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Numrering	Referens	Omslagsbild	Hitta
1.	A. Alkhamisi, Mahdi, et al. (författare) A Monte Carlo Study of Recent Ridge Parameters 2007 Ingår i: Communications in statistics. Simulation and computation. - 0361-0918 .- 1532-4141. ; 36:3, s. 535-547 Tidskriftsartikel (refereegranskat)
2.	Ahmed, S. Ejaz, et al. (författare) Estimation of Several Intraclass Correlation Coefficients 2015 Ingår i: Communications in statistics. Simulation and computation. - : Informa UK Limited. - 0361-0918 .- 1532-4141. ; 44:9, s. 2315-2328 Tidskriftsartikel (refereegranskat)abstract An intraclass correlation coefficient observed in several populations is estimated. The basis is a variance-stabilizing transformation. It is shown that the intraclass correlation coefficient from any elliptical distribution should be transformed in the same way. Four estimators are compared. An estimator where the components in a vector consisting of the transformed intraclass correlation coefficients are estimated separately, an estimator based on a weighted average of these components, a pretest estimator where the equality of the components is tested and then the outcome of the test is used in the estimation procedure, and a James-Stein estimator which shrinks toward the mean.
3.	Almasri, Abdullah, 1965- (författare) Tests for Trend : a Simulation Study 2010 Ingår i: Communications in statistics. Simulation and computation. - : Taylor & Francis. - 0361-0918 .- 1532-4141. ; 39:3, s. 598-611 Tidskriftsartikel (refereegranskat)abstract In this study, we use the wavelet analysis to construct a test statistic to test for the existence of a trend in the series. We also propose a new approach for testing the presence of trend based on the periodogram of the data. Since we are also interested in the presence of a long-memory process among the data, we study the properties of our test statistics under different degrees of dependency. We compare the results when using the band periodogram test and the wavelet test with results obtained by applying the ordinary least squares (OLS) method under the same conditions.
4.	Amin, Muhammad, et al. (författare) Almost unbiased ridge estimator in the gamma regression model 2022 Ingår i: Communications in statistics. Simulation and computation. - : Taylor & Francis. - 0361-0918 .- 1532-4141. ; 51:7, s. 3830-3850 Tidskriftsartikel (refereegranskat)abstract This article introduces the almost unbiased gamma ridge regression estimator (AUGRRE) estimator based on the gamma ridge regression estimator (GRRE). Furthermore, some shrinkage parameters are proposed for the AUGRRE. The performance of the AUGRRE by using different shrinkage parameters is compared with the existing GRRE and maximum likelihood estimator. A Monte Carlo simulation is carried out to assess the performance of the estimators where the bias and mean squared error performance criteria are used. We also used a real-life dataset to demonstrate the benefit of the proposed estimators. The simulation and real-life example results show the superiority of AUGRRE over the GRRE and the maximum likelihood estimator for the gamma regression model with collinear explanatory variables.
5.	Amin, Muhammad, et al. (författare) New ridge estimators in the inverse Gaussian regression : Monte Carlo simulation and application to chemical data 2022 Ingår i: Communications in statistics. Simulation and computation. - : Taylor & Francis. - 0361-0918 .- 1532-4141. ; 51:10, s. 6170-6187 Tidskriftsartikel (refereegranskat)abstract In numerous application areas, when the response variable is continuous, positively skewed, and well fitted to the inverse Gaussian distribution, the inverse Gaussian regression model (IGRM) is an effective approach in such scenarios. The problem of multicollinearity is very common in several application areas like chemometrics, biology, finance, and so forth. The effects of multicollinearity can be reduced using the ridge estimator. This research proposes new ridge estimators to address the issue of multicollinearity in the IGRM. The performance of the new estimators is compared with the maximum likelihood estimator and some other existing estimators. The mean square error is used as a performance evaluation criterion. A Monte Carlo simulation study is conducted to assess the performance of the new ridge estimators based on the minimum mean square error criterion. The Monte Carlo simulation results show that the performance of the proposed estimators is better than the available methods. The comparison of proposed ridge estimators is also evaluated using two real chemometrics applications. The results of Monte Carlo simulation and real applications confirmed the superiority of the proposed ridge estimators to other competitor methods.
6.	Amiri, Saeid, et al. (författare) An Improvement of the Nonparametric Bootstrap Test for the Comparison of the Coefficient of Variations 2010 Ingår i: Communications in statistics. Simulation and computation. - : Informa UK Limited. - 0361-0918 .- 1532-4141. ; 39:9, s. 1726-1734 Tidskriftsartikel (refereegranskat)abstract In this article, we propose a new test for examining the equality of the coefficient of variation between two different populations. The proposed test is based on the nonparametric bootstrap method. It appears to yield several appreciable advantages over the current tests. The quick and easy implementation of the test can be considered as advantages of the proposed test. The test is examined by the Monte Carlo simulations, and also evaluated using various numerical studies.
