Logistic and Nonlogistic Density Functions in Binary Regression with Nonstochastic Covariates

A binary random variable depends on nonstochastic covariates through a density function. The equations that determine the maximum likelihood estimators of the parameters are intractable and difficult to solve iteratively. We develop modified maximum likelihood estimators for both logistic and nonlo-gistic densities. These estimators are explicit functions of sample observations and are, therefore, easy to compute. They are asymptotically fully efficient and, for small samples, are almost fully efficient. The appropriateness of the logistic density function is also discussed.     

A Life Table Regression Analysis for Complex Survey Data

A methodology for obtaining maximum likelihood estimates of life table regression coefficients from complex survey data is presented. Certain of the issues of writing a likelihood for survey data are presented and discussed. The proposed methodology includes consideration of the sampling design in any inference by using design based variance estimates for the parameters. An example is given using data from the 1973 United States National Survey of Family Growth.     

Empirical Likelihood Semiparametric Regression Analysis for Longitudinal Data

A semiparametric regression model for longitudinal data is considered.The empirical likelihood method is used to estimate the regressioncoefficients and the baseline function, and to construct confidenceregions and intervals. It is proved that the maximum empiricallikelihood estimator of the regression coefficients achievesasymptotic efficiency and the estimator of the baseline functionattains asymptotic normality when a bias correction is made.Two calibrated empirical likelihood approaches to inferencefor the baseline function are developed. We propose a groupwiseempirical likelihood procedure to handle the inter-series dependencefor the longitudinal semiparametric regression model, and employbias correction to construct the empirical likelihood ratiofunctions for the parameters of interest. This leads us to provea nonparametric version of Wilks' theorem. Compared with methodsbased on normal approximations, the empirical likelihood doesnot require consistent estimators for the asymptotic varianceand bias. A simulation compares the empirical likelihood andnormal-based methods in terms of coverage accuracies and averageareas/lengths of confidence regions/intervals.     

A Symmetric Extended Logistic Model with Applications to Experimental Toxicity Data

The fit of the logit and probit models for quantal response data can be improved by embedding these classical models within a richer parametric family indexed by one or two shape parameters. In this paper, a symmetric extended logistic model indexed by a shape parameter λ is discussed with application to dose response curves. The usual maximum likelihood method is employed to estimate the parameters of the model. The need to include the shape parameter λ is illustrated by analyzing a set of real experimental data and comparing the fit of the extended logistic model to those obtained by the standard logit and probit models.     

可交换条件下多维结构回归模型总体平均处理效应的估计

在可交换条件下，当响应变量为多维时，利用结构回归模型研究总体平均处理效应的估计。     

A bivariate pseudolikelihood for incomplete longitudinal binary data with nonignorable nonmonotone missingness

For analyzing longitudinal binary data with nonignorable and nonmonotone missing responses, a full likelihood method is complicated algebraically, and often requires intensive computation, especially when there are many follow-up times. As an alternative, a pseudolikelihood approach has been proposed in the literature under minimal parametric assumptions. This formulation only requires specification of the marginal distributions of the responses and missing data mechanism, and uses an independence working assumption. However, this estimator can be inefficient for estimating both time-varying and time-stationary effects under moderate to strong within-subject associations among repeated responses. In this article, we propose an alternative estimator, based on a bivariate pseudolikelihood, and demonstrate in simulations that the proposed method can be much more efficient than the previous pseudolikelihood obtained under the assumption of independence. We illustrate the method using longitudinal data on CD4 counts from two clinical trials of HIV-infected patients.     

The Effects of Misspecification of a Regression Model

The consequences of the misspecification of a regression model are considered. For small effects of covariates a proportional consistency theorem is derived. The consistent estimation of the covariance matrix of the estimates is discussed.     

Fitting Regression Models to Ordinal Data

This paper deals with the analysis of ordinal data by means of a threshold model. Maximum likelihood estimation is discussed and two examples are used to illustrate the methods.     

Regression Calibration in Semiparametric Accelerated Failure Time Models

Summary In large cohort studies, it often happens that some covariates are expensive to measure and hence only measured on a validation set. On the other hand, relatively cheap but error‐prone measurements of the covariates are available for all subjects. Regression calibration (RC) estimation method ( Prentice, 1982 , Biometrika 69 , 331–342) is a popular method for analyzing such data and has been applied to the Cox model by Wang et al. (1997, Biometrics 53 , 131–145) under normal measurement error and rare disease assumptions. In this article, we consider the RC estimation method for the semiparametric accelerated failure time model with covariates subject to measurement error. Asymptotic properties of the proposed method are investigated under a two‐phase sampling scheme for validation data that are selected via stratified random sampling, resulting in neither independent nor identically distributed observations. We show that the estimates converge to some well‐defined parameters. In particular, unbiased estimation is feasible under additive normal measurement error models for normal covariates and under Berkson error models. The proposed method performs well in finite‐sample simulation studies. We also apply the proposed method to a depression mortality study.     

