In clinical research, study subjects may experience multiple events that are observed and recorded periodically. To analyze transition patterns of disease processes, it is desirable to use those multiple events over time in the analysis. This study proposes a multi-state Markov model with...

Mixture models may arise for a variety of reasons in survival data analysis. This paper shows how such models that involve potentially complex cross-classification by covariates may be easily fitted using a package such as GLIM. The method employs an auxiliary Poisson-binomial model in order to...

In this paper, we consider the size and power of a set of cointegration tests in a number of Monte Carlo simulations. The behaviour of the competing methods is investigated in diff erent situations, including diff erent levels of variance and correlation in the error processes. The impact of...

When there is an interest in forecasting the growth rates as well as the levels of a single macro-economic time series, a practitioner faces the question of whether a forecasting model should be constructed for growth rates, for levels, or for both. In this paper, we investigate this issue for...

Spinal deformity is a more common problem in children than is usually realized, and early diagnosis is highly desirable. One current measure of detection is quite crude, with an angle being taken by hand from X-rays. In this paper, we present some thoughts and exploratory results for assisting...

In regression analysis, the matrix H = X (XTX)-1XT is known as the 'hat' or 'projection' matrix, among other names. It has been studied by many authors from different perspectives. The main area of study has been the type of measure best adapted to detect leverage points in linear regression....

This paper presents and applies a local generalized method of moments (LGMM) estimator for regression functions. The method is an extension of previous results obtained by Gozalo and Linton. The LGMM estimation procedure can be applied to estimate a mean regression function and its derivatives...

Using a sample of medical malpractice insurance claims closed between 1 October 1985 and 1 October 1989 in the USA, we estimate the impact of legal reforms on the longevity of disputes, via a competing risks model that accounts for length-biased sampling and a finite sampling horizon. We find...

Antedependence modelling has previously been shown to be useful for twogroup discriminant analysis of high-dimensional data. In this paper, the theory of such models is extended to multi-group discriminant analysis and to canonical variate analysis for data display. The application of...

In finite population sampling, it has long been known that, for small sample sizes, when sampling from a skewed population, the usual frequentist intervals for the population mean cover the true value less often than their stated frequency of coverage. Recently, a non-informative Bayesian...