This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
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Activity Number:
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29
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Type:
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Contributed
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Date/Time:
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Sunday, August 1, 2010 : 2:00 PM to 3:50 PM
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Sponsor:
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Biometrics Section
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| Abstract - #308283 |
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Title:
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Posterior Predictive Loss for Model Selection in Incomplete Longitudinal Data
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Author(s):
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Arkendu Sekhar Chatterjee*+ and Michael J. Daniels
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Companies:
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University of Florida and University of Florida
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Address:
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DEPARTMENT OF STATISTICS,GRIFFIN-FLOYD HALL, GAINESVILE, FL, 32611,
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Keywords:
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Model Choice ;
Predictive Distribution ;
Goodness-Of-Fit ;
Penalty ;
Moments ;
Pattern Mixture
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Abstract:
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We explore the use of posterior predictive loss for model selection for incomplete longitudinal data. We show that a straightforward extension to incomplete data introduces an extra term (in addition to the goodness of fit and penalty terms) that compromises the criterion. We propose an alternative and explore its properties via simulations and on a real dataset.
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