Robust estimation and forecasting for beta-mixed hierarchical models of grouped binary data
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Cita com:
hdl:2099/3753
Tipus de documentArticle
Data publicació2004
EditorInstitut d'Estadística de Catalunya
Condicions d'accésAccés obert
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continguts d'aquesta obra estan subjectes a la llicència de Creative Commons
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Reconeixement-NoComercial-SenseObraDerivada 2.5 Espanya
Abstract
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.
CitacióPashkevich, Maxim A.; Kharin, Yurij S.. "Robust estimation and forecasting for beta-mixed hierarchical models of grouped binary data". SORT, 2004, Vol. 28, núm. 2
ISSN1696-2281
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