Regression on Quantile Residual Life

Summary A time‐specific log‐linear regression method on quantile residual lifetime is proposed. Under the proposed regression model, any quantile of a time‐to‐event distribution among survivors beyond a certain time point is associated with selected covariates under right censoring. Consistency and asymptotic normality of the regression estimator are established. An asymptotic test statistic is proposed to evaluate the covariate effects on the quantile residual lifetimes at a specific time point. Evaluation of the test statistic does not require estimation of the variance–covariance matrix of the regression estimators, which involves the probability density function of the survival distribution with censoring. Simulation studies are performed to assess finite sample properties of the regression parameter estimator and test statistic. The new regression method is applied to a breast cancer data set with long‐term follow‐up to estimate the patients' median residual lifetimes, adjusting for important prognostic factors.     

A KPSS test for stationarity for spatial point processes

Summary .   We propose a formal method to test stationarity for spatial point processes. The proposed test statistic is based on the integrated squared deviations of observed counts of events from their means estimated under stationarity. We show that the resulting test statistic converges in distribution to a functional of a two-dimensional Brownian motion. To conduct the test, we compare the calculated statistic with the upper tail critical values of this functional. Our method requires only a weak dependence condition on the process but does not assume any parametric model for it. As a result, it can be applied to a wide class of spatial point process models. We study the efficacy of the test through both simulations and applications to two real data examples that were previously suspected to be nonstationary based on graphical evidence. Our test formally confirmed the suspected nonstationarity for both data.     

Bootstrap Restricted Likelihood Ratio Test for the Detection of Rare Variants

In this paper the detection of rare variants association with continuous phenotypes of interest is investigated via the likelihood-ratio based variance component test under the framework of linear mixed models. The hypothesis testing is challenging and nonstandard, since under the null the variance component is located on the boundary of its parameter space. In this situation the usual asymptotic chisquare distribution of the likelihood ratio statistic does not necessarily hold. To circumvent the derivation of the null distribution we resort to the bootstrap method due to its generic applicability and being easy to implement. Both parametric and nonparametric bootstrap likelihood ratio tests are studied. Numerical studies are implemented to evaluate the performance of the proposed bootstrap likelihood ratio test and compare to some existing methods for the identification of rare variants. To reduce the computational time of the bootstrap likelihood ratio test we propose an effective approximation mixture for the bootstrap null distribution. The GAW17 data is used to illustrate the proposed test.     

Modified nonparametric approaches to detecting differentially expressed genes in replicated microarray experiments

MOTIVATION: An important goal in analyzing microarray data is to determine which genes are differentially expressed across two kinds of tissue samples or samples obtained under two experimental conditions. Various parametric tests, such as the two-sample t-test, have been used, but their possibly too strong parametric assumptions or large sample justifications may not hold in practice. As alternatives, a class of three nonparametric statistical methods, including the empirical Bayes method of Efron et al. (2001), the significance analysis of microarray (SAM) method of Tusher et al. (2001) and the mixture model method (MMM) of Pan et al. (2001), have been proposed. All the three methods depend on constructing a test statistic and a so-called null statistic such that the null statistic's distribution can be used to approximate the null distribution of the test statistic. However, relatively little effort has been directed toward assessment of the performance or the underlying assumptions of the methods in constructing such test and null statistics. RESULTS: We point out a problem of a current method to construct the test and null statistics, which may lead to largely inflated Type I errors (i.e. false positives). We also propose two modifications that overcome the problem. In the context of MMM, the improved performance of the modified methods is demonstrated using simulated data. In addition, our numerical results also provide evidence to support the utility and effectiveness of MMM.     

Use of the score test as a goodness-of-fit measure of the covariance structure in genetic analysis of longitudinal data

Model selection is an essential issue in longitudinal data analysis since many different models have been proposed to fit the covariance structure. The likelihood criterion is commonly used and allows to compare the fit of alternative models. Its value does not reflect, however, the potential improvement that can still be reached in fitting the data unless a reference model with the actual covariance structure is available. The score test approach does not require the knowledge of a reference model, and the score statistic has a meaningful interpretation in itself as a goodness-of-fit measure. The aim of this paper was to show how the score statistic may be separated into the genetic and environmental parts, which is difficult with the likelihood criterion, and how it can be used to check parametric assumptions made on variance and correlation parameters. Selection of models for genetic analysis was applied to a dairy cattle example for milk production.     

