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17
Asymptotics for Lassotype estimators
, 2000
"... this paper, we consider the asymptotic behaviour of regression estimators that minimize the residual sum of squares plus a penalty proportional to ..."
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Cited by 154 (3 self)
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this paper, we consider the asymptotic behaviour of regression estimators that minimize the residual sum of squares plus a penalty proportional to
EpiConvergence in Distribution and Stochastic EquiSemicontinuity
 C o rpusbased wo rk on discourse marke rs such as ‘ a n d ’ ,‘ i f’ , ‘ bu t ’ ,e
, 1997
"... : Epiconvergence in distribution is a useful tool in establishing limiting distributions of "argmin" estimators; however, it is not always easy to find the epilimit of a given sequence of objective functions. In this paper, we define the notion of stochastic equilowersemicontinuity of ..."
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Cited by 14 (2 self)
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: Epiconvergence in distribution is a useful tool in establishing limiting distributions of "argmin" estimators; however, it is not always easy to find the epilimit of a given sequence of objective functions. In this paper, we define the notion of stochastic equilowersemicontinuity of a sequence of random objective functions. It is shown that epiconvergence in distribution and finite dimensional convergence in distribution (to a given limit) of a sequence of random objective functions are equivalent under this condition. Key words and phrases: argmin estimators, convergence in distribution, epiconvergence, equisemicontinuity AMS 1991 subject classifications: Primary 62F12, 60F05; Secondary 62E20, 60F17. Running head: Stochastic equisemicontinuity 1 Introduction Many statistical estimators are defined as the minimizer (or maximizer) of some objective function; common examples include maximum likelihood estimation and Mestimation. Since any maximization problem can be reexp...
Conflict in Time and Space
, 1997
"... Scholars in international relations (IR) are increasingly using timeseries crosssection data to analyze models with a binary dependent variable (BTSCS models). IR scholars generally employ a simple logit/probit to analyze such data. This procedure is inappropriate if the data exhibit temporal or s ..."
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Cited by 5 (4 self)
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Scholars in international relations (IR) are increasingly using timeseries crosssection data to analyze models with a binary dependent variable (BTSCS models). IR scholars generally employ a simple logit/probit to analyze such data. This procedure is inappropriate if the data exhibit temporal or spatial dependence. First, we discuss two estimation methods for modelling temporal dependence in BTSCS data: one promising approach is based on exact modelling of the underlying temporal process which determines the latent, continuous, dependent variable; The other, and easier to implement, depends on the formal equivalence of BTSCS and discrete duration data. Because the logit estimates a discrete hazard in a duration context, this method adds a smoothed time term to the logit estimation. Second, we discuss spatial or crosssectional issues, including robust standard errors and the modelling of effects. While it is not possible to use fixed effects in binary dependent variable panel models, such a strategy is feasible for IR BTSCS models. While not providing a model of spatial dependence, Huber's robust standard errors may well provide more accurate indications of parameter variability if the unit observations are intrarelated. We apply these recommended techniques to reanalyses of the relationship between (1) democracy, interdependence and peace (Oneal, Oneal, Maoz and Russett); and (2) security and the termination of interstate rivalry (Bennett). The techniques appear to perform well statistically. Substantively, while democratic dyads do appear to be more peaceful, trade relations, as measured by Oneal, et al., do not decrease the likelihood of particpation in militarized disputes. Bennett's principal finding regarding security and rivalry termination is confirmed; his f...
Multiple imputation methods for estimating regression coefficients in proportional hazards models with missing cause of failure
 Biometrics
, 2001
"... ..."
A Near Minimax Risk Bound: Adaptive Lasso with Heteroskedastic Data In Instrumental Variable Selection
, 2011
"... In this paper we use adaptive lasso estimator select between relevant and irrelevant instruments in heteroskedastic and non Gaussian data. To do so limit theory of Zou (2006) is extended from univariate iid case. Next, it is shown that adaptive lasso estimator can achieve near minimax risk bound eve ..."
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Cited by 1 (0 self)
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In this paper we use adaptive lasso estimator select between relevant and irrelevant instruments in heteroskedastic and non Gaussian data. To do so limit theory of Zou (2006) is extended from univariate iid case. Next, it is shown that adaptive lasso estimator can achieve near minimax risk bound even in the case of heteroskedastic data. To achieve that a new proof is used that benefits from Stein’s Lemma. This is a new result and extends the iid Gaussian case. It is also shown in the paper that Lasso estimators are not model selection consistent whereas adaptive lasso can select the correct model in fixed number of instruments case. The case of weak versus strong instruments are also handled by adaptive lasso. Simulations show that compared to alternatives in econometrics it does well in terms of bias.
