Information geometry of Statistical inference with selective sample S. Eguchi, ISM & GUAS This talk is a part of co-work with J. Copas, University of Warwick.

Slides:



Advertisements
Similar presentations
Two-sample tests. Binary or categorical outcomes (proportions) Outcome Variable Are the observations correlated?Alternative to the chi- square test if.
Advertisements

Use of Estimating Equations and Quadratic Inference Functions in Complex Surveys Leigh Ann Harrod and Virginia Lesser Department of Statistics Oregon State.
A workshop introducing doubly robust estimation of treatment effects
Logistic Regression I Outline Introduction to maximum likelihood estimation (MLE) Introduction to Generalized Linear Models The simplest logistic regression.
The World Bank Human Development Network Spanish Impact Evaluation Fund.
“Personality, Socioeconomic Status, and All-Cause Mortality in the United States” - Chapman BP et al. Journal Club 02/24/11.
Nicky Best and Chris Jackson With Sylvia Richardson Department of Epidemiology and Public Health Imperial College, London
Modelling continuous variables with a spike at zero – on issues of a fractional polynomial based procedure Willi Sauerbrei Institut of Medical Biometry.
Goodness of Fit of a Joint Model for Event Time and Nonignorable Missing Longitudinal Quality of Life Data – A Study by Sneh Gulati* *with Jean-Francois.
Ordinal Regression Analysis: Fitting the Proportional Odds Model Using Stata and SAS Xing Liu Neag School of Education University of Connecticut.
Part 21: Hazard Models [1/29] Econometric Analysis of Panel Data William Greene Department of Economics Stern School of Business.
Detecting Spatial Clustering in Matched Case-Control Studies Andrea Cook, MS Collaboration with: Dr. Yi Li November 4, 2004.

