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Simultaneous adjustment of bias and coverage probabilities for confidence intervals [article]

P. Menendez, Y. Fan, P. H. Garthwaite, S. A. Sisson
2013 arXiv   pre-print
A new method is proposed for the correction of confidence intervals when the original interval does not have the correct nominal coverage probabilities in the frequentist sense.  ...  Comparison is made with the double-bootstrap and other methods of improving confidence interval coverage.  ...  Financial support for this research was provided by the Australian Research Council Discovery Project scheme (DP1092805) and the University of New South Wales.  ... 
arXiv:1210.3405v2 fatcat:4ami4h6t65b2xhrx4xvudtbtee

Supplemental material for Simultaneous inference for multiple marginal generalized estimating equation models

Robin Ristl, Ludwig Hothorn, Christian Ritz, Martin Posch
2019 Figshare  
Supplemental Material for Simultaneous inference for multiple marginal generalized estimating equation models by Robin Ristl, Ludwig Hothorn, Christian Ritz and Martin Posch in Statistical Methods in Medical  ...  S 1: Simultaneous coverage probability (%) of simultaneous confidence intervals for the six contrasts studied in the actinic keratosis trial.  ...  The study is ongoing and we here investigate the coverage probability of simultaneous confidence intervals according to equation (2) of the main manuscript under the design assumptions of the actinic keratosis  ... 
doi:10.25384/sage.10074896.v1 fatcat:hjkhfpnps5bnvfedqt3garrzue

Tolerance interval testing for assessing accuracy and precision simultaneously

Chieh Chiang, Chin-Fu Hsiao
2021 PLoS ONE  
Tolerance intervals have been recommended for simultaneously validating both the accuracy and precision of an analytical procedure.  ...  The aim of this study is to establish a whole statistical inference for tolerance interval testing, including sample size determination, power analysis, and calculation of p-value.  ...  Thanks are due to two referees for their detailed, constructive and thoughtful comments and suggestions which we believe have led to a significant improvement to this paper.  ... 
doi:10.1371/journal.pone.0246642 pmid:33544743 pmcid:PMC7864420 fatcat:fuld5hd2dnclnhlz2ax67pnv6u

The statistical power of abnormal-social psychological research: A review

Jacob Cohen
1962 Journal of Abnormal & Social Psychology  
than the nominal probability 1 − α or noncoverage probabilities less than α, whereas for parameter values far from the null, the conditional confidence coverage probabilities approach 0 and noncoverage  ...  Because the true values of the relevant parameters are unknown, there is no way of adjusting for the conditional coverage probabilities of the associated CIs, given parameters selected on the basis of  ...  than the nominal probability 1 − α or noncoverage probabilities less than α, whereas for parameter values far from the null, the conditional confidence coverage probabilities approach 0 and noncoverage  ... 
doi:10.1037/h0045186 fatcat:gauzihz6nzco5nul4u7fxqvvqy

Comparison of Accuracy Properties for Confidence Intervals of the Cross-Product Ratio of Binomial Proportions under Direct-Direct Sampling Scheme

2021 WSEAS Transactions on Mathematics  
We present estimations of the coverage probability, expectation and standard deviation of interval widths in tables and provide some recommendations for applying each obtained interval.  ...  We use the closeness of the confidence coefficient to the nominal confidence level as our main evaluation criterion, and use the Monte-Carlo method to investigate the key probability characteristics of  ...  Acknowledgment The authors thank the Department of Mathematics and Statistics Faculty of Science and Technology Thammasat University for financial support.  ... 
doi:10.37394/23206.2021.20.6 fatcat:55bjfzkufzg2vbkfqdjef5g6im

Resampling-based simultaneous confidence intervals for location shift using medians

Scott J. Richter, Melinda H. McCann
2015 AStA Advances in Statistical Analysis  
A method for computing simultaneous pairwise confidence intervals for location shift is presented, based on the permutation distribution of the maximum absolute pairwise difference among all pairs.  ...  Simulation results suggest the proposed permutation method produces intervals that maintain simultaneous coverage, and that can be more precise for heavy-tailed distributions compared to competing methods  ...  The permutation procedures considered in this paper can be recommended as robust alternatives for data from heavy-tailed distributions.  ... 
doi:10.1007/s10182-015-0258-4 fatcat:k5at7zntebau7m6oeleula2fxi

A propensity score approach to correction for bias due to population stratification using genetic and non-genetic factors

Huaqing Zhao, Timothy R. Rebbeck, Nandita Mitra
2009 Genetic Epidemiology  
Under moderate or severe PS, the GPS method consistently outperforms the PCA method in terms of bias, coverage probability, and type I error.  ...  The GPS method provides a novel and robust tool for obtaining less-biased estimates of genetic associations that can consider both genetic and non-genetic factors.  ...  This work was supported by grants P50-CA105641 and R01-CA08574 from NIH (to T.R.R.); and grants from the Pennsylvania Department of Health (to N.M.) and an Abramson Cancer Center Pilot Grant (NM).  ... 
doi:10.1002/gepi.20419 pmid:19353632 pmcid:PMC4537699 fatcat:5rtxjraxlvgxbihpq3o3inq77q

Estimating incidence rates with misclassified disease status: a likelihood-based approach, with application to hepatitis C virus

