A Generalizability Theory Approach to Standard Error Estimates for Bookmark Standard Settings

2008 ◽  
Vol 68 (4) ◽  
pp. 603-620 ◽  
Author(s):  
Guemin Lee ◽  
Daniel M. Lewis
Econometrica ◽  
2021 ◽  
Vol 89 (4) ◽  
pp. 1963-1977 ◽  
Author(s):  
Jinyong Hahn ◽  
Zhipeng Liao

Asymptotic justification of the bootstrap often takes the form of weak convergence of the bootstrap distribution to some limit distribution. Theoretical literature recognized that the weak convergence does not imply consistency of the bootstrap second moment or the bootstrap variance as an estimator of the asymptotic variance, but such concern is not always reflected in the applied practice. We bridge the gap between the theory and practice by showing that such common bootstrap based standard error in fact leads to a potentially conservative inference.


2015 ◽  
Vol 26 (4) ◽  
pp. 1802-1823 ◽  
Author(s):  
Elizabeth H Payne ◽  
James W Hardin ◽  
Leonard E Egede ◽  
Viswanathan Ramakrishnan ◽  
Anbesaw Selassie ◽  
...  

Overdispersion is a common problem in count data. It can occur due to extra population-heterogeneity, omission of key predictors, and outliers. Unless properly handled, this can lead to invalid inference. Our goal is to assess the differential performance of methods for dealing with overdispersion from several sources. We considered six different approaches: unadjusted Poisson regression (Poisson), deviance-scale-adjusted Poisson regression (DS-Poisson), Pearson-scale-adjusted Poisson regression (PS-Poisson), negative-binomial regression (NB), and two generalized linear mixed models (GLMM) with random intercept, log-link and Poisson (Poisson-GLMM) and negative-binomial (NB-GLMM) distributions. To rank order the preference of the models, we used Akaike's information criteria/Bayesian information criteria values, standard error, and 95% confidence-interval coverage of the parameter values. To compare these methods, we used simulated count data with overdispersion of different magnitude from three different sources. Mean of the count response was associated with three predictors. Data from two real-case studies are also analyzed. The simulation results showed that NB and NB-GLMM were preferred for dealing with overdispersion resulting from any of the sources we considered. Poisson and DS-Poisson often produced smaller standard-error estimates than expected, while PS-Poisson conversely produced larger standard-error estimates. Thus, it is good practice to compare several model options to determine the best method of modeling count data.


2013 ◽  
Vol 23 (4) ◽  
pp. 448-463 ◽  
Author(s):  
Bent Stora ◽  
Knut A. Hagtvet ◽  
Sonja Heyerdahl

2014 ◽  
Vol 30 (3) ◽  
pp. 521-532 ◽  
Author(s):  
Phillip S. Kott ◽  
C. Daniel Day

Abstract This article describes a two-step calibration-weighting scheme for a stratified simple random sample of hospital emergency departments. The first step adjusts for unit nonresponse. The second increases the statistical efficiency of most estimators of interest. Both use a measure of emergency-department size and other useful auxiliary variables contained in the sampling frame. Although many survey variables are roughly a linear function of the measure of size, response is better modeled as a function of the log of that measure. Consequently the log of size is a calibration variable in the nonresponse-adjustment step, while the measure of size itself is a calibration variable in the second calibration step. Nonlinear calibration procedures are employed in both steps. We show with 2010 DAWN data that estimating variances as if a one-step calibration weighting routine had been used when there were in fact two steps can, after appropriately adjusting the finite-population correct in some sense, produce standard-error estimates that tend to be slightly conservative.


2013 ◽  
Vol 6 (2) ◽  
pp. 76-80 ◽  
Author(s):  
Ying-Buh LIU ◽  
Stephen S. YANG ◽  
Cheng-Hsing HSIEH ◽  
Chia-Da LIN ◽  
Shang-Jen CHANG

Sign in / Sign up

Export Citation Format

Share Document