{"title":"Semiparametric model averaging prediction in nested case-control studies.","authors":"Mengyu Li, Xiaoguang Wang","doi":"10.1080/02664763.2024.2447324","DOIUrl":"https://doi.org/10.1080/02664763.2024.2447324","url":null,"abstract":"<p><p>Survival predictions for patients are becoming increasingly important in clinical practice as they play a crucial role in aiding healthcare professionals to make more informed diagnoses and treatment decisions. The nested case-control designs have been extensively utilized as a cost-effective solution in many large cohort studies across epidemiology and other research fields. To achieve accurate survival predictions of individuals from nested case-control studies, we propose a semiparametric model averaging approach based on the partly linear additive proportional hazards structure to avoid the curse of dimensionality. The inverse probability weighting method is considered to estimate the parameters of submodels used in model averaging. We choose the weights by maximizing the pseudo-likelihood function constructed for the aggregated model and discuss the asymptotic optimality of selected weights. Simulation studies are conducted to assess the performance of our proposed model averaging method in the nested case-control study. Furthermore, we apply the proposed approach to real data to demonstrate its superiority.</p>","PeriodicalId":15239,"journal":{"name":"Journal of Applied Statistics","volume":"52 10","pages":"1904-1930"},"PeriodicalIF":1.1,"publicationDate":"2024-12-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12320267/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144789264","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Albert Whata, Justine B Nasejje, Najmeh Nakhaei Rad, Tshilidzi Mulaudzi, Ding-Geng Chen
{"title":"Adapting and evaluating deep-pseudo neural network for survival data with time-varying covariates.","authors":"Albert Whata, Justine B Nasejje, Najmeh Nakhaei Rad, Tshilidzi Mulaudzi, Ding-Geng Chen","doi":"10.1080/02664763.2024.2444649","DOIUrl":"https://doi.org/10.1080/02664763.2024.2444649","url":null,"abstract":"<p><p>The Extended Cox model provides an alternative to the proportional hazard Cox model for modelling data including time-varying covariates. Incorporating time-varying covariates is particularly beneficial when dealing with survival data, as it can improve the precision of survival function estimation. Deep learning methods, in particular, the Deep-pseudo survival neural network (DSNN) model have demonstrated a high potential for accurately predicting right-censored survival data when dealing with time-invariant variables. The DSNN's ability to discretise survival times makes it a natural choice for extending its application to scenarios involving time-varying covariates. This study adapts the DSNN to predict survival probabilities for data with time-varying covariates. To demonstrate this, we considered two scenarios: significant and non-significant time-varying covariates. For significant covariates, the Brier scores were below 0.25 at all considered specific time points, while, in the non-significant case, the Brier scores were above 0.25. The results illustrate that the DSNN performed comparably to the extended Cox, the Dynamic-DeepHit and mulitivariate joint models and on the simulated data. A real-world data application further confirms the predictive potential of the DSNN model in modelling survival data with time-varying covariates.</p>","PeriodicalId":15239,"journal":{"name":"Journal of Applied Statistics","volume":"52 10","pages":"1847-1870"},"PeriodicalIF":1.1,"publicationDate":"2024-12-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12320266/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144789261","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Latent class profile model with time-dependent covariates: a study on symptom patterning of patients for head and neck cancer.","authors":"Jung Wun Lee, Hayley Dunnack Yackel","doi":"10.1080/02664763.2024.2435997","DOIUrl":"10.1080/02664763.2024.2435997","url":null,"abstract":"<p><p>The latent class profile model (LCPM) is a widely used technique for identifying distinct subgroups within a sample based on observations' longitudinal responses to categorical items. This paper proposes an expanded version of LCPM by embedding time-specific structures. Such development allows analysts to investigate associations between latent class memberships and time-dependent predictors at specific time points. We suggest a simultaneous estimation of latent class measurement parameters via the expectation-maximization (EM) algorithm, which yields valid point and interval estimators of associations between latent class memberships and covariates. We illustrate the validity of our estimation strategy via numerical studies. In addition, we demonstrate the novelty of the proposed model by analyzing the head and neck cancer data set.