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In two-stage adaptive treatment strategies, patients receive an induction treatment followed by a maintenance therapy, given that the patient responded to the induction treatment they received. To test for a difference in the effects of different induction and maintenance treatment combinations,...
The conventional model selection criterion, the Akaike information criterion, aic , has been applied to choose candidate models in mixed-effects models by the consideration of marginal likelihood. Vaida & Blanchard (2005) demonstrated that such a marginal aic and its small sample correction are...
We propose a modelling framework to study the relationship between two paired longitudinally observed variables. The data for each variable are viewed as smooth curves measured at discrete time-points plus random errors. While the curves for each variable are summarized using a few important...
We introduce new robust small area estimation procedures based on area-level models. We first find influence functions corresponding to each individual area-level observation by measuring the divergence between the posterior density functions of regression coefficients with and without that...
We consider statistical inference for additive partial linear models when the linear covariate is measured with error. We propose attenuation-to-correction and simulation-extrapolation, simex, estimators of the parameter of interest. It is shown that the first resulting estimator is...
Under the assumption of proportional hazards, the log-rank test is optimal for testing the null hypothesis , where denotes the logarithm of the hazard ratio. However, if there are additional covariates that correlate with survival times, making use of their information will increase the...
A distribution is conditionally specified when its model constraints are expressed conditionally. For example, Besag's ( 1974 ) spatial model was specified conditioned on the neighbouring states, and pseudolikelihood is intended to approximate the likelihood using conditional likelihoods. There...
We present robust estimators for the mean and the principal components of a stochastic process in . Robustness and asymptotic properties of the estimators are studied theoretically, by simulation and by example. It is shown that the proposed estimators are generally more robust to outliers than...
The validity of design-based inference is not dependent on any model assumption. However, it is well known that estimators derived through design-based theory may be inefficient for the estimation of population totals when the design weights are weakly related to the variables of interest and...
Benjamini and Hochberg's method for controlling the false discovery rate is applied to the problem of testing infinitely many contrasts in linear models. Exact, easily calculated critical values are derived, defining a new multiple comparisons method for testing contrasts in linear models. The...
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