An Edgeworth expansion for finite population L-statistics

In this paper, we consider the one-term Edgeworth expansion for finite population L-statistics. We provide an explicit formula for the Edgeworth correction term and give sufficient conditions for the validity of the expansion which are expressed in terms of the weight function that defines the statistics and moment conditions.Comment: 14 pages. Minor revisions. Some explanatory comments and a numerical example were added. Lith. Math. J. (to appear

Linear Estimation of Location and Scale Parameters Using Partial Maxima

Consider an i.i.d. sample X^*_1,X^*_2,...,X^*_n from a location-scale family, and assume that the only available observations consist of the partial maxima (or minima)sequence, X^*_{1:1},X^*_{2:2},...,X^*_{n:n}, where X^*_{j:j}=max{X^*_1,...,X^*_j}. This kind of truncation appears in several circumstances, including best performances in athletics events. In the case of partial maxima, the form of the BLUEs (best linear unbiased estimators) is quite similar to the form of the well-known Lloyd's (1952, Least-squares estimation of location and scale parameters using order statistics, Biometrika, vol. 39, pp. 88-95) BLUEs, based on (the sufficient sample of) order statistics, but, in contrast to the classical case, their consistency is no longer obvious. The present paper is mainly concerned with the scale parameter, showing that the variance of the partial maxima BLUE is at most of order O(1/log n), for a wide class of distributions.Comment: This article is devoted to the memory of my six-years-old, little daughter, Dionyssia, who leaved us on August 25, 2010, at Cephalonia isl. (26 pages, to appear in Metrika

Simpson's Paradox, Lord's Paradox, and Suppression Effects are the same phenomenon – the reversal paradox

This article discusses three statistical paradoxes that pervade epidemiological research: Simpson's paradox, Lord's paradox, and suppression. These paradoxes have important implications for the interpretation of evidence from observational studies. This article uses hypothetical scenarios to illustrate how the three paradoxes are different manifestations of one phenomenon – the reversal paradox – depending on whether the outcome and explanatory variables are categorical, continuous or a combination of both; this renders the issues and remedies for any one to be similar for all three. Although the three statistical paradoxes occur in different types of variables, they share the same characteristic: the association between two variables can be reversed, diminished, or enhanced when another variable is statistically controlled for. Understanding the concepts and theory behind these paradoxes provides insights into some controversial or contradictory research findings. These paradoxes show that prior knowledge and underlying causal theory play an important role in the statistical modelling of epidemiological data, where incorrect use of statistical models might produce consistent, replicable, yet erroneous results

How big is an outbreak likely to be? Methods for epidemic final-size calculation

Epidemic models have become a routinely used tool to inform policy on infectious disease. A particular interest at the moment is the use of computationally intensive inference to parametrize these models. In this context, numerical efficiency is critically important. We consider methods for evaluating the probability mass function of the total number of infections over the course of a stochastic epidemic, with a focus on homogeneous finite populations, but also considering heterogeneous and large populations. Relevant methods are reviewed critically, with existing and novel extensions also presented. We provide code in Matlab and a systematic comparison of numerical efficiency.Thomas House, Joshua V. Ross and David Sir

Distributionally robust L1-estimation in multiple linear regression

Linear regression is one of the most important and widely used techniques in data analysis, for which a key step is the estimation of the unknown parameters. However, it is often carried out under the assumption that the full information of the error distribution is available. This is clearly unrealistic in practice. In this paper, we propose a distributionally robust formulation of L1-estimation (or the least absolute value estimation) problem, where the only knowledge on the error distribution is that it belongs to a well-defined ambiguity set. We then reformulate the estimation problem as a computationally tractable conic optimization problem by using duality theory. Finally, a numerical example is solved as a conic optimization problem to demonstrate the effectiveness of the proposed approach

Regression toward the mean – a detection method for unknown population mean based on Mee and Chua's algorithm

