Estimation and testing based on data subject to measurement errors: from parametric to non-parametric likelihood methods.
ABSTRACT: Measurement error (ME) problems can cause bias or inconsistency of statistical inferences. When investigators are unable to obtain correct measurements of biological assays, special techniques to quantify MEs need to be applied. Sampling based on repeated measurements is a common strategy to allow for ME. This method has been well addressed in the literature under parametric assumptions. The approach with repeated measures data may not be applicable when the replications are complicated because of cost and/or time concerns. Pooling designs have been proposed as cost-efficient sampling procedures that can assist to provide correct statistical operations based on data subject to ME. We demonstrate that a mixture of both pooled and unpooled data (a hybrid pooled-unpooled design) can support very efficient estimation and testing in the presence of ME. Nonparametric techniques have not been well investigated to analyze repeated measures data or pooled data subject to ME. We propose and examine both the parametric and empirical likelihood methodologies for data subject to ME. We conclude that the likelihood methods based on the hybrid samples are very efficient and powerful. The results of an extensive Monte Carlo study support our conclusions. Real data examples demonstrate the efficiency of the proposed methods in practice.
Project description:Purpose:The purpose of this tutorial is to provide visual scientists with various approaches for comparing two or more groups of data using parametric statistical tests, which require that the distribution of data within each group is normal (Gaussian). Non-parametric tests are used for inference when the sample data are not normally distributed or the sample is too small to assess its true distribution. Methods:Methods are reviewed using retinal thickness, as measured by optical coherence tomography (OCT), as an example for comparing two or more group means. The following parametric statistical approaches are presented for different situations: two-sample t-test, Analysis of Variance (ANOVA), paired t-test, and the analysis of repeated measures data using a linear mixed-effects model approach. Results:Analyzing differences between means using various approaches is demonstrated, and follow-up procedures to analyze pairwise differences between means when there are more than two comparison groups are discussed. The assumption of equal variance between groups and methods to test for equal variances are examined. Examples of repeated measures analysis for right and left eyes on subjects, across spatial segments within the same eye (e.g. quadrants of each retina), and over time are given. Conclusions:This tutorial outlines parametric inference tests for comparing means of two or more groups and discusses how to interpret the output from statistical software packages. Critical assumptions made by the tests and ways of checking these assumptions are discussed. Efficient study designs increase the likelihood of detecting differences between groups if such differences exist. Situations commonly encountered by vision scientists involve repeated measures from the same subject over time, measurements on both right and left eyes from the same subject, and measurements from different locations within the same eye. Repeated measurements are usually correlated, and the statistical analysis needs to account for the correlation. Doing this the right way helps to ensure rigor so that the results can be repeated and validated.
Project description:Parametric estimation of the cumulative incidence function (CIF) is considered for competing risks data subject to interval censoring. Existing parametric models of the CIF for right censored competing risks data are adapted to the general case of interval censoring. Maximum likelihood estimators for the CIF are considered under the assumed models, extending earlier work on nonparametric estimation. A simple naive likelihood estimator is also considered that utilizes only part of the observed data. The naive estimator enables separate estimation of models for each cause, unlike full maximum likelihood in which all models are fit simultaneously. The naive likelihood is shown to be valid under mixed case interval censoring, but not under an independent inspection process model, in contrast with full maximum likelihood which is valid under both interval censoring models. In simulations, the naive estimator is shown to perform well and yield comparable efficiency to the full likelihood estimator in some settings. The methods are applied to data from a large, recent randomized clinical trial for the prevention of mother-to-child transmission of HIV.
Project description:This paper develops a hybrid likelihood (HL) method based on a compromise between parametric and nonparametric likelihoods. Consider the setting of a parametric model for the distribution of an observation Y with parameter ?. Suppose there is also an estimating function m(·, ?) identifying another parameter ? via Em(Y, ?) = 0, at the outset defined independently of the parametric model. To borrow strength from the parametric model while obtaining a degree of robustness from the empirical likelihood method, we formulate inference about ? in terms of the hybrid likelihood function Hn (?) = Ln (?)1-a Rn (?(?)) a . Here a ? [0,1) represents the extent of the compromise, Ln is the ordinary parametric likelihood for ?, Rn is the empirical likelihood function, and ? is considered through the lens of the parametric model. We establish asymptotic normality of the corresponding HL estimator and a version of the Wilks theorem. We also examine extensions of these results under misspecification of the parametric model, and propose methods for selecting the balance parameter a.
