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作者：Robins, J; Rotnitzky, A
作者单位：Harvard University; Harvard T.H. Chan School of Public Health; Harvard University; Harvard T.H. Chan School of Public Health
摘要：We consider estimation of the received treatment effect on a dichotomous outcome in randomised trials with non-compliance. We explore inference about the parameters of the structural mean models of Robins (1994, 1997) and Robins et al. (1999). We show that, in contrast to the additive and multiplicative structural mean models for continuous and count outcomes, unbiased estimating functions for a nonzero (structural) treatment effect parameter do not exist in the presence of many continuous and...
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作者：Schaubel, DE; Cai, JW
作者单位：University of Michigan System; University of Michigan; University of North Carolina; University of North Carolina Chapel Hill
摘要：Sequentially ordered multivariate failure time data are often observed in biomedical studies and inter-event, or gap, times are often of interest. Generally, standard hazard regression methods cannot be applied to the gap times because of identifiability issues and induced dependent censoring. We propose estimating equations for fitting proportional hazards regression models to the gap times. Model parameters are shown to be consistent and asymptotically normal. Simulation studies reveal the a...
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作者：Kuk, AYC
作者单位：National University of Singapore
摘要：A practically important but not so obvious result is that alternating logistic regression is invariant to permutations of the response variables within clusters. In this note, we give a short proof of the invariance result using a pairwise likelihood argument. The same proof can be used to establish invariance for a more general class of estimating equations based on conditional residuals. As it stands, the invariance theory is incomplete because existing standard error estimates are not invar...
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作者：Choudhuri, N; Ghosal, S; Roy, A
作者单位：University System of Ohio; Case Western Reserve University; North Carolina State University; University System of Maryland; University of Maryland Baltimore County
摘要：For a stationary time series, Whittle constructed a likelihood for the spectral density based on the approximate independence of the discrete Fourier transforms of the data at certain frequencies. Whittle's likelihood has been widely used in the literature for constructing estimators. In this paper, we show that, for a Gaussian time series, the Whittle measure is mutually contiguous with the actual distribution of the data. As a consequence, most asymptotic properties of estimators and test st...
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作者：Yin, GS; Cai, JW
作者单位：University of Texas System; UTMD Anderson Cancer Center; University of North Carolina; University of North Carolina Chapel Hill
摘要：Marginal additive hazards models are considered for multivariate survival data in which individuals may experience events of several types and there may also be correlation between individuals. Estimators are proposed for the parameters of such models and for the baseline hazard functions. The estimators of the regression coefficients are shown asymptotically to follow a multivariate normal distribution with a sandwich-type covariance matrix that can be consistently estimated. The estimated ba...
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作者：Kim, JK; Fuller, W
作者单位：Yonsei University; Iowa State University
摘要：To compensate for item nonresponse, hot deck imputation procedures replace missing values with values that occur in the sample. Fractional hot deck imputation replaces each missing observation with a set of imputed values and assigns a weight to each imputed value. Under the model in which observations in an imputation cell are independently and identically distributed, fractional hot deck imputation is shown to be an effective imputation procedure. A consistent replication variance estimation...
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作者：Cox, DR; Reid, N
作者单位：University of Oxford; University of Toronto
摘要：For likelihood-based inference involving distributions in which high-dimensional dependencies are present it may be useful to use approximate likelihoods based, for example, on the univariate or bivariate marginal distributions. The asymptotic properties of formal maximum likelihood estimators in such cases are outlined. In particular, applications in which only a single q x 1 vector of observations is observed are examined. Conditions under which consistent estimators of parameters result fro...
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作者：Hall, P; Hyndman, RJ; Fan, YN
作者单位：Australian National University; Monash University; University of New South Wales Sydney
摘要：We study methods for constructing confidence intervals and confidence bands for estimators of receiver operating characteristics. Particular emphasis is placed on the way in which smoothing should be implemented, when estimating either the characteristic itself or its variance. We show that substantial undersmoothing is necessary if coverage properties are not to be impaired. A theoretical analysis of the problem suggests an empirical, plug-in rule for bandwidth choice, optimising the coverage...
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作者：Xia, YC; Zhang, WY; Tong, H
作者单位：National University of Singapore; University of Kent; University of Hong Kong
摘要：Motivated by two practical problems, we propose a new procedure for estimating a semivarying-coefficient model. Asymptotic properties are established which show that the bias of the parameter estimator is of order h(3) when a symmetric kernel is used, where h is the bandwidth, and the variance is of order n(-1) and efficient in the semiparametric sense. Undersmoothing is unnecessary for the root-n consistency of the estimators. Therefore, commonly used bandwidth selection methods can be employ...
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作者：Kowalski, J; Powell, J
作者单位：Johns Hopkins University; Johns Hopkins University; Johns Hopkins Medicine
摘要：The Mann-Whitney-Wilcoxon rank sum test is limited to comparison of two groups with univariate responses. In this paper, we introduce a class of stochastic linear hypotheses that addresses these limitations within a nonparametric setting. We formulate hypotheses for simultaneous comparisons of several, multivariate response groups, without modelling the response distributions. Inference is developed based on U-statistics theory and an exchangeability assumption. The latter condition is require...
