Confidence Limits on the Ratio of the Mean Failure Times Based on Paired Exponential Observations

This paper discusses interval estimation for the ratio of the mean failure times on the basis of paired exponential observations. This paper considers five interval estimators: the confidence interval using an idea similar to Fieller's theorem (CIFT), the confidence interval using an exact parametric test (CIEP), the confidence interval using the marginal likelihood ratio test (CILR), the confidence interval assuming no matching effect (CINM), and the confidence interval using a locally most powerful test (CIMP). To evaluate and compare the performance of these five interval estimators, this paper applies Monte Carlo simulation. This paper notes that with respect to the coverage probability, use of the CIFT, CILR, or CIMP, although which are all derived based on large sample theory, can perform well even when the number of pairs n is as small as 10. As compared with use of the CILR, this paper finds that use of the CIEP with equal tail probabilities is likely to lose efficiency. However, this loss can be reduced by using the optimal tail probabilities to minimize the average length when n is small (<20). This paper further notes that use of the CIMP is preferable to the CIEP in a variety of situations considered here. In fact, the average length of the CIMP with use of the optimal tail probabilities can even be shorter than that of the CILR. When the intraclass correlation between failure times within pairs is 0 (i.e., the failure times within the same pair are independent), the CINM, which is derived for two independent samples, is certainly the best one among the five interval estimators considered here. When there is an intraclass correlation but which is small (<0.10), the CIFT is recommended for obtaining a relatively short interval estimate without sacrificing the loss of the coverage probability. When the intraclass correlation is moderate or large, either the CILR or the CIMP with the optimal tail probabilities is preferable to the others. This paper also notes that if the intraclass correlation between failure times within pairs is large, use of the CINM can be misleading, especially when the number of pairs is large.     

Evaluating health care performance: strengths and limitations of multilevel analysis

An increasing number of health services researchers are using multilevel analysis for evaluating health care performance. This method has the distinct advantage of accounting for within-provider correlation among patients. Alternatively, in a similar manner, estimators based on cluster sampling can also adjust for within-provider correlation. Cluster sampling methods do not require assumptions about error distribution as multilevel analysis does. To our knowledge, no comparison has been made between multilevel analysis and cluster sampling estimators in evaluating health care performance using either a simulated or real dataset. In this paper, we compare the cluster sampling estimators to multilevel estimators in evaluating screening mammography performance using Medicare claims data. We also discuss the strengths and limitations of multilevel analysis in profiling health care providers with small caseloads.     

Interval Estimation of Simple Difference under Independent Negative Binomial Sampling

When the sample size is not large or when the underlying disease is rare, to assure collection of an appropriate number of cases and to control the relative error of estimation, one may employ inverse sampling, in which one continues sampling subjects until one obtains exactly the desired number of cases. This paper focuses discussion on interval estimation of the simple difference between two proportions under independent inverse sampling. This paper develops three asymptotic interval estimators on the basis of the maximum likelihood estimator (MLE), the uniformly minimum variance unbiased estimator (UMVUE), and the asymptotic likelihood ratio test (ALRT). To compare the performance of these three estimators, this paper calculates the coverage probability and the expected length of the resulting confidence intervals on the basis of the exact distribution. This paper finds that when the underlying proportions of cases in both two comparison populations are small or moderate (≤0.20), all three asymptotic interval estimators developed here perform reasonably well even for the pre-determined number of cases as small as 5. When the pre-determined number of cases is moderate or large (≥50), all three estimators are essentially equivalent in all the situations considered here. Because application of the two interval estimators derived from the MLE and the UMVUE does not involve any numerical iterative procedure needed in the ALRT, for simplicity we may use these two estimators without losing efficiency.     

