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Full-Text Articles in Statistical Methodology

A Prior-Free Framework Of Coherent Inference And Its Derivation Of Simple Shrinkage Estimators, David R. Bickel Jun 2012

A Prior-Free Framework Of Coherent Inference And Its Derivation Of Simple Shrinkage Estimators, David R. Bickel

COBRA Preprint Series

The reasoning behind uses of confidence intervals and p-values in scientific practice may be made coherent by modeling the inferring statistician or scientist as an idealized intelligent agent. With other things equal, such an agent regards a hypothesis coinciding with a confidence interval of a higher confidence level as more certain than a hypothesis coinciding with a confidence interval of a lower confidence level. The agent uses different methods of confidence intervals conditional on what information is available. The coherence requirement means all levels of certainty of hypotheses about the parameter agree with the same distribution of certainty over parameter …


Confidence Intervals For The Selected Population In Randomized Trials That Adapt The Population Enrolled, Michael Rosenblum May 2012

Confidence Intervals For The Selected Population In Randomized Trials That Adapt The Population Enrolled, Michael Rosenblum

Johns Hopkins University, Dept. of Biostatistics Working Papers

It is a challenge to design randomized trials when it is suspected that a treatment may benefit only certain subsets of the target population. In such situations, trial designs have been proposed that modify the population enrolled based on an interim analysis, in a preplanned manner. For example, if there is early evidence that the treatment only benefits a certain subset of the population, enrollment may then be restricted to this subset. At the end of such a trial, it is desirable to draw inferences about the selected population. We focus on constructing confidence intervals for the average treatment effect …


Differential Patterns Of Interaction And Gaussian Graphical Models, Masanao Yajima, Donatello Telesca, Yuan Ji, Peter Muller Apr 2012

Differential Patterns Of Interaction And Gaussian Graphical Models, Masanao Yajima, Donatello Telesca, Yuan Ji, Peter Muller

COBRA Preprint Series

We propose a methodological framework to assess heterogeneous patterns of association amongst components of a random vector expressed as a Gaussian directed acyclic graph. The proposed framework is likely to be useful when primary interest focuses on potential contrasts characterizing the association structure between known subgroups of a given sample. We provide inferential frameworks as well as an efficient computational algorithm to fit such a model and illustrate its validity through a simulation. We apply the model to Reverse Phase Protein Array data on Acute Myeloid Leukemia patients to show the contrast of association structure between refractory patients and relapsed …


Avoiding Boundary Estimates In Linear Mixed Models Through Weakly Informative Priors, Yeojin Chung, Sophia Rabe-Hesketh, Andrew Gelman, Jingchen Liu, Vincent Dorie Feb 2012

Avoiding Boundary Estimates In Linear Mixed Models Through Weakly Informative Priors, Yeojin Chung, Sophia Rabe-Hesketh, Andrew Gelman, Jingchen Liu, Vincent Dorie

U.C. Berkeley Division of Biostatistics Working Paper Series

Variance parameters in mixed or multilevel models can be difficult to estimate, especially when the number of groups is small. We propose a maximum penalized likelihood approach which is equivalent to estimating variance parameters by their marginal posterior mode, given a weakly informative prior distribution. By choosing the prior from the gamma family with at least 1 degree of freedom, we ensure that the prior density is zero at the boundary and thus the marginal posterior mode of the group-level variance will be positive. The use of a weakly informative prior allows us to stabilize our estimates while remaining faithful …