SIMEXBoost {SIMEXBoost} | R Documentation |
Boosting Method with SIMEX Correction for High-Dimensional Error-Prone Data
Description
This function aims to address variable selection and estimation for (ultra)high-dimensional data subject to covariate measurement error, which are particularly considered in ME_Data
.
Usage
SIMEXBoost(Y,Xstar,zeta=c(0,0.25,0.5,0.75,1),B=500,type="normal",sigmae,Iter=100,
Lambda=0,Extrapolation="linear")
Arguments
Y |
Responses in the dataset. If |
Xstar |
An (n,p) matrix of the error-prone covariates. |
zeta |
A sequence of values used in the procedure of the SIMEX method. A default sequence is given by |
B |
The number of repetition in the SIMEX method. The default value is 500. |
type |
|
sigmae |
An (p,p) covariance matrix of the noise term in the classical measurement error model. |
Iter |
The number of iterations for the boosting procedure. The default value is 100. |
Lambda |
A tuning parameter that aims to deal with the collinearity of covariates. |
Extrapolation |
A extrapolation function for the SIMEX method. Two choices are included: "linear" means a linear function; "quadratic" means a quadratic function. The default argument is "linear". |
Details
This function aims to address variable selection and estimation for (ultra)high-dimensional data subject to covariate measurement error. In the SIMEX method, inputs of B
, zeta
, and Extrapolation
are user-specific. Normally, larger values of B
and zeta
give a more precise estimator, and meanwhile, longer computational times. More detailed descriptions of the SIMEX method can be found in the following references.
Value
BetaHatCorrect |
the estimator obtained by SIMEXBoost. |
Author(s)
Bangxu Qiu and Li-Pang Chen
References
Chen, L.-P. (2023). De-noising boosting methods for variable selection and estimation subject to error-prone variables. Statistics and Computing, 33:38.
Chen, L.-P. and Qiu, B. (2023). Analysis of length-biased and partly interval-censored survival data with mismeasured covariates. Biometrics. To appear. <doi: 10.1111/biom.13898>
Chen, L.-P. and Yi, G. Y. (2021). Analysis of noisy survival data with graphical proportional hazards measurement error models. Biometrics, 77, 956–969.
Hastie, T., Tibshirani, R. and Friedman, J. (2008). The Elements of Statistical Learning: Data Mining, Inference, and Prediction. Springer, New York.
See Also
Examples
##### Example 1: A linear model under default settings #####
X1 = matrix(rnorm((20)*400),nrow=400,ncol=20,byrow=TRUE)
data=ME_Data(X1,beta=c(1,1,1,rep(0,dim(X1)[2]-3)),
type="normal",
sigmae=diag(0.1,dim(X1)[2]))
Y = data$response
Xstar = data$ME_covariate
SIMEXBoost(Y,Xstar,B=2,zeta=c(0,0.5,1),
type="normal",Iter=3,sigmae=diag(0.1,dim(X1)[2]))
##### Example 2: An AFT model #####
X1 = matrix(rnorm((100)*400),nrow=400,ncol=100,byrow=TRUE)
data=ME_Data(X1,beta=c(1,1,1,rep(0,dim(X1)[2]-3)),pr0=0.3,
type="AFT-loggamma",
sigmae=diag(0.1,dim(X1)[2]))
Y = data$response
Xstar = data$ME_covariate
SIMEXBoost(Y,Xstar,B=2,zeta=c(0,0.5,1),
type="AFT-loggamma",Iter=3,sigmae=diag(0.1,dim(X1)[2]))