An evaluation of non-parametric relative risk estimators for disease maps

نویسندگان

  • Allan B. Clark
  • Andrew B. Lawson
چکیده

In geographical epidemiology it is often required to produce a map of the risk of disease over a study region, a disease map. This paper reviews a variety of approaches to produce disease maps when individual address locations are observed. These methods vary from kernel based smoothing approaches, e.g. Nadaraya-Watson, local linear and GAMs, to Bayesian partition models. The kernel based methods have the advantage of speed, but the partition model has the advantage of being able to adapt to local features (i.e. clustering) of the surface. Another advantage of the kernel based methodology is that the local linear model has a built in edge correction. A simulation study designed to assess the benefits of using an edge corrected estimator for relative risk estimation is described.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

An Application of Non-response Bias Reduction Using Propensity Score Methods

‎In many statistical studies some units do not respond to a number or all of the questions‎. ‎This situation causes a problem called non-response‎. ‎Bias and variance inflation are two important consequences of non-response in surveys‎. ‎Although increasing the sample size can prevented variance inflation‎, ‎but cannot necessary adjust for the non-response bias‎. ‎Therefore a number of methods ...

متن کامل

Market Microstructure Effects on Firm Default Risk Evaluation

Default probability is a fundamental variable determining the credit worthiness of a firm and equity volatility estimation plays a key role in its evaluation. Assuming a structural credit risk modeling approach, we study the impact of choosing different non parametric equity volatility estimators on default probability evaluation, when market microstructure noise is considered. A general stocha...

متن کامل

Evaluation Approaches of Value at Risk for Tehran Stock Exchange

The purpose of this study is estimation of daily Value at Risk (VaR) for total index of Tehran Stock Exchange using parametric, nonparametric and semi-parametric approaches. Conditional and unconditional coverage backtesting are used for evaluating the accuracy of calculated VaR and also to compare the performance of mentioned approaches. In most cases, based on backtesting statistics Results, ...

متن کامل

Approximating the distributions of estimators of financial risk under an asymmetric Laplace law

Explicit expressions are derived for parametric and nonparametric estimators (NPEs) of two measures of financial risk, value-atrisk (VaR) and conditional value-at-risk (CVaR), under random sampling from the asymmetric Laplace (AL) distribution.Asymptotic distributions are established under very general conditions. Finite sample distributions are investigated by means of saddlepoint approximatio...

متن کامل

Generalized Ridge Regression Estimator in Semiparametric Regression Models

In the context of ridge regression, the estimation of ridge (shrinkage) parameter plays an important role in analyzing data. Many efforts have been put to develop skills and methods of computing shrinkage estimators for different full-parametric ridge regression approaches, using eigenvalues. However, the estimation of shrinkage parameter is neglected for semiparametric regression models. The m...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:
  • Computational Statistics & Data Analysis

دوره 47  شماره 

صفحات  -

تاریخ انتشار 2004