</p>","PeriodicalId":15239,"journal":{"name":"Journal of Applied Statistics","volume":"52 8","pages":"1628-1648"},"PeriodicalIF":1.2,"publicationDate":"2024-12-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12147489/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144266340","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A control chart for bivariate discrete data monitoring.","authors":"Ayesha Talib, Sajid Ali, Ismail Shah","doi":"10.1080/02664763.2024.2438795","DOIUrl":"https://doi.org/10.1080/02664763.2024.2438795","url":null,"abstract":"<p><p>Control charts are sophisticated graphical tools used to detect and control aberrant variations. Different control schemes are designed to continuously monitor and improve the process stability and performance. This study proposes a bivariate exponentially weighted moving average chart for joint monitoring of the mean vector of Gumbel's bivariate geometric (GBG) data. The performance of the proposed chart is compared with Hotelling's <math><msup><mi>T</mi> <mn>2</mn></msup> </math> chart. The results of the study indicated that the proposed control chart performs uniformly and substantially better than Hotelling's <math><msup><mi>T</mi> <mn>2</mn></msup> </math> chart. In addition to two real-life examples, an example based on simulated data is also considered and compared to existing charts to verify the superiority of the proposed chart. Based on the comparisons, it turns out that the MEWMA (GBG) chart outperforms Hotelling's <math><msup><mi>T</mi> <mn>2</mn></msup> </math> chart and individual EWMA control chart.</p>","PeriodicalId":15239,"journal":{"name":"Journal of Applied Statistics","volume":"52 9","pages":"1713-1741"},"PeriodicalIF":1.2,"publicationDate":"2024-12-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12217121/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144560246","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Qunzhi Xu, Hongzhen Tian, Ananda Sarkar, Yajun Mei
{"title":"Rollout designs for lump-sum data.","authors":"Qunzhi Xu, Hongzhen Tian, Ananda Sarkar, Yajun Mei","doi":"10.1080/02664763.2024.2440031","DOIUrl":"10.1080/02664763.2024.2440031","url":null,"abstract":"<p><p>This work studies rollout design problems with a focus of suitable choices of rollout rate under the standard Type I and Type II error probabilities control framework. The main challenge of rollout design is that data is often observed in a lump-sum manner from a spatio-temporal point of view: (1) temporally, only the sum of data in a given sliding time window can be observed; (2) spatially, there are two subgroups for the data at each time step: control and treatment, but one can only observe the total values instead of individual values from each subgroup. We develop rollout tests of lump-sum data under both fixed-sample-size and sequential settings, subject to the constraints on Type I and Type II error probabilities. Numerical studies are conducted to validate our theoretical results.</p>","PeriodicalId":15239,"journal":{"name":"Journal of Applied Statistics","volume":"52 9","pages":"1777-1790"},"PeriodicalIF":1.2,"publicationDate":"2024-12-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12217103/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144560151","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Dayna P Saldaña Zepeda, Richard Heerema, Ciro Velasco Cruz, William Giese, Joshua Sherman
{"title":"Delaying bud-break on pecan trees: a Bayesian longitudinal multinomial regression approach.","authors":"Dayna P Saldaña Zepeda, Richard Heerema, Ciro Velasco Cruz, William Giese, Joshua Sherman","doi":"10.1080/02664763.2024.2436007","DOIUrl":"10.1080/02664763.2024.2436007","url":null,"abstract":"<p><p>A multivariate Bayesian Probit model is adapted to analyze a longitudinal multiclass-ordinal response, with a linear plateau as the longitudinal model. Measurements on pecan bud growth were collected on irregular time intervals, about a week apart from late March to mid April, using a six-level ordinal scale. The data are from two randomized complete block designs with four blocks each. The experiments were setup and initiated in 2018 in a pecan orchard, at two different locations, to evaluate the effect of two sets of four treatments on delaying growth of recently broken pecan buds to minimize bud loss due to low temperatures. A simulation study was successfully carried out to validate the model implementation. Treatment 3 of Experiment 1 was associated with the greatest reduction in bud growth rate. In Experiment 2, Treatments 2 and 3 had some effect on delaying bud growth. Although treatment effects were not statistically different in either experiment, this paper presents a practical and efficient modeling technique for longitudinal multinomial ordinal data, a common data type in applied agricultural research studies.</p>","PeriodicalId":15239,"journal":{"name":"Journal of Applied Statistics","volume":"52 8","pages":"1649-1669"},"PeriodicalIF":1.2,"publicationDate":"2024-12-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12147487/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144266339","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Interval-valued scalar-on-function linear quantile regression based on the bivariate center and radius method.","authors":"Kaiyuan Liu, Min Xu, Jiang Du, Tianfa Xie","doi":"10.1080/02664763.2024.2440035","DOIUrl":"10.1080/02664763.2024.2440035","url":null,"abstract":"<p><p>Interval-valued functional data, a new type of data in symbolic data analysis, depicts the characteristics of a variety of big data and has drawn the attention of many researchers. Mean regression is one of the important methods for analyzing interval-valued functional data. However, this method is sensitive to outliers and may lead to unreliable results. As an important complement to mean regression, this paper proposes an interval-valued scalar-on-function linear quantile regression model. Specifically, we constructed two linear quantile regression models for the interval-valued response and interval-valued functional regressors based on the bivariate center and radius method. The proposed model is more robust and efficient than mean regression methods when the data contain outliers as well as the error does not follow the normal distribution. Numerical simulations and real data analysis of a climate dataset demonstrate the effectiveness and superiority of the proposed method over the existing methods.