Date of Award:

5-2025

Document Type:

Dissertation

Degree Name:

Doctor of Philosophy (PhD)

Department:

Mathematics and Statistics

Committee Chair(s)

Christopher Corcoran

Committee

Christopher Corcoran

Committee

Daniel Coster

Committee

Sarah Schwartz

Committee

John Stevens

Committee

Richard Cutler

Abstract

Parameter estimation using maximum likelihood techniques may be biased when sample sizes are small, event rates are low, or otherwise sparse counts exist in a parametric model. This in turn may lead researchers to draw invalid statistical conclusions when conventional methods are utilized. The saddlepoint approximation has potential to lessen the degree of bias in sparse data conditions through its use of moments beyond the mean and variance, which allows for more accurate approximations using a smaller number of observations. We propose two novel saddlepoint methods for use in practical analysis scenarios, as an alternative to maximum likelihood estimation. First, we develop a multivariate saddlepoint approximation for use in generalized linear models that allows for estimation and hypothesis testing of multiple model parameters simultaneously using the saddlepoint approach. Second, we develop a saddlepoint approximation method for use in clustered data scenarios. We demonstrate these methods to be suitable alternatives in small sample and sparse data conditions.

Checksum

bc4d08da357393606312820b35ab0707

Creative Commons License

Creative Commons Attribution 4.0 License
This work is licensed under a Creative Commons Attribution 4.0 License.

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