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作者:James, Gareth M.; Radchenko, Peter
作者单位:University of Southern California
摘要:The Dantzig selector performs variable selection and model fitting in linear regression. It uses an L-1 penalty to shrink the regression coefficients towards zero, in a similar fashion to the lasso. While both the lasso and Dantzig selector potentially do a good job of selecting the correct variables, they tend to overshrink the final coefficients. This results in an unfortunate trade-off. One can either select a high shrinkage tuning parameter that produces an accurate model but poor coeffici...
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作者:Li, P.; Chen, J.; Marriott, P.
作者单位:University of Alberta; University of British Columbia; University of Waterloo
摘要:Even simple examples of finite mixture models can fail to fulfil the regularity conditions that are routinely assumed in standard parametric inference problems. Many methods have been investigated for testing for homogeneity in finite mixture models, for example, but all rely on regularity conditions including the finiteness of the Fisher information and the space of the mixing parameter being a compact subset of some Euclidean space. Very simple examples where such assumptions fail include mi...
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作者:Chan, Yao-Ban; Hall, Peter
作者单位:University of Melbourne
摘要:Distance-based classifiers are generally considered to be effective at discriminating between populations that differ in location. Indeed, nearest-neighbour methods and the support vector machine are frequently used in very high-dimensional problems involving gene expression data, where it is believed that elevated levels of expression convey much of the information for classification. However, one problem inherent to distance-based classifiers is that scale differences can mask location diffe...
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作者:Zhao, Luping; Hanson, Timothy E.; Carlin, Bradley P.
作者单位:Eli Lilly; University of Minnesota System; University of Minnesota Twin Cities
摘要:Mixtures of Polya trees offer a very flexible nonparametric approach for modelling time-to-event data. Many such settings also feature spatial association that requires further sophistication, either at the point level or at the lattice level. In this paper, we combine these two aspects within three competing survival models, obtaining a data analytic approach that remains computationally feasible in a fully hierarchical Bayesian framework using Markov chain Monte Carlo methods. We illustrate ...
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作者:Carroll, Raymond J.; Maity, Arnab; Mammen, Enno; Yu, Kyusang
作者单位:Texas A&M University System; Texas A&M University College Station; Harvard University; Harvard T.H. Chan School of Public Health; University of Mannheim
摘要:We develop an easily computed smooth backfitting algorithm for additive model fitting in repeated measures problems. Our methodology easily copes with various settings, such as when some covariates are the same over repeated response measurements. We allow for a working covariance matrix for the regression errors, showing that our method is most efficient when the correct covariance matrix is used. The component functions achieve the known asymptotic variance lower bound for the scalar argumen...
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作者:Janes, Holly; Pepe, Margaret S.
作者单位:Fred Hutchinson Cancer Center
摘要:Recent scientific and technological innovations have produced an abundance of potential markers that are being investigated for their use in disease screening and diagnosis. In evaluating these markers, it is often necessary to account for covariates associated with the marker of interest. Covariates may include subject characteristics, expertise of the test operator, test procedures or aspects of specimen handling. In this paper, we propose the covariate-adjusted receiver operating characteri...
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作者:Lohr, Sharon L.; Rao, J. N. K.
作者单位:Arizona State University; Arizona State University-Tempe; Carleton University
摘要:Empirical Bayes predictors of small area parameters of interest are often obtained under a linear mixed model for continuous response data or a generalized linear mixed model for binary responses or count data. However, estimation of the unconditional mean squared error of prediction is complicated, particularly for a nonlinear mixed model. Jiang et al. (2002) proposed a jackknife method for estimating the unconditional mean squared error and showed that the resulting estimator is nearly unbia...
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作者:Hu, X. Joan; Lagakos, Stephen W.; Lockhart, Richard A.
作者单位:Simon Fraser University; Harvard University; Harvard T.H. Chan School of Public Health
摘要:We develop nonparametric estimation procedures for the marginal mean function of a counting process based on periodic observations, using two types of self-consistent estimating equations. The first is derived from the likelihood studied by Wellner & Zhang (2000), assuming a Poisson counting process. It gives a nondecreasing estimator, which equals the nonparametric maximum likelihood estimator of Wellner & Zhang and is consistent without the Poisson assumption. Motivated by the construction o...
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作者:Li, Hui; Yin, Guosheng
作者单位:Beijing Normal University; University of Texas System; UTMD Anderson Cancer Center
摘要:We propose a generalized method of moments approach to the accelerated failure time model with correlated survival data. We study the semiparametric rank estimator using martingale-based moments. We circumvent direct estimation of correlation parameters by concatenating the moments and minimizing a quadratic objective function. We establish the consistency and asymptotic normality of the parameter estimators, and derive the limiting distribution of the objective function. We carry out simulati...
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作者:Bittman, Richard M.; Romano, Joseph P.; Vallarino, Carlos; Wolf, Michael
作者单位:Stanford University; University of Zurich
摘要:We present a theoretical basis for testing related endpoints. Typically, it is known how to construct tests of the individual hypotheses, but not how to combine them into a multiple test procedure that controls the familywise error rate. Using the closure method, we emphasize the role of consonant procedures, from an interpretive as well as a theoretical viewpoint. Surprisingly, even if each intersection test has an optimality property, the overall procedure obtained by applying closure to the...