Least Squares and Minimum MSE Estimators of Variance Components in Mixed Linear Models

The paper deals with the quadratic invariant estimators of the linear functions of variance components in mixed linear model. The estimator with locally minimal mean square error with respect to a parameter ? is derived. Under the condition of normality of the vector Y the theoretical values of MSE of several types of estimators are compared in two different mixed models; under a different types of distributions a simulation study is carried out for the behaviour of derived estimators.     

On the combination of equality and inequality restrictions on regression coefficients

The paper gives a method for using equality and inequality restrictions simultaneously. This is done by combining the estimator for linear equality restrictions and the minimax linear estimator principle which was developed for inequality restraints. The result is a ridge-type estimator, namely a biased so-to-speak minimax-linear estimator (MMLE) which dominates the classical MMLE in the sense of smaller MSE.     

Weighted Multivariate Regression Estimates Solved by Random Effects Approach

The paper deals with the random effects model, where the expectation vector and the covariance matrix of the effect influencing the population are to be estimated. The iterated estimator of expectation vector is derived, based on the invariant estimator of the combined covariance matrix, and some of its statistical properties are shown.     

On the Estimation of Heritability from Unbalanced Data

The distribution and moments, of ANOVA estimator of heritability are given under unbalanced random model. These expressions are used to investigate the effect of unbalancedness on the bias and variance/MSE of the estimator and also the validity of certain approximations for its variance, numerically. The computed results reveal that the unbalancedness increases both the bias and variance/MSE of the estimator and the Smith-approximation for the variance of the estimator provides better accuracy.     

Estimation of Heritability in Heteroscedastic One‐Way Unbalanced Random Model

A modified estimator of heritability is proposed under heteroscedastic one way unbalanced random model. The distribution, moments and probability of permissible values (PPV) for conventional and modified estimators are derived. The behaviour of two estimators has been investigated, numerically, to devise a suitable estimator of heritability under variance heterogeneity. The numerical results reveal that under balanced case the heteroscedasticity affects the bias, MSE and PPV of conventional estimator, marginally. In case of unbalanced situations, the conventional estimator underestimates the parameter when more variable group has more observations and overestimates when more variable group has less observations, MSE of the conventional estimator decreases when more variable group has more observations and increases when more variable group has less observations and PPV is marginally decreased. The MSE and PPV are comparable for two estimators while the bias of modified estimator is less than the conventional estimator particularly for small and medium values of the parameter. These results suggest the use of modified estimator with equal or more observations for more variable group in presence of variance heterogeneity.     

利用多重抽样估计稀有物种的种类数

利用矩估计和二个稳健估计方法（jackknife估计,bootstrap估计）来处理野外生态学工作者的调查数据,在假定已经发现一些稀有物种的情形下,通过统计推断得到那些未被发现的物种的种类数。利用本文所提出的方法调查水稻水稻田的昆虫群落和林地的在面植被群落的稀有种是十分有效的。     

Unbiasedness of Iterated Aitken Estimators

The iterated Aitken estimator of the parameter vector of the general linear model is shown to be unbiased on the assumption that the errors underlying the model follow a symmetric probability law with mean zero.     

On Combination of Ratio and PPS Estimators

AGARWAL and KUMAR (1980) proposed an estimator, combining ratio and pps estimators of population mean and proved that the proposed estimator would always be better (in minimum mean square error sense) than the pps estimator or the ratio estimator under pps sampling scheme for optimum value of constant k (parameter). The optimum value of k is rarely known in practice, hence the alternative is to replace k from the sample-values. In this paper, an estimator depending on estimated optimum value of k based on sample-values, under pps sampling scheme is proposed and studied.     

方向数据密度函数的最近邻估计

设Ｘ为取值于ｄ＋１维空间中单位球面上的单位随机向量,具有概率密度函数ｆ（ｘ）本文讨论密度函数ｆ（ｘ）的估计问题,给出了基于方向数据的最近邻估计,并建立这种最近邻估计的逐点强,弱相合性,一致强相合性及渐近正态性,得到了与欧氏情形（Ｒ＾ｄ）基本一致的结果。     

On the potential for illogic with logically defined outcomes

Logically defined outcomes are commonly used in medical diagnoses and epidemiological research. When missing values in the original outcomes exist, the method of handling the missingness can have unintended consequences, even if the original outcomes are missing completely at random. In this note, we consider 2 binary original outcomes, which are missing completely at random. For estimating the prevalence of a logically defined "or" outcome, we discuss the properties of 4 estimators: the complete-case estimator, the available-case estimator, the maximum likelihood estimator (MLE), and a moment-based estimator. With the exception of the available-case case estimator, all the estimators are consistent. The MLE exhibits superior performance and should be generally adopted.     

Cross-trait prediction accuracy of summary statistics in genome-wide association studies

In the era of big data, univariate models have widely been used as a workhorse tool for quickly producing marginal estimators; and this is true even when in a high-dimensional dense setting, in which many features are “true,” but weak signals. Genome-wide association studies (GWAS) epitomize this type of setting. Although the GWAS marginal estimator is popular, it has long been criticized for ignoring the correlation structure of genetic variants (i.e., the linkage disequilibrium [LD] pattern). In this paper, we study the effects of LD pattern on the GWAS marginal estimator and investigate whether or not additionally accounting for the LD can improve the prediction accuracy of complex traits. We consider a general high-dimensional dense setting for GWAS and study a class of ridge-type estimators, including the popular marginal estimator and the best linear unbiased prediction (BLUP) estimator as two special cases. We show that the performance of GWAS marginal estimator depends on the LD pattern through the first three moments of its eigenvalue distribution. Furthermore, we uncover that the relative performance of GWAS marginal and BLUP estimators highly depends on the ratio of GWAS sample size over the number of genetic variants. Particularly, our finding reveals that the marginal estimator can easily become near-optimal within this class when the sample size is relatively small, even though it ignores the LD pattern. On the other hand, BLUP estimator has substantially better performance than the marginal estimator as the sample size increases toward the number of genetic variants, which is typically in millions. Therefore, adjusting for the LD (such as in the BLUP) is most needed when GWAS sample size is large. We illustrate the importance of our results by using the simulated data and real GWAS.     

