共查询到20条相似文献,搜索用时 0 毫秒
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《Statistica Neerlandica》2018,72(1):4-13
Pearson's correlation is one of the most common measures of linear dependence. Recently, Bernardo (11th International Workshop on Objective Bayes Methodology, 2015) introduced a flexible class of priors to study this measure in a Bayesian setting. For this large class of priors, we show that the (marginal) posterior for Pearson's correlation coefficient and all of the posterior moments are analytic. Our results are available in the open‐source software package JASP. 相似文献
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The known sampling distributions and simulation methods associated with multivariate t distributions are reviewed. We believe that this review will serve as an important reference and encourage further research activities in the area. 相似文献
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This article introduces two parametric robust diagnostic methods for detecting influential observations in the setting of generalized linear models with continuous responses. The legitimacy of the two proposed methods requires no knowledge of the true underlying distributions so long as their second moments exist. The performance of the two proposed influence diagnostic tools is investigated through limited simulation studies and the analyses of an illustration. 相似文献
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回归分析是数理统计中的一个重要内容,是利用统计学原理寻求隐藏在随机现象中的统计规律的计算方法和理论,它在各个学科领域以及社会经济各部门都得到广泛应用。运用回归分析建立回归模型,并通过逐步回归求得"最优"结果,利用最优回归模型对规模以上企业效益未来发展进行预测,从而为有关部门的决策提供一定的科学依据。 相似文献
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José García-Pérez María del Mar López-Martín Catalina García-García Román Salmerón-Gómez 《Revue internationale de statistique》2020,88(3):776-792
Justifying ridge regression from a geometrical perspective is one of the main contributions of this paper. To the best of our knowledge, this question has not been treated previously. This paper shows that ridge regression is a particular case of raising procedures that provide greater flexibility by transforming the matrix X associated with the model. Thus, raising procedures, based on a geometrical idea of the vectorial space associated with the columns of matrix X , lead naturally to ridge regression and justify the presence of the well-known constant k on the main diagonal of matrix X ′ X . This paper also analyses and compares different alternatives to raising with respect to collinearity mitigation. The results are illustrated with an empirical application. 相似文献
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The known methods for computing percentage points of multivariate t distributions are reviewed. We believe that this review will serve as an important reference and encourage further research activities in the area. 相似文献
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Results on probability integrals of multivariate t distributions are reviewed. The results discussed include: Dunnett and Sobel's probability integrals, Gupta and Sobel's probability integrals, John's probability integrals, Amos and Bulgren's probability integrals, Steffens' non‐central probabilities, Dutt's probability integrals, Amos' probability integral, Fujikoshi's probability integrals, probabilities of cone, probabilities of convex polyhedra, probabilities of linear inequalities, maximum probability content, and Monte Carlo evaluation. 相似文献
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Basu's Independence Theorem is used to show how tests of compound econometric hypotheses, involving two or more naturally ordered hypotheses, may be based upon mutually independent test statistics. 相似文献
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Myoung-jae Lee 《Statistica Neerlandica》2008,62(2):230-238
In this paper, we review the modern method-of-moment-based approaches to identification and estimation of linear simultaneous equation systems. First, we present the rank condition for the structural form (SF) parameter identification. The rank condition comes naturally and is much easier to understand than that in the conventional reduced-form-based indirect approach. Then, we show how to estimate all SF parameters jointly (in a single step) with method-of-moment estimators. As it turns out, using only unconditional moments, but not any conditional moments, greatly simplifies the identification and estimation issues, and makes light work of conveying the essential ideas involved. 相似文献
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J. Wesolowski 《Statistica Neerlandica》1996,50(3):390-393
The bivariate Poisson conditionals distribution is characterized by the form of one of the conditional distributions and one of the conditional expectations. 相似文献
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Mateusz Tomal; 《Journal of economic surveys》2024,38(3):899-930
