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作者：Waagepetersen, Rasmus
作者单位：Aalborg University
摘要：The R package spatstat provides a very flexible and useful framework for analysing spatial point patterns. A fundamental feature is a procedure for fitting spatial point process models depending on covariates. However, in practice one often faces incomplete observation of the covariates and this leads to parameter estimation error which is difficult to quantify. In this paper, we introduce a Monte Carlo version of the estimating function used in spatstat for fitting inhomogeneous Poisson proce...
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作者：Rizopoulos, Dimitris; Verbeke, Geert; Molenberghs, Geert
作者单位：Universite Catholique Louvain; Hasselt University
摘要：A common objective in longitudinal studies is the investigation of the association structure between a longitudinal response process and the time to an event of interest. An attractive paradigm for the joint modelling of longitudinal and survival processes is the shared parameter framework, where a set of random effects is assumed to induce their interdependence. In this work, we propose an alternative parameterization for shared parameter models and investigate the effect of misspecifying the...
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作者：Li, Guodong; Li, Wai Keung
作者单位：University of Hong Kong
摘要：We consider a unified least absolute deviation estimator for stationary and nonstationary fractionally integrated autoregressive moving average models with conditional heteroscedasticity. Its asymptotic normality is established when the second moments of errors and innovations are finite. Several other alternative estimators are also discussed and are shown to be less efficient and less robust than the proposed approach. A diagnostic tool, consisting of two portmanteau tests, is designed to ch...
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作者：Chang, Ted; Kott, Phillip S.
作者单位：University of Virginia
摘要：When we estimate the population total for a survey variable or variables, calibration forces the weighted estimates of certain covariates to match known or alternatively estimated population totals called benchmarks. Calibration can be used to correct for sample-survey nonresponse, or for coverage error resulting from frame undercoverage or unit duplication. The quasi-randomization theory supporting its use in nonresponse adjustment treats response as an additional phase of random sampling. Th...
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作者：Crainiceanu, Ciprian M.; Dominici, Francesca; Parmigiani, Giovanni
作者单位：Johns Hopkins University; Johns Hopkins University
摘要：Often there is substantial uncertainty in the selection of confounders when estimating the association between an exposure and health. We define this type of uncertainty as 'adjustment uncertainty'. We propose a general statistical framework for handling adjustment uncertainty in exposure effect estimation for a large number of confounders, we describe a specific implementation, and we develop associated visualization tools. Theoretical results and simulation studies show that the proposed met...
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作者：Meinshausen, Nicolai
作者单位：University of Oxford
摘要：A frequently encountered challenge in high-dimensional regression is the detection of relevant variables. Variable selection suffers from instability and the power to detect relevant variables is typically low if predictor variables are highly correlated. When taking the multiplicity of the testing problem into account, the power diminishes even further. To gain power and insight, it can be advantageous to look for influence not at the level of individual variables but rather at the level of c...
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作者：Papaspiliopoulos, Omiros; Roberts, Gareth O.
作者单位：University of Warwick
摘要：Inference for Dirichlet process hierarchical models is typically performed using Markov chain Monte Carlo methods, which can be roughly categorized into marginal and conditional methods. The former integrate out analytically the infinite-dimensional component of the hierarchical model and sample from the marginal distribution of the remaining variables using the Gibbs sampler. Conditional methods impute the Dirichlet process and update it as a component of the Gibbs sampler. Since this require...
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作者：Qu, Annie; Lee, J. Jack; Lindsay, Bruce G.
作者单位：University of Illinois System; University of Illinois Urbana-Champaign; University of Texas System; UTMD Anderson Cancer Center; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：In the generalized method of moments approach to longitudinal data analysis, unbiased estimating functions can be constructed to incorporate both the marginal mean and the correlation structure of the data. Increasing the number of parameters in the correlation structure corresponds to increasing the number of estimating functions. Thus, building a correlation model is equivalent to selecting estimating functions. This paper proposes a chi-squared test to choose informative unbiased estimating...
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作者：Beyersmann, Jan; Schumacher, Martin
作者单位：University of Freiburg; University of Freiburg
摘要：Nonparametric quantile inference for competing risks has recently been studied by Peng & Fine (2007). Their key result establishes uniform consistency and weak convergence of the inverse of the Aalen-Johansen estimator of the cumulative incidence function, using the representation of the cumulative incidence estimator as a sum of independent and identically distributed random variables. The limit process is of a form similar to that of the standard survival result, but with the cause-specific ...
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作者：Reiter, Jerome P.
作者单位：Duke University
摘要：When some of the records used to estimate the imputation models in multiple imputation are not used or available for analysis, the usual multiple imputation variance estimator has positive bias. We present an alternative approach that enables unbiased estimation of variances and, hence, calibrated inferences in such contexts. First, using all records, the imputer samples m values of the parameters of the imputation model. Second, for each parameter draw, the imputer simulates the missing value...
