Australian and New Zealand Journal of Statistics 
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This is an RSS file. You can use it to subscribe to this data in your favourite RSS reader or to display this data on your own website or blog.Confidence intervals centred on bootstrap smoothed estimators
SummaryBootstrap smoothed (bagged) parameter estimators have been proposed as an improvement on estimators found after preliminary data ‐based model selection. A result of Efron in 2014 is a very convenient and widely applicable formula for a delta method approximation to the standard deviation of the bootstrap smoothed estimator. This approximation provides an easily computed guide to the accuracy of this estimator. In addition, Efron considered a confidence interval centred on the bootstrap smoothed estimator, with width proportional to the estimate of this approximation to the standard deviation. We evaluate this conf...
Source: Australian and New Zealand Journal of Statistics - April 4, 2019 Category: Statistics Authors: Paul Kabaila,
Christeen Wijethunga Tags: Original Article Source Type: research
Bias correction of estimated proportions using inverse binomial group testing
SummaryGroup testing, in which individuals are pooled together and tested as a group, can be combined with inverse sampling to estimate the prevalence of a disease. Alternatives to the MLE are desirable because of its severe bias. We propose an estimator based on the bias correction method of Firth (1993), which is almost unbiased across the range of prevalences consistent with the group testing design. For equal group sizes, this estimator is shown to be equivalent to that derived by applying the correction method of Burrows (1987), and better than existing methods. For unequal group sizes, the problem has some intractabl...
Source: Australian and New Zealand Journal of Statistics - April 4, 2019 Category: Statistics Authors: Graham Hepworth Tags: Original Article Source Type: research
Constructing narrower confidence intervals by inverting adaptive tests
SummaryWe begin by describing how to find the limits of confidence intervals by using a few permutation tests of significance. Next, we demonstrate how the adaptive permutation test, which maintains its level of significance, produces confidence intervals that maintain their coverage probabilities. By inverting adaptive tests, adaptive confidence intervals can be found for any single parameter in a multiple regression model. These adaptive confidence intervals are often narrower than the traditional confidence intervals when the error distributions are long ‐tailed or skewed. We show how much reduction in width can be ac...
Source: Australian and New Zealand Journal of Statistics - April 4, 2019 Category: Statistics Authors: Thomas W. O'Gorman Tags: Original Article Source Type: research
Posterior sampling in two classes of multivariate fractionally integrated models: corrigendum to Ravishanker, N. and B. K. Ray (1997) Australian Journal of Statistics 39 (3), 295 –311
SummaryWe discuss posterior sampling for two distinct multivariate generalisations of the univariate autoregressive integrated moving average (ARIMA) model with fractional integration. The existing approach to Bayesian estimation, introduced by Ravishanker& Ray, claims to provide a posterior ‐sampling algorithm for fractionally integrated vector autoregressive moving averages (FIVARMAs). We show that this algorithm produces posterior draws for vector autoregressive fractionally integrated moving averages (VARFIMAs), a model of independent interest that has not previously received atte ntion in the Bayesian literature. (S...
Source: Australian and New Zealand Journal of Statistics - April 4, 2019 Category: Statistics Authors: Ross Doppelt,
Keith O'Hara Tags: Corrigendum Source Type: research
Issue Information
Australian&New Zealand Journal of Statistics, Volume 61, Issue 1, Page i-iv, March 2019. (Source: Australian and New Zealand Journal of Statistics)
Source: Australian and New Zealand Journal of Statistics - April 4, 2019 Category: Statistics Tags: Issue Information Source Type: research
Testing random effects in linear mixed models: another look at the F ‐test (with discussion)
This article re ‐examines the F‐test based on linear combinations of the responses, or FLC test, for testing random effects in linear mixed models. In current statistical practice, the FLC test is underused and we argue that it should be reconsidered as a valuable method for use with linear mixed models. We pre sent a new, more general derivation of the FLC test which applies to a broad class of linear mixed models where the random effects can be correlated. We highlight three advantages of the FLC test that are often overlooked in modern applications of linear mixed models, namely its computation speed, i ts generalit...
Source: Australian and New Zealand Journal of Statistics - April 4, 2019 Category: Statistics Authors: F. K. C. Hui,
Samuel M üller,
A. H. Welsh Tags: Original Article Source Type: research
A note on model selection using information criteria for general linear models estimated using REML
It is common practice to compare the fit of non ‐nested models using the Akaike (AIC) or Bayesian (BIC) information criteria. The basis of these criteria is the log‐likelihood evaluated at the maximum likelihood estimates of the unknown parameters. For the general linear model (and the linear mixed model, which is a special case), estimation is usually carried out using residual or restricted maximum likelihood (REML). However, for models with different fixed effects, the residual likelihoods are not comparable and hence information criteria based on the residual likelihood cannot be used. For model selection, it is of...
