Missing Random Effect by Chen (23 results)
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Revision with unchanged content. In this project we look at the case when two of fundamental assumptions in the method of Maximum Likelihood are violated. In particular, we study a special class of misspecified models, where the tru…e model is a mixed effect model but the working model is a fixed effect model with parameters of dimension increasing with sample size. We provide a sufficient condition under which the MLE derived from the working model converges to a welldefined and asymptotically normally-distributed limit. In linear models, the sample variance is biased; but there exists a robust variance estimator of the MLE that converges to the true variance in probability. We also study the Criterion-based automatic model selection methods and find that they may select a linear model that contains spurious variables, but this can be avoided by using the robust variance estimator for the MLE in Bonferroni-adjusted model section or by choosing n that grows fast enough in Shao s GIC. In generalized linear models, general results are given and computational and simulation studies are carried out to corroborate asymptotic theoretical results as well as to calculate quantities that are not available in theoretical calculation. 152 pp. Englisch.
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Chen RuPh.D in mathematical statistics fromUnviersity of Maryland at College Park.Lead biostatistician at MannkindCorporation, New Jersey.Revision with unchanged content. In this project we look at the…case when two of fundamenta.
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Taschenbuch. Condition: Neu. Missing the Random Effect | When the Parameter Space Is Expanding | Ru Chen | Taschenbuch | 152 S. | Englisch | 2012 | AV Akademikerverlag | EAN 9783639455144 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu…Print on Demand.
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Revision with unchanged content. In this project we look at the case when two of fundamental assumptions in the method of Maximum Likelihood are violated. In particular, we study a special class of misspecified models, where the true mo…del is a mixed effect model but the working model is a fixed effect model with parameters of dimension increasing with sample size. We provide a sufficient condition under which the MLE derived from the working model converges to a welldefined and asymptotically normally-distributed limit. In linear models, the sample variance is biased; but there exists a robust variance estimator of the MLE that converges to the true variance in probability. We also study the Criterion-based automatic model selection methods and find that they may select a linear model that contains spurious variables, but this can be avoided by using the robust variance estimator for the MLE in Bonferroni-adjusted model section or by choosing ¿n that grows fast enough in Shao's GIC. In generalized linear models, general results are given and computational and simulation studies are carried out to corroborate asymptotic theoretical results as well as to calculate quantities that are not available in theoretical calculation.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 152 pp. Englisch.
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Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Revision with unchanged content. In this project we look at the case when two of fundamental assumptions in the method of Maximum Likelihood are violated. In particular, we study a special class of misspecified models, where the true mod…el is a mixed effect model but the working model is a fixed effect model with parameters of dimension increasing with sample size. We provide a sufficient condition under which the MLE derived from the working model converges to a welldefined and asymptotically normally-distributed limit. In linear models, the sample variance is biased; but there exists a robust variance estimator of the MLE that converges to the true variance in probability. We also study the Criterion-based automatic model selection methods and find that they may select a linear model that contains spurious variables, but this can be avoided by using the robust variance estimator for the MLE in Bonferroni-adjusted model section or by choosing n that grows fast enough in Shao s GIC. In generalized linear models, general results are given and computational and simulation studies are carried out to corroborate asymptotic theoretical results as well as to calculate quantities that are not available in theoretical calculation.
