Estimation of the size of an open population from capture-recapture data using weighted martingale methods

A weighted martingale method, akin to a moving average, is proposed to allow the use of modified closed-population methods in the estimation of the size of a smoothly changing open population when there are frequent capture occasions. We concentrate here on modifications to martingale estimating functions for model Mt, but a wide range of closed-population estimators may be modified in this fashion. The method is motivated by and applied to weekly capture-recapture data from the Mai Po bird sanctuary in Hong Kong. Simulations show that the weighted martingale estimator compared well with the Jolly-Seber estimator when the conditions for the latter to be valid are met, and it performed far better when individuals were allowed to leave and reenter the population. Expressions are derived for the asymptotic bias and variance of the estimator in an appendix.     

Non-parametric optimal design in dose finding studies

We describe a non-parametric optimal design as a theoretical gold standard for dose finding studies. Its purpose is analogous to the Cramer-Rao bound for unbiased estimators, i.e. it provides a bound beyond which improvements are not generally possible. The bound applies to the class of non-parametric designs where the data are not assumed to be generated by any known parametric model. Whenever parametric assumptions really hold it may be possible to do better than the optimal non-parametric design. The goal is to be able to compare any potential dose finding scheme with the optimal non-parametric benchmark. This paper makes precise what is meant by optimal in this context and also why the procedure is described as non-parametric.     

Causal inference on the difference of the restricted mean lifetime between two groups

When comparing survival times between two treatment groups, it may be more appropriate to compare the restricted mean lifetime, i.e., the expectation of lifetime restricted to a time L, rather than mean lifetime in order to accommodate censoring. When the treatments are not assigned to patients randomly, as in observational studies, we also need to account for treatment imbalances in confounding factors. In this article, we propose estimators for the difference of the restricted mean lifetime between two groups that account for treatment imbalances in prognostic factors assuming a proportional hazards relationship. Large-sample properties of our estimators based on martingale theory for counting processes are also derived. Simulation studies were conducted to compare these estimators and to assess the adequacy of the large-sample approximations. Our methods are also applied to an observational database of acute coronary syndrome patients from Duke University Medical Center to estimate the treatment effect on the restricted mean lifetime over 5 years.     

A semiparametric mixture cure survival model for left‐truncated and right‐censored data

In follow‐up studies, the disease event time can be subject to left truncation and right censoring. Furthermore, medical advancements have made it possible for patients to be cured of certain types of diseases. In this article, we consider a semiparametric mixture cure model for the regression analysis of left‐truncated and right‐censored data. The model combines a logistic regression for the probability of event occurrence with the class of transformation models for the time of occurrence. We investigate two techniques for estimating model parameters. The first approach is based on martingale estimating equations (EEs). The second approach is based on the conditional likelihood function given truncation variables. The asymptotic properties of both proposed estimators are established. Simulation studies indicate that the conditional maximum‐likelihood estimator (cMLE) performs well while the estimator based on EEs is very unstable even though it is shown to be consistent. This is a special and intriguing phenomenon for the EE approach under cure model. We provide insights into this issue and find that the EE approach can be improved significantly by assigning appropriate weights to the censored observations in the EEs. This finding is useful in overcoming the instability of the EE approach in some more complicated situations, where the likelihood approach is not feasible. We illustrate the proposed estimation procedures by analyzing the age at onset of the occiput‐wall distance event for patients with ankylosing spondylitis.     

Quantile regression for doubly censored data

Double censoring often occurs in registry studies when left censoring is present in addition to right censoring. In this work, we propose a new analysis strategy for such doubly censored data by adopting a quantile regression model. We develop computationally simple estimation and inference procedures by appropriately using the embedded martingale structure. Asymptotic properties, including the uniform consistency and weak convergence, are established for the resulting estimators. Moreover, we propose conditional inference to address the special identifiability issues attached to the double censoring setting. We further show that the proposed method can be readily adapted to handle left truncation. Simulation studies demonstrate good finite-sample performance of the new inferential procedures. The practical utility of our method is illustrated by an analysis of the onset of the most commonly investigated respiratory infection, Pseudomonas aeruginosa, in children with cystic fibrosis through the use of the U.S. Cystic Fibrosis Registry.     

