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The Lookup Table Regression Model for Histogram-Valued Symbolic Data 直方图值符号数据的查找表回归模型
Stats Pub Date : 2022-12-04 DOI: 10.3390/stats5040077
M. Ichino
{"title":"The Lookup Table Regression Model for Histogram-Valued Symbolic Data","authors":"M. Ichino","doi":"10.3390/stats5040077","DOIUrl":"https://doi.org/10.3390/stats5040077","url":null,"abstract":"This paper presents the Lookup Table Regression Model (LTRM) for histogram-valued symbolic data. We first transform the given symbolic data to a numerical data table by the quantile method. Then, under the selected response variable, we apply the Monotone Blocks Segmentation (MBS) to the obtained numerical data table. If the selected response variable and some remained explanatory variable(s) organize a monotone structure, the MBS generates a Lookup Table composed of interval values. For a given object, we search the nearest value of an explanatory variable, then the corresponding value of the response variable becomes the estimated value. If the response variable and the explanatory variable(s) are covariate but they follow to a non-monotonic structure, we need to divide the given data into several monotone substructures. For this purpose, we apply the hierarchical conceptual clustering to the given data, and we obtain Multiple Lookup Tables by applying the MBS to each of substructures. We show the usefulness of the proposed method by using an artificial data set and real data sets.","PeriodicalId":93142,"journal":{"name":"Stats","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-12-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44834828","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Addressing Disparities in the Propensity Score Distributions for Treatment Comparisons from Observational Studies 解决观察性研究治疗比较倾向评分分布的差异
Stats Pub Date : 2022-12-02 DOI: 10.3390/stats5040076
Tingting Zhou, M. Elliott, R. Little
{"title":"Addressing Disparities in the Propensity Score Distributions for Treatment Comparisons from Observational Studies","authors":"Tingting Zhou, M. Elliott, R. Little","doi":"10.3390/stats5040076","DOIUrl":"https://doi.org/10.3390/stats5040076","url":null,"abstract":"Propensity score (PS) based methods, such as matching, stratification, regression adjustment, simple and augmented inverse probability weighting, are popular for controlling for observed confounders in observational studies of causal effects. More recently, we proposed penalized spline of propensity prediction (PENCOMP), which multiply-imputes outcomes for unassigned treatments using a regression model that includes a penalized spline of the estimated selection probability and other covariates. For PS methods to work reliably, there should be sufficient overlap in the propensity score distributions between treatment groups. Limited overlap can result in fewer subjects being matched or in extreme weights causing numerical instability and bias in causal estimation. The problem of limited overlap suggests (a) defining alternative estimands that restrict inferences to subpopulations where all treatments have the potential to be assigned, and (b) excluding or down-weighting sample cases where the propensity to receive one of the compared treatments is close to zero. We compared PENCOMP and other PS methods for estimation of alternative causal estimands when limited overlap occurs. Simulations suggest that, when there are extreme weights, PENCOMP tends to outperform the weighted estimators for ATE and performs similarly to the weighted estimators for alternative estimands. We illustrate PENCOMP in two applications: the effect of antiretroviral treatments on CD4 counts using the Multicenter AIDS cohort study (MACS) and whether right heart catheterization (RHC) is a beneficial treatment in treating critically ill patients.","PeriodicalId":93142,"journal":{"name":"Stats","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-12-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47634803","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
A Bayesian One-Sample Test for Proportion 比例的贝叶斯单样本检验
Stats Pub Date : 2022-12-01 DOI: 10.3390/stats5040075
L. Al-Labadi, Yifan Cheng, Forough Fazeli-Asl, Kyuson Lim, Ya-Fang Weng
{"title":"A Bayesian One-Sample Test for Proportion","authors":"L. Al-Labadi, Yifan Cheng, Forough Fazeli-Asl, Kyuson Lim, Ya-Fang Weng","doi":"10.3390/stats5040075","DOIUrl":"https://doi.org/10.3390/stats5040075","url":null,"abstract":"This paper deals with a new Bayesian approach to the one-sample test for proportion. More specifically, let x=(x1,…,xn) be an independent random sample of size n from a Bernoulli distribution with an unknown parameter θ. For a fixed value θ0, the goal is to test the null hypothesis H0:θ=θ0 against all possible alternatives. The proposed approach is based on using the well-known formula of the Kullback–Leibler divergence between two binomial distributions chosen in a certain way. Then, the difference of the distance from a priori to a posteriori is compared through the relative belief ratio (a measure of evidence). Some theoretical properties of the method are developed. Examples and simulation results are included.","PeriodicalId":93142,"journal":{"name":"Stats","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48572391","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
A Bootstrap Method for a Multiple-Imputation Variance Estimator in Survey Sampling 调查抽样中多脉冲方差估计的Bootstrap方法
Stats Pub Date : 2022-11-29 DOI: 10.3390/stats5040074
Lili Yu, Yichuan Zhao
