Frequentist Properties Research Articles

Bayesian analysis of the generalized gamma distribution using non-informative priors

ABSTRACTThe Generalized gamma (GG) distribution plays an important role in statistical analysis. For this distribution, we derive non-informative priors using formal rules, such as Jeffreys prior, maximal data information prior and reference priors. We have shown that these most popular formal rules with natural ordering of parameters, lead to priors with improper posteriors. This problem is overcome by considering a prior averaging approach discussed in Berger et al. [Overall objective priors. Bayesian Analysis. 2015;10(1):189–221]. The obtained hybrid Jeffreys-reference prior is invariant under one-to-one transformations and yields a proper posterior distribution. We obtained good frequentist properties of the proposed prior using a detailed simulation study. Finally, an analysis of the maximum annual discharge of the river Rhine at Lobith is presented.

Truncated location-scale non linear regression models

ABSTRACTWe present a class of truncated non linear regression models for location and scale where the truncated nature of the data is incorporated into the statistical model by assuming that the response variable follows a truncated distribution. The location parameter of the response variable is assumed to be modeled by a continuous non linear function of covariates and unknown parameters. In addition, the proposed model also allows for the scale parameter of the responses to be characterized by a continuous function of the covariates and unknown parameters. Three particular cases of the proposed models are presented by considering the response variable to follow a truncated normal, truncated skew normal, and truncated beta distribution. These truncated non linear regression models are constructed assuming fixed known truncation limits and model parameters are estimated by direct maximization of the log-likelihood using a non linear optimization algorithm. Standardized residuals and diagnostic metrics based on the cases deletion are considered to verify the adequacy of the model and to detect outliers and influential observations. Results based on simulated data are presented to assess the frequentist properties of estimates, and a real data set on soil-water retention from the Buriti Vermelho River Basin database is analyzed using the proposed methodology.

Modeling theoretical uncertainties in phenomenological analyses for particle physics

The determination of the fundamental parameters of the Standard Model (and its extensions) is often limited by the presence of statistical and theoretical uncertainties. We present several models for the latter uncertainties (random, nuisance, external) in the frequentist framework, and we derive the corresponding p values. In the case of the nuisance approach where theoretical uncertainties are modeled as biases, we highlight the important, but arbitrary, issue of the range of variation chosen for the bias parameters. We introduce the concept of adaptive p value, which is obtained by adjusting the range of variation for the bias according to the significance considered, and which allows us to tackle metrology and exclusion tests with a single and well-defined unified tool, which exhibits interesting frequentist properties. We discuss how the determination of fundamental parameters is impacted by the model chosen for theoretical uncertainties, illustrating several issues with examples from quark flavor physics.

A Bayesian approach to the g-formula.

Epidemiologists often wish to estimate quantities that are easy to communicate and correspond to the results of realistic public health interventions. Methods from causal inference can answer these questions. We adopt the language of potential outcomes under Rubin's original Bayesian framework and show that the parametric g-formula is easily amenable to a Bayesian approach. We show that the frequentist properties of the Bayesian g-formula suggest it improves the accuracy of estimates of causal effects in small samples or when data are sparse. We demonstrate an approach to estimate the effect of environmental tobacco smoke on body mass index among children aged 4-9 years who were enrolled in a longitudinal birth cohort in New York, USA. We provide an algorithm and supply SAS and Stan code that can be adopted to implement this computational approach more generally.

Objective Bayesian Snalysis for the Complementary Exponential Geometric Model Applied to Cancer Data

In this paper we provide a reference Bayesian framework to a new two-parameter lifetime distribution with increasing failure rate, the complementary exponential geometric (CEG). To this end, we presented some of the main properties of this model and its characteristics related to the reliability analysis. A simulation study is performed to analyse the frequentist properties of credible intervals from the reference posterior distribution among of the standard error and mean square error (MSE) of estimations. The presented methodology is illustrated by the use of a real data set which presents the study of time until the cure of cervix lesions, that are precursors cancer lesions in the cervix. According to to INCA (Cancer National Institute), cervical cancer stands as the fourth cause of death among women in Brazil. Together with breast cancer, it is one of the most common malignancy affecting women worldwide. For this reason, patients must be carefully evaluated for metastatic disease. These data were collected in the Woman Clinic which is sited in Maring\'{a} city (Paran\'{a} State, Brazil).

Adaptive posterior contraction rates for the horseshoe

We investigate the frequentist properties of Bayesian procedures for estimation based on the horseshoe prior in the sparse multivariate normal means model. Previous theoretical results assumed that the sparsity level, that is, the number of signals, was known. We drop this assumption and characterize the behavior of the maximum marginal likelihood estimator (MMLE) of a key parameter of the horseshoe prior. We prove that the MMLE is an effective estimator of the sparsity level, in the sense that it leads to (near) minimax optimal estimation of the underlying mean vector generating the data. Besides this empirical Bayes procedure, we consider the hierarchical Bayes method of putting a prior on the unknown sparsity level as well. We show that both Bayesian techniques lead to rate-adaptive optimal posterior contraction, which implies that the horseshoe posterior is a good candidate for generating rate-adaptive credible sets.

