Choice of the primary analysis in longitudinal clinical trials

Missing data, and the bias they can cause, are an almost ever‐present concern in clinical trials. The last observation carried forward (LOCF) approach has been frequently utilized to handle missing data in clinical trials, and is often specified in conjunction with analysis of variance (LOCF ANOVA) for the primary analysis. Considerable advances in statistical methodology, and in our ability to implement these methods, have been made in recent years. Likelihood‐based, mixed‐effects model approaches implemented under the missing at random (MAR) framework are now easy to implement, and are commonly used to analyse clinical trial data. Furthermore, such approaches are more robust to the biases from missing data, and provide better control of Type I and Type II errors than LOCF ANOVA. Empirical research and analytic proof have demonstrated that the behaviour of LOCF is uncertain, and in many situations it has not been conservative. Using LOCF as a composite measure of safety, tolerability and efficacy can lead to erroneous conclusions regarding the effectiveness of a drug. This approach also violates the fundamental basis of statistics as it involves testing an outcome that is not a physical parameter of the population, but rather a quantity that can be influenced by investigator behaviour, trial design, etc. Practice should shift away from using LOCF ANOVA as the primary analysis and focus on likelihood‐based, mixed‐effects model approaches developed under the MAR framework, with missing not at random methods used to assess robustness of the primary analysis. Copyright © 2004 John Wiley & Sons, Ltd.     

名词性复合词的意义建构诸理论述评

名词性复合词的意义建构是一个看似简单,实际上非常复杂的过程。传统语法把这一意义建构过程简单化,认为名词性复合词的意义等于各组成部分名词的意义总和。转换生成语言学家 意义特征理论学家也都提出了各自的理论解释,但都有很大的缺陷。概念合成语言学理论对名词性复合词的意义建构做出了比较完整的理论解释,但也有待于进一步的改进。     

Creating a reference to a complex emergency situation using time series methods: war in Guinea-Bissau 1998-1999

Impacts of complex emergencies or relief interventions have often been evaluated by absolute mortality compared to international standardized mortality rates. A better evaluation would be to compare with local baseline mortality of the affected populations. A projection of population-based survival data into time of emergency or intervention based on information from before the emergency may create a local baseline reference. We find a log-transformed Gaussian time series model where standard errors of the estimated rates are included in the variance to have the best forecasting capacity. However, if time-at-risk during the forecasted period is known then forecasting might be done using a Poisson time series model with overdispersion. Whatever, the standard error of the estimated rates must be included in the variance of the model either in an additive form in a Gaussian model or in a multiplicative form by overdispersion in a Poisson model. Data on which the forecasting is based must be modelled carefully concerning not only calendar-time trends but also periods with excessive frequency of events (epidemics) and seasonal variations to eliminate residual autocorrelation and to make a proper reference for comparison, reflecting changes over time during the emergency. Hence, when modelled properly it is possible to predict a reference to an emergency-affected population based on local conditions. We predicted childhood mortality during the war in Guinea-Bissau 1998-1999. We found an increased mortality in the first half-year of the war and a mortality corresponding to the expected one in the last half-year of the war.     

Generalized additive models for location, scale and shape

Summary.  A general class of statistical models for a univariate response variable is presented which we call the generalized additive model for location, scale and shape (GAMLSS). The model assumes independent observations of the response variable y given the parameters, the explanatory variables and the values of the random effects. The distribution for the response variable in the GAMLSS can be selected from a very general family of distributions including highly skew or kurtotic continuous and discrete distributions. The systematic part of the model is expanded to allow modelling not only of the mean (or location) but also of the other parameters of the distribution of y , as parametric and/or additive nonparametric (smooth) functions of explanatory variables and/or random-effects terms. Maximum (penalized) likelihood estimation is used to fit the (non)parametric models. A Newton–Raphson or Fisher scoring algorithm is used to maximize the (penalized) likelihood. The additive terms in the model are fitted by using a backfitting algorithm. Censored data are easily incorporated into the framework. Five data sets from different fields of application are analysed to emphasize the generality of the GAMLSS class of models.     

