% \documentclass[serif]{beamer} % Serif for Computer Modern math font. \documentclass[serif, handout]{beamer} % Handout mode to ignore pause statements \hypersetup{colorlinks,linkcolor=,urlcolor=red} \usefonttheme{serif} % Looks like Computer Modern for non-math text -- nice! \setbeamertemplate{navigation symbols}{} % Supress navigation symbols \usetheme{Berlin} % Displays sections on top \usepackage[english]{babel} \usepackage{graphpap} % \definecolor{links}{HTML}{2A1B81} % \definecolor{links}{red} \setbeamertemplate{footline}[frame number] \mode\pagebreak % \mode{\setbeamercolor{background canvas}{bg=black!5}} \title{A Big Simulation Study\footnote{See last slide for copyright information.}} \subtitle{STA2053 Fall 2022} \date{} % To suppress date \begin{document} \begin{frame} \titlepage \end{frame} %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% \begin{frame} \frametitle{Design} % \framesubtitle{} A big simulation study(Brunner and Austin, 2009) with six factors: \pause \begin{itemize} \item Sample size: $n$ = 50, 100, 250, 500, 1000 \pause \item $Corr(X_1,X_2)$: $\phi_{12}$ = 0.00, 0.25, 0.75, 0.80, 0.90 \pause \item Proportion of variance in $Y$ explained by $X_1$: 0.25, 0.50, 0.75 \pause \item Reliability of $W_1$: 0.50, 0.75, 0.80, 0.90, 0.95 \pause \item Reliability of $W_2$: 0.50, 0.75, 0.80, 0.90, 0.95 \pause \item Distribution of latent variables and error terms: Normal, Uniform, $t$, Pareto. \pause \end{itemize} There were $5\times 5\times 3\times 5\times5\times 4$ = 7,500 treatment combinations. \end{frame} \begin{frame} \frametitle{Simulation study procedure} %\framesubtitle{} Within each of the $5\times 5\times 3\times 5\times5\times 4$ = 7,500 treatment combinations, \begin{itemize} \item 10,000 random data sets were generated \item For a total of 75 million data sets \item All generated according to the true model, with $\beta_2=0$. \item Fit naive model, test $H_0:\beta_2=0$ at $\alpha= 0.05$. \item Proportion of times $H_0$ is rejected is a Monte Carlo estimate of the Type I Error Probability. \item It should be around 0.05. \end{itemize} \end{frame} \begin{frame} \frametitle{Look at a small part of the results} %\framesubtitle{} \begin{itemize} \item Both reliabilities = 0.90 \item Everything is normally distributed \item $\beta_0=1$, $\beta_1=1$ and of course $\beta_2=0$. \end{itemize} \end{frame} \begin{frame} \frametitle{Table 1 of Brunner and Austin (2009, p.39)} \framesubtitle{\emph{Canadian Journal of Statistics}, Vol. 37, Pages 33-46, Used without permission} \pause \begin{center} \includegraphics[width=3in]{BrunnerAustinTable1} \end{center} \end{frame} \begin{frame} \frametitle{Marginal Mean Type I Error Probabilities} \begin{center} \includegraphics[width=3.5in]{MarginalMeans} \end{center} \end{frame} \begin{frame} \frametitle{Poison} %\framesubtitle{} \begin{itemize} \item The poison combination is measurement error in the variable for which you are ``controlling," and correlation between latent explanatory variables. \item As the sample size increases, the problem gets worse \item For a large enough sample size, no amount of measurement error in the explanatory variables is safe, assuming that the latent explanatory variables are correlated. \end{itemize} \end{frame} \begin{frame} \frametitle{Other kinds of regression, other kinds of measurement error} \pause %\framesubtitle{} \begin{itemize} \item Logistic regression \item Proportional hazards regression in survival analysis \item Log-linear models: Test of conditional independence in the presence of classification error \item Median splits \item Even converting $X_1$ to ranks inflates Type I Error probability. \end{itemize} \end{frame} \begin{frame} \frametitle{Moral of the story} %\framesubtitle{} Use models that allow for measurement error in the explanatory variables. \end{frame} %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% \begin{frame} \frametitle{Copyright Information} This slide show was prepared by \href{http://www.utstat.toronto.edu/brunner}{Jerry Brunner}, Department of Statistics, University of Toronto. It is licensed under a \href{http://creativecommons.org/licenses/by-sa/3.0/deed.en_US} {Creative Commons Attribution - ShareAlike 3.0 Unported License}. Use any part of it as you like and share the result freely. The \LaTeX~source code is available from the course website: \href{http://www.utstat.toronto.edu/~brunner/oldclass/2053f22} {\footnotesize \texttt{http://www.utstat.toronto.edu/brunner/oldclass/2053f22}} \end{frame} \end{document} %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% \begin{frame} \frametitle{} %\framesubtitle{} \begin{itemize} \item \item \item \end{itemize} \end{frame} % \stackrel{c}{\mathbf{X}} \stackrel{\top}{\vphantom{r}_i} % Centered X_i Transpose % \stackrel{c}{X}\stackrel{2}{\vphantom{r}_i} % Centered X_i^2 % \stackrel{c}{X}\stackrel{2}{\vphantom{r}} % Centered X^2