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In the small area estimation, the empirical best linear unbiased predictor (EBLUP) in the linear mixed model is useful because it gives a stable estimate for a mean of a smallarea. For measuring uncertainty of EBLUP, much of research is…

Statistics Theory · Mathematics 2018-06-08 Tsubasa Ito , Tatsuya Kubokawa

Regularized linear models, such as Lasso, have attracted great attention in statistical learning and data science. However, there is sporadic work on constructing efficient data collection for regularized linear models. In this work, we…

Methodology · Statistics 2021-04-06 C. Devon Lin , Peter Chien , Xinwei Deng

Meta-analyses frequently include trials that report multiple effect sizes based on a common set of study participants. These effect sizes will generally be correlated. Cluster-robust variance-covariance estimators are a fruitful approach…

Methodology · Statistics 2022-03-07 Thilo Welz , Wolfgang Viechtbauer , Markus Pauly

Nested-error regression models are widely used for analyzing clustered data. For example, they are often applied to two-stage sample surveys, and in biology and econometrics. Prediction is usually the main goal of such analyses, and…

Statistics Theory · Mathematics 2007-06-13 Peter Hall , Tapabrata Maiti

Designing experiments for generalized linear models is difficult because optimal designs depend on unknown parameters. The local optimality approach is to study the regions in parameter space where a given design is optimal. In many…

Statistics Theory · Mathematics 2017-02-22 Thomas Kahle

Over the past decades, linear mixed models have attracted considerable attention in various fields of applied statistics. They are popular whenever clustered, hierarchical or longitudinal data are investigated. Nonetheless, statistical…

Methodology · Statistics 2021-09-20 Katarzyna Reluga , María José Lombardía , Stefan Andreas Sperlich

Reduced order models are computationally inexpensive approximations that capture the important dynamical characteristics of large, high-fidelity computer models of physical systems. This paper applies machine learning techniques to improve…

Machine Learning · Computer Science 2015-11-11 Azam Moosavi , Razvan Stefanescu , Adrian Sandu

Considering the increasing size of available data, the need for statistical methods that control the finite sample bias is growing. This is mainly due to the frequent settings where the number of variables is large and allowed to increase…

Statistics Theory · Mathematics 2018-10-12 Stéphane Guerrier , Mucyo Karemera , Samuel Orso , Maria-Pia Victoria-Feser

This paper is concerned with the small area estimation in the multivariate Fay-Herriot model where covariance matrix of random effects are fully unknown. The covariance matrix is estimated by a Prasad-Rao type consistent estimator, and the…

Statistics Theory · Mathematics 2018-04-27 Tsubasa Ito , Tatsuya Kubokawa

Two-phase designs measure variables of interest on a subcohort where the outcome and covariates are readily available or cheap to collect on all individuals in the cohort. Given limited resource availability, it is of interest to find an…

Methodology · Statistics 2022-01-11 Tong Chen , Thomas Lumley

In this article, we derive the joint asymptotic distribution of empirical best linear unbiased predictors (EBLUPs) for individual and cell-level random effects in a crossed mixed effect model. Under mild conditions (which include moment…

Methodology · Statistics 2025-02-10 Ziyang Lyu , S. A. Sisson , A. H. Welsh

Clusters form the basis of a number of research study designs including survey and experimental studies. Cluster-based designs can be less costly but also less efficient than individual-based designs due to correlation between individuals…

Methodology · Statistics 2021-07-22 Samuel I. Watson

To design Bayesian studies, criteria for the operating characteristics of posterior analyses - such as power and the type I error rate - are often assessed by estimating sampling distributions of posterior probabilities via simulation. In…

Methodology · Statistics 2025-03-17 Luke Hagar , Nathaniel T. Stevens

A significant hurdle for analyzing large sample data is the lack of effective statistical computing and inference methods. An emerging powerful approach for analyzing large sample data is subsampling, by which one takes a random subsample…

Methodology · Statistics 2015-11-24 Rong Zhu , Ping Ma , Michael W. Mahoney , Bin Yu

We present a unified deterministic approach for experimental design problems using the method of interlacing polynomials. Our framework recovers the best-known approximation guarantees for the well-studied D/A/E-design problems with simple…

Data Structures and Algorithms · Computer Science 2024-10-16 Lap Chi Lau , Robert Wang , Hong Zhou

Small area estimation has become an important tool in official statistics, used to construct estimates of population quantities for domains with small sample sizes. Typical area-level models function as a type of heteroscedastic regression,…

Methodology · Statistics 2022-09-07 Paul A. Parker , Scott H. Holan , Ryan Janicki

The goal of survey design is often to minimize the errors associated with inference: the total of bias and variance. Random surveys are common because they allow the use of theoretically unbiased estimators. In practice however, such…

Methodology · Statistics 2023-02-14 Connie Okasaki , Sándor F. Tóth , Andrew M. Berdahl

In this paper the problem of best linear unbiased estimation is investigated for continuous-time regression models. We prove several general statements concerning the explicit form of the best linear unbiased estimator (BLUE), in particular…

Methodology · Statistics 2016-12-06 Holger Dette , Andrey Pepelyshev , Anatoly Zhigljavsky

A simple yet efficient computational algorithm for computing the continuous optimal experimental design for linear models is proposed. An alternative proof the monotonic convergence for $D$-optimal criterion on continuous design spaces are…

Computation · Statistics 2018-04-10 Jiangtao Duan , Wei Gao , Hon Keung Tony Ng

In this paper we investigate the problem of designing experiments for series estimators in nonparametric regression models with correlated observations. We use projection based estimators to derive an explicit solution of the best linear…

Statistics Theory · Mathematics 2018-12-14 Holger Dette , Maria Konstantinou , Kirsten Schorning
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