton R. Clarke, Dean A. Diepeveen","doi":"10.1111/anzs.12404","DOIUrl":"10.1111/anzs.12404","url":null,"abstract":"<p>Two-way layouts are common in grain industry research where it is often the case that there are one or more covariates. It is widely recognised that when estimating fixed effect parameters, one should also examine for possible extra error variance structure. An exact test for heteroscedasticity, when there is a covariate, is illustrated for a data set from frost trials in Western Australia. While the general algebra for the test is known, albeit in past literature, there are computational aspects of implementing the test for the two way when there are covariates. In this scenario the test is shown to have greater power than the industry standard, and because of its exact size, is preferable to use of the restricted maximum likelihood ratio test (REMLRT) based on the approximate asymptotic distribution in this instance. Formulation of the exact test considered here involves creation of appropriate contrasts in the experimental design. This is illustrated using specific choices of observations corresponding to an index set in the linear model for the two-way layout. Also an algorithm supplied complements the test. Comparisons of size and power then ensue. The test has natural extensions when there are unbalanced data, and more than one covariate may be present. Results can be extended to Balanced Incomplete Block Designs.</p>","PeriodicalId":55428,"journal":{"name":"Australian & New Zealand Journal of Statistics","volume":"65 4","pages":"309-326"},"PeriodicalIF":0.8,"publicationDate":"2024-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1111/anzs.12404","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139078183","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Exact likelihoods for N-mixture models with time-to-detection data","authors":"Linda M. Haines, Res Altwegg, D. L. Borchers","doi":"10.1111/anzs.12401","DOIUrl":"10.1111/anzs.12401","url":null,"abstract":"<div>\u0000 \u0000 <p>This paper is concerned with the formulation of <span></span><math>\u0000 <semantics>\u0000 <mrow>\u0000 <mi>N</mi>\u0000 </mrow>\u0000 <annotation>$$ N $$</annotation>\u0000 </semantics></math>-mixture models for estimating the abundance and probability of detection of a species from binary response, count and time-to-detection data. A modelling framework, which encompasses time-to-first-detection within the context of detection/non-detection and time-to-each-detection and time-to-first-detection within the context of count data, is introduced. Two observation processes which depend on whether or not double counting is assumed to occur are also considered. The main focus of the paper is on the derivation of explicit forms for the likelihoods associated with each of the proposed models. Closed-form expressions for the likelihoods associated with time-to-detection data are new and are developed from the theory of order statistics. A key finding of the study is that, based on the assumption of no double counting, the likelihoods associated with times-to-detection together with count data are the product of the likelihood for the counts alone and a term which depends on the detection probability parameter. This result demonstrates that, in this case, recording times-to-detection could well improve precision in estimation over recording counts alone. In contrast, for the double counting protocol with exponential arrival times, no information was found to be gained by recording times-to-detection in addition to the count data. An <span>R</span> package and an accompanying vignette are also introduced in order to complement the algebraic results and to demonstrate the use of the models in practice.</p>\u0000 </div>","PeriodicalId":55428,"journal":{"name":"Australian & New Zealand Journal of Statistics","volume":"65 4","pages":"327-343"},"PeriodicalIF":0.8,"publicationDate":"2023-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138567024","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Model averaged tail area confidence intervals in nested linear regression models","authors":"Paul Kabaila, Ayesha Perera","doi":"10.1111/anzs.12402","DOIUrl":"10.1111/anzs.12402","url":null,"abstract":"<div>\u0000 \u0000 <p>The performance, in terms of coverage and expected length, of the model averaged tail area (MATA) confidence interval, proposed by Turek & Fletcher (2012, <i>Computational Statistics & Data Analysis</i>, 56, 2809–2815), depends greatly on the data-based model weights used in its construction. We generalise the computationally convenient exact formulae due to Kabaila, Welsh & Abeysekera (2016, <i>Scandinavian Journal of Statistics</i>, 43, 35–48) for the coverage and expected length of this confidence interval for two nested linear regression models to the case of two or more nested linear regression models. This permits the numerical assessment of the performance, in terms of coverage probability and scaled expected length, of the MATA confidence interval for any given data-based model weights in the context of three or more nested linear regression models. We illustrate this numerical assessment of performance of the MATA confidence interval, for model weights based on any given Generalised Information Criterion, in the context of three nested linear regression models using the real life ‘Cholesterol’ data. This provides a very informative further exploration of the influence of these model weights on the performance of this confidence interval.