Semiparametric Quasilikelihood and Variance Function Estimation in Measurement Error Models PDF Download

Author: Jungsywan H. Sepanski
Publisher:
ISBN:
Category : Analysis of variance
Languages : en
Pages : 272

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Author: Raymond J. Carroll
Publisher: CRC Press
ISBN: 9780412047213
Category : Mathematics
Languages : en
Pages : 334

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Book Description
This monograph provides an up-to-date discussion of analysis strategies for regression problems in which predictor variables are measured with errors. The analysis of nonlinear regression models includes generalized linear models, transform-both-sides models and quasilikelihood and variance function problems. The text concentrates on the general ideas and strategies of estimation and inference rather than being concerned with a specific problem. Measurement error occurs in many fields, such as biometry, epidemiology and economics. In particular, the book contains a large number of epidemiological examples. An outline of strategies for handling progressively more difficult problems is also provided.

Author: Marie Davidian
Publisher: Springer
ISBN: 3319058010
Category : Mathematics
Languages : en
Pages : 599

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Book Description
This volume contains Raymond J. Carroll's research and commentary on its impact by leading statisticians. Each of the seven main parts focuses on a key research area: Measurement Error, Transformation and Weighting, Epidemiology, Nonparametric and Semiparametric Regression for Independent Data, Nonparametric and Semiparametric Regression for Dependent Data, Robustness, and other work. The seven subject areas reviewed in this book were chosen by Ray himself, as were the articles representing each area. The commentaries not only review Ray’s work, but are also filled with history and anecdotes. Raymond J. Carroll’s impact on statistics and numerous other fields of science is far-reaching. His vast catalog of work spans from fundamental contributions to statistical theory to innovative methodological development and new insights in disciplinary science. From the outset of his career, rather than taking the “safe” route of pursuing incremental advances, Ray has focused on tackling the most important challenges. In doing so, it is fair to say that he has defined a host of statistics areas, including weighting and transformation in regression, measurement error modeling, quantitative methods for nutritional epidemiology and non- and semiparametric regression.

Author: Johann Pfanzagl
Publisher: Springer Science & Business Media
ISBN: 1461233968
Category : Mathematics
Languages : en
Pages : 116

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Assume one has to estimate the mean J x P( dx) (or the median of P, or any other functional t;;(P)) on the basis ofi.i.d. observations from P. Ifnothing is known about P, then the sample mean is certainly the best estimator one can think of. If P is known to be the member of a certain parametric family, say {Po: {) E e}, one can usually do better by estimating {) first, say by {)(n)(.~.), and using J XPo(n)(;r.) (dx) as an estimate for J xPo(dx). There is an "intermediate" range, where we know something about the unknown probability measure P, but less than parametric theory takes for granted. Practical problems have always led statisticians to invent estimators for such intermediate models, but it usually remained open whether these estimators are nearly optimal or not. There was one exception: The case of "adaptivity", where a "nonparametric" estimate exists which is asymptotically optimal for any parametric submodel. The standard (and for a long time only) example of such a fortunate situation was the estimation of the center of symmetry for a distribution of unknown shape.

Author: Raymond J. Carroll
Publisher: CRC Press
ISBN: 1420010131
Category : Mathematics
Languages : en
Pages : 484

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It's been over a decade since the first edition of Measurement Error in Nonlinear Models splashed onto the scene, and research in the field has certainly not cooled in the interim. In fact, quite the opposite has occurred. As a result, Measurement Error in Nonlinear Models: A Modern Perspective, Second Edition has been revamped and ex

Author: David Ruppert
Publisher: Cambridge University Press
ISBN: 9780521785167
Category : Mathematics
Languages : en
Pages : 408

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Even experts on semiparametric regression should find something new here.

Author: Econometric Society. World Congress
Publisher: Cambridge University Press
ISBN: 1107016061
Category : Business & Economics
Languages : en
Pages : 633

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The third volume of edited papers from the Tenth World Congress of the Econometric Society 2010.

Author: Ludwig Fahrmeir
Publisher: Springer Science & Business Media
ISBN: 1461229529
Category : Mathematics
Languages : en
Pages : 238

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Book Description
This volume presents the published Proceedings of the joint meeting of GUM92 and the 7th International Workshop on Statistical Modelling, held in Munich, Germany from 13 to 17 July 1992. The meeting aimed to bring together researchers interested in the development and applications of generalized linear modelling in GUM and those interested in statistical modelling in its widest sense. This joint meeting built upon the success of previous workshops and GUM conferences. Previous GUM conferences were held in London and Lancaster, and a joint GUM Conference/4th Modelling Workshop was held in Trento. (The Proceedings of previous GUM conferences/Statistical Modelling Workshops are available as numbers 14 , 32 and 57 of the Springer Verlag series of Lecture Notes in Statistics). Workshops have been organized in Innsbruck, Perugia, Vienna, Toulouse and Utrecht. (Proceedings of the Toulouse Workshop appear as numbers 3 and 4 of volume 13 of the journal Computational Statistics and Data Analysis). Much statistical modelling is carried out using GUM, as is apparent from many of the papers in these Proceedings. Thus the Programme Committee were also keen on encouraging papers which addressed problems which are not only of practical importance but which are also relevant to GUM or other software development. The Programme Committee requested both theoretical and applied papers. Thus there are papers in a wide range of practical areas, such as ecology, breast cancer remission and diabetes mortality, banking and insurance, quality control, social mobility, organizational behaviour.

Author: Antara Majumdar
Publisher:
ISBN:
Category :
Languages : en
Pages : 194

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Likelihood based estimation of stochastic models when one of the explanatory variables is masked by measurement error, is presented. Special methods are required to estimate the parameters of a model with one or more explanatory variables that are measured with error. In such models, the variable measured with error is unobservable. Only an unbiased manifestation is observable. The method proposed, provides an adjustment to obtain unbiased estimates of model parameters. The correction of bias, however, is not possible without additional identifying information. An instrumental variable is a practical form of additional information that can be used for this purpose. By treating the unobservable explanatory variable as 'missing' data the Markov Chain Monte Carlo Expectation Maximization (MCEM) algorithm is applied for maximum likelihood estimation of the parameters of a measurement error model with identifying information in the form of an instrumental variable. Implementation strategies, computational aspects, behavior of the estimators and inference resulting from application of the MCEM algorithm to the instrumental variable measurement error model are studied. A general methodology is developed that encompasses a variety of previously studied special case models and it is shown how they all can be modeled and estimated using the MCEM algorithm. Through our method it is shown how a structural logistic regression measurement error model can be directly fitted without the probit approximation. This was not possible prior to the research presented in this dissertation. The proposed methodology is compared numerically with the exact maximum likelihood estimates for two normal family models. Also, the behavior of the method is investigated when one of the variance parameters is near the boundary of the parameter space. The problem of measurement error in a survival time model with right censoring is considered and it is shown how the proposed method can be used to estimate a hazard function model, by construction of some special likelihoods and further methodological development. Two methods have been proposed, one of which is a semi-parametric method and the other is full parametric.

Author: A Clifford Cohen
Publisher: CRC Press
ISBN: 1000147231
Category : Mathematics
Languages : en
Pages : 312

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Book Description
Offers an applications-oriented treatment of parameter estimation from both complete and censored samples; contains notations, simplified formats for estimates, graphical techniques, and numerous tables and charts allowing users to calculate estimates and analyze sample data quickly and easily. Anno