Estimation of proportions by group testing with retesting of positive groups

Abstract

When estimating a proportion p by group testing, and it is desired to increase precision, it is sometimes impractical to obtain additional individuals but it is possible to retest groups formed from the individuals within the groups that test positive at the first stage. Hepworth and Watson assessed four methods of retesting, and recommended a random regrouping of individuals from the first stage. They developed an estimator of p for their proposed method, and, because of the analytic complexity, used simulation to examine its variance properties. We now provide an analytical solution to the variance of the estimator, and compare its performance with the earlier simulated results. We show that our solution gives an acceptable approximation in a reasonable range of circumstances.     

Informative Retesting

In situations where individuals are screened for an infectious disease or other binary characteristic and where resources for testing are limited, group testing can offer substantial benefits. Group testing, where subjects are tested in groups (pools) initially, has been successfully applied to problems in blood bank screening, public health, drug discovery, genetics, and many other areas. In these applications, often the goal is to identify each individual as positive or negative using initial group tests and subsequent retests of individuals within positive groups. Many group testing identification procedures have been proposed; however, the vast majority of them fail to incorporate heterogeneity among the individuals being screened. In this paper, we present a new approach to identify positive individuals when covariate information is available on each. This covariate information is used to structure how retesting is implemented within positive groups; therefore, we call this new approach "informative retesting." We derive closed-form expressions and implementation algorithms for the probability mass functions for the number of tests needed to decode positive groups. These informative retesting procedures are illustrated through a number of examples and are applied to chlamydia and gonorrhea testing in Nebraska for the Infertility Prevention Project. Overall, our work shows compelling evidence that informative retesting can dramatically decrease the number of tests while providing accuracy similar to established non-informative retesting procedures.     

Meta-analysis of univariate P-values

We propose a new meta-analysis method to pool univariate p-values across independent studies and we compare our method with that of Fisher, Stouffer, and George through simulations and identify sub-spaces where each of these methods are optimal and propose a strategy to choose the best meta-analysis method under different sub-spaces. We compare these meta-analysis approaches using p-values from periodicity tests of 4,940 S. Pombe genes from 10 independent time-course experiments and show that our new approach ranks the periodic, conserved, and cycling genes much higher, and detects at least as many genes among the top 1,000 genes, compared to other methods.     

Goodness-of-Fit Tests for Multivariate Distributions

We propose three new statistics, Z _p , C _p , and R _p for testing a p-variate (p ≥ 2) normal distribution and compare them with the prominent test statistics. We show that C _p is overall most powerful and is effective against skew, long-tailed as well as short-tailed symmetric alternatives. We show that Z _p and R _p are most powerful against skew and long-tailed alternatives, respectively. The Z _p and R _p statistics can also be used for testing an assumed p-variate nonnormal distribution.     

Model selection criteria for reduced rank multivariate time series: a simulation study

The main focus of our paper is to compare the performance of different model selection criteria used for multivariate reduced rank time series. We consider one of the most commonly used reduced rank model, that is, the reduced rank vector autoregression (RRVAR (p, r)) introduced by Velu et al. [Reduced rank models for multiple time series. Biometrika. 1986;7(31):105–118]. In our study, the most popular model selection criteria are included. The criteria are divided into two groups, that is, simultaneous selection and two-step selection criteria, accordingly. Methods from the former group select both an autoregressive order p and a rank r simultaneously, while in the case of two-step criteria, first an optimal order p is chosen (using model selection criteria intended for the unrestricted VAR model) and then an optimal rank r of coefficient matrices is selected (e.g. by means of sequential testing). Considered model selection criteria include well-known information criteria (such as Akaike information criterion, Schwarz criterion, Hannan–Quinn criterion, etc.) as well as widely used sequential tests (e.g. the Bartlett test) and the bootstrap method. An extensive simulation study is carried out in order to investigate the efficiency of all model selection criteria included in our study. The analysis takes into account 34 methods, including 6 simultaneous methods and 28 two-step approaches, accordingly. In order to carefully analyse how different factors affect performance of model selection criteria, we consider over 150 simulation settings. In particular, we investigate the influence of the following factors: time series dimension, different covariance structure, different level of correlation among components and different level of noise (variance). Moreover, we analyse the prediction accuracy concerned with the application of the RRVAR model and compare it with results obtained for the unrestricted vector autoregression. In this paper, we also present a real data application of model selection criteria for the RRVAR model using the Polish macroeconomic time series data observed in the period 1997–2007.     

