A note on Shirley's nonparametric test for comparing several dose levels with a zero-dose control

Shirley (1977, Biometrics 33, 386-389) proposed a nonparametric version of Williams' test for determining the lowest dose level at which there is evidence of a toxic effect. A modification of Shirley's procedure is now proposed, which improves its power.     

Difference of two dependent sensitivities and specificities: Comparison of various approaches

In diagnostic studies, a new diagnostic test is often compared with a standard test and both tests are applied on the same patients, called paired design. The true disease state is in general given by the so‐called gold standard (most reliable method for classification), which has to be known for all patients. The benefit of the new diagnostic test can be evaluated by sensitivity and specificity, which are in fact proportions. This means, for the comparison of two diagnostic tests, confidence intervals for the difference of the dependent estimated sensitivities and specificities are calculated. In the literature, many comparisons of different approaches can be found, but none explicitly for diagnostic studies. For this reason we compare 13 approaches for a set of scenarios that represent data of diagnostic studies (e.g., with sensitivity and specificity ?0.8). With simulation studies, we show that the nonparametric interval with normal approximation can be recommended for the difference of two dependent sensitivities or specificities without restriction, the Wald interval with the limitation of slightly anti‐conservative results for small sample sizes, and the nonparametric intervals with t‐approximation, and the Tango interval with the limitation of conservative results for high correlations.     

A test of homogeneity of distributions when observations are subject to measurement errors

When the observed data are contaminated with errors, the standard two-sample testing approaches that ignore measurement errors may produce misleading results, including a higher type-I error rate than the nominal level. To tackle this inconsistency, a nonparametric test is proposed for testing equality of two distributions when the observed contaminated data follow the classical additive measurement error model. The proposed test takes into account the presence of errors in the observed data, and the test statistic is defined in terms of the (deconvoluted) characteristic functions of the latent variables. Proposed method is applicable to a wide range of scenarios as no parametric restrictions are imposed either on the distribution of the underlying latent variables or on the distribution of the measurement errors. Asymptotic null distribution of the test statistic is derived, which is given by an integral of a squared Gaussian process with a complicated covariance structure. For data-based calibration of the test, a new nonparametric Bootstrap method is developed under the two-sample measurement error framework and its validity is established. Finite sample performance of the proposed test is investigated through simulation studies, and the results show superior performance of the proposed method than the standard tests that exhibit inconsistent behavior. Finally, the proposed method was applied to real data sets from the National Health and Nutrition Examination Survey. An R package MEtest is available through CRAN.     

A nonparametric procedure for the two-factor mixed model with missing data

We develop a nonparametric imputation technique to test for the treatment effects in a nonparametric two-factor mixed model with incomplete data. Within each block, an arbitrary covariance structure of the repeated measurements is assumed without the explicit parametrization of the joint multivariate distribution. The number of repeated measurements is uniformly bounded whereas the number of blocks tends to infinity. The essential idea of the nonparametric imputation is to replace the unknown indicator functions of pairwise comparisons by the corresponding empirical distribution functions. The proposed nonparametric imputation method holds valid under the missing completely at random (MCAR) mechanism. We apply the nonparametric imputation on Brunner and Dette's method for the nonparametric two-factor mixed model and this extension results in a weighted partial rank transform statistic. Asymptotic relative efficiency of the nonparametric imputation method with the complete data versus the incomplete data is derived to quantify the efficiency loss due to the missing data. Monte Carlo simulation studies are conducted to demonstrate the validity and power of the proposed method in comparison with other existing methods. A migraine severity score data set is analyzed to demonstrate the application of the proposed method in the analysis of missing data.     

Testing Significant Homogeneities Within Binary Information Strings

In a previous paper (Buser, 1982) a nonparametric test has been presented for deciding whether or not a binary coded taxonomic node is significantly homogeneous. In the following tables the corresponding critical values, both for the one and two tailed test, are given.     

Distribution-free R sample tests for the hypothesis of parallelism of response profiles

In this paper two nonparametric tests are given for testing the nullhypothesis of parallelity of response curves in r samples. The first procedure is done by a permutation test, whose practical applicability is ensured by a FORTRAN-subroutine available from the author. As the computational work and time grows rapidly with sample sizes, a Monte-Carlo-solution is optionally given by the same procedure. Alternatively an asymptotically distribution-free test based on quadratic forms is constructed for large sample situations.     

On the use of nonparametric curves in phase I trials with low toxicity tolerance

Gasparini and Eisele (2000, Biometrics 56, 609-615) propose a design for phase I clinical trials during which dose allocation is governed by a Bayesian nonparametric estimate of the dose-response curve. The authors also suggest an elicitation algorithm to establish vague priors. However, in situations where a low percentile is targeted, priors thus obtained can lead to undesirable rigidity given certain trial outcomes that can occur with a nonnegligible probability. Interestingly, improvement can be achieved by prescribing slightly more informative priors. Some guidelines for prior elicitation are established using a connection between this curve-free method and the continual reassessment method.     