7.	Andersson, Eva M., 1968 (författare) Effect of Dependency in Systems for Multivariate Surveillance 2009 Ingår i: Communications in Statistics - Simulation and Computation. - : Informa UK Limited. - 0361-0918 .- 1532-4141. ; 38:3, s. 454-472 Tidskriftsartikel (refereegranskat)abstract Systems for multivariate on-line surveillance (e.g., outbreak detection) are investigated. Optimal systems for statistical surveillance are based on likelihood ratios. Three systems are compared: based on each marginal density, based on the joint density, and based on the Hotelling's T2. The effect of dependency between the monitored processes is investigated, and the effect of correlation between the change times. When the first change occurs immediately, the three methods give similar delay of an alarm, in the situation with independency. For late changes, T2 has the longest delay, both for independent processes and for processes with a positive covariance.
8.	Angelov, Nikolay, et al. (författare) Testing for unit root against stationarity using the likelihood ratio test 2007 Ingår i: Communications in statistics. Simulation and computation. - : Informa UK Limited. - 0361-0918 .- 1532-4141. ; 36:2, s. 391-412 Tidskriftsartikel (refereegranskat)abstract In a first order autoregressive model with drift, we derive the likelihood ratio test for a unit root against the stationary alternative. We also derive the test in a state space model with trend. Finite sample and asymptotic critical values are obtained by Monte Carlo simulations. A simulation study investigates the power performance of the likelihood ratio test and we also examine how a bias correction of the test affects the results.
9.	Arnroth, Lukas, et al. (författare) Quantile regression based on the skewed exponential power distribution 2023 Ingår i: Communications in statistics. Simulation and computation. - 0361-0918 .- 1532-4141. ; , s. 1-17 Tidskriftsartikel (refereegranskat)abstract Bayesian quantile regression generally relies on the asymmetric Laplace distribution (ALD) as the error distribution. We consider methods for Lp-quantile regression based on the skewed exponential power distribution (SEPD). Both Bayesian and frequentist estimation procedures are outlined and compared with previous work based on the SEPD. We find that our proposed methods greatly outperform a previous method in terms of quantile estimation. Further, compared with standard quantile regression, we find that our proposed methods generally perform better in terms of root mean square error (RMSE). Empirical evidence of the statistical properties of the proposed models is provided through a simulation study. Further, a real data application illustrates their performance.
10.	Asmussen, Sören, et al. (författare) A Note on Skewness in Regenerative Simulation 2011 Ingår i: Communications in statistics. Simulation and computation. - : Informa UK Limited. - 0361-0918 .- 1532-4141. ; 40:1, s. 45-57 Tidskriftsartikel (refereegranskat)abstract The purpose of this article is to show, empirically and theoretically, that performance evaluation by means of regenerative simulation often involves random variables with distributions that are heavy tailed and heavily skewed. This, in turn, leads to the variance of estimators being poorly estimated, and confidence intervals having actual coverage quite different from (typically lower than) the nominal one. We illustrate these general ideas by estimating the mean occupancy and tail probabilities in M/G/1 queues, comparing confidence intervals computed from batch means to various intervals computed from regenerative cycles. In addition, we provide theoretical results on skewness to support the empirical findings.
11.	Batyrbekova, N, et al. (författare) Potential bias introduced by not including multiple time-scales in survival analysis: a simulation study 2024 Ingår i: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION. - : Informa UK Limited. - 0361-0918 .- 1532-4141. ; 53:2, s. 993-1006 Tidskriftsartikel (övrigt vetenskapligt/konstnärligt)
12.	Bower, H, et al. (författare) Capturing simple and complex time-dependent effects using flexible parametric survival models: A simulation study 2021 Ingår i: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION. - : Informa UK Limited. - 0361-0918 .- 1532-4141. ; 50:11, s. 3777-3793 Tidskriftsartikel (övrigt vetenskapligt/konstnärligt)
13.	Broström, Göran, et al. (författare) Partial Partial Likelihood 2008 Ingår i: Communications in statistics. Simulation and computation. - : Taylor & Francis. - 0361-0918 .- 1532-4141. ; 37:4, s. 679-686 Tidskriftsartikel (refereegranskat)abstract The maximum likelihood and maximum partial likelihood approaches to the proportional hazards model are unified. The purpose is to give a general approach to the analysis of the proportional hazards model, whether the baseline distribution is absolutely continuous, discrete, or a mixture. The advantage is that heavily tied data will be analyzed with a discrete time model, while data with no ties is analyzed with ordinary Cox regression. Data sets in between are treated by a compromise between the discrete time model and Efron's approach to tied data in survival analysis, and the transitions between modes are automatic. A simulation study is conducted comparing the proposed approach to standard methods of handling ties. A recent suggestion, that revives Breslow's approach to tied data, is finally discussed.
14.	Edlund, Per-Olov (författare) Ridge estimation of transfer function weights 1990 Ingår i: Communications in Statistics - Simulation and Computation. - : Taylor & Francis: STM, Behavioural Science and Public Health Titles. - 0361-0918 .- 1532-4141. ; 19:2, s. 451-468 Tidskriftsartikel (refereegranskat)abstract In this paper ridge estimators are used to obtain preliminary estimates of the impulse response weights in the Box-Jenkins transfer function model. Five ridge estimators and the Equity estimator are evaluated in a Monte Carlo study covering 5000 different transfer function models. The results show that although the differences between the estimators in most cases are rather small, the Dempster et al estimator RIDGMand the estimator by Lawless and Wang are best in terms of low average and median squared deviations from the true coefficient vector. The k values by these estimators are most closely correlated with the optimal k (computed from known true values) and also give the highest frequency of lowest squared error and lowest frequency of highest squared error among the investigated estimators.
