Modelling hierarchical clustered censored data with the hierarchical Kendall copula

This article proposes a new model for right‐censored survival data with multi‐level clustering based on the hierarchical Kendall copula model of Brechmann (2014) with Archimedean clusters. This model accommodates clusters of unequal size and multiple clustering levels, without imposing any structural conditions on the parameters or on the copulas used at various levels of the hierarchy. A step‐wise estimation procedure is proposed and shown to yield consistent and asymptotically Gaussian estimates under mild regularity conditions. The model fitting is based on multiple imputation, given that the censoring rate increases with the level of the hierarchy. To check the model assumption of Archimedean dependence, a goodness‐of test is developed. The finite‐sample performance of the proposed estimators and of the goodness‐of‐fit test is investigated through simulations. The new model is applied to data from the study of chronic granulomatous disease. The Canadian Journal of Statistics 47: 182–203; 2019 © 2019 Statistical Society of Canada     

Reliability analysis of load-sharing systems with memory

The load-sharing model has been studied since the early 1940s to account for the stochastic dependence of components in a parallel system. It assumes that, as components fail one by one, the total workload applied to the system is shared by the remaining components and thus affects their performance. Such dependent systems have been studied in many engineering applications which include but are not limited to fiber composites, manufacturing, power plants, workload analysis of computing, software and hardware reliability, etc. Many statistical models have been proposed to analyze the impact of each redistribution of the workload; i.e., the changes on the hazard rate of each remaining component. However, they do not consider how long a surviving component has worked for prior to the redistribution. We name such load-sharing models as memoryless. To remedy this potential limitation, we propose a general framework for load-sharing models that account for the work history. Through simulation studies, we show that an inappropriate use of the memoryless assumption could lead to inaccurate inference on the impact of redistribution. Further, a real-data example of plasma display devices is analyzed to illustrate our methods.

     

Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility

In this paper, we consider the deterministic trend model where the error process is allowed to be weakly or strongly correlated and subject to non‐stationary volatility. Extant estimators of the trend coefficient are analysed. We find that under heteroskedasticity, the Cochrane–Orcutt‐type estimator (with some initial condition) could be less efficient than Ordinary Least Squares (OLS) when the process is highly persistent, whereas it is asymptotically equivalent to OLS when the process is less persistent. An efficient non‐parametrically weighted Cochrane–Orcutt‐type estimator is then proposed. The efficiency is uniform over weak or strong serial correlation and non‐stationary volatility of unknown form. The feasible estimator relies on non‐parametric estimation of the volatility function, and the asymptotic theory is provided. We use the data‐dependent smoothing bandwidth that can automatically adjust for the strength of non‐stationarity in volatilities. The implementation does not require pretesting persistence of the process or specification of non‐stationary volatility. Finite‐sample evaluation via simulations and an empirical application demonstrates the good performance of proposed estimators.     

Semiparametric transformation models for multivariate panel count data with dependent observation process

This article discusses regression analysis of multivariate panel count data in which the observation process may contain relevant information about or be related to the underlying recurrent event processes of interest. Such data occur if a recurrent event study involves several related types of recurrent events and the observation scheme or process may be subject-specific. For the problem, a class of semiparametric transformation models is presented, which provides a great flexibility for modelling the effects of covariates on the recurrent event processes. For estimation of regression parameters, an estimating equation-based inference procedure is developed and the asymptotic properties of the resulting estimates are established. Also the proposed approach is evaluated by simulation studies and applied to the data arising from a skin cancer chemoprevention trial.     

Optimal split‐plot orthogonal arrays

It is well known that many industrial experiments have split‐plot structures. Compared to completely randomised experiments, split‐plot designs are more economical and thus have received much attention among researchers. Much work has been done for two‐level split‐plot designs. In this article, we consider split‐plot designs with factors of three, more than three, or mixed levels and with both qualitative and quantitative factors. We show that if two designs with both qualitative and quantitative factors are geometrically isomorphic, then their generalised wordlength patterns are identical. Three design scenarios are considered for optimal designs. The corresponding wordlength patterns are defined and the minimum aberration mixed‐level split‐plot designs having 18 and 36 runs are tabulated.     