Some comments on anderson and pospahala's correction of bias in line transect sampling

ANDERSON and POSPAHALA (1970) investigated the estimation of wildlife population size using the belt or line transect sampling method and devised a correction for bias, thus leading to an estimator with interesting characteristics. This work was given a uniform mathematical framework in BURNHAM and ANDERSON (1976). In this paper we show that the ANDERSON-POSPAHALA estimator is optimal in the sense of being the (unique) best linear unbiased estimator within the class of estimators which are linear combinations of cell frequencies, provided certain assumptions are met.     

Estimation for the optimal combination of markers without modeling the censoring distribution

Summary .  In the time-dependent receiver operating characteristic curve analysis with several baseline markers, research interest focuses on seeking appropriate composite markers to enhance the accuracy in predicting the vital status of individuals over time. Based on censored survival data, we proposed a more flexible estimation procedure for the optimal combination of markers under the validity of a time-varying coefficient generalized linear model for the event time without restrictive assumptions on the censoring pattern. The consistency of the proposed estimators is also established in this article. In contrast, the inverse probability weighting (IPW) approach might introduce a bias when the selection probabilities are misspecified in the estimating equations. The performance of both estimation procedures are examined and compared through a class of simulations. It is found from the simulation study that the proposed estimators are far superior to the IPW ones. Applying these methods to an angiography cohort, our estimation procedure is shown to be useful in predicting the time to all-cause and coronary artery disease related death.     

Neural networks for self-adjusting mutation rate estimation when the recombination rate is unknown

Estimating the mutation rate, or equivalently effective population size, is a common task in population genetics. If recombination is low or high, optimal linear estimation methods are known and well understood. For intermediate recombination rates, the calculation of optimal estimators is more challenging. As an alternative to model-based estimation, neural networks and other machine learning tools could help to develop good estimators in these involved scenarios. However, if no benchmark is available it is difficult to assess how well suited these tools are for different applications in population genetics.Here we investigate feedforward neural networks for the estimation of the mutation rate based on the site frequency spectrum and compare their performance with model-based estimators. For this we use the model-based estimators introduced by Fu, Futschik et al., and Watterson that minimize the variance or mean squared error for no and free recombination. We find that neural networks reproduce these estimators if provided with the appropriate features and training sets. Remarkably, using the model-based estimators to adjust the weights of the training data, only one hidden layer is necessary to obtain a single estimator that performs almost as well as model-based estimators for low and high recombination rates, and at the same time provides a superior estimation method for intermediate recombination rates. We apply the method to simulated data based on the human chromosome 2 recombination map, highlighting its robustness in a realistic setting where local recombination rates vary and/or are unknown.     

Improvement Over Transformed Auxiliary Variable in Estimating the Finite Population Mean

For estimating the finite population mean of the study variable y, we propose a ratio‐type estimator which gives an improvement over estimators given by Upadhyaya and Singh (1999), Sisodia and Dwivedi (1981), and Singh and Kakran (1993). These estimators are compared by observing the bias and mean square error (MSE). In this empirical study, the suggested estimator under the optimal condition is found to be more efficient than the estimators mentioned above.     

Five interval estimators for proportion ratio under a stratified randomized clinical trial with noncompliance

It is not uncommon that we may encounter a randomized clinical trial (RCT) in which there are confounders which are needed to control and patients who do not comply with their assigned treatments. In this paper, we concentrate our attention on interval estimation of the proportion ratio (PR) of probabilities of response between two treatments in a stratified noncompliance RCT. We have developed and considered five asymptotic interval estimators for the PR, including the interval estimator using the weighted-least squares (WLS) estimator, the interval estimator using the Mantel-Haenszel type of weight, the interval estimator derived from Fieller's Theorem with the corresponding WLS optimal weight, the interval estimator derived from Fieller's Theorem with the randomization-based optimal weight, and the interval estimator based on a stratified two-sample proportion test with the optimal weight suggested elsewhere. To evaluate and compare the finite sample performance of these estimators, we apply Monte Carlo simulation to calculate the coverage probability and average length in a variety of situations. We discuss the limitation and usefulness for each of these interval estimators, as well as include a general guideline about which estimators may be used for given various situations.     

