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A general form of covariate adjustment in clinical trials under covariate-adaptive randomization

协变量自适应随机化临床试验中的一般协变量调整

Abstract In randomized clinical trials, adjusting for baseline covariates can improve credibility and efficiency for demonstrating and quantifying treatment effects. This article studies the augmented inverse propensity weighted estimator, which is a general form of covariate adjustment that uses linear, generalized linear and nonparametric or machine learning models for the conditional mean of the response given covariates. Under covariate-adaptive randomization, we…

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Covariate-adjusted log-rank test: guaranteed efficiency gain and universal applicability

协变量调整的对数秩检验:效率增益与广泛适用性

Summary Nonparametric covariate adjustment is considered for log-rank-type tests of the treatment effect with right-censored time-to-event data from clinical trials applying covariate-adaptive randomization. Our proposed covariate-adjusted log-rank test has a simple explicit formula and a guaranteed efficiency gain over the unadjusted test. We also show that our proposed test achieves universal applicability in the sense that the same formula of test can be universally…

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Toward Better Practice of Covariate Adjustment in Analyzing Randomized Clinical Trials

随机临床试验中协变量调整的实践改进

In randomized clinical trials, adjustments for baseline covariates at both design and analysis stages are highly encouraged by regulatory agencies. A recent trend is to use a model-assisted approach for covariate adjustment to gain credibility and efficiency while producing asymptotically valid inference even when the model is incorrect. In this article we present three considerations for better practice when model-assisted inference is applied to adjust for covariates under…

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Inference on the average treatment effect under minimization and other covariate-adaptive randomization methods

最小化及其他协变量自适应随机化下的平均处理效应推断

Summary Covariate-adaptive randomization schemes such as minimization and stratified permuted blocks are often applied in clinical trials to balance treatment assignments across prognostic factors. The existing theory for inference after covariate-adaptive randomization is mostly limited to situations where a correct model between the response and covariates can be specified or the randomization method has well-understood properties. Based on stratification with covariate…

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Debiased inverse-variance weighted estimator in two-sample summary-data Mendelian randomization

两样本汇总数据孟德尔随机化中的去偏逆方差加权估计

Mendelian randomization (MR) has become a popular approach to study the effect of a modifiable exposure on an outcome by using genetic variants as instrumental variables. A challenge in MR is that each genetic variant explains a relatively small proportion of variance in the exposure and there are many such variants, a setting known as many weak instruments. To this end, we provide a theoretical characterization of the statistical properties of two popular estimators in MR:…

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Nonparametric Estimation of Conditional Expectation with Auxiliary Information and Dimension Reduction

利用辅助信息与降维的条件期望非参数估计

Nonparametric estimation of the conditional expectation E(Y|U) of an outcome Y given a covariate vector U is of primary importance in many statistical applications such as prediction and personalized medicine. In some problems, there is an additional auxiliary variable Z in the training dataset used to construct estimators, but Z is not available for future prediction or selecting patient treatment in personalized medicine. For example, in the training dataset longitudinal…

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Robust Tests for Treatment Effect in Survival Analysis under Covariate-Adaptive Randomization

协变量自适应随机化下生存分析中治疗效应的稳健检验

Summary Covariate-adaptive randomization is popular in clinical trials with sequentially arrived patients for balancing treatment assignments across prognostic factors that may have influence on the response. However, existing theory on tests for the treatment effect under covariate-adaptive randomization is limited to tests under linear or generalized linear models, although the covariate-adaptive randomization method has been used in survival analysis for a long time.…

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Model Averaging for Prediction With Fragmentary Data

利用碎片化数据进行预测的模型平均方法

One main challenge for statistical prediction with data from multiple sources is that not all the associated covariate data are available for many sampled subjects. Consequently, we need new statistical methodology to handle this type of “fragmentary data” that has become more and more popular in recent years. In this article, we propose a novel method based on the frequentist model averaging that fits some candidate models using all available covariate data. The weights in…

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On marginal sliced inverse regression for ultrahigh dimensional model-free feature selection

用于超高维无模型特征选择的边际切片逆回归

Model-free variable selection has been implemented under the sufficient dimension reduction framework since the seminal paper of Cook [Ann. Statist. 32 (2004) 1062–1092]. In this paper, we extend the marginal coordinate test for sliced inverse regression (SIR) in Cook (2004) and propose a novel marginal SIR utility for the purpose of ultrahigh dimensional feature selection. Two distinct procedures, Dantzig selector and sparse precision matrix estimation, are incorporated to…

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Model selection with nonignorable nonresponse

不可忽略无应答下的模型选择

Existing methods for handling nonignorable missing data rely on the correct specification of parametric models, which is difficult to check. By utilizing the information carried in an instrument, we propose a novel model selection criterion, called the penalized validation criterion, in the presence of nonignorable nonresponse with unspecified propensity. The proposed method can consistently select the most compact correct parametric model from a group of candidate models if…

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Semiparametric inverse propensity weighting for nonignorable missing data

不可忽略缺失数据的半参数逆倾向加权

Abstract To estimate unknown population parameters based on data having nonignorable missing values with a semiparametric exponential tilting propensity, Kim & Yu (2011) assumed that the tilting parameter is known or can be estimated from external data, in order to avoid the identifiability issue. To remove this serious limitation on the methodology, we use an instrument, i.e., a covariate related to the study variable but unrelated to the missing data propensity, to…

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Semiparametric Pseudo-Likelihoods in Generalized Linear Models With Nonignorable Missing Data