15.	Ekblom, Håkan (författare) Generation of test problems for Lp - and Huber regression 1990 Ingår i: Communications in statistics. Simulation and computation. - : Informa UK Limited. - 0361-0918 .- 1532-4141. ; 19:2, s. 481-489 Tidskriftsartikel (refereegranskat)abstract Numerical methods for obtaining (X\|y), related to the linear model y = X + e, are presented. The user is allowed to specify the Lp or Huber solution vector B* and is also free to choose the conditioning and the structure of X.
16.	Fackle Fornius, Ellinor (författare) Sequential Designs for Binary Data with the Purpose to Maximize the Probability of Response 2008 Ingår i: Communications in statistics. Simulation and computation. - : Informa UK Limited. - 0361-0918 .- 1532-4141. ; 37:6, s. 1219-1238 Tidskriftsartikel (refereegranskat)abstract Two kinds of sequential designs are proposed for finding the point that maximizes the probability of response assuming a binary response variable and a quadratic logistic regression model. One is a parametric optimal design approach and the other one is a nonparametric stochastic approximation approach. The suggested sequential designs are evaluated and compared in a simulation study. In summary the parametric approach performed very well whereas its competitor failed in some cases.
17.	Farghali, Rasha A., et al. (författare) Generalized two-parameter estimators in the multinomial logit regression model : methods, simulation and application 2023 Ingår i: Communications in statistics. Simulation and computation. - : Taylor & Francis. - 0361-0918 .- 1532-4141. ; 52:7, s. 3327-3342 Tidskriftsartikel (refereegranskat)abstract In this article, we propose generalized two-parameter (GTP) estimators and an algorithm for the estimation of shrinkage parameters to combat multicollinearity in the multinomial logit regression model. In addition, the mean squared error properties of the estimators are derived. A simulation study is conducted to investigate the performance of proposed estimators for different sample sizes, degrees of multicollinearity, and the number of explanatory variables. Swedish football league dataset is analyzed to show the benefits of the GTP estimators over the traditional maximum likelihood estimator (MLE). The empirical results of this article revealed that GTP estimators have a smaller mean squared error than the MLE and can be recommended for practitioners.
18.	Hamid, Jemila S., et al. (författare) Graphical analysis of residuals in multivariate growth curve models and applications in the analysis of longitudinal data 2022 Ingår i: Communications in statistics. Simulation and computation. - : TAYLOR & FRANCIS INC. - 0361-0918 .- 1532-4141. ; 51:10, s. 5556-5581 Tidskriftsartikel (refereegranskat)abstract Statistical models often rely on several assumptions including distributional assumptions on outcome variables as well as relational assumptions representing the relationship between outcomes and independent variables. Model diagnostics is, therefore, a crucial component of any model fitting problem. Residuals play important roles in model diagnostics and checking assumptions. In multivariate models, residuals are not commonly used in practice, although approaches have been proposed to check multivariate normality and other model assumptions. When done, ordinary residuals are often used. Nevertheless, it has been shown that ordinary residuals in the analysis of longitudinal data are correlated and are not normally distributed. Under sufficiently large sample size, a transformation of residuals were previously proposed to check the normality assumption. The transformation solely focuses on removing the correlation. In this paper, we show that the ordinary residuals in the analysis of longitudinal data are not normally distributed and should not be used for checking the normality assumption. Via extensive simulations, we also show that the transformed (de-correlated) residuals fail to provide accurate model validation, in particular in the presence of model misspecification. We consider decomposed residuals from the multivariate growth curve model, provide practical interpretations, examine their property analytically as well as via simulations, and show how the different components can be used to examine model misspecification and distributional assumptions. Extensive simulations are performed to evaluate and compare performances for normal and non-normal data. Analysis of real data sets are presented as illustrations.
19.	Holgersson, Thomas, et al. (författare) A Comparison of Conditioned Versus Unconditioned Forecasts of the VAR(1) Process 2005 Ingår i: Communications in statistics. Simulation and computation. - : Taylor & Francis. - 0361-0918 .- 1532-4141. ; 34:2, s. 415-427 Tidskriftsartikel (refereegranskat)abstract The properties of a forecast usually depend upon whether or not the forecast is conditioned on the final period observation. In the case of unconditioned forecasts, it is well known that the point predictions are unbiased. If, on the other hand, the forecast is conditional, then the forecast may be biased. Existing analytical results in literature are insufficient for describing the properties of the conditioned forecast properly, particularly in multivariate models. This article examines some finite sample properties of conditioned forecasts of the VAR(1) process by means of Monte Carlo experiments. We use a number of parameter settings for the VAR(1) process to demonstrate that the forecast bias of the conditioned forecast may be considerable. Hence, unless the analyst has a clear idea of whether the conditioned or unconditioned forecast is relevant for the time series being analyzed, statistical inferences may be seriously erratic.
