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作者:Mammen, Enno; Nielsen, Jens Perch; Fitzenberger, Bernd
作者单位:University of Mannheim; City St Georges, University of London; University of Freiburg
摘要:We consider a cross-section model that contains an individual component, a deterministic time trend and an unobserved latent common time series component. We show the following oracle property: the parameters of the latent time series and the parameters of the deterministic time trend can be estimated with the same asymptotic accuracy as if the parameters of the individual component were known. We consider this model in two settings: least squares fits of linear specifications of the individua...
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作者:Guo, Jian; Levina, Elizaveta; Michailidis, George; Zhu, Ji
作者单位:University of Michigan System; University of Michigan
摘要:Gaussian graphical models explore dependence relationships between random variables, through the estimation of the corresponding inverse covariance matrices. In this paper we develop an estimator for such models appropriate for data from several graphical models that share the same variables and some of the dependence structure. In this setting, estimating a single graphical model would mask the underlying heterogeneity, while estimating separate models for each category does not take advantag...
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作者:Rosenblum, M.; van der Laan, M. J.
作者单位:Johns Hopkins University; Johns Hopkins Bloomberg School of Public Health; University of California System; University of California Berkeley
摘要:It is a challenge to evaluate experimental treatments where it is suspected that the treatment effect may only be strong for certain subpopulations, such as those having a high initial severity of disease, or those having a particular gene variant. Standard randomized controlled trials can have low power in such situations. They also are not optimized to distinguish which subpopulations benefit from a treatment. With the goal of overcoming these limitations, we consider randomized trial design...
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作者:Kosmidis, Ioannis; Firth, David
作者单位:University of London; University College London; University of Warwick
摘要:For the parameters of a multinomial logistic regression, it is shown how to obtain the bias-reducing penalized maximum likelihood estimator by using the equivalent Poisson log-linear model. The calculation needed is not simply an application of the Jeffreys prior penalty to the Poisson model. The development allows a simple and computationally efficient implementation of the reduced-bias estimator, using standard software for generalized linear models.
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作者:Li, Zhiguo; Murphy, Susan A.
作者单位:Duke University; University of Michigan System; University of Michigan
摘要:Two-stage randomized trials are growing in importance in developing adaptive treatment strategies, i.e. treatment policies or dynamic treatment regimes. Usually, the first stage involves randomization to one of the several initial treatments. The second stage of treatment begins when an early nonresponse criterion or response criterion is met. In the second-stage, nonresponding subjects are re-randomized among second-stage treatments. Sample size calculations for planning these two-stage rando...