-
作者:Tsiatis, AA; Ma, YY
作者单位:North Carolina State University; North Carolina State University
摘要:A class of semiparametric estimators are proposed in the general setting of functional measurement error models. The estimators follow from estimating equations that are based on the serniparametric efficient score derived under a possibly incorrect distributional assumption for the unobserved 'measured with error' covariates. It is shown that such estimators are consistent and asymptotically normal even with misspecification and are efficient if computed under the truth. The methods are demon...
-
作者:Robins, J; Rotnitzky, A
作者单位:Harvard University; Harvard T.H. Chan School of Public Health; Harvard University; Harvard T.H. Chan School of Public Health
摘要:We consider estimation of the received treatment effect on a dichotomous outcome in randomised trials with non-compliance. We explore inference about the parameters of the structural mean models of Robins (1994, 1997) and Robins et al. (1999). We show that, in contrast to the additive and multiplicative structural mean models for continuous and count outcomes, unbiased estimating functions for a nonzero (structural) treatment effect parameter do not exist in the presence of many continuous and...
-
作者:Yin, GS; Cai, JW
作者单位:University of Texas System; UTMD Anderson Cancer Center; University of North Carolina; University of North Carolina Chapel Hill
摘要:Marginal additive hazards models are considered for multivariate survival data in which individuals may experience events of several types and there may also be correlation between individuals. Estimators are proposed for the parameters of such models and for the baseline hazard functions. The estimators of the regression coefficients are shown asymptotically to follow a multivariate normal distribution with a sandwich-type covariance matrix that can be consistently estimated. The estimated ba...
-
作者:Félix-Medina, MH; Thompson, SK
作者单位:Universidad Autonoma de Sinaloa; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要:We present a multi-phase variant of adaptive cluster sampling which allows the sampler to control the number of measurements of the variable of interest. A first-phase sample is selected using an adaptive cluster sampling design based on an inexpensive auxiliary variable associated with the survey variable. Then the network structure of the adaptive cluster sample is used to select an ordinary one-phase or two-phase subsample of units and the values of the survey variable associated with those...
-
作者:Olhede, SC; Walden, AT
作者单位:Imperial College London
摘要:We introduce so-called analytic stationary wavelet transform thresholding where, using the discrete Hilbert transform, we create a complex-valued 'analytic' vector from which an amplitude vector is defined. Thresholding of a real-valued wavelet coefficient at some transform level is carried out according to the corresponding value in this amplitude vector; relevant statistical results follow from properties of the discrete Hilbert transform. Analytic stationary wavelet transform thresholding i...
-
作者:Deville, JC; Tillé, Y
作者单位:Ecole Nationale de la Statistique et de l'Analyse de l'Information (ENSAI); University of Neuchatel
摘要:A balanced sampling design is defined by the property that the Horvitz-Thompson estimators of the population totals of a set of auxiliary variables equal the known totals of these variables. Therefore the variances of estimators of totals of all the variables of interest are reduced, depending on the correlations of these variables with the controlled variables. In this paper, we develop a general method, called the cube method, for selecting approximately balanced samples with equal or unequa...
-
作者:Siegmund, D
作者单位:Stanford University
摘要:Two methods of model selection are discussed for changepoint-like problems, especially those arising in genetic linkage analysis. The first is a method that selects the model with the smallest p-value, while the second is a modification of the Bayes information criterion. The methods are compared theoretically and on examples from the literature. For these examples, they are roughly comparable although the p-value-based method is somewhat more liberal in selecting a high-dimensional model.
-
作者:Tillé, Y; Favre, AC
作者单位:University of Neuchatel; University of Quebec; Institut national de la recherche scientifique (INRS)
摘要:The cube method allows the selection of balanced samples on several auxiliary variables with equal or unequal inclusion probabilities. Practical implementation of the cube method has raised questions concerning the selection of a multi-phase balanced sampling design, the rebalancing of an unbalanced sampling design by completing it with another sample, the selection of a balanced sample from an unbalanced sample and the coordination of balanced samples. This paper provides a complete solution ...
-
作者:Henmi, M; Eguchi, S
作者单位:University of Warwick; Graduate University for Advanced Studies - Japan; Research Organization of Information & Systems (ROIS); Institute of Statistical Mathematics (ISM) - Japan
摘要:This paper is concerned with a paradox associated with parameter estimation in the presence of nuisance parameters. In a statistical model with unknown nuisance parameters, the efficiency of an estimator of a parameter usually increases when the nuisance parameters are known. However the opposite phenomenon can sometimes occur. In this paper, we elucidate the occurrence of this paradox by examining estimating functions. In particular, we focus on the projected estimating function, which is def...