Bayesian estimation in random effects meta-analysis using a non-informative prior.

Pooling information from multiple, independent studies (meta-analysis) adds great value to medical research. Random effects models are widely used for this purpose. However, there are many different ways of estimating model parameters, and the choice of estimation procedure may be influential upon the conclusions of the meta-analysis. In this paper, we describe a recently proposed Bayesian estimation procedure and compare it with a profile likelihood method and with the DerSimonian-Laird and Mandel-Paule estimators including the Knapp-Hartung correction. The Bayesian procedure uses a non-informative prior for the overall mean and the between-study standard deviation that is determined by the Berger and Bernardo reference prior principle. The comparison of these procedures focuses on the frequentist properties of interval estimates for the overall mean. The results of our simulation study reveal that the Bayesian approach is a promising alternative producing more accurate interval estimates than those three conventional procedures for meta-analysis. The Bayesian procedure is also illustrated using three examples of meta-analysis involving real data. Copyright © 2016 John Wiley & Sons, Ltd.

Bayesian correction for covariate measurement error: A frequentist evaluation and comparison with regression calibration.

Bayesian approaches for handling covariate measurement error are well established and yet arguably are still relatively little used by researchers. For some this is likely due to unfamiliarity or disagreement with the Bayesian inferential paradigm. For others a contributory factor is the inability of standard statistical packages to perform such Bayesian analyses. In this paper, we first give an overview of the Bayesian approach to handling covariate measurement error, and contrast it with regression calibration, arguably the most commonly adopted approach. We then argue why the Bayesian approach has a number of statistical advantages compared to regression calibration and demonstrate that implementing the Bayesian approach is usually quite feasible for the analyst. Next, we describe the closely related maximum likelihood and multiple imputation approaches and explain why we believe the Bayesian approach to generally be preferable. We then empirically compare the frequentist properties of regression calibration and the Bayesian approach through simulation studies. The flexibility of the Bayesian approach to handle both measurement error and missing data is then illustrated through an analysis of data from the Third National Health and Nutrition Examination Survey.

Hierarchical Bayes Small Area Estimation under a Unit Level Model with Applications in Agriculture

To studied Bayesian aspect of small area estimation using Unit level model. In this paper we proposed and evaluated new prior distribution for the ratio of variance components in unit level model rather than uniform prior. To approximate the posterior moments of small area means, Laplace approximation method is applied. This choice of prior avoids the extreme skewness, usually present in the posterior distribution of variance components. This property leads to more accurate Laplace approximation. We apply the proposed model to the analysis of horticultural data and results from the model are compared with frequestist approach and with Bayesian model of uniform prior in terms of average relative bias, average squared relative bias and average absolute bias. The numerical results obtained highlighted the superiority of using the proposed prior over the uniform prior. Thus Bayes estimators (with new prior) of small area means have good frequentist properties such as MSE and ARB as compared to other traditional methods viz., Direct, Synthetic and Composite estimators.

Implementing informative priors for heterogeneity in meta-analysis using meta-regression and pseudo data.

Many meta‐analyses combine results from only a small number of studies, a situation in which the between‐study variance is imprecisely estimated when standard methods are applied. Bayesian meta‐analysis allows incorporation of external evidence on heterogeneity, providing the potential for more robust inference on the effect size of interest. We present a method for performing Bayesian meta‐analysis using data augmentation, in which we represent an informative conjugate prior for between‐study variance by pseudo data and use meta‐regression for estimation. To assist in this, we derive predictive inverse‐gamma distributions for the between‐study variance expected in future meta‐analyses. These may serve as priors for heterogeneity in new meta‐analyses. In a simulation study, we compare approximate Bayesian methods using meta‐regression and pseudo data against fully Bayesian approaches based on importance sampling techniques and Markov chain Monte Carlo (MCMC). We compare the frequentist properties of these Bayesian methods with those of the commonly used frequentist DerSimonian and Laird procedure. The method is implemented in standard statistical software and provides a less complex alternative to standard MCMC approaches. An importance sampling approach produces almost identical results to standard MCMC approaches, and results obtained through meta‐regression and pseudo data are very similar. On average, data augmentation provides closer results to MCMC, if implemented using restricted maximum likelihood estimation rather than DerSimonian and Laird or maximum likelihood estimation. The methods are applied to real datasets, and an extension to network meta‐analysis is described. The proposed method facilitates Bayesian meta‐analysis in a way that is accessible to applied researchers. © 2016 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.

