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Handling dropout and clustering in longitudinal multicentre clinical trials 纵向多中心临床试验中退出和聚类的处理
Pub Date : 2006-07-01 DOI: 10.1191/1471082X06st113oa
P. Bianco, R. Borgoni
Many clinical trials enrol patients from different medical centres. Multi-centre studies are particularly helpful in cancer research as they allow researchers to evaluate the efficacy of a therapy in a variety of patients and settings, making it possible to investigate the effect of treatments in those cases when it is difficult, or even impossible, for a single centre to recruit the required number of patients. It is often argued, however, that despite agreement among different centres to follow common standardized protocols, variation may occur in both baseline characteristics of the recruited patients and in treatment effects. This heterogeneity should be detected and, if present, accounted for in the data analysis. Furthermore, the longitudinal nature of these types of experimental studies raises the problem of attrition, that is, patients may dropout of the study for a number of reasons mainly death or disease progression. In this paper, we consider the health related quality of life of advanced melanoma patients in a longitudinal multi-centre randomized clinical trial comparing two different anti-tumoural treatments. We propose a Heckman type model to account for the possibility that patients dropout according to a non-ignorable mechanism. The model is extended to a multilevel setting to account both for the longitudinal nature and the multi-centre structure of the design. We found a strong variation across centres in the quality of life evaluation. The effect of centres on the dropout was not found to be relevant in the considered data although dropout does depend on patient′s characteristics.
许多临床试验招募了来自不同医疗中心的患者。多中心研究对癌症研究特别有帮助,因为它们使研究人员能够评估一种疗法在各种患者和环境中的疗效,从而有可能在单个中心难以招募到所需数量的患者的情况下调查治疗的效果。然而,人们经常争论,尽管不同的中心同意遵循共同的标准化方案,但在招募患者的基线特征和治疗效果方面可能会出现差异。这种异质性应被发现,如果存在,应在数据分析中加以解释。此外,这些类型的实验研究的纵向性质提出了损耗问题,即患者可能因死亡或疾病进展等多种原因退出研究。在本文中,我们在一项纵向多中心随机临床试验中比较了两种不同的抗肿瘤治疗方法,考虑了晚期黑色素瘤患者的健康相关生活质量。我们提出了一个Heckman类型的模型来解释患者根据一个不可忽视的机制退出的可能性。该模型被扩展到多级设置,以考虑设计的纵向性质和多中心结构。我们发现各中心在生活质量评估方面存在很大差异。在考虑的数据中没有发现中心对辍学率的影响,尽管辍学率确实取决于患者的特征。
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引用次数: 6
Binomial thinning models for integer time series 整数时间序列的二项细化模型
Pub Date : 2006-07-01 DOI: 10.1191/1471082X06st114oa
Robert C. Jung, A. Tremayne
This article considers some simple observation-driven time series models for counts. We provide a brief description of the class of integer-valued autoregressive (INAR) and integer-valued moving average (INMA) processes. These classes of models may be attractive when the data exhibit a significant serial dependence structure. We, therefore, briefly review various testing procedures useful for assessing the serial correlation in the data. Once it is established that the data are not serially independent, suitable INAR or INMA processes may be employed to model the data. In the important first order INAR model, we discuss various methods of estimating the structural parameters of the process. We also give a short account of the extension of some of these estimation procedures to second order INAR models. Moving average counterparts of both models are also entertained. Throughout, the models and methods are illustrated in the context of a famous data set from the branching process literature that turns out to be surprisingly difficult to model satisfactorily.
