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From the help desk: Local polynomial regression and Stata plugins AgEcon
Gutierrez, Roberto G.; Linhart, Jean Marie; Pitblado, Jeffrey S..
Local polynomial regression is a generalization of local mean smoothing as described by Nadaraya (1964) and Watson (1964). Instead of fitting a local mean, one instead fits a local pth-order polynomial. Calculations for local polynomial regression are naturally more complex than those for local means, but local polynomial smooths have better statistical properties. The computational complexity may, however, be alleviated by using a Stata plugin. In this article, we describe the locpoly command for performing local polynomial regression. The calculations involved are implemented in both ado-code and with a plugin, allowing the user to assess the speed improvement obtained from using the plugin. Source code for the plugin is also provided as part of the...
Tipo: Journal Article Palavras-chave: Local polynomial; Local linear; Smoothing; Kernel; Plugin; Research Methods/ Statistical Methods.
Ano: 2003 URL: http://purl.umn.edu/116196
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Parametric frailty and shared frailty survival models AgEcon
Gutierrez, Roberto G..
Frailty models are the survival data analog to regression models, which account for heterogeneity and random effects. A frailty is a latent multiplicative effect on the hazard function and is assumed to have unit mean and variance θ, which is estimated along with the other model parameters. A frailty model is an heterogeneity model where the frailties are assumed to be individual- or spell-specific. A shared frailty model is a random effects model where the frailties are common (or shared) among groups of individuals or spells and are randomly distributed across groups. Parametric frailty models were made available in Stata with the release of Stata 7, while parametric shared frailty models were made available in a recent series of updates. This article...
Tipo: Journal Article Palavras-chave: Parametric survival analysis; Frailty; Random effects; Overdispersion; Heterogeneity; Research Methods/ Statistical Methods.
Ano: 2002 URL: http://purl.umn.edu/115948
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Programmable GLM: Two user-defined links AgEcon
Guan, Weihua; Gutierrez, Roberto G..
With the release of Stata 7, the glm command for fitting generalized linear models underwent a substantial overhaul. Stata 7 glm contains an expanded array of variance estimators, regression diagnostics, and other enhancements. The overhaul took place to coincide with the release of Hardin and Hilbe (2001). With the new glm came a modular design that enables users to program customized link functions, variance functions, and weight functions to be used if Newey-West covariance estimates are desired. Because cases requiring customized link functions are the more prevalent in the literature, only those are considered here. We give two examples where a nonstandard link function is required: the relative survival model of Hakulinen and Tenkanen (1987) and a...
Tipo: Journal Article Palavras-chave: GLM; Survival analysis; Cox regression; Programming; Research Methods/ Statistical Methods.
Ano: 2002 URL: http://purl.umn.edu/116023
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Semiparametric analysis of case–control genetic data in the presence of environmental factors AgEcon
Marchenko, Yulia V.; Carroll, Raymond J.; Lin, Danyu Y.; Amos, Christopher I.; Gutierrez, Roberto G..
In the past decade, many statistical methods have been proposed for the analysis of case–control genetic data with an emphasis on haplotype-based disease association studies. Most of the methodology has concentrated on the estimation of genetic (haplotype) main effects. Most methods accounted for environmental and gene–environment interaction effects by using prospective-type analyses that may lead to biased estimates when used with case–control data. Several recent publications addressed the issue of retrospective sampling in the analysis of case–control genetic data in the presence of environmental factors by developing efficient semiparametric statistical methods. This article describes the new Stata command haplologit, which implements efficient...
Tipo: Article Palavras-chave: Haplologit; Haplotype-based analysis; Haplotype–environment independence; Case–control data; Hardy–Weinberg equilibrium; Profile likelihood; Retrospective study; Single nucleotide polymorphisms (SNPs); Research Methods/ Statistical Methods.
Ano: 2008 URL: http://purl.umn.edu/122596
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Stata tip 74: firstonly, a new option for tab2 AgEcon
Gutierrez, Roberto G.; Lachenbruch, Peter A..
Tipo: Article Palavras-chave: Research Methods/ Statistical Methods.
Ano: 2009 URL: http://purl.umn.edu/122712
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