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Inverse Probability Weighting
Inverse probability weighting is a statistical technique for calculating statistics standardized to a pseudo-population different from that in which the data was collected. Study designs with a disparate sampling population and population of target inference (target population) are common in application. There may be prohibitive factors barring researchers from directly sampling from the target population such as cost, time, or ethical concerns. A solution to this problem is to use an alternate design strategy, e.g. stratified sampling. Weighting, when correctly applied, can potentially improve the efficiency and reduce the bias of unweighted estimators. One very early weighted estimator is the Horvitz–Thompson estimator of the mean. When the sampling probability is known, from which the sampling population is drawn from the target population, then the inverse of this probability is used to weight the observations. This approach has been generalized to many aspects of statistics un ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Stratified Sampling
In statistics, stratified sampling is a method of sampling from a population which can be partitioned into subpopulations. In statistical surveys, when subpopulations within an overall population vary, it could be advantageous to sample each subpopulation (stratum) independently. Stratification is the process of dividing members of the population into homogeneous subgroups before sampling. The strata should define a partition of the population. That is, it should be ''collectively exhaustive'' and ''mutually exclusive'': every element in the population must be assigned to one and only one stratum. Then simple random sampling is applied within each stratum. The objective is to improve the precision of the sample by reducing sampling error. It can produce a weighted mean that has less variability than the arithmetic mean of a simple random sample of the population. In computational statistics, stratified sampling is a method of variance reduction when Monte Carlo methods are us ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Missing Data
In statistics, missing data, or missing values, occur when no data value is stored for the variable in an observation. Missing data are a common occurrence and can have a significant effect on the conclusions that can be drawn from the data. Missing data can occur because of nonresponse: no information is provided for one or more items or for a whole unit ("subject"). Some items are more likely to generate a nonresponse than others: for example items about private subjects such as income. Attrition is a type of missingness that can occur in longitudinal studies—for instance studying development where a measurement is repeated after a certain period of time. Missingness occurs when participants drop out before the test ends and one or more measurements are missing. Data often are missing in research in economics, sociology, and political science because governments or private entities choose not to, or fail to, report critical statistics, or because the information is not availab ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Propensity Score Matching
In the statistical analysis of observational data, propensity score matching (PSM) is a statistical matching technique that attempts to estimate the effect of a treatment, policy, or other intervention by accounting for the covariates that predict receiving the treatment. PSM attempts to reduce the bias due to confounding variables that could be found in an estimate of the treatment effect obtained from simply comparing outcomes among units that received the treatment versus those that did not. Paul R. Rosenbaum and Donald Rubin introduced the technique in 1983. The possibility of bias arises because a difference in the treatment outcome (such as the average treatment effect) between treated and untreated groups may be caused by a factor that predicts treatment rather than the treatment itself. In randomized experiments, the randomization enables unbiased estimation of treatment effects; for each covariate, randomization implies that treatment-groups will be balanced on average ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Machine Learning
Machine learning (ML) is a field of inquiry devoted to understanding and building methods that 'learn', that is, methods that leverage data to improve performance on some set of tasks. It is seen as a part of artificial intelligence. Machine learning algorithms build a model based on sample data, known as training data, in order to make predictions or decisions without being explicitly programmed to do so. Machine learning algorithms are used in a wide variety of applications, such as in medicine, email filtering, speech recognition, agriculture, and computer vision, where it is difficult or unfeasible to develop conventional algorithms to perform the needed tasks.Hu, J.; Niu, H.; Carrasco, J.; Lennox, B.; Arvin, F.,Voronoi-Based Multi-Robot Autonomous Exploration in Unknown Environments via Deep Reinforcement Learning IEEE Transactions on Vehicular Technology, 2020. A subset of machine learning is closely related to computational statistics, which focuses on making predicti ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Logistic Regression
In statistics, the logistic model (or logit model) is a statistical model that models the probability of an event taking place by having the log-odds for the event be a linear function (calculus), linear combination of one or more independent variables. In regression analysis, logistic regression (or logit regression) is estimation theory, estimating the parameters of a logistic model (the coefficients in the linear combination). Formally, in binary logistic regression there is a single binary variable, binary dependent variable, coded by an indicator variable, where the two values are labeled "0" and "1", while the independent variables can each be a binary variable (two classes, coded by an indicator variable) or a continuous variable (any real value). The corresponding probability of the value labeled "1" can vary between 0 (certainly the value "0") and 1 (certainly the value "1"), hence the labeling; the function that converts log-odds to probability is the logistic function, h ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Ordinary Least Squares