Nonparametric Analysis of Ordered Categorical Data in Designs with Longitudinal Observations and Small Sample Sizes

For designs with longitudinal observations of ordered categorical data, a nonparametric model is considered where treatment effects and interactions are defined by means of the marginal distributions. These treatment effects are estimated consistently by ranking methods. The hypotheses in this nonparametric setup are formulated by means of the distribution functions. The asymptotic distribution of the estimators for the nonparametric effects are given under the hypotheses. For small samples, a rather accurate approximation is suggested. A clinical trial with ordered categorical data is used to motivate the ideas and to explain the procedures which are extensions of the Wilcoxon‐Mann‐Whitney test to factorial designs with longitudinal observations. The application of the procedures requires only some trivial regularity assumptions.     

Bioprocess iterative batch-to-batch optimization based on hybrid parametric/nonparametric models

This paper presents a novel method for iterative batch-to-batch dynamic optimization of bioprocesses. The relationship between process performance and control inputs is established by means of hybrid grey-box models combining parametric and nonparametric structures. The bioreactor dynamics are defined by material balance equations, whereas the cell population subsystem is represented by an adjustable mixture of nonparametric and parametric models. Thus optimizations are possible without detailed mechanistic knowledge concerning the biological system. A clustering technique is used to supervise the reliability of the nonparametric subsystem during the optimization. Whenever the nonparametric outputs are unreliable, the objective function is penalized. The technique was evaluated with three simulation case studies. The overall results suggest that the convergence to the optimal process performance may be achieved after a small number of batches. The model unreliability risk constraint along with sampling scheduling are crucial to minimize the experimental effort required to attain a given process performance. In general terms, it may be concluded that the proposed method broadens the application of the hybrid parametric/nonparametric modeling technique to "newer" processes with higher potential for optimization.     

On the use of permutation in and the performance of a class of nonparametric methods to detect differential gene expression

MOTIVATION: Recently a class of nonparametric statistical methods, including the empirical Bayes (EB) method, the significance analysis of microarray (SAM) method and the mixture model method (MMM), have been proposed to detect differential gene expression for replicated microarray experiments conducted under two conditions. All the methods depend on constructing a test statistic Z and a so-called null statistic z. The null statistic z is used to provide some reference distribution for Z such that statistical inference can be accomplished. A common way of constructing z is to apply Z to randomly permuted data. Here we point our that the distribution of z may not approximate the null distribution of Z well, leading to possibly too conservative inference. This observation may apply to other permutation-based nonparametric methods. We propose a new method of constructing a null statistic that aims to estimate the null distribution of a test statistic directly. RESULTS: Using simulated data and real data, we assess and compare the performance of the existing method and our new method when applied in EB, SAM and MMM. Some interesting findings on operating characteristics of EB, SAM and MMM are also reported. Finally, by combining the idea of SAM and MMM, we outline a simple nonparametric method based on the direct use of a test statistic and a null statistic.     

Nonparametric simulation-based statistics for detecting linkage in general pedigrees.

We present here four nonparametric statistics for linkage analysis that test whether pairs of affected relatives share marker alleles more often than expected. These statistics are based on simulating the null distribution of a given statistic conditional on the unaffecteds' marker genotypes. Each statistic uses a different measure of marker sharing: the SimAPM statistic uses the simulation-based affected-pedigree-member measure based on identity-by-state (IBS) sharing. The SimKIN (kinship) measure is 1.0 for identity-by-descent (IBD) sharing, 0.0 for no IBD status sharing, and the kinship coefficient when the IBD status is ambiguous. The simulation-based IBD (SimIBD) statistic uses a recursive algorithm to determine the probability of two affecteds sharing a specific allele IBD. The SimISO statistic is identical to SimIBD, except that it also measures marker similarity between unaffected pairs. We evaluated our statistics on data simulated under different two-locus disease models, comparing our results to those obtained with several other nonparametric statistics. Use of IBD information produces dramatic increases in power over the SimAPM method, which uses only IBS information. The power of our best statistic in most cases meets or exceeds the power of the other nonparametric statistics. Furthermore, our statistics perform comparisons between all affected relative pairs within general pedigrees and are not restricted to sib pairs or nuclear families.     

Nonparametric and semiparametric group sequential methods for comparing accuracy of diagnostic tests

SUMMARY: Comparison of the accuracy of two diagnostic tests using the receiver operating characteristic (ROC) curves from two diagnostic tests has been typically conducted using fixed sample designs. On the other hand, the human experimentation inherent in a comparison of diagnostic modalities argues for periodic monitoring of the accruing data to address many issues related to the ethics and efficiency of the medical study. To date, very little research has been done on the use of sequential sampling plans for comparative ROC studies, even when these studies may use expensive and unsafe diagnostic procedures. In this article we propose a nonparametric group sequential design plan. The nonparametric sequential method adapts a nonparametric family of weighted area under the ROC curve statistics (Wieand et al., 1989, Biometrika 76, 585-592) and a group sequential sampling plan. We illustrate the implementation of this nonparametric approach for sequentially comparing ROC curves in the context of diagnostic screening for nonsmall-cell lung cancer. We also describe a semiparametric sequential method based on proportional hazard models. We compare the statistical properties of the nonparametric approach with alternative semiparametric and parametric analyses in simulation studies. The results show the nonparametric approach is robust to model misspecification and has excellent finite-sample performance.     

