Using relative utility curves to evaluate risk prediction

Summary.  Because many medical decisions are based on risk prediction models that are constructed from medical history and results of tests, the evaluation of these prediction models is important. This paper makes five contributions to this evaluation: the relative utility curve which gauges the potential for better prediction in terms of utilities, without the need for a reference level for one utility, while providing a sensitivity analysis for misspecification of utilities, the relevant region, which is the set of values of prediction performance that are consistent with the recommended treatment status in the absence of prediction, the test threshold, which is the minimum number of tests that would be traded for a true positive prediction in order for the expected utility to be non-negative, the evaluation of two-stage predictions that reduce test costs and connections between various measures of performance of prediction. An application involving the risk of cardiovascular disease is discussed.     

Local Power Analyses of Goodness-of-fit Tests for Copulas

Abstract.  The asymptotic behaviour of several goodness-of-fit statistics for copula families is obtained under contiguous alternatives. Many comparisons between a Cramér–von Mises functional of the empirical copula process and new moment-based goodness-of-fit statistics are made by considering their associated asymptotic local power curves. It is shown that the choice of the estimator for the unknown parameter can have a significant influence on the power of the Cramér–von Mises test and that some of the moment-based statistics can provide simple and efficient goodness-of-fit methods.     

Analysis of quality-of-life adjusted failure time data in the presence of competing, possibly informative, censoring mechanisms

We derive estimators of the mean of a function of a quality-of-life adjusted failure time, in the presence of competing right censoring mechanisms. Our approach allows for the possibility that some or all of the competing censoring mechanisms are associated with the endpoint, even after adjustment for recorded prognostic factors, with the degree of residual association possibly different for distinct censoring processes. Our methods generalize from a single to many censoring processes and from ignorable to non-ignorable censoring processes.     

Non-asymptotic sequential confidence regions with fixed sizes for the multivariate nonlinear parameters of regression

In this paper we consider a sequential design for the estimation of nonlinear parameters of regression with guaranteed accuracy. Non-asymptotic confidence regions with fixed sizes for the least squares estimates are used. The obtained confidence region is valid for finite numbers of data points when the distributions of the observations are unknown.     

A simple two-stage design for quantitative responses with application to a study in diabetic neuropathic pain

Two-stage designs offer substantial advantages for early phase II studies. The interim analysis following the first stage allows the study to be stopped for futility, or more positively, it might lead to early progression to the trials needed for late phase II and phase III. If the study is to continue to its second stage, then there is an opportunity for a revision of the total sample size. Two-stage designs have been implemented widely in oncology studies in which there is a single treatment arm and patient responses are binary. In this paper the case of two-arm comparative studies in which responses are quantitative is considered. This setting is common in therapeutic areas other than oncology. It will be assumed that observations are normally distributed, but that there is some doubt concerning their standard deviation, motivating the need for sample size review. The work reported has been motivated by a study in diabetic neuropathic pain, and the development of the design for that trial is described in detail.     

A case–control study relating railroad worker mortality to diesel exhaust exposure using a threshold regression model

A case–control study of lung cancer mortality in U.S. railroad workers in jobs with and without diesel exhaust exposure is reanalyzed using a new threshold regression methodology. The study included 1256 workers who died of lung cancer and 2385 controls who died primarily of circulatory system diseases. Diesel exhaust exposure was assessed using railroad job history from the US Railroad Retirement Board and an industrial hygiene survey. Smoking habits were available from next-of-kin and potential asbestos exposure was assessed by job history review. The new analysis reassesses lung cancer mortality and examines circulatory system disease mortality. Jobs with regular exposure to diesel exhaust had a survival pattern characterized by an initial delay in mortality, followed by a rapid deterioration of health prior to death. The pattern is seen in subjects dying of lung cancer, circulatory system diseases, and other causes. The unique pattern is illustrated using a new type of Kaplan–Meier survival plot in which the time scale represents a measure of disease progression rather than calendar time. The disease progression scale accounts for a healthy-worker effect when describing the effects of cumulative exposures on mortality.     

Cumulative correspondence analysis of ordered categorical data from industrial experiments

Most studies of quality improvement deal with ordered categorical data from industrial experiments. Accounting for the ordering of such data plays an important role in effectively determining the optimal factor level of combination. This paper utilizes the correspondence analysis to develop a procedure to improve the ordered categorical response in a multifactor state system based on Taguchi's statistic. Users may find the proposed procedure in this paper to be attractive because we suggest a simple and also popular statistical tool for graphically identifying the really important factors and determining the levels to improve process quality. A case study for optimizing the polysilicon deposition process in a very large-scale integrated circuit is provided to demonstrate the effectiveness of the proposed procedure.     

Nonparametric estimation of the shape function in a Gamma process for degradation data

The author considers estimation under a Gamma process model for degradation data. The setting for degradation data is one in which n independent units, each with a Gamma process with a common shape function and scale parameter, are observed at several possibly different times. Covariates can be incorporated into the model by taking the scale parameter as a function of the covariates. The author proposes using the maximum pseudo‐likelihood method to estimate the unknown parameters. The method requires usage of the Pool Adjacent Violators Algorithm. Asymptotic properties, including consistency, convergence rate and asymptotic distribution, are established. Simulation studies are conducted to validate the method and its application is illustrated by using bridge beams data and carbon‐film resistors data. The Canadian Journal of Statistics 37: 102‐118; 2009 © 2009 Statistical Society of Canada     

中国农村公共服务评价体系研究

农村公共服务水平低下和不平衡是导致城乡差距日益扩大的重要影响因素之一。本文试图构建农村公共服务发展状况评价指标体系,并基于2006年的数据进行实证研究,给出了研究结果的进一步分析评价。     

中美石油安全水平对经济增长影响的对比研究——基于灰色关联分析

为科学地评价比较中美石油安全水平对经济增长的影响程度,文章采用主成分分析方法,选取采储比水平、储量接替率、消费弹性系数、原油价格波动系数、对外依存度和石油占一次能源消费比重等6个要素指标,构成一个新的石油安全指标评价体系,并利用灰色关联方法比较分析了不同时间段内中美两国的石油安全水平与经济增长之间的关联度,得出自21世纪以来,美国经济发展对石油安全水平的依赖程度要远大于中国的结论。