ROC Curves in Non‐Parametric Location‐Scale Regression Models

Abstract. The receiver operating characteristic (ROC) curve is a tool of extensive use to analyse the discrimination capability of a diagnostic variable in medical studies. In certain situations, the presence of a covariate related to the diagnostic variable can increase the discriminating power of the ROC curve. In this article, we model the effect of the covariate over the diagnostic variable by means of non‐parametric location‐scale regression models. We propose a new non‐parametric estimator of the conditional ROC curve and study its asymptotic properties. We also present some simulations and an illustration to a data set concerning diagnosis of diabetes.     

Reporting cumulative proportion of subjects with an adverse event based on data from multiple studies

Experience has shown us that when data are pooled from multiple studies to create an integrated summary, an analysis based on naïvely‐pooled data is vulnerable to the mischief of Simpson's Paradox. Using the proportions of patients with a target adverse event (AE) as an example, we demonstrate the Paradox's effect on both the comparison and the estimation of the proportions. While meta analytic approaches have been recommended and increasingly used for comparing safety data between treatments, reporting proportions of subjects experiencing a target AE based on data from multiple studies has received little attention. In this paper, we suggest two possible approaches to report these cumulative proportions. In addition, we urge that regulatory guidelines on reporting such proportions be established so that risks can be communicated in a scientifically defensible and balanced manner. Copyright © 2010 John Wiley & Sons, Ltd.     

Problem‐ and solution‐focused characteristics of parenting support, 3 years after implementation of the solution‐focused approach: A qualitative content analysis

In recent years, solution‐focused parenting support has been developed and implemented as a promising brief and strength‐based approach. Given the fundamental differences between solution‐focused and the historically more common problem‐focused parenting support and the complexity of transforming professional practice, an actual shift towards solution‐focused parenting support can be expected to be limited up to now. However, because research into the specific communication characteristics of professional parenting support is currently lacking, no conclusion can be drawn at present. Therefore, this study aims to explore the current problem‐ and solution‐focused characteristics of parenting support in the Dutch youth healthcare (YH). In total, 15 support sessions performed by 10 public health nurses were audio recorded and transcribed verbatim. A detailed qualitative content analysis of professional communication was conducted to identify problem‐ and solution‐focused factual, expressive, relational and appealing aspects of parenting support. Problem‐focused characteristics dominated all sessions of parenting support. This study is the first to thoroughly analyse the problem‐focused and solution‐focused communication characteristics of professional parenting support using a qualitative content analysis. Parenting support practice in the Dutch YH did not shift substantially to a solution‐focused approach. More effort is required to stimulate and facilitate this professional transformation.     

All about ideology? Reading Piketty´s with Latin American lenses

This review essay evaluates Capital and Ideology in light of the Latin American experience. Given its history of exploitation and high levels of inequality, the region constitutes an essential case study. By considering the Latin America case, we can also benefit from the many insights coming from within the region and often overlooked by the Anglo‐Saxon (dominant) literature. The paper makes two different arguments. First, asymmetries in economic and political power are the main drivers of long‐term inequality. Following insights from structuralism, I show how the organization of the global economy has shaped domestic patterns of income distribution in many parts of the world. The dependent character of economic development together with the power of domestic elites explain Latin America's stubborn inequality; ideology has historically been more an instrument than an underlying driver. Second, we cannot understand the evolution of income distribution without considering the role of dictatorships. While Capital and Ideology explains convincingly why liberal democracies are not working, it never properly considers the risk and costs of (conservative) authoritarian regimes. In thinking about policy responses, the essay also highlights the importance of strengthening democracy, fighting dictatorships, and enhancing the influence of social movements.