Hunter Michael D
Department of Pediatrics, University of Oklahoma Health Sciences Center, Oklahoma City, OK, 73104 , USA.
Psychometrika. 2016 Dec;81(4):969-991. doi: 10.1007/s11336-016-9511-3. Epub 2016 Sep 20.
Generalized orthogonal linear derivative (GOLD) estimates were proposed to correct a problem of correlated estimation errors in generalized local linear approximation (GLLA). This paper shows that GOLD estimates are related to GLLA estimates by the Gram-Schmidt orthogonalization process. Analytical work suggests that GLLA estimates are derivatives of an approximating polynomial and GOLD estimates are linear combinations of these derivatives. A series of simulation studies then further investigates and tests the analytical properties derived. The first study shows that when approximating or smoothing noisy data, GLLA outperforms GOLD, but when interpolating noisy data GOLD outperforms GLLA. The second study shows that when data are not noisy, GLLA always outperforms GOLD in terms of derivative estimation. Thus, when data can be smoothed or are not noisy, GLLA is preferred whereas when they cannot then GOLD is preferred. The last studies show situations where GOLD can produce biased estimates. In spite of these possible shortcomings of GOLD to produce accurate and unbiased estimates, GOLD may still provide adequate or improved model estimation because of its orthogonal error structure. However, GOLD should not be used purely for derivative estimation because the error covariance structure is irrelevant in this case. Future research should attempt to find orthogonal polynomial derivative estimators that produce accurate and unbiased derivatives with an orthogonal error structure.
广义正交线性导数(GOLD)估计被提出来用于纠正广义局部线性近似(GLLA)中相关估计误差的问题。本文表明,GOLD估计通过Gram-Schmidt正交化过程与GLLA估计相关。分析工作表明,GLLA估计是一个近似多项式的导数,而GOLD估计是这些导数的线性组合。随后的一系列模拟研究进一步调查并测试了所推导的分析性质。第一项研究表明,在逼近或平滑噪声数据时,GLLA优于GOLD,但在插值噪声数据时,GOLD优于GLLA。第二项研究表明,当数据无噪声时,在导数估计方面GLLA总是优于GOLD。因此,当数据可以被平滑或无噪声时,首选GLLA;而当数据不能被平滑时,则首选GOLD。最后几项研究展示了GOLD可能产生有偏估计的情况。尽管GOLD在产生准确无偏估计方面可能存在这些缺点,但由于其正交误差结构,GOLD仍可能提供足够的或改进的模型估计。然而,GOLD不应纯粹用于导数估计,因为在这种情况下误差协方差结构无关紧要。未来的研究应尝试找到具有正交误差结构且能产生准确无偏导数的正交多项式导数估计器。