{"title":"A Bootstrap Method for a Multiple-Imputation Variance Estimator in Survey Sampling","authors":"Lili Yu, Yichuan Zhao","doi":"10.3390/stats5040074","DOIUrl":"https://doi.org/10.3390/stats5040074","url":null,"abstract":"Rubin’s variance estimator of the multiple imputation estimator for a domain mean is not asymptotically unbiased. Kim et al. derived the closed-form bias for Rubin’s variance estimator. In addition, they proposed an asymptotically unbiased variance estimator for the multiple imputation estimator when the imputed values can be written as a linear function of the observed values. However, this needs the assumption that the covariance of the imputed values in the same imputed dataset is twice that in the different imputed datasets. In this study, we proposed a bootstrap variance estimator that does not need this assumption. Both theoretical argument and simulation studies show that it was unbiased and asymptotically valid. The new method was applied to the Hox pupil popularity data for illustration.","PeriodicalId":93142,"journal":{"name":"Stats","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-11-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41728934","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Assessing Regional Entrepreneurship: A Bootstrapping Approach in Data Envelopment Analysis 评估区域企业家精神:数据包络分析中的自举方法
Stats Pub Date : 2022-11-28 DOI: 10.3390/stats5040073
I. Tsolas
{"title":"Assessing Regional Entrepreneurship: A Bootstrapping Approach in Data Envelopment Analysis","authors":"I. Tsolas","doi":"10.3390/stats5040073","DOIUrl":"https://doi.org/10.3390/stats5040073","url":null,"abstract":"The aim of the present paper is to demonstrate the viability of using data envelopment analysis (DEA) in a regional context to evaluate entrepreneurial activities. DEA was used to assess regional entrepreneurship in Greece using individual measures of entrepreneurship as inputs and employment rates as outputs. In addition to point estimates, a bootstrap algorithm was used to produce bias-corrected metrics. In the light of the results of the study, the Greek regions perform differently in terms of converting entrepreneurial activity into job creation. Moreover, there is some evidence that unemployment may be a driver of entrepreneurship and thus negatively affects DEA-based inefficiency. The derived indicators can serve as diagnostic tools and can also be used for the design of various interventions at the regional level.","PeriodicalId":93142,"journal":{"name":"Stats","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-11-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44335683","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
On the Relation between Lambert W-Function and Generalized Hypergeometric Functions 关于Lambert W函数与广义超几何函数的关系
Stats Pub Date : 2022-11-23 DOI: 10.3390/stats5040072
P. N. Rathie, L. Ozelim
{"title":"On the Relation between Lambert W-Function and Generalized Hypergeometric Functions","authors":"P. N. Rathie, L. Ozelim","doi":"10.3390/stats5040072","DOIUrl":"https://doi.org/10.3390/stats5040072","url":null,"abstract":"In the theory of special functions, finding correlations between different types of functions is of great interest as unifying results, especially when considering issues such as analytic continuation. In the present paper, the relation between Lambert W-function and generalized hypergeometric functions is discussed. It will be shown that it is possible to link these functions by following two different strategies, namely, by means of the direct and inverse Mellin transform of Lambert W-function and by solving the trinomial equation originally studied by Lambert and Euler. The new results can be used both to numerically evaluate Lambert W-function and to study its analytic structure.","PeriodicalId":93142,"journal":{"name":"Stats","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-11-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41910380","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Model Validation of a Single Degree-of-Freedom Oscillator: A Case Study 单自由度振荡器的模型验证:一个实例研究
Stats Pub Date : 2022-11-18 DOI: 10.3390/stats5040071
E. Boone, Jan Hannig, R. Ghanam, Sujit Ghosh, F. Ruggeri, S. Prudhomme
{"title":"Model Validation of a Single Degree-of-Freedom Oscillator: A Case Study","authors":"E. Boone, Jan Hannig, R. Ghanam, Sujit Ghosh, F. Ruggeri, S. Prudhomme","doi":"10.3390/stats5040071","DOIUrl":"https://doi.org/10.3390/stats5040071","url":null,"abstract":"In this paper, we investigate a validation process in order to assess the predictive capabilities of a single degree-of-freedom oscillator. Model validation is understood here as the process of determining the accuracy with which a model can predict observed physical events or important features of the physical system. Therefore, assessment of the model needs to be performed with respect to the conditions under which the model is used in actual simulations of the system and to specific quantities of interest used for decision-making. Model validation also supposes that the model be trained and tested against experimental data. In this work, virtual data are produced from a non-linear single degree-of-freedom oscillator, the so-called oracle model, which is supposed to provide an accurate representation of reality. The mathematical model to be validated is derived from the oracle model by simply neglecting the non-linear term. The model parameters are identified via Bayesian updating. This calibration process also includes a modeling error due to model misspecification and modeled as a normal probability density function with zero mean and standard deviation to be calibrated.","PeriodicalId":93142,"journal":{"name":"Stats","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-11-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47929046","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A Weibull-Beta Prime Distribution to Model COVID-19 Data with the Presence of Covariates and Censored Data 包含协变量和删节数据的COVID-19数据建模的Weibull-Beta Prime分布
