-
作者：Wang, Lu; Rotnitzky, Andrea; Lin, Xihong; Millikan, Randall E.; Thall, Peter F.
-
作者：Johnson, Valen E.; Rossell, David
作者单位：University of Texas System; UTMD Anderson Cancer Center; Barcelona Institute of Science & Technology; Institute for Research in Biomedicine - IRB Barcelona
摘要：Standard assumptions incorporated into Bayesian model selection procedures result in procedures that are not competitive with commonly used penalized likelihood methods. We propose modifications of these methods by imposing nonlocal prior densities on model parameters. We show that the resulting model selection procedures are consistent in linear model settings when the number of possible covariates p is bounded by the number of observations n, a property that has not been extended to other mo...
-
作者：Sobel, Michael E.
作者单位：Columbia University
摘要：Social scientists have generated a large and inconclusive literature on the effect(s) of marriage on men's wages. Researchers have hypothesized that the wage premium enjoyed by married men may reflect both a tendency for more productive men to marry and an effect of marriage on productivity. To sort out these explanations, researchers have used fixed effects regression models for panel data to adjust for selection on unobserved time-invariant confounders, interpreting coefficients for the time...
-
作者：Hall, Peter; Schimek, Michael G.
作者单位：University of Melbourne; University of Graz
摘要：Consider a problem where N items (objects or individuals) are judged by assessors using their perceptions of a set of performance criteria, or alternatively by technical devices. In particular, two assessors might rank the items between 1 and N on the basis of relative performance, independently of each other. We can aggregate the rank lists by assigning one if the two assessors agree, and zero otherwise, and we can modify this approach to make it robust against irregularities. In this article...
-
作者：Todorov, Viktor; Tauchen, George
作者单位：Northwestern University; Duke University
摘要：This article develops a nonparametric estimator of the stochastic volatility density of a discretely observed Ito semimartingale in the setting of an increasing time span and finer mesh of the observation grid. There are two basic steps involved. The first step is aggregating the high-frequency increments into the realized Laplace transform, which is a robust nonparametric estimate of the underlying volatility Laplace transform. The second step is using a regularized kernel to invert the reali...
-
作者：Frumento, Paolo; Mealli, Fabrizia; Pacini, Barbara; Rubin, Donald B.
作者单位：Karolinska Institutet; University of Florence; University of Pisa; Harvard University
摘要：The effects of a job training program, Job Corps, on both employment and wages are evaluated using data from a randomized study. Principal stratification is used to address, simultaneously, the complications of noncompliance, wages that are only partially defined because of nonemployment, and unintended missing outcomes. The first two complications are of substantive interest, whereas the third is a nuisance. The objective is to find a parsimonious model that can be used to inform public polic...
-
作者：Heo, Giseon; Gamble, Jennifer; Kim, Peter T.
作者单位：University of Alberta; North Carolina State University; University of Guelph
摘要：It is common to reduce the dimensionality of data before applying classical multivariate analysis techniques in statistics. Persistent homology, a recent development in computational topology, has been shown to be useful for analyzing high-dimensional (nonlinear) data. In this article, we connect computational topology with the traditional analysis of variance and demonstrate the value of combining these approaches on a three-dimensional orthodontic landmark dataset derived from the maxillary ...
-
作者：Li, Jun; Cuesta-Albertos, Juan A.; Liu, Regina Y.
作者单位：University of California System; University of California Riverside; Universidad de Cantabria; Rutgers University System; Rutgers University New Brunswick
摘要：Using the DD-plot (depth vs. depth plot), we introduce a new nonparametric classification algorithm and call it DD-classifier. The algorithm is completely nonparametric, and it requires no prior knowledge of the underlying distributions or the form of the separating curve. Thus, it can be applied to a wide range of classification problems. The algorithm is completely data driven and its classification outcome can be easily visualized in a two-dimensional plot regardless of the dimension of the...
-
作者：Li, Li; Eron, Joseph J.; Ribaudo, Heather; Gulick, Roy M.; Johnson, Brent A.
作者单位：Emory University; University of North Carolina; University of North Carolina Chapel Hill; Harvard University; Cornell University; Weill Cornell Medicine
摘要：The current goal of initial antiretroviral (ARV) therapy is suppression of plasma human immunodeficiency virus (HIV)-1 RNA levels to below 200 copies per milliliter. A proportion of HIV-infected patients who initiate antiretroviral therapy in clinical practice or antiretroviral clinical trials either fail to suppress HIV-1 RNA or have HIV-1 RNA levels rebound on therapy. Frequently, these patients have sustained CD4 cell counts responses and limited or no clinical symptoms and, therefore, have...
-
作者：Fan, Jianqing; Zhang, Jingjin; Yu, Ke
作者单位：Princeton University; Shanghai University of Finance & Economics
摘要：This article introduces the large portfolio selection using gross-exposure constraints. It shows that with gross-exposure constraints, the empirically selected optimal portfolios based on estimated covariance matrices have similar performance to the theoretical optimal ones and there is no error accumulation effect from estimation of vast covariance matrices. This gives theoretical justification to the empirical results by Jagannathan and Ma. It also shows that the no-short-sale portfolio can ...
