Prediction of Finite Population Proportion When Responses Are Misclassified

2020 ◽  
Author(s):  
Sumanta Adhya ◽  
Surupa Roy ◽  
Tathagata Banerjee
Keyword(s):  
Empirical Study ◽  
Finite Population ◽  
Asymptotic Properties ◽  
Auxiliary Variable ◽  
Binary Response ◽  
Simulation Studies ◽  
Variance Estimator ◽  
Computationally Efficient ◽  
Extensive Simulation ◽  
Population Proportion

Abstract We propose a model-based predictive estimator of the finite population proportion of a misclassified binary response, when information on the auxiliary variable(s) is available for all units in the population. Asymptotic properties of the misclassification-adjusted predictive estimator are also explored. We propose a computationally efficient bootstrap variance estimator that exhibits better performance compared to usual analytical variance estimator. The performance of the proposed estimator is compared with other commonly used design-based estimators through extensive simulation studies. The results are supplemented by an empirical study based on literacy data.

scholarly journals Covariate Assisted Principal Regression for Covariance Matrix Outcomes

2018 ◽  
Author(s):  
Yi Zhao ◽  
Bingkai Wang ◽  
Stewart H. Mostofsky ◽  
Brian S. Caffo ◽  
Xi Luo
Keyword(s):  
Linear Models ◽  
Asymptotic Properties ◽  
Imaging Study ◽  
Brain Network ◽  
Covariance Matrices ◽  
Simulation Studies ◽  
Functional Magnetic Resonance ◽  
Computationally Efficient ◽  
Coefficient Estimation ◽  
Computationally Efficient Algorithms

AbstractModeling variances in data has been an important topic in many fields, including in financial and neuroimaging analysis. We consider the problem of regressing covariance matrices on a vector covariates, collected from each observational unit. The main aim is to uncover the variation in the covariance matrices across units that are explained by the covariates. This paper introduces Covariate Assisted Principal (CAP) regression, an optimization-based method for identifying the components predicted by (generalized) linear models of the covariates. We develop computationally efficient algorithms to jointly search the projection directions and regression coefficients, and we establish the asymptotic properties. Using extensive simulation studies, our method shows higher accuracy and robustness in coefficient estimation than competing methods. Applied to a resting-state functional magnetic resonance imaging study, our approach identifies the human brain network changes associated with age and sex.

scholarly journals Covariate Assisted Principal regression for covariance matrix outcomes

Biostatistics ◽  
2019 ◽  
Author(s):  
Yi Zhao ◽  
Bingkai Wang ◽  
Stewart H Mostofsky ◽  
Brian S Caffo ◽  
Xi Luo
Keyword(s):  
Asymptotic Properties ◽  
Imaging Study ◽  
Brain Network ◽  
Covariance Matrices ◽  
Simulation Studies ◽  
Computationally Efficient ◽  
Coefficient Estimation ◽  
Computationally Efficient Algorithms ◽  
Cap Method ◽  
Model Approach

Summary In this study, we consider the problem of regressing covariance matrices on associated covariates. Our goal is to use covariates to explain variation in covariance matrices across units. As such, we introduce Covariate Assisted Principal (CAP) regression, an optimization-based method for identifying components associated with the covariates using a generalized linear model approach. We develop computationally efficient algorithms to jointly search for common linear projections of the covariance matrices, as well as the regression coefficients. Under the assumption that all the covariance matrices share identical eigencomponents, we establish the asymptotic properties. In simulation studies, our CAP method shows higher accuracy and robustness in coefficient estimation over competing methods. In an example resting-state functional magnetic resonance imaging study of healthy adults, CAP identifies human brain network changes associated with subject demographics.

