-
作者:Judge, GG; Mittelhammer, RC
作者单位:University of California System; University of California Berkeley; Washington State University
摘要:When there is uncertainty concerning the appropriate statistical model-estimator to use in representing the data sampling process, we consider a basis for optimally combining estimation problems. The objective is to produce natural adaptive estimators that are free of subjective choices and tuning parameters. In the context of two competing multivariate linear statistical models-estimators, we demonstrate a semiparametric Stein-like (SPSL) estimator, (beta) over bar((alpha) over cap), that, un...
-
作者:Miyata, Y
作者单位:Waseda University
摘要:Posterior means of positive functions can be expressed as the ration integrals which is called fully exponential form. When approximating the posterior means analytically, we usually use Laplace's method. Tierney and Kadane presented a second-order approximation by using the Laplace approximations in each of the numerator and denominator of the fully exponential form. However, Laplace's method requires the exact mode of the integrand. In this article we introduce the concept of asymptotic mode...
-
作者:Kadane, JB; Lazar, NA
作者单位:Carnegie Mellon University
摘要:Model selection is an important part of any statistical analysis and, indeed, is central to the pursuit of science in general. Many authors have examined the question of model selection from both frequentist and Bayesian perspectives, and many tools for selecting the best model have been suggested in the literature. This paper considers the various proposals from a Bayesian decision-theoretic perspective.
-
作者:Wu, L
作者单位:University of British Columbia
摘要:Nonlinear mixed-effects (NLME) models are popular in many longitudinal studies, including human immunodeficiency virus (HIV) viral dynamics, pharmacokinetic analyses, and studies of growth and decay. In practice, covariates in these studies often contain missing data, and so standard complete-data methods are not directly applicable. In this article we propose Monte Carlo parameter-expanded (PX)-EM algorithms for exact and approximate likelihood inferences for NLME models with missing covariat...
-
作者:Ishwaran, H; James, LF
作者单位:Cleveland Clinic Foundation; Hong Kong University of Science & Technology
摘要:We develop computational procedures for a class of Bayesian nonparametric and semiparametric multiplicative intensity models incorporating kernel mixtures of spatial weighted gamma measures. A key feature of our approach is that explicit expressions for posterior distributions of these models share many common structural features with the posterior distributions of Bayesian hierarchical models using the Dirichlet process. Using this fact, along with an approximation for the weighted gamma proc...
-
作者:Guo, WS; Ratcliffe, SJ; Ten Have, TT
作者单位:University of Pennsylvania
摘要:Pattern-mixture models are frequently used for longitudinal data analysis with dropouts because they do not require explicit specification Of the dropout mechanism. These models stratify the data according to time to dropout and formulate a model for each stratum. This usually results in underindentifiability, because we need to estimate many pattern-specific parameters even though the eventual interest is usually or, the marginal parameters. In this article we extend this framework to a rando...
-
作者:Charnigo, R; Sun, JY
作者单位:University of Kentucky; University of Kentucky; University System of Ohio; Case Western Reserve University
摘要:Ascertaining the number of components in a mixture distribution is an interesting and challenging problem for statisticians. Chen, Chen. and Kalbfleisch recently proposed a modified likelihood ratio test (MLRT), which is distribution-free and locally most powerful, asymptotically. In this article we present a new method for testing whether a finite mixture distribution is homogeneous. Our method, the D test, is based on the L-2 distance between a fitted homogeneous model and a fitted heterogen...
-
作者:Frangakis, CE; Brookmeyer, RS; Varadhan, R; Safaeian, M; Vlahov, D; Strathdee, SA
作者单位:Johns Hopkins University; Johns Hopkins Bloomberg School of Public Health; Johns Hopkins University; Johns Hopkins Bloomberg School of Public Health; New York Academy of Medicine
摘要:We consider studies for evaluating the short-term effect of a treatment of interest on a time-to-event outcome. The studies we consider are partially controlled in the following sense: (I) Subjects' exposure to the treatment of interest can vary over time, but this exposure is not directly controlled by the study; (2) subjects' follow-up time is not directly controlled by the study; and (3) the study directly controls another factor that can affect subjects' exposure to the treatment of intere...
-
作者:Yang, B; Kolassa, JE
作者单位:Merck & Company; Schering Plough Corporation; Rutgers University System; Rutgers University New Brunswick
摘要:This article describes multivariate approximate conditional confidence regions for canonical exponential families. These confidence regions have actual coverage probabilities that are closer to their nominal levels than are the actual coverage probabilities of traditional normal-theory regions and have boundaries that are smoother than those obtained by inverting traditional exact tests. Our method is based on constructing one-dimensional conditional tests, combining p values, and inverting. M...
-
作者:Efron, B
作者单位:Stanford University
摘要:Current scientific techniques in genomics and image processing routinely produce hypothesis testing problems with hundreds or thousands of cases to consider simultaneously. This poses new difficulties for the statistician, but also opens new opportunities. In particular, it allows empirical estimation of an appropriate null hypothesis. The empirical null may be considerably more dispersed than the usual theoretical null distribution that would be used for any one case considered separately. An...