HEAVY-TAILED-DISTRIBUTED THRESHOLD STOCHASTIC VOLATILITY MODELS IN FINANCIAL TIME SERIES

To capture mean and variance asymmetries and time‐varying volatility in financial time series, we generalize the threshold stochastic volatility (THSV) model and incorporate a heavy‐tailed error distribution. Unlike existing stochastic volatility models, this model simultaneously accounts for uncertainty in the unobserved threshold value and in the time‐delay parameter. Self‐exciting and exogenous threshold variables are considered to investigate the impact of a number of market news variables on volatility changes. Adopting a Bayesian approach, we use Markov chain Monte Carlo methods to estimate all unknown parameters and latent variables. A simulation experiment demonstrates good estimation performance for reasonable sample sizes. In a study of two international financial market indices, we consider two variants of the generalized THSV model, with US market news as the threshold variable. Finally, we compare models using Bayesian forecasting in a value‐at‐risk (VaR) study. The results show that our proposed model can generate more accurate VaR forecasts than can standard models.     

中国交通运输业发展的实证研究

采用协整和误差纠正模型与方法，对中国改革开放20多年来交通运输发展与一些相关影响因素之间的关系进行实证研究。结果表明：旅客运输需求与国民收入、乘车费用之间，货物运输与国民经济、燃油价格之间分别存在长期稳定关系。研究认为：中国交通的发展应适当超前于国民经济的发展。同时，研究还发现：“旅游黄金周”的实施并不是促进中国旅客运输需求的显著影响因素。     

Bayesian updating of atmospheric dispersion after a nuclear accident

Summary.  We consider a Bayesian forecasting system to predict the dispersal of contamination on a large scale grid in the event of an accidental release of radioactivity. The statistical model is built on a physical model for atmospheric dispersion and transport called MATCH. Our spatiotemporal model is a dynamic linear model where the state parameters are the (essentially, deterministic) predictions of MATCH; the distributions of these are updated sequentially in the light of monitoring data. One of the distinguishing features of the model is that the number of these parameters is very large (typically several hundreds of thousands) and we discuss practical issues arising in its implementation as a realtime model. Our procedures have been checked against a variational approach which is used widely in the atmospheric sciences. The results of the model are applied to test data from a tracer experiment.     

Horwitz's rule, transforming both sides and the design of experiments for mechanistic models

Summary. The paper develops methods for the design of experiments for mechanistic models when the response must be transformed to achieve symmetry and constant variance. The power transformation that is used is partially justified by a rule in analytical chemistry. Because of the nature of the relationship between the response and the mechanistic model, it is necessary to transform both sides of the model. Expressions are given for the parameter sensitivities in the transformed model and examples are given of optimum designs, not only for single-response models, but also for experiments in which multivariate responses are measured and for experiments in which the model is defined by a set of differential equations which cannot be solved analytically. The extension to designs for checking models is discussed.     

Temporal pattern in number of staff on sick leave: the effect of downsizing

Summary.  The pattern of absenteeism in the downsizing process of companies is a topic in focus in economics and social science. A general question is whether employees who are frequently absent are more likely to be selected to be laid off or in contrast whether employees to be dismissed are more likely to be absent for the remaining time of their working contract. We pursue an empirical and microeconomic investigation of these theses. We analyse longitudinal data that were collected in a German company over several years. We fit a semiparametric transition model based on a mixture Poisson distribution for the days of absenteeism per month. Prediction intervals are considered and the primary focus is on the period of downsizing. The data reveal clear evidence for the hypothesis that employees who are to be laid off are more frequently absent before leaving the company. Interestingly, though, no clear evidence is seen that employees being selected to leave the company are those with a bad absenteeism profile.     

Causal inference with generalized structural mean models

Summary.  We estimate cause–effect relationships in empirical research where exposures are not completely controlled, as in observational studies or with patient non-compliance and self-selected treatment switches in randomized clinical trials. Additive and multiplicative structural mean models have proved useful for this but suffer from the classical limitations of linear and log-linear models when accommodating binary data. We propose the generalized structural mean model to overcome these limitations. This is a semiparametric two-stage model which extends the structural mean model to handle non-linear average exposure effects. The first-stage structural model describes the causal effect of received exposure by contrasting the means of observed and potential exposure-free outcomes in exposed subsets of the population. For identification of the structural parameters, a second stage 'nuisance' model is introduced. This takes the form of a classical association model for expected outcomes given observed exposure. Under the model, we derive estimating equations which yield consistent, asymptotically normal and efficient estimators of the structural effects. We examine their robustness to model misspecification and construct robust estimators in the absence of any exposure effect. The double-logistic structural mean model is developed in more detail to estimate the effect of observed exposure on the success of treatment in a randomized controlled blood pressure reduction trial with self-selected non-compliance.