English  |  正體中文  |  简体中文  |  全文笔数/总笔数 : 54059/88902 (61%)
造访人次 : 10550660      在线人数 : 21
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
搜寻范围 查询小技巧:
  • 您可在西文检索词汇前后加上"双引号",以获取较精准的检索结果
  • 若欲以作者姓名搜寻,建议至进阶搜寻限定作者字段,可获得较完整数据
  • 进阶搜寻


    jsp.display-item.identifier=請使用永久網址來引用或連結此文件: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/20730


    题名: Adjusted least squares estimates for the scaled regression coefficients with censored data
    作者: Cheng, K. F.;吳忠武;Wu, Jong-wuu
    贡献者: 淡江大學統計學系
    关键词: Adjusted least squares estimate;Asymptotic normality;Density estimate;Limited dependent variable;Link-free
    日期: 1994-12
    上传时间: 2009-11-30 12:58:00 (UTC+8)
    出版者: American Statistical Association
    摘要: The ordinary least squares (OLS) method is popular for analyzing linear regression models because of its simplicity in computation. Suppose that the regressor variables are stochastic and the dependent observations are censored; we can prove that under very general design conditions, the least squares (LS) method can still be useful in estimating the scaled regression coefficients of the general regression model Y * = Q (α + βXi, ℰi), i = 1, 2, …, n, provided that the censored response observations are properly weighted. (Here α is a constant, β is a 1 + p row vector, X i are p + 1 column vectors of explanatory variables, ℰi are unobserved random errors, and Q is an arbitrary unknown function.) Particularly, we shall see that under stronger design conditions, such as assuming that the regressor variables have elliptically symmetric distribution, the OLS estimator consistently estimates the scaled β when the response observations are complete. The model discussed here is not the usual nonlinear regression model, because the functional form of Q is completely unknown. We shall show the proposed adjusted LS estimators are √n-consistent and asymptotically normal under very general censoring schemes. Consistent measurement of the precision for each point estimator is also given. Moreover, a limited Monte Carlo simulation is used to study the practical performance of the procedures.
    關聯: Journal of the American Statistical Association 89(428), pp.1483-1491
    显示于类别:[統計學系暨研究所] 期刊論文

    文件中的档案:

    档案 大小格式浏览次数
    index.html0KbHTML141检视/开启

    在機構典藏中所有的数据项都受到原著作权保护.

    TAIR相关文章

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - 回馈