20.	Holgersson, Thomas (författare) A Modified Skewness Measure for Testing Asymmetry 2010 Ingår i: Communications in statistics. Simulation and computation. - : Taylor & Francis. - 0361-0918 .- 1532-4141. ; 39:2, s. 335-346 Tidskriftsartikel (refereegranskat)abstract Statistical practitioners frequently wish to know whether a variable is symmetrically distributed. There are a number of different tests available but the most commonly used one is perhaps that based on the standardized third central moment, as defined by Pearson and Fisher in the early 1900's. While this traditional skewness measure uniquely determines the symmetry of a variable within the Pearson family, it does not uniquely determine symmetry for a general distribution. In this article, we propose a modified version of the classical skewness test which is easy to conduct and consistent against a wide family of asymmetric distributions.
21.	Holgersson, Thomas, et al. (författare) Assessing Normality of High-Dimensional Data 2013 Ingår i: Communications in statistics. Simulation and computation. - : Taylor & Francis. - 0361-0918 .- 1532-4141. ; 42:2, s. 360-369 Tidskriftsartikel (refereegranskat)abstract The assumption of normality is crucial in many multivariate inference methods and may be even more important when the dimension of data is proportional to the sample size. It is therefore necessary that tests for multivariate non normality remain well behaved in such settings. In this article, we examine the properties of three common moment-based tests for non normality under increasing dimension asymptotics (IDA). It is demonstrated through Monte Carlo simulations that one of the tests is inconsistent under IDA and that one of them stands out as uniformly superior to the other two.
22.	Holgersson, Thomas, et al. (författare) Some Aspects of Non-Normality Tests in Systems of Regressions Equations 2001 Ingår i: Communications in statistics. Simulation and computation. - : Taylor & Francis. - 0361-0918 .- 1532-4141. ; Vol 30 No 2 Tidskriftsartikel (refereegranskat)abstract In this paper, a short background of the Jarque and McKenzie (JM) test for non-normality is given, and the small sample properties of the test is examined in view of robustness, size and power. The investigation has been performed using Monte Carlo simulations where factors like, e.g., the number of equations, nominal sizes, degrees of freedom, have been varied.Generally, the JM test has shown to have good power properties. The estimated size due to the asymptotic distribution is not very encouraging though. The slow rate of convergence to its asymptotic distribution suggests that empirical critical values should be used in small samples.In addition, the experiment shows that the properties of the JM test may be disastrous when the disturbances are autocorrelated. Moreover, the simulations show that the distribution of the regressors may also have a substantial impact on the test, and that homogenised OLS residuals should be used when testing for non-normality in small samples.
23.	Holgersson, Thomas, et al. (författare) Testing for Panel Unit Roots under General Cross-sectional Dependence 2016 Ingår i: Communications in Statistics-Simulation and Computation. - : Informa UK Limited. - 0361-0918 .- 1532-4141. ; 45:5, s. 1785-1801 Tidskriftsartikel (refereegranskat)abstract In this article, we generalize four tests of multivariate linear hypothesis to panel data unit root testing. The test statistics are invariant to certain linear transformations of data and therefore simulated critical values may conveniently be used. It is demonstrated that all four tests remains well behaved in cases of where there are heterogeneous alternatives and cross-correlations between marginal variables. A Monte Carlo simulation is included to compare and contrast the tests with two well-established ones.
24.	Holmquist, Björn (författare) Simulation of multimodal circular distributions of wrapped Cauchy type and of von Mises type 1995 Ingår i: Communications in Statistics: Simulation and Computation. - : Informa UK Limited. - 0361-0918 .- 1532-4141. ; 24:3, s. 607-615 Tidskriftsartikel (refereegranskat)
25.	Hossain, Md Mobarak, et al. (författare) A novel weighted likelihood estimation with empirical Bayes flavor 2018 Ingår i: Communications in Statistics: Simulation and Computation. - : Informa UK Limited. - 0361-0918 .- 1532-4141. ; 47:2, s. 392-412 Tidskriftsartikel (refereegranskat)abstract We propose a novel approach to estimation, where a set of estimators of a parameter is combined into a weighted average to produce the final estimator. The weights are chosen to be proportional to the likelihood evaluated at the estimators. We investigate the method for a set of estimators obtained by using the maximum likelihood principle applied to each individual observation. The method can be viewed as a Bayesian approach with a data-driven prior distribution. We provide several examples illustrating the new method and argue for its consistency, asymptotic normality, and efficiency. We also conduct simulation studies to assess the performance of the estimators. This straightforward methodology produces consistent estimators comparable with those obtained by the maximum likelihood method. The method also approximates the distribution of the estimator through the “posterior” distribution.
