Journal of the Japanese Society of Computational Statistics
Online ISSN : 1881-1337
Print ISSN : 0915-2350
ISSN-L : 0915-2350
Volume 21, Issue 1
Displaying 1-3 of 3 articles from this issue
  • Masayuki Jimichi
    2008 Volume 21 Issue 1 Pages 1-20
    Published: 2008
    Released on J-STAGE: December 09, 2009
    JOURNAL FREE ACCESS
    In this paper, we explain the exact moments of a feasible generalized ridge regression (FGRR) estimator and its related mean squared error (MSE) criteria. We propose a new form of the cross moment of the FGRR estimators which is useful for several evaluations. Numerical evaluations of them are also given for some selected values of non-centrality parameters and degrees of freedom, and some MSE criteria between the ordinary least squares (OLS) estimator and the FGRR estimator are compared. Note that some results are more precise than previous work.
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  • Hidetoshi Murakami, Shin-ichi Tsukada, Yuichi Takeda
    2008 Volume 21 Issue 1 Pages 21-30
    Published: 2008
    Released on J-STAGE: December 09, 2009
    JOURNAL FREE ACCESS
    A test statistic for the equality of the j-th largest eigenvalues of the covariance matrix in a multipopulation is proposed. Asymptotic distribution of the statistic is derived under the normal population when the sample sizes are equal. By simulation studies, we investigate the power of a test using the suggested statistic for normal, contaminated normal and skew normal populations, and compare it with two nonparametric tests.
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  • Yuichi Kawata, Manabu Iwasaki
    2008 Volume 21 Issue 1 Pages 31-44
    Published: 2008
    Released on J-STAGE: December 09, 2009
    JOURNAL FREE ACCESS
    Pretest-posttest research designs are frequently employed in various research fields to eliminate individual variability so as to precisely assess treatment effects. In pretest-posttest designs, screening is often performed on the baseline values to determine whether subjects are to be enrolled to the study. To assess the effectiveness of the treatment considered, the t test or the analysis of variance is often employed. Such procedures require normality of the underlying distribution. Even if the pretest and posttest scores jointly follow a bivariate normal distribution, screening of the pretest score will unquestionably depart from the normality assumption. Little research, however, has been done to assess the extent of non-normality under such a situation. The present paper examines the extent of non-normality caused by screening of the pretest scores. Under a bivariate normal distribution for pretest and posttest scores, the degree of departure from normality is assessed in terms of Kullback-Leibler divergence, skewness, and kurtosis of distributions for several types of screening schemes. Situations of maximum departure from normality will be identified. It is shown that, even at such a maximum departure from normality, the extent of departure is not so large, and hence our use of the t test and the analysis of variance can be validated from the viewpoint of robustness.
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