Search results for " sandwich formula"

Inferential tools in penalized logistic regression for small and sparse data: A comparative study.

2016

This paper focuses on inferential tools in the logistic regression model fitted by the Firth penalized likelihood. In this context, the Likelihood Ratio statistic is often reported to be the preferred choice as compared to the ‘traditional’ Wald statistic. In this work, we consider and discuss a wider range of test statistics, including the robust Wald, the Score, and the recently proposed Gradient statistic. We compare all these asymptotically equivalent statistics in terms of interval estimation and hypothesis testing via simulation experiments and analyses of two real datasets. We find out that the Likelihood Ratio statistic does not appear the best inferential device in the Firth penal…

Induced smoothing in LASSO regression

The thesis is being carried out with the National research Council at the Institute of Biomedicine and Molecular Immunology "Alberto Monroy" of Palermo, where I am a fellow, under the supervision of MD Stefania La Grutta. Our research unit is focused on clinical research in allergic respiratory problems in children. In particular, we are interested in to assess the determinants of impaired lung function in a sample of outpatient asthmatic children aged between 5 and 17 years enrolled from 2011 to 2017. Our dataset is composed by n = 529 children and several covariates regarding host and environmental factors. This thesis focuses on hypothesis testing in lasso regression, when one is interes…