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<p class="MsoNormal">Hello All, <o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">This is a reminder that we will host a <b>CRMDA Colloquium next Friday, February 9<sup>th</sup> from 3-4 p.m. in Watson Library room 455</b>. This presentation will be over the Monte Carlo Sampling Error. Dr. Adam Hafdahl will discuss ongoing
investigations of strategies to quantify and control sampling error in Monte Carlo estimates of point-estimator properties (PEPs) such as (relative) bias, variance, and (root) mean squared error.
<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal"><b><u>Below is a copy of the full Abstract:<o:p></o:p></u></b></p>
<p class="MsoNormal">Monte Carlo simulation has been used extensively for decades to study statistical methods' performance under diverse conditions.
<o:p></o:p></p>
<p class="MsoNormal">More recently, Monte Carlo techniques have begun spreading beyond quantitative methodologists to applied researchers via their
<o:p></o:p></p>
<p class="MsoNormal">wider role in planning studies (e.g., power analysis) as well as simulation estimates from computationally intensive data analyses
<o:p></o:p></p>
<p class="MsoNormal">(e.g., resampling, multiple imputation, Bayesian techniques).
<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">Because Monte Carlo results are stochastic, their sampling error may be an important source of uncertainty, especially when
<o:p></o:p></p>
<p class="MsoNormal">resource constraints permit relatively few replications. Building on two previous CRMDA talks, in this presentation I discuss
<o:p></o:p></p>
<p class="MsoNormal">ongoing investigations of strategies to quantify and control sampling error in Monte Carlo estimates of point-estimator properties
<o:p></o:p></p>
<p class="MsoNormal">(PEPs) such as (relative) bias, variance, and (root) mean squared error.
<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">After briefly reviewing the focal problem and delta-method techniques for inference about PEPs via an asymptotic variance,
<o:p></o:p></p>
<p class="MsoNormal">I first report an updated simulation study of delta-method confidence intervals (CIs) for several common PEPs. I then describe
<o:p></o:p></p>
<p class="MsoNormal">two alternatives to delta-method CIs -- random partitions of replications and nonparametric bootstrap variants -- and report
<o:p></o:p></p>
<p class="MsoNormal">preliminary simulation studies of their performance. <o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">Finally, I sketch several concepts, procedures, and issues pertaining to three of many associated topics to explore
<o:p></o:p></p>
<p class="MsoNormal">further: transforming PEP estimators to facilitate inference, planning the number of Monte Carlo replications, and more complex
<o:p></o:p></p>
<p class="MsoNormal">estimands such as comparisons or contrasts of two or more PEPs.<o:p></o:p></p>
<p class="MsoNormal">------<o:p></o:p></p>
<p class="MsoNormal">Registration for this colloquium is not required. We hope you can join us for our first colloquium of the Spring semester.
<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">Thank you,<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal"><b><span style="font-size:16.0pt;font-family:"Candara",sans-serif;color:#1F3864">Auburn Packer<o:p></o:p></span></b></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Candara",sans-serif;color:#1F3864">Administrative Associate<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Candara",sans-serif;color:#1F3864">Center for Research Methods & Data Analysis<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Candara",sans-serif;color:#1F3864">College of Liberal Arts & Sciences | University of Kansas<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Candara",sans-serif;color:#1F3864">Watson Library, 470B<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Candara",sans-serif;color:#1F3864">1425 Jayhawk Blvd | Lawrence, KS 66045<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:10.0pt;font-family:"Candara",sans-serif;color:#1F3864">785.864.3353 |
<a href="crmda.ku.edu">crmda.ku.edu</a> | <a href="mailto:crmda@ku.edu">crmda@ku.edu</a> |
</span><u><span style="font-size:10.0pt;font-family:"Candara",sans-serif;color:#0563C1"><a href="mailto:auburnp@ku.edu">auburnp@ku.edu</a></span></u><span style="font-family:"Candara",sans-serif"><o:p></o:p></span></p>
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