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1.
In this paper, we develop procedures to test hypotheses concerning transition probability matrices arising from certain nonhomogeneous
Markov processes. It is assumed that the data consist of sample paths, some of which are observed until a certain terminal
state, and the other paths are censored. Problems of this type arise in the context of multi-state models relevant to Health
Related Quality of Life (HRQoL) and Competing Risks. The test statistic is based on the estimator for the associated intensity
matrix. We show that the asymptotic null distribution of the proposed statistic is Gaussian, and demonstrate how the procedure
can be adopted for HRQoL studies and competing risks model using real data sets. Finally, we establish that the test statistic
for the HRQoL has greatest local asymptotic power against a sequence of proportional hazards alternatives converging to the
null hypothesis. 相似文献
2.
In some applications, the clustered survival data are arranged spatially such as clinical centers or geographical regions. Incorporating spatial variation in these data not only can improve the accuracy and efficiency of the parameter estimation, but it also investigates the spatial patterns of survivorship for identifying high-risk areas. Competing risks in survival data concern a situation where there is more than one cause of failure, but only the occurrence of the first one is observable. In this paper, we considered Bayesian subdistribution hazard regression models with spatial random effects for the clustered HIV/AIDS data. An intrinsic conditional autoregressive (ICAR) distribution was employed to model the areal spatial random effects. Comparison among competing models was performed by the deviance information criterion. We illustrated the gains of our model through application to the HIV/AIDS data and the simulation studies.KEYWORDS: Competing risks, subdistribution hazard, cumulative incidence function, spatial random effect, Markov chain Monte Carlo 相似文献
3.
Martin Crowder 《Lifetime data analysis》1996,2(2):195-209
The traditional approach to modelling for Competing Risks, via a multivariate distribution of latent failure times, is very natural for many applications but suffers from a well-documented problem of identifiability. However, the demonstrations of this problem in the literature apply to essentially continuous latent failure times where any atoms of probability in their distributions are not too intrusive. It is shown in this paper that for discrete failure times the classic results on the identifiability problem concerning the existence of equivalent independent risks are incomplete. 相似文献
4.
The DEDICOM model is a model to analyze square tables describing asymmetric relationships among n entities. Its importance in the asymmetric multidimensional scaling literature is due to the fact that several authors showed a large class of models to be simply a constrained version of DEDICOM. A typical example is the Generalized GIPSCAL proposed by Kiers & Takane. In this paper we present a new algorithm capable to fit, in the least squares sense, any DEDICOM constrained model. 相似文献
5.
The identifiability problem in Competing Risks is well known. In particular, it implies that independent action or otherwise
of the risks cannot be inferred from data alone. However, Crowder (1996) showed that, in the case of purely discrete failure
times, an inference can be made. An algebraic criterion was derived which bears essentially on the independence in question.
The condition was presented in a theoretical setting but it was pointed out that the quantities involved can be estimated
from data and that, therefore, there is the potential to develop practical tests for the hypothesis of independence. It is
the purpose of this paper to construct such a test.
This revised version was published online in July 2006 with corrections to the Cover Date. 相似文献
6.
The estimation of data transformation is very useful to yield response variables satisfying closely a normal linear model. Generalized linear models enable the fitting of models to a wide range of data types. These models are based on exponential dispersion models. We propose a new class of transformed generalized linear models to extend the Box and Cox models and the generalized linear models. We use the generalized linear model framework to fit these models and discuss maximum likelihood estimation and inference. We give a simple formula to estimate the parameter that index the transformation of the response variable for a subclass of models. We also give a simple formula to estimate the rth moment of the original dependent variable. We explore the possibility of using these models to time series data to extend the generalized autoregressive moving average models discussed by Benjamin et al. [Generalized autoregressive moving average models. J. Amer. Statist. Assoc. 98, 214–223]. The usefulness of these models is illustrated in a simulation study and in applications to three real data sets. 相似文献
7.
Francisco Cribari-Neto 《Journal of Statistical Computation and Simulation》2017,87(6):1189-1205
Two or more regression models are said to be non-nested if neither can be obtained from the remaining models when parametric restrictions are imposed. Tests for choosing between linear non-nested regression models are found in literature, such as J and MJ tests. In this paper we propose variants of these two tests for the GAMLSS (Generalized Additive Models for Location, Scale and Shape) class of models. We report Monte Carlo evidence on finite sample behaviour of the proposed tests. Bootstrap-based testing inference is also considered. Overall, bootstrap MJ test had the best performance. An empirical application is presented and discussed. 相似文献
8.
