Error-free milestones in error prone measurements

A predictor variable or dose that is measured with substantial error may possess an error-free milestone, such that it is known with negligible error whether the value of the variable is to the left or right of the milestone. Such a milestone provides a basis for estimating a linear relationship between the true but unknown value of the error-free predictor and an outcome, because the milestone creates a strong and valid instrumental variable. The inferences are nonparametric and robust, and in the simplest cases, they are exact and distribution free. We also consider multiple milestones for a single predictor and milestones for several predictors whose partial slopes are estimated simultaneously. Examples are drawn from the Wisconsin Longitudinal Study, in which a BA degree acts as a milestone for sixteen years of education, and the binary indicator of military service acts as a milestone for years of service.Comment: Published in at http://dx.doi.org/10.1214/08-AOAS233 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

Isolation in the construction of natural experiments

A natural experiment is a type of observational study in which treatment assignment, though not randomized by the investigator, is plausibly close to random. A process that assigns treatments in a highly nonrandom, inequitable manner may, in rare and brief moments, assign aspects of treatments at random or nearly so. Isolating those moments and aspects may extract a natural experiment from a setting in which treatment assignment is otherwise quite biased, far from random. Isolation is a tool that focuses on those rare, brief instances, extracting a small natural experiment from otherwise useless data. We discuss the theory behind isolation and illustrate its use in a reanalysis of a well-known study of the effects of fertility on workforce participation. Whether a woman becomes pregnant at a certain moment in her life and whether she brings that pregnancy to term may reflect her aspirations for family, education and career, the degree of control she exerts over her fertility, and the quality of her relationship with the father; moreover, these aspirations and relationships are unlikely to be recorded with precision in surveys and censuses, and they may confound studies of workforce participation. However, given that a women is pregnant and will bring the pregnancy to term, whether she will have twins or a single child is, to a large extent, simply luck. Given that a woman is pregnant at a certain moment, the differential comparison of two types of pregnancies on workforce participation, twins or a single child, may be close to randomized, not biased by unmeasured aspirations. In this comparison, we find in our case study that mothers of twins had more children but only slightly reduced workforce participation, approximately 5% less time at work for an additional child.Comment: Published in at http://dx.doi.org/10.1214/14-AOAS770 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

Cross-screening in observational studies that test many hypotheses

We discuss observational studies that test many causal hypotheses, either hypotheses about many outcomes or many treatments. To be credible an observational study that tests many causal hypotheses must demonstrate that its conclusions are neither artifacts of multiple testing nor of small biases from nonrandom treatment assignment. In a sense that needs to be defined carefully, hidden within a sensitivity analysis for nonrandom assignment is an enormous correction for multiple testing: in the absence of bias, it is extremely improbable that multiple testing alone would create an association insensitive to moderate biases. We propose a new strategy called "cross-screening", different from but motivated by recent work of Bogomolov and Heller on replicability. Cross-screening splits the data in half at random, uses the first half to plan a study carried out on the second half, then uses the second half to plan a study carried out on the first half, and reports the more favorable conclusions of the two studies correcting using the Bonferroni inequality for having done two studies. If the two studies happen to concur, then they achieve Bogomolov-Heller replicability; however, importantly, replicability is not required for strong control of the family-wise error rate, and either study alone suffices for firm conclusions. In randomized studies with a few hypotheses, cross-split screening is not an attractive method when compared with conventional methods of multiplicity control, but it can become attractive when hundreds or thousands of hypotheses are subjected to sensitivity analyses in an observational study. We illustrate the technique by comparing 46 biomarkers in individuals who consume large quantities of fish versus little or no fish.Comment: 33 pages, 2 figures, 5 table

Stronger instruments via integer programming in an observational study of late preterm birth outcomes

In an optimal nonbipartite match, a single population is divided into matched pairs to minimize a total distance within matched pairs. Nonbipartite matching has been used to strengthen instrumental variables in observational studies of treatment effects, essentially by forming pairs that are similar in terms of covariates but very different in the strength of encouragement to accept the treatment. Optimal nonbipartite matching is typically done using network optimization techniques that can be quick, running in polynomial time, but these techniques limit the tools available for matching. Instead, we use integer programming techniques, thereby obtaining a wealth of new tools not previously available for nonbipartite matching, including fine and near-fine balance for several nominal variables, forced near balance on means and optimal subsetting. We illustrate the methods in our on-going study of outcomes of late-preterm births in California, that is, births of 34 to 36 weeks of gestation. Would lengthening the time in the hospital for such births reduce the frequency of rapid readmissions? A straightforward comparison of babies who stay for a shorter or longer time would be severely biased, because the principal reason for a long stay is some serious health problem. We need an instrument, something inconsequential and haphazard that encourages a shorter or a longer stay in the hospital. It turns out that babies born at certain times of day tend to stay overnight once with a shorter length of stay, whereas babies born at other times of day tend to stay overnight twice with a longer length of stay, and there is nothing particularly special about a baby who is born at 11:00 pm.Comment: Published in at http://dx.doi.org/10.1214/12-AOAS582 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

Results of an aqueous source term model for a radiological risk assessment of the Drigg LLW Site, U.K.

