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Identifying changes in the distribution of income from higher-order moments with an application to Australia 从高阶矩确定收入分配的变化并应用于澳大利亚
IF 1.1 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2024-01-17 DOI: 10.1111/anzs.12405
Vance L. Martin, Jialu Shi, Yang Song, Wenying Yao

Changes in the distribution of income over time are identified based on an adjusted two-sample version of the Neyman smooth test by using subsampling methods to approximate the sampling distribution of the test statistic when samples are not independent of each other. A range of Monte Carlo experiments show that the approach corrects for size distortions arising from dependent samples as well as generating monotonic power functions. Applying the approach to studying the distribution of income in Australia over the business cycle and the Global Financial Crisis, the empirical results highlight the importance of higher-order moments and demonstrate that business cycles are not all alike as the relative strengths of higher-order moments vary over phases of the cycle.

在样本互不独立的情况下,使用子抽样方法近似检验统计量的抽样分布,根据调整后的奈曼平滑检验的双样本版本,确定收入分布随时间的变化。一系列蒙特卡罗实验表明,该方法可以纠正因依赖样本而产生的大小失真,并生成单调的幂函数。应用该方法研究澳大利亚在商业周期和全球金融危机期间的收入分配情况,实证结果突出了高阶矩的重要性,并表明商业周期并不都是一样的,因为高阶矩的相对强度随周期的不同阶段而变化。
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引用次数: 0
Exact testing for heteroscedasticity in a two-way layout in variety frost trials when incorporating a covariate 在品种霜冻试验的双向布局中,在纳入协变量时对异方差进行精确测试
IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2024-01-01 DOI: 10.1111/anzs.12404
Angelika A. Pilkington, Brenton R. Clarke, Dean A. Diepeveen

Two-way layouts are common in grain industry research where it is often the case that there are one or more covariates. It is widely recognised that when estimating fixed effect parameters, one should also examine for possible extra error variance structure. An exact test for heteroscedasticity, when there is a covariate, is illustrated for a data set from frost trials in Western Australia. While the general algebra for the test is known, albeit in past literature, there are computational aspects of implementing the test for the two way when there are covariates. In this scenario the test is shown to have greater power than the industry standard, and because of its exact size, is preferable to use of the restricted maximum likelihood ratio test (REMLRT) based on the approximate asymptotic distribution in this instance. Formulation of the exact test considered here involves creation of appropriate contrasts in the experimental design. This is illustrated using specific choices of observations corresponding to an index set in the linear model for the two-way layout. Also an algorithm supplied complements the test. Comparisons of size and power then ensue. The test has natural extensions when there are unbalanced data, and more than one covariate may be present. Results can be extended to Balanced Incomplete Block Designs.

双向布局在谷物产业研究中很常见,因为谷物产业研究通常存在一个或多个协变量。人们普遍认为,在估计固定效应参数时,还应检查可能存在的额外误差方差结构。本文以西澳大利亚霜冻试验的数据集为例,说明了在存在协变量的情况下对异方差进行精确检验的方法。尽管该检验的一般代数在过去的文献中已为人所知,但当存在协变量时,对双向检验的实施还涉及计算问题。在这种情况下,检验结果表明比行业标准具有更大的功率,而且由于其精确的规模,在这种情况下比使用基于近似渐近分布的限制性最大似然比检验(REMLRT)更为可取。本文所考虑的精确检验方法包括在实验设计中建立适当的对比。我们将使用与双向布局线性模型中的指标集相对应的观测数据的具体选择来说明这一点。此外,还提供了一种对检验进行补充的算法。然后对规模和功率进行比较。当存在不平衡数据,并且可能存在一个以上的协变量时,该检验具有自然的扩展性。结果可扩展到平衡不完全区组设计。
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引用次数: 0
Exact likelihoods for N-mixture models with time-to-detection data 具有时间检测数据的 N 混合物模型的精确似然值
IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2023-12-11 DOI: 10.1111/anzs.12401
Linda M. Haines, Res Altwegg, D. L. Borchers

This paper is concerned with the formulation of N$$ N $$-mixture models for estimating the abundance and probability of detection of a species from binary response, count and time-to-detection data. A modelling framework, which encompasses time-to-first-detection within the context of detection/non-detection and time-to-each-detection and time-to-first-detection within the context of count data, is introduced. Two observation processes which depend on whether or not double counting is assumed to occur are also considered. The main focus of the paper is on the derivation of explicit forms for the likelihoods associated with each of the proposed models. Closed-form expressions for the likelihoods associated with time-to-detection data are new and are developed from the theory of order statistics. A key finding of the study is that, based on the assumption of no double counting, the likelihoods associated with times-to-detection together with count data are the product of the likelihood for the counts alone and a term which depends on the detection probability parameter. This result demonstrates that, in this case, recording times-to-detection could well improve precision in estimation over recording counts alone. In contrast, for the double counting protocol with exponential arrival times, no information was found to be gained by recording times-to-detection in addition to the count data. An R package and an accompanying vignette are also introduced in order to complement the algebraic results and to demonstrate the use of the models in practice.

