Bibliographic Details
| Title: |
Threshold Value Estimation Using Adaptive Two-Stage Plans in R |
| Authors: |
Shawn Mankad, George Michailidis, Moulinath Banerjee |
| Source: |
Journal of Statistical Software, Vol 67, Iss 1, Pp 1-19 (2015) |
| Publisher Information: |
Foundation for Open Access Statistics, 2015. |
| Publication Year: |
2015 |
| Collection: |
LCC:Statistics |
| Subject Terms: |
threshold estimation, two-stage estimation, R, Statistics, HA1-4737 |
| More Details: |
This paper introduces the R package twostageTE for estimation of an inverse regression function at a given point when one can sample an explanatory covariate at different values and measure the corresponding responses. The package implements a number of nonparametric methods for budget constrained threshold value estimation. Specifically, it contains methods for classical one-stage designs and also adaptive two-stage designs, which have been shown to yield more efficient and accurate results. A major advantage of the methods in package twostageTE is that threshold value estimation is performed without penalization or kernel smoothing, and hence, avoids the well-known problems of choosing the corresponding tuning parameter (regularization, bandwidth). The user can easily perform a two-stage analysis with twostageTE by (i) identifying the second stage sampling region from an initial sample, and (ii) computing various types of confidence intervals to ensure a robust analysis. The package twostageTE is illustrated through simulated examples. |
| Document Type: |
article |
| File Description: |
electronic resource |
| Language: |
English |
| ISSN: |
1548-7660 |
| Relation: |
https://www.jstatsoft.org/index.php/jss/article/view/2376; https://doaj.org/toc/1548-7660 |
| DOI: |
10.18637/jss.v067.i03 |
| Access URL: |
https://doaj.org/article/c0d9226ad965410caca2d9318f4b445a |
| Accession Number: |
edsdoj.0d9226ad965410caca2d9318f4b445a |
| Database: |
Directory of Open Access Journals |
