-
作者:Rohrbeck, C.; Costain, D. A.; Frigessi, A.
作者单位:Lancaster University; University of Oslo
摘要:We consider monotonic, multiple regression for contiguous regions. The regression functions vary regionally and may exhibit spatial structure. We develop Bayesian nonparametric methodology that permits estimation of both continuous and discontinuous functional shapes using marked point process and reversible jump Markov chain Monte Carlo techniques. Spatial dependence is incorporated by a flexible prior distribution which is tuned using crossvalidation and Bayesian optimization. We derive the ...
-
作者:Fattorini, L.; Marcheselli, M.; Pisani, C.; Pratelli, L.
作者单位:University of Siena
摘要:We analyse the estimation of values of a survey variable throughout a continuum of points in a study area when a sample of points is selected by a probabilistic sampling scheme. At each point, the value is estimated using an inverse distance weighting interpolator, and maps of the survey variable can be obtained. We investigate the design-based asymptotic properties of the interpolator when the study area remains fixed and the number of sampled points approaches infinity, and we derive conditi...
-
作者:Lee, Myoung-Jae
作者单位:Korea University
摘要:Propensity score matching is widely used to control covariates when analysing the effects of a nonrandomized binary treatment. However, it requires several arbitrary decisions, such as how many matched subjects to use and how to choose them. In this paper a simple least squares estimator is proposed, where the treatment, and possibly the response variable, is replaced by the propensity score residual. The proposed estimator controls covariates semiparametrically if the propensity score functio...
-
作者:Eckley, I. A.; Nason, G. P.
作者单位:Lancaster University; University of Bristol
摘要:Aliasing is often overlooked in time series analysis but can seriously distort the spectrum, the autocovariance and their estimates. We show that dyadic subsampling of a locally stationary wavelet process, which can cause aliasing, results in a process that is the sum of asymptotic white noise and another locally stationary wavelet process with a modified spectrum. We develop a test for the absence of aliasing in a locally stationary wavelet series at a fixed location, and illustrate its appli...
-
作者:Fogarty, Colin B.
作者单位:Massachusetts Institute of Technology (MIT)
摘要:In paired randomized experiments, individuals in a given matched pair may differ on prognostically important covariates despite the best efforts of practitioners. We examine the use of regression adjustment to correct for persistent covariate imbalances after randomization, and present two regression-assisted estimators for the sample average treatment effect in paired experiments. Using the potential outcomes framework, we prove that these estimators are consistent for the sample average trea...
-
作者:Wang, Yaping; Yang, Jianfeng; Xu, Hongquan
作者单位:Peking University; Nankai University; University of California System; University of California Los Angeles
摘要:Maximin distance designs and orthogonal designs are widely used in computer and physical experiments. We characterize a broad class of maximin distance designs by establishing new bounds on the minimum intersite distance for mirror-symmetric and general U-type designs. We showthat maximin distance designs and orthogonal designs are closely related and coincide under some conditions.
-
作者:Wang, Z.; Kim, J. K.; Yang, S.
作者单位:Iowa State University; North Carolina State University
摘要:Statistical inference with complex survey data is challenging because the sampling design can be informative, and ignoring it can produce misleading results. Current methods of Bayesian inference under complex sampling assume that the sampling design is noninformative for the specified model. In this paper, we propose a Bayesian approach which uses the sampling distribution of a summary statistic to derive the posterior distribution of the parameters of interest. Asymptotic properties of the m...
-
作者:Ertefaie, Ashkan; Strawderman, Robert L.
作者单位:University of Rochester
摘要:Existing methods for estimating optimal dynamic treatment regimes are limited to cases where a utility function is optimized over a fixed time period. We develop an estimation procedure for the optimal dynamic treatment regime over an indefinite time period and derive associated largesample results. The proposed method can be used to estimate the optimal dynamic treatment regime in chronic disease settings. We illustrate this by simulating a dataset corresponding to a cohort of patients with d...
-
作者:Forastiere, Laura; Mattei, Alessandra; Ding, Peng
作者单位:University of Florence; University of California System; University of California Berkeley
摘要:In causal mediation analysis, the definitions of the natural direct and indirect effects involve potential outcomes that can never be observed, so-called a priori counterfactuals. This conceptual challenge translates into issues in identification, which requires strong and often unverifiable assumptions, including sequential ignorability. Alternatively, we can deal with post-treatment variables using the principal stratification framework, where causal effects are defined as comparisons of obs...
-
作者:Lee, S. M. S.; Wu, Y.
作者单位:University of Hong Kong; University of Waterloo
摘要:We propose a general bootstrap recipe for estimating the distributions of post-model-selection least squares estimators under a linear regression model. The recipe constrains residual bootstrapping within the most parsimonious, approximately correct, models to yield a distribution estimator which is consistent provided any wrong candidate model is sufficiently separated from the approximately correct ones. Our theory applies to a broad class of model selection methods based on information crit...