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Sökning: id:"swepub:oai:DiVA.org:umu-39614" > Selection of smooth...

LIBRIS Formathandbok  (Information om MARC21)
FältnamnIndikatorerMetadata
00003908nam a2200457 4500
001oai:DiVA.org:umu-39614
003SwePub
008110202s2011 | |||||||||||000 ||eng|
020 a 9789174591477q print
024a https://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-396142 URI
040 a (SwePub)umu
041 a engb eng
042 9 SwePub
072 7a vet2 swepub-contenttype
072 7a dok2 swepub-publicationtype
100a Häggström, Jenny,d 1980-u Umeå universitet,Statistiska institutionen4 aut0 (Swepub:umu)jeyhom02
2451 0a Selection of smoothing parameters with application in causal inference
264 1a Umeå :b Statistiska institutionen, Umeå universitet,c 2011
300 a 27 s.
338 a electronic2 rdacarrier
490a Statistical studies,x 1100-8989 ;v 44
520 a This thesis is a contribution to the research area concerned with selection of smoothing parameters in the framework of nonparametric and semiparametric regression. Selection of smoothing parameters is one of the most important issues in this framework and the choice can heavily influence subsequent results. A nonparametric or semiparametric approach is often desirable when large datasets are available since this allow us to make fewer and weaker assumptions as opposed to what is needed in a parametric approach. In the first paper we consider smoothing parameter selection in nonparametric regression when the purpose is to accurately predict future or unobserved data. We study the use of accumulated prediction errors and make comparisons to leave-one-out cross-validation which is widely used by practitioners. In the second paper a general semiparametric additive model is considered and the focus is on selection of smoothing parameters when optimal estimation of some specific parameter is of interest. We introduce a double smoothing estimator of a mean squared error and propose to select smoothing parameters by minimizing this estimator. Our approach is compared with existing methods.The third paper is concerned with the selection of smoothing parameters optimal for estimating average treatment effects defined within the potential outcome framework. For this estimation problem we propose double smoothing methods similar to the method proposed in the second paper. Theoretical properties of the proposed methods are derived and comparisons with existing methods are made by simulations.In the last paper we apply our results from the third paper by using a double smoothing method for selecting smoothing parameters when estimating average treatment effects on the treated. We estimate the effect on BMI of divorcing in middle age. Rich data on socioeconomic conditions, health and lifestyle from Swedish longitudinal registers is used.
650 7a NATURVETENSKAPx Matematikx Sannolikhetsteori och statistik0 (SwePub)101062 hsv//swe
650 7a NATURAL SCIENCESx Mathematicsx Probability Theory and Statistics0 (SwePub)101062 hsv//eng
653 a Smoothing parameter selection
653 a Nonparametric regression
653 a Semiparametric additive model
653 a Double smoothing
653 a Causal inference
653 a BMI
653 a Divorce
653 a Statistics
653 a Statistik
653 a Statistics
653 a statistik
700a de Luna, Xavier,c Professoru Umeå universitet,Statistiska institutionen4 ths0 (Swepub:umu)xade0001
700a Wiberg, Marie,c PhDu Umeå universitet,Statistiska institutionen4 ths0 (Swepub:umu)maewig95
700a Ma, Yanyuan,c Associate Professoru Texas A&M University, Department of Statistics4 opn
710a Umeå universitetb Statistiska institutionen4 org
856u https://umu.diva-portal.org/smash/get/diva2:394410/FULLTEXT01.pdfx primaryx Raw objecty fulltext
8564 8u https://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-39614

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