Simultaneous confidence intervals for a success probability and intraclass correlation,with an application to screening mammography

This paper provides asymptotic simultaneous confidence intervals for a success probability and intraclass correlation of the beta‐binomial model, based on the maximum likelihood estimator approach. The coverage probabilities of those intervals are evaluated. An application to screening mammography is presented as an example. The individual and simultaneous confidence intervals for sensitivity and specificity and the corresponding intraclass correlations are investigated. Two additional examples using influenza data and sex ratio data among sibships are also considered, where the individual and simultaneous confidence intervals are provided.     

A confidence interval for the unknown value of the regressor with given expectation of the regressand in model I of linear regression

In the case of model I of linear regression there is derived a confidence interval for that x_o where the “true line” will reach a given value y_o. The interval can be given by the intersections between the line y = y_o and the hyperbolas providing pointwise confidence intervals of the expectations of y.     

Simultaneous confidence intervals from randomization tests with application in testing bioequivalence with multiple endpoints

We propose a method to construct simultaneous confidence intervals for a parameter vector from inverting a series of randomization tests (RT). The randomization tests are facilitated by an efficient multivariate Robbins–Monro procedure that takes the correlation information of all components into account. The estimation method does not require any distributional assumption of the population other than the existence of the second moments. The resulting simultaneous confidence intervals are not necessarily symmetric about the point estimate of the parameter vector but possess the property of equal tails in all dimensions. In particular, we present the constructing the mean vector of one population and the difference between two mean vectors of two populations. Extensive simulation is conducted to show numerical comparison with four methods. We illustrate the application of the proposed method to test bioequivalence with multiple endpoints on some real data.     

Simultaneous confidence bands for log‐logistic regression with applications in risk assessment

In risk assessment, it is often desired to make inferences on the low dose levels at which a specific benchmark risk is attained. Applications of simultaneous hyperbolic confidence bands for low‐dose risk estimation with quantal data under different dose‐response models (multistage, Abbott‐adjusted Weibull, and Abbott‐adjusted log‐logistic models) have appeared in the literature. The use of simultaneous three‐segment bands under the multistage model has also been proposed recently. In this article, we present explicit formulas for constructing asymptotic one‐sided simultaneous hyperbolic and three‐segment bands for the simple log‐logistic regression model. We use the simultaneous construction to estimate upper hyperbolic and three‐segment confidence bands on extra risk and to obtain lower limits on the benchmark dose by inverting the upper bands on risk under the Abbott‐adjusted log‐logistic model. Monte Carlo simulations evaluate the characteristics of the simultaneous limits. An example is given to illustrate the use of the proposed methods and to compare the two types of simultaneous limits at very low dose levels.     

Estimation and confidence regions for multi-dimensional effective dose

The problem of finding confidence regions for multiple predictor variables corresponding to given expected values of a response variable has not been adequately resolved. Motivated by an example from a study on hyperbaric exposure using a logistic regression model, we develop a conceptual framework for the estimation of the multi-dimensional effective dose for binary outcomes. The k -dimensional effective dose can be determined by conditioning on k - 1 components and solving for the last component as a conditional univariate effective dose. We consider various approaches for calculating confidence regions for the multi-dimensional effective dose and compare them via a simulation study for a range of possible designs. We analyze data related to decompression sickness to illustrate our procedure. Our results provide a practical approach to finding confidence regions for predictor variables for a given response value.     

The estimation and applicability of confidence intervals for Stander's Similarity Index (SIMI) in algal assemblage comparisons

Stander's Similarity Index (SIMI) has become a popular measure for comparing algal assemblages. The interpretation of the value produced by this index, however, has been highly variable between studies. Using replicate sampling of natural algal assemblages and computer simulation techniques, a method by which confidence intervals could be applied to SIMI was developed. This paper presents that method and gives an example using hypothetical species counts of two algal assemblages. Since a more realistic range of the actual similarity between two assemblages is produced, the estimation of confidence intervals when using SIMI is recommended.     

A note on sliced inverse regression with regularizations

Summary .   In Li and Yin (2008, Biometrics 64, 124–131), a ridge SIR estimator is introduced as the solution of a minimization problem and computed thanks to an alternating least-squares algorithm. This methodology reveals good performance in practice. In this note, we focus on the theoretical properties of the estimator. It is shown that the minimization problem is degenerated in the sense that only two situations can occur: Either the ridge SIR estimator does not exist or it is zero.     