Inferences on the Coefficients of Variation in a Multivariate Normal Population

In this article, the problem of testing the equality of coefficients of variation in a multivariate normal population is considered, and an asymptotic approach and a generalized p-value approach based on the concepts of generalized test variable are proposed. Monte Carlo simulation studies show that the proposed generalized p-value test has good empirical sizes, and it is better than the asymptotic approach. In addition, the problem of hypothesis testing and confidence interval for the common coefficient variation of a multivariate normal population are considered, and a generalized p-value and a generalized confidence interval are proposed. Using Monte Carlo simulation, we find that the coverage probabilities and expected lengths of this generalized confidence interval are satisfactory, and the empirical sizes of the generalized p-value are close to nominal level. We illustrate our approaches using a real data.     

Testing Homogeneity of Inverse Gaussian Scale Parameters Based on Generalized Likelihood Ratio

This article presents a new procedure for testing homogeneity of scale parameters from k independent inverse Gaussian populations. Based on the idea of generalized likelihood ratio method, a new generalized p-value is derived. Some simulation results are presented to compare the performance of the proposed method and existing methods. Numerical results show that the proposed test has good size and power performance.     

The p-values for one-sided hypothesis testing in univariate linear calibration

In this article, we focus on the one-sided hypothesis testing for the univariate linear calibration, where a normally distributed response variable and an explanatory variable are involved. The observations of the response variable corresponding to known values of the explanatory variable are used to make inferences on a single unknown value of the explanatory variable. We apply the generalized inference to the calibration problem, and take the generalized p-value as the test statistic to develop a new p-value for one-sided hypothesis testing, which we refer to as the one-sided posterior predictive p-value. The behavior of the one-sided posterior predictive p-value is numerically compared with that of the generalized p-value, and simulations show that the proposed p-value is quite satisfactory in the frequentist performance.     

Test for the mean matrix in a Growth Curve model for high dimensions

We consider the problem of estimating and testing a general linear hypothesis in a general multivariate linear model, the so-called Growth Curve model, when the p × N observation matrix is normally distributed.

The maximum likelihood estimator (MLE) for the mean is a weighted estimator with the inverse of the sample covariance matrix which is unstable for large p close to N and singular for p larger than N. We modify the MLE to an unweighted estimator and propose new tests which we compare with the previous likelihood ratio test (LRT) based on the weighted estimator, i.e., the MLE. We show that the performance of these new tests based on the unweighted estimator is better than the LRT based on the MLE.     

Bayesian sequential analysis for multiple-arm clinical trials

Use of full Bayesian decision-theoretic approaches to obtain optimal stopping rules for clinical trial designs typically requires the use of Backward Induction. However, the implementation of Backward Induction, apart from simple trial designs, is generally impossible due to analytical and computational difficulties. In this paper we present a numerical approximation of Backward Induction in a multiple-arm clinical trial design comparing k experimental treatments with a standard treatment where patient response is binary. We propose a novel stopping rule, denoted by τ ^p , as an approximation of the optimal stopping rule, using the optimal stopping rule of a single-arm clinical trial obtained by Backward Induction. We then present an example of a double-arm (k=2) clinical trial where we use a simulation-based algorithm together with τ ^p to estimate the expected utility of continuing and compare our estimates with exact values obtained by an implementation of Backward Induction. For trials with more than two treatment arms, we evaluate τ ^p by studying its operating characteristics in a three-arm trial example. Results from these examples show that our approximate trial design has attractive properties and hence offers a relevant solution to the problem posed by Backward Induction.     

A Useful Pivotal Quantity

Consider n continuous random variables with joint density f that possibly dependson unknown parameters θ. If the negative of the logarithm of f is a positive homogenous function of degree p taking only positive values, then that function is distributed as a Gamma random variable with shape n/p and scale 2, and thus it is a pivotal quantity for θ. This provides a general method to construct pivotal quantities, which are widely applicable in statistical practice, such as hypothesis testing and confidence intervals. Here, we prove the aforementioned result and illustrate through examples.     

A Framework for Monte Carlo based Multiple Testing

We are concerned with a situation in which we would like to test multiple hypotheses with tests whose p‐values cannot be computed explicitly but can be approximated using Monte Carlo simulation. This scenario occurs widely in practice. We are interested in obtaining the same rejections and non‐rejections as the ones obtained if the p‐values for all hypotheses had been available. The present article introduces a framework for this scenario by providing a generic algorithm for a general multiple testing procedure. We establish conditions that guarantee that the rejections and non‐rejections obtained through Monte Carlo simulations are identical to the ones obtained with the p‐values. Our framework is applicable to a general class of step‐up and step‐down procedures, which includes many established multiple testing corrections such as the ones of Bonferroni, Holm, Sidak, Hochberg or Benjamini–Hochberg. Moreover, we show how to use our framework to improve algorithms available in the literature in such a way as to yield theoretical guarantees on their results. These modifications can easily be implemented in practice and lead to a particular way of reporting multiple testing results as three sets together with an error bound on their correctness, demonstrated exemplarily using a real biological dataset.     

