Statistical Modeling最新文献

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Handling dropout and clustering in longitudinal multicentre clinical trials 纵向多中心临床试验中退出和聚类的处理
Statistical Modeling Pub Date : 2006-07-01 DOI: 10.1191/1471082X06st113oa
P. Bianco, R. Borgoni
{"title":"Handling dropout and clustering in longitudinal multicentre clinical trials","authors":"P. Bianco, R. Borgoni","doi":"10.1191/1471082X06st113oa","DOIUrl":"https://doi.org/10.1191/1471082X06st113oa","url":null,"abstract":"Many clinical trials enrol patients from different medical centres. Multi-centre studies are particularly helpful in cancer research as they allow researchers to evaluate the efficacy of a therapy in a variety of patients and settings, making it possible to investigate the effect of treatments in those cases when it is difficult, or even impossible, for a single centre to recruit the required number of patients. It is often argued, however, that despite agreement among different centres to follow common standardized protocols, variation may occur in both baseline characteristics of the recruited patients and in treatment effects. This heterogeneity should be detected and, if present, accounted for in the data analysis. Furthermore, the longitudinal nature of these types of experimental studies raises the problem of attrition, that is, patients may dropout of the study for a number of reasons mainly death or disease progression. In this paper, we consider the health related quality of life of advanced melanoma patients in a longitudinal multi-centre randomized clinical trial comparing two different anti-tumoural treatments. We propose a Heckman type model to account for the possibility that patients dropout according to a non-ignorable mechanism. The model is extended to a multilevel setting to account both for the longitudinal nature and the multi-centre structure of the design. We found a strong variation across centres in the quality of life evaluation. The effect of centres on the dropout was not found to be relevant in the considered data although dropout does depend on patient′s characteristics.","PeriodicalId":354759,"journal":{"name":"Statistical Modeling","volume":"119 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2006-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125143988","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 6
Binomial thinning models for integer time series 整数时间序列的二项细化模型
Statistical Modeling Pub Date : 2006-07-01 DOI: 10.1191/1471082X06st114oa
Robert C. Jung, A. Tremayne
{"title":"Binomial thinning models for integer time series","authors":"Robert C. Jung, A. Tremayne","doi":"10.1191/1471082X06st114oa","DOIUrl":"https://doi.org/10.1191/1471082X06st114oa","url":null,"abstract":"This article considers some simple observation-driven time series models for counts. We provide a brief description of the class of integer-valued autoregressive (INAR) and integer-valued moving average (INMA) processes. These classes of models may be attractive when the data exhibit a significant serial dependence structure. We, therefore, briefly review various testing procedures useful for assessing the serial correlation in the data. Once it is established that the data are not serially independent, suitable INAR or INMA processes may be employed to model the data. In the important first order INAR model, we discuss various methods of estimating the structural parameters of the process. We also give a short account of the extension of some of these estimation procedures to second order INAR models. Moving average counterparts of both models are also entertained. Throughout, the models and methods are illustrated in the context of a famous data set from the branching process literature that turns out to be surprisingly difficult to model satisfactorily.","PeriodicalId":354759,"journal":{"name":"Statistical Modeling","volume":"5 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2006-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133315189","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 73
Space-cohort Bayesian models in ecological studies 生态学研究中的空间队列贝叶斯模型
Statistical Modeling Pub Date : 2006-07-01 DOI: 10.1191/1471082X06st111oa
D. Catelan, A. Biggeri, E. Dreassi, C. Lagazio
{"title":"Space-cohort Bayesian models in ecological studies","authors":"D. Catelan, A. Biggeri, E. Dreassi, C. Lagazio","doi":"10.1191/1471082X06st111oa","DOIUrl":"https://doi.org/10.1191/1471082X06st111oa","url":null,"abstract":"The ecological association between ‘low educational level′ and lung cancer mortality, both recorded at municipality level, is investigated. Six birth cohorts were retained from 1905 to 1940. Education data were derived from censuses of the period 1921-91. The education score was defined as prevalence of less educated people and was measured on a relative scale, defining a different threshold for ‘low educational level′ at each census. Four potentially relevant ages at first exposure were defined (20, 30, 40,50) to explore the temporal pattern of the disease. Thus, mortality in each cohort was matched to relative education at different periods corresponding to different ages at first exposure. The relevance of each age at first exposure and the degree of association between education and lung cancer mortality (males, Tuscany, 1971-99) were evaluated, defining a set of hierarchical Bayesian models, each corresponding to a different aetiologic hypothesis. Results show an inverse relationship between low education score and mortality for lung cancer, whose intensity decreases by cohort and becomes positive in the last one. This association was more evident for age at first exposure in the range 20-30 years. These results are consistent with the epidemiological transition of risk factors among socioeconomic classes and are coherent with the biological model of initiating carcinogen agents.","PeriodicalId":354759,"journal":{"name":"Statistical Modeling","volume":"118 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2006-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124561575","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 11
