Missing observations in regression: a conditional approach [PDF]
This note presents an alternative to multiple imputation and other approaches to regression analysis in the presence of missing covariate data. Our recommendation, based on factorial and fractional factorial arrangements, is more faithful to ancillarity ...
H. S. Battey, D. R. Cox
doaj +2 more sources
Elucidating the foundations of statistical inference with 2 x 2 tables. [PDF]
To many, the foundations of statistical inference are cryptic and irrelevant to routine statistical practice. The analysis of 2 x 2 contingency tables, omnipresent in the scientific literature, is a case in point.
Leena Choi +2 more
doaj +2 more sources
Relationships Between Self-Esteem and Personal Attributes, Income, Consumption, and Assets: Japanese Panel Study [PDF]
Self-esteem is a key topic in psychology and health research. It influences well-being, happiness, and even medicine. However, existing studies on self-esteem have yielded conflicting results, suggesting that a global consensus remains elusive.
Makoto Nakakita +4 more
doaj +2 more sources
Combining Statistical Evidence When Evidence Is Measured by Relative Belief [PDF]
The problem of combining statistical evidence concerning an unknown, contained in each of the k Bayesian inference bases, is discussed. This can be considered as being related to the problem of pooling k priors to determine a consensus prior, but the ...
Michael Evans
doaj +2 more sources
Dealing with Stochastic Volatility in Time Series Using the R Package stochvol [PDF]
The R package stochvol provides a fully Bayesian implementation of heteroskedasticity modeling within the framework of stochastic volatility. It utilizes Markov chain Monte Carlo (MCMC) samplers to conduct inference by obtaining draws from the posterior ...
Gregor Kastner
doaj +4 more sources
Ignorability, Sufficiency and Ancillarity
Summary This paper explores the relationship between ignorability, sufficiency and ancillarity in the coarse data model of Heitjan and Rubin. Bayes or likelihood ignorability has a natural relationship to sufficiency, and frequentist ignorability an analogous relationship to ancillarity.
exaly +3 more sources
A Second-Order Investigation of Asymptotic Ancillarity
The paper deals with approximate ancillarity as discussed by \textit{B. Efron} and \textit{D. V. Hinkley} [Biometrika 65, 457-487 (1978; Zbl 0401.62002)]. In the multivariate i.i.d. case the second-order Edgeworth expansion of the MLE given a normalized version of the second derivative of the log-likelihood at its maximum is derived, which is a ...
Ib Michael M Skovgaard
exaly +4 more sources
Fisher information, sufficiency, and ancillarity: some clarifications [PDF]
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nitis Mukhopadhyay
exaly +2 more sources
On the Concepts of Sufficiency and Ancillarity in the Presence of Nuisance Parameters
Summary Examples are presented to show how ambiguities may arise from attempts to define and apply analogues of sufficiency and ancillarity in the presence of nuisance parameters. It is necessary to tread with caution if one wishes to avoid inconsistencies or unexpected consequences inherent in principles which, on first acquaintance ...
exaly +3 more sources
Asymptotic Ancillarity and Conditional Inference for Stochastic Processes
The author aims to obtain limit theorems for the distributions of parameter estimators conditional on observed information. In greater generality, conditioning on any asymptotically ancillary statistic which includes data asymptotically equivalent to the observed information, is considered.
exaly +3 more sources

