An Optimal Estimating Equation with Unspecified Variances
نویسندگان
چکیده
In estimating equation technique for estimating the mean regression parameters, one important issue is how to choose the weights to improve the efficiency of the estimation. The key idea of this paper is to replace the weights with the empirically estimated covariances. We discuss regression of an outcome on a vector of covariates, and propose an optimal estimating equation approach which achieves asymptotic efficiency. Asymptotic normality of the regression parameter estimates is also established. A small simulation study indicates improved efficiency of this approach.
منابع مشابه
Robust modified profile estimating function with application to the generalized estimating equation
We consider methods for reducing the effects of fitting nuisance parameters on a general estimating function, when the estimating function depends on not only a vector of parameters of interest, θ, but also a vector of nuisance parameters, λ. We propose a class of modified profile estimating functions with plug-in bias reduced by two orders. A robust version of the adjustment term does not requ...
متن کاملAn approximate analytical solution of the Bethe equation for charged particles in the range of radiotherapy energy
Charged particles such as protons and carbon ions are an increasing tool in radiation therapy. However, unresolved physical problems prevent optimal performance, including estimating the deposited dose in non-homogeneous tissue, is an essential aspect of optimizing treatment. The Monte Carlo (MC) method can be used to estimate the amount of radiation, but, this powerful computing operation is v...
متن کاملExtracting Dynamics Matrix of Alignment Process for a Gimbaled Inertial Navigation System Using Heuristic Dynamic Programming Method
In this paper, with the aim of estimating internal dynamics matrix of a gimbaled Inertial Navigation system (as a discrete Linear system), the discretetime Hamilton-Jacobi-Bellman (HJB) equation for optimal control has been extracted. Heuristic Dynamic Programming algorithm (HDP) for solving equation has been presented and then a neural network approximation for cost function and control input ...
متن کاملLow-Thrust Optimal Orbit Raising with Plane Change
A new guidance scheme for the problem of Low-thrust transfer between inclined orbits is developed within the framework of optimal control theory. The objective of the guidance scheme is to provide the appropriate thrust steering program that will transfer the vehicle from an inclined low earth orbits to the high earth orbits. The presented guidance scheme is determined using Pontryagin’s princi...
متن کاملBUREAU OF THE CENSUS STATISTICAL RESEARCH DIVISION REPORT SERIES SRD Research Report Number: CENSUS/SRD/RR-84/06 AN IMPROVED PROCEDURE FOR ESTIMATING THE COMPONENTS OF RESPONSE VARIANCE IN COMPLEX SURVEYS
Fellegi's (1974) improved method for estimating the interviewer component of correlated response variance is extended to a. groups of k interviewer assignments for-general multistage survey designs. Using a linear models approach suggestive of Hartley and Rao (1978), the independence of the two estimators of interviewer variance is established and the forms of the variances of the estimators ar...
متن کامل