Improvement of Ratio-Type Estimators-II

This paper generalizes the results of AGARWAL (1980) and AGARWAL and KUMAR (1985) by constructing a multivariate ratiotype estimator which, to a first order of approximation, is as efficient as the regression estimator.     

On an Efficient Regression Type Estimator

The regression type estimator proposed by KAUR (1985) is considered. Another expression for the approximated mean square error (AMSE), to a first degree of approximation, is obtained. This AMSE is also minimized with respect to a parameter α. Three numerical examples are included. These numerical examples show that this estimator is not significantly more efficient than regression estimator and with respect to ratio and sample mean estimators, it does not always exhibit a high efficiency, as was contended by KAUR (1985). Moreover, an upper bound for the relative precision of the proposed estimator with respect to linear regression estimator is derived.     

Estimating effective population size or mutation rate with microsatellites

Microsatellites are short tandem repeats that are widely dispersed among eukaryotic genomes. Many of them are highly polymorphic; they have been used widely in genetic studies. Statistical properties of all measures of genetic variation at microsatellites critically depend upon the composite parameter theta = 4Nmicro, where N is the effective population size and micro is mutation rate per locus per generation. Since mutation leads to expansion or contraction of a repeat number in a stepwise fashion, the stepwise mutation model has been widely used to study the dynamics of these loci. We developed an estimator of theta, theta; (F), on the basis of sample homozygosity under the single-step stepwise mutation model. The estimator is unbiased and is much more efficient than the variance-based estimator under the single-step stepwise mutation model. It also has smaller bias and mean square error (MSE) than the variance-based estimator when the mutation follows the multistep generalized stepwise mutation model. Compared with the maximum-likelihood estimator theta; (L) by, theta; (F) has less bias and smaller MSE in general. theta; (L) has a slight advantage when theta is small, but in such a situation the bias in theta; (L) may be more of a concern.     

A note on sliced inverse regression with regularizations

Summary .   In Li and Yin (2008, Biometrics 64, 124–131), a ridge SIR estimator is introduced as the solution of a minimization problem and computed thanks to an alternating least-squares algorithm. This methodology reveals good performance in practice. In this note, we focus on the theoretical properties of the estimator. It is shown that the minimization problem is degenerated in the sense that only two situations can occur: Either the ridge SIR estimator does not exist or it is zero.     

A note on robust variance estimation for cluster-correlated data

There is a simple robust variance estimator for cluster-correlated data. While this estimator is well known, it is poorly documented, and its wide range of applicability is often not understood. The estimator is widely used in sample survey research, but the results in the sample survey literature are not easily applied because of complications due to unequal probability sampling. This brief note presents a general proof that the estimator is unbiased for cluster-correlated data regardless of the setting. The result is not new, but a simple and general reference is not readily available. The use of the method will benefit from a general explanation of its wide applicability.     

Improved Generalized Ratio-Cum-Product Estimation

In this paper, a generalized ratio-cum-product estimator for estimating the ratio (product) of two population means using auxiliary information on two other variables is given of which the estimators by SINGH (1969) and SHAH and SHAH (1978) are particular cases. The estimator is regeneralized when the covariance between two auxiliary variables is known.     

Bias-corrected maximum likelihood estimator of the negative binomial dispersion parameter

We derive a first-order bias-corrected maximum likelihood estimator for the negative binomial dispersion parameter. This estimator is compared, in terms of bias and efficiency, with the maximum likelihood estimator investigated by Piegorsch (1990, Biometrics46, 863-867), the moment and the maximum extended quasi-likelihood estimators investigated by Clark and Perry (1989, Biometrics45, 309-316), and a double-extended quasi-likelihood estimator. The bias-corrected maximum likelihood estimator has superior bias and efficiency properties in most instances. For ease of comparison we give results for the two-parameter negative binomial model. However, an example involving negative binomial regression is given.     

On the small-sample performance of Efron's and of Gill's version of the product limit estimator under nonproportional hazards

Various proposals have been made to extend the product limit estimator to survival times beyond the largest observation in case that observation is censored. Two extreme extensions are examined with respect to bias and mean squared error (MSE). Their quality depends considerably on the "censoring constellation." The MSE of one extension appears to be robust against a wide variety of nonproportionalities of the hazard rates of the distributions of lifelength and time to censoring.     

Estimators Asymptotically Minimax in Wide Sense

Estimators of location are considered. Huber (1964) introduced estimators asymptotically minimax on the set ?? of all regular M-estimators, for a given contamination ε and for the set Q of all regular symmetric alternative data sources. We extend his concept by admitting arbitrary sets ?? of regular M-estimators and arbitrary sets Q or regular symmetric alternative sources, and also by replacing the singletons [ε] ? (0, 1) by arbitrary subsets ?? ? (0, 1). The resulting estimator cannot in general be evaluated explicitly. But for finite T it exists and, if ?? and Q are finite too, it may be chosen by a computer. This extra burden is justified in some cases since more than 100% relative efficiency gain against all Huber's Hk is achievable in this manner. Such gains are achieved for a nontrivial family Q by the estimator proposed in Vajda (1984), with redescending influence curve, which is shown to be asymptotically minimax in wide sense.