Accurate Bootstrap Confidence Limits for the Cumulative Hazard and Survivor Functions under Random Censoring
随机删失下累积风险与生存函数的精确Bootstrap置信限AI 解读 ↓
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随机删失下累积风险与生存函数的精确Bootstrap置信限AI 解读 ↓
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In clinical trials and other settings, confidence intervals for survival probabilities at a fixed point in time are often required. Typically, such intervals are constructed on the cumulative hazard scale; the quantiles required for computing these intervals are generally obtained using a first-order normal theory approximation. The appropriateness of such intervals for small sample sizes or under moderate to heavy censoring is suspect. We demonstrate that significant improvement is possible for randomly censored data using the nonparametric bootstrap. In particular, using Edgeworth expansion, it is shown that the percentile-t and BC a bootstrap methodologies based on the studentized Nelson-Aalen estimator yield second-order-correct confidence limits for the cumulative hazard function at a fixed time point. An explicit formula for the correction term of the Edgeworth expansion is found. Easy-to-compute estimators for the components of the correction term are also found and lead to simple analytical corrections that avoid the need for resampling. Numerical results based on simulated data are given to support the theoretical results. The bootstrap is used to obtain confidence intervals for 1-year and median survival in a published Eastern Cooperative Oncology Group study of Taxol and non-small-cell lung cancer.
自助集成鞅后验:预测重采样的不确定性校准
Martingale posteriors and related predictive resampling methods replace the likelihood--prior pair used within Bayesian inference with a predictive model for future observations. These methods are simple to implement and increasingly popular due to their computational efficiency, but little is known about their ability to accurately quantify uncertainty. In this work, we study the concentration and calibration properties of the martingale posterior for general functionals,…
断点回归设计中的处理效应异质性检验
We propose a nonparametric test for unobserved treatment effect heterogeneity in regression discontinuity designs. Under the null of no unobserved heterogeneity, a transformed outcome that imputes treated potential outcomes for untreated units must have a continuous conditional distribution at the cutoff. We convert this implication into an integrated conditional-moment restriction using characteristic functions, thereby allowing the conditional local average treatment…
存在少报的有序选择模型中的变化中的变化
We develop a Difference-in-Differences framework for discrete, ordered outcomes subject to underreporting. Such outcomes commonly arise in self-reported surveys on socially undesirable or stigmatized behaviors, where respondents may conceal their true behavior. For a discrete Changes-in-Changes model that is shown to admit an equivalent threshold-crossing representation, we derive nonparametric bounds for the counterfactual and factual outcome distributions as well as for…
存在低报的有序选择模型中的变化中变化方法
We develop a Difference-in-Differences framework for discrete, ordered outcomes subject to underreporting. Such outcomes commonly arise in self-reported surveys on socially undesirable or stigmatized behaviors, where respondents may conceal their true behavior. For a discrete Changes-in-Changes model that is shown to admit an equivalent threshold-crossing representation, we derive nonparametric bounds for the counterfactual and factual outcome distributions as well as for…
非可分第一阶段下加性可分三角模型的闭式估计与一致推断
This paper studies the nonparametric identification and estimation of additively separable triangular models with continuous endogenous and instrumental variables, allowing for a nonseparable first-stage equation. Under the independence of instrumental variables and unobservables, we show that the outcome function possesses a closed-form expression as a functional of conditional cumulative distribution functions. The resulting plug-in estimators require no regularization and…
目标点处的条件随机占优检验
This paper introduces a test for conditional stochastic dominance between two distributions at prespecified values of a conditioning covariate, referred to as target points. The test uses a one-sided Kolmogorov--Smirnov statistic computed from induced order statistics, the outcomes attached to the conditioning observations closest to the target point, and compares it to a critical value that, given the number of neighbors, requires no resampling, kernel smoothing, or…