</p>\u0000 </div>","PeriodicalId":55428,"journal":{"name":"Australian & New Zealand Journal of Statistics","volume":"65 4","pages":"364-378"},"PeriodicalIF":0.8,"publicationDate":"2023-12-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138548308","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"The role of pairwise matching in experimental design for an incidence outcome","authors":"Adam Kapelner, Abba M. Krieger, David Azriel","doi":"10.1111/anzs.12403","DOIUrl":"10.1111/anzs.12403","url":null,"abstract":"<div>\u0000 \u0000 <p>We consider the problem of evaluating designs for a two-arm randomised experiment with an incidence (binary) outcome under a non-parametric general response model. Our two main results are that the a priori pair matching design is (1) the optimal design as measured by mean squared error among all block designs which includes complete randomisation. And (2), this pair-matching design is minimax, that is, it provides the lowest mean squared error under an adversarial response model. Theoretical results are supported by simulations and clinical trial data where we demonstrate the superior performance of pairwise matching designs under realistic conditions.</p>\u0000 </div>","PeriodicalId":55428,"journal":{"name":"Australian & New Zealand Journal of Statistics","volume":"65 4","pages":"379-393"},"PeriodicalIF":0.8,"publicationDate":"2023-11-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138517672","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Measurement errors in semi-parametric generalised regression models","authors":"Mohammad W. Hattab, David Ruppert","doi":"10.1111/anzs.12400","DOIUrl":"10.1111/anzs.12400","url":null,"abstract":"<div>\u0000 \u0000 <p>Regression models that ignore measurement error in predictors may produce highly biased estimates leading to erroneous inferences. It is well known that it is extremely difficult to take measurement error into account in Gaussian non-parametric regression. This problem becomes even more difficult when considering other families such as binary, Poisson and negative binomial regression. We present a novel method aiming to correct for measurement error when estimating regression functions. Our approach is sufficiently flexible to cover virtually all distributions and link functions regularly considered in generalised linear models. This approach depends on approximating the first and the second moment of the response after integrating out the true unobserved predictors in any semi-parametric generalised regression model. By the latter is meant a model with both linear and non-parametric effects that are connected to the mean response by a link function and with a response distribution in an exponential family or quasi-likelihood model. Unlike previous methods, the method we now propose is not restricted to truncated splines and can utilise various basis functions. Moreover, it can operate without making any distributional assumption about the unobserved predictor. Through extensive simulation studies, we study the performance of our method under many scenarios.</p>\u0000 </div>","PeriodicalId":55428,"journal":{"name":"Australian & New Zealand Journal of Statistics","volume":"65 4","pages":"344-363"},"PeriodicalIF":0.8,"publicationDate":"2023-10-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136212682","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
D. Gunawan, William E. Griffiths, D. Chotikapanich
{"title":"Comparisons of distributions of Australian mental health scores","authors":"D. Gunawan, William E. Griffiths, D. Chotikapanich","doi":"10.1111/anzs.12399","DOIUrl":"10.1111/anzs.12399","url":null,"abstract":"<p>Bayesian non-parametric estimates of Australian distributions of mental health scores are obtained to assess how the mental health status of the population has changed over time, and to compare the mental health status of female/male and Aboriginal/non-Aboriginal population subgroups. First-order and second-order stochastic dominance are used to compare distributions, with results presented in terms of the posterior probability of dominance and the posterior probability of no dominance. If a criterion for dominance is satisfied, then, in terms of that criterion, the mental health status of the dominant population is superior to that of the dominated population. If neither distribution is dominant, then the mental health status of neither population is superior in the same sense. Our results suggest mental health has deteriorated in recent years, that males' mental health status is better than that of females, and that non-Aboriginal health status is better than that of the Aboriginal population.