Likelihood methods for incomplete longitudinal binary responses with incomplete categorical covariates

We consider longitudinal studies in which the outcome observed over time is binary and the covariates of interest are categorical. With no missing responses or covariates, one specifies a multinomial model for the responses given the covariates and uses maximum likelihood to estimate the parameters. Unfortunately, incomplete data in the responses and covariates are a common occurrence in longitudinal studies. Here we assume the missing data are missing at random (Rubin, 1976, Biometrika 63, 581-592). Since all of the missing data (responses and covariates) are categorical, a useful technique for obtaining maximum likelihood parameter estimates is the EM algorithm by the method of weights proposed in Ibrahim (1990, Journal of the American Statistical Association 85, 765-769). In using the EM algorithm with missing responses and covariates, one specifies the joint distribution of the responses and covariates. Here we consider the parameters of the covariate distribution as a nuisance. In data sets where the percentage of missing data is high, the estimates of the nuisance parameters can lead to highly unstable estimates of the parameters of interest. We propose a conditional model for the covariate distribution that has several modeling advantages for the EM algorithm and provides a reduction in the number of nuisance parameters, thus providing more stable estimates in finite samples.     

生长曲线参数估计的一种新方法-优化回归组合法

在现有文献研究的基础上,对生长曲线参数估计问题又作了进一步研究,给出了生长曲线参数估计的一种新方法优化回归组合法,该方法创造性地将最优化方法与回归方法结合在一起,利用最优化理论中的区间搜索和一维搜索,可以得到一系列c^＊值,利用回归方法可求得与其相对应的一系列a和b的值．当c取最优值c时,a和b便得到最优值a^＊和b^＊经示例计算表明,这种参数估计法具有较高的精度,     

A Positive Stable Frailty Model for Clustered Failure Time Data with Covariate‐Dependent Frailty

Summary In this article, we propose a positive stable shared frailty Cox model for clustered failure time data where the frailty distribution varies with cluster‐level covariates. The proposed model accounts for covariate‐dependent intracluster correlation and permits both conditional and marginal inferences. We obtain marginal inference directly from a marginal model, then use a stratified Cox‐type pseudo‐partial likelihood approach to estimate the regression coefficient for the frailty parameter. The proposed estimators are consistent and asymptotically normal and a consistent estimator of the covariance matrix is provided. Simulation studies show that the proposed estimation procedure is appropriate for practical use with a realistic number of clusters. Finally, we present an application of the proposed method to kidney transplantation data from the Scientific Registry of Transplant Recipients.     

Parameter Estimation for Partially Complete Time and Type of Failure Data

The theory of competing risks has been developed to asses a specific risk in presence of other risk factors. In this paper we consider the parametric estimation of different failure modes under partially complete time and type of failure data using latent failure times and cause specific hazard functions models. Uniformly minimum variance unbiased estimators and maximum likelihood estimators are obtained when latent failure times and cause specific hazard functions are exponentially distributed. We also consider the case when they follow Weibull distributions. One data set is used to illustrate the proposed techniques. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

A Comparative Analysis of Graphical Interaction and Logistic Regression Modelling: Self‐care and Coping with a Chronic Illness in Later Life

Quantitative research especially in the social, but also in the biological sciences has been limited by the availability and applicability of analytic techniques that elaborate interactions among behaviours, treatment effects, and mediating variables. This gap has been filled by a newly developed statistical technique, known as graphical interaction modelling. The merit of graphical models for analyzing highly structured data is explored in this paper by an empirical study on coping with a chronic condition as a function of interrelationships between three sets of factors. These include background factors, illness context factors, and four self‐care practices. Based on a graphical chain model, the direct and indirect dependencies are revealed and discussed in comparison to the results obtained from a simple logistic regression model ignoring possible interaction effects. Both techniques are introduced from a more tutorial point of view instead of going far into technical details.     

An Extended Threshold Model for Analyzing Ordered Categorical Data

This paper presents an extended threshold model for analyzing ordered categorical data. The model admits interactions between the position of the thresholds and the levels of the effective factors. These interactions are described according to the approach of Milliken and Graybill (1970). Especially important for practical application is the special assumption that there is a linear relation between interactions and thresholds, and that the slopes of the concerning regression lines may be different for samples. This means that the latent variables are distributed according to the same type of distributions, but may have different expectations and variances. Underlying this submodel, the estimation of parameters and the testing of hypotheses according to the maximum likelihood method is described. The procedure is illustrated by a numerical example, and an outline is given about a cluster analysis using model parameters.