Quasi-Least Squares Regression

Quasi-Least Squares Regression PDF Author: Justine Shults
Publisher: CRC Press
ISBN: 1420099930
Category : Mathematics
Languages : en
Pages : 223

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Book Description
Drawing on the authors’ substantial expertise in modeling longitudinal and clustered data, Quasi-Least Squares Regression provides a thorough treatment of quasi-least squares (QLS) regression—a computational approach for the estimation of correlation parameters within the framework of generalized estimating equations (GEEs). The authors present a detailed evaluation of QLS methodology, demonstrating the advantages of QLS in comparison with alternative methods. They describe how QLS can be used to extend the application of the traditional GEE approach to the analysis of unequally spaced longitudinal data, familial data, and data with multiple sources of correlation. In some settings, QLS also allows for improved analysis with an unstructured correlation matrix. Special focus is given to goodness-of-fit analysis as well as new strategies for selecting the appropriate working correlation structure for QLS and GEE. A chapter on longitudinal binary data tackles recent issues raised in the statistical literature regarding the appropriateness of semi-parametric methods, such as GEE and QLS, for the analysis of binary data; this chapter includes a comparison with the first-order Markov maximum-likelihood (MARK1ML) approach for binary data. Examples throughout the book demonstrate each topic of discussion. In particular, a fully worked out example leads readers from model building and interpretation to the planning stages for a future study (including sample size calculations). The code provided enables readers to replicate many of the examples in Stata, often with corresponding R, SAS, or MATLAB® code offered in the text or on the book’s website.

Quasi-Least Squares Regression

Quasi-Least Squares Regression PDF Author: Justine Shults
Publisher: CRC Press
ISBN: 1420099930
Category : Mathematics
Languages : en
Pages : 223

Get Book Here

Book Description
Drawing on the authors’ substantial expertise in modeling longitudinal and clustered data, Quasi-Least Squares Regression provides a thorough treatment of quasi-least squares (QLS) regression—a computational approach for the estimation of correlation parameters within the framework of generalized estimating equations (GEEs). The authors present a detailed evaluation of QLS methodology, demonstrating the advantages of QLS in comparison with alternative methods. They describe how QLS can be used to extend the application of the traditional GEE approach to the analysis of unequally spaced longitudinal data, familial data, and data with multiple sources of correlation. In some settings, QLS also allows for improved analysis with an unstructured correlation matrix. Special focus is given to goodness-of-fit analysis as well as new strategies for selecting the appropriate working correlation structure for QLS and GEE. A chapter on longitudinal binary data tackles recent issues raised in the statistical literature regarding the appropriateness of semi-parametric methods, such as GEE and QLS, for the analysis of binary data; this chapter includes a comparison with the first-order Markov maximum-likelihood (MARK1ML) approach for binary data. Examples throughout the book demonstrate each topic of discussion. In particular, a fully worked out example leads readers from model building and interpretation to the planning stages for a future study (including sample size calculations). The code provided enables readers to replicate many of the examples in Stata, often with corresponding R, SAS, or MATLAB® code offered in the text or on the book’s website.

Handbook of Regression Methods

Handbook of Regression Methods PDF Author: Derek Scott Young
Publisher: CRC Press
ISBN: 1351650742
Category : Mathematics
Languages : en
Pages : 507

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Book Description
Handbook of Regression Methods concisely covers numerous traditional, contemporary, and nonstandard regression methods. The handbook provides a broad overview of regression models, diagnostic procedures, and inference procedures, with emphasis on how these methods are applied. The organization of the handbook benefits both practitioners and researchers, who seek either to obtain a quick understanding of regression methods for specialized problems or to expand their own breadth of knowledge of regression topics. This handbook covers classic material about simple linear regression and multiple linear regression, including assumptions, effective visualizations, and inference procedures. It presents an overview of advanced diagnostic tests, remedial strategies, and model selection procedures. Finally, many chapters are devoted to a diverse range of topics, including censored regression, nonlinear regression, generalized linear models, and semiparametric regression. Features Presents a concise overview of a wide range of regression topics not usually covered in a single text Includes over 80 examples using nearly 70 real datasets, with results obtained using R Offers a Shiny app containing all examples, thus allowing access to the source code and the ability to interact with the analyses

The Multivariate Social Scientist

The Multivariate Social Scientist PDF Author: Graeme D Hutcheson
Publisher: SAGE
ISBN: 0857021907
Category : Social Science
Languages : en
Pages : 289

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Book Description
Starting from simple hypothesis testing and then moving towards model-building, this valuable book takes readers through the basics of multivariate analysis including: which tests to use on which data; how to run analyses in SPSS for Windows and GLIM4; how to interpret results; and how to report and present the reports appropriately. Using a unified conceptual framework (based around the Generalized Linear Model) the authors explain the commonalities and relationships between methods that include both the analysis of categorical and continuous data.