Comparing vocational training courses through a discrete-time multilevel hazard model 通过离散时间多层风险模型比较职业培训课程
Statistical Modeling Pub Date : 2006-07-01 DOI: 10.1191/1471082X06st115oa
O. Paccagnella
{"title":"Comparing vocational training courses through a discrete-time multilevel hazard model","authors":"O. Paccagnella","doi":"10.1191/1471082X06st115oa","DOIUrl":"https://doi.org/10.1191/1471082X06st115oa","url":null,"abstract":"In this article, the author provides an econometric approach for comparing vocational training courses, and aims to study how courses affect individual behaviour. Given the hierarchical nature of the data and the purposes of the analysis, he proposes the application of a discrete-time multilevel hazard model. The variable of interest is the duration (in months) of the first job-search after the end of the course. The author focusses on contextual and correlated (course) effects and comments on the results also in terms of school effectiveness. The approach may be easily applied to several other clustered structures.","PeriodicalId":354759,"journal":{"name":"Statistical Modeling","volume":"27 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2006-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114848273","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 6
A hierarchical Bayesian model for a variability analysis of measurements of occupational n-hexane exposure in Italy 一个层次贝叶斯模型的可变性分析测量的职业正己烷暴露在意大利
Statistical Modeling Pub Date : 2006-07-01 DOI: 10.1191/1471082X06st110oa
S. Toti, A. Biggeri, A. Baldasseroni
{"title":"A hierarchical Bayesian model for a variability analysis of measurements of occupational n-hexane exposure in Italy","authors":"S. Toti, A. Biggeri, A. Baldasseroni","doi":"10.1191/1471082X06st110oa","DOIUrl":"https://doi.org/10.1191/1471082X06st110oa","url":null,"abstract":"This study evaluates changes over time in occupational exposure to n-hexane by longitudinal repeated measurements analysis of data from the Biological Monitoring Registry from 1991 to 1998. The main sources of variability in n-hexane exposure among manufacturing workers in Florence province (Italy) are inspected. The 2,5-hexanedione concentrations in urine of industrial workers are explained by structural, individual and factory information. Here we analyse the effectiveness of a 1994 law on workplace conditions based on variability decomposition of measured 2,5-hexanedione concentrations. We propose a hierarchical Bayesian model which takes into account the different levels of aggregation of data. The results show that for leather and shoe factories, the within-subject and within-factory variance components remain the most important over the time of study, whereas the between-factory components decreased in accordance with the expected effect of the new legislation.","PeriodicalId":354759,"journal":{"name":"Statistical Modeling","volume":"6 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2006-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"117340632","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Estimation and filtering by reversible jump MCMC for a doubly stochastic Poisson model for ultra-high-frequency financial data 超高频金融数据双随机泊松模型的可逆跳变MCMC估计与滤波
Statistical Modeling Pub Date : 2006-07-01 DOI: 10.1191/1471082X06st112oa
S. Centanni, M. Minozzo
{"title":"Estimation and filtering by reversible jump MCMC for a doubly stochastic Poisson model for ultra-high-frequency financial data","authors":"S. Centanni, M. Minozzo","doi":"10.1191/1471082X06st112oa","DOIUrl":"https://doi.org/10.1191/1471082X06st112oa","url":null,"abstract":"We propose a modeling framework for ultra-high-frequency data on financial asset price movements. The models proposed belong to the class of the doubly stochastic Poisson processes with marks and allow an interpretation of the changes in price volatility and trading activity in terms of news or information arrival. Assuming that the intensity process underlying event arrivals is unobserved by market agents, we propose a signal extraction (filtering) method based on the reversible jump Markov chain Monte Carlo algorithm. Moreover, given a realization of the price process, inference on the parameters can be performed by appealing to stochastic versions of the expectation-maximization algorithm. The simulation methods proposed will be applied to the computation of hedging strategies and derivative prices.","PeriodicalId":354759,"journal":{"name":"Statistical Modeling","volume":"49 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2006-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115746798","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 24
Comment on the logistic-sinh distribution 论物流配送
Statistical Modeling Pub Date : 2006-04-01 DOI: 10.1191/1471082X06st109er
S. Nadarajah, S. Kotz