Stats Pub Date : 2022-11-17 DOI: 10.3390/stats5040069
Elisângela C. Biazatti, G. Cordeiro, Gabriela M. Rodrigues, E. Ortega, L. H. de Santana
{"title":"A Weibull-Beta Prime Distribution to Model COVID-19 Data with the Presence of Covariates and Censored Data","authors":"Elisângela C. Biazatti, G. Cordeiro, Gabriela M. Rodrigues, E. Ortega, L. H. de Santana","doi":"10.3390/stats5040069","DOIUrl":"https://doi.org/10.3390/stats5040069","url":null,"abstract":"Motivated by the recent popularization of the beta prime distribution, a more flexible generalization is presented to fit symmetrical or asymmetrical and bimodal data, and a non-monotonic failure rate. Thus, the Weibull-beta prime distribution is defined, and some of its structural properties are obtained. The parameters are estimated by maximum likelihood, and a new regression model is proposed. Some simulations reveal that the estimators are consistent, and applications to censored COVID-19 data show the adequacy of the models.","PeriodicalId":93142,"journal":{"name":"Stats","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-11-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48242201","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
Closed Form Bayesian Inferences for Binary Logistic Regression with Applications to American Voter Turnout 二元Logistic回归的闭式贝叶斯推断及其在美国选民投票中的应用
Stats Pub Date : 2022-11-17 DOI: 10.3390/stats5040070
Kevin D. Dayaratna, Jesse M. Crosson, Chandler Hubbard
{"title":"Closed Form Bayesian Inferences for Binary Logistic Regression with Applications to American Voter Turnout","authors":"Kevin D. Dayaratna, Jesse M. Crosson, Chandler Hubbard","doi":"10.3390/stats5040070","DOIUrl":"https://doi.org/10.3390/stats5040070","url":null,"abstract":"Understanding the factors that influence voter turnout is a fundamentally important question in public policy and political science research. Bayesian logistic regression models are useful for incorporating individual level heterogeneity to answer these and many other questions. When these questions involve incorporating individual level heterogeneity for large data sets that include many demographic and ethnic subgroups, however, standard Markov Chain Monte Carlo (MCMC) sampling methods to estimate such models can be quite slow and impractical to perform in a reasonable amount of time. We present an innovative closed form Empirical Bayesian approach that is significantly faster than MCMC methods, thus enabling the estimation of voter turnout models that had previously been considered computationally infeasible. Our results shed light on factors impacting voter turnout data in the 2000, 2004, and 2008 presidential elections. We conclude with a discussion of these factors and the associated policy implications. We emphasize, however, that although our application is to the social sciences, our approach is fully generalizable to the myriads of other fields involving statistical models with binary dependent variables and high-dimensional parameter spaces as well.","PeriodicalId":93142,"journal":{"name":"Stats","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-11-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43746245","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A New Predictive Algorithm for Time Series Forecasting Based on Machine Learning Techniques: Evidence for Decision Making in Agriculture and Tourism Sectors 基于机器学习技术的时间序列预测新算法:农业和旅游部门决策的证据
Stats Pub Date : 2022-11-16 DOI: 10.3390/stats5040068
Juan Borrero, J. Mariscal, Alfonso Vargas-Sánchez
{"title":"A New Predictive Algorithm for Time Series Forecasting Based on Machine Learning Techniques: Evidence for Decision Making in Agriculture and Tourism Sectors","authors":"Juan Borrero, J. Mariscal, Alfonso Vargas-Sánchez","doi":"10.3390/stats5040068","DOIUrl":"https://doi.org/10.3390/stats5040068","url":null,"abstract":"Accurate time series prediction techniques are becoming fundamental to modern decision support systems. As massive data processing develops in its practicality, machine learning (ML) techniques applied to time series can automate and improve prediction models. The radical novelty of this paper is the development of a hybrid model that combines a new approach to the classical Kalman filter with machine learning techniques, i.e., support vector regression (SVR) and nonlinear autoregressive (NAR) neural networks, to improve the performance of existing predictive models. The proposed hybrid model uses, on the one hand, an improved Kalman filter method that eliminates the convergence problems of time series data with large error variance and, on the other hand, an ML algorithm as a correction factor to predict the model error. The results reveal that our hybrid models obtain accurate predictions, substantially reducing the root mean square and absolute mean errors compared to the classical and alternative Kalman filter models and achieving a goodness of fit greater than 0.95. Furthermore, the generalization of this algorithm was confirmed by its validation in two different scenarios.","PeriodicalId":93142,"journal":{"name":"Stats","volume":" ","pages":""},"PeriodicalIF":0.0,"publicationDate":"2022-11-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47232726","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
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