On the Fisher Information Matrix in Type II Censored Data from the Exponentiated Exponential Family

In this note, we express, in a general setting, the Fisher information matrix under Type II censoring in terms of the hazard function and then obtain the Fisher information matrix under Type II censoring as a single integral for the exponentiated exponential family, which can be easily evaluated. The Fisher information under Type II censoring can also be used to characterize the exponential distribution among the exponentiated exponential family.     

Sample Size Calculation for Intraclass Correlation in the Presence of Random Loss of Sampled Patients

When a trial involves an invasive laboratory test procedure or requires patients to make a commitment to follow a restrictive test schedule, we can often lose a great proportion of our sampled patients due to refusal of participation into our study. Therefore, incorporating the possible loss of patients into sample size calculation is certainly important in the planning stage of a study. In this paper, we have generalized the sample size calculation procedure for intraclass correlation by accounting for the random loss of patients in the beginning of a trial. We have demonstrated that the simple ad hoc procedure, that raises the estimated sample size in the absence of loss of patients by the factor 1/p_o, where p_o is the retention probability for a randomly selected patient, is adequate when p_o is large (=0.80). When p_o is small (i.e., a high refusal rate), however, use of this simple ad hoc procedure tends to underestimate the required sample size. Furthermore, we have found that if the individual retention probability varied substantially among patients, then the magnitude of the above underestimation could even be critical and therefore, the application of the simple direct adjustment procedure in this situation should be avoided.     

On the Use of the Upper Confidence Limit for the Variance from a Pilot Sample for Sample Size Determination

In a recent paper, Browne (1995) investigated the use of a pilot sample for sample size calculation. Monte Carlo simulations indicated that using a 100 · (1 — γ) per cent upper one-sided confidence limit on the population varíance σ² leads to a sample size that guarantees the planned power with a probability of at least 1 ? γ. The purpose of this paper is to get further insight into the results of Browne by analytical considerations. Furthermore, the expected power is investigated when applying the strategy and recommendations for the choice of the pilot sample size are given.     

Evaluation of Noether's Method of Sample Size Determination for the Wilcoxon-Mann-Whitney Test

NOETHER (1987) proposed a method of sample size determination for the Wilcoxon-Mann-Whitney test. To obtain a sample size formula, he restricted himself to alternatives that differ only slightly from the null hypothesis, so that the unknown variance o² of the Mann-Whitney statistic can be approximated by the known variance under the null hypothesis which depends only on n. This fact is frequently forgotten in statistical practice. In this paper, we compare Noether's large sample solution against an alternative approach based on upper bounds of σ² which is valid for any alternatives. This comparison shows that Noether's approximation is sufficiently reliable with small and large deviations from the null hypothesis.     

Maximum Likelihood Estimation of Exponential Polynomial Rate for Poisson Data

The heterogeneous Poisson process with discretized exponential quadratic rate function is considered. Maximum likelihood estimates of the parameters of the rate function are derived for the case when the data consists of numbers of occurrences in consecutive equal time periods. A likelihood ratio test of the null hypothesis of exponential quadratic rate is presented. Its power against exponential linear rate functions is estimated using Monte Carlo simulation. The maximum likelihood method is compared with a log-linear least squares techniques. An application of the technique to the analysis of mortality rates due to congenital malformations is presented.     

Sample Size Considerations for GEE Analyses of Three‐Level Cluster Randomized Trials

Summary Cluster randomized trials in health care may involve three instead of two levels, for instance, in trials where different interventions to improve quality of care are compared. In such trials, the intervention is implemented in health care units (“clusters”) and aims at changing the behavior of health care professionals working in this unit (“subjects”), while the effects are measured at the patient level (“evaluations”). Within the generalized estimating equations approach, we derive a sample size formula that accounts for two levels of clustering: that of subjects within clusters and that of evaluations within subjects. The formula reveals that sample size is inflated, relative to a design with completely independent evaluations, by a multiplicative term that can be expressed as a product of two variance inflation factors, one that quantifies the impact of within‐subject correlation of evaluations on the variance of subject‐level means and the other that quantifies the impact of the correlation between subject‐level means on the variance of the cluster means. Power levels as predicted by the sample size formula agreed well with the simulated power for more than 10 clusters in total, when data were analyzed using bias‐corrected estimating equations for the correlation parameters in combination with the model‐based covariance estimator or the sandwich estimator with a finite sample correction.     

Generalized Walker-Duncan Procedure for Obtaining Maximum Likelihood Estimates of Parameters of Logistic Discriminant Function

A recursive method of obtaining the maximum likelihood estimates of the parameters of the quadratic logistic discriminant function is presented. This method is an extension of the Walker and Duncan procedure (1967) proposed for the linear logistic discriminant function in a dichotomous case. A generalization of the method to the problem of discrimination between several populations is also given in the paper. It works for both linear and quadratic logistic discriminant function. After an estimation of the parameters of the logistic function a classification can be performed. An example of application of the method to automatic diagnosis of some respiratory diseases is presented. Comparison with the standard procedures used for the estimation is done by a short simulation study.     

Sample Size Determination for Designing a Strata-Matched Case-Control Study to Detect Multiple Risk Factors

Investigations of sample size for planning case-control studies have usually been limited to detecting a single factor. In this paper, we investigate sample size for multiple risk factors in strata-matched case-control studies. We construct an omnibus statistic for testing M different risk factors based on the jointly sufficient statistics of parameters associated with the risk factors. The statistic is non-iterative, and it reduces to the Cochran statistic when M = 1. The asymptotic power function of the test is a non-central chi-square with M degrees of freedom and the sample size required for a specific power can be obtained by the inverse relationship. We find that the equal sample allocation is optimum. A Monte Carlo experiment demonstrates that an approximate formula for calculating sample size is satisfactory in typical epidemiologic studies. An approximate sample size obtained using Bonferroni's method for multiple comparisons is much larger than that obtained using the omnibus test. Approximate sample size formulas investigated in this paper using the omnibus test, as well as the individual tests, can be useful in designing case-control studies for detecting multiple risk factors.     

