Adaptive fractional polynomial modeling of general correlated outcomes is formulated to address nonlinearity in means, variances/dispersions, and correlations. Means and variances/dispersions are modeled using general...Adaptive fractional polynomial modeling of general correlated outcomes is formulated to address nonlinearity in means, variances/dispersions, and correlations. Means and variances/dispersions are modeled using generalized linear models in fixed effects/coefficients. Correlations are modeled using random effects/coefficients. Nonlinearity is addressed using power transforms of primary (untransformed) predictors. Parameter estimation is based on extended linear mixed modeling generalizing both generalized estimating equations and linear mixed modeling. Models are evaluated using likelihood cross-validation (LCV) scores and are generated adaptively using a heuristic search controlled by LCV scores. Cases covered include linear, Poisson, logistic, exponential, and discrete regression of correlated continuous, count/rate, dichotomous, positive continuous, and discrete numeric outcomes treated as normally, Poisson, Bernoulli, exponentially, and discrete numerically distributed, respectively. Example analyses are also generated for these five cases to compare adaptive random effects/coefficients modeling of correlated outcomes to previously developed adaptive modeling based on directly specified covariance structures. Adaptive random effects/coefficients modeling substantially outperforms direct covariance modeling in the linear, exponential, and discrete regression example analyses. It generates equivalent results in the logistic regression example analyses and it is substantially outperformed in the Poisson regression case. Random effects/coefficients modeling of correlated outcomes can provide substantial improvements in model selection compared to directly specified covariance modeling. However, directly specified covariance modeling can generate competitive or substantially better results in some cases while usually requiring less computation time.展开更多
In this paper,a unified diagnostic method for the nonlinear models with random effects based upon the joint likelihood given by Robinson in 1991 is presented.It is shown that the case deletion model is equivalent to t...In this paper,a unified diagnostic method for the nonlinear models with random effects based upon the joint likelihood given by Robinson in 1991 is presented.It is shown that the case deletion model is equivalent to the mean shift outlier model.From this point of view,several diagnostic measures,such as Cook distance,score statistics are derived.The local influence measure of Cook is also presented. A numerical example illustrates that the method is available.展开更多
Bayes decision rule of variance components for one-way random effects model is derived and empirical Bayes (EB) decision rules are constructed by kernel estimation method. Under suitable conditions, it is shown that t...Bayes decision rule of variance components for one-way random effects model is derived and empirical Bayes (EB) decision rules are constructed by kernel estimation method. Under suitable conditions, it is shown that the proposed EB decision rules are asymptotically optimal with convergence rates near O(n-1/2). Finally, an example concerning the main result is given.展开更多
In this paper, it is discussed that two tests for varying dispersion of binomial data in the framework of nonlinear logistic models with random effects, which are widely used in analyzing longitudinal binomial data. O...In this paper, it is discussed that two tests for varying dispersion of binomial data in the framework of nonlinear logistic models with random effects, which are widely used in analyzing longitudinal binomial data. One is the individual test and power calculation for varying dispersion through testing the randomness of cluster effects, which is extensions of Dean(1992) and Commenges et al (1994). The second test is the composite test for varying dispersion through simultaneously testing the randomness of cluster effects and the equality of random-effect means. The score test statistics are constructed and expressed in simple, easy to use, matrix formulas. The authors illustrate their test methods using the insecticide data (Giltinan, Capizzi & Malani (1988)).展开更多
This paper presents a unified diagnostic method for exponential nonlinear models with random effects based upon the joint likelihood given by Robinson in 1991. The authors show that the case deletion model is equivale...This paper presents a unified diagnostic method for exponential nonlinear models with random effects based upon the joint likelihood given by Robinson in 1991. The authors show that the case deletion model is equivalent to mean shift outlier model. From this point of view, several diagnostic measures, such as Cook distance, score statistics are derived. The local influence measure of Cook is also presented. Numerical example illustrates that our method is available.展开更多
