Simultaneous Inference for Model Averaging of Derived Parameters

Signe M. Jensen; Christian Ritz

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Simultaneous Inference for Model Averaging of Derived Parameters

机译：衍生参数模型平均的同时推断

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Model averaging is a useful approach for capturing uncertainty due to model selection. Currently, this uncertainty is often quantified by means of approximations that do not easily extend to simultaneous inference. Moreover, in practice there is a need for both model averaging and simultaneous inference for derived parameters calculated in an after-fitting step. We propose a method for obtaining asymptotically correct standard errors for one or several model-averaged estimates of derived parameters and for obtaining simultaneous confidence intervals that asymptotically control the family-wise Type I error rate. The performance of the method in terms of coverage is evaluated using a simulation study and the applicability of the method is demonstrated by means of three concrete examples.

机译：模型平均是用于捕获由于模型选择而引起的不确定性的有用方法。当前，这种不确定性通常通过不容易扩展到同时推断的近似来量化。而且，在实践中，既需要模型平均，又需要同时推断在后拟合步骤中计算出的导出参数。我们提出了一种方法，用于获得一个或几个模型平均估计的派生参数的渐近正确标准误差，并获得渐近控制家庭式I型错误率的同时置信区间。通过模拟研究评估了该方法在覆盖率方面的性能，并通过三个具体示例证明了该方法的适用性。

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《Risk analysis》 |2015年第1期|68-76|共9页
作者
Signe M. Jensen; Christian Ritz;
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作者单位

Department of Nutrition, Exercise and Sports, University of Copenhagen, Nrregade 10, 1165 Kbenhavn, Denmark ,Department of Nutrition, Exercise and Sports, University of Copenhagen, Rolighedsvej 30, 1958 Frederiksberg, Denmark;

Department of Nutrition, Exercise and Sports, University of Copenhagen, Nrregade 10, 1165 Kbenhavn, Denmark;

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Asymptotic representation; benchmark dose; coverage; dose response; Wald-type intervals;

机译：渐近表示;基准剂量;覆盖范围剂量反应沃尔德型间隔;

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专利

1. Simultaneous Inference for Model Averaging of Derived Parameters (vol 35, pg 68, 2015) [J] . Jensen Signe M., Ritz Christian Risk analysis . 2015,第2期

机译：对衍生参数进行模型平均的同时推断（2015年第35卷，第68页）
2. Simultaneous optimization of clustering and fuzzy IF-THEN rules parameters by the genetic algorithm in fuzzy inference system-based wave predictor models [J] . Zanganeh Morteza Journal of Hydroinformatics . 2017,第3a4期

机译：基于模糊推理系统的波动预测器模型中遗传算法同时优化聚类和模糊IF-THEN规则参数
3. Computing approximate standard errors for genetic parameters derived from random regression models fitted by average information REML [J] . Troy M. Fischer, Arthur R. Gilmour, Julius H. J. van der Werf Genetics Selection Evolution . 2004,第3期

机译：计算由平均信息REML拟合的随机回归模型得出的遗传参数的近似标准误差
4. Sometimes Average is Best: The Importance of Averaging for Prediction using MCMC Inference in Topic Modeling [C] . Viet-An Nguyen, Jordan Boyd-Graber, Philip Resnik Conference on empirical methods in natural language processing . 2014

机译：有时平均是最好的：在主题建模中使用MCMC推理进行平均预测的重要性
5. A Swapping Method and Exploratory Analysis for Average Treatment Effect Estimation Based on Partial Balancing and Simultaneous Inference of Regression Models. [D] . Bastero, Rowena F. 2017

机译：基于部分平衡和回归模型同时推断的平均治疗效果估计的交换方法和探索性分析。
6. Computing approximate standard errors for genetic parameters derived from random regression models fitted by average information REML [O] . Troy M Fischer, Arthur R Gilmour, Julius HJ van der Werf 2004

机译：计算由平均信息REML拟合的随机回归模型得出的遗传参数的近似标准误差
7. Erratum to “Simultaneous Inference for Model Averaging of Derived Parameters” by Signe M. Jensen and Christian Ritz, in Risk Analysis, 35(1):68-76 [O] . 2015

机译：错误的M. Jensen和Christian Ritz的“衍生参数的模型平均模型推断同时推断”风险分析，35（1）：68-76
8. Estimation of Parameters in Integrated Autoregressive-Moving Average Time Series Models. Part 2. Moving Average and Mixed Models [R] . Box, G. E. P., Jenkins, G. M. 1972

机译：综合自回归 - 移动平均时间序列模型中参数的估计。第2部分。移动平均线和混合模型

Simultaneous Inference for Model Averaging of Derived Parameters

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