scholarly journals Evaluation of the nonparametric estimation method in nonmem VI: application to real data

2009 ◽  
Vol 36 (4) ◽  
pp. 297-315 ◽  
Author(s):  
Paul G. Baverel ◽  
Radojka M. Savic ◽  
Justin J. Wilkins ◽  
Mats O. Karlsson
2021 ◽  
Author(s):  
Masaki Uto

AbstractPerformance assessment, in which human raters assess examinee performance in a practical task, often involves the use of a scoring rubric consisting of multiple evaluation items to increase the objectivity of evaluation. However, even when using a rubric, assigned scores are known to depend on characteristics of the rubric’s evaluation items and the raters, thus decreasing ability measurement accuracy. To resolve this problem, item response theory (IRT) models that can estimate examinee ability while considering the effects of these characteristics have been proposed. These IRT models assume unidimensionality, meaning that a rubric measures one latent ability. In practice, however, this assumption might not be satisfied because a rubric’s evaluation items are often designed to measure multiple sub-abilities that constitute a targeted ability. To address this issue, this study proposes a multidimensional IRT model for rubric-based performance assessment. Specifically, the proposed model is formulated as a multidimensional extension of a generalized many-facet Rasch model. Moreover, a No-U-Turn variant of the Hamiltonian Markov chain Monte Carlo algorithm is adopted as a parameter estimation method for the proposed model. The proposed model is useful not only for improving the ability measurement accuracy, but also for detailed analysis of rubric quality and rubric construct validity. The study demonstrates the effectiveness of the proposed model through simulation experiments and application to real data.


2020 ◽  
Vol 9 (1) ◽  
pp. 61-81
Author(s):  
Lazhar BENKHELIFA

A new lifetime model, with four positive parameters, called the Weibull Birnbaum-Saunders distribution is proposed. The proposed model extends the Birnbaum-Saunders distribution and provides great flexibility in modeling data in practice. Some mathematical properties of the new distribution are obtained including expansions for the cumulative and density functions, moments, generating function, mean deviations, order statistics and reliability. Estimation of the model parameters is carried out by the maximum likelihood estimation method. A simulation study is presented to show the performance of the maximum likelihood estimates of the model parameters. The flexibility of the new model is examined by applying it to two real data sets.


Mathematics ◽  
2021 ◽  
Vol 9 (17) ◽  
pp. 2105
Author(s):  
Claudia Angelini ◽  
Daniela De De Canditiis ◽  
Anna Plaksienko

In this paper, we consider the problem of estimating multiple Gaussian Graphical Models from high-dimensional datasets. We assume that these datasets are sampled from different distributions with the same conditional independence structure, but not the same precision matrix. We propose jewel, a joint data estimation method that uses a node-wise penalized regression approach. In particular, jewel uses a group Lasso penalty to simultaneously guarantee the resulting adjacency matrix’s symmetry and the graphs’ joint learning. We solve the minimization problem using the group descend algorithm and propose two procedures for estimating the regularization parameter. Furthermore, we establish the estimator’s consistency property. Finally, we illustrate our estimator’s performance through simulated and real data examples on gene regulatory networks.


Complexity ◽  
2021 ◽  
Vol 2021 ◽  
pp. 1-15
Author(s):  
Hisham M. Almongy ◽  
Ehab M. Almetwally ◽  
Randa Alharbi ◽  
Dalia Alnagar ◽  
E. H. Hafez ◽  
...  

This paper is concerned with the estimation of the Weibull generalized exponential distribution (WGED) parameters based on the adaptive Type-II progressive (ATIIP) censored sample. Maximum likelihood estimation (MLE), maximum product spacing (MPS), and Bayesian estimation based on Markov chain Monte Carlo (MCMC) methods have been determined to find the best estimation method. The Monte Carlo simulation is used to compare the three methods of estimation based on the ATIIP-censored sample, and also, we made a bootstrap confidence interval estimation. We will analyze data related to the distribution about single carbon fiber and electrical data as real data cases to show how the schemes work in practice.


2021 ◽  
Vol 6 (12) ◽  
pp. 13488-13502
Author(s):  
Qingsong Shan ◽  
◽  
Qianning Liu

<abstract><p>In this paper, we propose a beta kernel estimator to measure functional dependence (MFD). The MFD not only can measure the strength of linear or monotonic relationships, but it is also suitable for more complicated functional dependence. We derive the asymptotic distribution of the proposed estimator and then use several simulated examples to compare our estimator with the traditional measures. Our simulation results demonstrate that beta kernel provides high accuracy in estimation. A real data example is also given to illustrate one possible application of the new estimator.</p></abstract>


Author(s):  
Eric S. Fung ◽  
Wai-Ki Ching ◽  
Tak-Kuen Siu

In financial forecasting, a long-standing challenging issue is to develop an appropriate model for forecasting long-term risk management of enterprises. In this chapter, using financial markets as an example, we introduce a mixture price trend model for long-term forecasts of financial asset prices with a view to applying it for long-term financial risk management. The key idea of the mixture price trend model is to provide a general and flexible way to incorporate various price trend behaviors and to extract information from price trends for long-term forecasting. Indeed, the mixture price trend model can incorporate model uncertainty in the price trend model, which is a key element for risk management and is overlooked in some of the current literatures. The mixture price trend model also allows the incorporation of users’ subjective views on long-term price trends. An efficient estimation method is introduced. Statistical analysis of the proposed model based on real data will be conducted to illustrate the performance of the model.


2020 ◽  
Vol 13 (12) ◽  
pp. 298
Author(s):  
Yuan Gao ◽  
Lingju Chen ◽  
Jiancheng Jiang ◽  
Honglong You

In this paper we study estimating ruin probability which is an important problem in insurance. Our work is developed upon the existing nonparametric estimation method for the ruin probability in the classical risk model, which employs the Fourier transform but requires smoothing on the density of the sizes of claims. We propose a nonparametric estimation approach which does not involve smoothing and thus is free of the bandwidth choice. Compared with the Fourier-transformation-based estimators, our estimators have simpler forms and thus are easier to calculate. We establish asymptotic distributions of our estimators, which allows us to consistently estimate the asymptotic variances of our estimators with the plug-in principle and enables interval estimates of the ruin probability.


2020 ◽  
Vol 2020 ◽  
pp. 1-7
Author(s):  
Kyeongjun Lee ◽  
Jung-In Seo

This paper provides an estimation method for an unknown parameter by extending weighted least-squared and pivot-based methods to the Gompertz distribution with the shape and scale parameters under the progressive Type-II censoring scheme, which induces a consistent estimator and an unbiased estimator of the scale parameter. In addition, a way to deal with a nuisance parameter is provided in the pivot-based approach. For evaluation and comparison, the Monte Carlo simulations are conducted, and real data are analyzed.


2019 ◽  
Vol 79 (4) ◽  
pp. 617-635 ◽  
Author(s):  
Kaiwen Man ◽  
Jeffrey R. Harring

With the development of technology-enhanced learning platforms, eye-tracking biometric indicators can be recorded simultaneously with students item responses. In the current study, visual fixation, an essential eye-tracking indicator, is modeled to reflect the degree of test engagement when a test taker solves a set of test questions. Three negative binomial regression models are proposed for modeling visual fixation counts of test takers solving a set of items. These models follow a similar structure to the lognormal response time model and the two-parameter logistic item response model. The proposed modeling structures include individualized latent person parameters reflecting the level of engagement of each test taker and two item parameters indicating the visual attention intensity and discriminating power of each test item. A Markov chain Monte Carlo estimation method is implemented for parameter estimation. Real data are fitted to the three proposed models, and the results are discussed.


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