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Multivariate claim count regression model with varying dispersion and dependence parameters 具有不同离散度和依赖参数的多元索赔数回归模型
Pub Date : 2023-01-12 DOI: 10.1093/jrsssa/qnac010
Himchan Jeong, George Tzougas, Tsz Chai Fung
Abstract The aim of this paper is to present a regression model for multivariate claim frequency data with dependence structures across the claim count responses, which may be of different sign and range, and overdispersion from the unobserved heterogeneity due to systematic effects in the data. For illustrative purposes, we consider the bivariate Poisson-lognormal regression model with varying dispersion. Maximum likelihood estimation of the model parameters is achieved through a novel Monte Carlo expectation–maximization algorithm, which is shown to have a satisfactory performance when we exemplify our approach to Local Government Property Insurance Fund data from the state of Wisconsin.
摘要本文的目的是建立一个多元索赔频率数据的回归模型,该模型具有跨索赔计数响应的依赖结构,这些结构可能具有不同的符号和范围,并且由于数据中的系统效应而导致未观察到的异质性过度分散。为了说明问题,我们考虑具有不同离散度的二元泊松-对数正态回归模型。模型参数的最大似然估计是通过一种新颖的蒙特卡罗期望最大化算法实现的,当我们以威斯康星州的地方政府财产保险基金数据为例时,该算法显示出令人满意的性能。
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引用次数: 2
Multiple Imputation of Missing Data in Practice: Basic Theory and Analysis Strategies 实践中缺失数据的多重拟合:基本理论与分析策略
Pub Date : 2023-01-12 DOI: 10.1093/jrsssa/qnad004
Amit K Chowdhry
Journal Article Multiple Imputation of Missing Data in Practice: Basic Theory and Analysis Strategies Get access Multiple Imputation of Missing Data in Practice: Basic Theory and Analysis Strategies by YuleiHe, GuangyuZhang, and Chiu-HsiehHsu. 2021. 494 p. $99.00. ISBN: 9781498722063 Amit K Chowdhry Amit K Chowdhry University of Rochester amit_chowdhry@urmc.rochester.edu Search for other works by this author on: Oxford Academic Google Scholar Journal of the Royal Statistical Society Series A: Statistics in Society, Volume 186, Issue 1, January 2023, Pages 165–166, https://doi.org/10.1093/jrsssa/qnad004 Published: 01 February 2023
期刊文章《缺失数据在实践中的多重拟合:基本理论与分析策略》参见何玉蕾、张光玉、徐秋谢的《缺失数据在实践中的多重拟合:基本理论与分析策略》。2021. 494便士,99美元。ISBN: 9781498722063 Amit K Chowdhry Amit K Chowdhry罗切斯特大学amit_chowdhry@urmc.rochester.edu搜索作者的其他作品:牛津学术谷歌皇家统计学会学者期刊系列A:社会统计,第186卷,第1期,2023年1月,165-166页,https://doi.org/10.1093/jrsssa/qnad004出版:2023年2月1日
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引用次数: 0
A multivariate dynamic statistical model of the global carbon budget 1959–2020 1959-2020年全球碳收支的多元动态统计模型
Pub Date : 2023-01-12 DOI: 10.1093/jrsssa/qnac014
Mikkel Bennedsen, Eric Hillebrand, Siem Jan Koopman
Abstract We propose a multivariate dynamic statistical model of the global carbon budget (GCB) as represented in the annual data set made available by the Global Carbon Project, covering the sample period 1959–2020. The model connects four main objects of interest: atmospheric carbon dioxide (CO2) concentrations, anthropogenic CO2 emissions, the absorption of CO2 by the terrestrial biosphere (land sink), and by the ocean and marine biosphere (ocean sink). The model captures the GCB equation, which states that emissions not absorbed by either land or ocean sinks must remain in the atmosphere and constitute a flow to the stock of atmospheric concentrations. Emissions depend on global economic activity as measured by World Gross Domestic Product while sink activities depend on the level of atmospheric concentrations and the Southern Oscillation Index. We derive the time series properties of atmospheric concentrations from the model, showing that they contain one unit root and a near-second unit root. The statistical system allows for the estimation of key parameters of the global carbon cycle and for the assessment of estimation uncertainty. It also allows for the estimation and the uncertainty assessment of related variables such as the airborne fraction and the sink rate. We provide short-term forecasts of the components of the GCB.
