Accession Number : ADA119724

Title :   Self-Critical and Robust Procedures for the Analysis of Univariate Complete Data.

Descriptive Note : Interim technical rept.,


Personal Author(s) : Paulson,A S ; Presser,M A ; Nicklin,E H

PDF Url : ADA119724

Report Date : 01 Jun 1982

Pagination or Media Count : 38

Abstract : A statistical sensitivity analysis may be defined and performed in terms of the response of a vector of parameter estimates to variation in the way sample information is processed vis-a vis to tentative underlying model. The mode of information processing is a generalization of likelihood and is indexed on a non-statistical parameter c. The case c = 0 corresponds to maximum likelihood. If the vector of parameter estimates is stable under moderate increase of the index c from 0, the tentative model and the data are internally consistent. A general procedure for the conduct of such sensitivity analyses is given along with several illustrations. For fixed, positive values of the index, one obtains a general robust estimation procedure. (Author)

Descriptors :   *Statistical analysis, *Variations, *Maximum likelihood estimation, *Information processing, Vector analysis, Parameters, Sensitivity, Value, Stability

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE