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作者:Fienberg, Stephen E.; Kim, Sung-Ho
作者单位:Carnegie Mellon University; Korea Advanced Institute of Science & Technology (KAIST)
摘要:We show that, when the three-way association level among the three binary variables, X, U-1 and U-2 is fixed, D-P = pr( X = 1 | U-1 = 1) - pr( X = 1 | U-1 = 0) increases as the cross-product ratio of U-1 and U-2 increases under the assumption that X is positively associated with U-1 and U-2. We then discuss some implications of this property.
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作者:Bayarri, M. J.; Garcia-Donato, Gonzalo
作者单位:University of Valencia; Universidad de Castilla-La Mancha
摘要:We consider that observations come from a general normal linear model and that it is desirable to test a simplifying null hypothesis about the parameters. We approach this problem from an objective Bayesian, model-selection perspective. Crucial ingredients for this approach are 'proper objective priors' to be used for deriving the Bayes factors. Jeffreys-Zellner-Siow priors have good properties for testing null hypotheses defined by specific values of the parameters in full-rank linear models....
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作者:Kong, Efang; Xia, Yingcun
作者单位:National University of Singapore
摘要:We consider variable selection in the single-index model. We prove that the popular leave-m-out crossvalidation method has different behaviour in the single-index model from that in linear regression models or nonparametric regression models. A new consistent variable selection method, called separated crossvalidation, is proposed. Further analysis suggests that the method has better finite-sample performance and is computationally easier than leave-m-out crossvalidation. Separated crossvalida...
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作者:Duan, Jason A.; Guindani, Michele; Gelfand, Alan E.
作者单位:Yale University; University of New Mexico; Duke University
摘要:Many models for the study of point-referenced data explicitly introduce spatial random effects to capture residual spatial association. These spatial effects are customarily modelled as a zero-mean stationary Gaussian process. The spatial Dirichlet process introduced by Gelfand et al. (2005) produces a random spatial process which is neither Gaussian nor stationary. Rather, it varies about a process that is assumed to be stationary and Gaussian. The spatial Dirichlet process arises as a probab...
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作者:Geyer, Charles J.; Wagenius, Stuart; Shaw, Ruth G.
作者单位:University of Minnesota System; University of Minnesota Twin Cities; University of Minnesota System; University of Minnesota Twin Cities
摘要:We present a new class of statistical models, designed for life history analysis of plants and animals, that allow joint analysis of data on survival and reproduction over multiple years, allow for variables having different probability distributions, and correctly account for the dependence of variables on earlier variables. We illustrate their utility with an analysis of data taken from an experimental study of Echinacea angustifolia sampled from remnant prairie populations in western Minnes...
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作者:Cox, D. R.
作者单位:University of Oxford
摘要:A relationship due to W. G. Cochran showing the effect on least squares regression coefficients of marginalizing over or conditioning on an explanatory variable is generalized to quantile regression coefficients. The condition under which conditioning does not induce interaction or effect reversal is shown. Examples are given. The discussion is simplest when all variables are continuous; the extension to discrete variables is outlined.
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作者:Ando, Tomohiro
作者单位:Keio University
摘要:The problem of evaluating the goodness of the predictive distributions of hierarchical Bayesian and empirical Bayes models is investigated. A Bayesian predictive information criterion is proposed as an estimator of the posterior mean of the expected loglikelihood of the predictive distribution when the specified family of probability distributions does not contain the true distribution. The proposed criterion is developed by correcting the asymptotic bias of the posterior mean of the loglikeli...
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作者:Wang, Yuanjia; Clark, Lorraine N.; Marder, Karen; Rabinowitz, Daniel
作者单位:Columbia University; Columbia University; Columbia University; Columbia University
摘要:We present a nonparametric estimator of genotype-specific age-at-onset distributions from kin-cohort data. Standard error calculations. are derived and the methodology is illustrated through an analysis of the influence of mutations of the Parkin gene on Parkinson's disease. Semiparametric efficiency considerations are briefly discussed.
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作者:Chen, Y. Q.; Yang, J.; Cheng, S.; Jackson, J. B.
作者单位:Fred Hutchinson Cancer Center; University of California System; University of California Berkeley; University of California System; University of California Berkeley; University of California System; University of California San Francisco; Johns Hopkins University
摘要:To assess treatment efficacy in clinical trials, certain clinical outcomes are repeatedly measured over time for the same subject. The difference in their means may characterize a treatment effect. Since treatment effectiveness lag and saturation times may exist, erosion of treatment effect often occurs during the observation period. Instead of using models based on ad hoc parametric or purely nonparametric time-varying coefficients, we model the treatment effectiveness durations, which are th...
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作者:Rosen, Ori; Stoffer, David S.
作者单位:University of Texas System; University of Texas El Paso; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh
摘要:The classical method for estimating the spectral density of a multivariate time series is first to calculate the periodogram, and then to smooth it to obtain a consistent estimator. Typically, to ensure the estimate is positive definite, all the elements of the periodogram. are smoothed the same way. There are, however, many situations for which different components of the spectral matrix have different degrees of smoothness. We propose a Bayesian approach that uses Markov chain Monte Carlo te...