Distribution of the two‐sample t‐test statistic following blinded sample size re‐estimation

We consider the blinded sample size re‐estimation based on the simple one‐sample variance estimator at an interim analysis. We characterize the exact distribution of the standard two‐sample t‐test statistic at the final analysis. We describe a simulation algorithm for the evaluation of the probability of rejecting the null hypothesis at given treatment effect. We compare the blinded sample size re‐estimation method with two unblinded methods with respect to the empirical type I error, the empirical power, and the empirical distribution of the standard deviation estimator and final sample size. We characterize the type I error inflation across the range of standardized non‐inferiority margin for non‐inferiority trials, and derive the adjusted significance level to ensure type I error control for given sample size of the internal pilot study. We show that the adjusted significance level increases as the sample size of the internal pilot study increases. Copyright © 2016 John Wiley & Sons, Ltd.     

A Note on the Large Sample Properties of Estimators Based on Generalized Linear Models for Correlated Pseudo‐observations

Pseudo‐values have proven very useful in censored data analysis in complex settings such as multi‐state models. It was originally suggested by Andersen et al., Biometrika, 90, 2003, 335 who also suggested to estimate standard errors using classical generalized estimating equation results. These results were studied more formally in Graw et al., Lifetime Data Anal., 15, 2009, 241 that derived some key results based on a second‐order von Mises expansion. However, results concerning large sample properties of estimates based on regression models for pseudo‐values still seem unclear. In this paper, we study these large sample properties in the simple setting of survival probabilities and show that the estimating function can be written as a U‐statistic of second order giving rise to an additional term that does not vanish asymptotically. We further show that previously advocated standard error estimates will typically be too large, although in many practical applications the difference will be of minor importance. We show how to estimate correctly the variability of the estimator. This is further studied in some simulation studies.     

Linear Increments with Non‐monotone Missing Data and Measurement Error

Linear increments (LI) are used to analyse repeated outcome data with missing values. Previously, two LI methods have been proposed, one allowing non‐monotone missingness but not independent measurement error and one allowing independent measurement error but only monotone missingness. In both, it was suggested that the expected increment could depend on current outcome. We show that LI can allow non‐monotone missingness and either independent measurement error of unknown variance or dependence of expected increment on current outcome but not both. A popular alternative to LI is a multivariate normal model ignoring the missingness pattern. This gives consistent estimation when data are normally distributed and missing at random (MAR). We clarify the relation between MAR and the assumptions of LI and show that for continuous outcomes multivariate normal estimators are also consistent under (non‐MAR and non‐normal) assumptions not much stronger than those of LI. Moreover, when missingness is non‐monotone, they are typically more efficient.     

Uncertainty Analysis for Functional Computer Output: A Simulation Study in Inverse Problems

Computer models with functional output are omnipresent throughout science and engineering. Most often the computer model is treated as a black-box and information about the underlying mathematical model is not exploited in statistical analyses. Consequently, general-purpose bases such as wavelets are typically used to describe the main characteristics of the functional output. In this article we advocate for using information about the underlying mathematical model in order to choose a better basis for the functional output. To validate this choice, a simulation study is presented in the context of uncertainty analysis for a computer model from inverse Sturm-Liouville problems.     

A Necessary Condition for the Strong Oracle Property

A problem of using a non‐convex penalty for sparse regression is that there are multiple local minima of the penalized sum of squared residuals, and it is not known which one is a good estimator. The aim of this paper is to give a guide to design a non‐convex penalty that has the strong oracle property. Here, the strong oracle property means that the oracle estimator is the unique local minimum of the objective function. We summarize three definitions of the oracle property – the global, weak and strong oracle properties. Then, we give sufficient conditions for the weak oracle property, which means that the oracle estimator becomes a local minimum. We give an example of non‐convex penalties that possess the weak oracle property but not the strong oracle property. Finally, we give a necessary condition for the strong oracle property.     

An Automatic Test for the Umbrella Alternatives

The paper proposes a new test for detecting the umbrella pattern under a general non‐parametric scheme. The alternative asserts that the umbrella ordering holds while the hypothesis is its complement. The main focus is put on controlling the power function of the test outside the alternative. As a result, the asymptotic error of the first kind of the constructed solution is smaller than or equal to the fixed significance level α on the whole set where the umbrella ordering does not hold. Also, under finite sample sizes, this error is controlled to a satisfactory extent. A simulation study shows, among other things, that the new test improves upon the solution widely recommended in the literature of the subject. A routine, written in R, is attached as the Supporting Information file.     

Functional Partial Linear Single‐index Model

This paper deals with the problem of predicting the real‐valued response variable using explanatory variables containing both multivariate random variable and random curve. The proposed functional partial linear single‐index model treats the multivariate random variable as linear part and the random curve as functional single‐index part, respectively. To estimate the non‐parametric link function, the functional single‐index and the parameters in the linear part, a two‐stage estimation procedure is proposed. Compared with existing semi‐parametric methods, the proposed approach requires no initial estimation and iteration. Asymptotical properties are established for both the parameters in the linear part and the functional single‐index. The convergence rate for the non‐parametric link function is also given. In addition, asymptotical normality of the error variance is obtained that facilitates the construction of confidence region and hypothesis testing for the unknown parameter. Numerical experiments including simulation studies and a real‐data analysis are conducted to evaluate the empirical performance of the proposed method.     

Connecting the gendered door: women, violence and doorwork

This paper explores the emerging role of women who work as 'bouncers', or doorstaff, in the night-time economy and examines how the cultural capital of the female bouncer is connected to the methods utilized to control licensed premises. It is drawn from a study that combined ethnographic observations and interviews in five major UK cities which explored a diverse range of issues such as gendered bodies, femininities and violence; the changing needs of the night-time economy in the UK and the experiences of women engaged in 'non-traditional' occupations. In this paper, we draw on interview data with one particular category of female door staff; women who share similar histories of exposure to violence and violent cultures, and we examine how their experiential knowledge of violence equips them with the resources to 'work the doors'. Our attention focuses on this group of women, who we refer to as 'The Connected', and examine how they are 'doing gender' when they negotiate violence 'on the door'     

Analysing non-doctrinal socialization: re-assessing the role of cognition to account for social cohesion in the Religious Society of Friends

To incorporate newcomers into membership, a group employs socialization strategies to transform the characteristics of the newcomers, so that it can admit them with the confidence that their behaviour will not endanger group unity. Analyses of socialization emphasize that novices' interiorization of an institutional definition of group behaviour is a necessary condition to ensure successful socialization. The contemporary Religious Society of Friends in Britain, however, is a non-doctrinal religious movement that avoids defining the content of its beliefs and practices. To analyse the socializing interaction between members and newcomers in this movement in Britain, and among co-religionists in the USA, this inquiry applies a model of socialization that does not include assumptions about the role played by cognition in socialization (Long and Hadden 1983). My results show that: (a) the diffuseness in Friends' collective explanations of institutional conduct supports novices' identification with institutional practice, and (b) experimental and affective components in socialization motivate novices to imitate institutional behaviour despite the fact that Friends have no authoritative explanations of such behaviour. The data suggest that socialization and social cohesion are not necessarily as strongly cognitive-oriented phenomena as they were previously thought to be. This finding has important implications for thinking about social cohesion in postmodern society.