Semiparametric models for missing covariate and response data in regression models

We consider a class of semiparametric models for the covariate distribution and missing data mechanism for missing covariate and/or response data for general classes of regression models including generalized linear models and generalized linear mixed models. Ignorable and nonignorable missing covariate and/or response data are considered. The proposed semiparametric model can be viewed as a sensitivity analysis for model misspecification of the missing covariate distribution and/or missing data mechanism. The semiparametric model consists of a generalized additive model (GAM) for the covariate distribution and/or missing data mechanism. Penalized regression splines are used to express the GAMs as a generalized linear mixed effects model, in which the variance of the corresponding random effects provides an intuitive index for choosing between the semiparametric and parametric model. Maximum likelihood estimates are then obtained via the EM algorithm. Simulations are given to demonstrate the methodology, and a real data set from a melanoma cancer clinical trial is analyzed using the proposed methods.     

Tests of Significance for Combined Measures of Plant Stability and Performance

Of significance in plant breeding is to develop varieties that are stable and have optimum performance, such as high yield, in different target environments. As such, selection should be on a measure that combines stability and performance. In this study, we examine the distributions for three nonparametric and three parametric measures for combined stability and performance and show that the F statistic from an analysis of variance may be used to test for differences among genotypes with regard to these measures. Recommendations are made based on the size and power of the F statistic for each of the measures. Application of the theoretical results is demonstrated using data on 14 varieties of oats in 18 locations.     

Parametric regression on cumulative incidence function

We propose parametric regression analysis of cumulative incidence function with competing risks data. A simple form of Gompertz distribution is used for the improper baseline subdistribution of the event of interest. Maximum likelihood inferences on regression parameters and associated cumulative incidence function are developed for parametric models, including a flexible generalized odds rate model. Estimation of the long-term proportion of patients with cause-specific events is straightforward in the parametric setting. Simple goodness-of-fit tests are discussed for evaluating a fixed odds rate assumption. The parametric regression methods are compared with an existing semiparametric regression analysis on a breast cancer data set where the cumulative incidence of recurrence is of interest. The results demonstrate that the likelihood-based parametric analyses for the cumulative incidence function are a practically useful alternative to the semiparametric analyses.     

Improved statistical tests for differential gene expression by shrinking variance components estimates

Combining information across genes in the statistical analysis of microarray data is desirable because of the relatively small number of data points obtained for each individual gene. Here we develop an estimator of the error variance that can borrow information across genes using the James-Stein shrinkage concept. A new test statistic (FS) is constructed using this estimator. The new statistic is compared with other statistics used to test for differential expression: the gene-specific F test (F1), the pooled-variance F statistic (F3), a hybrid statistic (F2) that uses the average of the individual and pooled variances, the regularized t-statistic, the posterior odds statistic B, and the SAM t-test. The FS-test shows best or nearly best power for detecting differentially expressed genes over a wide range of simulated data in which the variance components associated with individual genes are either homogeneous or heterogeneous. Thus FS provides a powerful and robust approach to test differential expression of genes that utilizes information not available in individual gene testing approaches and does not suffer from biases of the pooled variance approach.     

The Baumgartner-Weiss-Schindler test for the detection of differentially expressed genes in replicated microarray experiments

MOTIVATION: An important application of microarray experiments is to identify differentially expressed genes. Because microarray data are often not distributed according to a normal distribution nonparametric methods were suggested for their statistical analysis. Here, the Baumgartner-Weiss-Schindler test, a novel and powerful test based on ranks, is investigated and compared with the parametric t-test as well as with two other nonparametric tests (Wilcoxon rank sum test, Fisher-Pitman permutation test) recently recommended for the analysis of gene expression data. RESULTS: Simulation studies show that an exact permutation test based on the Baumgartner-Weiss-Schindler statistic B is preferable to the other three tests. It is less conservative than the Wilcoxon test and more powerful, in particular in case of asymmetric or heavily tailed distributions. When the underlying distribution is symmetric the differences in power between the tests are relatively small. Thus, the Baumgartner-Weiss-Schindler is recommended for the usual situation that the underlying distribution is a priori unknown. AVAILABILITY: SAS code available on request from the authors.     