Using Propensity Scores in Quasi-Experimental Designs

Using Propensity Scores in Quasi-Experimental Designs PDF Author: William M. Holmes
Publisher: SAGE Publications
ISBN: 148332124X
Category : Social Science
Languages : en
Pages : 361

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Book Description
Using an accessible approach perfect for social and behavioral science students (requiring minimal use of matrix and vector algebra), Holmes examines how propensity scores can be used to both reduce bias with different kinds of quasi-experimental designs and fix or improve broken experiments. This unique book covers the causal assumptions of propensity score estimates and their many uses, linking these uses with analysis appropriate for different designs. Thorough coverage of bias assessment, propensity score estimation, and estimate improvement is provided, along with graphical and statistical methods for this process. Applications are included for analysis of variance and covariance, maximum likelihood and logistic regression, two-stage least squares, generalized linear regression, and general estimation equations. The examples use public data sets that have policy and programmatic relevance across a variety of social and behavioral science disciplines.

Semimartingales and their Statistical Inference

Semimartingales and their Statistical Inference PDF Author: B.L.S. Prakasa Rao
Publisher: CRC Press
ISBN: 9781584880080
Category : Mathematics
Languages : en
Pages : 684

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Book Description
Statistical inference carries great significance in model building from both the theoretical and the applications points of view. Its applications to engineering and economic systems, financial economics, and the biological and medical sciences have made statistical inference for stochastic processes a well-recognized and important branch of statistics and probability. The class of semimartingales includes a large class of stochastic processes, including diffusion type processes, point processes, and diffusion type processes with jumps, widely used for stochastic modeling. Until now, however, researchers have had no single reference that collected the research conducted on the asymptotic theory for semimartingales. Semimartingales and their Statistical Inference, fills this need by presenting a comprehensive discussion of the asymptotic theory of semimartingales at a level needed for researchers working in the area of statistical inference for stochastic processes. The author brings together into one volume the state-of-the-art in the inferential aspect for such processes. The topics discussed include: Asymptotic likelihood theory Quasi-likelihood Likelihood and efficiency Inference for counting processes Inference for semimartingale regression models The author addresses a number of stochastic modeling applications from engineering, economic systems, financial economics, and medical sciences. He also includes some of the new and challenging statistical and probabilistic problems facing today's active researchers working in the area of inference for stochastic processes.

Using Propensity Scores in Quasi-Experimental Designs

Using Propensity Scores in Quasi-Experimental Designs PDF Author: William M. Holmes
Publisher: SAGE Publications
ISBN: 1483310817
Category : Social Science
Languages : en
Pages : 361

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Book Description
Using Propensity Scores in Quasi-Experimental Designs, by William M. Holmes, examines how propensity scores can be used to reduce bias with different kinds of quasi-experimental designs and to fix or improve broken experiments. Requiring minimal use of matrix and vector algebra, the book covers the causal assumptions of propensity score estimates and their many uses, linking these uses with analysis appropriate for different designs. Thorough coverage of bias assessment, propensity score estimation, and estimate improvement is provided, along with graphical and statistical methods for this process. Applications are included for analysis of variance and covariance, maximum likelihood and logistic regression, two-stage least squares, generalized linear regression, and general estimation equations. The examples use public data sets that have policy and programmatic relevance across a variety of disciplines.