Source: Australian and New Zealand Journal of Statistics - April 4, 2019 Category: Statistics Authors: Arunas Petras Verbyla Tags: Original Article Source Type: research
Confidence intervals centred on bootstrap smoothed estimators
SummaryBootstrap smoothed (bagged) parameter estimators have been proposed as an improvement on estimators found after preliminary data ‐based model selection. A result of Efron in 2014 is a very convenient and widely applicable formula for a delta method approximation to the standard deviation of the bootstrap smoothed estimator. This approximation provides an easily computed guide to the accuracy of this estimator. In addition, Efron considered a confidence interval centred on the bootstrap smoothed estimator, with width proportional to the estimate of this approximation to the standard deviation. We evaluate this conf...
Source: Australian and New Zealand Journal of Statistics - April 4, 2019 Category: Statistics Authors: Paul Kabaila,
Christeen Wijethunga Tags: Original Article Source Type: research
Bias correction of estimated proportions using inverse binomial group testing
SummaryGroup testing, in which individuals are pooled together and tested as a group, can be combined with inverse sampling to estimate the prevalence of a disease. Alternatives to the MLE are desirable because of its severe bias. We propose an estimator based on the bias correction method of Firth (1993), which is almost unbiased across the range of prevalences consistent with the group testing design. For equal group sizes, this estimator is shown to be equivalent to that derived by applying the correction method of Burrows (1987), and better than existing methods. For unequal group sizes, the problem has some intractabl...
Source: Australian and New Zealand Journal of Statistics - April 4, 2019 Category: Statistics Authors: Graham Hepworth Tags: Original Article Source Type: research
Constructing narrower confidence intervals by inverting adaptive tests
SummaryWe begin by describing how to find the limits of confidence intervals by using a few permutation tests of significance. Next, we demonstrate how the adaptive permutation test, which maintains its level of significance, produces confidence intervals that maintain their coverage probabilities. By inverting adaptive tests, adaptive confidence intervals can be found for any single parameter in a multiple regression model. These adaptive confidence intervals are often narrower than the traditional confidence intervals when the error distributions are long ‐tailed or skewed. We show how much reduction in width can be ac...
Source: Australian and New Zealand Journal of Statistics - April 4, 2019 Category: Statistics Authors: Thomas W. O'Gorman Tags: Original Article Source Type: research
Issue Information
Australian&New Zealand Journal of Statistics, Volume 61, Issue 1, Page i-iv, March 2019. (Source: Australian and New Zealand Journal of Statistics)
Source: Australian and New Zealand Journal of Statistics - April 4, 2019 Category: Statistics Tags: Issue Information Source Type: research
Testing random effects in linear mixed models: another look at the F ‐test (with discussion)
This article re ‐examines the F‐test based on linear combinations of the responses, or FLC test, for testing random effects in linear mixed models. In current statistical practice, the FLC test is underused and we argue that it should be reconsidered as a valuable method for use with linear mixed models. We pre sent a new, more general derivation of the FLC test which applies to a broad class of linear mixed models where the random effects can be correlated. We highlight three advantages of the FLC test that are often overlooked in modern applications of linear mixed models, namely its computation speed, i ts generalit...
Source: Australian and New Zealand Journal of Statistics - April 4, 2019 Category: Statistics Authors: F. K. C. Hui,
Samuel M üller,
A. H. Welsh Tags: Original Article Source Type: research
Bias correction of estimated proportions using inverse binomial group testing
SummaryGroup testing, in which individuals are pooled together and tested as a group, can be combined with inverse sampling to estimate the prevalence of a disease. Alternatives to the MLE are desirable because of its severe bias. We propose an estimator based on the bias correction method of Firth (1993), which is almost unbiased across the range of prevalences consistent with the group testing design. For equal group sizes, this estimator is shown to be equivalent to that derived by applying the correction method of Burrows (1987), and better than existing methods. For unequal group sizes, the problem has some intractabl...
Source: Australian and New Zealand Journal of Statistics - March 29, 2019 Category: Statistics Authors: Graham Hepworth Tags: Original Article Source Type: research
A note on model selection using information criteria for general linear models estimated using REML
It is common practice to compare the fit of non ‐nested models using the Akaike (AIC) or Bayesian (BIC) information criteria. The basis of these criteria is the log‐likelihood evaluated at the maximum likelihood estimates of the unknown parameters. For the general linear model (and the linear mixed model, which is a special case), estimation is usually carried out using residual or restricted maximum likelihood (REML). However, for models with different fixed effects, the residual likelihoods are not comparable and hence information criteria based on the residual likelihood cannot be used. For model selection, it is of...
Source: Australian and New Zealand Journal of Statistics - March 8, 2019 Category: Statistics Authors: Arunas Petras Verbyla Tags: Original Article Source Type: research
Confidence intervals centred on bootstrap smoothed estimators
SummaryBootstrap smoothed (bagged) parameter estimators have been proposed as an improvement on estimators found after preliminary data ‐based model selection. A result of Efron in 2014 is a very convenient and widely applicable formula for a delta method approximation to the standard deviation of the bootstrap smoothed estimator. This approximation provides an easily computed guide to the accuracy of this estimator. In addition, Efron considered a confidence interval centred on the bootstrap smoothed estimator, with width proportional to the estimate of this approximation to the standard deviation. We evaluate this conf...
Source: Australian and New Zealand Journal of Statistics - March 4, 2019 Category: Statistics Authors: Paul Kabaila,
Christeen Wijethunga Tags: Original Article Source Type: research
