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Activity Number: 93
Type: Invited
Date/Time: Monday, August 3, 2009 : 8:30 AM to 10:20 AM
Sponsor: IMS
Abstract - #303171
Title: Tests and Estimates for the Magnitude of Threshold Effects
Author(s): David Siegmund*+
Companies: Stanford University
Address: Dept of Statistics, Stanford, CA, 94305,
Keywords: change-point ; threshold model ; median unbiased estimate
Abstract:

Because of multiple comparison issues, estimates of the magnitude of effects that arise from tests to detect change-points or threshold parameters tend to exaggerate the size of a marginally significant effect. I will discuss use of a median unbiased estimator, obtained by a simultaneous consideration of significance level and power, to mitigate this phenomenon and describe different applications.

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