Showing 1 - 10 of 17
Parametric estimation is complicated when data are measured with error. The problem of regression modeling when one or more covariates are measured with error is considered in this paper. It is often the case that, evaluated at the observed error-prone data, the unbiased true-data estimating...
Persistent link: https://www.econbiz.de/10009431321
Confidence intervals are one of the most useful statistical tools. This dissertation is a study of several methods for forming confidence intervals that are insensitive to model assumptions, provided that the mean model for the data is not misspecified. The most commonly used robust confidence...
Persistent link: https://www.econbiz.de/10009431232
We present two deconvolution estimators for the density function of a random variable X that is measured with error. The first estimates the density of X from the set of independent replicate measurements W[subscript r,j], where W[subscript r,j]=X[subscript x]+U[subscript r,j] for r=1,...,n and...
Persistent link: https://www.econbiz.de/10009431272
We propose a method of simultaneous model selection and estimation in additive regression models (ARMs) forindependent normal data. We use the mixed model representation of the smoothing spline estimators of thenonparametric functions in ARMs, where the importance of these functions is...
Persistent link: https://www.econbiz.de/10009431180
In the first part of the dissertation, we derive two methods for responders analysis in longitudinal data with random missing data. Often a binary variable is generated by dichotomizing an underlying continuous variable measured at a specific point in time according to a prespecified threshold...
Persistent link: https://www.econbiz.de/10009431182
In many clinical studies, researchers are interested in theeffects of a set of prognostic factors on the hazard of death from a specific disease even though patients may die from other competing causes. Often the time to relapse is right-censored for some individuals due to incomplete follow-up....
Persistent link: https://www.econbiz.de/10009431204
We propose a new procedure for estimating the survival function of a time-to-event random variable under arbitrary patterns of censoring. Under mild smoothness assumptions, this procedure allows a unified approach to handling different kinds of censoring, while in many cases increasing...
Persistent link: https://www.econbiz.de/10009431207
A variety of complications arise when imperfect measurements, W, are observed in place of a true variable of interest, X. In the context of linear and non-linear regression models where X is a covariate, regression parameter estimators obtained when W is substituted for X may be substantially...
Persistent link: https://www.econbiz.de/10009431214
Considerable recent interest has focused on doubly robust estimatorsfor a population mean response in the presence of incomplete data,which involve models for both the propensity score and the regressionof outcome on covariates. The ``usual" doubly robust estimator mayyield severely biased...
Persistent link: https://www.econbiz.de/10009431215
The accelerated failure time (AFT) model is a popular model for time-to-event data. It provides a useful alternative when the proportional hazards assumption is in question and it provides an intuitive linear regression interpretation where the logarithm of the survival time is regressed on the...
Persistent link: https://www.econbiz.de/10009431218