Wald Tests of Location for Symmetric Nonnormal Data

For nonnormal data we suggest a test of location based on a broader family of distributions than normality. Such a test will in a sense fall between the standard parametric and non parametric tests. We see that the Wald tests based on this family of distributions have some advantages over the score tests and that they perform well in comparison to standard parametric and nonparametric tests in a variety of situations. We also consider when and how to apply such tests in practice.     

Non-inferiority of new procedure to standard procedure in stratified matched-pair design

We consider the statistical testing for non-inferiority of a new treatment compared with the standard one under matched-pair setting in a stratified study or in several trials. A non-inferiority test based on the efficient scores and a Mantel-Haenszel (M-H) like procedure with restricted maximum likelihood estimators (RMLEs) of nuisance parameters and their corresponding sample size formulae are presented. We evaluate the above tests and the M-H type Wald test in level and power. The stratified score test is conservative and provides the best power. The M-H like procedure with RMLEs gives an accurate level. However, the Wald test is anti-conservative and we suggest caution when it is used. The unstratified score test is not biased but it is less powerful than the stratified score test when base-line probabilities related to strata are not the same. This investigation shows that the stratified score test possesses optimum statistical properties in testing non-inferiority. A common difference between two proportions across strata is the basic assumption of the stratified tests, we present appropriate tests to validate the assumption and related remarks.     

Testing approaches for overdispersion in poisson regression versus the generalized poisson model

Overdispersion is a common phenomenon in Poisson modeling, and the negative binomial (NB) model is frequently used to account for overdispersion. Testing approaches (Wald test, likelihood ratio test (LRT), and score test) for overdispersion in the Poisson regression versus the NB model are available. Because the generalized Poisson (GP) model is similar to the NB model, we consider the former as an alternate model for overdispersed count data. The score test has an advantage over the LRT and the Wald test in that the score test only requires that the parameter of interest be estimated under the null hypothesis. This paper proposes a score test for overdispersion based on the GP model and compares the power of the test with the LRT and Wald tests. A simulation study indicates the score test based on asymptotic standard Normal distribution is more appropriate in practical application for higher empirical power, however, it underestimates the nominal significance level, especially in small sample situations, and examples illustrate the results of comparing the candidate tests between the Poisson and GP models. A bootstrap test is also proposed to adjust the underestimation of nominal level in the score statistic when the sample size is small. The simulation study indicates the bootstrap test has significance level closer to nominal size and has uniformly greater power than the score test based on asymptotic standard Normal distribution. From a practical perspective, we suggest that, if the score test gives even a weak indication that the Poisson model is inappropriate, say at the 0.10 significance level, we advise the more accurate bootstrap procedure as a better test for comparing whether the GP model is more appropriate than Poisson model. Finally, the Vuong test is illustrated to choose between GP and NB2 models for the same dataset.     

A comparison of test statistics for assessing the effects of concomitant variables in survival analysis

In data analysis involving the proportional-hazards regression model due to Cox (1972, Journal of the Royal Statistical Society, Series B 34, 187-220), the test criteria commonly used for assessing the partial contribution to survival of subsets of concomitant variables are the classical likelihood ratio (LR) and Wald statistics. This paper presents an investigation of three other test criteria with potentially major computational advantages over the classical tests, especially for stepwise variable selection in moderate to large data sets. The alternative criteria considered are Rao's efficient score statistic and two other score statistics. Under the Cox model, the performance of these tests is examined empirically and compared with the performance of the LR and Wald statistics. Rao's test performs comparably to the LR test in all the cases considered. The performance of the other criteria is competitive in many cases. The use of these statistics is illustrated in a study of coronary artery disease.     

Testing Hardy–Weinberg Equilibrium and Homogeneity of Hardy–Weinberg Disequilibrium using Complex Survey Data

Summary For studies on population genetics, the use of representative random samples of the target population can avoid ascertainment bias. Genetic variation data from over a hundred genes were collected in a U.S. nationally representative sample in the Third National Health and Nutrition Examination Survey (NHANES III). Surveys such as the NHANES have complex stratified multistage cluster sample designs with sample weighting that can inflate variances and alter the expectations of test statistics. Thus, classical statistical tests of Hardy–Weinberg equilibrium (HWE) and homogeneity of HW disequilibrium (HHWD) for simple random samples are not suitable for data from complex samples. We propose using Wald tests for HWE and generalized score tests for HHWD that have been modified for complex samples. Monte Carlo simulation studies are used to investigate the finite sample properties of the proposed tests. Rao–Scott corrections applied to the tests were found to improve their type I error properties. Our methods are applied to the NHANES III genetic data for three loci involved in metabolizing lead in the body.     