Useful models for time series of counts or simply wrong ones? 总被引:1,自引:0,他引:1
There has been a considerable and growing interest in low integer-valued time series data leading to a diversification of
modelling approaches. In addition to static regression models, both observation-driven and parameter-driven models are considered
here. We compare and contrast a variety of time series models for counts using two very different data sets as a testbed.
A range of diagnostic devices is employed to help inform model adequacy. Special attention is paid to dynamic structure and
underlying distributional assumptions including associated dispersion properties. Competing models show attractive features,
but overall no one modelling approach is seen to dominate. 相似文献
9.
《Journal of Statistical Computation and Simulation》2012,82(4):359-376
It is well known that Gaussian maximum likelihood estimates of time series models are not robust. In this paper we prove this is also the case for the Generalized Autoregressive Conditional Heteroscedastic (GARCH) models. By expressing the Gaussian maximum likelihood estimates as Ψ estimates and by assuming the existence of a contaminated process, we prove they possess zero breakdown point and unbounded influence curves. By simulating GARCH processes under several proportions of contaminations we assess how much biased the maximum likelihood estimates may become and compare these results to a robust alternative. The t-student maximum likelihood estimates of GARCH models are also considered. 相似文献
10.
Zheng Wang 《Journal of applied statistics》2000,27(4):495-507
In this paper, an algorithm for Generalized Monotonic Smoothing (GMS) is developed as an extension to exponential family models of the monotonic smoothing techniques proposed by Ramsay (1988, 1998a,b). A two-step algorithm is used to estimate the coefficients of bases and the linear term. We show that the algorithm can be embedded into the iterative re-weighted least square algorithm that is typically used to estimate the coefficients in Generalized Linear Models. Thus, the GMS estimator can be computed using existing routines in S-plus and other statistical software. We apply the GMS model to the Down's syndrome data set and compare the results with those from Generalized Additive Model estimation. The choice of smoothing parameter and testing of monotonicity are also discussed. 相似文献
11.
12.
Jianlan Zhong 《统计学通讯:模拟与计算》2017,46(1):106-126
The close relationship between quality and maintenance of manufacturing systems has contributed to the development of integrated models which use the concept of statistical process control (SPC) and maintenance. This article demonstrates the integration of the Shewhart individual-residual (ZX ? Ze) joint control chart and maintenance for two-stage dependent processes by jointly optimizing their policies to minimize the expected total costs associated with quality, maintenance and inspection. To evaluate the effectiveness of the proposed model, two stand-alone models—a maintenance model and an SPC model—are proposed. Then a numerical example is given to illustrate the application of the proposed integrated model. The results show that the integrated model outperforms the two stand-alone models with regard to the expected cost per unit time. Finally, a sensitivity analysis is conducted to develop insights into time parameters and cost parameters that influence the integration efforts. 相似文献
13.
《Australian & New Zealand Journal of Statistics》1979,21(2):175-183
Book reviewed in this article:
David, H. A. and Moeschberger, M. L.The Theory af Competing Risks.
Dhrymes, P. J.Introductory Econometrics.
David, H. A. (Ed.).Contributions to Survey Sampling and Applied Statistics. Papers in Honor of H. O. Hartley.
Giri, Narayan C. Multivariate Statistical Inference.
Bain, Lee J.Statistical Analysis of Reliability and Life-testing Models.
Baker, R. J. and Nelder, J. A.The GLIM System Release 3 Manual. 相似文献
David, H. A. and Moeschberger, M. L.The Theory af Competing Risks.
Dhrymes, P. J.Introductory Econometrics.
David, H. A. (Ed.).Contributions to Survey Sampling and Applied Statistics. Papers in Honor of H. O. Hartley.
Giri, Narayan C. Multivariate Statistical Inference.
Bain, Lee J.Statistical Analysis of Reliability and Life-testing Models.
Baker, R. J. and Nelder, J. A.The GLIM System Release 3 Manual. 相似文献
14.
Competing risks data are routinely encountered in various medical applications due to the fact that patients may die from different causes. Recently, several models have been proposed for fitting such survival data. In this paper, we develop a fully specified subdistribution model for survival data in the presence of competing risks via a subdistribution model for the primary cause of death and conditional distributions for other causes of death. Various properties of this fully specified subdistribution model have been examined. An efficient Gibbs sampling algorithm via latent variables is developed to carry out posterior computations. Deviance information criterion (DIC) and logarithm of the pseudomarginal likelihood (LPML) are used for model comparison. An extensive simulation study is carried out to examine the performance of DIC and LPML in comparing the cause-specific hazards model, the mixture model, and the fully specified subdistribution model. The proposed methodology is applied to analyze a real dataset from a prostate cancer study in detail. 相似文献
15.
