Search results for "Interval estimation"

Inference for the interclass correlation in familial data using small sample asymptotics

2012

Inference on the parent-offspring correlation coefficient is an important problem in the analysis of familial data, and point estimates and likelihood based inference are available in the literature. In this work, corrections for the signed log-likelihood ratio test statistics are proposed, based on small sample asymptotics, in order to achieve accurate small sample performance. The corrected statistic can be used for hypothesis testing as well as for interval estimation.

Basic Statistical Techniques

2012

Estimating adjusted NNT measures in logistic regression analysis

2007

The number needed to treat (NNT) is a popular measure to describe the absolute effect of a new treatment compared with a standard treatment or placebo in clinical trials with binary outcome. For use of NNT measures in epidemiology to compare exposed and unexposed subjects, the terms 'number needed to be exposed' (NNE) and 'exposure impact number' (EIN) have been proposed. Additionally, in the framework of logistic regression a method was derived to perform point and interval estimation of NNT measures with adjustment for confounding by using the adjusted odds ratio (OR approach). In this paper, a new method is proposed which is based upon the average risk difference over the observed confou…

Interval estimation for the breakpoint in segmented regression: a smoothed score-based approach

2017

Summary This paper is concerned with interval estimation for the breakpoint parameter in segmented regression. We present score-type confidence intervals derived from the score statistic itself and from the recently proposed gradient statistic. Due to lack of regularity conditions of the score, non-smoothness and non-monotonicity, naive application of the score-based statistics is unfeasible and we propose to exploit the smoothed score obtained via induced smoothing. We compare our proposals with the traditional methods based on the Wald and the likelihood ratio statistics via simulations and an analysis of a real dataset: results show that the smoothed score-like statistics perform in prac…

Intrinsic credible regions: An objective Bayesian approach to interval estimation

2005

This paper definesintrinsic credible regions, a method to produce objective Bayesian credible regions which only depends on the assumed model and the available data.Lowest posterior loss (LPL) regions are defined as Bayesian credible regions which contain values of minimum posterior expected loss: they depend both on the loss function and on the prior specification. An invariant, information-theory based loss function, theintrinsic discrepancy is argued to be appropriate for scientific communication. Intrinsic credible regions are the lowest posterior loss regions with respect to the intrinsic discrepancy loss and the appropriate reference prior. The proposed procedure is completely general…