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Methodology (stat.ME)

Mon, 21 Aug 2023

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1.The Multivariate Bernoulli detector: Change point estimation in discrete survival analysis

Authors:Willem van den Boom, Maria De Iorio, Fang Qian, Alessandra Guglielmi

Abstract: Time-to-event data are often recorded on a discrete scale with multiple, competing risks as potential causes for the event. In this context, application of continuous survival analysis methods with a single risk suffer from biased estimation. Therefore, we propose the Multivariate Bernoulli detector for competing risks with discrete times involving a multivariate change point model on the cause-specific baseline hazards. Through the prior on the number of change points and their location, we impose dependence between change points across risks, as well as allowing for data-driven learning of their number. Then, conditionally on these change points, a Multivariate Bernoulli prior is used to infer which risks are involved. Focus of posterior inference is cause-specific hazard rates and dependence across risks. Such dependence is often present due to subject-specific changes across time that affect all risks. Full posterior inference is performed through a tailored local-global Markov chain Monte Carlo (MCMC) algorithm, which exploits a data augmentation trick and MCMC updates from non-conjugate Bayesian nonparametric methods. We illustrate our model in simulations and on prostate cancer data, comparing its performance with existing approaches.

2.Weighting by Tying: A New Approach to Weighted Rank Correlation

Authors:Sascha Henzgen, Eyke Hüllermeier

Abstract: Measures of rank correlation are commonly used in statistics to capture the degree of concordance between two orderings of the same set of items. Standard measures like Kendall's tau and Spearman's rho coefficient put equal emphasis on each position of a ranking. Yet, motivated by applications in which some of the positions (typically those on the top) are more important than others, a few weighted variants of these measures have been proposed. Most of these generalizations fail to meet desirable formal properties, however. Besides, they are often quite inflexible in the sense of committing to a fixed weighing scheme. In this paper, we propose a weighted rank correlation measure on the basis of fuzzy order relations. Our measure, called scaled gamma, is related to Goodman and Kruskal's gamma rank correlation. It is parametrized by a fuzzy equivalence relation on the rank positions, which in turn is specified conveniently by a so-called scaling function. This approach combines soundness with flexibility: it has a sound formal foundation and allows for weighing rank positions in a flexible way.

3.Simulation Experiments as a Causal Problem

Authors:Tyrel Stokes, Ian Shrier, Russell Steele

Abstract: Simulation methods are among the most ubiquitous methodological tools in statistical science. In particular, statisticians often is simulation to explore properties of statistical functionals in models for which developed statistical theory is insufficient or to assess finite sample properties of theoretical results. We show that the design of simulation experiments can be viewed from the perspective of causal intervention on a data generating mechanism. We then demonstrate the use of causal tools and frameworks in this context. Our perspective is agnostic to the particular domain of the simulation experiment which increases the potential impact of our proposed approach. In this paper, we consider two illustrative examples. First, we re-examine a predictive machine learning example from a popular textbook designed to assess the relationship between mean function complexity and the mean-squared error. Second, we discuss a traditional causal inference method problem, simulating the effect of unmeasured confounding on estimation, specifically to illustrate bias amplification. In both cases, applying causal principles and using graphical models with parameters and distributions as nodes in the spirit of influence diagrams can 1) make precise which estimand the simulation targets , 2) suggest modifications to better attain the simulation goals, and 3) provide scaffolding to discuss performance criteria for a particular simulation design.

4.Estimation of treatment policy estimands for continuous outcomes using off treatment sequential multiple imputation

Authors:Thomas Drury, Juan J Abellan, Nicky Best, Ian R. White

Abstract: The estimands framework outlined in ICH E9 (R1) describes the components needed to precisely define the effects to be estimated in clinical trials, which includes how post-baseline "intercurrent" events (IEs) are to be handled. In late-stage clinical trials, it is common to handle intercurrent events like "treatment discontinuation" using the treatment policy strategy and target the treatment effect on all outcomes regardless of treatment discontinuation. For continuous repeated measures, this type of effect is often estimated using all observed data before and after discontinuation using either a mixed model for repeated measures (MMRM) or multiple imputation (MI) to handle any missing data. In basic form, both of these estimation methods ignore treatment discontinuation in the analysis and therefore may be biased if there are differences in patient outcomes after treatment discontinuation compared to patients still assigned to treatment, and missing data being more common for patients who have discontinued treatment. We therefore propose and evaluate a set of MI models that can accommodate differences between outcomes before and after treatment discontinuation. The models are evaluated in the context of planning a phase 3 trial for a respiratory disease. We show that analyses ignoring treatment discontinuation can introduce substantial bias and can sometimes underestimate variability. We also show that some of the MI models proposed can successfully correct the bias but inevitably lead to increases in variance. We conclude that some of the proposed MI models are preferable to the traditional analysis ignoring treatment discontinuation, but the precise choice of MI model will likely depend on the trial design, disease of interest and amount of observed and missing data following treatment discontinuation.