SAS Global Forum 2010 Statistics and Data Analysis Paper 2552010 Analysis of Survival Data with Recurrent Events Using SAS ®
"... This paper presents the application of survival analysis methods using SAS/STAT ® to a large clinical trial, which was designed to test the treatment effect on preventing recurrent stroke and cardiovascular events. In this paper, we present the complete analysis procedure of this case study, includi ..."
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This paper presents the application of survival analysis methods using SAS/STAT ® to a large clinical trial, which was designed to test the treatment effect on preventing recurrent stroke and cardiovascular events. In this paper, we present the complete analysis procedure of this case study, including the model assumption check, model selection, and the utility and discussion on the Cox proportional hazards model, marginal recurrent events model, robust sandwich variance estimator, and some conditional recurrent events models.
(www.interscience.wiley.com) DOI: 10.1002/sim.2639 Trying to be precise about vagueness
"... A previous investigation by Lambert et al., which used computer simulation to examine the influence of choice of prior distribution on inferences from Bayesian random effects metaanalysis, is critically examined from a number of viewpoints. The practical example used is shown to be problematic. The ..."
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A previous investigation by Lambert et al., which used computer simulation to examine the influence of choice of prior distribution on inferences from Bayesian random effects metaanalysis, is critically examined from a number of viewpoints. The practical example used is shown to be problematic. The various prior distributions are shown to be unreasonable in terms of what they imply about the joint distribution of the overall treatment effect and the random effects variance. An alternative form of prior distribution is tentatively proposed. Finally, some practical recommendations are made that stress the value both of fixed effect analyses and of frequentist approaches as well as various diagnostic investigations.
Summary
"... produced by CT, MRI or sonography requires precise knowledge about topographical anatomy of the shoulder. This is valid special for examinations in new joint positions as the apprehensiontest position that is representative for an anterior shoulder instability. Up to now comparative studies were mo ..."
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produced by CT, MRI or sonography requires precise knowledge about topographical anatomy of the shoulder. This is valid special for examinations in new joint positions as the apprehensiontest position that is representative for an anterior shoulder instability. Up to now comparative studies were mostly performed with frozen sections. A new anatomical procedure of split images is the thinlayer plastination procedure described by Steinke. Objective: The purpose of this study was the detailed description of the topographical anatomy of the shoulder in the apprehensiontest position using by the thinlayer plastination procedure. Materials and methods: Two shoulderarm samples were stored in 90 degree of abduction and maximally external rotation according to the apprehensiontest
Neighborhood Effects, Neighborhood Housing Characteristics
"... Despite evidence of significant variation in population mobility between neighborhoods, it is not clear why those residing in specific neighborhoods are more likely to relocate than others. This study examines how housing characteristics of the neighborhood where renters have chosen to live can infl ..."
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Despite evidence of significant variation in population mobility between neighborhoods, it is not clear why those residing in specific neighborhoods are more likely to relocate than others. This study examines how housing characteristics of the neighborhood where renters have chosen to live can influence their current decisions whether to stay in the neighborhood or relocate from it. In doing so, this paper relies on a unique dataset that matches the nationallyrepresentative, longitudinal household data from the Panel Study of Income Dynamics to neighborhoodlevel data from the U.S. Census. Results demonstrate that differences in neighborhood housing characteristics and their change across neighborhoods play a major role in variation in population mobility. Their effects are larger in magnitude and statistical significance than those of neighborhood income and the share of blacks. In addition, neighborhood housing characteristics play a more critical role in intraneighborhood moves than in interneighborhood moves. Renters are more likely to move and purchase homes within the neighborhood where owneroccupied housing is readily available and more new housing has been built.
Chapters
, 2003
"... Oriented Policing Services. Points of views or opinions contained in this document are those of the authors and do not necessarily represent the official position or policies of the U.S. Department of Justice or the members of PERF. The opinions expressed are generally those based on the consensus o ..."
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Oriented Policing Services. Points of views or opinions contained in this document are those of the authors and do not necessarily represent the official position or policies of the U.S. Department of Justice or the members of PERF. The opinions expressed are generally those based on the consensus of executive session attendees. However, not every view or statement presented in this report can necessarily be attributed to each individual participant.