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作者:Gangnon, RE; Kosorok, MR
作者单位:University of Wisconsin System; University of Wisconsin Madison; University of Wisconsin System; University of Wisconsin Madison
摘要:We present a simple sample-size formula for weighted log-rank statistics applied to clustered survival data with variable cluster sizes and arbitrary treatment assignments within clusters. This formula is based on the asymptotic normality of weighted log-rank statistics under certain local alternatives in the clustered data context. We also provide consistent variance estimators. The derived sample-size formula reduces to Schoenfeld's (1983) formula for cases of no clustering or independence w...
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作者:Lu, WB; Ying, ZL
作者单位:Columbia University
摘要:A general class of semiparametric transformation cure models is studied for the analysis of survival data with long-term survivors. It combines a logistic regression for the probability of event occurrence with the class of transformation models for the time of occurrence. Included as special cases are the proportional hazards cure model (Farewell, 1982; Kuk Chen, 1992; Sy Taylor, 2000; Peng & Dear, 2000) and the proportional odds cure model. Generalised estimating equations are proposed for p...
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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: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...
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作者:Fuh, CD; Hu, I
作者单位:Academia Sinica - Taiwan; Hong Kong University of Science & Technology
摘要:We propose a method for finding the alternative distribution in importance sampling. The alternative distribution is optimal in the sense that the asymptotic variance is minimised for estimating tail probabilities of asymptotically normal statistics. Our contribution to importance sampling is three-fold. To begin with, we obtain an explicit expression for the mean of the optimal alternative distribution and the expression motivates a recursive approximation algorithm. Secondly, a new multi-dim...
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作者:Qu, A; Song, PXK
作者单位:Oregon State University; York University - Canada
摘要:In the presence of data contamination or outliers, some empirical studies have indicated that the two methods of generalised estimating equations and quadratic inference functions appear to have rather different robustness behaviour. This paper presents a theoretical investigation from the perspective of the influence function to identify the causes for the difference. We show that quadratic inference functions lead to bounded influence functions and the corresponding M-estimator has a redesce...
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作者:Joseph, VR
作者单位:University System of Georgia; Georgia Institute of Technology
摘要:The Robbins-Monro procedure does not perform well in the estimation of extreme quantiles, because the procedure is implemented using asymptotic results, which are not suitable for binary data. Here we propose a modification of the Robbins-Monro procedure and derive the optimal procedure for binary data under some reasonable approximations. The improvement obtained by using the optimal procedure for the estimation of extreme quantiles is substantial.
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作者:Hu, ZH; Wang, NY; Carroll, RJ
作者单位:Texas A&M University System; Texas A&M University College Station
摘要:We study the profile-kernel and backfitting methods in partially linear models for clustered/longitudinal data. For independent data, despite the potential root-n inconsistency of the backfitting estimator noted by Rice (1986), the two estimators have the same asymptotic variance matrix, as shown by Opsomer & Ruppert (1999). In this paper, theoretical comparisons of the two estimators for multivariate responses are investigated. We show that, for correlated data, backfitting often produces a l...
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作者:Semadeni, C; Davison, AC; Hinkley, DV
作者单位:Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne; University of California System; University of California Santa Barbara
摘要:We use saddlepoint approximation to derive credible intervals for Bayesian wavelet regression estimates. Simulations show that the resulting intervals perform better than the best existing method.