Approximate Monte Carlo conditional inference in exponential families

This article presents an algorithm for approximate frequentist conditional inference on two or more parameters for any regression model in the Generalized Linear Model (GLIM) family. We thereby extend highly accurate inference beyond the cases of logistic regression and contingency tables implimented in commercially available software. The method makes use of the double saddlepoint approximations of Skovgaard (1987, Journal of Applied Probability 24, 875-887) and Jensen (1992, Biometrika 79, 693-703) to the conditional cumulative distribution function of a sufficient statistic given the remaining sufficient statistics. This approximation is then used in conjunction with noniterative Monte Carlo methods to generate a sample from a distribution that approximates the joint distribution of the sufficient statistics associated with the parameters of interest conditional on the observed values of the sufficient statistics associated with the nuisance parameters. This algorithm is an alternate approach to that presented by Kolassa and Tanner (1994, Journal of the American Statistical Association 89, 697-702), in which a Markov chain is generated whose equilibrium distribution under certain regularity conditions approximates the joint distribution of interest. In Kolassa and Tanner (1994), the Gibbs sampler was used in conjunction with these univariate conditional distribution function approximations. The method of this paper does not require the construction and simulation of a Markov chain, thus avoiding the need to develop regularity conditions under which the algorithm converges and the need for the data analyst to check convergence of the particular chain. Examples involving logistic and truncated Poisson regression are presented.     

-混合误差下非参数回归权函数估计的渐近正态性

本文在一定条件下讨论了－混合误差下非参数回归权函数估计的渐近正态性，并且减弱了文献［３］的条件，证明方法大大简化了。     

Stabilization Coefficient of Random Variable

Coefficient of variation, standard deviation divided by mean, has some essential defects. Its density, expectation and variance are too complex to make the statistical inference for such a coefficient. The definition of stabilization coefficient is just the reciprocal of variation coefficient, mean divided by standard deviation. Such a coefficient has a simple expectation and a simple variance, and is an asymptotically unbiased estimator and a consistent estimator of its true value. Furthermore, coefficient of stabilization has an asymptotic normality. Due to its statistical advantages, coefficient of stabilization is easy to be tested statistically. In some applied fields, usually, there is an increasing standard deviation accompanying an increasing mean. Coefficient of stabilization can be practically used for some comparison studies in such fields. Illustrations about comparing microorganism strains are given in this paper. The robustness of stabilization coefficient is satisfactory.     

Estimating functions for inhomogeneous spatial point processes with incomplete covariate data

The R package spatstat provides a very flexible and useful frameworkfor analysing spatial point patterns. A fundamental featureis a procedure for fitting spatial point process models dependingon covariates. However, in practice one often faces incompleteobservation of the covariates and this leads to parameter estimationerror which is difficult to quantify. In this paper, we introducea Monte Carlo version of the estimating function used in spatstatfor fitting inhomogeneous Poisson processes and certain inhomogeneouscluster processes. For this modified estimating function, itis feasible to obtain the asymptotic distribution of the parameterestimators in the case of incomplete covariate information.This allows a study of the loss of efficiency due to the missingcovariate data.     

Estimation of a Joint Distribution Function with Multivariate Interval‐Censored Data when the Nonparametric MLE is not Unique

A nonparametric estimator of a joint distribution function F₀ of a d‐dimensional random vector with interval‐censored (IC) data is the generalized maximum likelihood estimator (GMLE), where d ≥ 2. The GMLE of F₀ with univariate IC data is uniquely defined at each follow‐up time. However, this is no longer true in general with multivariate IC data as demonstrated by a data set from an eye study. How to estimate the survival function and the covariance matrix of the estimator in such a case is a new practical issue in analyzing IC data. We propose a procedure in such a situation and apply it to the data set from the eye study. Our method always results in a GMLE with a nonsingular sample information matrix. We also give a theoretical justification for such a procedure. Extension of our procedure to Cox's regression model is also mentioned.     

Survival and hazard functions for progressive diseases using saddlepoint approximations

Saddlepoint approximations for the computation of survival and hazard functions are introduced in the context of parametric survival analysis. Although these approximations are computationally fast, accurate, and relatively straightforward to implement, their use in survival analysis has been lacking. We approximate survival functions using the Lugannani and Rice saddlepoint approximation to the distribution function or by numerically integrating the saddlepoint density approximation. The hazard function is approximated using the saddlepoint density and distribution functions. The approximations are especially useful for consideration of survival and hazard functions for waiting times in complicated models. Examples include total or partial waiting times for a disease that progresses through various stages (convolutions of distributions).     

Correcting for measurement error in individual-level covariates in nonlinear mixed effects models

The nonlinear mixed effects model is used to represent data in pharmacokinetics, viral dynamics, and other areas where an objective is to elucidate associations among individual-specific model parameters and covariates; however, covariates may be measured with error. For additive measurement error, we show substitution of mismeasured covariates for true covariates may lead to biased estimators for fixed effects and random effects covariance parameters, while regression calibration may eliminate bias in fixed effects but fail to correct that in covariance parameters. We develop methods to take account of measurement error that correct this bias and may be implemented with standard software, and we demonstrate their utility via simulation and application to data from a study of HIV dynamics.