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JournalISSN: 0319-5724

Canadian Journal of Statistics-revue Canadienne De Statistique 

Wiley-Blackwell
About: Canadian Journal of Statistics-revue Canadienne De Statistique is an academic journal published by Wiley-Blackwell. The journal publishes majorly in the area(s): Estimator & Population. It has an ISSN identifier of 0319-5724. Over the lifetime, 1857 publications have been published receiving 38879 citations. The journal is also known as: CJS & Revue canadienne de statistique.


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Journal ArticleDOI
TL;DR: The authors proposed a conservative prior distribution for variance components, which deliberately gives more weight to smaller values and is appropriate for investigators who are skeptical about the presence of variability in the second-stage parameters (random effects).
Abstract: Bayesian hierarchical models typically involve specifying prior distributions for one or more variance components. This is rather removed from the observed data, so specification based on expert knowledge can be difficult. While there are suggestions for "default" priors in the literature, often a condi tionally conjugate inverse-gamma specification is used, despite documented drawbacks of this choice. The authors suggest "conservative" prior distributions for variance components, which deliberately give more weight to smaller values. These are appropriate for investigators who are skeptical about the presence of variability in the second-stage parameters (random effects) and want to particularly guard against inferring more structure than is really present. The suggested priors readily adapt to various hierarchical modelling settings, such as fitting smooth curves, modelling spatial variation and combining data from multiple sites. Lois a priori conservatrices pour les parametres de variance de modeles hierarchiques Rgsum6: Les modeles bay6siens hierarchiques comportent g6n6ralement une ou des composantes de va riance que l'on doit doter de lois a priori. Le choix de ces lois est delicat car la variation est un aspect des donn6es difficile a cemer. De toutes les lois a priori "par defaut," une loi conjuguee inverse-gamma con ditionnelle est la plus souvent employ6e, malgr6 ses inconvenients. Les auteurs proposent des lois a priori "conservatrices" pour les composantes de la variance qui privilegient les petites valeurs. Elles conviennent bien aux situations oiu le chercheur s'interroge sur la presence r6elle de variabilit6 dans les parametres de deuxieme degre (effets aleatoires) et qu'il veut eviter d'imposer une structure artificielle. Les lois a priori sugg6rdes s'adaptent A diverses situations propices a la mod6lisation hierarchique, notamment l'ajustement de courbes lisses et la modelisation de variation spatiale ou de donn6es issues de nombreux sites.

1,184 citations

Journal ArticleDOI
TL;DR: In this paper, negative binomial regression models are compared with quasilikelihood methods for dealing with extra-Poisson variation when doing regression analysis of count data and the efficiency and robustness properties of inference procedures based on them are examined.
Abstract: A number of methods have been proposed for dealing with extra-Poisson variation when doing regression analysis of count data. This paper studies negative-binomial regression models and examines efficiency and robustness properties of inference procedures based on them. The methods are compared with quasilikelihood methods. Plusieurs methodes ont ete proposees en vue de traiter le probleme de la variation extra-poissonnienne dans une analyse de regression pour donnees de denombrement. Cet article a pour objet l'etude de modeles de regression binomiale negative et se penche sur les proprietes d'efficacite et de robustesse des methodes inferentielles decoulant des modeles. Ces dernieres sont comparees aux methodes de quasi-vraisemblancce.

1,057 citations

Journal ArticleDOI
TL;DR: In this paper, the authors present a comprehensive compilation of the main statistical approaches to this problem, descriptions and characterizations of the underlying models, and discussions of related statistical methodologies for estimation and confidence-interval construction.
Abstract: In 1960, Cohen introduced the kappa coefficient to measure chance-corrected nominal scale agreement between two raters. Since then, numerous extensions and generalizations of this interrater agreement measure have been proposed in the literature. This paper reviews and critiques various approaches to the study of interrater agreement, for which the relevant data comprise either nominal or ordinal categorical ratings from multiple raters. It presents a comprehensive compilation of the main statistical approaches to this problem, descriptions and characterizations of the underlying models, and discussions of related statistical methodologies for estimation and confidence-interval construction. The emphasis is on various practical scenarios and designs that underlie the development of these measures, and the interrelationships between them.

894 citations

Journal ArticleDOI
TL;DR: In this paper, the authors investigate several nonparametric methods, such as the bootstrap, the jackknife, the delta method, and other related techniques, to assign non-parametric standard errors to a real-valued statistic.
Abstract: We investigate several nonparametric methods; the bootstrap, the jackknife, the delta method, and other related techniques. The first and simplest goal is the assignment of nonparametric standard errors to a real-valued statistic. More ambitiously, we consider setting nonparametric confidence intervals for a real-valued parameter. Building on the well understood case of confidence intervals for the median, some hopeful evidence is presented that such a theory may be possible.

693 citations

Journal ArticleDOI
TL;DR: In this paper, a new class of distributions by introducing skewness in multivariate ellip-tically symmetric distributions was developed, which is obtained by using transformation and conditioning.
Abstract: The authors develop a new class of distributions by introducing skewness in multivariate ellip- tically symmetric distributions. The class, which is obtained by using transformation and conditioning, contains many standard families including the multivariate skew-normal and distributions. The authors obtain analytical forms of the densities and study distributional properties. They give practical applica- tions in Bayesian regression models and results on the existence of the posterior distributions and moments under improper priors for the regression coefficients. They illustrate their methods using practical examples.

616 citations

Performance
Metrics
No. of papers from the Journal in previous years
YearPapers
202330
202269
202195
202036
201937
201836