Simulation and Analytical Approach to the Identification of Significant Factors

DOI10.1080/03610918.2014.970700MaRDI QIDQ2816669zbMATH OpenOpenAlexFDO

Authors Alexander Rakitko, Alexander V. Bulinski

Publication date 25 August 2016

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1406.1138

zbMATH Keywords

central limit theoremprediction errorsimulationsexchangeable random variablesregularized estimatesnonbinary random responsesignificant factor identification

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Inference from stochastic processes and prediction (62M20) Central limit and other weak theorems (60F05) Prediction theory (aspects of stochastic processes) (60G25) Exchangeability for stochastic processes (60G09)

Abstract: We develop our previous works concerning the identification of the collection of significant factors determining some, in general, non-binary random response variable. Such identification is important, e.g., in biological and medical studies. Our approach is to examine the quality of response variable prediction by functions in (certain part of) the factors. The prediction error estimation requires some cross-validation procedure, certain prediction algorithm and estimation of the penalty function. Using simulated data we demonstrate the efficiency of our method. We prove a new central limit theorem for introduced regularized estimates under some natural conditions for arrays of exchangeable random variables. Keywords: nonbinary random response; identification of significant factors; regularized estimates of prediction error; exchangeable random variables; central limit theorem.

Recommendations

• scientific article; zbMATH DE number 33261
• A hybrid method for simulation factor screening
• Multivariate Simulation Output Analysis
• Simulation modeling for analysis
• Considerations for Effective Simulation Study Analysis
• Feature Article—Statistical Analysis of Simulation Output Data
• Design and analysis of simulation experiments
• Design and analysis of simulation experiments
• Design and analysis of simulation experiments

Cites work

• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• A Central Limit Theorem for Sums of Interchangeable Random Variables
• A martingale approach to central limit theorems for exchangeable random variables
• A survey of cross-validation procedures for model selection
• Applied Statistical Genetics with R
• Degrees of freedom in lasso problems
• Estimation of nonbinary random response
• Stein's method in high dimensions with applications

Cited in

(5)

• Factors causing occurrence of artificial dif: A simulation study for dichotomous data
• MDR method for nonbinary response variable
• An Efficient Morris Method-Based Framework for Simulation Factor Screening
• Estimation of nonbinary random response
• Central limit theorem related to MDR-method

Describes a project that uses

Uses Software

• ElemStatLearn

This page was built for publication: Simulation and Analytical Approach to the Identification of Significant Factors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2816669)