23 resultados para robust estimation statistics


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Stata is a general purpose software package that has become popular among various disciplines such as epidemiology, economics, or social sciences. Users like Stata for its scientific approach, its robustness and reliability, and the ease with which its functionality can be extended by user written programs. In this talk I will first give a brief overview of the functionality of Stata and then discuss two specific features: survey estimation and predictive margins/marginal effects. Most surveys are based on complex samples that contain multiple sampling stages, are stratified or clustered, and feature unequal selection probabilities. Standard estimators can produce misleading results in such samples unless the peculiarities of the sampling plan are taken into account. Stata offers survey statistics for complex samples for a wide variety of estimators and supports several variance estimation procedures such as linearization, jackknife, and balanced repeated replication (see Kreuter and Valliant, 2007, Stata Journal 7: 1-21). In the talk I will illustrate these features using applied examples and I will also show how user written commands can be adapted to support complex samples. Complex can also be the models we fit to our data, making it difficult to interpret them, especially in case of nonlinear or non-additive models (Mood, 2010, European Sociological Review 26: 67-82). Stata provides a number of highly useful commands to make results of such models accessible by computing and displaying predictive margins and marginal effects. In my talk I will discuss these commands provide various examples demonstrating their use.

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The acquisition of accurate information on the size of traits in animals is fundamental for the study of animal ecology and evolution and their management. We demonstrate how morphological traits of free-ranging animals can reliably be estimated on very large observation distances of several hundred meters by the use of ordinary digital photographic equipment and simple photogrammetric software. In our study, we estimated the length of horn annuli in free-ranging male Alpine ibex (Capra ibex) by taking already measured horn annuli of conspecifics on the same photographs as scaling units. Comparisons with hand-measured horn annuli lengths and repeatability analyses revealed a high accuracy of the photogrammetric estimates. If length estimations of specific horn annuli are based on multiple photographs measurement errors of <5.5 mm can be expected. In the current study the application of the described photogrammetric procedure increased the sample size of animals with known horn annuli length by an additional 104%. The presented photogrammetric procedure is of broad applicability and represents an easy, robust and cost-efficient method for the measuring of individuals in populations where animals are hard to capture or to approach.

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In this paper, we propose a new method for fully-automatic landmark detection and shape segmentation in X-ray images. To detect landmarks, we estimate the displacements from some randomly sampled image patches to the (unknown) landmark positions, and then we integrate these predictions via a voting scheme. Our key contribution is a new algorithm for estimating these displacements. Different from other methods where each image patch independently predicts its displacement, we jointly estimate the displacements from all patches together in a data driven way, by considering not only the training data but also geometric constraints on the test image. The displacements estimation is formulated as a convex optimization problem that can be solved efficiently. Finally, we use the sparse shape composition model as the a priori information to regularize the landmark positions and thus generate the segmented shape contour. We validate our method on X-ray image datasets of three different anatomical structures: complete femur, proximal femur and pelvis. Experiments show that our method is accurate and robust in landmark detection, and, combined with the shape model, gives a better or comparable performance in shape segmentation compared to state-of-the art methods. Finally, a preliminary study using CT data shows the extensibility of our method to 3D data.

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We propose a nonparametric variance estimator when ranked set sampling (RSS) and judgment post stratification (JPS) are applied by measuring a concomitant variable. Our proposed estimator is obtained by conditioning on observed concomitant values and using nonparametric kernel regression.

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The paper considers panel data methods for estimating ordered logit models with individual-specific correlated unobserved heterogeneity. We show that a popular approach is inconsistent, whereas some consistent and efficient estimators are available, including minimum distance and generalized method-of-moment estimators. A Monte Carlo study reveals the good properties of an alternative estimator that has not been considered in econometric applications before, is simple to implement and almost as efficient. An illustrative application based on data from the German Socio-Economic Panel confirms the large negative effect of unemployment on life satisfaction that has been found in the previous literature.

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We present new algorithms for M-estimators of multivariate scatter and location and for symmetrized M-estimators of multivariate scatter. The new algorithms are considerably faster than currently used fixed-point and related algorithms. The main idea is to utilize a second order Taylor expansion of the target functional and to devise a partial Newton-Raphson procedure. In connection with symmetrized M-estimators we work with incomplete U-statistics to accelerate our procedures initially.

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In the present paper, we describe new robust methods of estimating cell shape and orientation in 3D from sections. The descriptors of 3D cell shape and orientation are based on volume tensors which are used to construct an ellipsoid, the Miles ellipsoid, approximating the average cell shape and orientation in 3D. The estimators of volume tensors are based on observations in several optical planes through sampled cells. This type of geometric sampling design is known as the optical rotator. The statistical behaviour of the estimator of the Miles ellipsoid is studied under a flexible model for 3D cell shape and orientation. In a simulation study, the lengths of the axes of the Miles ellipsoid can be estimated with CVs of about 2% if 100 cells are sampled. Finally, we illustrate the use of the developed methods in an example, involving neurons in the medial prefrontal cortex of rat.