在审查下对参数危险回归模型的近冗余性和可识别性
Francisco J Rubio1, Jorge A Espindola2, José A Montoya2
1Department of Statistical Science, University College London, London, UK.
Biometrical journal. Biometrische Zeitschrift
|July 3, 2023
概括
本研究通过识别参数冗余性来解决危险回归模型中的挑战. 一种新的检测方法有助于选择更简单,更容易识别的模型,以获得可靠的统计推理.
科学领域:
- 统计 统计 统计 统计
- 生物统计学 生物统计学
- 生存分析的分析.
背景情况:
- 带有正确审查的危险回归模型可能会带来推断挑战.
- 在以前的文献中已经注意到了诸如多式或平面概率表面等问题.
研究的目的:
- 在危险回归模型中正式研究推理问题.
- 将这些问题与参数近冗余性和实际不可识别性联系起来.
- 提出和评估检测和解决这些问题的方法.
主要方法:
- 使用近冗余和实际不可识别的概念来正式化推断挑战.
- 提出一种基于概率分布距离检测近冗余性的新方法.
- 采用概率概率和Hessian方法来检测不可识别性.
- 进行模拟研究和真实数据应用.
主要成果:
- 最大概率估计器是一致的,并且在异常上正常.
- 推理问题源于区分模型的有限样本困难.
- 模拟研究证实了近冗余性和实际不可识别性之间的联系.
- 拟议的检测方法如图所示.
结论:
- 开发的方法有效地检测危险回归模型中的近冗余性和实际不可识别性.
- 确定了诸如模型选择,增加样本大小或延长后续时间等策略,以减轻推断问题.
- 该研究提供了在生存分析中进行强有力的统计推断的实用工具.
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