Robust estimation of mean-variance relation

Mushan Li, Yanyuan Ma

Research output: Contribution to journalArticlepeer-review

Abstract

Accurate assessment of the mean-variance relation can benefit subsequent analysis in biomedical research. However, in most biomedical data, both the true mean and the true variance are unavailable. Instead, raw data are typically used to allow forming sample mean and sample variance in practice. In addition, different experimental conditions sometimes cause a slightly different mean-variance relation from the majority of the data in the same data set. To address these issues, we propose a semiparametric estimator, where we treat the uncertainty in the sample mean as a measurement error problem, the uncertainty in the sample variance as model error, and use a mixture model to account for different mean-variance relations. Asymptotic normality of the proposed method is established and its finite sample properties are demonstrated by simulation studies. The data application shows that the proposed method produces sensible results compared with methods either ignoring the uncertainty in the sample means or ignoring the potential different mean-variance relations.

Original languageEnglish (US)
Pages (from-to)419-434
Number of pages16
JournalStatistics in Medicine
Volume43
Issue number2
DOIs
StatePublished - Jan 30 2024

All Science Journal Classification (ASJC) codes

  • Epidemiology
  • Statistics and Probability

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