不可忽略缺失数据下广义线性模型的半参数伪似然

We consider identifiability and estimation in a generalized linear model in which the response variable and some covariates have missing values and the missing data mechanism is nonignorable and unspecified. We adopt a pseudo-likelihood approach that makes use of an instrumental variable to help identifying unknown parameters in the presence of nonignorable missing data. Explicit conditions for the identifiability of parameters are given. Some asymptotic properties of the…

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Estimation in high-dimensional linear models with deterministic design matrices

确定性设计矩阵下高维线性模型的估计

Because of the advance in technologies, modern statistical studies often encounter linear models with the number of explanatory variables much larger than the sample size. Estimation and variable selection in these high-dimensional problems with deterministic design points is very different from those in the case of random covariates, due to the identifiability of the high-dimensional regression parameter vector. We show that a reasonable approach is to focus on the…

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Sparse linear discriminant analysis by thresholding for high dimensional data

高维数据中基于阈值化的稀疏线性判别分析

In many social, economical, biological and medical studies, one objective is to classify a subject into one of several classes based on a set of variables observed from the subject. Because the probability distribution of the variables is usually unknown, the rule of classification is constructed using a training sample. The well-known linear discriminant analysis (LDA) works well for the situation where the number of variables used for classification is much smaller than…

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A pseudo empirical likelihood approach for stratified samples with nonresponse

存在无应答的分层样本:伪经验似然方法

Nonresponse is common in surveys. When the response probability of a survey variable Y depends on Y through an observed auxiliary categorical variable Z (i.e., the response probability of Y is conditionally independent of Y given Z), a simple method often used in practice is to use Z categories as imputation cells and construct estimators by imputing nonrespondents or reweighting respondents within each imputation cell. This simple method, however, is inefficient when some Z…

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Efficient and Doubly Robust Imputation for Covariate-Dependent Missing Responses

协变量依赖的响应缺失下高效且双重稳健的插补

In this article we study a well-known response missing-data problem. Missing data is an ubiquitous problem in medical and social science studies. Imputation is one of the most popular methods for dealing with missing data. The most commonly used imputation that makes use of covariates is regression imputation, in which the regression model can be parametric, semiparametric, or nonparametric. Parametric regression imputation is efficient but is not robust against…

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Modified Large-Sample Confidence Intervals for Linear Combinations of Variance Components

方差分量线性组合的修正大样本置信区间

We consider the problem of setting a confidence interval or bound for a linear combination of variance components related to a multivariate normal distribution, which includes important applications such as comparing variance components and testing the bioequivalence between two drug products. The lack of an exact confidence interval for a general linear combination of variance components spurred the development of a modified large-sample (MLS) method that was shown to be…

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Sample Correlation Coefficients Based on Survey Data Under Regression Imputation

回归插补下调查数据的样本相关系数

Regression imputation is commonly used to compensate for item nonresponse when auxiliary data are available. It is common practice to compute survey estimators by treating imputed values as observed data and using the standard unbiased (or nearly unbiased) estimation formulas designed for the case of no nonresponse. Although the commonly used regression imputation method preserves unbiasedness for population marginal totals (i.e., survey estimators computed from imputed data…

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Estimation With Survey Data Under Nonignorable Nonresponse or Informative Sampling

不可忽略无应答或信息性抽样下的调查数据估计

Nonresponse is a very common phenomenon in survey sampling. Nonignorable nonresponse—that is, a response mechanism that depends on the values of the variable having nonresponse—is the most difficult type of nonresponse to handle. This article studies a likelihood-based estimation method for data with nonignorable nonresponse. The likelihood is semiparametric in the sense that it consists of a parametric component for the response mechanism (such as a logistic model) and a…

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Jackknife Variance Estimation for Nearest-Neighbor Imputation

最近邻插补的刀切法方差估计

Nearest-neighbor imputation is a popular hot deck imputation method used to compensate for nonresponse in sample surveys. Although this method has a long history of application, the problem of variance estimation after nearest-neighbor imputation has not been fully investigated. Because nearest-neighbor imputation is a nonparametric method, a nonparametric variance estimation technique, such as the jackknife, is desired. We show that the naive jackknife that treats imputed…

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Variance Estimation for Survey Data with Composite Imputation and Nonnegligible Sampling Fractions

复合插补与不可忽略抽样比下调查数据的方差估计

This article considers variance estimation for Horvitz–Thompson–type estimated totals based on survey data with imputed non-respondents and with nonnegligible sampling fractions. A method based on a variance decomposition is proposed. Our method can be applied to complicated situations where a composite of some deterministic and/or random imputation methods is used, including using imputed data in subsequent imputations. Although here linearization or Taylor expansion–type…

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Balanced Repeated Replication for Stratified Multistage Survey Data under Imputation

插补下分层多阶段调查数据的平衡重复复制

Balanced repeated replication (BRR) is a popular method for variance estimation in surveys. The standard BRR method works by first creating a set of “balanced” pseudoreplicated datasets from the original dataset. For a survey estimator θ, the BRR variance estimator is the average of squared deviations θ(r) – θ, where θ(r) is the same as θ but based on the data in the rth pseudoreplicated dataset only. But when there are a large number of imputed missing values…

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Balanced Repeated Replication for Stratified Multistage Survey Data under Imputation

插补条件下分层多阶段调查数据的平衡重复复制法

Balanced repeated replication (BRR) is a popular method for variance estimation in surveys. The standard BRR method works by first creating a set of “balanced” pseudoreplicated datasets from the original dataset. For a survey estimator θ, the BRR variance estimator is the average of squared deviations θ(r) – θ, where θ(r) is the same as θ but based on the data in the rth pseudoreplicated dataset only. But when there are a large number of imputed missing values…

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