Preliminary test estimators of the parameters of simple linear model with measurement error

In this paper, we discuss the properties of preliminary test estimators (PTE) of the parameters of simple linear model with measurement error (ME model) when the slope of the linear model is suspected to be zero. Expressions of the bias, MSE and efficiencies are obtained under conditional as well as unconditional situations with known reliability coefficient. Conditional model results are compared to the standard model without measurement error. We also provide the unconditional model analysis in finite samples. Asymptotic theory under local alternatives is developed when the variance of measurement error or the ratio of the variance of the model error relative to the variance of the measurement error is known. Asymptotic expressions of bias and MSE of the estimators along with their efficiencies are obtained. In every case, it is shown that the measurement error tend to increase the variability of the estimators compared to the estimators without measurement error. Graphs and tables are provided to see these results and to determine optimum level of significance for minimum guaranteed efficiency. Received October 2001 RID="*" ID="*"  A. K. Md. E. Saleh is a Distinguished Research Professor and H. M. Kim is a Ph.D. candidate in the School of Mathematics and Statistics, Carleton University, Ottawa. Acknowledgment. The authors gratefully acknowledge the constructive suggestion of the referees to improve the paper. The research is supported by NSERC grant A3088.     

Progressive stress accelerated life tests under finite mixture models

In this paper, progressive stress accelerated life tests are considered when the lifetime of a product under use condition follows a finite mixture of distributions. The experiment is performed when each of the components in the mixture follows a general class of distributions which includes, among others, the Weibull, compound Weibull, power function, Gompertz and compound Gompertz distributions. It is assumed that the scale parameter of each component satisfies the inverse power low, the progressive stress is directly proportional to time and the cumulative exposure model for the effect of changing stress holds. Based on type-I censoring, the maximum likelihood estimates (MLEs) of the parameters under consideration are obtained. A special attention is paid to a mixture of two Rayleigh components. Simulation results are carried out to study the precision of the MLEs and to obtain confidence intervals for the parameters involved.     

The Impact of Survey Methodology and Context on Central Tendency,Nonresponse and Associations of Subjective Indicators of Government Performance

A comparison is given of (ordinal) measures of trust in government institutions that were collected with the aim of facilitating comparisons between different modes and contexts of data collection. Statistical analyses reveal that the mode effect could amount upto a 10% change of item nonresponse and a 9% change of the level of trust, whereas the context effect could lead upto a 19% change of the bivariate associations of trust. The observed changes of both measures of central tendency and of associations affect conclusions of social scientific research in isolated studies, which implies that comparative studies are seriously hampered by bias related to mode and context, two sources of obscurity adding to the two other threats which are differences of sample source and differences of question phrasing.     

Characterizations of negative multinomial distributions based on conditional distributions

In this paper characterizations of negative multinomial distributions based on conditional distributions have been studied.     

The generalized Stackelberg equilibrium of the all-pay auction with complete information

We characterize the equilibrium of the all-pay auction with general convex cost of effort and sequential effort choices. We consider a set of n players who are arbitrarily partitioned into a group of players who choose their efforts ‘early’ and a group of players who choose ‘late’. Only the player with the lowest cost of effort has a positive payoff in any equilibrium. This payoff depends on his own timing vis-a-vis the timing of others. We also show that the choice of timing can be endogenized, in which case the strongest player typically chooses ‘late’, whereas all other players are indifferent with respect to their choice of timing. In the most prominent equilibrium the player with the lowest cost of effort wins the auction at zero aggregate cost. We thank Dan Kovenock and Luis C. Corchón for discussion and helpful comments. The usual caveat applies. Wolfgang Leininger likes to express his gratitude to Wissenschaftszentrum Berlin (WZB) for its generous hospitality and financial support.     

An effective step-down algorithm for the construction and the identification of nonisomorphic orthogonal arrays

In this paper we present an effective algorithm for the construction and the identification of two-level nonisomorphic orthogonal arrays. Using this algorithm, we identify and list a full catalogue of nonisomorphic orthogonal arrays with parameters OA(24,7,2,t), OA(28,6,2,t) and OA(32,6,2,t), t ≥ 2. Some statistical properties of these designs are also considered.