The Phillips-Sul approach to testing the club convergence hypothesis has attracted considerable research interest in recent years due to its advantages over alternative methods. This paper aims to review theoretical papers that extend the Phillips-Sul approach, empirical studies that apply Phillips-Sul approach-based club convergence tests, as well as the software used to execute these methods. The review revealed that, first, the Phillips-Sul approach has seen modifications regarding the procedure of trend extraction from time series, the log t regression and the algorithm clustering panel units into convergence clubs. Second, the Phillips-Sul approach has been widely used not only in economics and finance but also in ecological, energy and health studies. Finally, the paper provides guidance for further development of the Phillips-Sul approach. This review is useful for researchers and practitioners investigating convergence and club convergence processes. 相似文献
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土工试验数据处理通常是通过繁琐计算与作图来完成,且要求及时、准确。线性回归处理法通过一定的数理关系有效简化数据处理的计算与作图过程。通过大量的剪切、液塑限试验数据处理表明,其结果是准确的、值得信赖的,它通过线性回归简化繁琐计算,使作图也变得简单。本文主要针对土工试验中的线性回归应用进行分析,从大量的剪切、液塑限联合试验中论证其结果的准确性。 相似文献
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José García Román Salmerón Catalina García María del Mar López Martín 《Revue internationale de statistique》2016,84(2):245-266
Ridge estimation (RE) is an alternative method to ordinary least squares when there exists a collinearity problem in a linear regression model. The variance inflator factor (VIF) is applied to test if the problem exists in the original model and is also necessary after applying the ridge estimate to check if the chosen value for parameter k has mitigated the collinearity problem. This paper shows that the application of the original data when working with the ridge estimate leads to non‐monotone VIF values. García et al. (2014) showed some problems with the traditional VIF used in RE. We propose an augmented VIF, VIFR(j,k), associated with RE, which is obtained by standardizing the data before augmenting the model. The VIFR(j,k) will coincide with the VIF associated with the ordinary least squares estimator when k = 0. The augmented VIF has the very desirable properties of being continuous, monotone in the ridge parameter and higher than one. 相似文献
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A common strategy within the framework of regression models is the selection of variables with possible predictive value, which are incorporated in the regression model. Two recently proposed methods, Breiman's Garotte (B reiman , 1995) and Tibshirani's Lasso (T ibshirani , 1996) try to combine variable selection and shrinkage. We compare these with pure variable selection and shrinkage procedures. We consider the backward elimination procedure as a typical variable selection procedure and as an example of a shrinkage procedure an approach of V an H ouwelingen and L e C essie (1990). Additionally an extension of van Houwelingens and le Cessies approach proposed by S auerbrei (1999) is considered. The ordinary least squares method is used as a reference.
With the help of a simulation study we compare these approaches with respect to the distribution of the complexity of the selected model, the distribution of the shrinkage factors, selection bias, the bias and variance of the effect estimates and the average prediction error. 相似文献
With the help of a simulation study we compare these approaches with respect to the distribution of the complexity of the selected model, the distribution of the shrinkage factors, selection bias, the bias and variance of the effect estimates and the average prediction error. 相似文献
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利用多元线性回归的方法和SPSS软件,对湖南省的物流需求情况进行了预测与分析。根据建立的模型,预测了未来五年湖南省的物流需求,分析了影响物流需求的因素。研究结果可为湖南省物流产业的科学规划提供一定的建议。 相似文献
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Dose–response modelling for bivariate covariates with and without a spike at zero: theory and application to binary outcomes
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In epidemiology and clinical research, there is often a proportion of unexposed individuals resulting in zero values of exposure, meaning that some individuals are not exposed and those exposed have some continuous distribution. Examples are smoking or alcohol consumption. We will call these variables with a spike at zero (SAZ). In this paper, we performed a systematic investigation on how to model covariates with a SAZ and derived theoretical odds ratio functions for selected bivariate distributions. We consider the bivariate normal and bivariate log normal distribution with a SAZ. Both confounding and effect modification can be elegantly described by formalizing the covariance matrix given the binary outcome variable Y. To model the effect of these variables, we use a procedure based on fractional polynomials first introduced by Royston and Altman (1994, Applied Statistics 43: 429–467) and modified for the SAZ situation (Royston and Sauerbrei, 2008, Multivariable model‐building: a pragmatic approach to regression analysis based on fractional polynomials for modelling continuous variables, Wiley; Becher et al., 2012, Biometrical Journal 54: 686–700). We aim to contribute to theory, practical procedures and application in epidemiology and clinical research to derive multivariable models for variables with a SAZ. As an example, we use data from a case–control study on lung cancer. 相似文献