Computer Assisted Improvement of Mean Squared Error in Statistical Estimation
NAVAL HEALTH RESEARCH CENTER SAN DIEGO CA
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A computer-assisted method for improving the mean squared error MSE in estimation for parametric models is presented. Assuming existence of nontrivial sufficient statistics, the method involves generation of Monte Carlo samples from the condition distribution of the observables, given the sufficient statistics. The method is illustrated in connection with a simple back- propagation neural net work model for estimating a logistic regression function, and a specific numerical example related to logistic regression is presented.
- Statistics and Probability
- Computer Programming and Software