Optimal conditional error functions for the control of conditional power

Ethical considerations and the competitive environment of clinical trials usually require that any given trial have sufficient power to detect a treatment advance. If at an interim analysis the available data are used to decide whether the trial is promising enough to be continued, investigators and sponsors often wish to have a high conditional power, which is the probability to reject the null hypothesis given the interim data and the alternative of interest. Under this requirement a design with interim sample size recalculation, which keeps the overall and conditional power at a prespecified value and preserves the overall type I error rate, is a reasonable alternative to a classical group sequential design, in which the conditional power is often too small. In this article two-stage designs with control of overall and conditional power are constructed that minimize the expected sample size, either for a simple point alternative or for a random mixture of alternatives given by a prior density for the efficacy parameter. The presented optimality result applies to trials with and without an interim hypothesis test; in addition, one can account for constraints such as a minimal sample size for the second stage. The optimal designs will be illustrated with an example, and will be compared to the frequently considered method of using the conditional type I error level of a group sequential design.     

Estimation of Finite and Closed Population Size: An Inverse Sampling Approach with Unequal Recapture Probability

Based on capture-mark-recapture sampling methods the problem of estimating unknown population size was considered. The sampling started with the assumption that at the beginning of the experiment all the individuals were unmarked, and the unmarked individuals caught in each sample will be marked and returned to the original population before the next sample is drawn. It is also assumed that the population is closed by birth, death, emigration and immigration. Using a general inverse sampling approach, the unknown population size N is estimated by a maximum likelihood estimator (MLE), and a simple form for approximate MLE is obtained. The probability function for S (the minimum number of samples required to be drawn to have L (L ≥ 1) samples, each of which contains at least one marked individual) and the form for E[S] are also obtained. In addition, corrections and improvements of some previous works in this field are given.     

On easily interpretable multivariate reference regions of rectangular shape

Till now, multivariate reference regions have played only a marginal role in the practice of clinical chemistry and laboratory medicine. The major reason for this fact is that such regions are traditionally determined by means of concentration ellipsoids of multidimensional Gaussian distributions yielding reference limits which do not allow statements about possible outlyingness of measurements taken in specific diagnostic tests from a given patient or subject. As a promising way around this difficulty we propose to construct multivariate reference regions as p-dimensional rectangles or (in the one-sided case) rectangular half-spaces whose edges determine univariate percentile ranges of the same probability content in each marginal distribution. In a first step, the corresponding notion of a quantile of a p-dimensional probability distribution of any type and shape is made mathematically precise. Subsequently, both parametric and nonparametric procedures of estimating such a quantile are described. Furthermore, results on sample-size calculation for reference-centile studies based on the proposed definition of multivariate quantiles are presented generalizing the approach of Jennen-Steinmetz and Wellek.     

A Semiparametric Estimator of the Crossing Point in the Two‐Sample Linear Shift Function: Application to Crossing Lifetime Distributions

Let X and Y be two random variables with continuous distribution functions F and G. Consider two independent observations X₁, … , X_m from F and Y₁, … , Y_n from G. Moreover, suppose there exists a unique x* such that F(x) > G(x) for x < x* and F(x) < G(x) for x > x* or vice versa. A semiparametric model with a linear shift function (Doksum, 1974) that is equivalent to a location‐scale model (Hsieh, 1995) will be assumed and an empirical process approach (Hsieh, 1995) is used to estimate the parameters of the shift function. Then, the estimated shift function is set to zero, and the solution is defined to be an estimate of the crossing‐point x*. An approximate confidence band of the linear shift function at the crossing‐point x* is also presented, which is inverted to yield an approximate confidence interval for the crossing‐point. Finally, the lifetime of guinea pigs in days observed in a treatment‐control experiment in Bjerkedal (1960) is used to demonstrate our procedure for estimating the crossing‐point. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

A Survey of Sample Size Formulas for Pairwise and Many‐one Multiple Comparisons in the Parametric,Nonparametric and Binomial Case

We present a survey of sample size formulas derived in other papers for pairwise comparisons of k treatments and for comparisons of k treatments with a control. We consider the calculation of sample sizes with preassigned per‐pair, any‐pair and all‐pairs power for tests that control either the comparisonwise or the experimentwise type I error rate. A comparison exhibits interesting similarities between the parametric, nonparametric and binomial case.     

A Frailty‐Model‐Based Approach to Estimating the Age‐Dependent Penetrance Function of Candidate Genes Using Population‐Based Case‐Control Study Designs: An Application to Data on the BRCA1 Gene

Summary The population‐based case–control study design is perhaps one of, if not the most, commonly used designs for investigating the genetic and environmental contributions to disease risk in epidemiological studies. Ages at onset and disease status of family members are routinely and systematically collected from the participants in this design. Considering age at onset in relatives as an outcome, this article is focused on using the family history information to obtain the hazard function, i.e., age‐dependent penetrance function, of candidate genes from case–control studies. A frailty‐model‐based approach is proposed to accommodate the shared risk among family members that is not accounted for by observed risk factors. This approach is further extended to accommodate missing genotypes in family members and a two‐phase case–control sampling design. Simulation results show that the proposed method performs well in realistic settings. Finally, a population‐based two‐phase case–control breast cancer study of the BRCA1 gene is used to illustrate the method.