In this paper,we consider the statistical inference problems for the fixed effect and variance component functions in the two-way classification random effects model with skewnormal errors.Firstly,the exact test stati...In this paper,we consider the statistical inference problems for the fixed effect and variance component functions in the two-way classification random effects model with skewnormal errors.Firstly,the exact test statistic for the fixed effect is constructed.Secondly,using the Bootstrap approach and generalized approach,the one-sided hypothesis testing and interval estimation problems for the single variance component,the sum and ratio of variance components are discussed respectively.Further,the Monte Carlo simulation results indicate that the exact test statistic performs well in the one-sided hypothesis testing problem for the fixed effect.And the Bootstrap approach is better than the generalized approach in the one-sided hypothesis testing problems for variance component functions in most cases.Finally,the above approaches are applied to the real data examples of the consumer price index and value-added index of three industries to verify their rationality and effectiveness.展开更多
The coefficient of reliability is often estimated from a sample that includes few subjects. It is therefore expected that the precision of this estimate would be low. Measures of precision such as bias and variance de...The coefficient of reliability is often estimated from a sample that includes few subjects. It is therefore expected that the precision of this estimate would be low. Measures of precision such as bias and variance depend heavily on the assumption of normality, which may not be tenable in practice. Expressions for the bias and variance of the reliability coefficient in the one and two way random effects models using the multivariate Taylor’s expansion have been obtained under the assumption of normality of the score (Atenafu et al. [1]). In the present paper we derive analytic expressions for the bias and variance, hence the mean square error when the measured responses are not normal under the one-way data layout. Similar expressions are derived in the case of the two-way data layout. We assess the effect of departure from normality on the sample size requirements and on the power of Wald’s test on specified hypotheses. We analyze two data sets, and draw comparisons with results obtained via the Bootstrap methods. It was found that the estimated bias and variance based on the bootstrap method are quite close to those obtained by the first order approximation using the Taylor’s expansion. This is an indication that for the given data sets the approximations are quite adequate.展开更多
Linear mixed model (LMM) approaches have been widely applied in many areas of research data analysis because they offer great flexibility for different data structures and linear model systems. In this study, emphasis...Linear mixed model (LMM) approaches have been widely applied in many areas of research data analysis because they offer great flexibility for different data structures and linear model systems. In this study, emphasis is placed on comparing the properties of two LMM approaches: restricted maximum likelihood (REML) and minimum norm quadratic unbiased estimation (MINQUE) with and without resampling techniques being included. Bias, testing power, Type I error, and computing time were compared between REML and MINQUE approaches with and without Jackknife technique based on 500 simulated data sets. Results showed that MINQUE and REML methods performed equally regarding bias, Type I error, and power. Jackknife-based MINQUE and REML greatly improved power compared to non-Jackknife based linear mixed model approaches. Results also showed that MINQUE is more time-saving compared to REML, especially with the use of resampling techniques and large data set analysis. Results from the actual cotton data analysis were in agreement with our simulated results. Therefore, Jackknife-based MINQUE approaches could be recommended to achieve desirable power with reduced time for a large data analysis and model simulations.展开更多
A necessary condition for existence of any weakly consistent estimator is presented in nonlinear models with random effects. Under mild regularity conditions, the strong consistency and the asymptotic normality of the...A necessary condition for existence of any weakly consistent estimator is presented in nonlinear models with random effects. Under mild regularity conditions, the strong consistency and the asymptotic normality of the estimator are proved. The results of Breslow and Calyton(1993), Lee and Nelder(1996) are improved.展开更多
This paper first proposes a random effects generalized linear model to evaluate the storage life of one kind of high reliable and small sample-sized products by combining multi-sources information of products coming f...This paper first proposes a random effects generalized linear model to evaluate the storage life of one kind of high reliable and small sample-sized products by combining multi-sources information of products coming from the same population but stored at different environments. The relevant algorithms are also provided. Simulation results manifest the soundness and effectiveness of the proposed model.展开更多
Additive hazards model with random effects is proposed for modelling the correlated failure time data when focus is on comparing the failure times within clusters and on estimating the correlation between failure time...Additive hazards model with random effects is proposed for modelling the correlated failure time data when focus is on comparing the failure times within clusters and on estimating the correlation between failure times from the same cluster, as well as the marginal regression parameters. Our model features that, when marginalized over the random effect variable, it still enjoys the structure of the additive hazards model. We develop the estimating equations for inferring the regression parameters. The proposed estimators are shown to be consistent and asymptotically normal under appropriate regularity conditions. Furthermore, the estimator of the baseline hazards function is proposed and its asymptotic properties are also established. We propose a class of diagnostic methods to assess the overall fitting adequacy of the additive hazards model with random effects. We conduct simulation studies to evaluate the finite sample behaviors of the proposed estimators in various scenarios. Analysis of the Diabetic Retinopathy Study is provided as an illustration for the proposed method.展开更多