本文考虑一些用于计数的简单的观察驱动时间序列模型。我们简要描述了整值自回归(INAR)和整值移动平均(INMA)过程。当数据表现出显著的序列依赖结构时,这类模型可能很有吸引力。因此,我们简要回顾了用于评估数据序列相关性的各种测试程序。一旦确定数据不是序列独立的,就可以采用适当的INAR或INMA过程对数据进行建模。在重要的一阶INAR模型中,我们讨论了各种估计过程结构参数的方法。我们还简要介绍了将这些估计过程中的一些扩展到二阶INAR模型。两种模型的移动平均对应也被考虑。在整个过程中,模型和方法都是在分支过程文献中一个著名的数据集的背景下进行说明的,结果是令人惊讶的难以令人满意地建模。
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引用次数: 73
Space-cohort Bayesian models in ecological studies 生态学研究中的空间队列贝叶斯模型
Pub Date : 2006-07-01 DOI: 10.1191/1471082X06st111oa
D. Catelan, A. Biggeri, E. Dreassi, C. Lagazio
The ecological association between ‘low educational level′ and lung cancer mortality, both recorded at municipality level, is investigated. Six birth cohorts were retained from 1905 to 1940. Education data were derived from censuses of the period 1921-91. The education score was defined as prevalence of less educated people and was measured on a relative scale, defining a different threshold for ‘low educational level′ at each census. Four potentially relevant ages at first exposure were defined (20, 30, 40,50) to explore the temporal pattern of the disease. Thus, mortality in each cohort was matched to relative education at different periods corresponding to different ages at first exposure. The relevance of each age at first exposure and the degree of association between education and lung cancer mortality (males, Tuscany, 1971-99) were evaluated, defining a set of hierarchical Bayesian models, each corresponding to a different aetiologic hypothesis. Results show an inverse relationship between low education score and mortality for lung cancer, whose intensity decreases by cohort and becomes positive in the last one. This association was more evident for age at first exposure in the range 20-30 years. These results are consistent with the epidemiological transition of risk factors among socioeconomic classes and are coherent with the biological model of initiating carcinogen agents.
研究了“低教育水平”与肺癌死亡率之间的生态关系,两者都记录在市级。从1905年到1940年,保留了六个出生队列。教育数据来源于1921-91年的人口普查。教育得分被定义为受教育程度较低的人的普遍程度,并以相对规模进行衡量,在每次人口普查中定义不同的“低教育水平”阈值。确定了4个可能相关的首次暴露年龄(20岁、30岁、40岁、50岁),以探讨疾病的时间模式。因此,每个队列的死亡率与不同时期的相对教育程度相匹配,对应于不同的首次接触年龄。评估了每个初次接触年龄的相关性以及教育程度与肺癌死亡率之间的关联程度(男性,托斯卡纳,1971-99),定义了一组分层贝叶斯模型,每个模型对应不同的病因学假设。结果表明,低教育程度与肺癌死亡率呈负相关,其强度随队列的增加而降低,在最后一个队列中变为正相关。这种关联在20-30岁的首次接触年龄范围内更为明显。这些结果与风险因素在社会经济阶层之间的流行病学转变是一致的,并且与引发致癌物的生物学模型是一致的。
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引用次数: 11
Comparing vocational training courses through a discrete-time multilevel hazard model 通过离散时间多层风险模型比较职业培训课程
Pub Date : 2006-07-01 DOI: 10.1191/1471082X06st115oa
O. Paccagnella
In this article, the author provides an econometric approach for comparing vocational training courses, and aims to study how courses affect individual behaviour. Given the hierarchical nature of the data and the purposes of the analysis, he proposes the application of a discrete-time multilevel hazard model. The variable of interest is the duration (in months) of the first job-search after the end of the course. The author focusses on contextual and correlated (course) effects and comments on the results also in terms of school effectiveness. The approach may be easily applied to several other clustered structures.
在本文中,作者提供了一种计量经济学方法来比较职业培训课程,旨在研究课程如何影响个人行为。考虑到数据的层次性和分析的目的,他建议应用离散时间多层风险模型。感兴趣的变量是课程结束后第一次求职的持续时间(以月为单位)。作者关注情境和相关(课程)效应,并就学校有效性方面的结果发表评论。该方法可以很容易地应用于其他几个簇状结构。
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引用次数: 6
A hierarchical Bayesian model for a variability analysis of measurements of occupational n-hexane exposure in Italy 一个层次贝叶斯模型的可变性分析测量的职业正己烷暴露在意大利
Pub Date : 2006-07-01 DOI: 10.1191/1471082X06st110oa
S. Toti, A. Biggeri, A. Baldasseroni
This study evaluates changes over time in occupational exposure to n-hexane by longitudinal repeated measurements analysis of data from the Biological Monitoring Registry from 1991 to 1998. The main sources of variability in n-hexane exposure among manufacturing workers in Florence province (Italy) are inspected. The 2,5-hexanedione concentrations in urine of industrial workers are explained by structural, individual and factory information. Here we analyse the effectiveness of a 1994 law on workplace conditions based on variability decomposition of measured 2,5-hexanedione concentrations. We propose a hierarchical Bayesian model which takes into account the different levels of aggregation of data. The results show that for leather and shoe factories, the within-subject and within-factory variance components remain the most important over the time of study, whereas the between-factory components decreased in accordance with the expected effect of the new legislation.
