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作者：Guan, Yongtao
作者单位：Yale University
摘要：We introduce two new variance estimation procedures that use non-overlapping and overlapping blocks, respectively. The non-overlapping blocks estimator can be viewed as the limit of the thinned block bootstrap estimator recently proposed in Guan Loh (2007), by letting the number of thinned processes and bootstrap samples therein both increase to infinity. The non-overlapping blocks estimator can be obtained quickly since it does not require any thinning or bootstrap steps, and it is more stabl...
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作者：Hall, Peter; Robinson, Andrew P.
作者单位：University of Melbourne
摘要：One of the attractions of crossvalidation, as a tool for smoothing-parameter choice, is its applicability to a wide variety of estimator types and contexts. However, its detractors comment adversely on the relatively high variance of crossvalidatory smoothing parameters, noting that this compromises the performance of the estimators in which those parameters are used. We show that the variability can be reduced simply, significantly and reliably by employing bootstrap aggregation or bagging. W...
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作者：Bingham, Derek; Sitter, Randy R.; Tang, Boxin
作者单位：Simon Fraser University
摘要：We introduce a method for constructing a rich class of designs that are suitable for use in computer experiments. The designs include Latin hypercube designs and two-level fractional factorial designs as special cases and fill the vast vacuum between these two familiar classes of designs. The basic construction method is simple, building a series of larger designs based on a given small design. If the base design is orthogonal, the resulting designs are orthogonal; likewise, if the base design...
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作者：Lin, C. Devon; Mukerjee, Rahul; Tang, Boxin
作者单位：Simon Fraser University; Indian Institute of Management (IIM System); Indian Institute of Management Calcutta
摘要：We propose a method for constructing orthogonal or nearly orthogonal Latin hypercubes. The method yields a large Latin hypercube by coupling an orthogonal array of index unity with a small Latin hypercube. It is shown that the large Latin hypercube inherits the exact or near orthogonality of the small Latin hypercube. Thus, effort for searching for large Latin hypercubes, that are exactly or nearly orthogonal, can be focussed on finding small Latin hypercubes with the same property. We obtain ...
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作者：Cheng, Jing; Small, Dylan S.; Tan, Zhiqiang; Ten Have, Thomas R.
作者单位：State University System of Florida; University of Florida; University of Pennsylvania; Rutgers University System; Rutgers University New Brunswick; University of Pennsylvania
摘要：Causal approaches based on the potential outcome framework provide a useful tool for addressing noncompliance problems in randomized trials. We propose a new estimator of causal treatment effects in randomized clinical trials with noncompliance. We use the empirical likelihood approach to construct a profile random sieve likelihood and take into account the mixture structure in outcome distributions, so that our estimator is robust to parametric distribution assumptions and provides substantia...
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作者：Harel, Ofer; Schafer, Joseph L.
作者单位：University of Connecticut; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：When an assumption of missing at random is untenable, it becomes necessary to model missing-data indicators, which carry information about the parameters of the complete-data population. Within a given application, however, researchers may believe that some aspects of missingness are ignorable but others are not. We argue that there are two different ways to formalize the notion that only part of the missingness is ignorable. These approaches correspond to assumptions that we call partially mi...
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作者：He, H.
作者单位：University of Kansas
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作者：Cheng, Ching-Shui; Tsai, Pi-Wen
作者单位：University of California System; University of California Berkeley; National Taiwan Normal University
摘要：We propose a general and unified approach to the selection of regular fractional factorial designs, which can be applied to experiments that are unblocked, blocked or have a split-plot structure. Our criterion is derived as a good surrogate for the model-robustness criterion of information capacity. In the case of random block effects, it takes the ratio of intra- and interblock variances into account. In most of the cases we have examined, there exist designs that are optimal for all values o...
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作者：Xia, Yingcun
作者单位：National University of Singapore
摘要：Lack-of-fit checking for parametric and semiparametric models is essential in reducing misspecification. The efficiency of most existing model-checking methods drops rapidly as the dimension of the covariates increases. We propose to check a model by projecting the fitted residuals along a direction that adapts to the systematic departure of the residuals from the desired pattern. Consistency of the method is proved for parametric and semiparametric regression models. A bootstrap implementatio...
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作者：Crump, Richard K.; Hotz, V. Joseph; Imbens, Guido W.; Mitnik, Oscar A.
作者单位：University of California System; University of California Berkeley; Duke University; Harvard University; University of Miami
摘要：Estimation of average treatment effects under unconfounded or ignorable treatment assignment is often hampered by lack of overlap in the covariate distributions between treatment groups. This lack of overlap can lead to imprecise estimates, and can make commonly used estimators sensitive to the choice of specification. In such cases researchers have often used ad hoc methods for trimming the sample. We develop a systematic approach to addressing lack of overlap. We characterize optimal subsamp...