In this paper,using the Bootstrap approach and generalized approach,the authors consider the one-sided hypothesis testing problems for variance component functions in the two-way random effects model.Firstly,the test ...In this paper,using the Bootstrap approach and generalized approach,the authors consider the one-sided hypothesis testing problems for variance component functions in the two-way random effects model.Firstly,the test statistics and confidence intervals for the sum of variance components are constructed.Next,the one-sided hypothesis testing problems for the ratio of variance components are also discussed.The Monte Carlo simulation results indicate that the Bootstrap approach is better than the generalized approach in most cases.Finally,the above approaches are applied to the real data examples of mice blood p H and molded plastic part’s dimensions.展开更多
In this paper, we consider whether the random effect exists in linear mixed models （LMMs） when only moment conditions are assumed. Based on the estimators of parameters and their asymptotic properties, a Wald-type t...In this paper, we consider whether the random effect exists in linear mixed models （LMMs） when only moment conditions are assumed. Based on the estimators of parameters and their asymptotic properties, a Wald-type test is constructed. It is consistent against global alternatives and is sensitive to the local alternatives converging to the null hypothesis at parametric rates, a fastest possibly rate for goodness-of-fit testing. Moreover, a simulation study shows the performance of the test is good. The procedure also applies to a real data.展开更多
Height–diameter relationships are essential elements of forest assessment and modeling efforts.In this work,two linear and eighteen nonlinear height–diameter equations were evaluated to find a local model for Orient...Height–diameter relationships are essential elements of forest assessment and modeling efforts.In this work,two linear and eighteen nonlinear height–diameter equations were evaluated to find a local model for Oriental beech（Fagus orientalis Lipsky） in the Hyrcanian Forest in Iran.The predictive performance of these models was first assessed by different evaluation criteria： adjusted R^2（R^2_（adj））,root mean square error（RMSE）,relative RMSE（%RMSE）,bias,and relative bias（%bias） criteria.The best model was selected for use as the base mixed-effects model.Random parameters for test plots were estimated with different tree selection options.Results show that the Chapman–Richards model had better predictive ability in terms of adj R^2（0.81）,RMSE（3.7 m）,%RMSE（12.9）,bias（0.8）,%Bias（2.79） than the other models.Furthermore,the calibration response,based on a selection of four trees from the sample plots,resulted in a reduction percentage for bias and RMSE of about 1.6–2.7%.Our results indicate that the calibrated model produced the most accurate results.展开更多
Objective To compare the efficacy differences between acupuncture and western medicine in treating osteoarthritis of knee joints.Methods One hundred and twenty cases were randomly divided into an acupuncture group and...Objective To compare the efficacy differences between acupuncture and western medicine in treating osteoarthritis of knee joints.Methods One hundred and twenty cases were randomly divided into an acupuncture group and a western medication group with 60 cases in each group.In the acupuncture group,acupuncture was applied mainly at Nèixīyǎn（内膝眼 EX-LE 4）,Dúbí（犊鼻 ST 35）,Yīnlíngquán（阴陵泉 SP 9） and Yánglíngquán（阳陵泉 GB 34） plus other acupoints selected according to syndrome differentiation.In the medication group,Glucosamine Hydrochloride capsules were orally given 3 times daily with 2 capsules each time.Western Ontario and McMaster Universities Osteoarthritis Index（WOMAC）,Medical Outcomes Study 36-Item Short Form Health Survey（SF-36,Chinese version） were used to assess therapeutic effects before treatment,after 4 weeks treatment and 9 weeks after treatment,respectively.Results After 4 weeks of treatment,the total effective rates were 86.7%（52/60） and 88.3%（53/60） in the acupuncture group and the western medication group,respectively,without significant difference（P〈0.05）.In 9 weeks after treatment,the total effective rates were 83.3%（50/60） and 61.7%（37/60） in the acupuncture group and the western medication group,respectively,with significant difference between the two groups（P〈0.05）.According to WOMAC and SF-36,the scores were all improved in both groups（P〈0.05,P〈0.01）,with significant difference in follow-up visit of 9 weeks after treatment between the two groups（P〈0.05,P〈0.01）,but not after 4 weeks of treatments（both P〈0.05）.Conclusion Short-term of therapeutic effects of acupuncture and oral administration of Glucosamine Hydrochloride on osteoarthritis of knee joints are similar,but long-term efficacy in the acupuncture group is better than that in the western medication group.展开更多