本文涉及 N$$ N$ 混合模型的建立,用于从二元响应、计数和检测时间数据中估计物种的丰度和检测概率。本文介绍了一个建模框架,其中包括检测/未检测背景下的首次检测时间,以及计数数据背景下的每次检测时间和首次检测时间。此外,还考虑了取决于是否假设发生重复计数的两个观测过程。本文的主要重点是推导与每个建议模型相关的似然的明确形式。与时间检测数据相关的似然的闭式表达是新的,是从阶次统计理论中发展出来的。研究的一个重要发现是,基于无重复计数的假设,与检测时间和计数数据相关的似然值是单独计数似然值与一个取决于检测概率参数的项的乘积。这一结果表明,在这种情况下,记录检测时间比单独记录计数更能提高估算精度。与此相反,对于指数到达时间的双重计数协议,除了计数数据外,记录检测时间也无法获得任何信息。为了补充代数结果并演示模型的实际应用,我们还介绍了一个 R 软件包和随附的小故事。
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引用次数: 0
Model averaged tail area confidence intervals in nested linear regression models 嵌套线性回归模型中的模型平均尾区置信区间
IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2023-12-07 DOI: 10.1111/anzs.12402
Paul Kabaila, Ayesha Perera

The performance, in terms of coverage and expected length, of the model averaged tail area (MATA) confidence interval, proposed by Turek & Fletcher (2012, Computational Statistics & Data Analysis, 56, 2809–2815), depends greatly on the data-based model weights used in its construction. We generalise the computationally convenient exact formulae due to Kabaila, Welsh & Abeysekera (2016, Scandinavian Journal of Statistics, 43, 35–48) for the coverage and expected length of this confidence interval for two nested linear regression models to the case of two or more nested linear regression models. This permits the numerical assessment of the performance, in terms of coverage probability and scaled expected length, of the MATA confidence interval for any given data-based model weights in the context of three or more nested linear regression models. We illustrate this numerical assessment of performance of the MATA confidence interval, for model weights based on any given Generalised Information Criterion, in the context of three nested linear regression models using the real life ‘Cholesterol’ data. This provides a very informative further exploration of the influence of these model weights on the performance of this confidence interval.

Turek & Fletcher(2012,Computational Statistics & Data Analysis,56,2809-2815)提出的模型平均尾区(MATA)置信区间在覆盖率和预期长度方面的性能,在很大程度上取决于其构建过程中使用的基于数据的模型权重。我们将 Kabaila、Welshamp &; Abeysekera(2016,《斯堪的纳维亚统计杂志》,43,35-48)提出的计算方便的精确公式,用于两个嵌套线性回归模型的覆盖范围和该置信区间的预期长度,推广到两个或更多嵌套线性回归模型的情况。这样,在三个或更多嵌套线性回归模型的情况下,对于任何给定的基于数据的模型权重,MATA 置信区间在覆盖概率和按比例预期长度方面的性能都可以进行数值评估。我们利用现实生活中的 "胆固醇 "数据,在三个嵌套线性回归模型的背景下,针对基于任何给定广义信息准则的模型权重,对 MATA 置信区间的性能进行了数值评估。这为进一步探索这些模型权重对置信区间性能的影响提供了非常丰富的信息。
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引用次数: 0
The role of pairwise matching in experimental design for an incidence outcome 成对匹配在实验设计中对发生率结果的作用
IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2023-11-27 DOI: 10.1111/anzs.12403
Adam Kapelner, Abba M. Krieger, David Azriel

We consider the problem of evaluating designs for a two-arm randomised experiment with an incidence (binary) outcome under a non-parametric general response model. Our two main results are that the a priori pair matching design is (1) the optimal design as measured by mean squared error among all block designs which includes complete randomisation. And (2), this pair-matching design is minimax, that is, it provides the lowest mean squared error under an adversarial response model. Theoretical results are supported by simulations and clinical trial data where we demonstrate the superior performance of pairwise matching designs under realistic conditions.

