Per citar aquest document: http://ddd.uab.cat/record/93945
Robust estimation and forecasting for beta-mixed hierarchical models of grouped binary data
Pashkevich, Maxim
Kharin, Yurij S.
Belarusian State University

Data: 2004
Resum: The paper focuses on robust estimation and forecasting techniques for grouped binary data with misclassified responses. It is assumed that the data are described by the beta-mixed hierarchical model (the beta-binomial or the beta-logistic), while the misclassifications are caused by the stochastic additive distortions of binary observations. For these models, the effect of ignoring the misclassifications is evaluated and expressions for the biases of the method-of-moments estimators and maximum likelihood estimators, as well as expressions for the increase in the mean square error of forecasting for the Bayes predictor are given. To compensate the misclassification effects, new consistent estimators and a new Bayes predictor, which take into account the distortion model, are constructed. The robustness of the developed techniques is demonstrated via computer simulations and a real-life case study.
Drets: Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades. Creative Commons
Llengua: Anglès
Document: article ; recerca ; publishedVersion
Matèria: Grouped binary data ; Distortions ; Hierarchical models ; Beta-binomial ; Beta-logistic ; Robust ; Estimation ; Forecasting
Publicat a: SORT : statistics and operations research transactions, Vol. 28, Núm. 2 (July-December 2004) , p. 125-160, ISSN 1696-2281



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