Notes on Testing Equality in Dichotomous Data with Matched Pairs

In attempting to improve the efficiency of McNemar's test statistic, we develop two test procedures that account for the information on both the discordant and concordant pairs for testing equality between two comparison groups in dichotomous data with matched pairs. Furthermore, we derive a test procedure derived from one of the most commonly‐used interval estimators for odds ratio. We compare these procedures with those using McNemar's test, McNemar's test with the continuity correction, and the exact test with respect to type I error and power in a variety of situations. We note that the test procedures using McNemar's test with the continuity correction and the exact test can be quite conservative and hence lose much efficiency, while the test procedure using McNemar's test can actually perform well even when the expected number of discordant pairs is small. We also find that the two test procedures, which incorporate the information on all matched pairs into hypothesis testing, may slightly improve the power of using McNemar's test without essentially losing the precision of type I error. On the other hand, the test procedure derived from an interval estimator of adds ratio with use of the logarithmic transformation may have type I error much larger than the nominal α‐level when the expected number of discordant pairs is not large and therefore, is not recommended for general use.     

Confidence Limits for the Intraclass Correlation in Compound-Poisson Sampling

When the underlying responses are discrete, the interval estimation of the intraclass correlation derived from the normality assumption is not strictly valid for use. This paper focuses the interval estimation on the intraclass correlation under the negative binomial distribution, that has been commonly applied in epidemiological or consumer purchasing behaviour studies. This paper develops two simple asymptotic interval estimation procedures in closed forms for the intraclass correlation. To evaluate the performance of these procedures, a Monte Carlo simulation is carried out for a variety of situations. An example about consumer purchasing behaviors is also included to illustrate the use of the two proposed interval estimation procedures.     

Estimating marginal proportions and intraclass correlations with clustered binary data

A logistic regression with random effects model is commonly applied to analyze clustered binary data, and every cluster is assumed to have a different proportion of success. However, it could be of interest to obtain the proportion of success over clusters (i.e. the marginal proportion of success). Furthermore, the degree of correlation among data of the same cluster (intraclass correlation) is also a relevant concept to assess, but when using logistic regression with random effects it is not possible to get an analytical expression of the estimators for marginal proportion and intraclass correlation. In our paper, we assess and compare approaches using different kinds of approximations: based on the logistic‐normal mixed effects model (LN), linear mixed model (LMM), and generalized estimating equations (GEE). The comparisons are completed by using two real data examples and a simulation study. The results show the performance of the approaches strongly depends on the magnitude of the marginal proportion, the intraclass correlation, and the sample size. In general, the reliability of the approaches get worsen with low marginal proportion and large intraclass correlation. LMM and GEE approaches arises as reliable approaches when the sample size is large.     

Testing and estimation of proportion (or risk) ratio under the matched‐pair design with multiple binary endpoints

The proportion ratio (PR) of responses between an experimental treatment and a control treatment is one of the most commonly used indices to measure the relative treatment effect in a randomized clinical trial. We develop asymptotic and permutation‐based procedures for testing equality of treatment effects as well as derive confidence intervals of PRs for multivariate binary matched‐pair data under a mixed‐effects exponential risk model. To evaluate and compare the performance of these test procedures and interval estimators, we employ Monte Carlo simulation. When the number of matched pairs is large, we find that all test procedures presented here can perform well with respect to Type I error. When the number of matched pairs is small, the permutation‐based test procedures developed in this paper is of use. Furthermore, using test procedures (or interval estimators) based on a weighted linear average estimator of treatment effects can improve power (or gain precision) when the treatment effects on all response variables of interest are known to fall in the same direction. Finally, we apply the data taken from a crossover clinical trial that monitored several adverse events of an antidepressive drug to illustrate the practical use of test procedures and interval estimators considered here.     

