統計学輪講 第4回
日時 | 2022年05月10日(火) 14時55分 ~ 15時45分 |
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場所 | ハイブリッド開催 |
講演者 | 武石 将大 (経済D2) |
演題 | A Shrinkage Method for Subgroup Identification with a Logistic-Normal Mixture Model |
概要 |
In clinical trials, it is of particular importance to judge whether there exists a subgroup, characterized by some covariates, whose treatment effect is enhanced in comparison with the other. In the literature, such subgroup identification is carried out in the form of hypothesis testing (e.g. [1] and [2]). This testing-based approach, however, often requires bootstrap, which can possibly be computationally costly. To combat this problem, this research proposes a novel, simple alternative for subgroup identification with a Logistic-Normal mixture model. The proposed method judges the existence of a subgorup based on the value of particular parameters which shrinks toward zero when there is no subgroup. Some theoretical properties of the method is also discussed.
[1]Shen, J. and He, X. (2015) “Inference for Subgroup Analysis with a Structured Logistic-normal Mixture Model,” Journal of the American Statistical Association, 110, 303-312. |