This paper explores some behavioral factors that may explain the formation of speculative bubbles in financial markets. The study adopts an experimental approach focused on the agents’ behavior when facing a “true...This paper explores some behavioral factors that may explain the formation of speculative bubbles in financial markets. The study adopts an experimental approach focused on the agents’ behavior when facing a “true” bubble and is incentivized to herd and/or receive information about the market sentiment. For this purpose, a straightforward laboratory experiment that reproduces the dotcom market bubble and asks subjects to forecast asset prices in a true dynamic information scenario. The experiment was conducted in the laboratory of the Faculty of Economics at the University of Salamanca and involved 137 undergraduate students in the degree of economics. The results show that incentives to the herding behavior increase the forecasted volatility and thus contribute to the bubble inflation. Nevertheless, this effect may be offset by giving information to the agents about the expected market trend. Therefore, under herding effects, it is the absence of clear signals about market sentiments what inflates the bubble.展开更多
In the hierarchical random effect linear model, the Bayes estimator of random parameter are not only dependent on specific prior distribution but also it is difficult to calculate in most cases. This paper derives the...In the hierarchical random effect linear model, the Bayes estimator of random parameter are not only dependent on specific prior distribution but also it is difficult to calculate in most cases. This paper derives the distributed-free optimal linear estimator of random parameters in the model by means of the credibility theory method. The estimators the authors derive can be applied in more extensive practical scenarios since they are only dependent on the first two moments of prior parameter rather than on specific prior distribution. Finally, the results are compared with some classical models and a numerical example is given to show the effectiveness of the estimators.展开更多
The panel-type structures used in aerospace engineering can be subjected to severe highfrequency acoustic loadings in service. This paper evaluates the frequency-dependent random fatigue of panel-type structures made ...The panel-type structures used in aerospace engineering can be subjected to severe highfrequency acoustic loadings in service. This paper evaluates the frequency-dependent random fatigue of panel-type structures made of ceramic matrix composites（CMCs） under acoustic loadings. Firstly, the high-frequency random responses from the broadband random excitation will result in more stress cycles in a deinite period of time. The probability density distributions of stress amplitudes will be different in different frequency bandwidths, though the peak stress estimations are identical. Secondly, the fatigue properties of CMCs can be highly frequency-dependent. The fatigue evaluation method for the random vibration case is adopted to evaluate the fatigue damage of a representative stiffened panel structure. The frequency effect through S-N curves on random fatigue damage is numerically veriied. Finally, a parameter is demonstrated to characterize the mean vibration frequency of a random process, and hence this parameter can further be considered as a reasonable loading frequency in the fatigue tests of CMCs to obtain more reliable S-N curves.Therefore, the inluence of vibration frequency can be incorporated in the random fatigue model from the two perspectives.展开更多
As the main load-bearing component of fish cages, the floating collar supports the whole cage and undergoes large deformations. In this paper, a mathematical method is developed to study the motions and elastic deform...As the main load-bearing component of fish cages, the floating collar supports the whole cage and undergoes large deformations. In this paper, a mathematical method is developed to study the motions and elastic deformations of elastic floating collars in random waves. The irregular wave is simulated by the random phase method and the statistical approach and Fourier transfer are applied to analyze the elastic response in both time and frequency domains. The governing equations of motions are established by Newton＇s second law, and the governing equations of deformations are obtained based on curved beam theory and modal superposition method. In order to validate the numerical model of the floating collar attacked by random waves, a series of physical model tests are conducted. Good relationship between numerical simulation and experimental observations is obtained. The numerical results indicate that the transfer function of out-of-plane and in-plane deformations increase with the increasing of wave frequency. In the frequency range between 0.6 Hz and 1.1 Hz, a linear relationship exists between the wave elevations and the deformations. The average phase difference between the wave elevation and out-of-plane deformation is 60° with waves leading and the phase between the wave elevation and in-plane deformation is 10° with waves lagging. In addition, the effect of fish net on the elastic response is analyzed. The results suggest that the deformation of the floating collar with fish net is a little larger than that without net.展开更多
In this paper,we consider the admissibility for nonhomogeneous linear estimates on regression coefficients and parameters in multivariate random effect linear model and give eight definitions of different forms for ad...In this paper,we consider the admissibility for nonhomogeneous linear estimates on regression coefficients and parameters in multivariate random effect linear model and give eight definitions of different forms for admissibility. We not only prove that they can be divided into three identical subclasses,but also gain three kinds of necessary and sufficient conditions.展开更多