A Decision-Theoretic Comparison of Treatments to Resolve Air Leaks After Lung Surgery Based on Nonparametric Modeling.

We propose a Bayesian nonparametric utility-based group sequential design for a randomized clinical trial to compare a gel sealant to standard care for resolving air leaks after pulmonary resection. Clinically, resolving air leaks in the days soon after surgery is highly important, since longer resolution time produces undesirable complications that require extended hospitalization. The problem of comparing treatments is complicated by the fact that the resolution time distributions are skewed and multi-modal, so using means is misleading. We address these challenges by assuming Bayesian nonparametric probability models for the resolution time distributions and basing the comparative test on weighted means. The weights are elicited as clinical utilities of the resolution times. The proposed design uses posterior expected utilities as group sequential test criteria. The procedure's frequentist properties are studied by extensive simulations.

A Bayesian credible subgroups approach to identifying patient subgroups with positive treatment effects.

Many new experimental treatments benefit only a subset of the population. Identifying the baseline covariate profiles of patients who benefit from such a treatment, rather than determining whether or not the treatment has a population-level effect, can substantially lessen the risk in undertaking a clinical trial and expose fewer patients to treatments that do not benefit them. The standard analyses for identifying patient subgroups that benefit from an experimental treatment either do not account for multiplicity, or focus on testing for the presence of treatment-covariate interactions rather than the resulting individualized treatment effects. We propose a Bayesian credible subgroups method to identify two bounding subgroups for the benefiting subgroup: one for which it is likely that all members simultaneously have a treatment effect exceeding a specified threshold, and another for which it is likely that no members do. We examine frequentist properties of the credible subgroups method via simulations and illustrate the approach using data from an Alzheimer's disease treatment trial. We conclude with a discussion of the advantages and limitations of this approach to identifying patients for whom the treatment is beneficial.

Flexible objective Bayesian linear regression with applications in survival analysis

ABSTRACTWe study objective Bayesian inference for linear regression models with residual errors distributed according to the class of two-piece scale mixtures of normal distributions. These models allow for capturing departures from the usual assumption of normality of the errors in terms of heavy tails, asymmetry, and certain types of heteroscedasticity. We propose a general non-informative, scale-invariant, prior structure and provide sufficient conditions for the propriety of the posterior distribution of the model parameters, which cover cases when the response variables are censored. These results allow us to apply the proposed models in the context of survival analysis. This paper represents an extension to the Bayesian framework of the models proposed in [16]. We present a simulation study that shows good frequentist properties of the posterior credible intervals as well as point estimators associated to the proposed priors. We illustrate the performance of these models with real data in the context of survival analysis of cancer patients.

Bayesian Conditional Mean Estimation in Log‐Normal Linear Regression Models with Finite Quadratic Expected Loss

AbstractLog‐normal linear regression models are popular in many fields of research. Bayesian estimation of the conditional mean of the dependent variable is problematic as many choices of the prior for the variance (on the log‐scale) lead to posterior distributions with no finite moments. We propose a generalized inverse Gaussian prior for this variance and derive the conditions on the prior parameters that yield posterior distributions of the conditional mean of the dependent variable with finite moments up to a pre‐specified order. The conditions depend on one of the three parameters of the suggested prior; the other two have an influence on inferences for small and medium sample sizes. A second goal of this paper is to discuss how to choose these parameters according to different criteria including the optimization of frequentist properties of posterior means.

Objective Bayesian Inference for a Generalized Marginal Random Effects Model

An objective Bayesian inference is proposed for the generalized marginal random effects model p(x|μ,σλ)=f((x−μ1)T(V+σλ2I)−1(x−μ1))/det(V+σλ2I). The matrix V is assumed to be known, and the goal is to infer μ given the observations x=(x1,…,xn)T, while σλ is a nuisance parameter. In metrology this model has been applied for the adjustment of inconsistent data x1,…,xn, where the matrix V contains the uncertainties quoted for x1,…,xn. We show that the reference prior for grouping {μ,σλ} is given by π(μ,σλ)∝F22, where F22 denotes the lower right element of the Fisher information matrix F. We give an explicit expression for the reference prior, and we also prove propriety of the resulting posterior as well as the existence of mean and variance of the marginal posterior for μ. Under the additional assumption of normality, we relate the resulting reference analysis to that known for the conventional balanced random effects model in the asymptotic case when the number of repeated within-class observations for that model tends to infinity. We investigate the frequentist properties of the proposed inference for the generalized marginal random effects model through simulations, and we also study its robustness when the underlying distributional assumptions are violated. Finally, we apply the model to the adjustment of current measurements of the Planck constant.

Bayesian linear regression with skew-symmetric error distributions with applications to survival analysis.

