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作者：Lin, XH; Zhang, DW
作者单位：University of Michigan System; University of Michigan; North Carolina State University
摘要：Generalized additive mixed models are proposed for overdispersed and correlated data, which arise frequently in studies involving clustered, hierarchical and spatial designs. This class of models allows flexible functional dependence of an outcome variable on covariates by using nonparametric regression, while accounting for correlation between observations by using random effects. We estimate nonparametric functions by using smoothing splines and jointly estimate smoothing parameters and vari...
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作者：Fan, JQ; Chen, JW
作者单位：University of North Carolina; University of North Carolina Chapel Hill; Chinese University of Hong Kong
摘要：Local quasi-likelihood estimation is a useful extension of local least squares methods, but its computational cost and algorithmic convergence problems make the procedure less appealing, particularly when it is iteratively used in methods such as the back-fitting algorithm, cross-validation and bootstrapping. A one-step local quasi-likelihood estimator is introduced to overcome the computational drawbacks of the local quasi-likelihood method. We demonstrate that as long as the initial estimato...
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作者：Yang, LJ; Tschernig, R
作者单位：Michigan State University; Humboldt University of Berlin
摘要：The existence and properties of optimal bandwidths for multivariate local linear regression are established, using either a scalar bandwidth for all regressors or a diagonal bandwidth vector that has a different bandwidth for each regressor. Both involve functionals of the derivatives of the unknown multivariate regression function. Estimating these functionals is difficult primarily because they contain multivariate derivatives. In this paper, an estimator of the multivariate second derivativ...
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作者：Lee, SMS
作者单位：University of Hong Kong
摘要：It is widely known that bootstrap failure can often be remedied by using a technique known as the 'm out of n' bootstrap, by which a smaller number, m say, of observations are resampled from the original sample of size n, In successful cases of the bootstrap, the m out of n bootstrap is often deemed unnecessary. We show that the problem of constructing nonparametric confidence intervals is an exceptional case. By considering a new class of m out of n bootstrap confidence limits, we develop a c...
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作者：Henderson, R; Oman, P
作者单位：Lancaster University; Northumbria University
摘要：Unexplained heterogeneity in univariate survival data end association in multivariate survival can both be modelled by the inclusion of frailty effects. This paper investigates the consequences of ignoring frailty in analysis, fitting misspecified Cox proportional hazards models to the marginal distributions. Regression coefficients are biased towards 0 by an amount which depends in magnitude on the variability of the frailly terms and the form of frailty distribution. The bias is reduced when...
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作者：Lin, DY; Yip, PSF
作者单位：University of Washington; University of Washington Seattle; University of Hong Kong
摘要：We use a class of parametric counting process regression models that are commonly employed in the analysis of failure time data to formulate the subject-specific capture probabilities for removal and recapture studies conducted in continuous time. We estimate the regression parameters by modifying the conventional likelihood score function for left-truncated and right-censored data to accommodate an unknown population size and missing covariates on uncaptured subjects, and we subsequently esti...
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作者：Haslett, J
作者单位：Trinity College Dublin
摘要：A general. simple and intuitive derivation is provided for diagnostics associated with the deletion of arbitrary subsets for the linear model with general covariance structure. These are seen to be most simply expressed, even for the well-studied case of independent and identically distributed data, in terms of a residual known variously as the conditional residual, the deletion prediction residual and the cross-validation residual. Particularly simple specializations arise when the subsets ar...
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作者：Lee, SMS; Young, GA
作者单位：University of Cambridge; University of Hong Kong
摘要：A double-bootstrap confidence interval must usually be approximated by a Monte Carlo simulation, consisting of two nested levels of bootstrap sampling. We provide an analysis of the coverage accuracy of the interval which takes account of both the inherent bootstrap and Monte Carlo errors. The analysis shows that, by a suitable choice of the number of resamples drawn at the inner level of bootstrap sampling, we can reduce the order of coverage error. We consider also the effects of performing ...
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作者：Chen, MH; Ibrahim, JG; Yiannoutsos, C
作者单位：Harvard University; Harvard T.H. Chan School of Public Health; Harvard University; Harvard University Medical Affiliates; Dana-Farber Cancer Institute; Worcester Polytechnic Institute
摘要：Bayesian selection of variables is often difficult to carry out because of the challenge in specifying prior distributions for the regression parameters for all possible models, specifying a prior distribution on the model space and computations. We address these three issues for the logistic regression model. For the first, we propose an informative prior distribution for variable selection. Several theoretical and computational properties of the prior are derived and illustrated with several...
