Threshold Value Estimation Using Adaptive Two-Stage Plans in R

This paper introduces the R package twostageTE for estimation of an inverse regression function at a given point when one can sample an explanatory covariate at different values and measure the corresponding responses. The package implements a number of nonparametric methods for budget constrained t...

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Bibliographic Details
Main Authors: Shawn Mankad, George Michailidis, Moulinath Banerjee
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2015-10-01
Series:Journal of Statistical Software
Subjects:
Online Access:https://www.jstatsoft.org/index.php/jss/article/view/2376
Description
Summary:This paper introduces the R package twostageTE for estimation of an inverse regression function at a given point when one can sample an explanatory covariate at different values and measure the corresponding responses. The package implements a number of nonparametric methods for budget constrained threshold value estimation. Specifically, it contains methods for classical one-stage designs and also adaptive two-stage designs, which have been shown to yield more efficient and accurate results. A major advantage of the methods in package twostageTE is that threshold value estimation is performed without penalization or kernel smoothing, and hence, avoids the well-known problems of choosing the corresponding tuning parameter (regularization, bandwidth). The user can easily perform a two-stage analysis with twostageTE by (i) identifying the second stage sampling region from an initial sample, and (ii) computing various types of confidence intervals to ensure a robust analysis. The package twostageTE is illustrated through simulated examples.
ISSN:1548-7660