Comparison of independent samples of high-dimensional data by pairwise distance measures

Pairwise distance or association measures of sample elements are often used as a basis for hierarchical cluster analyses. They can also be used in tests for the comparison of pre-defined subgroups of the total sample. Usually this is done with permutation tests In this paper, we compare such a procedure with alternative tests for high-dimensional data based on spherically distributed scores in simulation experiments and with real data. The tests based on the pairwise distance or similarity measures perform quite well in this comparison. As the number of possible permutations is small in very small samples, this might restrict the use of the test. Therefore, we propose an exact parametric small sample version of the test using randomly rotated samples.     

Trend Test for Overdispersed Proportions

The Cochran-Armitage test has commonly been used for a trend test in binomial proportions. The quasi-likelihood method provides a simple approach to model extra-binomial proportions. Two versions of the score and Wald tests using different parameterizations for the extra-binomial variance were investigated: one in terms of intercluster correlation, and another in terms of variance. The Monte Carlo simulation was used to evaluate the performance of the each version of the score test and the Wald test, and the Cochran-Armitage test. The simulation shows that the Cochran-Armitage test has the proper size only for the binomial sample data, and the test is no longer valid when applied to the extra-binomial data. The Wald test is more likely to exceed the nominal level than the score test under either intercluster correlation model or variance model. Both score tests performed very well even with the binomial data; the tests control the type I error and in the meantime maintain the power of detecting the dose effects. Based on the design considered in this paper, the two scores test are comparable. The score test based on the intercluster correlations model seems better controlling the Type I error but appears less powerful than that based on the variance model. An example from a developmental toxicity experiment is given.     

Power comparison of parametric and nonparametric linkage tests in small pedigrees

When the mode of inheritance of a disease is unknown, the LOD-score method of linkage analysis must take into account uncertainties in model parameters. We have previously proposed a parametric linkage test called "MFLOD," which does not require specification of disease model parameters. In the present study, we introduce two new model-free parametric linkage tests, known as "MLOD" and "MALOD." These tests are defined, respectively, as the LOD score and the admixture LOD score, maximized (subject to the same constraints as MFLOD) over disease-model parameters. We compared the power of these three parametric linkage tests and that of two nonparametric linkage tests, NPLall and NPLpairs, which are implemented in GENEHUNTER. With the use of small pedigrees and a fully informative marker, we found the powers of MLOD, NPLall, and NPLpairs to be almost equivalent to each other and not far below that of a LOD-score analysis performed under the assumption the correct genetic parameters. Thus, linkage analysis is not much hindered by uncertain mode of inheritance. The results also suggest that both parametric and nonparametric methods are suitable for linkage analysis of complex disorders in small pedigrees. However, whether these results apply to large pedigrees remains to be answered.     

Prognostic prediction of the immunohistochemical expression of p16 and p53 in cutaneous melanoma: a comparison of two populations from different geographical regions

p16INK4a and p53 are tumor-suppressor genes frequently altered in various malignancies, including cutaneous melanoma. The purpose of the study was to establish the prognostic value of immunohistochemical expression of p16INK4a a and p53 in sporadic cutaneous melanoma (CM) in two regions with a high-risk for melanoma in Italy and Ecuador. Immunohistochemical staining of p16 and p53 was performed in samples of primary CM from 82 patients with Stage I and II melanoma according to the American Joint Committee on Cancer (AJCC) staging system. Survival differences between categories of p16 or p53 expression were analyzed using the product-limit procedure (Kaplan-Meier method, log-rank test). Clinical variables (gender, age, tumor location, Clark's level, thickness) were correlated with survival and p16 or p53 expression. p16 nuclear immunoreactivity was observed in 85% of Italian patients compared to 48.7% of Ecuadorians; a small number of cases showed p53 immunoreactivity in both populations. Only nuclear p16 expression exhibited a significant correlation with survival (Italians p=0.001, Ecuadorians p=0.017) but did not appear to correlate with any clinicopathological parameter. No significant difference was observed in survival with regard to p53 expression or cytoplasmic p16. Our results demonstrate that nuclear expression of p16 can be considered a molecular prognostic factor in patients with sporadic CM and indicate its importance as a clinical marker.     