A Test Procedure of Equivalence in Ordinal Data with Matched‐Pairs

There are many epidemiologic studies or clinical trials, in which we may wish to establish an equivalence rather than to detect a difference between the distributions of responses. In this paper, we develop test procedures to detect equivalence with respect to the tail marginal distributions and the marginal proportions when the underlying data are on an ordinal scale with matched pairs. We include a numerical example concerning the unaided distance vision of two eyes over 7477 women to illustrate the practical usefulness of the proposed procedure. Finally, we include a brief discussion on the relation between the test procedures developed here and an asymptotic interval estimator proposed elsewhere for the simple difference in dichotomous data with matched‐pairs.     

Estimating intraclass correlation for binary data

This paper reviews many different estimators of intraclass correlation that have been proposed for binary data and compares them in an extensive simulation study. Some of the estimators are very specific, while others result from general methods such as pseudo-likelihood and extended quasi-likelihood estimation. The simulation study identifies several useful estimators, one of which does not seem to have been considered previously for binary data. Estimators based on extended quasi-likelihood are found to have a substantial bias in some circumstances.     

Interval Estimation of Simple Difference in Dichotomous Data with Repeated Measurements

When comparing two treatments, we often use the simple difference between the probabilities of response to measure the efficacy of one treatment over the other. When the measurement of outcome is unreliable or the cost of obtaining additional subjects is high relative to that of additional measurements from the obtained subjects, we may often consider taking more than one measurement per subject to increase the precision of an interval estimator. This paper focuses discussion on interval estimation of simple difference when we take repeated measurements per subject. This paper develops four asymptotic interval estimators of simple difference for any finite number of measurements per subject. This paper further applies Monte Carlo simulation to evaluate the finite‐sample performance of these estimators in a variety of situations. Finally, this paper includes a discussion on sample size determination on the basis of both the average length and the probability of controlling the length of the resulting interval estimate proposed elsewhere.     

Confidence Intervals of the Simple Difference between the Proportions of a Primary Infection and a Secondary Infection,Given the Primary Infection

This paper discusses interval estimation of the simple difference (SD) between the proportions of the primary infection and the secondary infection, given the primary infection, by developing three asymptotic interval estimators using Wald's test statistic, the likelihood‐ratio test, and the basic principle of Fieller's theorem. This paper further evaluates and compares the performance of these interval estimators with respect to the coverage probability and the expected length of the resulting confidence intervals. This paper finds that the asymptotic confidence interval using the likelihood ratio test consistently performs well in all situations considered here. When the underlying SD is within 0.10 and the total number of subjects is not large (say, 50), this paper further finds that the interval estimators using Fieller's theorem would be preferable to the estimator using the Wald's test statistic if the primary infection probability were moderate (say, 0.30), but the latter is preferable to the former if this probability were large (say, 0.80). When the total number of subjects is large (say, ≥200), all the three interval estimators perform well in almost all situations considered in this paper. In these cases, for simplicity, we may apply either of the two interval estimators using Wald's test statistic or Fieller's theorem without losing much accuracy and efficiency as compared with the interval estimator using the asymptotic likelihood ratio test.     

Attributable risk estimation from matched case-control data

A methodology is proposed for obtaining summary estimators, variances, and confidence intervals for attributable risk measures from data obtained through a case-control study design where one or more controls have been matched to each case. The sampling design for obtaining these data is conceptualized as a simple random sample of cases being equivalent to a simple random sample of matched sets. By combining information across the strata determined by the matched sets, this approach provides all of the benefits associated with the Mantel-Haenszel procedure for the estimators of attributable risk among the exposed and population attributable risk. Asymptotic variances are derived under the assumption that the frequencies of the unique response patterns follow the multinomial distribution. Simulation results indicate that these methods fare very well with respect to bias and coverage probability.     

