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作者：Wei, Susan; Nobel, Andrew B.
作者单位：University of North Carolina; University of North Carolina Chapel Hill
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作者：Reich, Brian J.; Fuentes, Montserrat; Dunson, David B.
作者单位：North Carolina State University; Duke University
摘要：Tropospheric ozone is one of the six criteria pollutants regulated by the United States Environmental Protection Agency under the Clean Air Act and has been linked with several adverse health effects, including mortality. Due to the strong dependence on weather conditions, ozone may be sensitive to climate change and there is great interest in studying the potential effect of climate change on ozone, and how this change may affect public health. In this paper we develop a Bayesian spatial mode...
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作者：Zhong, Ping-Shou; Chen, Song Xi
作者单位：Iowa State University; Peking University; Peking University
摘要：We propose simultaneous tests for coefficients in high-dimensional linear regression models with factorial designs. The proposed tests are designed for the large p, small n situations where the conventional F-test is no longer applicable. We derive the asymptotic distribution of the proposed test statistic under the high-dimensional null hypothesis and various scenarios of the alternatives, which allow power evaluations. We also evaluate the power of the F-test for models of moderate dimension...
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作者：Toth, Daniell; Eltinge, John L.
作者单位：United States Department of Labor
摘要：In the past several years a wide range of methods for the construction of regression trees and other estimators based on the recursive partitioning of samples have appeared in the statistics literature. Many applications involve data collected through a complex sample design. At present, however, relatively little is known regarding the properties of these methods under complex designs. This article proposes a method for incorporating information about the complex sample design when building a...
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作者：Zhang, Hao Helen; Cheng, Guang; Liu, Yufeng
作者单位：North Carolina State University; University of Arizona; Purdue University System; Purdue University; University of North Carolina; University of North Carolina Chapel Hill
摘要：Partially linear models provide a useful class of tools for modeling complex data by naturally incorporating a combination of linear and nonlinear effects within one framework. One key question in partially linear models is the choice of model structure, that is, how to decide which covariates are linear and which are nonlinear. This is a fundamental, yet largely unsolved problem for partially linear models. In practice, one often assumes that the model structure is given or known and then mak...
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作者：Greven, Sonja; Dominici, Francesca; Zeger, Scott
作者单位：University of Munich; Harvard University; Johns Hopkins University
摘要：There is substantial observational evidence that long-term exposure to particulate air pollution is associated with premature death in urban populations. Estimates of the magnitude of these effects derive largely from cross-sectional comparisons of adjusted mortality rates among cities with varying pollution levels. Such estimates are potentially confounded by other differences among the populations correlated with air pollution, for example, socioeconomic factors. An alternative approach is t...
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作者：Dupuis, Debbie J.; Victoria-Feser, Maria-Pia
作者单位：Universite de Montreal; HEC Montreal; University of Geneva; University of Geneva
摘要：Large datasets are increasingly common in many research fields. In particular, in the linear regression context, it is often the case that a huge number of potential covariates are available to explain a response variable, and the first step of a reasonable statistical analysis is to reduce the number of covariates. This can be clone in a forward selection procedure that includes selecting the variable to enter, deciding to retain it or stop the selection, and estimating the augmented model. L...
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作者：Efron, Bradley
作者单位：Stanford University
摘要：We suppose that the statistician observes some large number of estimates z(i), each with its own unobserved expectation parameter mu(i). The largest few of the z(i)'s are likely to substantially overestimate their corresponding mu(i)'s, this being an example of selection bias, or regression to the mean. Tweedie's formula, first reported by Robbins in 1956, offers a simple empirical Bayes approach for correcting selection bias. This article investigates its merits and limitations. In addition t...
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作者：Breitung, Joerg; Tenhofen, Joern
作者单位：University of Bonn; Deutsche Bundesbank
摘要：In this article a simple two-step estimation procedure of the dynamic factor model is proposed. The estimator allows for heteroscedastic and serially correlated errors. It turns out that the feasible two-step estimator has the same limiting distribution as the generalized least squares (GLS) estimator assuming that the covariance parameters are known. In a Monte Carlo study of the small sample properties, we find that the GLS estimators may be substantially more efficient than the usual estima...
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作者：Antal, Erika; Tille, Yves
作者单位：University of Neuchatel
摘要：In complex designs, classical bootstrap methods result in a biased variance estimator when the sampling design is not taken into account. Resampled units are usually rescaled or weighted in order to achieve unbiasedness in the linear case. In the present article, we propose novel resampling methods that may be directly applied to variance estimation. These methods consist of selecting subsamples under a completely different sampling scheme from that which generated the original sample, which i...