文摘Adaptive fractional polynomial modeling of general correlated outcomes is formulated to address nonlinearity in means, variances/dispersions, and correlations. Means and variances/dispersions are modeled using generalized linear models in fixed effects/coefficients. Correlations are modeled using random effects/coefficients. Nonlinearity is addressed using power transforms of primary (untransformed) predictors. Parameter estimation is based on extended linear mixed modeling generalizing both generalized estimating equations and linear mixed modeling. Models are evaluated using likelihood cross-validation (LCV) scores and are generated adaptively using a heuristic search controlled by LCV scores. Cases covered include linear, Poisson, logistic, exponential, and discrete regression of correlated continuous, count/rate, dichotomous, positive continuous, and discrete numeric outcomes treated as normally, Poisson, Bernoulli, exponentially, and discrete numerically distributed, respectively. Example analyses are also generated for these five cases to compare adaptive random effects/coefficients modeling of correlated outcomes to previously developed adaptive modeling based on directly specified covariance structures. Adaptive random effects/coefficients modeling substantially outperforms direct covariance modeling in the linear, exponential, and discrete regression example analyses. It generates equivalent results in the logistic regression example analyses and it is substantially outperformed in the Poisson regression case. Random effects/coefficients modeling of correlated outcomes can provide substantial improvements in model selection compared to directly specified covariance modeling. However, directly specified covariance modeling can generate competitive or substantially better results in some cases while usually requiring less computation time.
基金The research project supported by NSFC(1 9631 0 4 0 ) and NSFJ
文摘In this paper,a unified diagnostic method for the nonlinear models with random effects based upon the joint likelihood given by Robinson in 1991 is presented.It is shown that the case deletion model is equivalent to the mean shift outlier model.From this point of view,several diagnostic measures,such as Cook distance,score statistics are derived.The local influence measure of Cook is also presented. A numerical example illustrates that the method is available.
基金The project is partly supported by NSFC (19971085)the Doctoral Program Foundation of the Institute of High Education and the Special Foundation of Chinese Academy of Sciences.
文摘Bayes decision rule of variance components for one-way random effects model is derived and empirical Bayes (EB) decision rules are constructed by kernel estimation method. Under suitable conditions, it is shown that the proposed EB decision rules are asymptotically optimal with convergence rates near O(n-1/2). Finally, an example concerning the main result is given.
基金The project supported by NNSFC (19631040), NSSFC (04BTJ002) and the grant for post-doctor fellows in SELF.
文摘In this paper, it is discussed that two tests for varying dispersion of binomial data in the framework of nonlinear logistic models with random effects, which are widely used in analyzing longitudinal binomial data. One is the individual test and power calculation for varying dispersion through testing the randomness of cluster effects, which is extensions of Dean(1992) and Commenges et al (1994). The second test is the composite test for varying dispersion through simultaneously testing the randomness of cluster effects and the equality of random-effect means. The score test statistics are constructed and expressed in simple, easy to use, matrix formulas. The authors illustrate their test methods using the insecticide data (Giltinan, Capizzi & Malani (1988)).
文摘This paper presents a unified diagnostic method for exponential nonlinear models with random effects based upon the joint likelihood given by Robinson in 1991. The authors show that the case deletion model is equivalent to mean shift outlier model. From this point of view, several diagnostic measures, such as Cook distance, score statistics are derived. The local influence measure of Cook is also presented. Numerical example illustrates that our method is available.
基金supported by National Social Science Foundation of China(21BTJ068)。
文摘In this paper,we consider the statistical inference problems for the fixed effect and variance component functions in the two-way classification random effects model with skewnormal errors.Firstly,the exact test statistic for the fixed effect is constructed.Secondly,using the Bootstrap approach and generalized approach,the one-sided hypothesis testing and interval estimation problems for the single variance component,the sum and ratio of variance components are discussed respectively.Further,the Monte Carlo simulation results indicate that the exact test statistic performs well in the one-sided hypothesis testing problem for the fixed effect.And the Bootstrap approach is better than the generalized approach in the one-sided hypothesis testing problems for variance component functions in most cases.Finally,the above approaches are applied to the real data examples of the consumer price index and value-added index of three industries to verify their rationality and effectiveness.