ABSTRACTIn this study, a Generalized, Multi-Stage Adjusted, Latent Class Linear Mixed Model is proposed for modeling the heterogeneous distributed phenotype and genetic information across the whole genome in the presence of both serial and familial correlations. Genome data were analyzed by applying the proposed model to Genetic Analysis Workshop (GAW) data, and the model results were compared to the results of standard models. Moreover, the potential of the model is discussed compared to simulated data. As a result of model comparisons, the information criteria and the genomic control parameter were found to be smaller. The results of a power analysis show that the proposed model is more powerful. 相似文献
16.
Yan Shen 《统计学通讯:理论与方法》2018,47(22):5558-5572
Competing risks models are of great importance in reliability and survival analysis. They are often assumed to have independent causes of failure in literature, which may be unreasonable. In this article, dependent causes of failure are considered by using the Marshall–Olkin bivariate Weibull distribution. After deriving some useful results for the model, we use ML, fiducial inference, and Bayesian methods to estimate the unknown model parameters with a parameter transformation. Simulation studies are carried out to assess the performances of the three methods. Compared with the maximum likelihood method, the fiducial and Bayesian methods could provide better parameter estimation. 相似文献
17.
Exact confidence intervals for a proportion of total variance, based on pivotal quantities, only exist for mixed linear models having two variance components. Generalized confidence intervals (GCIs) introduced by Weerahandi [1993. Generalized confidence intervals (Corr: 94V89 p726). J. Am. Statist. Assoc. 88, 899–905] are based on generalized pivotal quantities (GPQs) and can be constructed for a much wider range of models. In this paper, the author investigates the coverage probabilities, as well as the utility of GCIs, for a proportion of total variance in mixed linear models having more than two variance components. Particular attention is given to the formation of GPQs and GCIs in mixed linear models having three variance components in situations where the data exhibit complete balance, partial balance, and partial imbalance. The GCI procedure is quite general and provides a useful method to construct confidence intervals in a variety of applications. 相似文献
18.
Hypothesis Testing of Hazard Ratio Parameters in Marginal Models for Multivariate Failure Time Data 总被引:2,自引:0,他引:2
Cai J 《Lifetime data analysis》1999,5(1):39-53
Marginal hazard models for multivariate failure time data have been studied extensively in recent literature. However, standard hypothesis test statistics based on the likelihood method are not exactly appropriate for this kind of model. In this paper, extensions of the three commonly used likelihood hypothesis test statistics are discussed. Generalized Wald, generalized score and generalized likelihood ratio tests for hazard ratio parameters in a marginal hazard model for multivariate failure time data are proposed and their asymptotic distributions examined. The finite sample properties of these statistics are studied through simulations. The proposed method is applied to data from Busselton Population Health Surveys. 相似文献
19.
Afsane Rastegaran 《Journal of applied statistics》2015,42(1):114-126
Missing values are common in longitudinal data studies. The missing data mechanism is termed non-ignorable (NI) if the probability of missingness depends on the non-response (missing) observations. This paper presents a model for the ordinal categorical longitudinal data with NI non-monotone missing values. We assumed two separate models for the response and missing procedure. The response is modeled as ordinal logistic, whereas the logistic binary model is considered for the missing process. We employ these models in the context of so-called shared-parameter models, where the outcome and missing data models are connected by a common set of random effects. It is commonly assumed that the random effect follows the normal distribution in longitudinal data with or without missing data. This can be extremely restrictive in practice, and it may result in misleading statistical inferences. In this paper, we instead adopt a more flexible alternative distribution which is called the skew-normal distribution. The methodology is illustrated through an application to Schizophrenia Collaborative Study data [19] and a simulation. 相似文献
20.
《Journal of Statistical Computation and Simulation》2012,82(6):431-450
There are numerous approaches to screen location effects for unreplicated experiments, but only a handful to screen dispersion effects. Generalized linear models, popular in analyses of non-normal data, were recently proposed to screen both location and dispersion effects simultaneously. This paper illustrates and explains the impact of unidentified location effects on dispersion effects identification for such procedures. A remedy is proposed to recover the loss of power of the GLM method due to such impact. 相似文献