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Kernel Estimators for Univariate Binary Regression

单协变量二元回归的核估计量

We present a rather thorough investigation of the use of kernel-based nonparametric estimators of the binary regression function in the case of a single covariate. We consider various versions of Nadaraya–Watson and local linear estimators, some involving a single bandwidth and others involving two bandwidths. The locally linear logistic estimator proves to be a good single-bandwidth estimator, although the basic Nadaraya–Watson estimator also fares quite well. Two-bandwidth…

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Large-Scale Simultaneous Hypothesis Testing

大规模同时假设检验

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…

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Analysis of Contaminant Co-Occurrence in Community Water Systems

社区供水系统中污染物共同出现的分析

The current framework for U.S. Environmental Protection Agency regulation of water quality in community drinking water supplies produces sequential rules for either single contaminants or small groups of similar contaminants. For both substantive and pragmatic reasons, some water industry experts have advocated the development of a more holistic regulatory process in which rules are promulgated less frequently but for larger contaminant classes. Such a framework would…

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Randomization Inference With Imperfect Compliance in the ACE-Inhibitor After Anthracycline Randomized Trial

蒽环类药物治疗后 ACE 抑制剂试验中不完全依从下的随机化推断

Anthracyclines are quite effective at curing certain cancers of childhood, but they may damage the heart. The ACE-Inhibitor After Anthracycline (AAA) study compared enalapril to placebo in a randomized trial in an effort to determine whether treatment with enalapril would preserve or improve cardiac function among children previously treated with anthracylines. As is true in many clinical trials, patient compliance with the study protocol was imperfect; some children took…

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Directional Rates of Change Under Spatial Process Models

空间过程模型下的方向变化率

Spatial process models are now widely used for inference in many areas of application. In such contexts interest is often in the rate of change of a spatial surface at a given location in a given direction. Examples include temperature or rainfall gradients in meteorology, pollution gradients for environmental data, and surface roughness assessment for digital elevation models. Because the spatial surface is viewed as a random realization, all such rates of change are random…

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Determining Inheritance Distributions via Stochastic Penetrances

通过随机外显率确定遗传分布

The aim of linkage analysis is to map the position of a gene contributing to an inheritable disease. The statistical model contains the disease allele frequency and penetrance parameters. Here I investigate the inheritance distribution, that is, the conditional distribution of the inheritance vector given phenotypes at the disease locus. Based on this, the likelihood and likelihood score function of Whittemore can be defined. As a result, a general semiparametric methodology…

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A Latent Variable Model of Segregation Analysis for Ordinal Traits

有序性状分离分析的潜变量模型

Many health conditions, including cancer and psychiatric disorders, are believed to have a complex genetic basis, and genes and environmental factors are likely to interact in the presence and severity of these conditions. Assessing familial aggregation and inheritability of disease is a classic topic of genetic epidemiology, commonly referred to as segregation analysis. Although today it is routine to conduct such analyses for quantitative and dichotomous traits, methods…

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Censored Regression Quantiles

删失回归分位数

Using quantile regression to analyze survival times offers an valuable complement to traditional Cox proportional hazards modelling. Unfortunately, this approach has been hampered by the lack of a conditional quantile estimator for censored data that is directly analogous to the Kaplan–Meier estimator and applies under standard assumptions for censored regression models. Here a recursively reweighted estimator of the regression quantile process is developed as a direct…

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Adaptive Estimators and Tests of Stationary and Nonstationary Short- and Long-Memory ARFIMA–GARCH Models

平稳与非平稳短长记忆 ARFIMA–GARCH 模型的自适应估计与检验

This article considers the fractionally autoregressive integrated moving average [ARFIMA(p,d,q)] models with GARCH errors. The process generated by this model is short memory, long memory, stationary, and nonstationary, respectively, when d ∈ (-1/2, 0), d ∈ (0, 1/2), d ∈ (-1/2, 1/2), and d ∈ (1/2, ∞). Using a unified approach, the local asymptotic normality of the model is established for d ∈ ∪∞j = 0(J - 1/2, J + 1/2). The adaptivity and efficiency of the estimating…

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Multiple Edit/Multiple Imputation for Multivariate Continuous Data