我们考虑在非参数一般反应模型下评估具有发生率(二元)结果的双臂随机实验设计的问题。我们的两个主要结果是,先验配对设计是(1)在包括完全随机化的所有块设计中,以均方误差衡量的最佳设计。(2)这种配对设计是minimax的,即在对抗响应模型下,它提供了最小的均方误差。理论结果得到了模拟和临床试验数据的支持,在这些数据中,我们证明了在现实条件下成对匹配设计的优越性能。
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引用次数: 0
Measurement errors in semi-parametric generalised regression models 半参数广义回归模型的测量误差
IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2023-10-11 DOI: 10.1111/anzs.12400
Mohammad W. Hattab, David Ruppert

Regression models that ignore measurement error in predictors may produce highly biased estimates leading to erroneous inferences. It is well known that it is extremely difficult to take measurement error into account in Gaussian non-parametric regression. This problem becomes even more difficult when considering other families such as binary, Poisson and negative binomial regression. We present a novel method aiming to correct for measurement error when estimating regression functions. Our approach is sufficiently flexible to cover virtually all distributions and link functions regularly considered in generalised linear models. This approach depends on approximating the first and the second moment of the response after integrating out the true unobserved predictors in any semi-parametric generalised regression model. By the latter is meant a model with both linear and non-parametric effects that are connected to the mean response by a link function and with a response distribution in an exponential family or quasi-likelihood model. Unlike previous methods, the method we now propose is not restricted to truncated splines and can utilise various basis functions. Moreover, it can operate without making any distributional assumption about the unobserved predictor. Through extensive simulation studies, we study the performance of our method under many scenarios.

忽略预测量测量误差的回归模型可能产生高度偏倚的估计,导致错误的推断。众所周知,在高斯非参数回归中考虑测量误差是非常困难的。当考虑到其他的类,如二元回归、泊松回归和负二项回归时,这个问题变得更加困难。我们提出了一种新的方法来校正回归函数估计时的测量误差。我们的方法足够灵活,几乎涵盖了广义线性模型中经常考虑的所有分布和链接函数。这种方法依赖于在任何半参数广义回归模型中积分出真实的未观察到的预测因子后,逼近响应的第一和第二时刻。后者是指具有线性和非参数效应的模型,这些效应通过链接函数与平均响应相连接,并具有指数族或准似然模型中的响应分布。与以前的方法不同,我们现在提出的方法不局限于截断样条,可以利用各种基函数。此外,它可以在没有对未观察到的预测器做出任何分布假设的情况下运行。通过大量的仿真研究,我们研究了该方法在多种场景下的性能。
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引用次数: 0
Comparisons of distributions of Australian mental health scores 澳大利亚心理健康得分分布的比较
IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2023-10-11 DOI: 10.1111/anzs.12399
D. Gunawan, William E. Griffiths, D. Chotikapanich

Bayesian non-parametric estimates of Australian distributions of mental health scores are obtained to assess how the mental health status of the population has changed over time, and to compare the mental health status of female/male and Aboriginal/non-Aboriginal population subgroups. First-order and second-order stochastic dominance are used to compare distributions, with results presented in terms of the posterior probability of dominance and the posterior probability of no dominance. If a criterion for dominance is satisfied, then, in terms of that criterion, the mental health status of the dominant population is superior to that of the dominated population. If neither distribution is dominant, then the mental health status of neither population is superior in the same sense. Our results suggest mental health has deteriorated in recent years, that males' mental health status is better than that of females, and that non-Aboriginal health status is better than that of the Aboriginal population.

获得澳大利亚心理健康得分分布的贝叶斯非参数估计,以评估人口的心理健康状况如何随时间变化,并比较女性/男性和土著/非土著人口亚群的心理健康状况。一阶和二阶随机优势被用来比较分布,结果以优势的后验概率和无优势的后验概率表示。如果满足优势的标准,那么,根据该标准,优势群体的心理健康状况优于劣势群体。如果两种分布都不占优势,那么在同样的意义上,两种人口的心理健康状况都不占优势。结果显示,近年来原住民的心理健康状况有所恶化,男性的心理健康状况好于女性,非原住民的心理健康状况好于原住民。
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引用次数: 0
Embedding latent class regression and latent class distal outcome models into cluster-weighted latent class analysis: a detailed simulation experiment 将潜在类别回归和潜在类别远端结果模型嵌入聚类加权潜在类别分析:一个详细的模拟实验
IF 1.1 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2023-09-22 DOI: 10.1111/anzs.12396
Roberto Di Mari, Antonio Punzo, Zsuzsa Bakk

Usually in latent class (LC) analysis, external predictors are taken to be cluster conditional probability predictors (LC models with external predictors), and/or score conditional probability predictors (LC regression models). In such cases, their distribution is not of interest. Class-specific distribution is of interest in the distal outcome model, when the distribution of the external variables is assumed to depend on LC membership. In this paper, we consider a more general formulation, that embeds both the LC regression and the distal outcome models, as is typically done in cluster-weighted modelling. This allows us to investigate (1) whether the distribution of the external variables differs across classes, (2) whether there are significant direct effects of the external variables on the indicators, by modelling jointly the relationship between the external and the latent variables. We show the advantages of the proposed modelling approach through a set of artificial examples, an extensive simulation study and an empirical application about psychological contracts among employees and employers in Belgium and the Netherlands.