A partially parametric estimator of survival in the presence of randomly censored data

Many biological or medical experiments have as their goal to estimate the survival function of a specified population of subjects when the time to the specified event may be censored due to loss to follow-up, the occurrence of another event that precludes the occurrence of the event of interest, or the study being terminated before the event of interest occurs. This paper suggests an improvement of the Kaplan-Meier product-limit estimator when the censoring mechanism is random. The proposed estimator treats the uncensored observations nonparametrically and uses a parametric model only for the censored observations. One version of this proposed estimator always has a smaller bias and mean squared error than the product-limit estimator. An example estimating the survival function of patients enrolled in the Ohio State University Bone Marrow Transplant Program is presented.     

Some alternatives to asymptotic tests for the analysis of pharmacogenetic data using nonlinear mixed effects models

Nonlinear mixed effects models allow investigating individual differences in drug concentration profiles (pharmacokinetics) and responses. Pharmacogenetics focuses on the genetic component of this variability. Two tests often used to detect a gene effect on a pharmacokinetic parameter are (1) the Wald test, assessing whether estimates for the gene effect are significantly different from 0 and (2) the likelihood ratio test comparing models with and without the genetic effect. Because those asymptotic tests show inflated type I error on small sample size and/or with unevenly distributed genotypes, we develop two alternatives and evaluate them by means of a simulation study. First, we assess the performance of the permutation test using the Wald and the likelihood ratio statistics. Second, for the Wald test we propose the use of the F-distribution with four different values for the denominator degrees of freedom. We also explore the influence of the estimation algorithm using both the first-order conditional estimation with interaction linearization-based algorithm and the stochastic approximation expectation maximization algorithm. We apply these methods to the analysis of the pharmacogenetics of indinavir in HIV patients recruited in the COPHAR2-ANRS 111 trial. Results of the simulation study show that the permutation test seems appropriate but at the cost of an additional computational burden. One of the four F-distribution-based approaches provides a correct type I error estimate for the Wald test and should be further investigated.     

Testing inflated zeros in binomial regression models

Binomial regression models are commonly applied to proportion data such as those relating to the mortality and infection rates of diseases. However, it is often the case that the responses may exhibit excessive zeros; in such cases a zero‐inflated binomial (ZIB) regression model can be applied instead. In practice, it is essential to test if there are excessive zeros in the outcome to help choose an appropriate model. The binomial models can yield biased inference if there are excessive zeros, while ZIB models may be unnecessarily complex and hard to interpret, and even face convergence issues, if there are no excessive zeros. In this paper, we develop a new test for testing zero inflation in binomial regression models by directly comparing the amount of observed zeros with what would be expected under the binomial regression model. A closed form of the test statistic, as well as the asymptotic properties of the test, is derived based on estimating equations. Our systematic simulation studies show that the new test performs very well in most cases, and outperforms the classical Wald, likelihood ratio, and score tests, especially in controlling type I errors. Two real data examples are also included for illustrative purpose.     

Non-inferiority testing with a variable margin

There has been growing interest, when comparing an experimental treatment with an active control with respect to a binary outcome, in allowing the non-inferiority margin to depend on the unknown success rate in the control group. It does not seem universally recognized, however, that the statistical test should appropriately adjust for the uncertainty surrounding the non-inferiority margin. In this paper, we inspect a naive procedure that treats an "observed margin" as if it were fixed a priori, and explain why it might not be valid. We then derive a class of tests based on the delta method, including the Wald test and the score test, for a smooth margin. An alternative derivation is given for the asymptotic distribution of the likelihood ratio statistic, again for a smooth margin. We discuss the asymptotic behavior of these tests when applied to a piecewise smooth margin. A simple condition on the margin function is given which allows the likelihood ratio test to carry over to a piecewise smooth margin using the same critical value as for a smooth margin. Simulation experiments are conducted, under a smooth margin and a piecewise linear margin, to evaluate the finite-sample performance of the asymptotic tests studied.     

Multivariate extensions of McNemar's test

This article considers global tests of differences between paired vectors of binomial probabilities, based on data from two dependent multivariate binary samples. Difference is defined as either an inhomogeneity in the marginal distributions or asymmetry in the joint distribution. For detecting the first type of difference, we propose a multivariate extension of McNemar's test and show that it is a generalized score test under a generalized estimating equations (GEE) approach. Univariate features such as the relationship between the Wald and score tests and the dropout of pairs with the same response carry over to the multivariate case and the test does not depend on the working correlation assumption among the components of the multivariate response. For sparse or imbalanced data, such as occurs when the number of variables is large or the proportions are close to zero, the test is best implemented using a bootstrap, and if this is computationally too complex, a permutation distribution. We apply the test to safety data for a drug, in which two doses are evaluated by comparing multiple responses by the same subjects to each one of them.     