Parameter Estimation and Quantitative Parametric Linkage Analysis with GENEHUNTER-QMOD

Objective: We present a parametric method for linkage analysis of quantitative phenotypes. The method provides a test for linkage as well as an estimate of different phenotype parameters. We have implemented our new method in the program GENEHUNTER-QMOD and evaluated its properties by performing simulations. Methods: The phenotype is modeled as a normally distributed variable, with a separate distribution for each genotype. Parameter estimates are obtained by maximizing the LOD score over the normal distribution parameters with a gradient-based optimization called PGRAD method. Results: The PGRAD method has lower power to detect linkage than the variance components analysis (VCA) in case of a normal distribution and small pedigrees. However, it outperforms the VCA and Haseman-Elston regression for extended pedigrees, nonrandomly ascertained data and non-normally distributed phenotypes. Here, the higher power even goes along with conservativeness, while the VCA has an inflated type I error. Parameter estimation tends to underestimate residual variances but performs better for expectation values of the phenotype distributions. Conclusion: With GENEHUNTER-QMOD, a powerful new tool is provided to explicitly model quantitative phenotypes in the context of linkage analysis. It is freely available at http://www.helmholtz-muenchen.de/genepi/downloads.     

Improved processing of the steady-state evoked potential

Two related procedures for estimating the parameters of steady-state evoked potentials (SSEPs) are introduced. The first procedure involves an initial stage of digital bandpass filtering followed by a Discrete Fourier Transform analysis. In the second method, a high resolution method based on parametric modelling is applied to the filtered data. The digital pre-filter consists of a non-phase shifting Chebychev bandpass filter. The parametric modelling method considers the evoked-response-plus-noise distribution to consist of a set of exponentially damped sinusoids. The frequency, amplitude, phase and damping factors of these components are estimated by calculating the mean of the forward and backward prediction filters and linear regression.We compared the signal-to-noise ratio (SNR) of the new procedures to the conventional Discrete Fourier Transform method for Monte Carlo simulations utilizing known sinusoids buried in white noise, known sinusoids buried in human EEG noise and for a sample of visual evoked potential data. Both of the new methods produce substantially more accurate and less variable estimates of test sinusoid amplitude. For VEP recording, the EEG background noise level is reduced by 5–6 dB over that obtained with the DFT. The new methods also provide approximately 5 dB better SNR than the DFT for detection of sinusoids based on the Rayleigh statistic. The parametric modelling approach is particularly suited for the analysis of very short data records including cycle-by-cycle analysis of the SSEP.     

An information ratio-based goodness-of-fit test for copula models on censored data

Copula is a popular method for modeling the dependence among marginal distributions in multivariate censored data. As many copula models are available, it is essential to check if the chosen copula model fits the data well for analysis. Existing approaches to testing the fitness of copula models are mainly for complete or right-censored data. No formal goodness-of-fit (GOF) test exists for interval-censored or recurrent events data. We develop a general GOF test for copula-based survival models using the information ratio (IR) to address this research gap. It can be applied to any copula family with a parametric form, such as the frequently used Archimedean, Gaussian, and D-vine families. The test statistic is easy to calculate, and the test procedure is straightforward to implement. We establish the asymptotic properties of the test statistic. The simulation results show that the proposed test controls the type-I error well and achieves adequate power when the dependence strength is moderate to high. Finally, we apply our method to test various copula models in analyzing multiple real datasets. Our method consistently separates different copula models for all these datasets in terms of model fitness.     

Bayesian nonparametric estimation of continuous monotone functions with applications to dose-response analysis

Summary .  In this article, we consider monotone nonparametric regression in a Bayesian framework. The monotone function is modeled as a mixture of shifted and scaled parametric probability distribution functions, and a general random probability measure is assumed as the prior for the mixing distribution. We investigate the choice of the underlying parametric distribution function and find that the two-sided power distribution function is well suited both from a computational and mathematical point of view. The model is motivated by traditional nonlinear models for dose–response analysis, and provides possibilities to elicitate informative prior distributions on different aspects of the curve. The method is compared with other recent approaches to monotone nonparametric regression in a simulation study and is illustrated on a data set from dose–response analysis.     

