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Applied Statistics

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Statistical Theory and Methods

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Full-Text Articles in Physical Sciences and Mathematics

Functional Car Models For Spatially Correlated Functional Datasets, Lin Zhang, Veerabhadran Baladandayuthapani, Hongxiao Zhu, Keith A. Baggerly, Tadeusz Majewski, Bogdan Czerniak, Jeffrey S. Morris Jan 2016

Functional Car Models For Spatially Correlated Functional Datasets, Lin Zhang, Veerabhadran Baladandayuthapani, Hongxiao Zhu, Keith A. Baggerly, Tadeusz Majewski, Bogdan Czerniak, Jeffrey S. Morris

Jeffrey S. Morris

We develop a functional conditional autoregressive (CAR) model for spatially correlated data for which functions are collected on areal units of a lattice. Our model performs functional response regression while accounting for spatial correlations with potentially nonseparable and nonstationary covariance structure, in both the space and functional domains. We show theoretically that our construction leads to a CAR model at each functional location, with spatial covariance parameters varying and borrowing strength across the functional domain. Using basis transformation strategies, the nonseparable spatial-functional model is computationally scalable to enormous functional datasets, generalizable to different basis functions, and can be used on …


Functional Regression, Jeffrey S. Morris Jan 2015

Functional Regression, Jeffrey S. Morris

Jeffrey S. Morris

Functional data analysis (FDA) involves the analysis of data whose ideal units of observation are functions defined on some continuous domain, and the observed data consist of a sample of functions taken from some population, sampled on a discrete grid. Ramsay and Silverman's 1997 textbook sparked the development of this field, which has accelerated in the past 10 years to become one of the fastest growing areas of statistics, fueled by the growing number of applications yielding this type of data. One unique characteristic of FDA is the need to combine information both across and within functions, which Ramsay and …


Targeted Maximum Likelihood Estimation For Dynamic Treatment Regimes In Sequential Randomized Controlled Trials, Paul Chaffee, Mark J. Van Der Laan Jun 2012

Targeted Maximum Likelihood Estimation For Dynamic Treatment Regimes In Sequential Randomized Controlled Trials, Paul Chaffee, Mark J. Van Der Laan

Paul H. Chaffee

Sequential Randomized Controlled Trials (SRCTs) are rapidly becoming essential tools in the search for optimized treatment regimes in ongoing treatment settings. Analyzing data for multiple time-point treatments with a view toward optimal treatment regimes is of interest in many types of afflictions: HIV infection, Attention Deficit Hyperactivity Disorder in children, leukemia, prostate cancer, renal failure, and many others. Methods for analyzing data from SRCTs exist but they are either inefficient or suffer from the drawbacks of estimating equation methodology. We describe an estimation procedure, targeted maximum likelihood estimation (TMLE), which has been fully developed and implemented in point treatment settings, …


Targeted Maximum Likelihood Estimation Of Natural Direct Effects, Wenjing Zheng, Mark Van Der Laan Jan 2012

Targeted Maximum Likelihood Estimation Of Natural Direct Effects, Wenjing Zheng, Mark Van Der Laan

Wenjing Zheng

In many causal inference problems, one is interested in the direct causal effect of an exposure on an outcome of interest that is not mediated by certain intermediate variables. Robins and Greenland (1992) and Pearl (2001) formalized the definition of two types of direct effects (natural and controlled) under the counterfactual framework. The efficient scores (under a nonparametric model) for the various natural effect parameters and their general robustness conditions, as well as an estimating equation based estimator using the efficient score, are provided in Tchetgen Tchetgen and Shpitser (2011b). In this article, we apply the targeted maximum likelihood framework …


Asymptotic Theory For Cross-Validated Targeted Maximum Likelihood Estimation, Wenjing Zheng, Mark J. Van Der Laan Jul 2011

Asymptotic Theory For Cross-Validated Targeted Maximum Likelihood Estimation, Wenjing Zheng, Mark J. Van Der Laan

Wenjing Zheng

We consider a targeted maximum likelihood estimator of a path-wise differentiable parameter of the data generating distribution in a semi-parametric model based on observing n independent and identically distributed observations. The targeted maximum likelihood estimator (TMLE) uses V-fold sample splitting for the initial estimator in order to make the TMLE maximally robust in its bias reduction step. We prove a general theorem that states asymptotic efficiency (and thereby regularity) of the targeted maximum likelihood estimator when the initial estimator is consistent and a second order term converges to zero in probability at a rate faster than the square root of …


Wavelet-Based Functional Linear Mixed Models: An Application To Measurement Error–Corrected Distributed Lag Models, Elizabeth J. Malloy, Jeffrey S. Morris, Sara D. Adar, Helen Suh, Diane R. Gold, Brent A. Coull Jan 2010

Wavelet-Based Functional Linear Mixed Models: An Application To Measurement Error–Corrected Distributed Lag Models, Elizabeth J. Malloy, Jeffrey S. Morris, Sara D. Adar, Helen Suh, Diane R. Gold, Brent A. Coull

Jeffrey S. Morris

Frequently, exposure data are measured over time on a grid of discrete values that collectively define a functional observation. In many applications, researchers are interested in using these measurements as covariates to predict a scalar response in a regression setting, with interest focusing on the most biologically relevant time window of exposure. One example is in panel studies of the health effects of particulate matter (PM), where particle levels are measured over time. In such studies, there are many more values of the functional data than observations in the data set so that regularization of the corresponding functional regression coefficient …