文摘The coefficient of reliability is often estimated from a sample that includes few subjects. It is therefore expected that the precision of this estimate would be low. Measures of precision such as bias and variance depend heavily on the assumption of normality, which may not be tenable in practice. Expressions for the bias and variance of the reliability coefficient in the one and two way random effects models using the multivariate Taylor’s expansion have been obtained under the assumption of normality of the score (Atenafu et al. [1]). In the present paper we derive analytic expressions for the bias and variance, hence the mean square error when the measured responses are not normal under the one-way data layout. Similar expressions are derived in the case of the two-way data layout. We assess the effect of departure from normality on the sample size requirements and on the power of Wald’s test on specified hypotheses. We analyze two data sets, and draw comparisons with results obtained via the Bootstrap methods. It was found that the estimated bias and variance based on the bootstrap method are quite close to those obtained by the first order approximation using the Taylor’s expansion. This is an indication that for the given data sets the approximations are quite adequate.
文摘Linear mixed model (LMM) approaches have been widely applied in many areas of research data analysis because they offer great flexibility for different data structures and linear model systems. In this study, emphasis is placed on comparing the properties of two LMM approaches: restricted maximum likelihood (REML) and minimum norm quadratic unbiased estimation (MINQUE) with and without resampling techniques being included. Bias, testing power, Type I error, and computing time were compared between REML and MINQUE approaches with and without Jackknife technique based on 500 simulated data sets. Results showed that MINQUE and REML methods performed equally regarding bias, Type I error, and power. Jackknife-based MINQUE and REML greatly improved power compared to non-Jackknife based linear mixed model approaches. Results also showed that MINQUE is more time-saving compared to REML, especially with the use of resampling techniques and large data set analysis. Results from the actual cotton data analysis were in agreement with our simulated results. Therefore, Jackknife-based MINQUE approaches could be recommended to achieve desirable power with reduced time for a large data analysis and model simulations.
文摘A necessary condition for existence of any weakly consistent estimator is presented in nonlinear models with random effects. Under mild regularity conditions, the strong consistency and the asymptotic normality of the estimator are proved. The results of Breslow and Calyton(1993), Lee and Nelder(1996) are improved.
基金supported by National Natural Science Foundation of China (Grant No. 10571070)the China Postdoctoral Science Foundation (Grant No. 20060400514)
文摘This paper first proposes a random effects generalized linear model to evaluate the storage life of one kind of high reliable and small sample-sized products by combining multi-sources information of products coming from the same population but stored at different environments. The relevant algorithms are also provided. Simulation results manifest the soundness and effectiveness of the proposed model.
基金Supported by National Natural Science Foundation of China(Grant Nos.11171263,11201350 and 11371299)Doctoral Fund of Ministry of Education of China(Grant Nos.20110141110004 and 20110141120004)Fundamental Research Funds for the Central Universities
文摘Additive hazards model with random effects is proposed for modelling the correlated failure time data when focus is on comparing the failure times within clusters and on estimating the correlation between failure times from the same cluster, as well as the marginal regression parameters. Our model features that, when marginalized over the random effect variable, it still enjoys the structure of the additive hazards model. We develop the estimating equations for inferring the regression parameters. The proposed estimators are shown to be consistent and asymptotically normal under appropriate regularity conditions. Furthermore, the estimator of the baseline hazards function is proposed and its asymptotic properties are also established. We propose a class of diagnostic methods to assess the overall fitting adequacy of the additive hazards model with random effects. We conduct simulation studies to evaluate the finite sample behaviors of the proposed estimators in various scenarios. Analysis of the Diabetic Retinopathy Study is provided as an illustration for the proposed method.
基金Zhejiang Provincial Natural Science Foundation of China under Grant No.LY20A010019Ministry of Education of China+4 种基金Humanities and Social Science Projects under Grant No.19YJA910006Fundamental Research Funds for the Provincial Universities of Zhejiang under Grant No.GK199900299012-204Zhejiang Provincial Philosophy and Social Science Planning Zhijiang Youth Project of China under Grant No.16ZJQN017YBZhejiang Provincial Statistical Science Research Base Project of China under Grant No.19TJJD08Scientific Research and Innovation Foundation of Hangzhou Dianzi University under Grant No.CXJJ2019008。
文摘In this paper,using the Bootstrap approach and generalized approach,the authors consider the one-sided hypothesis testing problems for variance component functions in the two-way random effects model.Firstly,the test statistics and confidence intervals for the sum of variance components are constructed.Next,the one-sided hypothesis testing problems for the ratio of variance components are also discussed.The Monte Carlo simulation results indicate that the Bootstrap approach is better than the generalized approach in most cases.Finally,the above approaches are applied to the real data examples of mice blood p H and molded plastic part’s dimensions.
