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Effect of covariate measurement error on estimates and tests in regression models
Otčenášová, Eliška ; Kulich, Michal (advisor) ; Jurečková, Jana (referee)
The thesis concerns with e ect of covariate measurement error on the least squares estimators and tests of importance of parameters in regression models. It refers to unsatis ed assumptions of linear model when using measurement error covariates and resulting e ect on estimates and tests in regression models. It focuses mainly on investigation of consistence of estimates of linear and quadratic coeficient in additive and multiplicative model with one covariate with homoscedastic and heteroscedastic measurement error. In the nal chapter teoretical results are grounded by simulation study.
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Statistická analýza přežití a incidenční funkce
Djordjilović, Vera ; Volf, Petr (advisor) ; Kulich, Michal (referee)
Competing risks occur often in survival analysis. In present work, we study different ap- proaches to modeling competing risks data and use examples to illustrate the most impor- tant results. In the competing risks setting it is often of interest to calculate the cumulative incidence of a specific event. We first study non-parametric estimation and then present three approaches to regression modeling. We use simple numerical example to demonstrate the use of non-parametric methods and perform analysis of real data from Stanford Heart Transplant Program to illustrate and compare the chosen regression models.
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Hardy-Weinberg equlibrium
Vlčková, Katarína ; Zvára, Karel (advisor) ; Kulich, Michal (referee)
In this paper, we describe various tests used to determine deviations from the Hardy-Weinberg equilibrium. The tests described are: the exact test, the χ2 test with and without continuity correction, the conditional χ2 test with and without continuity correction and the likelihood ratio test. These tests explore the question whether a random sample has trinomic distribution with probabilities pAA = θ2 , pAa = 2θ(1 − θ), paa = (1 − θ)2 . In this work, we simulate data of sample size 100 and we estimate the probability of type I error and the power of the tests. In this case, we get the best results with conditional χ2 test. The estimate of the power of the likelihood ratio test and the χ2 test is one of the highest of all. On the other hand, these two test are anticonservative in some cases . 1
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GOF tests for gamma distribution
Klička, Petr ; Hlávka, Zdeněk (advisor) ; Kulich, Michal (referee)
The Bachelor thesis deals with the goodness of fit test for the Gamma distribution. Initially, we show several ways how to estimate the parameters of the Gamma distribution - firstly, the maximum likelihood estimator is presented, followed by estimator gained by the method of moments and fi- nally, we introduce the new estimator based on the sample covariance. The last estimator is used for constructing the goodness of fit test for the Gamma distribution. We define the test statistics V ∗ n to this test and its asymptotic normality is derived under the assumption of the null hypothesis. At the end of the thesis the simulations are realized to obtain the empirical size of the test for various values of parameter a and parameter b which equals one. 1
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Poisson Approximations
Klikáč, Jan ; Omelka, Marek (advisor) ; Kulich, Michal (referee)
This bachelor thesis deals with the counting probability using Poisson distri- bution and shows new ways of approximating Poisson distribution. The first chapter summarizes the findings regarding the Poisson distribution, its definition and properties. It also show a limit transition from the binomial distribution to Poisson distibution and examples demonstrating the usage of this limit transition. Brun Sieve is introduced in the second chapter. It gives a new possibility of transiting to a Poisson distribution. Random variables, which we want to appro- ximate, no longer need to have binomial distribution. Instead the property of expected value is required. The second part of the chapter includes a practical demonstration of the usage of Brun Sieve. In the third chapter we estimate size of the error that we made when approxi- mating to Poisson distribution. There is also formulated Stein-Chen theorem for estimating the error of Poisson approximation and its version for a special case. Keywords: Poisson distribution, Brun Sieve, Stein-Chen theorem 1
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