A Multivariate Goodness-of-Fit Test for Stochastically Ordered Distributions

There are a number of nonparametric procedures known for testing goodness-of-fit in the univariate case. Similar procedures can be derived for testing goodness-of-fit in the multivariate case through an application of the theory of statistically equivalent blocks (SEB). The SEB transforms the data into coverages which are distributed as spacings from a uniform distribution on [0,1], under the null hypothesis. In this paper, we present a multivariate nonparametric test of goodness-of-fit based on the SEB when the multivariate distributions under the null hypothesis and the alternative hypothesis are “weakly” ordered. Empirical results are given on the performance of the proposed test in an application to the problem of assessing the reliability of a p-component system.     

Parametric and nonparametric FDR estimation revisited

Nonparametric and parametric approaches have been proposed to estimate false discovery rate under the independent hypothesis testing assumption. The parametric approach has been shown to have better performance than the nonparametric approaches. In this article, we study the nonparametric approaches and quantify the underlying relations between parametric and nonparametric approaches. Our study reveals the conservative nature of the nonparametric approaches, and establishes the connections between the empirical Bayes method and p-value-based nonparametric methods. Based on our results, we advocate using the parametric approach, or directly modeling the test statistics using the empirical Bayes method.     

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.     

Assessing the robustness of randomization tests: examples from behavioural studies

Behavioural studies are commonly plagued with data that violate the assumptions of parametric statistics. Consequently, classic nonparametric methods (e.g. rank tests) and novel distribution-free methods (e.g. randomization tests) have been used to a great extent by behaviourists. However, the robustness of such methods in terms of statistical power and type I error have seldom been evaluated. This probably reflects the fact that empirical methods, such as Monte Carlo approaches, are required to assess these concerns. In this study we show that analytical methods cannot always be used to evaluate the robustness of statistical tests, but rather Monte Carlo approaches must be employed. We detail empirical protocols for estimating power and type I error rates for parametric, nonparametric and randomization methods, and demonstrate their application for an analysis of variance and a regression/correlation analysis design. Together, this study provides a framework from which behaviourists can compare the reliability of different methods for data analysis, serving as a basis for selecting the most appropriate statistical test given the characteristics of data at hand. Copyright 2001 The Association for the Study of Animal Behaviour.     

Nonparametric trend statistic incorporating dispersion differences in sib pair linkage for quantitative traits

The Haseman-Elston (HE) regression method and its extensions are widely used in genetic studies for detecting linkage to quantitative trait loci (QTL) using sib pairs. The principle underlying the simple HE regression method is that the similarity in phenotypes between two siblings increases as they share an increasing number of alleles identical by descent (IBD) from their parents at a particular marker locus. In such a procedure, similarity was identified with the locations, that is, means of groups of sib pairs sharing 0, 1, and 2 alleles IBD. A more powerful, rank-based nonparametric test to detect increasing similarity in sib pairs is presented by combining univariate trend statistics not only of locations, but also of dispersions of the squared phenotypic differences of two siblings for three groups. This trend test does not rely on distributional assumptions, and is applicable to the skewed or leptokurtic phenotypic distributions, in addition to normal or near normal phenotypic distributions. The performances of nonparametric trend statistics, including nonparametric regression slope, are compared with the HE regression methods as genetic linkage strategies.     

Testing against Ordered Alternatives in One-way Layout

In this paper we investigate a simple method of modifying well known nonparametric tests for the several samples location problem to yield a class of test statistics suitable for ordered alternatives. Optimum member of the class is identified in each case and its efficacy obtained. The method is applied to five statistics.     

Evaluating Chessboard MANOVA Designs Using Predictive and Matching Configural Frequency Analysis

This paper concerns the nonparametric evaluation of chessboard MANOVA designs. For this purpose, a matching procedure based on rook methodology is suggested as a complement to predictive coafigural frequency analysis. Using this procedure, a multivariate hypothesis can be tested in a single test. It is also possible to design a significance test to fit a specific composite hypothesis. The procedure is illustrated by results from a multivariate psychopharmacological experiment in which the effects of alcohol and caffeine were studied on test performance and volatility.     

A Maximum Rank-Sum Test for One-Pulse Variation in Monthly Data

A nonparametric test to detect a pulse in monthly data is presented. This test is a maximum rank-sum test. The test statistic can be computed from frequencies or rates. The exact null distribution of the test statistic is tabulated for pulses that last 3, 4, 5, or 6 months. Estimates from a simulation study of the test's type I error rate and power are presented. The statistical modeling of the data is discussed. Several examples are given to illustrate the application of the test and the modeling procedures. Practical matters such as the treatment of tied observations, the effect of unequal lengths in the months, sample-size calculation, and post-test power analysis are discussed and illustrated with examples.