中文
相关论文

相关论文: Penalized weighted GEEs for high-dimensional longi…

200 篇论文

Informative cluster size (ICS) and informative subgroup size (ISS) can distort marginal association estimates when the number of observed units, or their distribution across outcome-defined categories, is related to the outcomes under…

统计方法学 · 统计学 2026-05-22 Owen Visser , Somnath Datta

We propose a doubly robust estimator for the average treatment effect in high dimensional low sample size observational studies, where contamination and model misspecification pose serious inferential challenges. The estimator combines…

统计方法学 · 统计学 2025-11-04 Byeonghee Lee , Sangwook Kang , Ju-Hyun Park , Saebom Jeon , Joonsung Kang

In this article, we study a partially linear single-index model for longitudinal data under a general framework which includes both the sparse and dense longitudinal data cases. A semiparametric estimation method based on a combination of…

统计理论 · 数学 2015-07-31 Jia Chen , Degui Li , Hua Liang , Suojin Wang

In clustered data setting, informative cluster size has been a focus of recent research. In the nonparametric context, the problem has been considered mainly for testing equality of distribution functions. The aim in this paper is to…

统计方法学 · 统计学 2022-12-15 Changrui Liu , Solomon W. Harrar

Determining how to appropriately select the tuning parameter is essential in penalized likelihood methods for high-dimensional data analysis. We examine this problem in the setting of penalized likelihood methods for generalized linear…

统计方法学 · 统计学 2016-05-12 Yingying Fan , Cheng Yong Tang

Penalized estimation principle is fundamental to high-dimensional problems. In the literature, it has been extensively and successfully applied to various models with only structural parameters. As a contrast, in this paper, we apply this…

统计理论 · 数学 2017-08-03 Jianqing Fan , Runlong Tang , Xiaofeng Shi

We introduce a new class of mean regression estimators -- penalized maximum tangent likelihood estimation -- for high-dimensional regression estimation and variable selection. We first explain the motivations for the key ingredient, maximum…

统计方法学 · 统计学 2017-08-23 Yichen Qin , Shaobo Li , Yang Li , Yan Yu

As an effective nonparametric method, empirical likelihood (EL) is appealing in combining estimating equations flexibly and adaptively for incorporating data information. To select important variables and estimating equations in the sparse…

统计方法学 · 统计学 2021-07-02 Jiaqi Li , Liya Fu

This paper considers the problem of estimation in the generalized semiparametric model for longitudinal data when the number of parameters diverges with the sample size. A penalization type of generalized estimating equation method is…

统计方法学 · 统计学 2020-06-09 M. Taavoni , M. Arashi

In medical studies, the collected covariates usually contain underlying outliers. For clustered /longitudinal data with censored observations, the traditional Gehan-type estimator is robust to outliers existing in response but sensitive to…

统计方法学 · 统计学 2020-03-10 Liya Fu , Zhuoran Yang , Yan Zhou , You-Gan Wang

In this paper, we study estimation of nonlinear models with cross sectional data using two-step generalized estimating equations (GEE) in the quasi-maximum likelihood estimation (QMLE) framework. In the interest of improving efficiency, we…

计量经济学 · 经济学 2018-10-16 Cuicui Lu , Weining Wang , Jeffrey M. Wooldridge

This paper investigates tradeoffs among optimization errors, statistical rates of convergence and the effect of heavy-tailed errors for high-dimensional robust regression with nonconvex regularization. When the additive errors in linear…

统计理论 · 数学 2021-01-01 Xiaoou Pan , Qiang Sun , Wen-Xin Zhou

It is often of interest to perform clustering on longitudinal data, yet it is difficult to formulate an intuitive model for which estimation is computationally feasible. We propose a model-based clustering method for clustering objects that…

统计方法学 · 统计学 2020-05-19 Daniel K. Sewell , Yuguo Chen , William Bernhard , Tracy Sulkin

This paper extends some prominent statistical results including \emph{Fisher Theorem and Wilks phenomenon} to the penalized maximum likelihood estimation with a quadratic penalization. It appears that sharp expansions for the penalized MLE…

统计方法学 · 统计学 2015-08-11 Vladimir Spokoiny

We consider a finite mixture of Gaussian regression model for high- dimensional data, where the number of covariates may be much larger than the sample size. We propose to estimate the unknown conditional mixture density by a maximum…

统计理论 · 数学 2014-09-05 Emilie Devijver

Bayesian methodologies prioritising accurate associations above sparsity in Gaussian graphical model (GGM) estimation remain relatively scarce in scientific literature. It is well accepted that the $\ell_2$ penalty enjoys a smaller…

统计方法学 · 统计学 2022-10-31 J. Smith , M. Arashi , A. Bekker

A new method is proposed for variable screening, variable selection and prediction in linear regression problems where the number of predictors can be much larger than the number of observations. The method involves minimizing a penalized…

统计理论 · 数学 2017-09-14 D. Vasiliu , T. Dey , I. L. Dryden

Information theoretic criteria (ITC) have been widely adopted in engineering and statistics for selecting, among an ordered set of candidate models, the one that better fits the observed sample data. The selected model minimizes a penalized…

机器学习 · 统计学 2019-10-10 Andrea Mariani , Andrea Giorgetti , Marco Chiani

In this study, we consider unsupervised clustering of categorical vectors that can be of different size using mixture. We use likelihood maximization to estimate the parameters of the underlying mixture model and a penalization technique to…

统计理论 · 数学 2017-09-08 Esther Derman , Erwan Le Pennec

When observations are independent, formulae and software are readily available to plan and design studies of appropriate size and power to detect important associations. When observations are correlated or clustered, results obtained from…

应用统计 · 统计学 2021-03-15 David M. Thompson