基金Supported by a grant (HKBU2030/07P) from the Research Grants Council of Hong Kongthe National Natural Science Foundation of China (Grant No. 10871001)+2 种基金the Humanities and Social Sciences Project of Chinese Ministry of Education (Grant No. 08JC910002)Zhejiang Provincial Natural Science Foundation of China (Grant No. Y6090172)Youth Talent Foundation of Zhejiang Gongshang University, China
文摘In this paper, we consider whether the random effect exists in linear mixed models （LMMs） when only moment conditions are assumed. Based on the estimators of parameters and their asymptotic properties, a Wald-type test is constructed. It is consistent against global alternatives and is sensitive to the local alternatives converging to the null hypothesis at parametric rates, a fastest possibly rate for goodness-of-fit testing. Moreover, a simulation study shows the performance of the test is good. The procedure also applies to a real data.
基金This research received no specific grant from any funding agency in the public,commercial,or not-for-profit sectors
文摘Height–diameter relationships are essential elements of forest assessment and modeling efforts.In this work,two linear and eighteen nonlinear height–diameter equations were evaluated to find a local model for Oriental beech（Fagus orientalis Lipsky） in the Hyrcanian Forest in Iran.The predictive performance of these models was first assessed by different evaluation criteria： adjusted R^2（R^2_（adj））,root mean square error（RMSE）,relative RMSE（%RMSE）,bias,and relative bias（%bias） criteria.The best model was selected for use as the base mixed-effects model.Random parameters for test plots were estimated with different tree selection options.Results show that the Chapman–Richards model had better predictive ability in terms of adj R^2（0.81）,RMSE（3.7 m）,%RMSE（12.9）,bias（0.8）,%Bias（2.79） than the other models.Furthermore,the calibration response,based on a selection of four trees from the sample plots,resulted in a reduction percentage for bias and RMSE of about 1.6–2.7%.Our results indicate that the calibrated model produced the most accurate results.
文摘Objective To compare the efficacy differences between acupuncture and western medicine in treating osteoarthritis of knee joints.Methods One hundred and twenty cases were randomly divided into an acupuncture group and a western medication group with 60 cases in each group.In the acupuncture group,acupuncture was applied mainly at Nèixīyǎn（内膝眼 EX-LE 4）,Dúbí（犊鼻 ST 35）,Yīnlíngquán（阴陵泉 SP 9） and Yánglíngquán（阳陵泉 GB 34） plus other acupoints selected according to syndrome differentiation.In the medication group,Glucosamine Hydrochloride capsules were orally given 3 times daily with 2 capsules each time.Western Ontario and McMaster Universities Osteoarthritis Index（WOMAC）,Medical Outcomes Study 36-Item Short Form Health Survey（SF-36,Chinese version） were used to assess therapeutic effects before treatment,after 4 weeks treatment and 9 weeks after treatment,respectively.Results After 4 weeks of treatment,the total effective rates were 86.7%（52/60） and 88.3%（53/60） in the acupuncture group and the western medication group,respectively,without significant difference（P〈0.05）.In 9 weeks after treatment,the total effective rates were 83.3%（50/60） and 61.7%（37/60） in the acupuncture group and the western medication group,respectively,with significant difference between the two groups（P〈0.05）.According to WOMAC and SF-36,the scores were all improved in both groups（P〈0.05,P〈0.01）,with significant difference in follow-up visit of 9 weeks after treatment between the two groups（P〈0.05,P〈0.01）,but not after 4 weeks of treatments（both P〈0.05）.Conclusion Short-term of therapeutic effects of acupuncture and oral administration of Glucosamine Hydrochloride on osteoarthritis of knee joints are similar,but long-term efficacy in the acupuncture group is better than that in the western medication group.
文摘This paper explores some behavioral factors that may explain the formation of speculative bubbles in financial markets. The study adopts an experimental approach focused on the agents’ behavior when facing a “true” bubble and is incentivized to herd and/or receive information about the market sentiment. For this purpose, a straightforward laboratory experiment that reproduces the dotcom market bubble and asks subjects to forecast asset prices in a true dynamic information scenario. The experiment was conducted in the laboratory of the Faculty of Economics at the University of Salamanca and involved 137 undergraduate students in the degree of economics. The results show that incentives to the herding behavior increase the forecasted volatility and thus contribute to the bubble inflation. Nevertheless, this effect may be offset by giving information to the agents about the expected market trend. Therefore, under herding effects, it is the absence of clear signals about market sentiments what inflates the bubble.