We study Bayesian linear regression models with skew-symmetric scale mixtures of normal error distributions. These kinds of models can be used to capture departures from the usual assumption of normality of the errors in terms of heavy tails and asymmetry. We propose a general noninformative prior structure for these regression models and show that the corresponding posterior distribution is proper under mild conditions. We extend these propriety results to cases where the response variables are censored. The latter scenario is of interest in the context of accelerated failure time models, which are relevant in survival analysis. We present a simulation study that demonstrates good frequentist properties of the posterior credible intervals associated with the proposed priors. This study also sheds some light on the trade-off between increased model flexibility and the risk of over-fitting. We illustrate the performance of the proposed models with real data. Although we focus on models with univariate response variables, we also present some extensions to the multivariate case in the Supporting Information. Copyright © 2016 John Wiley & Sons, Ltd.

Likelihood-based inference for population size in a capture–recapture experiment with varying probabilities from occasion to occasion

The estimation of the size of a population is, in general, performed using capture–recapture experiments. In this paper, we consider a closed population capture–recapture model in which individuals are captured independently and with the same probability in each sampling occasion, but the probabilities may vary from occasion to occasion. The unknown number of individuals is the parameter of interest, while the capture probabilities are the nuisance ones. Four likelihood functions free of nuisance parameters, namely the profile, conditional, uniform and Jeffrey’s integrated likelihood functions are derived and procedures for point and interval estimation are discussed. The estimation of population size is illustrated on a real dataset. The frequentist properties of the estimators are evaluated by means of a simulation study. The Jeffrey’s integrated likelihood achieved the best performance over all considered estimators for both point and interval estimation, particularly in situations with little information with small number of elements, small capture probabilities and small number of capture occasions.

An objective Bayesian analysis of the two-parameter half-logistic distribution based on progressively type-II censored samples

ABSTRACTThis paper develops an objective Bayesian analysis method for estimating unknown parameters of the half-logistic distribution when a sample is available from the progressively Type-II censoring scheme. Noninformative priors such as Jeffreys and reference priors are derived. In addition, derived priors are checked to determine whether they satisfy probability-matching criteria. The Metropolis–Hasting algorithm is applied to generate Markov chain Monte Carlo samples from these posterior density functions because marginal posterior density functions of each parameter cannot be expressed in an explicit form. Monte Carlo simulations are conducted to investigate frequentist properties of estimated models under noninformative priors. For illustration purposes, a real data set is presented, and the quality of models under noninformative priors is evaluated through posterior predictive checking.

Controlled multi-arm platform design using predictive probability.

The process of screening agents one-at-a-time under the current clinical trials system suffers from several deficiencies that could be addressed in order to extend financial and patient resources. In this article, we introduce a statistical framework for designing and conducting randomized multi-arm screening platforms with binary endpoints using Bayesian modeling. In essence, the proposed platform design consolidates inter-study control arms, enables investigators to assign more new patients to novel therapies, and accommodates mid-trial modifications to the study arms that allow both dropping poorly performing agents as well as incorporating new candidate agents. When compared to sequentially conducted randomized two-arm trials, screening platform designs have the potential to yield considerable reductions in cost, alleviate the bottleneck between phase I and II, eliminate bias stemming from inter-trial heterogeneity, and control for multiplicity over a sequence of a priori planned studies. When screening five experimental agents, our results suggest that platform designs have the potential to reduce the mean total sample size by as much as 40% and boost the mean overall response rate by as much as 15%. We explain how to design and conduct platform designs to achieve the aforementioned aims and preserve desirable frequentist properties for the treatment comparisons. In addition, we demonstrate how to conduct a platform design using look-up tables that can be generated in advance of the study. The gains in efficiency facilitated by platform design could prove to be consequential in oncologic settings, wherein trials often lack a proper control, and drug development suffers from low enrollment, long inter-trial latency periods, and an unacceptably high rate of failure in phase III.

Bayesian inference using a noninformative prior for linear Gaussian random coefficient regression with inhomogeneous within-class variances

A Bayesian inference for a linear Gaussian random coefficient regression model with inhomogeneous within-class variances is presented. The model is motivated by an application in metrology, but it may well find interest in other fields. We consider the selection of a noninformative prior for the Bayesian inference to address applications where the available prior knowledge is either vague or shall be ignored. The noninformative prior is derived by applying the Berger and Bernardo reference prior principle with the means of the random coefficients forming the parameters of interest. We show that the resulting posterior is proper and specify conditions for the existence of first and second moments of the marginal posterior. Simulation results are presented which suggest good frequentist properties of the proposed inference. The calibration of sonic nozzle data is considered as an application from metrology. The proposed inference is applied to these data and the results are compared to those obtained by alternative approaches.