26.	Hussain, Shakir, et al. (författare) Performance Evaluation Based on the Robust Mahalanobis Distance and Multilevel Modelling Using Two New Strategies 2008 Ingår i: Communications in statistics. Simulation and computation. - : Informa UK Limited. - 0361-0918 .- 1532-4141. ; 37:10, s. 1966-1980 Tidskriftsartikel (refereegranskat)abstract In this article, we propose a general framework for performance evaluation of organizations and individuals over time using routinely collected performance variables or indicators. Such variables or indicators are often correlated over time, with missing observations, and often come from heavy-tailed distributions shaped by outliers. Two new double robust and model-free strategies are used for evaluation (ranking) of sampling units. Strategy 1 can handle missing data using residual maximum likelihood (RML) at stage two, while strategy two handles missing data at stage one. Strategy 2 has the advantage that overcomes the problem of multicollinearity. Strategy one requires independent indicators for the construction of the distances, where strategy two does not. Two different domain examples are used to illustrate the application of the two strategies. Example one considers performance monitoring of gynecologists and example two considers the performance of industrial firms.
27.	Häggström, Jenny, 1980-, et al. (författare) Estimating prediction error : cross-validation vs. accumulated prediction error 2010 Ingår i: Communications in statistics. Simulation and computation. - : Informa plc.. - 0361-0918 .- 1532-4141. ; 39:5, s. 880-898 Tidskriftsartikel (refereegranskat)abstract We study the validation of prediction rules such as regression models and classification algorithms through two out-of-sample strategies, cross-validation and accumulated prediction error. We use the framework of Efron (1983) where measures of prediction errors are defined as sample averages of expected errors and show through exact finite sample calculations that cross-validation and accumulated prediction error yield different smoothing parameter choices in nonparametric regression. The difference in choice does not vanish as sample size increases.
28.	Jabeen, Rida, et al. (författare) General construction of efficient circular partially strongly-balanced repeated measurements designs 2022 Ingår i: Communications in statistics. Simulation and computation. - : Informa UK Limited. - 0361-0918 .- 1532-4141. ; , s. 1-11 Tidskriftsartikel (refereegranskat)abstract Residual effects in repeated measurements design (RMDs) leads to wrong estimation of direct treatment effects. Minimal strongly balanced RMDs are preferred to balance out the residual effects. The partially strongly balanced designs form an important family of RMDs which provide designs where minimal strongly balanced RMDs do not exist. In this article, a general construction of efficieint circular partially strongly-balanced RMDs is given in periods of k different sizes which produces these designs in periods of equal sizes, two different sizes, three different sizes, …, by putting k = 1, 2, 3, …, respectively.
29.	Javed, Farrukh, 1984-, et al. (författare) GARCH-Type Models and Performance of Information Criteria 2013 Ingår i: Communications in statistics. Simulation and computation. - 0361-0918 .- 1532-4141. ; 42:8, s. 1917-1933 Tidskriftsartikel (refereegranskat)abstract This article discusses the ability of information criteria toward the correct selection of different especially higher-order generalized autoregressive conditional heteroscedasticity (GARCH) processes, based on their probability of correct selection as a measure of performance. Each of the considered GARCH processes is further simulated at different parameter combinations to study the possible effect of different volatility structures on these information criteria. We notice an impact from the volatility structure of time series on the performance of these criteria. Moreover, the influence of sample size, having an impact on the performance of these criteria toward correct selection, is observed.
30.	Järpe, Eric, 1965-, et al. (författare) Some Power Aspects of Methods for Detecting Different Shifts in the Mean 2000 Ingår i: Communications in statistics. Simulation and computation. - New York : Marcel Dekker. - 0361-0918 .- 1532-4141. ; 29:2, s. 633-646 Tidskriftsartikel (refereegranskat)abstract We study, by means of simulations, the performance of the Shewhart method, the Cusum method, the Shiryaev-Roberts method and the likelihood ratio method in the case when the true shift differs from the shift for which the methods are optimal. The methods are compared for a fixed expected time until false alarm. The comparisons are made with respect to some measures associated with power such as probability of alarm when the change occurs immediately, expected delay of true alarm and predictive value of an alarm. Copyright © 2000 by Marcel Dekker, Inc.
31.	Karlsson, Andreas (författare) Nonlinear quantile regression estimation of longitudinal data 2008 Ingår i: Communications in statistics. Simulation and computation. - : Informa UK Limited. - 0361-0918 .- 1532-4141. ; 37:1, s. 114-131 Tidskriftsartikel (refereegranskat)abstract This article examines a weighted version of the quantile regression estimator as defined by Koenker and Bassett (1978), adjusted to the case of nonlinear longitudinal data. Using a four-parameter logistic growth function and error terms following an AR(1) model, different weights are used and compared in a simulation study. The findings indicate that the nonlinear quantile regression estimator is performing well, especially for the median regression case, that the differences between the weights are small, and that the estimator performs better when the correlation in the AR(1) model increases. A comparison is also made with the corresponding mean regression estimator, which is found to be less robust. Finally, the estimator is applied to a data set with growth patterns of two genotypes of soybean, which gives some insights into how the quantile regressions provide a more complete picture of the data than the mean regression.
