共查询到20条相似文献，搜索用时 0 毫秒
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Lack-of-fit checking for parametric and semiparametric modelsis essential in reducing misspecification. The efficiency ofmost existing model-checking methods drops rapidly as the dimensionof the covariates increases. We propose to check a model byprojecting the fitted residuals along a direction that adaptsto the systematic departure of the residuals from the desiredpattern. Consistency of the method is proved for parametricand semiparametric regression models. A bootstrap implementationis also discussed. Simulation comparisons with several existingmethods are made, suggesting that the proposed methods are moreefficient than the existing methods when the dimension increases.Air pollution data from Chicago are used to illustrate the procedure. 相似文献
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We consider the analysis of longitudinal data when the covariance function is modeled by additional parameters to the mean parameters. In general, inconsistent estimators of the covariance (variance/correlation) parameters will be produced when the \"working\" correlation matrix is misspecified, which may result in great loss of efficiency of the mean parameter estimators (albeit the consistency is preserved). We consider using different \"working\" correlation models for the variance and the mean parameters. In particular, we find that an independence working model should be used for estimating the variance parameters to ensure their consistency in case the correlation structure is misspecified. The designated \"working\" correlation matrices should be used for estimating the mean and the correlation parameters to attain high efficiency for estimating the mean parameters. Simulation studies indicate that the proposed algorithm performs very well. We also applied different estimation procedures to a data set from a clinical trial for illustration. 相似文献
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A random sample is drawn from a distribution which admits aminimal sufficient statistic for the parameters. The Gibbs sampleris proposed to generate samples, called conditionally sufficientor co-sufficient samples, from the conditional distributionof the sample given its value of the sufficient statistic. Theprocedure is illustrated for the gamma distribution. Co-sufficientsamples may be used to give exact tests of fit; for the gammadistribution these are compared for size and power with approximatetests based on the parametric bootstrap. 相似文献
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Martin L. Hazelton Tilman M. Davies 《Biometrical journal. Biometrische Zeitschrift》2009,51(1):98-109
Kernel smoothing is a popular approach to estimating relative risk surfaces from data on the locations of cases and controls in geographical epidemiology. The interpretation of such surfaces is facilitated by plotting of tolerance contours which highlight areas where the risk is sufficiently high to reject the null hypothesis of unit relative risk. Previously it has been recommended that these tolerance intervals be calculated using Monte Carlo randomization tests. We examine a computationally cheap alternative whereby the tolerance intervals are derived from asymptotic theory. We also examine the performance of global tests of hetereogeneous risk employing statistics based on kernel risk surfaces, paying particular attention to the choice of smoothing parameters on test power (© 2009 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim) 相似文献
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A simple bias reduction method for density estimation 总被引：3，自引：0，他引：3
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Confidence bands for a survival curve from censored data 总被引：3，自引：0，他引：3
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In recent years there has been an increased interest in using protein mass spectroscopy to discriminate diseased from healthy individuals with the aim of discovering molecular markers for disease. A crucial step before any statistical analysis is the pre-processing of the mass spectrometry data. Statistical results are typically strongly affected by the specific pre-processing techniques used. One important pre-processing step is the removal of chemical and instrumental noise from the mass spectra. Wavelet denoising techniques are a standard method for denoising. Existing techniques, however, do not accommodate errors that vary across the mass spectrum, but instead assume a homogeneous error structure. In this paper we propose a novel wavelet denoising approach that deals with heterogeneous errors by incorporating a variance change point detection method in the thresholding procedure. We study our method on real and simulated mass spectrometry data and show that it improves on performances of peak detection methods. 相似文献
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Kernel smoothing methods are applied to extend a modification of the closed population approach of Lloyd and Yip (1991, in Estimating Equations, 65-88) to open populations with frequent capture occasions. The method complements previous nonparametric methods and, when the parametric assumptions are met, simulations show the new method has a smaller integrated mean squared error than the previous fully nonparametric method. The method is applied to capture-recapture data on short-tailed shearwaters collected annually for 48 years. 相似文献
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We compare the performances of local and global rules for smoothingparameter choice, in terms of asymptotic mean squared errorsof the resulting estimators. In some instances there is surprisinglylittle to choose between local and global approaches; our analysisidentifies contexts where the differences are small or large.This work motivates development of smoothing rules that forma ‘half-way house’ between local and global smoothing.There, interpolation provides a basis for partial local smoothing.A key result shows that interpolation on even a coarse gridcan produce a very good approximation to full local smoothing.Our theoretical and numerical results lead us to suggest linearinterpolation of a bandwidth obtained by integral approximationson discrete intervals. 相似文献
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We present a goodness-of-fit test for the logistic regressionmodel under case-control sampling. The test statistic is constructedvia a discrepancy between two competing kernel density estimatorsof the underlying conditional distributions given case-controlstatus. The proposed goodness-of-fit test is shown to comparevery favourably with previously proposed tests for case-controlsampling in terms of power. The test statistic can be easilycomputed as a quadratic form in the residuals from a prospectivelogistic regression maximum likelihood fit. In addition, theproposed test is affine invariant and has an alternative representationin terms of empirical characteristic functions. 相似文献
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Chen SX 《Biometrics》1999,55(3):754-759
This paper introduces a framework for animal abundance estimation in independent observer line transect surveys of clustered populations. The framework generalizes an approach given in Chen (1999, Environmental and Ecological Statistics 6, in press) to accommodate heterogeneity in detection caused by cluster size and other covariates. Both parametric and nonparametric estimators for the local effective search widths, given the covariates, can be derived from the framework. A nonparametric estimator based on conditional kernel density estimation is proposed and studied owing to its flexibility in modeling the detection functions. A real data set on harbor porpoise in the North Sea is analyzed. 相似文献
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Guosheng Yin Jianwen Cai Jinheum Kim 《Biometrical journal. Biometrische Zeitschrift》2003,45(5):602-617
Quantiles, especially the medians, of survival times are often used as summary statistics to compare the survival experiences between different groups. Quantiles are robust against outliers and preferred over the mean. Multivariate failure time data often arise in biomedical research. For example, in clinical trials, each patient in the study may experience multiple events which may be of the same type or distinct types, while in family studies of genetic diseases or litter matched mice studies, failure times for subjects in the same cluster may be correlated. In this article, we propose nonparametric procedures for the estimation of quantiles with multivariate failure time data. We show that the proposed estimators asymptotically follow a multivariate normal distribution. The asymptotic variance‐covariance matrix of the estimated quantiles is estimated based on the kernel smoothing and bootstrap techniques. Simulation results show that the proposed estimators perform well in finite samples. The methods are illustrated with the burn‐wound infection data and the Diabetic Retinopathy Study (DRS) data. 相似文献