Project description:The paper presents the details of an implementation of repeated measures ANOVA, consisting of a set of functions to organize data and represent contrasts to be tested and run statistical tests. The implementation is focused on uses common in experimental psychology. An arbitrary number of within-subject factors, each with an arbitrary number of levels, can be used. A non-parametric, randomization- and permutation-based formulation of repeated measures ANOVA was defined and implemented. Methods for testing interactions with categorical and continuous between-subject variables are implemented. Post-hoc tests for exploring interactions are automated. Simulations indicate correct control of false positive rate for all types of test. The software provides output with statistics including p-values and partial eta squared.-An open source implementation of repeated measures ANOVA based on effect coding.-Generates p-values and automatized unpacking of interactions for N-factor designs.-A non-parametric test is defined based on permutation tests.
Project description:Motivated by actual study designs, this article considers efficient logistic regression designs where the population is identified with a binary test that is subject to diagnostic error. We consider the case where the imperfect test is obtained on all participants, while the gold standard test is measured on a small chosen subsample. Under maximum-likelihood estimation, we evaluate the optimal design in terms of sample selection as well as verification. We show that there may be substantial efficiency gains by choosing a small percentage of individuals who test negative on the imperfect test for inclusion in the sample (e.g., verifying 90% test-positive cases). We also show that a two-stage design may be a good practical alternative to a fixed design in some situations. Under optimal and nearly optimal designs, we compare maximum-likelihood and semi-parametric efficient estimators under correct and misspecified models with simulations. The methodology is illustrated with an analysis from a diabetes behavioral intervention trial.
Project description:In the analysis of semi-competing risks data interest lies in estimation and inference with respect to a so-called non-terminal event, the observation of which is subject to a terminal event. Multi-state models are commonly used to analyse such data, with covariate effects on the transition/intensity functions typically specified via the Cox model and dependence between the non-terminal and terminal events specified, in part, by a unit-specific shared frailty term. To ensure identifiability, the frailties are typically assumed to arise from a parametric distribution, specifically a Gamma distribution with mean 1.0 and variance, say, ?2. When the frailty distribution is misspecified, however, the resulting estimator is not guaranteed to be consistent, with the extent of asymptotic bias depending on the discrepancy between the assumed and true frailty distributions. In this paper, we propose a novel class of transformation models for semi-competing risks analysis that permit the non-parametric specification of the frailty distribution. To ensure identifiability, the class restricts to parametric specifications of the transformation and the error distribution; the latter are flexible, however, and cover a broad range of possible specifications. We also derive the semi-parametric efficient score under the complete data setting and propose a non-parametric score imputation method to handle right censoring; consistency and asymptotic normality of the resulting estimators is derived and small-sample operating characteristics evaluated via simulation. Although the proposed semi-parametric transformation model and non-parametric score imputation method are motivated by the analysis of semi-competing risks data, they are broadly applicable to any analysis of multivariate time-to-event outcomes in which a unit-specific shared frailty is used to account for correlation. Finally, the proposed model and estimation procedures are applied to a study of hospital readmission among patients diagnosed with pancreatic cancer.