本研究通过对1991年至1998年生物监测登记处的数据进行纵向重复测量分析,评估职业性正己烷暴露随时间的变化。检查了佛罗伦萨省(意大利)制造业工人正己烷暴露变异性的主要来源。工业工人尿液中的2,5-己二酮浓度由结构、个体和工厂信息来解释。在这里,我们分析了基于测量的2,5-己二酮浓度的可变性分解的1994年关于工作条件的法律的有效性。我们提出了一个分层贝叶斯模型,它考虑了不同级别的数据聚集。结果表明,对于皮革鞋厂而言,在研究期间,主体内和工厂内的方差成分仍然是最重要的,而工厂间的方差成分则根据新立法的预期效果而降低。
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引用次数: 1
Estimation and filtering by reversible jump MCMC for a doubly stochastic Poisson model for ultra-high-frequency financial data 超高频金融数据双随机泊松模型的可逆跳变MCMC估计与滤波
Pub Date : 2006-07-01 DOI: 10.1191/1471082X06st112oa
S. Centanni, M. Minozzo
We propose a modeling framework for ultra-high-frequency data on financial asset price movements. The models proposed belong to the class of the doubly stochastic Poisson processes with marks and allow an interpretation of the changes in price volatility and trading activity in terms of news or information arrival. Assuming that the intensity process underlying event arrivals is unobserved by market agents, we propose a signal extraction (filtering) method based on the reversible jump Markov chain Monte Carlo algorithm. Moreover, given a realization of the price process, inference on the parameters can be performed by appealing to stochastic versions of the expectation-maximization algorithm. The simulation methods proposed will be applied to the computation of hedging strategies and derivative prices.
我们为金融资产价格变动的超高频数据提出了一个建模框架。所提出的模型属于带标记的双随机泊松过程,并允许根据新闻或信息到达来解释价格波动和交易活动的变化。假设市场主体无法观察到事件到达的强度过程,提出了一种基于可逆跳跃马尔可夫链蒙特卡罗算法的信号提取(滤波)方法。此外,给定价格过程的实现,对参数的推断可以通过调用期望最大化算法的随机版本来执行。所提出的模拟方法将应用于对冲策略和衍生品价格的计算。
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引用次数: 24
Comment on the logistic-sinh distribution 论物流配送
Pub Date : 2006-04-01 DOI: 10.1191/1471082X06st109er
S. Nadarajah, S. Kotz
where aj, bj and φ are real parameters (obviously, there must be relationships among these parameters to ensure that Equation (2) is a valid pdf). This distribution has been documented in several books, including Johnson and Kotz (1970), Balakrishnan (1992) and Johnson et al. (1995). It is easy to see that Equation (1) is simply a particular case of Equation (2) with m = 3, n = 4, φ = 1, a0 = 0, a1 = 2λ/e, a2 = 0, a3 = 2λe, b0 = (λ/e)2, b1 = 4λ/e, b2 = 4 − 2λ2, b3 = −4λe and b4 = λ2e2 under the transformation, Y = exp(X/θ).
其中aj, bj, φ为实参数(显然,这些参数之间必须存在关系,以确保式(2)是有效的pdf)。这种分布在几本书中都有记载,包括Johnson and Kotz(1970)、Balakrishnan(1992)和Johnson et al.(1995)。很容易看出,式(1)是式(2)在Y = exp(X/θ)变换下m = 3, n = 4, φ = 1, a0 = 0, a1 = 2λ/e, a2 = 0, a3 = 2λe, b0 = (λ/e)2, b1 = 4λ/e, b2 = 4 - 2λ2, b3 = - 4λe, b4 = λ2e2的特例。
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引用次数: 0
Bayesian semi-parametric accelerated failure time model for paired doubly interval-censored data 成对双间隔截尾数据的贝叶斯半参数加速失效时间模型
Pub Date : 2006-04-01 DOI: 10.1191/1471082X06st107oa
A. Komárek, E. Lesaffre
In this paper, we propose a methodology which a) evaluates the effect of covariates on doubly interval-censored paired responses, b) is based on minimal parametric assumptions concerning the distributional parts of the model and c) evaluates the association between the two responses of the pair. Our methodology tackles three research questions arising from the Signal Tandmobiel® project, a prospective Flemish (Belgian) longitudinal dental study. The research questions are 1) What is the effect of baseline covariates on the time-to-caries of the permanent right first molars? 2) Is the effect of the covariates the same for the upper and lower teeth? 3) What is the association between the times-to-caries on the upper and lower teeth? Time-to-caries is defined as the difference of two interval-censored observations, caries time and emergence time, and hence it is a doubly interval-censored response. We suggest using an accelerated failure time model with a bivariate smooth error distribution being a mixture of bivariate normal components defined on a fine fixed grid. To deal with the problem of doubly interval censoring, we use Bayesian methodology and Markov chain Monte Carlo sampling.
