JOURNAL OF THE JAPAN STATISTICAL SOCIETY

PATH ANALYSIS WITH LOGISTIC REGRESSION MODELS : EFFECT ANALYSIS OF FULLY RECURSIVE CAUSAL SYSTEMS OF CATEGORICAL VARIABLES

Nobuoki Eshima, Minoru Tabata, Geng Zhi

2001 年 31 巻 1 号 p. 1-14
発行日: 2001年
公開日: 2008/04/14

DOIhttps://doi.org/10.14490/jjss1995.31.1

ジャーナルフリー

抄録を表示する抄録を非表示にする

This paper discusses path analysis of categorical variables with logistic regression models. The total, direct and indirect effects in fully recursive causal systems are considered by using model parameters. These effects can be explained in terms of log odds ratios, uncertainty differences, and an inner product of explanatory variables and a response variable. A study on food choice of alligators as a numerical exampleis reanalysed to illustrate the present approach.

抄録全体を表示

PDF形式でダウンロード (1057K)
PROPERTY OF THE RC(M) ASSOCIATION MODEL AND A SUMMARY MEASURE OF ASSOCIATION IN THE CONTINGENCY TABLE

Nobuoki Eshima, Minoru Tabata, Masaaki Tsujitani

2001 年 31 巻 1 号 p. 15-26
発行日: 2001年
公開日: 2008/04/14

DOIhttps://doi.org/10.14490/jjss1995.31.15

ジャーナルフリー

抄録を表示する抄録を非表示にする

The RC(M) association model is designed for analyzing the association in two-way contingency tables. First, the RC(M) association model is discussed through entropy, and it is shown that the entropy in the model is decreased in the direction of the intrinsic association parameter vector, and that the Pearson product-moment correlation coefficients of row and column scores increase in the corresponding intrinsic association parameters. Second, a summary measure of association between two categorical variables in the RC(W) association model is proposed, and the relation-ship between the association measure and the intrinsic association parameter vector is investigated. Lastly, the present paper applies the discussion to the multivariate normal distribution.

抄録全体を表示

PDF形式でダウンロード (1020K)
ESTIMATING THE EMBEDDING DIMENSION AND DELAY TIME FROM CHAOTIC TIME SERIES WITH DYNAMIC NOISE

Kaoru Fueda, Takashi Yanagawa

2001 年 31 巻 1 号 p. 27-38
発行日: 2001年
公開日: 2008/04/14

DOIhttps://doi.org/10.14490/jjss1995.31.27

ジャーナルフリー

抄録を表示する抄録を非表示にする

This paper considers the chaotic time series with additive dynamic noise. Defining the embedding dimension and delay time, we discuss their mathematical properties. A method of estimating the embedding dimension and delay time is proposed, and the consistency of the estimators is proved.

抄録全体を表示

PDF形式でダウンロード (754K)
CALCULATION METHOD FOR NONLINEAR DYNAMIC LEAST-ABSOLUTE DEVIATIONS ESTIMATOR

Kohtaro Hitomi, Masato Kagihara

2001 年 31 巻 1 号 p. 39-51
発行日: 2001年
公開日: 2008/04/14

DOIhttps://doi.org/10.14490/jjss1995.31.39

ジャーナルフリー

抄録を表示する抄録を非表示にする

In a nonlinear dynamic model, the consistency and asymptotic normality of the Nonlinear Least-Absolute Deviations (NLAD) estimator were proved by Weiss (1991), even though they are difficult to compute in practice. Overcoming this difficulty will be critical if the NLAD estimator is to become practical. We propose an approximated NLAD estimator with the same asymptotic properties as the original with the exception that ours is easier to use.

抄録全体を表示

PDF形式でダウンロード (964K)
CONSERVATIVE TENDENCY OF THE CRUDE ODDS RATIO

Masayuki Doi, Tadashi Nakamura, Eiji Yamamoto

2001 年 31 巻 1 号 p. 53-65
発行日: 2001年
公開日: 2008/04/14

DOIhttps://doi.org/10.14490/jjss1995.31.53

ジャーナルフリー

抄録を表示する抄録を非表示にする

A crude odds ratio can differ from stratum-specific odds ratios conducted for controlling a potential confounder. In this paper, a contour method is proposed to prove conservative tendency of the crude odds ratio when the risk factor is independent of the exposure and the two stratum-specific odds ratios are common. The argument is also referred in the case when the risk factor is dependent on the exposure.