32.	Karlsson, Maria, 1975- (författare) Finite sample properties of the QME 2004 Ingår i: Communications in statistics. Simulation and computation. - 0361-0918 .- 1532-4141. ; 33:3, s. 567-583 Tidskriftsartikel (refereegranskat)abstract Bias and MSE of the QME are studied by means of simulation. A bootstrap estimator of the QME covariance matrix is also included in the study. The simulation is based on travel distances reported in the Swedish Travel Habit Survey. The results are in accordance with the asymptotic properties of the QME. For example, the QME is better than other suggested estimators under asymmetric distributions of the error term. The results also suggest that the bootstrap technique is potentially useful for estimation of the QME covariance matrix.
33.	Khan, Abid, et al. (författare) Construction of minimal circular nearly strongly balanced repeated measurements designs and their conversion 2023 Ingår i: Communications in statistics. Simulation and computation. - : Informa UK Limited. - 0361-0918 .- 1532-4141. ; 52:12, s. 5749-5758 Tidskriftsartikel (refereegranskat)abstract Repeated measurements designs (RMDs) are very useful and economical but unfortunately, with the use of RMDs, a major source of bias is arisen, that is the carry over effect. Minimal designs which are strongly and nearly strongly balanced, are preferred to estimate the direct and carry over effects independently. In this article, some new classes of minimal circular nearly strongly balanced RMDs are constructed in periods of two and three different sizes which can be converted directly into minimal circular balanced and minimal strongly balanced which are highly efficient.
34.	Kibria, B. M. Golam, et al. (författare) A simulation study of some biasing parameters for the ridge type estimation of Poisson regression 2015 Ingår i: Communications in statistics. Simulation and computation. - : Taylor & Francis. - 0361-0918 .- 1532-4141. ; 44:4, s. 943-957 Tidskriftsartikel (refereegranskat)abstract This paper proposes several estimators for estimating the ridge parameter k based for Poisson ridge regression (RR) model. These estimators have been evaluated by means of Monte Carlo simulations. As performance criteria, we have calculated the mean squared error (MSE), the mean value and the standard deviation of k. The first criterion is commonly used, while the other two have never been used when analyzing Poisson RR. However, these performance criterion are very informative because, if several estimators have an equal estimated MSE then those with low average value and standard deviation of k should be preferred. Based on the simulated results we may recommend some biasing parameters which may be useful for the practitioners in the field of health, social and physical sciences.
35.	Klefsjö, Bengt (författare) Comments on 'A Simple Test For New Better Than Used In Expectation' by Borges, Proschan and Rodrigues 1986 Ingår i: Communications in statistics. Simulation and computation. - : Marcel Dekker Inc. - 0361-0918 .- 1532-4141. ; 15:1, s. 285-286 Tidskriftsartikel (övrigt vetenskapligt/konstnärligt)
36.	Larsson, Rolf, 1962-, et al. (författare) Applications of discrete factor analysis 2023 Ingår i: Communications in statistics. Simulation and computation. - : Taylor & Francis. - 0361-0918 .- 1532-4141. ; 52:10, s. 4592-4602 Tidskriftsartikel (refereegranskat)abstract A recently proposed method for factor analysis of discrete data is extended to better handle overdispersion. Three empirical examples from veterinary sciences, musicology and agriculture are investigated, involving true count data as well as ordinal data. Comparisons are made with results from related statistical techniques, e.g., principal component analysis.
37.	Larsson, Rolf, 1962- (författare) Testing for INAR effects 2020 Ingår i: Communications in statistics. Simulation and computation. - : TAYLOR & FRANCIS INC. - 0361-0918 .- 1532-4141. ; 49:10, s. 2745-2764 Tidskriftsartikel (refereegranskat)abstract In this article, we focus on the integer valued autoregressive model, INAR (1), with Poisson innovations. We test the null of serial independence, where the INAR parameter is zero, versus the alternative of a positive INAR parameter. To this end, we propose different explicit approximations of the likelihood ratio (LR) statistic. We derive the limiting distributions of our statistics under the null. In a simulation study, we compare size and power of our tests with the score test, proposed by Sun and McCabe [2013. Score statistics for testing serial dependence in count data. Journal of Time Series Analysis 34 (3):315-29]. The size is either asymptotic or derived via response surface regressions of critical values. We find that our statistics are superior to score in terms of power and work just as well in terms of size. Another finding is that the powers of our approximate LR statistics compare well with the power of the numerical LR statistic. Power simulations are also performed under an INAR(2) framework, with similar outcome.
38.	Li, Yushu, et al. (författare) Testing for Unit Root Against LSTAR Models: Wavelet Improvement under GARCH Distortion 2010 Ingår i: Communications in statistics. Simulation and computation. - : Informa UK Limited. - 0361-0918 .- 1532-4141. ; 39:2, s. 277-286 Tidskriftsartikel (refereegranskat)abstract In this article, we propose a nonlinear Dickey-Fuller F test for unit root against first-order Logistic Smooth Transition Autoregressive (LSTAR) (1) model with time as the transition variable. The nonlinear Dickey-Fuller F test statistic is established under the null hypothesis of random walk without drift and the alternative model is a nonlinear LSTAR (1) model. The asymptotic distribution of the test is analytically derived while the small sample distributions are investigated by Monte Carlo experiment. The size and power properties of the test were investigated using Monte Carlo experiment. The results showed that there is a serious size distortion for the test when GARCH errors appear in the Data Generating Process (DGP), which led to an over-rejection of the unit root null hypothesis. To solve this problem, we use the Wavelet technique to count off the GARCH distortion and improve the size property of the test under GARCH error. We also discuss the asymptotic distributions of the test statistics in GARCH and wavelet environments.
