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Model Selection by Testing for the Presence of Small-Area Effects, and Application to Area-Level Data

通过检验小区域效应进行模型选择及区域数据应用

The models used in small-area inference often involve unobservable random effects. While this can significantly improve the adaptivity and flexibility of a model, it also increases the variability of both point and interval estimators. If we could test for the existence of the random effects, and if the test were to show that they were unlikely to be present, then we would arguably not need to incorporate them into the model, and thus could significantly improve the…

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Saddlepoint Test in Measurement Error Models

测量误差模型中的鞍点检验

We develop second-order hypothesis testing procedures in functional measurement error models for small or moderate sample sizes, where the classical first-order asymptotic analysis often fails to provide accurate results. In functional models no distributional assumptions are made on the unobservable covariates and this leads to semiparametric models. Our testing procedure is derived using saddlepoint techniques and is based on an empirical distribution estimation subject to…

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Confidence Distributions and a Unifying Framework for Meta-Analysis

置信分布与元分析的统一框架

This article develops a unifying framework, as well as robust meta-analysis approaches, for combining studies from independent sources. The device used in this combination is a confidence distribution (CD), which uses a distribution function, instead of a point (point estimator) or an interval (confidence interval), to estimate a parameter of interest. A CD function contains a wealth of information for inferences, and it is a useful device for combining studies from…

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Testing for Threshold Effects in Regression Models

回归模型中的阈值效应检验

In this article, we develop a general method for testing threshold effects in regression models, using sup-likelihood-ratio (LR)-type statistics. Although the sup-LR-type test statistic has been considered in the literature, our method for establishing the asymptotic null distribution is new and nonstandard. The standard approach in the literature for obtaining the asymptotic null distribution requires that there exist a certain quadratic approximation to the objective…

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Small Sample LD 50 Confidence Intervals Using Saddlepoint Approximations

利用鞍点近似构造小样本半数致死剂量置信区间

Confidence intervals for the median lethal dose (LD50) and other dose percentiles in logistic regression models are developed using a generalization of the Fieller theorem for exponential families and saddlepoint approximations. Simulation results show that, in terms of one-tailed and two-tailed coverage, the proposed methodology generally outperforms competing confidence intervals obtained from the classical Fieller, likelihood ratio, and score methods. In terms of…

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Fast Robust Model Selection in Large Datasets

大型数据集中的快速稳健模型选择

Large datasets are increasingly common in many research fields. In particular, in the linear regression context, it is often the case that a huge number of potential covariates are available to explain a response variable, and the first step of a reasonable statistical analysis is to reduce the number of covariates. This can be done in a forward selection procedure that includes selecting the variable to enter, deciding to retain it or stop the selection, and estimating the…

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Nonparametric Regression With Predictors Missing at Random

预测变量随机缺失下的非参数回归

Nonparametric regression with predictors missing at random (MAR), where the probability of missing depends only on observed variables, is considered. Univariate predictor is the primary case of interest. A new adaptive orthogonal series estimator is developed. Large sample theory shows that the estimator is rate-minimax and it is also sharp-minimax whenever predictors are missing completely at random (MCAR). Furthermore, confidence bands, estimation of nuisance functions,…

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On Propagated Scoring for Semisupervised Additive Models

半监督加性模型中的传播评分

This article presents a semisupervised modeling framework that combines feature-based (x) data and graph-based (G) data for classification/regression of the response Y. In this semisupervised setting, Y is observed for a subset of the observations (labeled) and missing for the remainder (unlabeled). The Propagated Scoring algorithm proposed for fitting this model is a semisupervised fixed-point regularization approach that essentially extends the generalized additive model…

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Inverse Regression Estimation for Censored Data

删失数据的逆回归估计

An inverse regression methodology for assessing predictor performance in the censored data setup is developed along with inference procedures and a computational algorithm. The technique developed here allows for conditioning on the unobserved failure time along with a weighting mechanism that accounts for the censoring. The implementation is nonparametric and computationally fast. This provides an efficient methodological tool that can be used especially in cases where the…

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Changepoints in the North Atlantic Tropical Cyclone Record

北大西洋热带气旋记录中的变点

This article examines the North Atlantic tropical cyclone record for statistical discontinuities (changepoints). This is a controversial area and indeed, our end conclusions are opposite of those made in Dr. Kelvin Droegemeier’s July 28, 2009 Senate testimonial. The methods developed here should help rigorize the debate. Elaborating, we develop a level-α test for a changepoint in a categorical data sequence sampled from a multinomial distribution. The proposed test statistic…

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Dynamic Trees for Learning and Design

用于学习与试验设计的动态树

Dynamic regression trees are an attractive option for automatic regression and classification with complicated response surfaces in online application settings. We create a sequential tree model whose state changes in time with the accumulation of new data, and provide particle learning algorithms that allow for the efficient online posterior filtering of tree states. A major advantage of tree regression is that it allows for the use of very simple models within each…

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Meta Analysis of Functional Neuroimaging Data via Bayesian Spatial Point Processes

基于贝叶斯空间点过程的功能神经影像元分析

As the discipline of functional neuroimaging grows there is an increasing interest in meta analysis of brain imaging studies. A typical neuroimaging meta analysis collects peak activation coordinates (foci) from several studies and identifies areas of consistent activation. Most imaging meta analysis methods only produce null hypothesis inferences and do not provide an interpretable fitted model. To overcome these limitations, we propose a Bayesian spatial hierarchical model…