A radionuclide source term model has been developed which simulates the biogeochemical evolution of the Drigg low level waste (LLW) disposal site. The DRINK (DRIgg Near field Kinetic) model provides data regarding radionuclide concentrations in groundwater over a period of 100,000 years, which are used as input to assessment calculations for a groundwater pathway. The DRINK model also provides input to human intrusion and gaseous assessment calculations through simulation of the solid radionuclide inventory. These calculations are being used to support the Drigg post closure safety case. The DRINK model considers the coupled interaction of the effects of fluid flow, microbiology, corrosion, chemical reaction, sorption and radioactive decay. It represents the first direct use of a mechanistic reaction-transport model in risk assessment calculations

Using the Cross-Match Test to Appraise Covariate Balance in Matched Pairs

Having created a tentative matched design for an observational study, diagnostic checks are performed to see whether observed covariates exhibit reasonable balance, or alternatively whether further effort is required to improve the match. We illustrate the use of the cross-match test as an aid to appraising balance on high-dimensional covariates, and we discuss its close logical connections to the techniques used to construct matched samples. In particular, in addition to a significance level, the cross-match test provides an interpretable measure of high-dimensional covariate balance, specifically a measure defined in terms of the propensity score. An example from the economics of education is used to illustrate. In the example, imbalances in an initial match guide the construction of a better match. The better match uses a recently proposed technique, optimal tapered matching, that leaves certain possibly innocuous covariates imbalanced in one match but not in another, and yields a test of whether the imbalances are actually innocuous

Peculiar Broad Absorption Line Quasars found in DPOSS

With the recent release of large (i.e., > hundred million objects), well-calibrated photometric surveys, such as DPOSS, 2MASS, and SDSS, spectroscopic identification of important targets is no longer a simple issue. In order to enhance the returns from a spectroscopic survey, candidate sources are often preferentially selected to be of interest, such as brown dwarfs or high redshift quasars. This approach, while useful for targeted projects, risks missing new or unusual species. We have, as a result, taken the alternative path of spectroscopically identifying interesting sources with the sole criterion being that they are in low density areas of the g - r and r - i color-space defined by the DPOSS survey. In this paper, we present three peculiar broad absorption line quasars that were discovered during this spectroscopic survey, demonstrating the efficacy of this approach. PSS J0052+2405 is an Iron LoBAL quasar at a redshift z = 2.4512 with very broad absorption from many species. PSS J0141+3334 is a reddened LoBAL quasar at z = 3.005 with no obvious emission lines. PSS J1537+1227 is a Iron LoBAL at a redshift of z = 1.212 with strong narrow Mgii and Feii emission. Follow-up high resolution spectroscopy of these three quasars promises to improve our understanding of BAL quasars. The sensitivity of particular parameter spaces, in this case a two-color space, to the redshift of these three sources is dramatic, raising questions about traditional techniques of defining quasar populations for statistical analysis.Comment: 27 pages, 13 figures, Accepted to the Astronomical Journa

An Exact Test of Fit for the Gaussian Linear Model using Optimal Nonbipartite Matching

Fisher tested the fit of Gaussian linear models using replicated observations. We refine this method by (1) constructing near-replicates using an optimal nonbipartite matching and (2) defining a distance that focuses on predictors important to the model’s predictions. Near-replicates may not exist unless the predictor set is low-dimensional; the test addresses dimensionality by betting that model failures involve a subset of predictors important in the old fit. Despite using the old fit to pair observations, the test has exactly its stated level under the null hypothesis. Simulations show the test has reasonable power even when many spurious predictors are present

Constructed Second Control Groups and Attenuation of Unmeasured Biases

The informal folklore of observational studies claims that if an irrelevant observed covariate is left uncontrolled, say unmatched, then it will influence treatment assignment in haphazard ways, thereby diminishing the biases from unmeasured covariates. We prove a result along these lines: it is true, in a certain sense, to a limited degree, under certain conditions. Alas, the conditions are neither inconsequential nor easy to check in empirical work; indeed, they are often dubious, more often implausible. We suggest the result is most useful in the computerized construction of a second control group, where the investigator can see more in available data without necessarily believing the required conditions. One of the two control groups controls for the possibly irrelevant observed covariate, the other control group either leaves it uncontrolled or forces separation; therefore, the investigator views one situation from two angles under different assumptions. A pair of sensitivity analyses for the two control groups is coordinated by a weighted Holm or recycling procedure built around the possibility of slight attenuation of bias in one control group. Issues are illustrated using an observational study of the possible effects of cigarette smoking as a cause of increased homocysteine levels, a risk factor for cardiovascular disease. Supplementary materials for this article are available online