Showing 1 - 10 of 12
We propose a new class of models for making inference about the mean of a vector of repeated outcomes when the outcome vector is incompletely observed in some study units and missingness is nonmonotone. Each model in our class is indexed by a set of unidentified selection-bias functions which...
Persistent link: https://www.econbiz.de/10005559416
We consider the doubly robust estimation of the parameters in a semiparametric conditional odds ratio model. Our estimators are consistent and asymptotically normal in a union model that assumes either of two variation independent baseline functions is correctly modelled but not necessarily...
Persistent link: https://www.econbiz.de/10008553408
Recently proposed double-robust estimators for a population mean from incomplete data and for a finite number of counterfactual means can have much higher efficiency than the usual double-robust estimators under misspecification of the outcome model. In this paper, we derive a new class of...
Persistent link: https://www.econbiz.de/10010568080
Standardized means, commonly used in observational studies in epidemiology to adjust for potential confounders, are equal to inverse probability weighted means with inverse weights equal to the empirical propensity scores. More refined standardization corresponds with empirical propensity scores...
Persistent link: https://www.econbiz.de/10009148382
We consider estimation of the received treatment effect on a dichotomous outcome in randomised trials with non-compliance. We explore inference about the parameters of the structural mean models of Robins (1994, 1997) and Robins et al. (1999). We show that, in contrast to the additive and...
Persistent link: https://www.econbiz.de/10005569392
We study nonparametric regression for correlated failure time data. Kernel estimating equations are used to estimate nonparametric covariate effects. Independent and weighted-kernel estimating equations are studied. The derivative of the nonparametric function is first estimated and the...
Persistent link: https://www.econbiz.de/10005559306
The objective of this paper is to quantify the effect of correlation in false discovery rate analysis. Specifically, we derive approximations for the mean, variance, distribution and quantiles of the standard false discovery rate estimator for arbitrarily correlated data. This is achieved using...
Persistent link: https://www.econbiz.de/10009148396
In the analysis of bivariate correlated failure time data, it is important to measure the strength of association among the correlated failure times. One commonly used measure is the cross ratio. Motivated by Cox's partial likelihood idea, we propose a novel parametric cross ratio estimator that...
Persistent link: https://www.econbiz.de/10009148402
We consider a class of semiparametric normal transformation models for right-censored bivariate failure times. Nonparametric hazard rate models are transformed to a standard normal model and a joint normal distribution is assumed for the bivariate vector of transformed variates. A semiparametric...
Persistent link: https://www.econbiz.de/10005569426
For independent data, it is well known that kernel methods and spline methods are essentially asymptotically equivalent (Silverman, 1984). However, recent work of Welsh et al. (2002) shows that the same is not true for clustered/longitudinal data. Splines and conventional kernels are different...
Persistent link: https://www.econbiz.de/10005569476