39.	Locking, Håkan, et al. (författare) Performance of Some Ridge Parameters for Probit Regression : With Application to Swedish Job Search Data 2013 Ingår i: Communications in statistics. Simulation and computation. - : Informa UK Limited. - 0361-0918 .- 1532-4141. ; 42:3, s. 698-710 Tidskriftsartikel (refereegranskat)abstract In ridge regression, the estimation of the ridge parameter is an important issue. This article generalizes some methods for estimating the ridge parameter for probit ridge regression (PRR) model based on the work of Kibria et al. (2011). The performance of these new estimators is judged by calculating the mean squared error (MSE) using Monte Carlo simulations. In the design of the experiment, we chose to vary the sample size and the number of regressors. Furthermore, we generate explanatory variables that are linear combinations of other regressors, which is a common situation in economics. In an empirical application regarding Swedish job search data, we also illustrate the benefits of the new method.
40.	Lyhagen, Johan, 1969- (författare) A method to generate multivariate data with the desired moments 2008 Ingår i: Communications in statistics. Simulation and computation. - : Informa UK Limited. - 0361-0918 .- 1532-4141. ; 37:10, s. 2063-2075 Tidskriftsartikel (refereegranskat)abstract We show how it is possible to generate multivariate data which has moments arbitrary close to the desired ones. They are generated as linear combinations of variables with known theoretical moments. It is shown how to derive the weights of the linear combinations in both the univariate and the multivariate setting. The use in bootstrapping is discussed and the method is exemplified with a Monte Carlo simulation where the importance of the ability of generating data with control of higher moments is shown.
41.	Mantalos, Panagiotis, 1956-, et al. (författare) An Improved Divergence Information Criterion for the Determination of the Order of an AR Process 2010 Ingår i: Communications in statistics. Simulation and computation. - : Taylor & Francis. - 0361-0918 .- 1532-4141. ; 39:5, s. 865-879 Tidskriftsartikel (refereegranskat)abstract In this article we propose a modification of the recently introduced divergence information criterion (DIC, Mattheou et al., 2009) for the determination of the order of an autoregressive process and show that it is an asymptotically unbiased estimator of the expected overall discrepancy, a nonnegative quantity that measures the distance between the true unknown model and a fitted approximating model. Further, we use Monte Carlo methods and various data generating processes for small, medium, and large sample sizes in order to explore the capabilities of the new criterion in selecting the optimal order in autoregressive processes and in general in a time series context. The new criterion shows remarkably good results by choosing the correct model more frequently than traditional information criteria.
42.	Mishchenko, Kateryna, et al. (författare) New algorithms for evaluating the log-likelihood function derivatives in the AI-REML method 2009 Ingår i: Communications in statistics. Simulation and computation. - : Informa UK Limited. - 0361-0918 .- 1532-4141. ; 38, s. 1348-1364 Tidskriftsartikel (refereegranskat)
43.	Månsson, Kristofer, 1983-, et al. (författare) Granger Causality Test in the Presence of Spillover Effects 2009 Ingår i: Communications in statistics. Simulation and computation. - : Informa UK Limited. - 0361-0918 .- 1532-4141. ; 38:10, s. 2039-2059 Tidskriftsartikel (refereegranskat)abstract In this article, we investigate the effect of spillover (i.e., causality in variance) on the reliability of Granger causality test based on ordinary least square estimates. We studied eight different versions of the test both, with and without Whites heteroskedasticity consistent covariance matrix (HCCME). The properties of the tests are investigated by means of a Monte Carlo experiment where 21 different data generating processes (DGP) are used and a number of factors that might affect the test are varied. The result shows that the best choice to test for Granger causality under the presence of spillover is the Lagrange Multiplier test with HCCME.
44.	Noreen, Khadija, et al. (författare) Algorithms to obtain generalized neighbor designs in minimal circular blocks 2022 Ingår i: Communications in statistics. Simulation and computation. - : Taylor & Francis. - 0361-0918 .- 1532-4141. Tidskriftsartikel (refereegranskat)abstract The experiments where response of a treatment (direct effect) is affected by the treatment(s) applied in neighboring units, neighbor designs are used to balance the neighbor effects. Being the economical, minimal neighbor designs are preferred by the experimenters. Minimal circular neighbor designs could not be constructed for almost every case of v even, where v is number of treatments. For v even, minimal circular generalized neighbor designs are preferred. In this article, algorithms are developed to obtain minimal circular generalized neighbor designs in which (a) v/2 of the unordered pairs, and (b) 3v/2 of the unordered pairs, do not appear as neighbor whereas the remaining ones appear once. These algorithms are also coded with R-language.