<p>Abstract</p> <p>Background</p> <p>Regression to the mean (RTM) occurs in situations of repeated measurements when extreme values are followed by measurements in the same subjects that are closer to the mean of the basic population. In uncontrolled studies such changes are likely to be interpreted as a real treatment effect.</p> <p>Methods</p> <p>Several statistical approaches have been developed to analyse such situations, including the algorithm of Mee and Chua which assumes a known population mean <it>μ</it>. We extend this approach to a situation where <it>μ </it>is unknown and suggest to vary it systematically over a range of reasonable values. Using differential calculus we provide formulas to estimate the range of <it>μ </it>where treatment effects are likely to occur when RTM is present.</p> <p>Results</p> <p>We successfully applied our method to three real world examples denoting situations when (a) no treatment effect can be confirmed regardless which <it>μ </it>is true, (b) when a treatment effect must be assumed independent from the true <it>μ </it>and (c) in the appraisal of results of uncontrolled studies.</p> <p>Conclusion</p> <p>Our method can be used to separate the wheat from the chaff in situations, when one has to interpret the results of uncontrolled studies. In meta-analysis, health-technology reports or systematic reviews this approach may be helpful to clarify the evidence given from uncontrolled observational studies.</p

Conditional variable importance for random forests

Random forests are becoming increasingly popular in many scientific fields because they can cope with ``small n large p'' problems, complex interactions and even highly correlated predictor variables. Their variable importance measures have recently been suggested as screening tools for, e.g., gene expression studies. However, these variable importance measures show a bias towards correlated predictor variables. We identify two mechanisms responsible for this finding: (i) A preference for the selection of correlated predictors in the tree building process and (ii) an additional advantage for correlated predictor variables induced by the unconditional permutation scheme that is employed in the computation of the variable importance measure. Based on these considerations we develop a new, conditional permutation scheme for the computation of the variable importance measure. The resulting conditional variable importance is shown to reflect the true impact of each predictor variable more reliably than the original marginal approach

The placebo effect and its determinants in fibromyalgia: meta-analysis of randomized controlled trials

The aims of this study were to determine whether placebo treatment in randomised controlled trials (RCTs) is effective for fibromyalgia and to identify possible determinants of the magnitude of any such placebo effect. A systematic literature search was undertaken for RCTs in people with fibromyalgia that included a placebo and/or a no-treatment (observation only or waiting list) control group. Placebo effect size (ES) for pain and other outcomes was measured as the improvement of each outcome from baseline divided by the standard deviation of the change from baseline. This effect was compared with changes in the no-treatment control groups. Meta-analysis was undertaken to combine data from different studies. Subgroup analysis was conducted to identify possible determinants of the placebo ES. A total of 3912 studies were identified from the literature search. After scrutiny, 229 trials met the inclusion criteria. Participants who received placebo in the RCTs experienced significantly better improvements in pain, fatigue, sleep quality, physical function, and other main outcomes than those receiving no treatment. The ES of placebo for pain relief was clinically moderate (0.53, 95%CI 0.48 to 0.57). The ES increased with increasing strength of the active treatment, increasing participant age and higher baseline pain severity, but decreased in RCTS with more women and with longer duration of fibromyalgia. In addition, placebo treatment in RCTs is effective in fibromyalgia. A number of factors (expected strength of treatment, age, gender, disease duration) appear to influence the magnitude of the placebo effect in this condition

Sequential Neural Processes in Abacus Mental Addition: An EEG and fMRI Case Study

Abacus experts are able to mentally calculate multi-digit numbers rapidly. Some behavioral and neuroimaging studies have suggested a visuospatial and visuomotor strategy during abacus mental calculation. However, no study up to now has attempted to dissociate temporally the visuospatial neural process from the visuomotor neural process during abacus mental calculation. In the present study, an abacus expert performed the mental addition tasks (8-digit and 4-digit addends presented in visual or auditory modes) swiftly and accurately. The 100% correct rates in this expert’s task performance were significantly higher than those of ordinary subjects performing 1-digit and 2-digit addition tasks. ERPs, EEG source localizations, and fMRI results taken together suggested visuospatial and visuomotor processes were sequentially arranged during the abacus mental addition with visual addends and could be dissociated from each other temporally. The visuospatial transformation of the numbers, in which the superior parietal lobule was most likely involved, might occur first (around 380 ms) after the onset of the stimuli. The visuomotor processing, in which the superior/middle frontal gyri were most likely involved, might occur later (around 440 ms). Meanwhile, fMRI results suggested that neural networks involved in the abacus mental addition with auditory stimuli were similar to those in the visual abacus mental addition. The most prominently activated brain areas in both conditions included the bilateral superior parietal lobules (BA 7) and bilateral middle frontal gyri (BA 6). These results suggest a supra-modal brain network in abacus mental addition, which may develop from normal mental calculation networks