Showing 1 - 10 of 103
Persistent link: https://www.econbiz.de/10010948503
Considerable recent interest has focused on doubly robust estimators for a population mean response in the presence of incomplete data, which involve models for both the propensity score and the regression of outcome on covariates. The usual doubly robust estimator may yield severely biased...
Persistent link: https://www.econbiz.de/10008546154
We propose a method of simultaneous model selection and estimation in additive regression models (ARMs) forindependent normal data. We use the mixed model representation of the smoothing spline estimators of thenonparametric functions in ARMs, where the importance of these functions is...
Persistent link: https://www.econbiz.de/10009431180
Model selection is important for longitudinal data analysis. But up to date little work has been done on variable selection for generalized linear mixed models (GLMM). In this paper we propose and study a class of variable selection methods. Full likelihood (FL) approach is proposed for...
Persistent link: https://www.econbiz.de/10009431308
Conventionally, values of nuisance parameters given in a statistical design are often erroneous, thus may result in overpowering or underpowering a test using traditional sample size calculations. In this thesis, we propose to use Fisher Information data monitoring in group sequential studies to...
Persistent link: https://www.econbiz.de/10009431309
In many longitudinal studies, it is of interest to characterize the relationship between a time-to-event (e.g. survival) and time-dependent and time-independent covariates. Time-dependent covariates are generally observed intermittently and with error.For a single time-dependent covariate, a...
Persistent link: https://www.econbiz.de/10009431245
Persistent link: https://www.econbiz.de/10010947725
Censored median regression models have been shown to be useful for analyzing a variety of censored survival data with the robustness property. We study sparse estimation and inference of censored median regression. The new method minimizes an inverse censoring probability weighted least absolute...
Persistent link: https://www.econbiz.de/10009431200
Parametric estimation is complicated when data are measured with error. The problem of regression modeling when one or more covariates are measured with error is considered in this paper. It is often the case that, evaluated at the observed error-prone data, the unbiased true-data estimating...
Persistent link: https://www.econbiz.de/10009431321
A variety of complications arise when imperfect measurements, W, are observed in place of a true variable of interest, X. In the context of linear and non-linear regression models where X is a covariate, regression parameter estimators obtained when W is substituted for X may be substantially...
Persistent link: https://www.econbiz.de/10009431214