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第二类区间删失下失效函数的非参数两样本检验AI 解读

For the setting of interval censoring case 2, a nonparametric two‐sample test, based on a smooth functional of the nonparametric maximum pseudolikelihood estimator, is developed to compare the failure functions of two populations. Monte Carlo simulation studies on Weibull distributions show that this test performs quite well in many situations in comparison with the parametric likelihood ratio test. A real dataset from an study is used to illustrate the new test.

比例风险模型中缩放 Schoenfeld 残差的一则说明AI 解读

Grambsch & Therneau (1994) show how Schoenfeld's partial residuals can be used to diagnose the nature of nonproportional hazards in Cox's (1972) model. Each residual is scaled by premultiplying by a time‐dependent variance matrix, to obtain estimates of time‐varying coefficients. Grambsch & Therneau also suggest an approximation in which each residual is scaled using the average variance matrix. This approximation is widely used. Here we investigate its reliability across a…

不可忽略缺失机制下广义线性混合模型的缺失响应AI 解读

We propose a method for estimating parameters in the generalised linear mixed model with nonignorable missing response data and with nonmonotone patterns of missing data in the response variable. We develop a Monte Carlo EM algorithm for estimating the parameters in the model via the Gibbs sampler. For the normal random effects model, we derive a novel analytical form for the E‐ and M‐steps, which is facilitated by integrating out the random effects. This form leads to a…

非参数有限混合模型的替代 EM 方法AI 解读

This research focuses on a general class of maximum likelihood problems in which it is desired to maximise a nonparametric mixture likelihood with finitely many known component densities over the set of unknown weight parameters. Convergence of the conventional EM algorithm for this problem is extremely slow when the component densities are poorly separated and when the maximum likelihood estimator requires some of the weights to be zero, as the algorithm can never reach…

平滑中位数与自助法AI 解读

Even in one dimension the sample median exhibits very poor performance when used in conjunction with the bootstrap. For example, both the percentile‐t bootstrap and the calibrated percentile method fail to give second‐order accuracy when applied to the median. The situation is generally similar for other rank‐based methods, particularly in more than one dimension. Some of these problems can be overcome by smoothing, but that usually requires explicit choice of the smoothing…

空间非齐次泊松过程的拟合优度检验AI 解读

We propose an extension of the classical complete spatial randomness tests to nonstationary Poisson spatial processes. The method consists of first performing the classical tests locally and then grouping the local results into a global test. The global test is a test for nonstationary Poisson process assumption, whereas the local tests can be used in an exploratory way to decide whether the observed process is locally regular or clustered or if we do not reject the…

误设比例风险模型与生存数据的验证性分析AI 解读

In survival analysis of follow‐up studies with staggered entry, it may be requested to examine a chance finding at an interim analysis in a confirmatory analysis based on ‘independent evidence’. Keiding et al. (1987) suggested incorporating residual lifetimes of initial survivors into the confirmatory analysis and indicated heuristically that this provides valid independent evidence, assuming that the statistical model is true. The present paper provides a full mathematical…

存在纵向协变量测量误差的比例风险模型半参数估计AI 解读

A common objective in longitudinal studies is to characterise the relationship between a failure time process and time‐independent and time‐dependent covariates. Time‐dependent covariates are generally available as longitudinal data collected periodically during the course of the study. We assume that these data follow a linear mixed effects model with normal measurement error and that the hazard of failure depends both on the underlying random effects describing the…

误设比例风险回归模型所产生得分检验的偏差校正AI 解读

When censoring depends on both treatment group and covariates, tests for a randomised treatment effect arising from Cox's proportional hazards model are not in general centred at zero under the null and can be seriously distorted. We propose a corrected test that modifies the at‐risk indicator in a way that corrects for this bias. The resulting test is asymptotically valid regardless of whether or not the fitted model is correctly specified. Implementation of the corrected…

兼具高崩溃点与高效率的方差分量估计AI 解读

For the one‐way random effects model three noniterative robust variance component estimators are investigated. For these estimators block breakdown points, measurement breakdown points and efficiency are derived. It is shown that the block breakdown points are approximating 50% and that the measurement breakdown points are not smaller than 25%. By deriving the asymptotic normal distribution of these estimators we show that two of the new estimators have an asymptotic…

总体规模的贝叶斯分析AI 解读

We consider the problem of estimating the total size of a population from a series of incomplete census data. We observe that inference is typically highly sensitive to the choice of model and we demonstrate how Bayesian model averaging techniques easily overcome this problem. We combine and extend the work of Madigan & York (1997) and Dellaportas & Forster (1999) using reversible jump Markov chain Monte Carlo simulation to calculate posterior model probabilities which can…

切换扩散模型的马尔可夫链蒙特卡洛方法AI 解读

Reversible jump Metropolis–Hastings updating schemes can be used to analyse continuous‐time latent models, sometimes known as state space models or hidden Markov models. We consider models where the observed process X can be represented as a stochastic differential equation and where the latent process D is a continuous‐time Markov chain. We develop Markov chain Monte Carlo methods for analysing both Markov and non‐Markov versions of these models. As an illustration of how…