基于全球碳项目(global carbon Project)提供的1959-2020年的年度数据集,提出了全球碳预算(GCB)的多元动态统计模型。该模型将四个主要感兴趣的对象联系起来:大气二氧化碳(CO2)浓度、人为二氧化碳排放、陆地生物圈(陆地汇)和海洋和海洋生物圈(海洋汇)对二氧化碳的吸收。该模型捕获了温室气体排放量方程,该方程指出,未被陆地或海洋吸收的排放必须留在大气中,并构成大气浓度储备的一种流动。排放取决于以世界国内生产总值衡量的全球经济活动,而汇活动取决于大气浓度水平和南方涛动指数。我们从模型中推导出大气浓度的时间序列特性,表明它们包含一个单位根和一个近秒单位根。该统计系统允许对全球碳循环的关键参数进行估计,并对估计的不确定性进行评估。它还允许对相关变量进行估计和不确定度评估,如机载部分和吸收速率。我们提供GCB组成部分的短期预测。
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引用次数: 3
Reconciling reports: modelling employment earnings and measurement errors using linked survey and administrative data 协调报告:利用相关调查和行政数据对就业收入和计量误差进行建模
Pub Date : 2023-01-12 DOI: 10.1093/jrsssa/qnac003
Stephen P. Jenkins, Fernando Rios Avila
Abstract We develop and apply new statistical models for linked survey and administrative data on employment earnings, incorporating 4 types of measurement error. In addition, we allow error distributions to differ with individual characteristics, which improves model fit and allows us to investigate substantive hypotheses about factors associated with error bias and variance. Contributing the first UK evidence to a field dominated by findings about the USA, we show that measurement errors are pervasive, but the 4 types are quite different in nature. We also document substantial heterogeneity in each of the error distributions.
我们开发并应用了新的统计模型,用于就业收入的关联调查和管理数据,包括4种类型的测量误差。此外,我们允许误差分布因个体特征而异,这改善了模型拟合,并允许我们调查与误差偏差和方差相关的因素的实质性假设。我们为一个以美国调查结果为主的领域贡献了第一个英国证据,表明测量误差是普遍存在的,但这四种类型在本质上是完全不同的。我们还记录了每个误差分布的实质性异质性。
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引用次数: 1
David Harold Baillie 1940–2021 大卫·哈罗德·贝利1940-2021
Pub Date : 2023-01-12 DOI: 10.1093/jrsssa/qnac017
Shirley Coleman
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引用次数: 0
Anthony (Tony) Leonard JOHNSON: founding editor of Statistics in Medicine and Medical Research Council biostatistician who helped to revolutionize the understanding and treatment of epilepsy Anthony (Tony) Leonard JOHNSON:《医学统计与医学研究委员会》的创始编辑,生物统计学家,他帮助彻底改变了对癫痫的理解和治疗
Pub Date : 2023-01-12 DOI: 10.1093/jrsssa/qnac018
Sheila M Bird, Vern T Farewell
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引用次数: 0
Statistical Methods for Handling Incomplete Data 处理不完整数据的统计方法
Pub Date : 2023-01-12 DOI: 10.1093/jrsssa/qnad005
Amit K Chowdhry
Journal Article Statistical Methods for Handling Incomplete Data Get access Statistical Methods for Handling Incomplete Data2nd Edition by Jae KwangKim and JunShao. November 19, 2021. 380 p. $96.00. Amit K Chowdhry Amit K Chowdhry University of Rochester amit_chowdhry@urmc.rochester.edu Search for other works by this author on: Oxford Academic Google Scholar Journal of the Royal Statistical Society Series A: Statistics in Society, Volume 186, Issue 1, January 2023, Page 166, https://doi.org/10.1093/jrsssa/qnad005 Published: 31 January 2023
期刊文章《处理不完整数据的统计方法》请访问Jae KwangKim和JunShao的《处理不完整数据的统计方法2版》。2021年11月19日。380便士,96美元。Amit K Chowdhry罗切斯特大学Amit K Chowdhry amit_chowdhry@urmc.rochester.edu搜索作者的其他作品:牛津学术谷歌学者皇家统计学会杂志系列A:社会统计,第186卷,第1期,2023年1月,第166页,https://doi.org/10.1093/jrsssa/qnad005出版:2023年1月31日
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引用次数: 0
How to Pay for the War 如何支付战争费用
Pub Date : 2019-05-23 DOI: 10.2307/2980563
E. F. M. Durbin
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引用次数: 113
Single-Dose Study of a Corticotropin-Releasing Factor Receptor-1 Antagonist in Women With 21-Hydroxylase Deficiency. 单剂量促肾上腺皮质激素释放因子受体-1拮抗剂对 21-羟化酶缺乏症女性的研究
IF 5.8 Pub Date : 2016-03-01 Epub Date: 2016-01-11 DOI: 10.1210/jc.2015-3574
Adina F Turcu, Joanna L Spencer-Segal, Robert H Farber, Rosa Luo, Dimitri E Grigoriadis, Carole A Ramm, David Madrigal, Tim Muth, Christopher F O'Brien, Richard J Auchus