在本文中,我们提出了一种方法,该方法a)评估协变量对双区间截尾配对响应的影响,b)基于关于模型分布部分的最小参数假设,以及c)评估配对的两个响应之间的关联。我们的方法解决了来自Signal Tandmobiel®项目的三个研究问题,这是一项前瞻性的佛兰德(比利时)纵向牙科研究。研究的问题是:1)基线协变量对恒牙右第一磨牙龋齿时间的影响是什么?2)协变量对上、下牙的影响是否相同?3)上牙和下牙的蛀牙时间有什么关系?蛀牙时间定义为两个间隔截短的观测值,蛀牙时间和出现时间的差值,因此它是一个双重间隔截短响应。我们建议使用加速失效时间模型,该模型具有二元平滑误差分布,即在精细固定网格上定义的二元正态分量的混合物。为了解决双区间滤波问题,我们采用了贝叶斯方法和马尔可夫链蒙特卡罗采样。
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引用次数: 20
Assessment of variance components in elliptical linear mixed models 椭圆线性混合模型中方差成分的评估
Pub Date : 2006-04-01 DOI: 10.1191/1471082X06st104oa
C. Savalli, G. Paula, Francisco Ja Cysneiros
The aim of this article is to discuss the problem of testing variance components in elliptical linear mixed models. The elliptical class includes all symmetrical continuous distributions, such as normal, Student-t, Pearson VII, power exponential, logistic I, logistic II, and so on. An approach for elliptical linear mixed models is proposed. The estimation procedure for the fixed parameters, variance components and random effects is also presented and a score-type test for one-sided alternatives to assess the variance components is investigated. Finally, two illustrative examples are given in which normal linear mixed models are compared with elliptical linear mixed models with heavy-tailed error distributions.
本文的目的是讨论椭圆线性混合模型中方差成分的检验问题。椭圆类包括所有对称连续分布,如正态分布、Student-t分布、Pearson VII分布、幂指数分布、logistic I分布、logistic II分布等。提出了一种椭圆线性混合模型的求解方法。给出了固定参数、方差成分和随机效应的估计方法,并研究了单侧选择的分数型检验来评估方差成分。最后,给出了正态线性混合模型与具有重尾误差分布的椭圆线性混合模型的比较算例。
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引用次数: 42
Regression models for covariance structures in longitudinal studies 纵向研究中协方差结构的回归模型
Pub Date : 2006-04-01 DOI: 10.1191/1471082X06st105oa
Jianxin Pan, G. MacKenzie
A convenient reparametrization of the marginal covariance matrix arising in longitudinal studies is discussed. The new parameters have transparent statistical interpretations, are unconstrained and may be modelled parsimoniously in terms of polynomials of time. We exploit this framework to model the dependence of the covariance structure on baseline covariates, time and their interaction. The rationale is based on the assumption that a homogeneous covariance structure with respect to the covariate space is a testable model choice. Accordingly, we provide methods for testing this assumption by incorporating covariates along with time into the model for the covariance structure. We also present new computational algorithms which can handle unbalanced longitudinal data, thereby extending existing methods. The new model is used to analyse Kenward’s (1987) cattle data, and the findings are compared with published analyses of the same data set.
讨论了纵向研究中边际协方差矩阵的一种方便的再参数化方法。新参数具有透明的统计解释,不受约束,并且可以根据时间多项式简洁地建模。我们利用这个框架来模拟协方差结构对基线协变量、时间及其相互作用的依赖性。其基本原理是基于这样的假设:相对于协变量空间的齐次协方差结构是一个可测试的模型选择。因此,我们提供了通过将协方差随时间纳入协方差结构模型来检验这一假设的方法。我们还提出了新的计算算法,可以处理不平衡的纵向数据,从而扩展了现有的方法。新模型用于分析Kenward(1987)的牛数据,并将研究结果与已发表的相同数据集的分析结果进行比较。
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引用次数: 45
期刊
Statistical Modeling
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