Every time I think I know what's going on, suddenly there's another layer of complications.
2017年8月29日星期二
2017年8月26日星期六
Different likelihoods
Maximum Likelihood
Find β and θ that maximizes L(β, θ|data).
Partial Likelihood
If we can write the likelihood function as:
L(β, θ|data) = L1(β|data) L2(θ|data)
Then we simply maximize L1(β|data).
Profile Likelihood
If we can express θ as a function of β then we replace θ with the corresponding function.
Say, θ = g(β). Then, we maximize:
L(β, g(β)|data)
Marginal Likelihood
We integrate out θ from the likelihood equation by exploiting the fact that we can identify the probability distribution of θ conditional on β.
2017年8月22日星期二
2017年8月13日星期日
Transform or link?
https://ecommons.cornell.edu/bitstream/handle/1813/31620/BU-1049-MA.pdf?sequence=1
2017年8月12日星期六
2017年8月6日星期日
ranking and empirical distributions
In the absence of repeated values (ties), the cdf can be obtained computationally by sorting the observed data in ascending order, i.e., . Then , where represents the ascending rank of . Likewise, the p-value can be obtaining by sorting the data in descending order, and using a similar formula, , where represents the descending rank of .
https://brainder.org/2012/11/28/competition-ranking-and-empirical-distributions/
https://brainder.org/2012/11/28/competition-ranking-and-empirical-distributions/
2017年7月23日星期日
Spline regression
In regression modeling when we include a continuous predictor variable in our model, either as the main exposure of interest or as a confounder, we are making the assumption that the relationship between the predictor variable and the outcome is linear. In other words, a one unit increase in the predictor variable is associated with a fixed difference in the outcome. Thus, we make no distinction between a one unit increase in the predictor variable near the minimum value and a one unit increase in the predictor variable near the maximum value. This assumption of linearity may not always be true, and may lead to an incorrect conclusion about the relationship between the exposure and outcome, or in the case of a confounder that violates the linearity assumption, may lead to residual confounding. Spline regression is one method for testing non-linearity in the predictor variables and for modeling non-linear functions.
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