</p>","PeriodicalId":15239,"journal":{"name":"Journal of Applied Statistics","volume":"52 9","pages":"1791-1824"},"PeriodicalIF":1.2,"publicationDate":"2024-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12217117/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144560150","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Scalable Bayesian inference for bradley-Terry models with ties: an application to honour based abuse.","authors":"Rowland G Seymour, Fabian Hernandez","doi":"10.1080/02664763.2024.2436608","DOIUrl":"https://doi.org/10.1080/02664763.2024.2436608","url":null,"abstract":"<p><p>Honour-based abuse covers a wide range of family abuse including female genital mutilation and forced marriage. Safeguarding professionals need to identify where abuses are happening in their local community to the best support those at risk of these crimes and take preventative action. However, there is little local data about these kinds of crime. To tackle this problem, we ran comparative judgement surveys to map abuses at the local level, where participants where shown pairs of wards and asked which had a higher rate of honour based abuse. In previous comparative judgement studies, participants reported fatigue associated with comparisons between areas with similar levels of abuse. Allowing for tied comparisons reduces fatigue, but increase the computational complexity when fitting the model. We designed an efficient Markov Chain Monte Carlo algorithm to fit a model with ties, allowing for a wide range of prior distributions on the model parameters. Working with South Yorkshire Police and Oxford Against Cutting, we mapped the risk of honour-based abuse at the community level in two counties in the UK.</p>","PeriodicalId":15239,"journal":{"name":"Journal of Applied Statistics","volume":"52 9","pages":"1695-1712"},"PeriodicalIF":1.2,"publicationDate":"2024-12-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12217112/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144560152","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Estimation for time-varying coefficient smoothed quantile regression.","authors":"Lixia Hu, Jinhong You, Qian Huang, Shu Liu","doi":"10.1080/02664763.2024.2440056","DOIUrl":"10.1080/02664763.2024.2440056","url":null,"abstract":"<p><p>Time-varying coefficient regression is commonly used in the modeling of nonstationary stochastic processes. In this paper, we consider a time-varying coefficient <b>con</b>volution-type smoothed <b>qu</b>antil<b>e</b> <b>r</b>egression (<i>conquer</i>). The covariates and errors are assumed to belong to a general class of locally stationary processes. We propose a local linear <i>conquer</i> estimator for the varying-coefficient function, and obtain the global Bahadur-Kiefer representation, which yields the asymptotic normality. Furthermore, statistical inference on simultaneous confidence bands is also studied. We investigate the finite-sample performance of the <i>conquer</i> estimator and confirm the validity of our asymptotic theory by conducting extensive simulation studies. We also consider financial volatility data as an example of a real-world application.</p>","PeriodicalId":15239,"journal":{"name":"Journal of Applied Statistics","volume":"52 9","pages":"1825-1846"},"PeriodicalIF":1.2,"publicationDate":"2024-12-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12217113/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144560148","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Integrative analysis of high-dimensional quantile regression with contrasted penalization.","authors":"Panpan Ren, Xu Liu, Xiao Zhang, Peng Zhan, Tingting Qiu","doi":"10.1080/02664763.2024.2438799","DOIUrl":"10.1080/02664763.2024.2438799","url":null,"abstract":"<p><p>In the era of big data, the simultaneous analysis of multiple high-dimensional, heavy-tailed datasets has become essential. Integrative analysis offers a powerful approach to combine and synthesize information from these various datasets, and often outperforming traditional meta-analysis and single-dataset analysis. In this paper, we introduce a novel high-dimensional integrative quantile regression that can accommodate the complexities inherent in multi-dataset analysis. A contrast penalty that smooths regression coefficients is introduced to account for across-dataset structures and improve variable selection. To ease the computational burden associated with high-dimensional quantile regression, a new algorithm is developed that is effective at computing solution paths and selecting significant variables. Monte Carlo simulations demonstrate its competitive performance. Additionally, the proposed method is applied to data from the China Health and Retirement Longitudinal Study, illustrating its practical utility in identifying influential factors affecting support income for the elderly. Findings indicate that adult children's individual characteristics and emotional comfort are primary factors of support income, and the extent of their impact varies across regions.</p>","PeriodicalId":15239,"journal":{"name":"Journal of Applied Statistics","volume":"52 9","pages":"1760-1776"},"PeriodicalIF":1.2,"publicationDate":"2024-12-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12217111/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144560149","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}