多元连续数据的多重编辑与多重插补

Multiple imputation replaces an incomplete dataset with m > 1 simulated complete versions that are analyzed separately by standard methods. We present a natural extension of multiple imputation for handling the dual problems of nonresponse and response error. This extension, which we call multiple edit/multiple imputation (MEMI), replaces an observed dataset containing missing values and errors with m > 1 simulated versions of the ideal dataset that is complete and…

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Infilling Sparse Records of Spatial Fields

空间场稀疏记录的补全

Historical records of weather, such as monthly precipitation and temperatures from the last century, are an invaluable database to use in studying changes and variability in climate. These data also provide the starting point for understanding and modeling the relationship among climate, ecological processes, and human activities. However, these data are observed irregularly over space and time. The basic statistical problem is to create a complete data record that is…

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Estimating Cure Rates From Survival Data

从生存数据估计治愈率

This article considers the utility of the bounded cumulative hazard model in cure rate estimation, which is an appealing alternative to the widely used two-component mixture model. This approach has the following distinct advantages: (1) It allows for a natural way to extend the proportional hazards regression model, leading to a wide class of extended hazard regression models. (2) In some settings the model can be interpreted in terms of biologically meaningful parameters.…

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Information Recovery in a Study With Surrogate Endpoints

替代终点研究中的信息回收

Recently, there has been a lot of interest in statistical methods for analyzing data with surrogate endpoints. In this article, we consider parameter estimation from a model that relates a variable Y to a set of covariates, X, in the presence of a surrogate, S. We assume that the data are made up of two random samples from the population, a validation set where (Y, X, S) are observed on every subject and a nonvalidation set where only (X, S) are measured. We show how…

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Mobius-Like Mappings and Their Use in Kernel Density Estimation

类 Möbius 映射及其在核密度估计中的应用

It is well known that the manipulation of sample data by means of a parametric function can improve the performance of kernel density estimation. This article proposes a two-parameter Mobius-like function to map sample data drawn from a semi-infinite space into [−1,1). A standard kernel method is then used to estimate the density. The proposed method is shown to yield effective estimates of density and is computationally more efficient than other well-known transformation…

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More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors

自相关误差下更高效的非参数局部多项式估计

We propose a modification of local polynomial time series regression estimators that improves efficiency when the innovation process is autocorrelated. The procedure is based on a pre-whitening transformation of the dependent variable that must be estimated from the data. We establish the asymptotic distribution of our estimator under weak dependence conditions. We show that the proposed estimation procedure is more efficient than the conventional local polynomial method. We…

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Using the Bootstrap to Select One of a New Class of Dimension Reduction Methods

利用自助法选择一类新的降维方法

Dimension reduction in a regression analysis of response y given a p-dimensional vector of predictors x reduces the dimension of x by replacing it with a lower-dimensional linear combination β′x of the x's without specifying a parametric model and without loss of information about the conditional distribution of y given x. We unify three existing methods, sliced inverse regression (SIR), sliced average variance estimate (SAVE), and principal Hessian directions (pHd), into a…

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Frequentist Model Average Estimators

频率学派模型平均估计量

The traditional use of model selection methods in practice is to proceed as if the final selected model had been chosen in advance, without acknowledging the additional uncertainty introduced by model selection. This often means underreporting of variability and too optimistic confidence intervals. We build a general large-sample likelihood apparatus in which limiting distributions and risk properties of estimators post-selection as well as of model average estimators are…

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The Focused Information Criterion

聚焦信息准则

A variety of model selection criteria have been developed, of general and specific types. Most of these aim at selecting a single model with good overall properties, for example, formulated via average prediction quality or shortest estimated overall distance to the true model. The Akaike, the Bayesian, and the deviance information criteria, along with many suitable variations, are examples of such methods. These methods are not concerned, however, with the actual use of the…

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Bayesian Modeling and Forecasting of Intraday Electricity Load

日内电力负荷的贝叶斯建模与预测

The advent of wholesale electricity markets has brought renewed focus on intraday electricity load forecasting. This article proposes a multi-equation regression model with a diagonal first-order stationary vector autoregresson (VAR) for modeling and forecasting intraday electricity load. The correlation structure of the disturbances to the VAR and the appropriate subset of regressors are explored using Bayesian model selection methodology. The full spectrum of finite-sample…

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