假设薄伪造测试的速度双强度的双机器学习估计器的假设薄伪造测试
Lin Liu1, Rajarshi Mukherjee2, James M Robins3
1Institute of Natural Sciences, MOE-LSC, School of Mathematical Sciences, CMA-Shanghai, SJTU-Yale Joint Center for Biostatistics and Data Science, Shanghai Jiao Tong University; Shanghai Artificial Intelligence Laboratory.
概括
本研究引入了对双强度 (DR) 函数的"率双强度"的假设薄弱测试,这对于经济学和生物统计学至关重要. 这些测试可以伪造依赖于限制性假设的沃尔德置信区间的证明.
科学领域:
- 计量经济学和生物统计学
- 统计推理 统计推理
- 机器学习 机器学习
背景情况:
- 双强度 (DR) 函数在经济学和生物统计学中具有核心作用,涵盖了各种重要的统计指标.
- 双机器学习 (DML) 估计器是目前用于估计DR函数的最新技术.
- 速率双强度是DML估计器的理想属性,确保与估计速率相关的偏差界限.
研究的目的:
- 在DR函数的DML估计器中开发假设薄型测试,以验证DR函数的"速度双强度"的有效性.
- 提供一种方法来伪造沃尔德置信区间的理由,这些方法依赖于降低复杂性假设的利率双重稳定性的假设.
- 提供与特定替代品相比具有非微不足道功率的测试,加强对统计索赔的审查.
主要方法:
- 开发有效的,假设薄的假设测试,以测试"速度双强度"属性.
- 专注于伪造沃尔德置信区间的证明,而不是直接测试因固有的局限性而导致的区间有效性.
- 使用DML估计器和干扰函数估计的结构来构建测试.
主要成果:
- 假设精益测试的展览,可以检测违反"两倍强度率"的情况.
- 证明拒绝零假设 (双强度率成立) 伪造了分析师对置信区间的理由.
- 承认没有任何假设-瘦的测试,包括这个,可以是一个一致的测试速度双强度.
结论:
- 拟议的测试提供了一种有效的,以假设为基础的方法,以仔细检查来自DML估计器的Wald置信区间的理论基础.
- 不能拒绝零假设并不能提供率双强度的证据,突出了假设精简测试的局限性.
- 该研究促进了对经济学和生物统计学中的统计方法的批判性评估,提供了挑战潜在不合理的强度要求的工具.
相关概念视频
Goodness-of-Fit Test
3.3K
The goodness-of-fit test is a type of hypothesis test which determines whether the data "fits" a particular distribution. For example, one may suspect that some anonymous data may fit a binomial distribution. A chi-square test (meaning the distribution for the hypothesis test is chi-square) can be used to determine if there is a fit. The null and alternative hypotheses may be written in sentences or stated as equations or inequalities. The test statistic for a goodness-of-fit test is given as...
3.3K
Mechanistic Models: Compartment Models in Algorithms for Numerical Problem Solving
52
Mechanistic models play a crucial role in algorithms for numerical problem-solving, particularly in nonlinear mixed effects modeling (NMEM). These models aim to minimize specific objective functions by evaluating various parameter estimates, leading to the development of systematic algorithms. In some cases, linearization techniques approximate the model using linear equations.
In individual population analyses, different algorithms are employed, such as Cauchy's method, which uses a...
In individual population analyses, different algorithms are employed, such as Cauchy's method, which uses a...
52
Expected Frequencies in Goodness-of-Fit Tests
2.5K
A goodness-of-fit test is conducted to determine whether the observed frequency values are statistically similar to the frequencies expected for the dataset. Suppose the expected frequencies for a dataset are equal such as when predicting the frequency of any number appearing when casting a die. In that case, the expected frequency is the ratio of the total number of observations (n) to the number of categories (k).
2.5K
Friedman Two-way Analysis of Variance by Ranks
189
Friedman's Two-Way Analysis of Variance by Ranks is a nonparametric test designed to identify differences across multiple test attempts when traditional assumptions of normality and equal variances do not apply. Unlike conventional ANOVA, which requires normally distributed data with equal variances, Friedman's test is ideal for ordinal or non-normally distributed data, making it particularly useful for analyzing dependent samples, such as matched subjects over time or repeated measures...
189
Statistical Hypothesis Testing
1.9K
Hypothesis testing is a critical statistical procedure facilitating informed, evidence-based decisions. It begins with a hypothesis, which is a tentative explanation, or a prediction about a population parameter. This hypothesis can be either a null hypothesis (H0), indicating no effect or difference, or an alternative hypothesis (Ha), suggesting an effect or difference.
Statistical significance measures the probability that an observed result occurred by chance. If this probability, known as...
Statistical significance measures the probability that an observed result occurred by chance. If this probability, known as...
1.9K
Errors In Hypothesis Tests
4.2K
When performing a hypothesis test, there are four possible outcomes depending on the actual truth (or falseness) of the null hypothesis and the decision to reject or not.
4.2K


