Ensemble Meta-Prediction Framework
Asymptotic variance-covariance matrix for gamma_Int and gamma_CML for ...
Asymptotic variance-covariance matrix for gamma_Int and gamma_CML for ...
Expit
Constraint maximum likelihood (CML) method for linear regression (cont...
Constraint maximum likelihood (CML) method for logistic regression (bi...
Calculate the empirical Bayes (EB) estimates
Obtain the proposed Optimal Covariate-Weighted (OCW) estimates
Obtain the proposed Selective Coefficient-Learner (SC-Learner) estimat...
Using simulation to obtain the asymptotic variance-covariance matrix o...
An ensemble meta-prediction framework to integrate multiple regression models into a current study. Gu, T., Taylor, J.M.G. and Mukherjee, B. (2020) <arXiv:2010.09971>. A meta-analysis framework along with two weighted estimators as the ensemble of empirical Bayes estimators, which combines the estimates from the different external models. The proposed framework is flexible and robust in the ways that (i) it is capable of incorporating external models that use a slightly different set of covariates; (ii) it is able to identify the most relevant external information and diminish the influence of information that is less compatible with the internal data; and (iii) it nicely balances the bias-variance trade-off while preserving the most efficiency gain. The proposed estimators are more efficient than the naive analysis of the internal data and other naive combinations of external estimators.
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