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Description
This work presents two complementary studies that propose heuristic methods to capture characteristics of data using the ensemble learning method of random forest. The first study is motivated by the problem in education of determining teacher effectiveness in student achievement. Value-added models (VAMs), constructed as linear mixed models, use students’ test scores as outcome variables and teachers’ contributions as random effects to ascribe changes in student performance to the teachers who have taught them. The VAMs teacher score is the empirical best linear unbiased predictor (EBLUP). This approach is limited by the adequacy of the assumed model specification with respect to the unknown underlying model. In that regard, this study proposes alternative ways to rank teacher effects that are not dependent on a given model by introducing two variable importance measures (VIMs), the node-proportion and the covariate-proportion. These VIMs are novel because they take into account the final configuration of the terminal nodes in the constitutive trees in a random forest. In a simulation study, under a variety of conditions, true rankings of teacher effects are compared with estimated rankings obtained using three sources: the newly proposed VIMs, existing VIMs, and EBLUPs from the assumed linear model specification. The newly proposed VIMs outperform all others in various scenarios where the model was misspecified. The second study develops two novel interaction measures. These measures could be used within but are not restricted to the VAM framework. The distribution-based measure is constructed to identify interactions in a general setting where a model specification is not assumed in advance. In turn, the mean-based measure is built to estimate interactions when the model specification is assumed to be linear. Both measures are unique in their construction; they take into account not only the outcome values, but also the internal structure of the trees in a random forest. In a separate simulation study, under a variety of conditions, the proposed measures are found to identify and estimate second-order interactions.
ContributorsValdivia, Arturo (Author) / Eubank, Randall (Thesis advisor) / Young, Dennis (Committee member) / Reiser, Mark R. (Committee member) / Kao, Ming-Hung (Committee member) / Broatch, Jennifer (Committee member) / Arizona State University (Publisher)
Created2013
Description
Correlation is common in many types of data, including those collected through longitudinal studies or in a hierarchical structure. In the case of clustering, or repeated measurements, there is inherent correlation between observations within the same group, or between observations obtained on the same subject. Longitudinal studies also introduce association between the covariates and the outcomes across time. When multiple outcomes are of interest, association may exist between the various models. These correlations can lead to issues in model fitting and inference if not properly accounted for. This dissertation presents three papers discussing appropriate methods to properly consider different types of association. The first paper introduces an ANOVA based measure of intraclass correlation for three level hierarchical data with binary outcomes, and corresponding properties. This measure is useful for evaluating when the correlation due to clustering warrants a more complex model. This measure is used to investigate AIDS knowledge in a clustered study conducted in Bangladesh. The second paper develops the Partitioned generalized method of moments (Partitioned GMM) model for longitudinal studies. This model utilizes valid moment conditions to separately estimate the varying effects of each time-dependent covariate on the outcome over time using multiple coefficients. The model is fit to data from the National Longitudinal Study of Adolescent to Adult Health (Add Health) to investigate risk factors of childhood obesity. In the third paper, the Partitioned GMM model is extended to jointly estimate regression models for multiple outcomes of interest. Thus, this approach takes into account both the correlation between the multivariate outcomes, as well as the correlation due to time-dependency in longitudinal studies. The model utilizes an expanded weight matrix and objective function composed of valid moment conditions to simultaneously estimate optimal regression coefficients. This approach is applied to Add Health data to simultaneously study drivers of outcomes including smoking, social alcohol usage, and obesity in children.
ContributorsIrimata, Kyle (Author) / Wilson, Jeffrey R (Thesis advisor) / Broatch, Jennifer (Committee member) / Kamarianakis, Ioannis (Committee member) / Kao, Ming-Hung (Committee member) / Reiser, Mark R. (Committee member) / Arizona State University (Publisher)
Created2018
Description
The Partition of Variance (POV) method is a simplistic way to identify large sources of variation in manufacturing systems. This method identifies the variance by estimating the variance of the means (between variance) and the means of the variance (within variance). The project shows that the method correctly identifies the variance source when compared to the ANOVA method. Although the variance estimators deteriorate when varying degrees of non-normality is introduced through simulation; however, the POV method is shown to be a more stable measure of variance in the aggregate. The POV method also provides non-negative, stable estimates for interaction when compared to the ANOVA method. The POV method is shown to be more stable, particularly in low sample size situations. Based on these findings, it is suggested that the POV is not a replacement for more complex analysis methods, but rather, a supplement to them. POV is ideal for preliminary analysis due to the ease of implementation, the simplicity of interpretation, and the lack of dependency on statistical analysis packages or statistical knowledge.
ContributorsLittle, David John (Author) / Borror, Connie (Thesis advisor) / Montgomery, Douglas C. (Committee member) / Broatch, Jennifer (Committee member) / Arizona State University (Publisher)
Created2015