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Improved Inference for Respondent-Driven Sampling Data With Application to HIV Prevalence Estimation

受访者驱动抽样的改进推断及 HIV 患病率估计应用

Respondent-driven sampling is a form of link-tracing network sampling, which is widely used to study hard-to-reach populations, often to estimate population proportions. Previous treatments of this process have used a with-replacement approximation, which we show induces bias in estimates for large sample fractions and differential network connectedness by characteristic of interest. We present a treatment of respondent-driven sampling as a successive sampling process.…

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Tests for High-Dimensional Regression Coefficients With Factorial Designs

析因设计下高维回归系数的检验

We propose simultaneous tests for coefficients in high-dimensional linear regression models with factorial designs. The proposed tests are designed for the “large p, small n” situations where the conventional F-test is no longer applicable. We derive the asymptotic distribution of the proposed test statistic under the high-dimensional null hypothesis and various scenarios of the alternatives, which allow power evaluations. We also evaluate the power of the F-test for models…

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A Semiparametric Estimation of Mean Functionals With Nonignorable Missing Data

不可忽略缺失数据下均值泛函的半参数估计

Parameter estimation with nonignorable missing data is a challenging problem in statistics. The fully parametric approach for joint modeling of the response model and the population model can produce results that are quite sensitive to the failure of the assumed model. We propose a more robust modeling approach by considering the model for the nonresponding part as an exponential tilting of the model for the responding part. The exponential tilting model can be justified…

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Multivariate Matching Methods That Are Monotonic Imbalance Bounding

具有单调不平衡界限的多元匹配方法

We introduce a new “Monotonic Imbalance Bounding” (MIB) class of matching methods for causal inference with a surprisingly large number of attractive statistical properties. MIB generalizes and extends in several new directions the only existing class, “Equal Percent Bias Reducing” (EPBR), which is designed to satisfy weaker properties and only in expectation. We also offer strategies to obtain specific members of the MIB class, and analyze in more detail a member of this…

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Online Model-Based Clustering for Crisis Identification in Distributed Computing

分布式计算故障识别的在线模型聚类

Large-scale distributed computing systems can suffer from occasional severe violation of performance goals; due to the complexity of these systems, manual diagnosis of the cause of the crisis is too slow to inform interventions taken during the crisis. Rapid automatic recognition of the recurrence of a problem can lead to cause diagnosis and informed intervention. We frame this as an online clustering problem, where the labels (causes) of some of the previous crises may be…

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Bayesian Spatial Quantile Regression

贝叶斯空间分位数回归

Tropospheric ozone is one of the six criteria pollutants regulated by the United States Environmental Protection Agency under the Clean Air Act and has been linked with several adverse health effects, including mortality. Due to the strong dependence on weather conditions, ozone may be sensitive to climate change and there is great interest in studying the potential effect of climate change on ozone, and how this change may affect public health. In this paper we develop a…

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Statistical Estimation of Word Acquisition With Application to Readability Prediction

词汇习得的统计估计及其可读性预测应用

Models of language learning play a central role in a wide range of applications: from psycholinguistic theories of how people acquire new word knowledge, to information systems that can automatically match content to users’ reading ability. Traditional methods for estimating word acquisition ages or content readability are typically based on linear regression over a small number of summary features derived from time-consuming user studies or costly expert judgments. With the…

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Weighted Optimality in Designed Experimentation

实验设计中的加权最优性

An optimality framework is developed for designing experiments in which not all treatments are of equal interest, such as those including an established control. Differential interest in treatments is formalized by assignment of weights, incorporated into optimality measures through a weighted version of the information matrix. All conventional measures of design efficacy are shown to have weighted analogs. The properties of weighted measures are explored, some general…

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Combining Nonparametric and Optimal Linear Time Series Predictions

结合非参数预测与最优线性时间序列预测

We introduce a semiparametric procedure for more efficient prediction of a strictly stationary process admitting an ARMA representation. The procedure is based on the estimation of the ARMA representation, followed by a nonparametric regression where the ARMA residuals are used as explanatory variables. Compared to standard nonparametric regression methods, the number of explanatory variables can be reduced because our approach exploits the linear dependence of the process.…

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Bootstrapping Robust Estimates for Clustered Data

聚类数据稳健估计的自助推断

In mixed models, the use of robust estimates raises several interesting inferential challenges. One of these challenges arises from the realization that the effect of contamination is to increase the variability in the data, but robust estimates of variance components are usually smaller than their nonrobust counterparts. The robust estimates reflect the variability of the bulk of the data, which is not the same as the variability in the data-generating process. This means…

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Pseudo–Empirical Likelihood Inference for Multiple Frame Surveys

多抽样框调查的伪经验似然推断

This article presents a pseudo–empirical likelihood approach to inference for multiple-frame surveys. We establish a unified framework for point and interval estimation of finite population parameters, and show that inferences on the parameters of interest making effective use of different types of auxiliary population information can be conveniently carried out through the constrained maximization of the pseudo–empirical likelihood function. Confidence intervals are…

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Composite Likelihood Bayesian Information Criteria for Model Selection in High-Dimensional Data

高维数据模型选择的复合似然贝叶斯信息准则

For high-dimensional data sets with complicated dependency structures, the full likelihood approach often leads to intractable computational complexity. This imposes difficulty on model selection, given that most traditionally used information criteria require evaluation of the full likelihood. We propose a composite likelihood version of the Bayes information criterion (BIC) and establish its consistency property for the selection of the true underlying marginal model. Our…

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