Blog item: Performance comparison of two new bandwidth selectors (Liao, Wu and Lin, 2010 versus Botev, Grotowski and Kroese, 2010).

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• Liao, J.G. (2023) A new Bayesian lasso and ridge regression with a practically meaningful parameterization and a simple weakly informative prior. Stat

• Liao, J.G. and Rohde, Charles (2020) Variance reduction in inverse probability weighted estimators for the average treatment effect using propensity score. Biometrics. (Supporting R code here)

• Liao, J.G., Midya, V. and Berg, A. (2019) Connecting and contrasting the Bayes factor and a modified ROPE procedure for testing interval null hypotheses. The American Statistician. (R and Stan code here).

• Liao, J.G., Berg, A., McMurry T. (2018) A prior robust posterior for empirical Bayesian inference on a large number of parallel effects. Revised and resubmitted. (The complete R code for the simulation study is available in this OneDrive directory. The three key files are Simu_hybrid_true_prior.r, Simu_normal_true_prior.r and Simu_t_true_prior.r).

• Liao, J.G., Cavanaugh, J.E. and McMurry, T.L. (2018) Extending AIC to best subset regression. Computational statistics. (R code 1 for simulation in Tables 1 and 2, R code for simulation in Tables 3 and 4 ).

• Liao, J.G. and Berg, A. (2018) Sharpening Jensen's inequality. The American Statistician.

• Liao, J.G., Liao, Duanping and Berg, Arthur (2016) Calibrated Bayes factors in assessing genetic association models. The American Statistician. 70:3, 250-256, Software in R

• Liao, J.G., McMurry T. and Berg A. (2013) Prior robust empirical Bayes inference for large-scale data by conditioning on rank with application to microarray data. Biostatistics 15(1):60-73, Supporting code and figures.

• Liao, J.G., Wu, Y.J. and Lin, Y. (2010) Improving Sheather and Jones bandwidth selector for difficult densities in kernel density estimation. Journal of Nonparametric Statistics 22, 105-114. Software in R . The superior performance of the proposed bandwidth selector is documented in the extensive simulation studies in JE Chacón, C Tenreiro, 2013 and in Christofer L. Bäcklin, Claes Andersson, Mats G. Gustafsson, 2018.

• Liao, J.G. and Chin K.V.(2007) Logistic regression for disease classification using microarray data: model selection in a large p and small n case. Bioinformatics 23:1945-1951. Software in R

• Liao J. G. and Bahjat F. Qaqish (2005) Discussion of “Maximization by Parts in Likelihood Inference” by Song, Fan and Kalbfleisch. Journal of the American Statistical Association 472, 1160-1161

• Liao J. G., Lin Y. Selvanayagam, Z.E. and Shih, W.J. (2004) A Mixture Model for Estimating the Local False Discovery Rate in DNA Microarray Analysis. Bioinformatics 20, 2694-2701. Software in R

• Liao, J.G. and McGee, D. (2003) Adjusted Coefficients of Determination for Logistic Regression. The American Statistician, 57, 161-165. Software in R

• Liao, J.G. and Lipsitz, S.R. (2002) A type of restricted maximum likelihood estimator for variance components in generalized linear mixed models. Biometrika 89, 401-409

• Liao, J.G. and Rosen, O. (2001) Fast and Stable Algorithms for Computing and Sampling from the Noncentral Hypergeometric Distribution. The American Statistician 55, 366-369. (The algorithm in the paper is implemented in the R package MCMCpack)

• Liao, J.G. (1999) A Bayesian Hierarchical Model for Combining Multiple 2 by 2 Tables using Conditional Likelihoods. Biometrics 55, 268-272.

• Liao, J.G. (1998) Variance Reduction in Gibbs Sampler Using Quasi Random Numbers. Journal of computational and graphical statistics, 7, 253-266. (The proposed algorithm is systematically studied in Stanford Ph.D. dissertation “Construction of weakly CUD sequences for MCMC sampling”).

• Liao, J.G. and Hall, C.B. (1995) Fast and accurate computation of the confidence limits for the common odds ratio in several 2 by 2 tables. Journal of Computational and Graphical Statistics 4, 173-179.

• Liao, J.G. and Brookmeyer, R. (1995) An empirical Bayes approach to smoothing in back-calculation for the HIV infection rates. Biometrics 51, 579-588.

• Liao, J.G. (1992) An algorithm for the mean and variance of the noncentral hypergeometric distribution. Biometrics 48, 889-892. Software in R