Testing the equality of quantiles for several normal populations

Many procedures exist for testing equality of means or medians to compare several independent distributions. However, the mean or median do not determine the entire distribution. In this article, we propose a new small-sample modification of the likelihood ratio test for testing the equality of the quantiles of several normal distributions. The merits of the proposed test are numerically compared with the existing tests—a generalized p-value method and likelihood ratio test—with respect to their sizes and powers. The simulation results demonstrate that proposed method is satisfactory; its actual size is very close to the nominal level. We illustrate these approaches using two real examples.     

On the Uncertainty Relation for Positive Definite Probability Densities

To each positive definite probability density there exists an adjoint density which is proportional to the characteristic function of p. The products have a greatest lower bound Λ, and it is known that 0.5276… < Λ ≤ 0.8609… We present a positive definite density with λ(p) = 6/7 and thereby improve the upper estimate. For densities representable as normal scale mixtures, we show that λ(p) ≥ 1 with equality if and only if p is a normal probability density.     

Adaptive procedure for generalized familywise error rate control

This article considers multiple hypotheses testing with the generalized familywise error rate k-FWER control, which is the probability of at least k false rejections. We first assume the p-values corresponding to the true null hypotheses are independent, and propose adaptive generalized Bonferroni procedure with k-FWER control based on the estimation of the number of true null hypotheses. Then, we assume the p-values are dependent, satisfying block dependence, and propose adaptive procedure with k-FWER control. Extensive simulations compare the performance of the adaptive procedures with different estimators.     

A new test for the mean vector in large dimension and small samples

In this article, we consider the problem of testing the mean vector in the multivariate normal distribution, where the dimension p is greater than the sample size N. We propose a new test T_Block and obtain its asymptotic distribution. We also compare the proposed test with other two tests. The simulation results suggest that the performance of the new test is comparable to the existing two tests, and under some circumstances it may have higher power. Therefore, the new statistic can be employed in practice as an alternative choice.     

Efficient Stratified Testing Procedure for a False Discovery Rate

The false discovery rate (FDR) has become a popular error measure in the large-scale simultaneous testing. When data are collected from heterogenous sources and form grouped hypotheses testing, it may be beneficial to use the distinct feature of groups to conduct the multiple hypotheses testing. We propose a stratified testing procedure that uses different FDR levels according to the stratification features based on p-values. Our proposed method is easy to implement in practice. Simulations studies show that the proposed method produces more efficient testing results. The stratified testing procedure minimizes the overall false negative rate (FNR) level, while controlling the overall FDR. An example from a type II diabetes mice study further illustrates the practical advantages of this new approach.     

Testing sphericity and intraclass covariance structures under a growth curve model in high dimension

In this article, we consider the problem of testing (a) sphericity and (b) intraclass covariance structure under a growth curve model. The maximum likelihood estimator (MLE) for the mean in a growth curve model is a weighted estimator with the inverse of the sample covariance matrix which is unstable for large p close to N and singular for p larger than N. The MLE for the covariance matrix is based on the MLE for the mean, which can be very poor for p close to N. For both structures (a) and (b), we modify the MLE for the mean to an unweighted estimator and based on this estimator we propose a new estimator for the covariance matrix. This new estimator leads to new tests for (a) and (b). We also propose two other tests for each structure, which are just based on the sample covariance matrix.

To compare the performance of all four tests we compute for each structure (a) and (b) the attained significance level and the empirical power. We show that one of the tests based on the sample covariance matrix is better than the likelihood ratio test based on the MLE.     

Balanced Bayesian LASSO for heavy tails

Regression procedures are not only hindered by large p and small n, but can also suffer in cases when outliers are present or the data generating mechanisms are heavy tailed. Since the penalized estimates like the least absolute shrinkage and selection operator (LASSO) are equipped to deal with the large p small n by encouraging sparsity, we combine a LASSO type penalty with the absolute deviation loss function, instead of the standard least squares loss, to handle the presence of outliers and heavy tails. The model is cast in a Bayesian setting and a Gibbs sampler is derived to efficiently sample from the posterior distribution. We compare our method to existing methods in a simulation study as well as on a prostate cancer data set and a base deficit data set from trauma patients.     

The optimal group size using inverse binomial group testing considering misclassification

ABSTRACT

Inverse binomial sampling is preferred for quick report. It is also recommended when the population proportion is really small to ensure a positive sample is contained. Group testing has been discussed extensively under binomial model, but not so much under negative binomial model. In this study, we investigate the problem of how to determine the group size using inverse binomial group testing. We propose to choose the optimal group size by minimizing asymptotic variance of the estimator or the cost relative to Fisher information. We show the good performance of our estimator by applying to the data of Chlamydia.