Excess risk estimation under multistage model misspecification
Excess risk estimation under multistage model misspecification
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DOI：
10.1080/10629360500107808
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发表时间：
2006-05-01
影响因子：
1.2
通讯作者：
West, RW
中科院分区：
文献类型：
--
作者：
Piegorsch, WW;Nitcheva, DK;West, RW
We study the use of simultaneous confidence bands for risk estimation with quantal response data, and derive methods for estimating simultaneous upper confidence limits on predicted extra risk under a multistage model. Monte Carlo evaluations explore characteristics of the point estimates and simultaneous limits when the selection of possible multistage parameters is misspecified. Results show that standard Scheffe-type confidence bands are highly conservative in their coverage. Proportional width bands that exhibit less conservative properties are also studied.
