Penalized generalized estimating equations for relative risk regression with applications to brain lesion data

Motivated by a brain lesion application, we introduce penalized generalized estimating equations for relative risk regression for modelling correlated binary data. Brain lesions can have varying incidence across the brain and result in both rare and high incidence outcomes. As a result, odds ratios estimated from generalized estimating equations with logistic regression structures are not necessarily directly interpretable as relative risks. On the other hand, use of log-link regression structures with the binomial variance function may lead to estimation instabilities when event probabilities are close to 1. To circumvent such issues, we use generalized estimating equations with log-link regression structures with identity variance function and unknown dispersion parameter. Even in this setting, parameter estimates can be infinite, which we address by penalizing the generalized estimating functions with the gradient of the Jeffreys prior. Our findings from extensive simulation studies show significant improvement over the standard log-link generalized estimating equations by providing finite estimates and achieving convergence when boundary estimates occur. The real data application on UK Biobank brain lesion maps further reveals the instabilities of the standard log-link generalized estimating equations for a large-scale data set and demonstrates the clear interpretation of relative risk in clinical applications.

On the Notion of Reproducibility and Its Full Implementation to Natural Exponential Families

Let F=Fθ:θ∈Θ⊂R be a family of probability distributions indexed by a parameter θ and let X1,⋯,Xn be i.i.d. r.v.’s with L(X1)=Fθ∈F. Then, F is said to be reproducible if for all θ∈Θ and n∈N, there exists a sequence (αn)n≥1 and a mapping gn:Θ→Θ,θ⟼gn(θ) such that L(αn∑i=1nXi)=Fgn(θ)∈F. In this paper, we prove that a natural exponential family F is reproducible iff it possesses a variance function which is a power function of its mean. Such a result generalizes that of Bar-Lev and Enis (1986, The Annals of Statistics) who proved a similar but partial statement under the assumption that F is steep as and under rather restricted constraints on the forms of αn and gn(θ). We show that such restrictions are not required. In addition, we examine various aspects of reproducibility, both theoretically and practically, and discuss the relationship between reproducibility, convolution and infinite divisibility. We suggest new avenues for characterizing other classes of families of distributions with respect to their reproducibility and convolution properties .

Statistical Inference for the Heteroscedastic Partially Linear Varying-Coefficient Errors-in-Variables Model with Missing Censoring Indicators

In this paper, we focus on heteroscedastic partially linear varying-coefficient errors-in-variables models under right-censored data with censoring indicators missing at random. Based on regression calibration, imputation, and inverse probability weighted methods, we define a class of modified profile least square estimators of the parameter and local linear estimators of the coefficient function, which are applied to constructing estimators of the error variance function. In order to improve the estimation accuracy and take into account the heteroscedastic error, reweighted estimators of the parameter and coefficient function are developed. At the same time, we apply the empirical likelihood method to construct confidence regions and maximum empirical likelihood estimators of the parameter. Under appropriate assumptions, the asymptotic normality of the proposed estimators is studied. The strong uniform convergence rate for the estimators of the error variance function is considered. Also, the asymptotic chi-squared distribution of the empirical log-likelihood ratio statistics is proved. A simulation study is conducted to evaluate the finite sample performance of the proposed estimators. Meanwhile, one real data example is provided to illustrate our methods.

Discrimination between Some Over Dispersed Count Distributions

The Poisson inverse Gaussian and generalized Poisson distributions are widely used in modelling overdispersed count data which are commonly found in healthcare, insurance, engineering, econometric and ecology. The inverse trinomial distribution is a relatively new count distribution arising from a one-dimensional random walk model (Shimizu & Yanagimoto, 1991). The Poisson inverse Gaussian distribution is a popular count model that has been proposed as an alternative to the negative binomial distribution. The inverse trinomial and generalized Poisson models possess a common characteristic of having a cubic variance function, while the Poisson inverse Gaussian has a quadratic variance function. The nature of the variance function seems to be an important property in modelling overdispersed count data. Hence it is of interest to be able to select among the three models in practical applications. This paper considers discrimination of three models based on the likelihood ratio statistic and computes via Monte Carlo simulation the probability of correct selection.

Estimation of non-constant variance in isothermal titration calorimetry using an ITC measurement model

Isothermal titration calorimetry (ITC) is the gold standard for accurate measurement of thermodynamic parameters in solution reactions. In the data processing of ITC, the non-constant variance of the heat requires special consideration. The variance function approach has been successfully applied in previous studies, but is found to fail under certain conditions in this work. Here, an explicit ITC measurement model consisting of main thermal effects and error components has been proposed to quantitatively evaluate and predict the non-constant variance of the heat data under various conditions. Monte Carlo simulation shows that the ITC measurement model provides higher accuracy and flexibility than variance function in high c-value reactions or with additional error components, for example, originated from the fluctuation of the concentrations or other properties of the solutions. The experimental design of basic error evaluation is optimized accordingly and verified by both Monte Carlo simulation and experiments. An easy-to-run Python source code is provided to illustrate the establishment of the ITC measurement model and the estimation of heat variances. The accurate and reliable non-constant variance of heat is helpful to the application of weighted least squares regression, the proper evaluation or selection of the reaction model.