抄録全体を表示

PDF形式でダウンロード (1185K)
IMPROVING THE 'HKB' ORDINARY TYPE RIDGE ESTIMATOR

Takakatsu Inoue

2001 年 31 巻 1 号 p. 67-83
発行日: 2001年
公開日: 2008/04/14

DOIhttps://doi.org/10.14490/jjss1995.31.67

ジャーナルフリー

抄録を表示する抄録を非表示にする

The HKB estimator of Hoerl, Kennard and Baldwin is known to be an ordinaryridge type shrinkage estimator and an adjustment of degrees of freedom in the ordinary ridge estimator of Farebrother. The HKB estimator has a smaller predictive mean squared error (MSE) than the positive-part Stein-rule (PP) estimator in the wide region of the noncentral parameter when the degrees of freedom q=3∼6, but does not satisfy the sufficient condition to dominate the OLS estimator of Baranchik or Efron and Morris when q=3. In this paper, a sufficient condition to dominate the OLS estimator is derived, and the modified HKB estimator is constructed to dominate the OLS estimator and have a smaller MSE than the PP estimator in the wide region of the noncentral parameter.

抄録全体を表示

PDF形式でダウンロード (1110K)
ASYMPTOTIC COMPARISONS OF U-STATISTICS, V-STATISTICS AND LIMITS OF BAYES ESTIMATES BY DEFICIENCIES

Toshifumi Nomachi, Hajime Yamato

2001 年 31 巻 1 号 p. 85-98
発行日: 2001年
公開日: 2008/04/14

DOIhttps://doi.org/10.14490/jjss1995.31.85

ジャーナルフリー

抄録を表示する抄録を非表示にする

As estimators of estimable parameters, we consider three statistics which are U-statistic, V-statistic and limit of Bayes estimate. This limit of Bayes estimate, called LB-statistic in this paper, is obtained from Bayes estimate of estimable parameter based on Dirichlet process, by letting its parameter tend to zero. For the estimable parameter with non-degenerate kernel, the asymptotic relative efficiencies of LB-statistic with respect to U-statistic and V-statistic and that of V-statistic with respect to U-statistic are equal to one. We show asymptotic differences among LB-statistic, U-statistic and V-statistic by using the deficiency.

抄録全体を表示

PDF形式でダウンロード (1078K)
ASYMPTOTIC APPROXIMATIONS OF THE INVERSE MOMENT OF THE NONCENTRAL CHI-SQUARED VARIABLE

Teruo Fujioka

2001 年 31 巻 1 号 p. 99-109
発行日: 2001年
公開日: 2008/04/14

DOIhttps://doi.org/10.14490/jjss1995.31.99

ジャーナルフリー

抄録を表示する抄録を非表示にする

The inverse moment of the noncentral chi-squared variable is approximated in simple forms based on its asymptotic expansions. The inverse moment is expanded as the noncentrality parameter tends to infinity proportionally to degrees of freedom. Accuracies of our approximations can be examined through numerical evaluation. It is observed that our approximations perform well in a wide range of values of the noncentrality parameter or degrees of freedom.

抄録全体を表示

PDF形式でダウンロード (793K)
THE LOWER BOUND FOR MSE IN STATISTICAL PREDICTION THEORY

Yoichi Miyata

2001 年 31 巻 1 号 p. 111-127
発行日: 2001年
公開日: 2008/04/14

DOIhttps://doi.org/10.14490/jjss1995.31.111

ジャーナルフリー

抄録を表示する抄録を非表示にする

This paper is concerned with an inequality for MSE in statistical prediction theory. Takeuchi (1975) provided the inequality for a risk of unbiased predictor under certain regularity conditions. We shall provide an inequality for MSE of an unbiased predictor from L²-differentiability of densities point of view. In addition, this inequality is simplified and corresponded to the above under slightly stronger conditions. We shall also state the criterion for L²-differentiability in the case that an observable random vector and a predictive random variable are not independent.

抄録全体を表示

PDF形式でダウンロード (1077K)

J-STAGEへの登録はこちら（無料）