Test of marginal compatibility and smoothing methods for exchangeable binary data with unequal cluster sizes

Exchangeable binary data are often collected in developmental toxicity and other studies, and a whole host of parametric distributions for fitting this kind of data have been proposed in the literature. While these distributions can be matched to have the same marginal probability and intra-cluster correlation, they can be quite different in terms of shape and higher-order quantities of interest such as the litter-level risk of having at least one malformed fetus. A sensible alternative is to fit a saturated model (Bowman and George, 1995, Journal of the American Statistical Association 90, 871-879) using the expectation-maximization (EM) algorithm proposed by Stefanescu and Turnbull (2003, Biometrics 59, 18-24). The assumption of compatibility of marginal distributions is often made to link up the distributions for different cluster sizes so that estimation can be based on the combined data. Stefanescu and Turnbull proposed a modified trend test to test this assumption. Their test, however, fails to take into account the variability of an estimated null expectation and as a result leads to inaccurate p-values. This drawback is rectified in this article. When the data are sparse, the probability function estimated using a saturated model can be very jagged and some kind of smoothing is needed. We extend the penalized likelihood method (Simonoff, 1983, Annals of Statistics 11, 208-218) to the present case of unequal cluster sizes and implement the method using an EM-type algorithm. In the presence of covariate, we propose a penalized kernel method that performs smoothing in both the covariate and response space. The proposed methods are illustrated using several data sets and the sampling and robustness properties of the resulting estimators are evaluated by simulations.     

Sampling strategies for the assessment of tree species diversity

Abstract. This paper aims at proposing efficient vegetation sampling strategies. It describes how the estimation of species richness and diversity of moist evergreen forest is affected by (1) sampling design (simple random sampling, random cluster sampling, systematic cluster sampling, stratified cluster sampling); (2) choice of species richness estimators (number of observed species vs. non-parametric estimators) and (3) choice of diversity index (Simpson vs. Shannon). Two sites are studied: a 28-ha area situated in the Western Ghats of India and a 25-ha area located at Pasoh in Peninsular Malaysia. The results show that: (1) whatever the sampling strategy, estimates of species richness depend on sample size in these very diverse forest ecosystems which contain many rare species; (2) Simpson's diversity index reaches a stable value at low sample sizes while Shannon's index is affected more by the addition of rare species with increasing sample size; (3) cluster sampling strategies provide a good compromise between cost and statistical efficiency; (4) 300 - 400 sample trees grouped in small clusters (10–50 individuals) are enough to obtain unbiased and precise estimates of Simpson's index; (5) the local topography of the Western Ghats has a major influence on forest composition, the steep slopes being richer and more diverse than the ridges and gentle slopes; (6) stratified cluster sampling is thus an interesting alternative to systematic cluster sampling.     

A Note on the Log‐Rank Test in Life Table Analysis with Correlated Observations

Survival data consisting of independent sets of correlated failure times may arise in many situations. For example, we may take repeated observations of the failure time of interest from each patient or observations of the failure time on siblings, or consider the failure times on littermates in toxicological experiments. Because the failure times taken on the same patient or related family members or from the same litter are likely correlated, use of the classical log‐rank test in these situations can be quite misleading with respect to type I error. To avoid this concern, this paper develops two closed‐form asymptotic summary tests, that account for the intraclass correlation between the failure times within patients or units. In fact, one of these two test includes the classical log‐rank test as a special case when the intraclass correlation equals 0. Furthermore, to evaluate the finite‐sample performance of the two tests developed here, this paper applies Monte Carlo simulation and notes that they can actually perform quite well in a variety of situations considered here.     

Exact statistical inference for group sequential trials.

This paper considers clinical trials comparing two treatments with dichotomous responses where the data are examined periodically for early evidence of treatment difference. The existing group sequential methods for such trials are based on the large-sample normal approximation to the joint distribution of the estimators of treatment difference over interim analyses. We demonstrate through extensive numerical studies that, for small and even moderate-sized trials, these approximate procedures may lead to tests with supranominal size (mainly when unpooled estimators of variance are used) and confidence intervals with under-nominal coverage probability. We then study exact methods for group sequential testing, repeated interval estimation, and interval estimation following sequential testing. The new procedures can accommodate any treatment allocation rules. An example using real data is provided.     

