This companion in theoretical econometrics is the first in a series of companions in economics published by Blackwell. The emphasis is on graduate students of econometrics and professional researchers who need a guide, a friend, a companion to lead them through this exciting yet ever growing and expanding field. This is not a handbook of long chapters or exhaustive surveys on the subject. These…
Modelling based on the Birnbaum–Saunders distribution has received considerable attention in recent years. In this article, we introduce a new approach for Birnbaum–Saunders regression models, which allows us to analyze data in their original scale and to model non-constant variance. In addition, we propose four types of residuals for these models and conduct a simulation study to establish…
We propose a general approach based on the concept of overdispersion for specification of a random effects model (REM) in meta-analysis. This approach is similar to that used in generalized linear models, and includes the traditional REM as a particular case. A key feature of the model is the interpretation of the multiplicative factor as an intra-class correlation parameter. We provide several…
In this article, we consider a novel regression model with observed factors. To allow for the prediction of future observations, we model the observed factors using a flexible multivariate stochastic volatility (MSV) structure with separate dynamics for the volatilities and the correlation matrix. The correlation matrix of the factors is time varying, and its evolution is described by an in…
In oncology, overall survival (OS) is the optimal endpoint for measuring the clinical benefit. However, and contrary to progression-free survival (PFS) which represents a potential surrogate endpoint of OS in clinical trials, OS often requires a long follow-up where the effect of the studied treatment may be diluted by subsequent therapies. In the literature, the relationship between PFS and OS…
A well-known effect size measure in evidence-based medicine is the number-needed-to-treat (NNT) in order to get one more responder or one more patient with improvement. It is defined as the reciprocal of the simple risk difference of the two groups being compared (test group with innovation product and control group). The NNT effect size measure has been largely accepted in the scientific c…
Spatial epidemiology has benefited greatly from advances in geographic information system technology, which permits extensive study of associations between various health responses and a wide array of socioeconomic and environmental factors. However, many spatial epidemiological datasets have missing values for a substantial proportion of spatial variables, such as the census tract of residen…
Most statistical developments in the joint modelling area have focused on the shared random-effect models that include characteristics of the longitudinal marker as predictors in the model for the timeto- event. A less well-known approach is the joint latent class model which consists in assuming that a latent class structure entirely captures the correlation between the longitudinal marker …
We discuss inference for longitudinal clinical trials subject to possibly informative dropout. A selection of available methods is reviewed for the simple case of trials with two timepoints. Using data from two such clinical trials, each with two treatments, we demonstrate that different analysis methods can at times lead to quite different conclusions from the same data. We investigate prop…
Markers are internal host factors that measure the current disease or recovery status of an individual. Individuals with more advanced disease progression are more likely to drop out, e.g. because they die. Marker data after dropout are missing. Such missingness is certainly not completely at random. A mixed effects model can be used if missingness of the marker data depends on measured mark…
This book is about the use of modern statistical methods for quality control and improvement. It provides comprehensive coverage of the subject from basic principles to state-of-the-art concepts and applications. The objective is to give the reader a sound understanding of the principles and the basis for applying them in a variety of situations. Although statistical techniques are emphasize…
This new and updated deals with all aspects of Monte Carlo simulation of complex physical systems encountered in condensed-matter physics and statistical mechanics as well as in related fields, for example polymer science, lattice gauge theory and protein folding. After briefly recalling essential background in statistical mechanics and probability theory, the authors give a succinct ove…
This is an introductory textbook for a first course in applied statistics and probability for undergraduate students in engineering and the physical or chemical sciences. These individuals play a significant role in designing and developing new products and manufacturing systems and processes, and they also improve existing systems. Statistical methods are an important tool in these activit…
The idea for this book grew out of discussions between the statistics faculty and the engineering faculty at the Colorado School of Mines regarding our introductory statistics course for engineers. Our engineering faculty felt that the students needed substantial coverage of propagation of error, as well as more emphasis on model-fitting skills. The statistics faculty believed that students…
Statistical methods are an important part of the education of any engineering student. This was formally recognized by the Accreditation Board for Engineering and Technology (ABET) when, several years ago, education in probability and statistics became an ABET requirement for all undergraduate engineering majors. Specific topics within the broad field of probability and statistics were not …
This is an introductory textbook for a first course in applied statistics and probability for undergraduate students in engineering and the physical or chemical sciences. These individuals play a significant role in designing and developing new products and manufacturing systems and processes, and they also improve existing systems. Statistical methods are an important tool in these activiti…
There are four main reasons why I wrote this book. First, six sigma consultants have taught us that people do not need to be statistical experts to gain benefits from applying methods under such headings as “statistical quality control” (SQC) and “design of experiments” (DOE). Some college-level books intertwine the methods and the theory, potentially giving the mistaken impression …
This is an introductory textbook for a first course in applied statistics and probability for undergraduate students in engineering and the physical or chemical sciences. These individuals play a significant role in designing and developing new products and manufacturing systems and processes, and they also improve existing systems. Statistical methods are an important tool in these activities…
All my earlier books (Dynamic Analysis and Feedback Control [1962]; Measurement Systems, fi ve editions [1966–2004]; System Dynamics [1972]; System Modeling and Response [1980]; Control System Principles and Design [1985]; Engineering Experimentation [1995]; and System Dynamics: Modeling, Analysis, Simulation, Design [1998]) were designed as engineering textbooks to be used as aids in te…
The acquisition of reliable and defensible environmental data through proper sampling and analytical technique is often an essential part of the careers for many environmental professionals. However, there is currently a very diverse and diffuse source of literature in the field of environmental sampling and analysis. The nature of the literature often makes beginners and even skilled envir…
Beginning with the first edition of this book, the goal has been to introduce a broad array of techniques for the examination and analysis of a wide variety of data that may be encountered in diverse areas of biological studies. As such, the book has been called upon to fulfill two purposes. First, it has served as an introductory textbook, assuming no prior knowledge of statistics. Second,…
The purpose of this book is to provide an introduction to principles of probability, random variables, and random processes and their applications. The book is designed for students in various disciplines of engineering, science, mathematics, and management. It may be used as a textbook and/or as a supplement to all current comparable texts. It should also be useful to those interested in th…
We are all familiar with the importance of experiments in science and engineering. Experimentation is useful to us because we can assume that if we perform certain experiments under very nearly identical conditions, we will arrive at results that are essentially the same. In these circumstances, we are able to control the value of the variables that affect the outcome of the experiment. Howe…
A course of Quantum Mechanics, like the one taught at Ecole Polytechnique, is devoted to the description of the state of an individual particle, or possibly of a few ones. Conversely, the topic of this book will be the study of systems∗ containing very many particles, of the order of the Avogadro number N, for example the molecules in a gas, the components of a chemical reaction, the ads…
Abstract In regression models not only the parameter estimates and signicances of explanatory variables are of interest, but also the degree to which variation in the dependent variable can be explained by covariates. In recent publications an R2-measure based on deviance was recommended for Poisson regression models, one of the most frequently used modelling tools in epidemiological studies.…