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Title: | Optimal weighted estimation versus Cochran–Mantel–Haenszel | Authors: | HERMANS, Lisa MOLENBERGHS, Geert VERBEKE, Geert Kenward, Michael G. Mamouris, Pavlos Vaes, Bart |
Issue Date: | 2022 | Publisher: | TAYLOR & FRANCIS INC | Source: | COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 51(7), p. 3645-3659 | Abstract: | The purpose of this paper is to contrast the Mantel-Haenszel estimator with an optimal estimator to better understand its specific nature, as well as some unique and interesting properties of the data setting for which it was developed. It is emphasized here that the Mantel-Haenszel estimator does not follow from optimality considerations, but nevertheless has properties similar to and often better than the optimal estimator, whose existence we demonstrate in spite of the absence of completeness. It is shown, via simulations and data analysis, that the optimal estimator outperforms the Mantel-Haenszel estimator only in certain settings with huge sample sizes. | Notes: | Hermans, L (reprint author), Martelarenlaan 42, B-3500 Hasselt, Belgium. lisa.hermans@uhasselt.be |
Other: | Hermans, L (reprint author), Martelarenlaan 42, B-3500 Hasselt, Belgium. lisa.hermans@uhasselt.be | Keywords: | Pseudo-likelihood;Split sampling;Unequal strata sizes | Document URI: | http://hdl.handle.net/1942/30660 | ISSN: | 0361-0918 | e-ISSN: | 1532-4141 | DOI: | 10.1080/03610918.2020.1720735 | ISI #: | WOS:000511816600001 | Rights: | 2020 Informa UK Limited | Category: | A1 | Type: | Journal Contribution | Validations: | ecoom 2021 |
Appears in Collections: | Research publications |
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optimal weighted_Lisa Hermans.pdf Restricted Access | Published version | 1.91 MB | Adobe PDF | View/Open Request a copy |
Optimal weighted_Lisa Hermans_AV.pdf | Peer-reviewed author version | 405.61 kB | Adobe PDF | View/Open |
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