左截尾数据分析中β-替换法与贝叶斯方法的比较。

Annals of Occupational Hygiene Pub Date : 2016-01-01 Epub Date: 2015-07-24 DOI:10.1093/annhyg/mev049
Tran Huynh, Harrison Quick, Gurumurthy Ramachandran, Sudipto Banerjee, Mark Stenzel, Dale P Sandler, Lawrence S Engel, Richard K Kwok, Aaron Blair, Patricia A Stewart
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引用次数: 37

摘要

在职业卫生文献中对分析低于检测限的暴露数据的经典统计方法进行了很好的描述,但目前缺乏对处理此类数据的贝叶斯方法的评估。在这里,我们首先描述了一个贝叶斯框架来分析审查数据。然后,我们提出了一项模拟研究的结果,以比较β-替代方法与贝叶斯方法的暴露数据集,这些数据集来自对数正态分布和混合对数正态分布,具有不同的样本量,几何标准偏差(gsd),以及单个和多个检测限的审查。对于每组因子,获得暴露分布的算术平均值(AM)、几何平均值、GSD和第95百分位(X0.95)的估计值。我们使用相对偏差、均方根误差(rMSE)和覆盖率(计算出的95%不确定区间包含真实值的比例)来评估每种方法的性能。在估计AM和GM时,使用非信息先验的贝叶斯方法和β-替代方法在偏差和rMSE方面大致相当。对于GSD和第95百分位,使用非信息先验的贝叶斯方法比β-替代方法偏差更大,rMSE更高,但使用更多信息先验的贝叶斯方法总体上提高了贝叶斯方法的性能,使得偏差和rMSE与β-替代方法更具可比性。贝叶斯方法的一个优点是,它提供了这些感兴趣的参数的不确定性估计和良好的覆盖率,而β-替代方法只提供了AM的不确定性估计,覆盖率不一致。选择一种或另一种方法取决于实践者的需要、先验信息的可用性和测量数据的分布特征。如果从业者拥有计算资源和先验信息,我们建议使用贝叶斯方法,因为该方法通常可以提供准确的估计,并且还可以提供所有参数的分布,这可能对某些应用程序中的决策有用。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

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A Comparison of the β-Substitution Method and a Bayesian Method for Analyzing Left-Censored Data.

Classical statistical methods for analyzing exposure data with values below the detection limits are well described in the occupational hygiene literature, but an evaluation of a Bayesian approach for handling such data is currently lacking. Here, we first describe a Bayesian framework for analyzing censored data. We then present the results of a simulation study conducted to compare the β-substitution method with a Bayesian method for exposure datasets drawn from lognormal distributions and mixed lognormal distributions with varying sample sizes, geometric standard deviations (GSDs), and censoring for single and multiple limits of detection. For each set of factors, estimates for the arithmetic mean (AM), geometric mean, GSD, and the 95th percentile (X0.95) of the exposure distribution were obtained. We evaluated the performance of each method using relative bias, the root mean squared error (rMSE), and coverage (the proportion of the computed 95% uncertainty intervals containing the true value). The Bayesian method using non-informative priors and the β-substitution method were generally comparable in bias and rMSE when estimating the AM and GM. For the GSD and the 95th percentile, the Bayesian method with non-informative priors was more biased and had a higher rMSE than the β-substitution method, but use of more informative priors generally improved the Bayesian method's performance, making both the bias and the rMSE more comparable to the β-substitution method. An advantage of the Bayesian method is that it provided estimates of uncertainty for these parameters of interest and good coverage, whereas the β-substitution method only provided estimates of uncertainty for the AM, and coverage was not as consistent. Selection of one or the other method depends on the needs of the practitioner, the availability of prior information, and the distribution characteristics of the measurement data. We suggest the use of Bayesian methods if the practitioner has the computational resources and prior information, as the method would generally provide accurate estimates and also provides the distributions of all of the parameters, which could be useful for making decisions in some applications.

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