{"title":"Comment on the logistic-sinh distribution","authors":"S. Nadarajah, S. Kotz","doi":"10.1191/1471082X06st109er","DOIUrl":"https://doi.org/10.1191/1471082X06st109er","url":null,"abstract":"where aj, bj and φ are real parameters (obviously, there must be relationships among these parameters to ensure that Equation (2) is a valid pdf). This distribution has been documented in several books, including Johnson and Kotz (1970), Balakrishnan (1992) and Johnson et al. (1995). It is easy to see that Equation (1) is simply a particular case of Equation (2) with m = 3, n = 4, φ = 1, a0 = 0, a1 = 2λ/e, a2 = 0, a3 = 2λe, b0 = (λ/e)2, b1 = 4λ/e, b2 = 4 − 2λ2, b3 = −4λe and b4 = λ2e2 under the transformation, Y = exp(X/θ).","PeriodicalId":354759,"journal":{"name":"Statistical Modeling","volume":"43 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2006-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133133341","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Bayesian semi-parametric accelerated failure time model for paired doubly interval-censored data 成对双间隔截尾数据的贝叶斯半参数加速失效时间模型
Statistical Modeling Pub Date : 2006-04-01 DOI: 10.1191/1471082X06st107oa
A. Komárek, E. Lesaffre
{"title":"Bayesian semi-parametric accelerated failure time model for paired doubly interval-censored data","authors":"A. Komárek, E. Lesaffre","doi":"10.1191/1471082X06st107oa","DOIUrl":"https://doi.org/10.1191/1471082X06st107oa","url":null,"abstract":"In this paper, we propose a methodology which a) evaluates the effect of covariates on doubly interval-censored paired responses, b) is based on minimal parametric assumptions concerning the distributional parts of the model and c) evaluates the association between the two responses of the pair. Our methodology tackles three research questions arising from the Signal Tandmobiel® project, a prospective Flemish (Belgian) longitudinal dental study. The research questions are 1) What is the effect of baseline covariates on the time-to-caries of the permanent right first molars? 2) Is the effect of the covariates the same for the upper and lower teeth? 3) What is the association between the times-to-caries on the upper and lower teeth? Time-to-caries is defined as the difference of two interval-censored observations, caries time and emergence time, and hence it is a doubly interval-censored response. We suggest using an accelerated failure time model with a bivariate smooth error distribution being a mixture of bivariate normal components defined on a fine fixed grid. To deal with the problem of doubly interval censoring, we use Bayesian methodology and Markov chain Monte Carlo sampling.","PeriodicalId":354759,"journal":{"name":"Statistical Modeling","volume":"40 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2006-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124967865","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 20
Assessment of variance components in elliptical linear mixed models 椭圆线性混合模型中方差成分的评估
Statistical Modeling Pub Date : 2006-04-01 DOI: 10.1191/1471082X06st104oa
C. Savalli, G. Paula, Francisco Ja Cysneiros
{"title":"Assessment of variance components in elliptical linear mixed models","authors":"C. Savalli, G. Paula, Francisco Ja Cysneiros","doi":"10.1191/1471082X06st104oa","DOIUrl":"https://doi.org/10.1191/1471082X06st104oa","url":null,"abstract":"The aim of this article is to discuss the problem of testing variance components in elliptical linear mixed models. The elliptical class includes all symmetrical continuous distributions, such as normal, Student-t, Pearson VII, power exponential, logistic I, logistic II, and so on. An approach for elliptical linear mixed models is proposed. The estimation procedure for the fixed parameters, variance components and random effects is also presented and a score-type test for one-sided alternatives to assess the variance components is investigated. Finally, two illustrative examples are given in which normal linear mixed models are compared with elliptical linear mixed models with heavy-tailed error distributions.","PeriodicalId":354759,"journal":{"name":"Statistical Modeling","volume":"21 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2006-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122430090","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 42
Regression models for covariance structures in longitudinal studies 纵向研究中协方差结构的回归模型
Statistical Modeling Pub Date : 2006-04-01 DOI: 10.1191/1471082X06st105oa
Jianxin Pan, G. MacKenzie
{"title":"Regression models for covariance structures in longitudinal studies","authors":"Jianxin Pan, G. MacKenzie","doi":"10.1191/1471082X06st105oa","DOIUrl":"https://doi.org/10.1191/1471082X06st105oa","url":null,"abstract":"A convenient reparametrization of the marginal covariance matrix arising in longitudinal studies is discussed. The new parameters have transparent statistical interpretations, are unconstrained and may be modelled parsimoniously in terms of polynomials of time. We exploit this framework to model the dependence of the covariance structure on baseline covariates, time and their interaction. The rationale is based on the assumption that a homogeneous covariance structure with respect to the covariate space is a testable model choice. Accordingly, we provide methods for testing this assumption by incorporating covariates along with time into the model for the covariance structure. We also present new computational algorithms which can handle unbalanced longitudinal data, thereby extending existing methods. The new model is used to analyse Kenward’s (1987) cattle data, and the findings are compared with published analyses of the same data set.","PeriodicalId":354759,"journal":{"name":"Statistical Modeling","volume":"23 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2006-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115369348","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 45
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