Fatma M. Shebl, Samer S. El-Kamary, Michelle Shardell, Patricia Langenberg, Laila S. Dorgham, James H. Maguire, Laurence S. Magder
2012 International Journal of Infectious Diseases  
Results: The simulation revealed that our method has minimal bias and low MSE, as well as good coverage probability of the resulting confidence intervals.  ...  , for a 95% confidence interval based on 500 independent simulations, a coverage probability between 93.05% and 96.95% was acceptable.  ... 
doi:10.1016/j.ijid.2012.02.017 pmid:22543295 fatcat:w7eqwmheczgiba5q3karwvgxxq

Inference for penalized spline regression: Improving confidence intervals by reducing the penalty [article]

Ning Dai
2017 arXiv   pre-print
Many methods, including Bayesian intervals and the simple-shift bias-reduction, have been proposed to upgrade the coverage of the confidence intervals, but these methods usually fail to adequately improve  ...  The coverage performance of the proposed method is investigated via simulation experiments in comparison with the bias-correction techniques proposed by Hodges (2013) and Kuusela and Panaretos (2015).  ...  The author would also like to thank Galin Jones and Matt Wand for comments and encouragement.  ... 
arXiv:1706.00865v1 fatcat:jxvt2i2rhbbjdp4ft7bc52y4ye

Empirical likelihood for semiparametric regression model with missing response data

Liugen Xue, Dong Xue
2011 Journal of Multivariate Analysis  
Our results can be used to construct confidence intervals and bands for the parameters of interest.  ...  A simulation study is undertaken to compare the empirical likelihood with the normal approximation-based method in terms of coverage accuracies and average lengths of confidence intervals.  ...  Foundation in 2011 and the PHR (IHLB).  ... 
doi:10.1016/j.jmva.2010.11.001 fatcat:nhiotvewtbbjhd5n37rk6zlyly

Point and interval estimation in two-stage adaptive designs with time to event data and biomarker-driven subpopulation selection

Peter K. Kimani, Susan Todd, Lindsay A. Renfro, Ekkehard Glimm, Josephine N. Khan, John A. Kairalla, Nigel Stallard
2020 Statistics in Medicine  
In this work, for time to event data, we have derived a new asymptotically unbiased estimator for the log hazard ratio and a new interval estimator with good coverage probabilities and probabilities that  ...  Existing estimators, which adjust for using stage 1 data for selecting the part of the population from which stage 2 patients are recruited, as well as for the confirmatory analysis after stage 2, do not  ...  The contents of the paper are solely the responsibility of the authors and do not necessarily represent the official views of the NIH.  ... 
doi:10.1002/sim.8557 pmid:32363603 fatcat:76i3t65ua5gjfgfa5g6ih4zhmu

Improved estimation in cumulative link models

Ioannis Kosmidis
2013 Journal of The Royal Statistical Society Series B-statistical Methodology  
For the estimation of cumulative link models for ordinal data, the bias-reducing adjusted score equations in firth:93 are obtained, whose solution ensures an estimator with smaller asymptotic bias than  ...  Its additional finiteness and optimal frequentist properties, along with the adequate behaviour of related asymptotic inferential procedures make the reduced-bias estimator attractive as a default choice  ...  Furthermore, the author is grateful to David Firth for the helpful and stimulating discussions on this work, and to Cristiano Varin and Thomas W. Yee for their comments on this paper. Part  ... 
doi:10.1111/rssb.12025 fatcat:nft37chpwzaljf66ajpajhkmxm

Can the buck always be passed to the highest level of clustering?

Christian Bottomley, Matthew J. Kirby, Steve W. Lindsay, Neal Alexander
2016 BMC Medical Research Methodology  
Methods: We performed a simulation study in which the coverage of 95 % confidence intervals was compared between adjustments at the higher and lower levels.  ...  Results: Confidence intervals adjusted for the higher level of clustering had coverage close to 95 %, even when there were few clusters, provided that the intra-cluster correlation of the predictor was  ...  Acknowledgements This work was supported by funding from the United Kingdom Medical Research Council (MRC) and Department for International Development (DFID) (MR/K012126/1).  ... 
doi:10.1186/s12874-016-0127-1 pmid:26956373 pmcid:PMC4784323 fatcat:unqp5kzb2ndw7eifa5ffaz5scm

Improving bias and coverage in instrumental variable analysis with weak instruments for continuous and binary outcomes

Stephen Burgess, Simon G. Thompson
2012 Statistics in Medicine  
We introduce a Bayesian method, which adjusts for the first-stage residuals in the second-stage regression and has much improved bias and coverage properties.  ...  The lack of distributional assumptions on the posterior distribution of the causal effect gives a better summary of uncertainty and more accurate coverage levels than methods which rely on the asymptotic  ...  Acknowledgements We thank John Thompson (Leicester) for helpful discussions that led to the proposal of Bayesian model (2) .  ... 
doi:10.1002/sim.4498 pmid:22374818 fatcat:5n5wzc4r2neuti3634ufgbucuy

Balanced Bootstrap Joint Confidence Bands for Structural Impulse Response Functions

Stefan Bruder, Michael Wolf
2017 Social Science Research Network  
Constructing joint confidence bands for structural impulse response functions based on a VAR model is a difficult task because of the non-linear nature of such functions.  ...  Abstract Constructing joint confidence bands for structural impulse response functions based on a VAR model is a difficult task because of the non-linear nature of such functions.  ...  Acknowledgments We thank a co-editor and two anonymous reviewers for helpful comments which have improved the exposition of the paper.  ... 
doi:10.2139/ssrn.2939147 fatcat:7cgayhje3rbildigwd7cejq4sm
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