LCox: a tool for selecting genes related to survival outcomes using longitudinal gene expression data

2019 ◽  
Vol 18 (2) ◽  
Author(s):  
Jiehuan Sun ◽  
Jose D. Herazo-Maya ◽  
Jane-Ling Wang ◽  
Naftali Kaminski ◽  
Hongyu Zhao
Keyword(s):  
Gene Expression ◽  
R Package ◽  
Survival Outcome ◽  
Survival Outcomes ◽  
Simulation Studies ◽  
Expression Data ◽  
Computationally Efficient ◽  
Efficient Tool ◽  
Extensive Simulation ◽  
Improved Performance

Abstract Longitudinal genomics data and survival outcome are common in biomedical studies, where the genomics data are often of high dimension. It is of great interest to select informative longitudinal biomarkers (e.g. genes) related to the survival outcome. In this paper, we develop a computationally efficient tool, LCox, for selecting informative biomarkers related to the survival outcome using the longitudinal genomics data. LCox is powerful to detect different forms of dependence between the longitudinal biomarkers and the survival outcome. We show that LCox has improved performance compared to existing methods through extensive simulation studies. In addition, by applying LCox to a dataset of patients with idiopathic pulmonary fibrosis, we are able to identify biologically meaningful genes while all other methods fail to make any discovery. An R package to perform LCox is freely available at https://CRAN.R-project.org/package=LCox.

scholarly journals Parametric bootstrap estimators for hybrid inference in forest inventories

2017 ◽  
Vol 91 (3) ◽  
pp. 354-365 ◽  
Author(s):  
Mathieu Fortin ◽  
Rubén Manso ◽  
Robert Schneider
Keyword(s):  
Multiple Imputation ◽  
Nonlinear Models ◽  
Parametric Bootstrap ◽  
Simulation Studies ◽  
Variance Estimator ◽  
Resampling Methods ◽  
Forest Inventories ◽  
Point Estimator ◽  
Complex Models ◽  
High Level

Abstract In forestry, the variable of interest is not always directly available from forest inventories. Consequently, practitioners have to rely on models to obtain predictions of this variable of interest. This context leads to hybrid inference, which is based on both the probability design and the model. Unfortunately, the current analytical hybrid estimators for the variance of the point estimator are mainly based on linear or nonlinear models and their use is limited when the model reaches a high level of complexity. An alternative consists of using a variance estimator based on resampling methods (Rubin, D. B. (1987). Multiple imputation for nonresponse surveys. John Wiley & Sons, Hoboken, New Jersey, USA). However, it turns out that a parametric bootstrap (BS) estimator of the variance can be biased in contexts of hybrid inference. In this study, we designed and tested a corrected BS estimator for the variance of the point estimator, which can easily be implemented as long as all of the stochastic components of the model can be properly simulated. Like previous estimators, this corrected variance estimator also makes it possible to distinguish the contribution of the sampling and the model to the variance of the point estimator. The results of three simulation studies of increasing complexity showed no evidence of bias for this corrected variance estimator, which clearly outperformed the BS variance estimator used in previous studies. Since the implementation of this corrected variance estimator is not much more complicated, we recommend its use in contexts of hybrid inference based on complex models.

scholarly journals Heterogeneous individual risk modelling of recurrent events

Biometrika ◽  
2020 ◽  
Author(s):  
Huijuan Ma ◽  
Limin Peng ◽  
Chiung-Yu Huang ◽  
Haoda Fu
Keyword(s):  
Recurrent Events ◽  
Asymptotic Properties ◽  
Dynamic Modelling ◽  
Individual Risk ◽  
Simulation Studies ◽  
Finite Sample ◽  
Risk Modelling ◽  
Modelling Framework ◽  
Proposed Model

Summary Progression of chronic disease is often manifested by repeated occurrences of disease-related events over time. Delineating the heterogeneity in the risk of such recurrent events can provide valuable scientific insight for guiding customized disease management. We propose a new sensible measure of individual risk of recurrent events and present a dynamic modelling framework thereof, which accounts for both observed covariates and unobservable frailty. The proposed modelling requires no distributional specification of the unobservable frailty, while permitting exploration of the dynamic effects of the observed covariates. We develop estimation and inference procedures for the proposed model through a novel adaptation of the principle of conditional score. The asymptotic properties of the proposed estimator, including the uniform consistency and weak convergence, are established. Extensive simulation studies demonstrate satisfactory finite-sample performance of the proposed method. We illustrate the practical utility of the new method via an application to a diabetes clinical trial that explores the risk patterns of hypoglycemia in type 2 diabetes patients.

