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The pool adjacent violator algorithm Ayer et al. (1955, The Annals of Mathematical Statistics, 26, 641-647) has long been known to give the maximum likelihood estimator of a series of ordered binomial parameters, based on an independent observation from each distribution (see Barlow et al., 1972, Statistical Inference under Order Restrictions, Wiley, New York). This result has immediate application to estimation of a survival distribution based on current survival status at a set of monitoring times. This paper considers an extended problem of maximum likelihood estimation of a series of 'ordered' multinomial parameters p(i)= (p(1i),p(2i),.,p(mi)) for 1 相似文献   

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Larsen K 《Biometrics》2005,61(4):1049-1055
This article is motivated by the Women's Health and Aging Study, where information about physical functioning was recorded along with death information in a group of elderly women. The focus is on determining whether having difficulties in daily living tasks is accompanied by a higher mortality rate. To this end, a two-parameter logistic regression model is used for the modeling of binary questionnaire data assuming an underlying continuous latent variable, difficulty in daily living. The Cox model is used for the survival information, and the continuous latent variable is included as an explanatory variable along with other observed variables. Parameters are estimated by maximizing the likelihood for the joint distribution of the items and the time-to-event information. In addition to presenting a new statistical model, this article also illustrates the use of the model in a real data setting and addresses the more practical issues of model building, diagnostics, and parameter interpretation.  相似文献   

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We develop a joint model for the analysis of longitudinal and survival data in the presence of data clustering. We use a mixed effects model for the repeated measures that incorporates both subject- and cluster-level random effects, with subjects nested within clusters. A Cox frailty model is used for the survival model in order to accommodate the clustering. We then link the two responses via the common cluster-level random effects, or frailties. This model allows us to simultaneously evaluate the effect of covariates on the two types of responses, while accounting for both the relationship between the responses and data clustering. The model was motivated by a study of end-stage renal disease patients undergoing hemodialysis, where we wished to evaluate the effect of iron treatment on both the patients' hemoglobin levels and survival times, with the patients clustered by enrollment site.  相似文献   

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Larsen K 《Biometrics》2004,60(1):85-92
Multiple categorical variables are commonly used in medical and epidemiological research to measure specific aspects of human health and functioning. To analyze such data, models have been developed considering these categorical variables as imperfect indicators of an individual's \"true\" status of health or functioning. In this article, the latent class regression model is used to model the relationship between covariates, a latent class variable (the unobserved status of health or functioning), and the observed indicators (e.g., variables from a questionnaire). The Cox model is extended to encompass a latent class variable as predictor of time-to-event, while using information about latent class membership available from multiple categorical indicators. The expectation-maximization (EM) algorithm is employed to obtain maximum likelihood estimates, and standard errors are calculated based on the profile likelihood, treating the nonparametric baseline hazard as a nuisance parameter. A sampling-based method for model checking is proposed. It allows for graphical investigation of the assumption of proportional hazards across latent classes. It may also be used for checking other model assumptions, such as no additional effect of the observed indicators given latent class. The usefulness of the model framework and the proposed techniques are illustrated in an analysis of data from the Women's Health and Aging Study concerning the effect of severe mobility disability on time-to-death for elderly women.  相似文献   

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Tian  Lu; Cai  Tianxi 《Biometrika》2006,93(2):329-342
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SATTEN  GLEN A. 《Biometrika》1996,83(2):355-370
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MCCLEAN  SALLY; DEVINE  COLUM 《Biometrika》1995,82(4):791-803
The problem of estimating the lifetime distribution based ondata from independently and identically distributed stationaryrenewal processes is addressed. The data are incomplete. A nonparametricmaximum likelihood estimate of the Lifetime distribution isderived using the em algorithm. The missing information principleis used to estimate the standard error of the estimated distribution.The methodology is applied to a problem in the nursing professionwhere nurses withdraw from active service for a period of timebefore returning to take up post at a later date. It is importantthat nurse manpower planners accurately predict this patternof return. The data analysed are from the Northern Ireland nursingprofession.  相似文献   

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Diao G  Lin DY 《Biometrics》2005,61(3):789-798
Statistical methods for the detection of genes influencing quantitative traits with the aid of genetic markers are well developed for normally distributed, fully observed phenotypes. Many experiments are concerned with failure-time phenotypes, which have skewed distributions and which are usually subject to censoring because of random loss to follow-up, failures from competing causes, or limited duration of the experiment. In this article, we develop semiparametric statistical methods for mapping quantitative trait loci (QTLs) based on censored failure-time phenotypes. We formulate the effects of the QTL genotype on the failure time through the Cox (1972, Journal of the Royal Statistical Society, Series B 34, 187-220) proportional hazards model and derive efficient likelihood-based inference procedures. In addition, we show how to assess statistical significance when searching several regions or the entire genome for QTLs. Extensive simulation studies demonstrate that the proposed methods perform well in practical situations. Applications to two animal studies are provided.  相似文献   

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Malka Gorfine  Li Hsu 《Biometrics》2011,67(2):415-426
Summary In this work, we provide a new class of frailty‐based competing risks models for clustered failure times data. This class is based on expanding the competing risks model of Prentice et al. (1978, Biometrics 34 , 541–554) to incorporate frailty variates, with the use of cause‐specific proportional hazards frailty models for all the causes. Parametric and nonparametric maximum likelihood estimators are proposed. The main advantages of the proposed class of models, in contrast to the existing models, are: (1) the inclusion of covariates; (2) the flexible structure of the dependency among the various types of failure times within a cluster; and (3) the unspecified within‐subject dependency structure. The proposed estimation procedures produce the most efficient parametric and semiparametric estimators and are easy to implement. Simulation studies show that the proposed methods perform very well in practical situations.  相似文献   

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Recent technological advances continue to provide noninvasive and more accurate biomarkers for evaluating disease status. One standard tool for assessing the accuracy of diagnostic tests is the receiver operating characteristic (ROC) curve. Few statistical methods exist to accommodate multiple continuous‐scale biomarkers in the framework of ROC analysis. In this paper, we propose a method to integrate continuous‐scale biomarkers to optimize classification accuracy. Specifically, we develop semiparametric transformation models for multiple biomarkers. We assume that unknown and marker‐specific transformations of biomarkers follow a multivariate normal distribution. Our models accommodate biomarkers subject to limits of detection and account for the dependence among biomarkers by including a subject‐specific random effect. We also propose a diagnostic measure using an optimal linear combination of the transformed biomarkers. Our diagnostic rule does not depend on any monotone transformation of biomarkers and is not sensitive to extreme biomarker values. Nonparametric maximum likelihood estimation (NPMLE) is used for inference. We show that the parameter estimators are asymptotically normal and efficient. We illustrate our semiparametric approach using data from the Endometriosis, Natural History, Diagnosis, and Outcomes (ENDO) study.  相似文献   

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Hao Liu  Jing Qin 《Biometrics》2018,74(1):68-76
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