2,285 research outputs found
Introduction
Zadanie pt. „Digitalizacja i udostępnienie w Cyfrowym Repozytorium Uniwersytetu Łódzkiego kolekcji czasopism naukowych wydawanych przez Uniwersytet Łódzki” nr 885/P-DUN/2014 zostało dofinansowane ze środków MNiSW w ramach działalności upowszechniającej nauk
Novel Computational Methods for Censored Data and Regression
This dissertation can be divided into three topics. In the first topic, we derived a recursive algorithm for the constrained Kaplan-Meier estimator, which promotes the computation speed up to fifty times compared to the current method that uses EM algorithm. We also showed how this leads to the vast improvement of empirical likelihood analysis with right censored data. After a brief review of regularized regressions, we investigated the computational problems in the parametric/non-parametric hybrid accelerated failure time models and its regularization in a high dimensional setting. We also illustrated that, when the number of pieces increases, the discussed models are close to a nonparametric one. In the last topic, we discussed a semi-parametric approach of hypothesis testing problem in the binary choice model. The major tools used are Buckley-James like algorithm and empirical likelihood. The essential idea, which is similar to the first topic, is iteratively computing linear constrained empirical likelihood using optimization algorithms including EM, and iterative convex minorant algorithm
Model-based Recursive Partitioning for Subgroup Analyses
The identification of patient subgroups with differential treatment effects
is the first step towards individualised treatments. A current draft guideline
by the EMA discusses potentials and problems in subgroup analyses and
formulated challenges to the development of appropriate statistical procedures
for the data-driven identification of patient subgroups. We introduce
model-based recursive partitioning as a procedure for the automated detection
of patient subgroups that are identifiable by predictive factors. The method
starts with a model for the overall treatment effect as defined for the primary
analysis in the study protocol and uses measures for detecting parameter
instabilities in this treatment effect. The procedure produces a segmented
model with differential treatment parameters corresponding to each patient
subgroup. The subgroups are linked to predictive factors by means of a decision
tree. The method is applied to the search for subgroups of patients suffering
from amyotrophic lateral sclerosis that differ with respect to their Riluzole
treatment effect, the only currently approved drug for this disease.Comment: 26 pages, 6 figure
Impact Assessment of Bt Corn Adoption in the Philippines
This article examines the impact of Bt corn adoption in the Philippines using an econometric approach that addresses simultaneity, selection, and censoring problems. Although previous literature emphasizes the importance of simultaneity and selection problems, this is the first study that addresses the issue of censoring in estimating the effects of Bt corn adoption at the farm in a developing country context. We show that Bt corn adoption provides modest but statistically significant increases in farm yields and profits. Furthermore, our results provide some evidence of inference errors that can potentially arise when censoring in the pesticide application variable is ignored in the estimation procedures.Bt, censoring, corn, farm level impacts, genetically modified crops, pesticide use, technology adoption, International Development, Production Economics, Q12, Q16,
A Censored Random Coefficients Model for Pooled Survey Data with Application to the Estimation of Power Outage Costs
In many surveys multiple observations on the dependent variable are collected from a given respondent. The resulting pooled data set is likely to be censored and to exhibit cross-sectional heterogeneity. We propose a model that addresses both issues by allowing regression coefficients to vary randomly across respondents and by using the Geweke-Hajivassiliou-Keane simulator and Halton sequences to estimate high-order probabilities. We show how this framework can be usefully applied to the estimation of power outage costs to firms using data from a recent survey conducted by a U.S. utility. Our results strongly reject the hypotheses of parameter constancy and cross-sectional homogeneity.
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