Obtaining Critical Values for Simultaneous Confidence Intervals and Multiple Testing

There are many situations where it is desired to make simultaneous tests or give simultaneous confidence intervals for linear combinations (contrasts) of population or treatment means. Somerville (1997, 1999) developed algorithms for calculating the critical values for a large class of simultaneous tests and simultaneous confidence intervals. Fortran 90 and SAS‐IML batch programs and interactive programs were developed. These programs calculate the critical values for 15 different simultaneous confidence interval procedures (and the corresponding simultaneous tests) and for arbitrary procedures where the user specifies a combination of one and two sided contrasts. The programs can also be used to obtain the constants for “step‐down” testing of multiple hypotheses. This paper gives examples of the use of the algorithms and programs and illustrates their versatility and generality. The designs need not be balanced, multiple covariates may be present and there may be many missing values. The use of multiple regression and dummy variables to obtain the required variance covariance matrix is illustrated. Under weak normality assumptions the methods are “exact” and make the use of approximate methods or “simulation” unnecessary.     

Constructing confidence intervals for selected parameters

In large-scale problems, it is common practice to select important parameters by a procedure such as the Benjamini and Hochberg procedure and construct confidence intervals (CIs) for further investigation while the false coverage-statement rate (FCR) for the CIs is controlled at a desired level. Although the well-known BY CIs control the FCR, they are uniformly inflated. In this paper, we propose two methods to construct shorter selective CIs. The first method produces shorter CIs by allowing a reduced number of selective CIs. The second method produces shorter CIs by allowing a prefixed proportion of CIs containing the values of uninteresting parameters. We theoretically prove that the proposed CIs are uniformly shorter than BY CIs and control the FCR asymptotically for independent data. Numerical results confirm our theoretical results and show that the proposed CIs still work for correlated data. We illustrate the advantage of the proposed procedures by analyzing the microarray data from a HIV study.     

Simultaneous confidence intervals for comparing biodiversity indices estimated from overdispersed count data

Diversity indices might be used to assess the impact of treatments on the relative abundance patterns in species communities. When several treatments are to be compared, simultaneous confidence intervals for the differences of diversity indices between treatments may be used. The simultaneous confidence interval methods described until now are either constructed or validated under the assumption of the multinomial distribution for the abundance counts. Motivated by four example data sets with background in agricultural and marine ecology, we focus on the situation when available replications show that the count data exhibit extra‐multinomial variability. Based on simulated overdispersed count data, we compare previously proposed methods assuming multinomial distribution, a method assuming normal distribution for the replicated observations of the diversity indices and three different bootstrap methods to construct simultaneous confidence intervals for multiple differences of Simpson and Shannon diversity indices. The focus of the simulation study is on comparisons to a control group. The severe failure of asymptotic multinomial methods in overdispersed settings is illustrated. Among the bootstrap methods, the widely known Westfall–Young method performs best for the Simpson index, while for the Shannon index, two methods based on stratified bootstrap and summed count data are preferable. The methods application is illustrated for an example.     

Improved confidence intervals for a difference of two cause-specific cumulative incidence functions estimated in the presence of competing risks and random censoring

A cause-specific cumulative incidence function (CIF) is the probability of failure from a specific cause as a function of time. In randomized trials, a difference of cause-specific CIFs (treatment minus control) represents a treatment effect. Cause-specific CIF in each intervention arm can be estimated based on the usual non-parametric Aalen–Johansen estimator which generalizes the Kaplan–Meier estimator of CIF in the presence of competing risks. Under random censoring, asymptotically valid Wald-type confidence intervals (CIs) for a difference of cause-specific CIFs at a specific time point can be constructed using one of the published variance estimators. Unfortunately, these intervals can suffer from substantial under-coverage when the outcome of interest is a rare event, as may be the case for example in the analysis of uncommon adverse events. We propose two new approximate interval estimators for a difference of cause-specific CIFs estimated in the presence of competing risks and random censoring. Theoretical analysis and simulations indicate that the new interval estimators are superior to the Wald CIs in the sense of avoiding substantial under-coverage with rare events, while being equivalent to the Wald CIs asymptotically. In the absence of censoring, one of the two proposed interval estimators reduces to the well-known Agresti–Caffo CI for a difference of two binomial parameters. The new methods can be easily implemented with any software package producing point and variance estimates for the Aalen–Johansen estimator, as illustrated in a real data example.     

Simultaneous confidence sets for several effective doses

Construction of simultaneous confidence sets for several effective doses currently relies on inverting the Scheffé type simultaneous confidence band, which is known to be conservative. We develop novel methodology to make the simultaneous coverage closer to its nominal level, for both two‐sided and one‐sided simultaneous confidence sets. Our approach is shown to be considerably less conservative than the current method, and is illustrated with an example on modeling the effect of smoking status and serum triglyceride level on the probability of the recurrence of a myocardial infarction.