In statistics, ordinary least squares (OLS) is a type of linear least squares method for choosing the unknown parameters in a linear regression model (with fixed level-one effects of a linear function of a set of explanatory variables) by the principle of least squares: minimizing the sum of the squares of the differences between the observed dependent variable (values of the variable being observed) in the input dataset and the output of the (linear) function of the independent variable. Geometrically, this is seen as the sum of the squared distances, parallel to the axis of the dependent variable, between each data point in the set and the corresponding point on the regression surface—the smaller the differences, the better the model fits the data. The resulting estimator can be expressed by a simple formula, especially in the case of a simple linear regression, in which there is a single regressor on the right side of the regression equation. The OLS estimator is consiste ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Indicator Function
In mathematics, an indicator function or a characteristic function of a subset of a set is a function that maps elements of the subset to one, and all other elements to zero. That is, if is a subset of some set , one has \mathbf_(x)=1 if x\in A, and \mathbf_(x)=0 otherwise, where \mathbf_A is a common notation for the indicator function. Other common notations are I_A, and \chi_A. The indicator function of is the Iverson bracket of the property of belonging to ; that is, :\mathbf_(x)= \in A For example, the Dirichlet function is the indicator function of the rational numbers as a subset of the real numbers. Definition The indicator function of a subset of a set is a function \mathbf_A \colon X \to \ defined as \mathbf_A(x) := \begin 1 ~&\text~ x \in A~, \\ 0 ~&\text~ x \notin A~. \end The Iverson bracket provides the equivalent notation, \in A/math> or to be used instead of \mathbf_(x)\,. The function \mathbf_A is sometimes denoted , , , or even just . Nota ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Independent And Identically Distributed Random Variables
In probability theory and statistics, a collection of random variables is independent and identically distributed if each random variable has the same probability distribution as the others and all are mutually independent. This property is usually abbreviated as ''i.i.d.'', ''iid'', or ''IID''. IID was first defined in statistics and finds application in different fields such as data mining and signal processing. Introduction In statistics, we commonly deal with random samples. A random sample can be thought of as a set of objects that are chosen randomly. Or, more formally, it’s “a sequence of independent, identically distributed (IID) random variables”. In other words, the terms ''random sample'' and ''IID'' are basically one and the same. In statistics, we usually say “random sample,” but in probability it’s more common to say “IID.” * Identically Distributed means that there are no overall trends–the distribution doesn’t fluctuate and all items in t ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
EM Algorithm
EM, Em or em may refer to: Arts and entertainment Music * EM, the E major musical scale * Em, the E minor musical scale * Electronic music, music that employs electronic musical instruments and electronic music technology in its production * Encyclopedia Metallum, an online metal music database * Eminem, American rapper Other uses in arts and entertainment * ''Em'' (comic strip), a comic strip by Maria Smedstad Companies and organizations * European Movement, an international lobbying association * Aero Benin (IATA code), a defunct airline * Empire Airlines (IATA code), a charter and cargo airline based in Idaho, US * Erasmus Mundus, an international student-exchange program * ExxonMobil, a large oil company formed from the merger of Exxon and Mobil in 1999 * La République En Marche! (sometimes shortened to "En Marche!"), a major French political party Economics * Emerging markets, nations undergoing rapid industrialization Language and typography Language * M, a letter of t ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Horvitz–Thompson Estimator
In statistics, the Horvitz–Thompson estimator, named after Daniel G. Horvitz and Donovan J. Thompson, is a method for estimating the total and mean of a pseudo-population in a stratified sample. Inverse probability weighting is applied to account for different proportions of observations within strata in a target population. The Horvitz–Thompson estimator is frequently applied in survey analyses and can be used to account for missing data, as well as many sources of unequal selection probabilities. The method Formally, let Y_i, i = 1, 2, \ldots, n be an independent sample from ''n'' of ''N ≥ n'' distinct strata with a common mean ''μ''. Suppose further that \pi_i is the inclusion probability that a randomly sampled individual in a superpopulation belongs to the ''i''th stratum. The Hansen and Hurwitz (1943) estimator of the total is given by: : \hat_ = \sum_^n \pi_i ^ Y_i, and the Horvitz–Thompson estimate of the mean is given by: : \hat_ = N^\hat_ = N^\sum_^n ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Marginal Structural Models
Marginal structural models are a class of statistical models used for causal inference in epidemiology. Such models handle the issue of time-dependent confounding in evaluation of the efficacy of interventions by inverse probability weighting for receipt of treatment, they allow us to estimate the average causal effects. For instance, in the study of the effect of zidovudine in AIDS-related mortality, CD4 lymphocyte is used both for treatment indication, is influenced by treatment, and affects survival. Time-dependent confounders are typically highly prognostic of health outcomes and applied in dosing or indication for certain therapies, such as body weight or lab values such as alanine aminotransferase or bilirubin. The first marginal structural models were introduced in 2000. The works of James Robins James M. Robins is an epidemiologist and biostatistician best known for advancing methods for drawing causal inferences from complex observational studies and randomized tr ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
