摘要:

Repeated categorical outcomes frequently occur in clinical trials. Muenz and Rubinstein (1985) presented Markov chain models to analyze binary repeated data in a breast cancer study. We extend their method to the setting when more than one repeated outcome variable is of interest. In a randomized clinical trial of breast cancer, we investigate the dependency of toxicities on predictor variables and the relationship among multiple toxic effects.

ISSN:0361-0918    

DOI:10.1080/03610910008813651

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor

摘要:

To compare their performance on high dimensional data, several regression methods are applied to data sets in which the number of exploratory variables greatly exceeds the sample sizes. The methods are stepwise regression, principal components regression, two forms of latent root regression, partial least squares, and a new method developed here. The data are four sample sets for which near infrared reflectance spectra have been determined and the regression methods use the spectra to estimate the concentration of various chemical constituents, the latter having been determined by standard chemical analysis. Thirty-two regression equations are estimated using each method and their performances are evaluated using validation data sets. Although it is the most widely used, stepwise regression was decidedly poorer than the other methods considered. Differences between the latter were small with partial least squares performing slightly better than other methods under all criteria examined, albeit not by a statistically significant amount.

ISSN:0361-0918    

DOI:10.1080/03610910008813652

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor

摘要:

We are interested in comparing logistic regressions for several test treatments or populations with a logistic regression for a standard treatment or population. The research was motivated by some real life problems, which are discussed as data examples. We propose a step-down likelihood ratio method for declaring differences between the test treatments or populations and the standard treatment or population. Competitors based on the sequentially rejective Bonferroni Wald statistic, sequentially rejective exact Wald statistic and Reiersøl's statistic are also discussed. It is shown that the proposed method asymptotically controls the probability of type I error. A Monte Carlo simulation shows that the proposed method performs well for relatively small sample sizes, outperforming its competitors.

ISSN:0361-0918    

DOI:10.1080/03610910008813653

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor

摘要:

Real world data often fail to meet the underlying assumption of population normality. The Rank Transformation (RT) procedure has been recommended as an alternative to the parametric factorial analysis of covariance (ANCOVA). The purpose of this study was to compare the Type I error and power properties of the RT ANCOVA to the parametric procedure in the context of a completely randomized balanced 3 × 4 factorial layout with one covariate. This study was concerned with tests of homogeneity of regression coefficients and interaction under conditional (non)normality. Both procedures displayed erratic Type I error rates for the test of homogeneity of regression coefficients under conditional nonnormality. With all parametric assumptions valid, the simulation results demonstrated that the RT ANCOVA failed as a test for either homogeneity of regression coefficients or interaction due to severe Type I error inflation. The error inflation was most severe when departures from conditional normality were extreme. Also associated with the RT procedure was a loss of power. It is recommended that the RT procedure not be used as an alternative to factorial ANCOVA despite its encouragement from SAS, IMSL, and other respected sources.

ISSN:0361-0918    

DOI:10.1080/03610910008813654

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor

摘要:

We formulate a hierarchical version of the Gaussian Process model. In particular, we assume there to be data on several units randomly drawn from the same population. For each unit, several responses are available that arise from a Gaussian Process model. The parameters characterizing the Gaussian Process model for the units are modeled to arise from normal or gamma distributions. Results for two simulations are given that compare the performance of the hierarchical and non-hierarchical models.

ISSN:0361-0918    

DOI:10.1080/03610910008813655

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor

摘要:

In robust parameter design, variance effects and mean effects in a factorial experiment are modelled simultaneously. If variance effects are present in a model, correlations are induced among the naive estimators of the mean effects. A simple normal quantile plot of the mean effects may be misleading because the mean effects are no longer iid under the null hypothesis that they are zero. Adjusted quantiles are computed for the case when one variance effect is significant and examples of 8-run and 16-run fractional factorial designs are examined in detail. We find that the usual normal quantiles are similar to adjusted quantiles for all but the largest and smallest ordered effects for which they are conservative. Graphically, the qualitative difference between the two sets of quantiles is negligible (even in the presence of large variance effects) and we conclude that normal probability plots are robust in the presence of variance effects.

ISSN:0361-0918    

DOI:10.1080/03610910008813656

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor

摘要:

Simulation-extrapolation (SIMEX) is a method for correcting for bias in measurement error models, and parametric SIMEX estimates are often used. In this paper, we propose a nonparametric method for computing the SIMEX estimate via the Bezier curve, which is a popular smoothing technique in the computer graphics area. Comparisons are done for the bias of the limit values of parametric SIMEX estimates and the Bezier estimate in the various nonlinear measurement error models.

ISSN:0361-0918    

DOI:10.1080/03610910008813657

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor

摘要:

In dose-response models, there are cases where only a portion of the administered dose may have an effect. This results in a stochastic compliance of the administered dose. In a previous paper (Chen-Mok and Sen, 1999), we developed suitable adjustments for compliance in the logistic model under the assumption of nondifferential measurement error. These compliance-adjusted models were categorized into three types: (i) Low (or near zero) dose levels, (ii) moderate dose levels, and (iii) high dose levels. In this paper, we analyze a set of data on the atomic bomb survivors of Japan to illustrate the use of the proposed methods. In addition, we examine the performance of these methods under different conditions based on a simulation study. Among all three cases, the adjustments proposed for the moderate dose case do not seem to work adequately. Both bias and variance are larger when using the adjusted model in comparison with the unadjusted model. The adjustments for the low dose case seem to work in reducing the bias in the estimation of the parameters under all types of compliance distributions. The MSEs, however, are larger under some of the compliance distribution considered. Finally, the results of this simulation study show that the adjustments for the high dose case are successful in achieving both a reduction in bias as well as a reduction in MSE, hence the overall efficiency of the estimation is improved.

ISSN:0361-0918    

DOI:10.1080/03610910008813658

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor

摘要:

While the use of the Portmanteau as a test for randomness in continuous data is well-known, this paper shows it can be applied it to discrete, Poisson data as well. Surprisingly, the Portmanteau test is useful even when the observed counts are small. Also surprising is the finding that small lags are more sensitive for detecting trends and transients than large lags. We show the Portmanteau is superior to the method of runs, the best previous test of randomness for discrete data. These findings allow the Portmanteau test to be used in many quality control applications (such as number of defective parts, machine breakdowns, etc.) as well as human behavior (such as issued patents or even crimes).

ISSN:0361-0918    

DOI:10.1080/03610910008813659

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor

摘要:

We present a methodology for computing the point and interval maximum likelihood parameter estimation for the two-parameter generalized Pareto distribution (GPD) with censored data. The basic idea underlying our method is a reduction of the two-dimensional numerical search for the zeros of the GPD log-likelihood gradient vector to a one-dimensional numerical search. We describe a computationally efficient algorithm which implement this approach. Two illustrative examples are presented. Simulation results indicate that the estimates derived by maximum likelihood estimation are more reliable against those of method of moments. An evaluation of the practical sample size requirements for the asymptotic normality is also included.

ISSN:0361-0918    

DOI:10.1080/03610910008813660

出版商:Marcel Dekker, Inc.    

年代:2000

数据来源: Taylor