Correcting for Sampling Error in between-Cluster Effects: An Empirical Bayes Cluster-Mean Approach with Finite Population Corrections
                        
                    - Award ID(s):
- 2141790
- PAR ID:
- 10517494
- Publisher / Repository:
- Taylor & Francis
- Date Published:
- Journal Name:
- Multivariate Behavioral Research
- Volume:
- 59
- Issue:
- 3
- ISSN:
- 0027-3171
- Page Range / eLocation ID:
- 584 to 598
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
More Like this
- 
            The chemistry community has long sought the exact relationship between the conventional and the unitary coupled cluster ansatz for a single-reference system, especially given the interest in performing quantum chemistry on quantum computers. In this work, we show how one can use the operator manipulations given by the exponential disentangling identity and the Hadamard lemma to relate the factorized form of the unitary coupled-cluster approximation to a factorized form of the conventional coupled cluster approximation (the factorized form is required, because some amplitudes are operator-valued and do not commute with other terms). By employing the Trotter product formula, one can then relate the factorized form to the standard form of the unitary coupled cluster ansatz. The operator dependence of the factorized form of the coupled cluster approximation can also be removed at the expense of requiring even more higher-rank operators, finally yielding the conventional coupled cluster. The algebraic manipulations of this approach are daunting to carry out by hand, but can be automated on a computer for small enough systems.more » « less
- 
            Summary A within-cluster resampling method is proposed for fitting a multilevel model in the presence of informative cluster size. Our method is based on the idea of removing the information in the cluster sizes by drawing bootstrap samples which contain a fixed number of observations from each cluster. We then estimate the parameters by maximizing an average, over the bootstrap samples, of a suitable composite loglikelihood. The consistency of the proposed estimator is shown and does not require that the correct model for cluster size is specified. We give an estimator of the covariance matrix of the proposed estimator, and a test for the noninformativeness of the cluster sizes. A simulation study shows, as in Neuhaus & McCulloch (2011), that the standard maximum likelihood estimator exhibits little bias for some regression coefficients. However, for those parameters which exhibit nonnegligible bias, the proposed method is successful in correcting for this bias.more » « less
 An official website of the United States government
An official website of the United States government 
				
			 
					 
					
 
                                    