109 research outputs found
Influence function and asymptotic efficiency of the affine equivariant rank covariance matrix.
Visuri et al (2001) proposed and illustrated the use of the affine equivariant rank covariance matrix (RCM) in classical multivariate inference problems. The RCM was shown to be asymptotically multinormal but explicit formulas for the limiting variances and covariances were not given yet. In this paper the influence functions and the limiting variances and covariances of the RCM and the corresponding scatter estimate are derived in the multivariate elliptic case. Limiting efficiencies are given in the multivariate normal and t-distribution cases. The estimates based on the RCM are highly efficient in the multinormal case, and for heavy tailed distribution, perform better than those based on the regular covariance matrix.Efficiency;
Error-free milestones in error prone measurements
A predictor variable or dose that is measured with substantial error may
possess an error-free milestone, such that it is known with negligible error
whether the value of the variable is to the left or right of the milestone.
Such a milestone provides a basis for estimating a linear relationship between
the true but unknown value of the error-free predictor and an outcome, because
the milestone creates a strong and valid instrumental variable. The inferences
are nonparametric and robust, and in the simplest cases, they are exact and
distribution free. We also consider multiple milestones for a single predictor
and milestones for several predictors whose partial slopes are estimated
simultaneously. Examples are drawn from the Wisconsin Longitudinal Study, in
which a BA degree acts as a milestone for sixteen years of education, and the
binary indicator of military service acts as a milestone for years of service.Comment: Published in at http://dx.doi.org/10.1214/08-AOAS233 the Annals of
Applied Statistics (http://www.imstat.org/aoas/) by the Institute of
Mathematical Statistics (http://www.imstat.org
A cautionary note on robust covariance plug-in methods
Many multivariate statistical methods rely heavily on the sample covariance
matrix. It is well known though that the sample covariance matrix is highly
non-robust. One popular alternative approach for "robustifying" the
multivariate method is to simply replace the role of the covariance matrix with
some robust scatter matrix. The aim of this paper is to point out that in some
situations certain properties of the covariance matrix are needed for the
corresponding robust "plug-in" method to be a valid approach, and that not all
scatter matrices necessarily possess these important properties. In particular,
the following three multivariate methods are discussed in this paper:
independent components analysis, observational regression and graphical
modeling. For each case, it is shown that using a symmetrized robust scatter
matrix in place of the covariance matrix results in a proper robust
multivariate method.Comment: 24 pages, 7 figure
Hormone effects on fMRI and cognitive measures of encoding: Importance of hormone preparation
We compared fMRI and cognitive data from nine hormone therapy (HT)-naive women with data from women exposed to either opposed conjugated equine estrogens (CEE) (n = 10) or opposed estradiol (n = 4). Exposure to either form of HT was associated with healthier fMRI response; however, CEE-exposed women exhibited poorer memory performance than either HT-naive or estradiol-exposed subjects. These preliminary findings emphasize the need to characterize differential neural effects of various HTs. ©2006AAN Enterprises, Inc
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