Alternative Methods of Regression

Alternative Methods of Regression PDF Author: David Birkes
Publisher: John Wiley & Sons
ISBN: 1118150244
Category : Mathematics
Languages : en
Pages : 248

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Book Description
Of related interest. Nonlinear Regression Analysis and its Applications Douglas M. Bates and Donald G. Watts ".an extraordinary presentation of concepts and methods concerning the use and analysis of nonlinear regression models.highly recommend[ed].for anyone needing to use and/or understand issues concerning the analysis of nonlinear regression models." --Technometrics This book provides a balance between theory and practice supported by extensive displays of instructive geometrical constructs. Numerous in-depth case studies illustrate the use of nonlinear regression analysis--with all data sets real. Topics include: multi-response parameter estimation; models defined by systems of differential equations; and improved methods for presenting inferential results of nonlinear analysis. 1988 (0-471-81643-4) 365 pp. Nonlinear Regression G. A. F. Seber and C. J. Wild ".[a] comprehensive and scholarly work.impressively thorough with attention given to every aspect of the modeling process." --Short Book Reviews of the International Statistical Institute In this introduction to nonlinear modeling, the authors examine a wide range of estimation techniques including least squares, quasi-likelihood, and Bayesian methods, and discuss some of the problems associated with estimation. The book presents new and important material relating to the concept of curvature and its growing role in statistical inference. It also covers three useful classes of models --growth, compartmental, and multiphase --and emphasizes the limitations involved in fitting these models. Packed with examples and graphs, it offers statisticians, statistical consultants, and statistically oriented research scientists up-to-date access to their fields. 1989 (0-471-61760-1) 768 pp. Mathematical Programming in Statistics T. S. Arthanari and Yadolah Dodge "The authors have achieved their stated intention.in an outstanding and useful manner for both students and researchers.Contains a superb synthesis of references linked to the special topics and formulations by a succinct set of bibliographical notes.Should be in the hands of all system analysts and computer system architects." --Computing Reviews This unique book brings together most of the available results on applications of mathematical programming in statistics, and also develops the necessary statistical and programming theory and methods. 1981 (0-471-08073-X) 413 pp.

Generalized Estimating Equations, Second Edition

Generalized Estimating Equations, Second Edition PDF Author: James W. Hardin
Publisher: CRC Press
ISBN: 1439881138
Category : Mathematics
Languages : en
Pages : 280

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Book Description
Generalized Estimating Equations, Second Edition updates the best-selling previous edition, which has been the standard text on the subject since it was published a decade ago. Combining theory and application, the text provides readers with a comprehensive discussion of GEE and related models. Numerous examples are employed throughout the text, along with the software code used to create, run, and evaluate the models being examined. Stata is used as the primary software for running and displaying modeling output; associated R code is also given to allow R users to replicate Stata examples. Specific examples of SAS usage are provided in the final chapter as well as on the book’s website. This second edition incorporates comments and suggestions from a variety of sources, including the Statistics.com course on longitudinal and panel models taught by the authors. Other enhancements include an examination of GEE marginal effects; a more thorough presentation of hypothesis testing and diagnostics, covering competing hierarchical models; and a more detailed examination of previously discussed subjects. Along with doubling the number of end-of-chapter exercises, this edition expands discussion of various models associated with GEE, such as penalized GEE, cumulative and multinomial GEE, survey GEE, and quasi-least squares regression. It also offers a thoroughly new presentation of model selection procedures, including the introduction of an extension to the QIC measure that is applicable for choosing among working correlation structures. See Professor Hilbe discuss the book.

Pitman's Measure of Closeness

Pitman's Measure of Closeness PDF Author: Jerome P. Keating
Publisher: SIAM
ISBN: 0898713080
Category : Mathematics
Languages : en
Pages : 236

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Book Description
This book provides a thorough introduction to the methods and known results associated with PMC.

Selected Works of David Brillinger

Selected Works of David Brillinger PDF Author: Peter Guttorp
Publisher: Springer Science & Business Media
ISBN: 1461413443
Category : Mathematics
Languages : en
Pages : 663

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Book Description
This volume contains 30 of David Brillinger's most influential papers. He is an eminent statistical scientist, having published broadly in time series and point process analysis, seismology, neurophysiology, and population biology. Each of these areas are well represented in the book. The volume has been divided into four parts, each with comments by one of Dr. Brillinger's former PhD students. His more theoretical papers have comments by Victor Panaretos from Switzerland. The area of time series has commentary by Pedro Morettin from Brazil. The biologically oriented papers are commented by Tore Schweder from Norway and Haiganoush Preisler from USA, while the point process papers have comments by Peter Guttorp from USA. In addition, the volume contains a Statistical Science interview with Dr. Brillinger, and his bibliography.