Context: Treatment of 21-hydroxylase deficiency (21OHD) is difficult to optimize. Normalization of excessive ACTH and adrenal steroid production commonly requires supraphysiologic doses of glucocorticoids.

Objectives: We evaluated the safety and tolerability of the selective corticotropin releasing factor type 1 (CRF1) receptor antagonist NBI-77860 in women with classic 21OHD and tested the hypothesis that CRF1 receptor blockade decreases early-morning ACTH and 17α-hydroxyprogesterone (17OHP) in these patients.

Participants: The study enrolled eight classic 21OHD females, ages 18-58 years, seen at a single tertiary referral university setting.

Design: This was a phase Ib, single-blind, placebo-controlled, fixed-sequence, single-dose trial. During three treatment periods separated by 3-week washout intervals, patients sequentially received placebo, NBI-77860 300 mg, and NBI-77860 600 mg at 10 pm; glucocorticoid therapy was withheld for 20 hours. We evaluated ACTH, 17OHP, androstenedione, and testosterone as well as NBI-77860 pharmacokinetics over 24 hours.

Results: Dose-dependent reductions of ACTH and/or 17OHP were observed in six of eight subjects. Relative to placebo, NBI-77860 led to an ACTH and 17OHP reduction by a mean of 43% and 0.7% for the 300 mg dose, respectively, and by 41% and 27% for the 600 mg dose, respectively. Both NBI-77860 doses were well tolerated.

Conclusion: The meaningful reductions in ACTH and 17OHP following NBI-77860 dosing in 21OHD patients demonstrate target engagement and proof of principle in this disorder. These promising data provide a rationale for additional investigations of CRF1 receptor antagonists added to physiologic doses of hydrocortisone and fludrocortisone acetate for the treatment of classic 21OHD.

背景:21-羟化酶缺乏症(21OHD)的治疗难以优化。要使过多的促肾上腺皮质激素(ACTH)和肾上腺类固醇分泌正常化,通常需要超生理剂量的糖皮质激素:我们评估了选择性促肾上腺皮质激素释放因子1型(CRF1)受体拮抗剂NBI-77860在典型21OHD女性患者中的安全性和耐受性,并检验了CRF1受体阻断可降低这些患者清晨促肾上腺皮质激素和17α-羟孕酮(17OHP)的假设:该研究招募了 8 名典型的 21OHD 女性患者,年龄在 18-58 岁之间,均在一所三级转诊大学就诊:这是一项 Ib 期、单盲、安慰剂对照、固定顺序、单剂量试验。在间隔 3 周的三个治疗期内,患者依次接受安慰剂、NBI-77860 300 毫克和 NBI-77860 600 毫克的治疗,时间为晚上 10 点;糖皮质激素治疗暂停 20 小时。我们对 24 小时内的促肾上腺皮质激素、17OHP、雄烯二酮和睾酮以及 NBI-77860 药代动力学进行了评估:结果:在八名受试者中,有六名受试者的促肾上腺皮质激素和/或 17OHP 出现了剂量依赖性下降。与安慰剂相比,300 毫克剂量的 NBI-77860 可使促肾上腺皮质激素和 17OHP 平均分别降低 43% 和 0.7%,600 毫克剂量的 NBI-77860 可使促肾上腺皮质激素和 17OHP 平均分别降低 41% 和 27%。两种剂量的NBI-77860都具有良好的耐受性:结论:21OHD患者服用NBI-77860后,促肾上腺皮质激素(ACTH)和17OHP明显减少,这表明该药物可用于该疾病的靶点,并证明了其原理。这些令人鼓舞的数据为进一步研究在生理剂量氢化可的松和醋酸氟氢可的松基础上添加 CRF1 受体拮抗剂治疗典型的 21OHD 提供了依据。
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引用次数: 0
The Foundations of Agricultural Economics, Together with an Economic History of British Agriculture During and After the Great War. 农业经济学的基础,以及第一次世界大战期间和之后的英国农业经济史。
Pub Date : 2015-01-29 DOI: 10.2307/2342029
J. Venn
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引用次数: 0
期刊
Journal of the Royal Statistical Society
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