Log-linear modeling and missing data A short course Frans Willekens Boulder, July
Generalised linear models
Cumulative Geographic Residual Test Example: Taiwan Petrochemical Study Andrea Cook.
Sample Selection: Heckman’s Model and Method Presenters: Satya Prakash Enugula Andrew Wendel Cagla Yildirim.
BIOST 536 Lecture 4 1 Lecture 4 – Logistic regression: estimation and confounding Linear model.
Logistic regression for binary response variables.
Lecture 9: p-value functions and intro to Bayesian thinking Matthew Fox Advanced Epidemiology.
Econometric Methodology. The Sample and Measurement Population Measurement Theory Characteristics Behavior Patterns Choices.
Multiple Choice Questions for discussion
Biostatistics Breakdown Common Statistical tests Special thanks to: Christyn Mullen, Pharm.D. Clinical Pharmacy Specialist John Peter Smith Hospital 1.
Discrete Choice Modeling William Greene Stern School of Business New York University.
TWO-STAGE CASE-CONTROL STUDIES USING EXPOSURE ESTIMATES FROM A GEOGRAPHICAL INFORMATION SYSTEM Jonas Björk 1 & Ulf Strömberg 2 1 Competence Center for.
Everything is Missing… Data A primer on causal inference and propensity scores Dan Chateau.
Exploring Epidemiology on Campus Sara Grassel, Jessica Kraker Mathematics Department, University of Wisconsin – Eau Claire Student/Faculty.
1 Rob Woodruff Battelle Memorial Institute, Health & Analytics Cynthia Ferre Centers for Disease Control and Prevention Conditional.
1 Information Geometry on Classification Logistic, AdaBoost, Area under ROC curve Shinto Eguchi – – ISM seminor on 17/1/2001 This talk is based on one.
How to Teach Statistics in EBM Rafael Perera. Basic teaching advice Know your audience Know your audience! Create a knowledge gap Give a map of the main.
Week 6: Model selection Overview Questions from last week Model selection in multivariable analysis -bivariate significance -interaction and confounding.
Sensitivity Analysis for Residual Confounding
Advanced Higher Statistics Data Analysis and Modelling Hypothesis Testing Statistical Inference AH.
Modeling Correlated/Clustered Multinomial Data Justin Newcomer Department of Mathematics and Statistics University of Maryland, Baltimore County Probability.
Article Review Cara Carty 09-Mar-06. “Confounding by indication in non-experimental evaluation of vaccine effectiveness: the example of prevention of.
Linear correlation and linear regression + summary of tests
When and why to use Logistic Regression?  The response variable has to be binary or ordinal.  Predictors can be continuous, discrete, or combinations.
Introduction to Survival Analysis Utah State University January 28, 2008 Bill Welbourn.
April 4 Logistic Regression –Lee Chapter 9 –Cody and Smith 9:F.
Empirical Efficiency Maximization: Locally Efficient Covariate Adjustment in Randomized Experiments Daniel B. Rubin Joint work with Mark J. van der Laan.
MBP1010 – Lecture 8: March 1, Odds Ratio/Relative Risk Logistic Regression Survival Analysis Reading: papers on OR and survival analysis (Resources)
BIOST 536 Lecture 11 1 Lecture 11 – Additional topics in Logistic Regression C-statistic (“concordance statistic”)  Same as Area under the curve (AUC)
STA 216 Generalized Linear Models Meets: 2:50-4:05 T/TH (Old Chem 025) Instructor: David Dunson 219A Old Chemistry, Teaching.
Survival Analysis 1 Always be contented, be grateful, be understanding and be compassionate.
Going from data to analysis Dr. Nancy Mayo. Getting it right Research is about getting the right answer, not just an answer An answer is easy The right.
1 観察研究のための統計推測 - general misspecification model approach - S. Eguchi, ISM & GUAS This talk is a part of co-work with J. Copas, University of Warwick ISM.
1 Chapter 16 logistic Regression Analysis. 2 Content Logistic regression Conditional logistic regression Application.
A Threshold Effect in the Relation of Stressful Life Events and Preterm Delivery Nedra Whitehead, Ph.D.
Copyright © 2013, 2009, and 2007, Pearson Education, Inc. Chapter 10 Comparing Two Groups Section 10.1 Categorical Response: Comparing Two Proportions.
Logistic Regression. Linear regression – numerical response Logistic regression – binary categorical response eg. has the disease, or unaffected by the.
Using Propensity Score Matching in Observational Services Research Neal Wallace, Ph.D. Portland State University February
Applied Epidemiologic Analysis - P8400 Fall 2002 Labs 6 & 7 Case-Control Analysis ----Logistic Regression Henian Chen, M.D., Ph.D.
A shared random effects transition model for longitudinal count data with informative missingness Jinhui Li Joint work with Yingnian Wu, Xiaowei Yang.
Logistic regression (when you have a binary response variable)
REBECCA M. RYAN, PH.D. GEORGETOWN UNIVERSITY ANNA D. JOHNSON, M.P.A. TEACHERS COLLEGE, COLUMBIA UNIVERSITY ANNUAL MEETING OF THE CHILD CARE POLICY RESEARCH.
1 Fighting for fame, scrambling for fortune, where is the end? Great wealth and glorious honor, no more than a night dream. Lasting pleasure, worry-free.
Applied Epidemiologic Analysis - P8400 Fall 2002 Labs 6 & 7 Case-Control Analysis ----Logistic Regression Henian Chen, M.D., Ph.D.
1 Double the confidence region S. Eguchi, ISM & GUAS This talk is a part of co-work with J. Copas, University of Warwick.
M ODEL IS W RONG ?! S. Eguchi, ISM & GUAS. What is MODEL? No Model is True ! Feature of interests can reflect on Model Patterns of interests can incorporate.
Summary: connecting the question to the analysis(es) Jay S. Kaufman, PhD McGill University, Montreal QC 26 February :40 PM – 4:20 PM National Academy.
Analysis of matched data Analysis of matched data.
Institute of Statistics and Decision Sciences In Defense of a Dissertation Submitted for the Degree of Doctor of Philosophy 26 July 2005 Regression Model.
Advanced Higher Statistics
STA 216 Generalized Linear Models
Introduction to logistic regression a.k.a. Varbrul
STA 216 Generalized Linear Models
Presenter: Wen-Ching Lan Date: 2018/03/28
Narrative Reviews Limitations: Subjectivity inherent:
Counterfactual models Time dependent confounding
Effect Modifiers.
Presentation transcript:

Information geometry of Statistical inference with selective sample S. Eguchi, ISM & GUAS This talk is a part of co-work with J. Copas, University of Warwick

Local Sensitivity Approximation for Selectivity Bias. J. Copas and S. Eguchi J. Royal Statist. Soc. B, 63 (2001), (

Summary

Statistical model Probability model

Near parametric exact parametric non-parametric near-parametric

Def. (X, Y, