Journal ArticleDOI
An information criterion for parameters under a simple order restriction
TLDR
In this article, an information criterion is proposed for detecting the configuration of the true parameters with the simple order restriction, which can also be applied for detecting a changepoint in a sequence of parameters with a monotone trend.Abstract:
Suppose we have independent random samples from each of k populations specified by scalar-valued, unknown parameters θ 1 ,...,θ k satisfying the simple order restriction θ 1 ≤...≤ θ k . Our concern is to seek distinct parameters among θ 1 θ k based on the data. To find a configuration of distinct parameters among the 0's, one may consider employing Akaike's information criterion (Akaike, 1973). However, the criterion is not appropriate for the order-restricted maximum likelihood estimator of θ = (θ 1 ,..., θ k ), since the normality or the asymptotic normality of the estimator is not valid. In this paper an information criterion is proposed for detecting the configuration of the true parameters with the simple order restriction. This method may also be applied for detecting a changepoint in a sequence of parameters with a monotone trend. A Monte Carlo study indicates that our new criterion is effective, compared to Akaike's information criterion, for detecting the configuration of normal means satisfying the simple order restriction.read more
Citations
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Journal ArticleDOI
Inequality Constrained Analysis of Variance: A Bayesian Approach.
TL;DR: In this article, a Bayesian approach to evaluate analysis of variance or analysis of covariance models with inequality constraints on the (adjusted) means is presented and contains two issues: estimation of the parameters given the restrictions using the Gibbs sampler and model selection using Bayes factors in the case of competing theories.
BookDOI
Dose Finding in Drug Development
TL;DR: The book introduces the drug development process, the design and the analysis of clinical trials, and important procedural steps from a pharmaceutical industry perspective.
Journal ArticleDOI
Bayesian model selection of informative hypotheses for repeated measurements
Joris Mulder,Irene Klugkist,Rens van de Schoot,Wim Meeus,Maarten H. W. Selfhout,Herbert Hoijtink +5 more
TL;DR: In this paper, the Bayes factor is used to determine which hypothesis receives most support from the data, which is a pivotal element in the Bayesian framework is the specification of the prior, and training data in combination with restrictions on the measurement means are used to obtain so-called constrained posterior priors.
Journal ArticleDOI
Exploring the model space and ranking a best class of models in surface-wave dispersion inversion: Application at European strong-motion sites
Giuseppe Di Giulio,Alexandros Savvaidis,Matthias Ohrnberger,Marc Wathelet,Cécile Cornou,Brigitte Knapmeyer-Endrun,F. Renalier,Nikos Theodoulidis,Pierre-Yves Bard +8 more
TL;DR: In this article, a strategy in the inversion of dispersion curves is implemented to investigate the influence of the parameterization of the model space and to select a best class of models.
References
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Proceedings Article
Information Theory and an Extention of the Maximum Likelihood Principle
TL;DR: The classical maximum likelihood principle can be considered to be a method of asymptotic realization of an optimum estimate with respect to a very general information theoretic criterion to provide answers to many practical problems of statistical model fitting.
Book ChapterDOI
Information Theory and an Extension of the Maximum Likelihood Principle
TL;DR: In this paper, it is shown that the classical maximum likelihood principle can be considered to be a method of asymptotic realization of an optimum estimate with respect to a very general information theoretic criterion.
Journal ArticleDOI
A test for differences between treatment means when several dose levels are compared with a zero dose control.
TL;DR: In this paper, the authors consider the case of a single quantitative variate and assume that the response, if any, of the variate to the substance is a change in the mean.
Journal ArticleDOI
Generalised information criteria in model selection
TL;DR: In this article, the authors investigated the problem of evaluating the goodness of statistical models from an information-theoretic point of view and proposed information criteria for evaluating models constructed by various estimation procedures when the specified family of probability distributions does not contain the distribution generating the data.