Measures of synteny conservation between species pairs

Measures of conserved synteny are important for estimating the relative rates of chromosomal evolution in various lineages. We present a natural way to view the synteny conservation between two species from an Oxford grid--an r x c table summarizing the number of orthologous genes on each of the chromosomes 1 through r of the first species that are on each of the chromosomes 1 through c of the second species. This viewpoint suggests a natural statistic, which we denote by rho and call syntenic correlation, designed to measure the amount of synteny conservation between two species. This measure allows syntenic conservation to be compared across many pairs of species. We improve the previous methods for estimating the true number of conserved syntenies given the observed number of conserved syntenies by taking into account the dependency of the numbers of orthologues observed in the chromosome pairings between the two species and by determining both point and interval estimators. We also discuss the application of our methods to genomes that contain chromosomes of highly variable lengths and to estimators of the true number of conserved segments between species pairs.     

Correlating Two Viral Load Assays with Known Detection Limits

A timely objective common to many HIV studies involves assessing the correlation between two different measures of viral load obtained from each of a sample of patients. This correlation has scientific utility in a number of contexts, including those aimed at a comparison of competing assays for quantifying virus and those aimed at determining the level of association between viral loads in two different reservoirs using the same assay. A complication for the analyst seeking valid point and interval estimates of such a correlation is the fact that both variables may be subject to left censoring due to values below assay detection limits. We address this problem using a bivariate normal likelihood that accounts for left censoring of two variables that may have different detection limits. We provide simulation results to evaluate sampling properties of the resulting correlation estimator and compare it with ad hoc estimators in the presence of nondetects. In an effort to obtain improved confidence interval properties relative to the Wald approach, we evaluate and compare profile likelihood-based intervals. We apply the methods to HIV viral load data on women and infants from a trial in Bangkok, Thailand, and we discuss an extension of the original model to accommodate interval censoring arising due to the study design.     

Estimating similarity of communities: a parametric approach to spatio‐temporal analysis of species diversity

Several stochastic models with environmental noise generate spatio‐temporal Gaussian fields of log densities for the species in a community. Combinations of such models for many species often lead to lognormal species abundance distributions. In spatio‐temporal analysis it is often realistic to assume that the same species are expected to occur at different times and/or locations because extinctions are rare events. Spatial and temporal β‐diversity can then be analyzed by studying pairs of communities at different times or locations defined by a bivariate lognormal species abundance model in which a single correlation occurs. This correlation, which is a measure of similarity between two communities, can be estimated from samples even if the sampling intensities vary and are unknown, using the bivariate Poisson lognormal distribution. The estimators are approximately unbiased, although each specific correlation may be rather uncertain when the sampling effort is low with only a small fraction of the species represented in the samples. An important characteristic of this community correlation is that it relates to the classical Jaccard‐ or the Sørensen‐indices of similarity based on the number of species present or absent in two communities. However, these indices calculated from samples of species in a community do not necessarily reflect similarity of the communities because the observed number of species depends strongly on the sampling intensities. Thus, we propose that our community correlation should be considered as an alternative to these indices when comparing similarity of communities. We illustrate the application of the correlation method by computing the similarity between temperate bird communities.     

Power of the classical twin design revisited.

Statistical power of the classical twin design was revisited. The approximate sampling variances of a least-squares estimate of the heritability in a univariate analysis and estimate of the genetic correlation coefficient in a bivariate analysis were derived analytically for the ACE model. Statistical power to detect additive genetic variation under the ACE model was derived analytically for least-squares, goodness-of-fit and maximum likelihood-based test statistics. The noncentrality parameter for the likelihood ratio test statistic is shown to be a simple function of the MZ and DZ intraclass correlation coefficients and the proportion of MZ and DZ twin pairs in the sample. All theoretical results were validated using simulation. The derived expressions can be used to calculate power of the classical twin design in a simple and rapid manner.