Project description:Speech intelligibility tests are conducted on hearing-impaired people for the purpose of evaluating the performance of a hearing device under varying listening conditions and device settings or algorithms. The speech reception threshold (SRT) is typically defined as the signal-to-noise ratio (SNR) at which a subject scores 50% correct on a speech intelligibility test. An SRT is conventionally measured with an adaptive procedure, in which the SNR of successive sentences is adjusted based on the subject's scores on previous sentences. The SRT can be estimated as the mean of a subset of the SNR levels, or by fitting a psychometric function. A set of SRT results is typically analyzed with a repeated measures analysis of variance. We propose an alternative approach for analysis, a zero-and-one inflated beta regression model, in which an observation is a single sentence score rather than an SRT. A parametrization of the model is defined that allows efficient maximum likelihood estimation of the parameters. Fitted values from this model, when plotted against SNR, are analogous to a mean psychometric function in the traditional approach. Confidence intervals for the fitted value curves are obtained by parametric bootstrap. The proposed approach was applied retrospectively to data from two studies that assessed the speech perception of cochlear implant recipients using different sound processing algorithms under different listening conditions. The proposed approach yielded mean SRTs for each condition that were consistent with the traditional approach, but were more informative. It provided the mean psychometric curve of each condition, revealing differences in slope, i.e. differential performance at different parts of the SNR spectrum. Another advantage of the new method of analysis is that results are stated in terms of differences in percent correct scores, which is more interpretable than results from the traditional analysis.
Project description:BACKGROUND:Reverse engineering of gene regulatory networks from time series gene-expression data is a challenging problem, not only because of the vast sets of candidate interactions but also due to the stochastic nature of gene expression. We limit our analysis to nonlinear differential equation based inference methods. In order to avoid the computational cost of large-scale simulations, a two-step Gaussian process interpolation based gradient matching approach has been proposed to solve differential equations approximately. RESULTS:We apply a gradient matching inference approach to a large number of candidate models, including parametric differential equations or their corresponding non-parametric representations, we evaluate the network inference performance under various settings for different inference objectives. We use model averaging, based on the Bayesian Information Criterion (BIC), to combine the different inferences. The performance of different inference approaches is evaluated using area under the precision-recall curves. CONCLUSIONS:We found that parametric methods can provide comparable, and often improved inference compared to non-parametric methods; the latter, however, require no kinetic information and are computationally more efficient.
Project description:Longitudinal imaging studies allow great insight into how the structure and function of a subject's internal anatomy changes over time. Unfortunately, the analysis of longitudinal imaging data is complicated by inherent spatial and temporal correlation: the temporal from the repeated measures and the spatial from the outcomes of interest being observed at multiple points in a patient's body. We propose the use of a linear model with a separable parametric spatiotemporal error structure for the analysis of repeated imaging data. The model makes use of spatial (exponential, spherical, and Matérn) and temporal (compound symmetric, autoregressive-1, Toeplitz, and unstructured) parametric correlation functions. A simulation study, inspired by a longitudinal cardiac imaging study on mitral regurgitation patients, compared different information criteria for selecting a particular separable parametric spatiotemporal correlation structure as well as the effects on types I and II error rates for inference on fixed effects when the specified model is incorrect. Information criteria were found to be highly accurate at choosing between separable parametric spatiotemporal correlation structures. Misspecification of the covariance structure was found to have the ability to inflate the type I error or have an overly conservative test size, which corresponded to decreased power. An example with clinical data is given illustrating how the covariance structure procedure can be performed in practice, as well as how covariance structure choice can change inferences about fixed effects.
Project description:Receiver operating characteristic curves and the area under the curves (AUC) are often used to compare the discriminatory ability of potentially correlated biomarkers. Many biomarkers are subject to limit of detection due to the instrumental limitation in measurements and may not be normally distributed. Standard parametric methods assuming normality can lead to biased results when the normality assumption is violated. We propose new estimation and inference procedures for the AUCs of biomarkers subject to limit of detection by using the semiparametric transformation model allowing for heteroscedasticity. We obtain the nonparametric maximum likelihood estimators by maximizing the likelihood for the observed data with limit of detection. The proposed estimators are shown to be consistent, asymptotically normal, and asymptotically efficient. Additionally, we propose a Wald type test statistic to compare the AUCs of 2 potentially correlated biomarkers with limit of detection. Extensive simulation studies demonstrate that the proposed method is robust to nonnormality while performing as well as its parametric counterpart when the normality assumption is true. An application to an autism study is provided.