Dose Response Analysis Using Robust Covariance Estimation

A dose response analysis is robustified by estimating the asymptotic covariance of the fitted model parameters by the approximate information sandwich (a sandwich statistic) under a heterogeneous variance. The robust method is described by using a nonlinear four‐parameter regression model. The usual, robust, bootstrap, and jackknife estimates of the asymptotic variance are examined for the bioassay data. Under the response of a normal distribution with changing variances over the dose levels, the performance of the usual and robust variances is investigated by Monte Carlo study. It confirms the robustness of the sandwich estimate and shows the non‐accuracy of the usual asymptotic variance estimates of fitted model parameters under the different forms of nonconstant variance structures.     

A note on an exact test and confidence interval for competition and overlap effects

A method has been proposed that gives an exact test and confidence interval for the coefficient of overlap and competition effects. The method is based on Tukey's statistic of nonadditivity. The method is very simple to adopt and can be implemented by regression analysis and analysis of variance programmes in some important cases.     

Levene tests of homogeneity of variance for general block and treatment designs

This article develops a weighted least squares version of Levene's test of homogeneity of variance for a general design, available both for univariate and multivariate situations. When the design is balanced, the univariate and two common multivariate test statistics turn out to be proportional to the corresponding ordinary least squares test statistics obtained from an analysis of variance of the absolute values of the standardized mean-based residuals from the original analysis of the data. The constant of proportionality is simply a design-dependent multiplier (which does not necessarily tend to unity). Explicit results are presented for randomized block and Latin square designs and are illustrated for factorial treatment designs and split-plot experiments. The distribution of the univariate test statistic is close to a standard F-distribution, although it can be slightly underdispersed. For a complex design, the test assesses homogeneity of variance across blocks, treatments, or treatment factors and offers an objective interpretation of residual plots.     

Parametric and semiparametric approaches to testing for seasonal trend in serial count data

We present two tests for seasonal trend in monthly incidence data. The first approach uses a penalized likelihood to choose the number of harmonic terms to include in a parametric harmonic model (which includes time trends and autogression as well as seasonal harmonic terms) and then tests for seasonality using a parametric bootstrap test. The second approach uses a semiparametric regression model to test for seasonal trend. In the semiparametric model, the seasonal pattern is modeled nonparametrically, parametric terms are included for autoregressive effects and a linear time trend, and a parametric bootstrap test is used to test for seasonality. For both procedures, a null distribution is generated under a null Poisson model with time trends and autoregression parameters.We apply the methods to skin melanoma incidence rates collected by the surveillance, epidemiology, and end results (SEER) program of the National Cancer Institute, and perform simulation studies to evaluate the type I error rate and power for the two procedures. These simulations suggest that both procedures are alpha-level procedures. In addition, the harmonic model/bootstrap test had similar or larger power than the semiparametric model/bootstrap test for a wide range of alternatives, and the harmonic model/bootstrap test is much easier to implement. Thus, we recommend the harmonic model/bootstrap test for the analysis of seasonal incidence data.     

A Comparison of Regression Models for Small Counts

ABSTRACT Count data with means <2 are often assumed to follow a Poisson distribution. However, in many cases these kinds of data, such as number of young fledged, are more appropriately considered to be multinomial observations due to naturally occurring upper truncation of the distribution. We evaluated the performance of several versions of multinomial regression, plus Poisson and normal regression, for analysis of count data with means <2 through Monte Carlo simulations. Simulated data mimicked observed counts of number of young fledged (0, 1, 2, or 3) by California spotted owls (Strix occidentalis occidentalis). We considered size and power of tests to detect differences among 10 levels of a categorical predictor, as well as tests for trends across 10-year periods. We found regular regression and analysis of variance procedures based on a normal distribution to perform satisfactorily in all cases we considered, whereas failure rate of multinomial procedures was often excessively high, and the Poisson model demonstrated inappropriate test size for data where the variance/mean ratio was <1 or >1.2. Thus, managers can use simple statistical methods with which they are likely already familiar to analyze the kinds of count data we described here.