Powerful tests for detecting a gene effect in the presence of possible gene-gene interactions using garrote kernel machines

We propose in this article a powerful testing procedure for detecting a gene effect on a continuous outcome in the presence of possible gene-gene interactions (epistasis) in a gene set, e.g., a genetic pathway or network. Traditional tests for this purpose require a large number of degrees of freedom by testing the main effect and all the corresponding interactions under a parametric assumption, and hence suffer from low power. In this article, we propose a powerful kernel machine based test. Specifically, our test is based on a garrote kernel method and is constructed as a score test. Here, the term garrote refers to an extra nonnegative parameter that is multiplied to the covariate of interest so that our score test can be formulated in terms of this nonnegative parameter. A key feature of the proposed test is that it is flexible and developed for both parametric and nonparametric models within a unified framework, and is more powerful than the standard test by accounting for the correlation among genes and hence often uses a much smaller degrees of freedom. We investigate the theoretical properties of the proposed test. We evaluate its finite sample performance using simulation studies, and apply the method to the Michigan prostate cancer gene expression data.     

Hypothesis testing in semiparametric additive mixed models

We consider testing whether the nonparametric function in a semiparametric additive mixed model is a simple fixed degree polynomial, for example, a simple linear function. This test provides a goodness-of-fit test for checking parametric models against nonparametric models. It is based on the mixed-model representation of the smoothing spline estimator of the nonparametric function and the variance component score test by treating the inverse of the smoothing parameter as an extra variance component. We also consider testing the equivalence of two nonparametric functions in semiparametric additive mixed models for two groups, such as treatment and placebo groups. The proposed tests are applied to data from an epidemiological study and a clinical trial and their performance is evaluated through simulations.     

The use of score tests for inference on variance components

Whenever inference for variance components is required, the choice between one-sided and two-sided tests is crucial. This choice is usually driven by whether or not negative variance components are permitted. For two-sided tests, classical inferential procedures can be followed, based on likelihood ratios, score statistics, or Wald statistics. For one-sided tests, however, one-sided test statistics need to be developed, and their null distribution derived. While this has received considerable attention in the context of the likelihood ratio test, there appears to be much confusion about the related problem for the score test. The aim of this paper is to illustrate that classical (two-sided) score test statistics, frequently advocated in practice, cannot be used in this context, but that well-chosen one-sided counterparts could be used instead. The relation with likelihood ratio tests will be established, and all results are illustrated in an analysis of continuous longitudinal data using linear mixed models.     

Two‐sample nonparametric likelihood inference based on incomplete data with an application to a pneumonia study

The clinical pulmonary infection score (CPIS) and bronchoalveolar lavage (BAL) are important diagnostic variables of pneumonia for forcefully ventilated patients who are susceptible to nosocomial infection. Because of its invasive nature, BAL is performed for patients only if the CPIS is greater than a certain threshold value. Thus, CPIS and BAL are closely related, yet BAL values are substantially missing. In a randomized clinical trial, the control and oral treatment groups were compared based on the outcomes from these procedures. Because of the relevance of both outcomes with respect to evaluating the efficacy of treatments, we propose and examine a nonparametric test based on these outcomes, which employs the empirical likelihood methodology. While efficient parametric methods are available when data are observed incompletely, performing appropriate goodness‐of‐fit tests to justify the parametric assumptions is difficult. Our motivation is to provide an approach based on no particular distributional assumption, which enables us to use all observed bivariate data, whether completed or not in an approximate likelihood manner. A broad Monte Carlo study evaluates the asymptotic properties and efficiency of the proposed method based on various sample sizes and underlying distributions. The proposed technique is applied to a data set from a pneumonia study demonstrating its practical worth.     

Permutation tests for random effects in linear mixed models

Inference regarding the inclusion or exclusion of random effects in linear mixed models is challenging because the variance components are located on the boundary of their parameter space under the usual null hypothesis. As a result, the asymptotic null distribution of the Wald, score, and likelihood ratio tests will not have the typical χ(2) distribution. Although it has been proved that the correct asymptotic distribution is a mixture of χ(2) distributions, the appropriate mixture distribution is rather cumbersome and nonintuitive when the null and alternative hypotheses differ by more than one random effect. As alternatives, we present two permutation tests, one that is based on the best linear unbiased predictors and one that is based on the restricted likelihood ratio test statistic. Both methods involve weighted residuals, with the weights determined by the among- and within-subject variance components. The null permutation distributions of our statistics are computed by permuting the residuals both within and among subjects and are valid both asymptotically and in small samples. We examine the size and power of our tests via simulation under a variety of settings and apply our test to a published data set of chronic myelogenous leukemia patients.