A comparison of non-iterative and iterative estimators of heterogeneity variance for the standardized mortality ratio

This paper continues work presented in B?hning et al. (2002b, Annals of the Institute of Statistical Mathematics 54, 827-839, henceforth BMSRB) where a class of non-iterative estimators of the variance of the heterogeneity distribution for the standardized mortality ratio was discussed. Here, these estimators are further investigated by means of a simulation study. In addition, iterative estimators including the Clayton-Kaldor procedure as well as the pseudo-maximum-likelihood (PML) approach are added in the comparison. Among all candidates, the PML estimator often has the smallest mean square error, followed by the non-iterative estimator where the weights are proportional to the external expected counts. This confirms the theoretical result in BMSRB in which an asymptotic efficiency could be proved for this estimator (in the class of non-iterative estimators considered). Surprisingly, the Clayton-Kaldor iterative estimator (often recommended and used by practitioners) performed poorly with respect to the MSE. Given the widespread use of these estimators in disease mapping, medical surveillance, meta-analysis and other areas of public health, the results of this study might be of considerable interest.     

Improved mean estimation and its application to diagonal discriminant analysis

MOTIVATION: High-dimensional data such as microarrays have created new challenges to traditional statistical methods. One such example is on class prediction with high-dimension, low-sample size data. Due to the small sample size, the sample mean estimates are usually unreliable. As a consequence, the performance of the class prediction methods using the sample mean may also be unsatisfactory. To obtain more accurate estimation of parameters some statistical methods, such as regularizations through shrinkage, are often desired. RESULTS: In this article, we investigate the family of shrinkage estimators for the mean value under the quadratic loss function. The optimal shrinkage parameter is proposed under the scenario when the sample size is fixed and the dimension is large. We then construct a shrinkage-based diagonal discriminant rule by replacing the sample mean by the proposed shrinkage mean. Finally, we demonstrate via simulation studies and real data analysis that the proposed shrinkage-based rule outperforms its original competitor in a wide range of settings.     

On optimal Bayesian classification and risk estimation under multiple classes

A recently proposed optimal Bayesian classification paradigm addresses optimal error rate analysis for small-sample discrimination, including optimal classifiers, optimal error estimators, and error estimation analysis tools with respect to the probability of misclassification under binary classes. Here, we address multi-class problems and optimal expected risk with respect to a given risk function, which are common settings in bioinformatics. We present Bayesian risk estimators (BRE) under arbitrary classifiers, the mean-square error (MSE) of arbitrary risk estimators under arbitrary classifiers, and optimal Bayesian risk classifiers (OBRC). We provide analytic expressions for these tools under several discrete and Gaussian models and present a new methodology to approximate the BRE and MSE when analytic expressions are not available. Of particular note, we present analytic forms for the MSE under Gaussian models with homoscedastic covariances, which are new even in binary classification.     

Weighted Estimation of the Accelerated Failure Time Model in the Presence of Dependent Censoring

Independent censoring is a crucial assumption in survival analysis. However, this is impractical in many medical studies, where the presence of dependent censoring leads to difficulty in analyzing covariate effects on disease outcomes. The semicompeting risks framework offers one approach to handling dependent censoring. There are two representative estimators based on an artificial censoring technique in this data structure. However, neither of these estimators is better than another with respect to efficiency (standard error). In this paper, we propose a new weighted estimator for the accelerated failure time (AFT) model under dependent censoring. One of the advantages in our approach is that these weights are optimal among all the linear combinations of the previously mentioned two estimators. To calculate these weights, a novel resampling-based scheme is employed. Attendant asymptotic statistical results for the estimator are established. In addition, simulation studies, as well as an application to real data, show the gains in efficiency for our estimator.     