基金supported by the National Science Foundation of China under Grant Nos.71361015,71340010,71371074the Jiangxi Provincial Natural Science Foundation under Grant No.20142BAB201013+2 种基金China Postdoctoral Science Foundation under Grant No.2013M540534China Postdoctoral Fund special Project under Grant No.2014T70615Jiangxi Postdoctoral Science Foundation under Grant No.2013KY53
文摘In the hierarchical random effect linear model, the Bayes estimator of random parameter are not only dependent on specific prior distribution but also it is difficult to calculate in most cases. This paper derives the distributed-free optimal linear estimator of random parameters in the model by means of the credibility theory method. The estimators the authors derive can be applied in more extensive practical scenarios since they are only dependent on the first two moments of prior parameter rather than on specific prior distribution. Finally, the results are compared with some classical models and a numerical example is given to show the effectiveness of the estimators.
基金supports from the National Natural Science Foundation of China (No. 11572086 , No. 11402052 )the New Century Excellent Talent in University (NCET-11-0086)+3 种基金the Natural Science Foundation of Jiangsu province (No. BK20140616 )the Fundamental Research Funds for the Central Universities and the Scientiic Research Innovation Program of Jiangsu Province College Postgraduates (KYLX_0093, KYLX15_0092)the China Scholarship Council ( 201506090047 )the Ministry of Education, Science and Technological Development of Republic of Serbia ( TR 35011 and ON 74001 )
文摘The panel-type structures used in aerospace engineering can be subjected to severe highfrequency acoustic loadings in service. This paper evaluates the frequency-dependent random fatigue of panel-type structures made of ceramic matrix composites（CMCs） under acoustic loadings. Firstly, the high-frequency random responses from the broadband random excitation will result in more stress cycles in a deinite period of time. The probability density distributions of stress amplitudes will be different in different frequency bandwidths, though the peak stress estimations are identical. Secondly, the fatigue properties of CMCs can be highly frequency-dependent. The fatigue evaluation method for the random vibration case is adopted to evaluate the fatigue damage of a representative stiffened panel structure. The frequency effect through S-N curves on random fatigue damage is numerically veriied. Finally, a parameter is demonstrated to characterize the mean vibration frequency of a random process, and hence this parameter can further be considered as a reasonable loading frequency in the fatigue tests of CMCs to obtain more reliable S-N curves.Therefore, the inluence of vibration frequency can be incorporated in the random fatigue model from the two perspectives.
基金financially supported by the National Natural Science Foundation of China(Grant Nos.51239002 and 51221961)Cultivation Plan for Young Agriculture Science and Technology Innovation Talents of Liaoning Province(Grant No.2014008)
文摘As the main load-bearing component of fish cages, the floating collar supports the whole cage and undergoes large deformations. In this paper, a mathematical method is developed to study the motions and elastic deformations of elastic floating collars in random waves. The irregular wave is simulated by the random phase method and the statistical approach and Fourier transfer are applied to analyze the elastic response in both time and frequency domains. The governing equations of motions are established by Newton＇s second law, and the governing equations of deformations are obtained based on curved beam theory and modal superposition method. In order to validate the numerical model of the floating collar attacked by random waves, a series of physical model tests are conducted. Good relationship between numerical simulation and experimental observations is obtained. The numerical results indicate that the transfer function of out-of-plane and in-plane deformations increase with the increasing of wave frequency. In the frequency range between 0.6 Hz and 1.1 Hz, a linear relationship exists between the wave elevations and the deformations. The average phase difference between the wave elevation and out-of-plane deformation is 60° with waves leading and the phase between the wave elevation and in-plane deformation is 10° with waves lagging. In addition, the effect of fish net on the elastic response is analyzed. The results suggest that the deformation of the floating collar with fish net is a little larger than that without net.
文摘In this paper,we consider the admissibility for nonhomogeneous linear estimates on regression coefficients and parameters in multivariate random effect linear model and give eight definitions of different forms for admissibility. We not only prove that they can be divided into three identical subclasses,but also gain three kinds of necessary and sufficient conditions.