多事件时间数据的边际比例风险模型AI 解读

The Wei et al. (1989) semiparametric approach to the analysis of multiple event‐time data assumes that each event time is related to covariates through a proportional hazards model with a completely unspecified baseline hazard function, but does not impose any constraint on the joint distribution of different event times. As a result of the order restriction, it is not clear whether or not event times can simultaneously satisfy their respective marginal proportional hazards…

Cox 回归模型中协变量函数形式的误设AI 解读

Model misspecification is discussed for the analysis of censored survival data with the Cox regression model. The maximum partial likelihood estimator for covariate effects has an asymptotic normal distribution under model misspecification (Lin & Wei, 1989). Situations where the assumed functional form for covariates is wrong are considered in a general framework in which we also derive the limit of Breslow's (1972) estimator. Furthermore, we give explicit expressions for…

相同与不同删失下 Peto 致癌性联合检验的渐近分布AI 解读

Peto et al. (1980) proposed a combined test statistic for carcinogenicity studies in a pooled analysis of incidental and fatal tumours. For the analysis of the incidental tumours one needs to divide the time span of the study into subintervals. Rather than using the data‐driven method approach to create these intervals as was suggested by Peto et al. (1980), in practical applications one uses a fixed number of prespecified intervals. For this method we derive the asymptotic…

通过扰动优化目标进行简单重抽样AI 解读

Suppose that under a semiparametric setting an estimator of a vector of parameters of interest is obtained by optimising an objective function which has a U‐process structure. The covariance matrix of the estimator is generally a function of the underlying density function, which may be difficult to estimate well by conventional methods. In this paper, we present a simple resampling method by perturbing the objective function repeatedly. Inferences of the parameters can then…

M估计中标量参数剖面经验似然函数的近似AI 解读

Empirical likelihood possesses many of the important properties of genuine parametric likelihood, but it is computationally burdensome, especially when nuisance parameters are present. This paper presents two approximations to the profile empirical likelihood function for a scalar parameter of interest in the context of M‐estimation; the simpler approximation is based on the third derivative of the profile log empirical likelihood function at its maximising point, while the…

Biometrika 百年回顾：生存分析AI 解读

Although papers relating to survival analysis have appeared in Biometrika since the very first issue, the current emphasis on the topic in this journal is fairly new, especially as it relates to applications in biostatistics. This survey traces the development of survival analysis throughout the twentieth century as reflected in the pages of Biometrika, focusing primarily on work published since 1980.

小波回归中的多项式边界处理AI 解读

To overcome boundary problems with wavelet regression, we propose a simple method that reduces bias at the boundaries. It is based on a combination of wavelet functions and low‐order polynomials. The utility of the method is illustrated with simulation studies and a real example. Asymptotic results show that the estimators are competitive with other nonparametric procedures.

用于错误检测与总体规模估计的贝叶斯捕获—再捕获方法：异质性与依赖性AI 解读

This paper considers estimation of the unknown size N of a population based on multiple capture‐recapture samples. We extend the Bayesian multiple recapture model to accommodate possible heterogeneity and dependence among the samples and possible heterogeneity within the samples. In the dependent model, we show that posterior inference for N is independent of almost all the nuisance parameters. We develop a flexible Bayesian model for heterogeneity within samples and…

修正病例队列设计下半参数变换回归模型的拟合AI 解读

We consider the problem of fitting semiparametric transformation regression models to data from a modified case‐cohort study in which the censoring times of all the censored subjects in the cohort are observed. We propose to maximise a conditional profile likelihood to obtain the estimator of the regression parameter. Under the assumption that the censoring is independent of the covariates, the estimator is shown to be consistent and asymptotically normally distributed.…

随机临床试验中基于事件数的分析时点AI 解读

Analysis times for clinical trials are often based on the time when a specified total number of events occur. A modification is proposed in which this time is based on when either arm reaches a prespecified number of events. The implications in terms of the expected number of events required to achieve the same size and power at a specified alternative are explored. Savings are achieved when alternatives for which there is reasonable power hold, but more events are required…

脆弱性模型的分层似然方法AI 解读

Systematic likelihood inference for frailty models is possible using Lee & Nelder's ( 1996) hierarchical likelihood. We develop an inferential method for frailty models via hierarchical likelihood, which gives a simple unified framework and a numerically ecient algorithm. Simulations and practical examples are presented to illustrate the new method.

治疗可归因效应：离散枢轴下的实验与观察研究推断AI 解读

In randomisation and permutation inference, pivotal arguments remove the hypothesised treatment effect, thereby basing inferences on the null distribution in which the treatment has no effect. This is common, for instance, with additive treatment effects. The current paper uses ‘attributable eects» to expand substantially the scope of pivotal arguments. Attributable effects are defined for three cases, namely the 2 × 2 contingency table, displacement eects and the…