scholarly journals On Comparison of Local Polynomial Regression Estimators for P=0 and P=1 in a Model Based Framework

2018 ◽  
Vol 7 (4) ◽  
pp. 104
Author(s):  
Conlet Biketi Kikechi ◽  
Richard Onyino Simwa
Keyword(s):  
Finite Population ◽  
Polynomial Regression ◽  
Asymptotic Properties ◽  
Asymptotic Relative Efficiency ◽  
Regression Estimator ◽  
Local Polynomial Regression ◽  
Linear Quadratic ◽  
Population Total ◽  
Local Polynomial ◽  
Model Based

This article discusses the local polynomial regression estimator for  and the local polynomial regression estimator for  in a finite population. The performance criterion exploited in this study focuses on the efficiency of the finite population total estimators. Further, the discussion explores analytical comparisons between the two estimators with respect to asymptotic relative efficiency. In particular, asymptotic properties of the local polynomial regression estimator of finite population total for  are derived in a model based framework. The results of the local polynomial regression estimator for  are compared with those of the local polynomial regression estimator for  studied by Kikechi et al (2018). Variance comparisons are made using the local polynomial regression estimator  for  and the local polynomial regression estimator  for  which indicate that the estimators are asymptotically equivalently efficient. Simulation experiments carried out show that the local polynomial regression estimator  outperforms the local polynomial regression estimator  in the linear, quadratic and bump populations.

ESTIMATING VOLATILITY FUNCTIONALS WITH MULTIPLE TRANSACTIONS

2016 ◽  
Vol 33 (2) ◽  
pp. 331-365 ◽  
Author(s):  
Bing-Yi Jing ◽  
Zhi Liu ◽  
Xin-Bing Kong
Keyword(s):  
High Frequency ◽  
Ad Hoc ◽  
Asymptotic Properties ◽  
Financial Econometrics ◽  
Future Research ◽  
Simulation Studies ◽  
Recording Time ◽  
Integrated Volatility ◽  
Research Problems ◽  
Real World Problems

The phenomenon of multiple transactions at each recording time is a common occurrence for high-frequency financial data because of the heavy trading of the market and limitation of the recording mechanism. This situation has existed for many years, but has become more common in recent years because of heavier trading. Surprisingly, there have been few studies on this important issue, in spite of some ad hoc approaches to treat multiple transactions. In this paper we investigate how to handle multiple transactions, particularly in the context of estimating the integrated volatility and integrated quarticity, which are of great interest in financial econometrics. Two approaches are proposed for this purpose, and their asymptotic properties are investigated. Their performances are confirmed by simulation studies. The estimators are also applied to some real world problems. The work represents only the first step in this direction, and some future research problems are discussed.

On the effect of measurement errors in simultaneous monitoring of mean vector and covariance matrix of multivariate processes

2016 ◽  
Vol 40 (1) ◽  
pp. 318-330 ◽  
Author(s):  
Amirhossein Amiri ◽  
Reza Ghashghaei ◽  
Mohammad Reza Maleki
Keyword(s):  
Measurement Errors ◽  
Control Charts ◽  
Moving Average ◽  
Real Data ◽  
Simulation Studies ◽  
Process Mean ◽  
Extensive Simulation ◽  
Monitoring Procedure ◽  
Mean Vector ◽  
Weighted Moving Average

In this paper, we investigate the misleading effect of measurement errors on simultaneous monitoring of the multivariate process mean and variability. For this purpose, we incorporate the measurement errors into a hybrid method based on the generalized likelihood ratio (GLR) and exponentially weighted moving average (EWMA) control charts. After that, we propose four remedial methods to decrease the effects of measurement errors on the performance of the monitoring procedure. The performance of the monitoring procedure as well as the proposed remedial methods is investigated through extensive simulation studies and a real data example.

Sign in / Sign up

Export Citation Format

Share Document