Approximate repeated-measures shrinkage
نویسندگان
چکیده
A general method is formalised for the problem of making predictions for a fixed group of individual units, following a sequence of repeated measures on each. A review of some related work is undertaken and, using some of its terminology, the approach might be described as approximate non-parametric empirical Bayes prediction. It is contended that the method may often produce predictions that are, in practice, comparable or not much worse than more sophisticated methods, but sometimes for a smaller computational cost. Two examples are used to demonstrate the approach, exploring the prediction of baseball averages and spatial-temporal rainfall. The method performs favourably in both examples in comparison with James-Stein, empirical Bayes and other predictions; it also provides a relatively simple and computationally feasible way of determining whether it is worth modelling between-individual variability.
منابع مشابه
E-Bayesian Approach in A Shrinkage Estimation of Parameter of Inverse Rayleigh Distribution under General Entropy Loss Function
Whenever approximate and initial information about the unknown parameter of a distribution is available, the shrinkage estimation method can be used to estimate it. In this paper, first the $ E $-Bayesian estimation of the parameter of inverse Rayleigh distribution under the general entropy loss function is obtained. Then, the shrinkage estimate of the inverse Rayleigh distribution parameter i...
متن کاملLong-Term Strategic Asset Allocation: An Out-of-Sample Evaluation
The objective of this paper is to find out whether the expected potential gains from strategic asset allocation can be realized in an out-of-sample test. Firstly, we find that long-term investors should time the market if they use our proposed shrinkage prior. This prior downplays the predictability of asset returns and leads to superior out-of-sample results compared to a standard uniform prio...
متن کاملSilorane- and high filled-based "low-shrinkage" resin composites: shrinkage, flexural strength and modulus.
This study compared the volumetric shrinkage (VS), flexural strength (FS) and flexural modulus (FM) properties of the low-shrinkage resin composite Aelite LS (Bisco) to those of Filtek LS (3M ESPE) and two regular dimethacrylate-based resin composites, the microfilled Heliomolar (Ivoclar Vivadent) and the microhybrid Aelite Universal (Bisco). The composites (n = 5) were placed on the Teflon ped...
متن کاملAnalyzing Multivariate Repeated Measures Designs: A Comparison of Two Approximate Degrees of Freedom Solutions
متن کامل
Confidence regions for repeated measures ANOVA power curves based on estimated covariance
BACKGROUND Using covariance or mean estimates from previous data introduces randomness into each power value in a power curve. Creating confidence intervals about the power estimates improves study planning by allowing scientists to account for the uncertainty in the power estimates. Driving examples arise in many imaging applications. METHODS We use both analytical and Monte Carlo simulation...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Computational Statistics & Data Analysis
دوره 55 شماره
صفحات -
تاریخ انتشار 2011