Estimation of regression parameters and the hazard function in transformed linear survival models

An estimator of the regression parameters in a semiparametric transformed linear survival model is examined. This estimator consists of a single Newton-like update of the solution to a rank-based estimating equation from an initial consistent estimator. An automated penalized likelihood algorithm is proposed for estimating the optimal weight function for the estimating equations and the error hazard function that is needed in the variance estimator. In simulations, the estimated optimal weights are found to give reasonably efficient estimators of the regression parameters, and the variance estimators are found to perform well. The methodology is applied to an analysis of prognostic factors in non-Hodgkin's lymphoma.     

SMIM: A unified framework of survival sensitivity analysis using multiple imputation and martingale

Censored survival data are common in clinical trial studies. We propose a unified framework for sensitivity analysis to censoring at random in survival data using multiple imputation and martingale, called SMIM. The proposed framework adopts the δ-adjusted and control-based models, indexed by the sensitivity parameter, entailing censoring at random and a wide collection of censoring not at random assumptions. Also, it targets a broad class of treatment effect estimands defined as functionals of treatment-specific survival functions, taking into account missing data due to censoring. Multiple imputation facilitates the use of simple full-sample estimation; however, the standard Rubin's combining rule may overestimate the variance for inference in the sensitivity analysis framework. We decompose the multiple imputation estimator into a martingale series based on the sequential construction of the estimator and propose the wild bootstrap inference by resampling the martingale series. The new bootstrap inference has a theoretical guarantee for consistency and is computationally efficient compared to the nonparametric bootstrap counterpart. We evaluate the finite-sample performance of the proposed SMIM through simulation and an application on an HIV clinical trial.     

A Generalized Class of Synthetic Estimators with Application to Crop Acreage Estimation for Small Domains

This paper defines and discusses a generalized class of synthetic estimators for small domains, using auxiliary information, under simple random sampling and stratified random sampling schemes. The generalized class of synthetic estimators, among others, includes the simple, ratio and product synthetic estimators. The proposed class of synthetic estimators gives consistent estimators if the synthetic assumption holds. Further, it demonstrates the use of the generalized synthetic and ratio synthetic estimators for estimating crop acreage for small domains and also compare their relative performance with direct estimators, empirically, through a simulation study.     

A maximum-likelihood estimation of pairwise relatedness for autopolyploids

Relatedness between individuals is central to ecological genetics. Multiple methods are available to quantify relatedness from molecular data, including method-of-moment and maximum-likelihood estimators. We describe a maximum-likelihood estimator for autopolyploids, and quantify its statistical performance under a range of biologically relevant conditions. The statistical performances of five additional polyploid estimators of relatedness were also quantified under identical conditions. When comparing truncated estimators, the maximum-likelihood estimator exhibited lower root mean square error under some conditions and was more biased for non-relatives, especially when the number of alleles per loci was low. However, even under these conditions, this bias was reduced to be statistically insignificant with more robust genetic sampling. We also considered ambiguity in polyploid heterozygote genotyping and developed a weighting methodology for candidate genotypes. The statistical performances of three polyploid estimators under both ideal and actual conditions (including inbreeding and double reduction) were compared. The software package POLYRELATEDNESS is available to perform this estimation and supports a maximum ploidy of eight.     

On the Estimation of the Population Mean with Known Coefficient of Variation

For the estimation of population mean a class of estimators has been proposed when the coefficient of variation is known and its efficiency is compared with the usual unbiased estimator and the estimators suggested by various researchers. The properties of the proposed class of estimators have been also discussed in the case of normal population.     

Class of Estimators of Mean and Variance Using Auxiliary Information when Correlation Coefficient is also Known

For estimating the mean of a finite population using information on an auxiliary variable, a class of estimators which also uses the value of the correlation coefficient between the two variables which is assumed known, is defined. Expression for its asymptotic mean squared error and its minimum value is obtained. An expression by which the minimum mean squared error of this class is smaller than those which use only the sample mean and the sample variance of the auxiliary variable is obtained. A similar class of estimators is considered for the estimation of the population variance. The gain in efficiency is illustrated for six populations considered in literature.