</p>","PeriodicalId":55428,"journal":{"name":"Australian & New Zealand Journal of Statistics","volume":"65 4","pages":"287-308"},"PeriodicalIF":0.8,"publicationDate":"2023-10-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1111/anzs.12399","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136212528","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Embedding latent class regression and latent class distal outcome models into cluster-weighted latent class analysis: a detailed simulation experiment","authors":"Roberto Di Mari, Antonio Punzo, Zsuzsa Bakk","doi":"10.1111/anzs.12396","DOIUrl":"https://doi.org/10.1111/anzs.12396","url":null,"abstract":"<p>Usually in latent class (LC) analysis, external predictors are taken to be cluster conditional probability predictors (LC models with external predictors), and/or score conditional probability predictors (LC regression models). In such cases, their distribution is not of interest. Class-specific distribution is of interest in the distal outcome model, when the distribution of the external variables is assumed to depend on LC membership. In this paper, we consider a more general formulation, that embeds both the LC regression and the distal outcome models, as is typically done in cluster-weighted modelling. This allows us to investigate (1) whether the distribution of the external variables differs across classes, (2) whether there are significant direct effects of the external variables on the indicators, by modelling jointly the relationship between the external and the latent variables. We show the advantages of the proposed modelling approach through a set of artificial examples, an extensive simulation study and an empirical application about psychological contracts among employees and employers in Belgium and the Netherlands.</p>","PeriodicalId":55428,"journal":{"name":"Australian & New Zealand Journal of Statistics","volume":"65 3","pages":"213-233"},"PeriodicalIF":1.1,"publicationDate":"2023-09-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://onlinelibrary.wiley.com/doi/epdf/10.1111/anzs.12396","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"50141418","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Khue-Dung Dang, Louise M. Ryan, Tugba Akkaya Hocagil, Richard J. Cook, Gale A. Richardson, Nancy L. Day, Claire D. Coles, Heather Carmichael Olson, Sandra W. Jacobson, Joseph L. Jacobson
{"title":"Bayesian modelling of effects of prenatal alcohol exposure on child cognition based on data from multiple cohorts","authors":"Khue-Dung Dang, Louise M. Ryan, Tugba Akkaya Hocagil, Richard J. Cook, Gale A. Richardson, Nancy L. Day, Claire D. Coles, Heather Carmichael Olson, Sandra W. Jacobson, Joseph L. Jacobson","doi":"10.1111/anzs.12397","DOIUrl":"https://doi.org/10.1111/anzs.12397","url":null,"abstract":"<div>\u0000 \u0000 <p>High levels of prenatal alcohol exposure (PAE) result in significant cognitive deficits in children, but the exact nature of the dose-response relationship is less well understood. To investigate this relationship, data were assembled from six longitudinal birth cohort studies examining the effects of PAE on cognitive outcomes from early school age through adolescence. Structural equation models (SEMs) are a natural approach to consider, because of the way they conceptualise multiple observed outcomes as relating to an underlying latent variable of interest, which can then be modelled as a function of exposure and other predictors of interest. However, conventional SEMs could not be fitted in this context because slightly different outcome measures were used in the six studies. In this paper we propose a multi-group Bayesian SEM that maps the unobserved cognition variable to a broad range of observed outcomes. The relation between these variables and PAE is then examined while controlling for potential confounders via propensity score adjustment. By examining different possible dose-response functions, the proposed framework is used to investigate whether there is a threshold PAE level that results in minimal cognitive deficit.</p>\u0000 </div>","PeriodicalId":55428,"journal":{"name":"Australian & New Zealand Journal of Statistics","volume":"65 3","pages":"167-186"},"PeriodicalIF":1.1,"publicationDate":"2023-09-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"50125566","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Statistical methods for astronomical data analysis. By A. K. Chattopadhyay and T. Chattopadhyay. New York: Springer. 2014. 349 pages. UK£49.99 (hardback). ISBN: 978-1-4939-1506-4.","authors":"Soumita Modak","doi":"10.1111/anzs.12398","DOIUrl":"10.1111/anzs.12398","url":null,"abstract":"","PeriodicalId":55428,"journal":{"name":"Australian & New Zealand Journal of Statistics","volume":"65 4","pages":"394-395"},"PeriodicalIF":0.8,"publicationDate":"2023-09-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122111742","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}