通常在潜在类别(LC)分析中,外部预测因子被视为聚类条件概率预测因子(具有外部预测因子的LC模型)和/或评分条件概率预测函数(LC回归模型)。在这种情况下,他们的分配是不感兴趣的。当假设外部变量的分布取决于LC成员时,类特异性分布在远端结果模型中是感兴趣的。在本文中,我们考虑了一个更通用的公式,它嵌入了LC回归和远端结果模型,就像在聚类加权模型中通常做的那样。这使我们能够通过联合建模外部变量和潜在变量之间的关系,研究(1)外部变量的分布是否在不同类别中不同,(2)外部变量对指标是否有显著的直接影响。我们通过一组人工示例、一项广泛的模拟研究以及比利时和荷兰员工和雇主心理契约的实证应用,展示了所提出的建模方法的优势。
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引用次数: 0
Bayesian modelling of effects of prenatal alcohol exposure on child cognition based on data from multiple cohorts 基于多个队列数据的产前酒精暴露对儿童认知影响的贝叶斯建模
IF 1.1 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2023-09-08 DOI: 10.1111/anzs.12397
Khue-Dung Dang, Louise M. Ryan, Tugba Akkaya Hocagil, Richard J. Cook, Gale A. Richardson, Nancy L. Day, Claire D. Coles, Heather Carmichael Olson, Sandra W. Jacobson, Joseph L. Jacobson

High levels of prenatal alcohol exposure (PAE) result in significant cognitive deficits in children, but the exact nature of the dose-response relationship is less well understood. To investigate this relationship, data were assembled from six longitudinal birth cohort studies examining the effects of PAE on cognitive outcomes from early school age through adolescence. Structural equation models (SEMs) are a natural approach to consider, because of the way they conceptualise multiple observed outcomes as relating to an underlying latent variable of interest, which can then be modelled as a function of exposure and other predictors of interest. However, conventional SEMs could not be fitted in this context because slightly different outcome measures were used in the six studies. In this paper we propose a multi-group Bayesian SEM that maps the unobserved cognition variable to a broad range of observed outcomes. The relation between these variables and PAE is then examined while controlling for potential confounders via propensity score adjustment. By examining different possible dose-response functions, the proposed framework is used to investigate whether there is a threshold PAE level that results in minimal cognitive deficit.

高水平的产前酒精暴露(PAE)会导致儿童出现显著的认知缺陷,但剂量-反应关系的确切性质尚不清楚。为了研究这种关系,从六项纵向出生队列研究中收集了数据,这些研究考察了从学龄早期到青春期PAE对认知结果的影响。结构方程模型是一种自然的考虑方法,因为它们将多个观察到的结果概念化为与潜在的感兴趣变量有关,然后可以将其建模为暴露和其他感兴趣预测因素的函数。然而,由于六项研究中使用的结果指标略有不同,因此传统的SEMs无法适用于这种情况。在本文中,我们提出了一种多组贝叶斯SEM,将未观察到的认知变量映射到广泛的观察结果。然后检查这些变量与PAE之间的关系,同时通过倾向评分调整来控制潜在的混杂因素。通过检查不同可能的剂量反应函数,所提出的框架用于研究是否存在导致最小认知缺陷的阈值PAE水平。
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引用次数: 0
Statistical methods for astronomical data analysis. By A. K. Chattopadhyay and T. Chattopadhyay. New York: Springer. 2014. 349 pages. UK£49.99 (hardback). ISBN: 978-1-4939-1506-4. 天文数据分析的统计方法。作者:A. K.Chattopadhyay和T.Chattopadhyay纽约:斯普林格出版社,2014。349页。英国£49.99(精装)。ISBN: 978量量4939还是1506 4。
IF 0.8 4区 数学 Q3 STATISTICS & PROBABILITY Pub Date : 2023-09-04 DOI: 10.1111/anzs.12398
Soumita Modak
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引用次数: 0
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Australian & New Zealand Journal of Statistics
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