On the Properties of Simulation-based Estimators in High Dimensions

Considering the increasing size of available data, the need for statistical methods that control the finite sample bias is growing. This is mainly due to the frequent settings where the number of variables is large and allowed to increase with the sample size bringing standard inferential procedures to incur significant loss in terms of performance. Moreover, the complexity of statistical models is also increasing thereby entailing important computational challenges in constructing new estimators or in implementing classical ones. A trade-off between numerical complexity and statistical properties is often accepted. However, numerically efficient estimators that are altogether unbiased, consistent and asymptotically normal in high dimensional problems would generally be ideal. In this paper, we set a general framework from which such estimators can easily be derived for wide classes of models. This framework is based on the concepts that underlie simulation-based estimation methods such as indirect inference. The approach allows various extensions compared to previous results as it is adapted to possibly inconsistent estimators and is applicable to discrete models and/or models with a large number of parameters. We consider an algorithm, namely the Iterative Bootstrap (IB), to efficiently compute simulation-based estimators by showing its convergence properties. Within this framework we also prove the properties of simulation-based estimators, more specifically the unbiasedness, consistency and asymptotic normality when the number of parameters is allowed to increase with the sample size. Therefore, an important implication of the proposed approach is that it allows to obtain unbiased estimators in finite samples. Finally, we study this approach when applied to three common models, namely logistic regression, negative binomial regression and lasso regression

Cost-effectiveness analysis of 3-D computerized tomography colonography versus optical colonoscopy for imaging symptomatic gastroenterology patients.

BACKGROUND: When symptomatic gastroenterology patients have an indication for colonic imaging, clinicians have a choice between optical colonoscopy (OC) and computerized tomography colonography with three-dimensional reconstruction (3-D CTC). 3-D CTC provides a minimally invasive and rapid evaluation of the entire colon, and it can be an efficient modality for diagnosing symptoms. It allows for a more targeted use of OC, which is associated with a higher risk of major adverse events and higher procedural costs. A case can be made for 3-D CTC as a primary test for colonic imaging followed if necessary by targeted therapeutic OC; however, the relative long-term costs and benefits of introducing 3-D CTC as a first-line investigation are unknown. AIM: The aim of this study was to assess the cost effectiveness of 3-D CTC versus OC for colonic imaging of symptomatic gastroenterology patients in the UK NHS. METHODS: We used a Markov model to follow a cohort of 100,000 symptomatic gastroenterology patients, aged 50 years or older, and estimate the expected lifetime outcomes, life years (LYs) and quality-adjusted life years (QALYs), and costs (£, 2010-2011) associated with 3-D CTC and OC. Sensitivity analyses were performed to assess the robustness of the base-case cost-effectiveness results to variation in input parameters and methodological assumptions. RESULTS: 3D-CTC provided a similar number of LYs (7.737 vs 7.739) and QALYs (7.013 vs 7.018) per individual compared with OC, and it was associated with substantially lower mean costs per patient (£467 vs £583), leading to a positive incremental net benefit. After accounting for the overall uncertainty, the probability of 3-D CTC being cost effective was around 60 %, at typical willingness-to-pay values of £20,000-£30,000 per QALY gained. CONCLUSION: 3-D CTC is a cost-saving and cost-effective option for colonic imaging of symptomatic gastroenterology patients compared with OC

Design Issues for Generalized Linear Models: A Review

Generalized linear models (GLMs) have been used quite effectively in the modeling of a mean response under nonstandard conditions, where discrete as well as continuous data distributions can be accommodated. The choice of design for a GLM is a very important task in the development and building of an adequate model. However, one major problem that handicaps the construction of a GLM design is its dependence on the unknown parameters of the fitted model. Several approaches have been proposed in the past 25 years to solve this problem. These approaches, however, have provided only partial solutions that apply in only some special cases, and the problem, in general, remains largely unresolved. The purpose of this article is to focus attention on the aforementioned dependence problem. We provide a survey of various existing techniques dealing with the dependence problem. This survey includes discussions concerning locally optimal designs, sequential designs, Bayesian designs and the quantile dispersion graph approach for comparing designs for GLMs.Comment: Published at http://dx.doi.org/10.1214/088342306000000105 in the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org

A robust approach for skewed and heavy-tailed outcomes in the analysis of health care expenditures

In this paper robust statistical procedures are presented for the analysis of skewed and heavy-tailed outcomes as they typically occur in health care data. The new estimators and test statistics are extensions of classical maximum likelihood techniques for generalized linear models. In contrast to their classical counterparts, the new robust techniques show lower variability and excellent effciency properties in the presence of small deviations form the assumed model, i.e. when the underlying distribution of the data lies in a neighborhood of the model. A simulation study, an analysis on real data, and a sensitivity analysis confirm the good theoretical statistical properties of the new techniques.Deviations from the model; GLM modeling; health econometrics; heavy tails; robust estimation; robust inference

Normal-Mixture-of-Inverse-Gamma Priors for Bayesian Regularization and Model Selection in Structured Additive Regression Models

In regression models with many potential predictors, choosing an appropriate subset of covariates and their interactions at the same time as determining whether linear or more flexible functional forms are required is a challenging and important task. We propose a spike-and-slab prior structure in order to include or exclude single coefficients as well as blocks of coefficients associated with factor variables, random effects or basis expansions of smooth functions. Structured additive models with this prior structure are estimated with Markov Chain Monte Carlo using a redundant multiplicative parameter expansion. We discuss shrinkage properties of the novel prior induced by the redundant parameterization, investigate its sensitivity to hyperparameter settings and compare performance of the proposed method in terms of model selection, sparsity recovery, and estimation error for Gaussian, binomial and Poisson responses on real and simulated data sets with that of component-wise boosting and other approaches

Measurement error caused by spatial misalignment in environmental epidemiology

Copyright @ 2009 Gryparis et al - Published by Oxford University Press.In many environmental epidemiology studies, the locations and/or times of exposure measurements and health assessments do not match. In such settings, health effects analyses often use the predictions from an exposure model as a covariate in a regression model. Such exposure predictions contain some measurement error as the predicted values do not equal the true exposures. We provide a framework for spatial measurement error modeling, showing that smoothing induces a Berkson-type measurement error with nondiagonal error structure. From this viewpoint, we review the existing approaches to estimation in a linear regression health model, including direct use of the spatial predictions and exposure simulation, and explore some modified approaches, including Bayesian models and out-of-sample regression calibration, motivated by measurement error principles. We then extend this work to the generalized linear model framework for health outcomes. Based on analytical considerations and simulation results, we compare the performance of all these approaches under several spatial models for exposure. Our comparisons underscore several important points. First, exposure simulation can perform very poorly under certain realistic scenarios. Second, the relative performance of the different methods depends on the nature of the underlying exposure surface. Third, traditional measurement error concepts can help to explain the relative practical performance of the different methods. We apply the methods to data on the association between levels of particulate matter and birth weight in the greater Boston area.This research was supported by NIEHS grants ES012044 (AG, BAC), ES009825 (JS, BAC), ES007142 (CJP), and ES000002 (CJP), and EPA grant R-832416 (JS, BAC)