Date of Award
Doctor of Philosophy
Traditional data analysis techniques that depend on the selection of a model are vulnerable to model uncertainty. This thesis establishes some statistical properties of an alternative to model selection, a model combining method called Adaptive Regression by Mixing (ARM). This work implements and extensively studies ARM in the context of generalized linear models including ANOVA, loglinear and survival models.;We have found applications for the general idea of model combining in each of the three settings, and have derived the theoretical risk bound of the combined estimator in each.;In addition to demonstrating good theoretical properties and the empirical advantage of ARM in applications in all three settings, we have addressed specific issues and challenges posed by each setting. In combining loglinear models, we demonstrate how to apply ARM in a capture-recapture study and propose an approach to selecting a model list for combining given a high dimensional contingency table. In survival analysis, we empirically study combining different model classes. We also explore several measures to assess the predictive performance of a survival model. In the ANOVA setting, we propose model instability measures as a guide to the appropriateness of model combining in applications. We further systematically investigate the relationship between ARM performance and the underlying model structure. We propose an approach to assessing the importance of factors based on the combined estimates.;Finally, to address general computational issues, we have empirically explored the permutation times needed to produce stabilized weights for models and the relationship between ARM risk and the proportions used in the data splitting step of the algorithm. The results are largely consistent with our theoretical expectations.
Digital Repository @ Iowa State University, http://lib.dr.iastate.edu/
Chen, Lihua, "Combining generalized linear models " (2005). Retrospective Theses and Dissertations. 1839.