45.	Noreen, Khadija, et al. (författare) Some important classes of non-directional minimal circular weakly balanced neighbor designs 2023 Ingår i: Communications in statistics. Simulation and computation. - 0361-0918 .- 1532-4141. ; , s. 1-10 Tidskriftsartikel (refereegranskat)abstract Minimal neighbor designs are useful to balance out neighbor effects economically. The method of cyclic shifts provides the construction of these minimal designs in circular blocks only for v odd, where v is the number of treatments to be compared. Minimal circular weakly balanced neighbor designs are used for v even. In this article, two classes of minimal circular weakly balanced neighbor designs are constructed for v even. In class I, v/2 of all unordered pairs of two distinct treatments appear twice as neighbors while the remaining ones appear once. In class II, 3v/2 of all unordered pairs appear twice as neighbors.
46.	Picchini, Umberto (författare) Likelihood-free stochastic approximation EM for inference in complex models 2019 Ingår i: Communications in Statistics: Simulation and Computation. - : Informa UK Limited. - 0361-0918 .- 1532-4141. ; 48:3, s. 861-881 Tidskriftsartikel (refereegranskat)abstract A maximum likelihood methodology for the parameters of models with an intractable likelihood is introduced. We produce a likelihood-free version of the stochastic approximation expectation-maximization (SAEM) algorithm to maximize the likelihood function of model parameters. While SAEM is best suited for models having a tractable "complete likelihood" function, its application to moderately complex models is a difficult or even impossible task. We show how to construct a likelihood-free version of SAEM by using the "synthetic likelihood" paradigm. Our method is completely plug-and-play, requires almost no tuning and can be applied to both static and dynamic models. Four simulation studies illustrate the method, including a stochastic differential equation model, a stochastic Lotka-Volterra model and data from g-and-k distributions. MATLAB code is available as supplementary material.
47.	Pingel, Ronnie, et al. (författare) Correlation and Efficiency of Propensity Score-based Estimators for Average Causal Effects 2017 Ingår i: Communications in statistics. Simulation and computation. - : Informa UK Limited. - 0361-0918 .- 1532-4141. ; 46:5, s. 3458-3478 Tidskriftsartikel (refereegranskat)abstract Propensity score based-estimators are commonly used to estimate causal effects in evaluationresearch. To reduce bias in observational studies researchers might be tempted to include many, perhaps correlated, covariates when estimating the propensity score model. Taking into account that the propensity score is estimated, this study investigates how the efficiency of matching, inverse probability weighting and doubly robust estimators change under the case of correlated covariates. Propositions regarding the large sample variances under certain assumptions on the data generating process are given. The propositions are supplemented by several numerical large sample and finite sample results from a wide range of models. The results show that the covariate correlations may increase or decrease the variances of the estimators. There are several factors that influence how correlation affects the variance of the estimators, including the choice of estimator, the strength of the confounding towards outcome and treatment, and whether a constant or non-constant causal effect is present.
48.	PirouziFard, MirNabi, et al. (författare) Approximations of variances and covariances for order statistics from the standard extreme value distribution 2008 Ingår i: Communications in Statistics: Simulation and Computation. - : Informa UK Limited. - 0361-0918 .- 1532-4141. ; 37:8, s. 1500-1506 Tidskriftsartikel (refereegranskat)abstract We consider simple approximations of variances and covariances for order statistics from the standard extreme value distribution. Exact values and simulation results of the variances and covariances for certain sample sizes are used to determine the validity of the suggested approximations.
49.	Rasheed, H. M. Kashif, et al. (författare) Efficient circular repeated measurements designs strongly balanced to control carryover effects 2024 Ingår i: Communications in statistics. Simulation and computation. - 0361-0918 .- 1532-4141. Tidskriftsartikel (refereegranskat)abstract In experiments related to agriculture, psychology, medicine, animal sciences, pharmacology, and other fields, repeated measurements designs (RMDs) are utilized which are economical design. However, the use of these designs may result in carryover effects, which are the primary cause of bias. Balanced or strongly balanced RMDs can control these effects. Strongly balanced RMDs estimate the direct effects and carryover effects independently; therefore, these designs have an edge over the balanced RMDs. In this article, therefore, some general procedures are presented to obtain minimal circular strongly and nearly strongly balanced RMDs in periods of k different sizes with high efficiency of Separability and of carryover effects.
50.	Riazoshams, Hossein, et al. (författare) The Performance of a Robust Multistage Estimator in Nonlinear Regression with Heteroscedastic Errors 2016 Ingår i: Communications in statistics. Simulation and computation. - : Informa UK Limited. - 0361-0918 .- 1532-4141. ; 45:9, s. 3394-3415 Tidskriftsartikel (refereegranskat)abstract In this article, a robust multistage parameter estimator is proposed for nonlinear regression with heteroscedastic variance, where the residual variances are considered as a general parametric function of predictors. The motivation is based on considering the chi-square distribution for the calculated sample variance of the data. It is shown that outliers that are influential in nonlinear regression parameter estimates are not necessarily influential in calculating the sample variance. This matter persuades us, not only to robustify the estimate of the parameters of the models for both the regression function and the variance, but also to replace the sample variance of the data by a robust scale estimate.

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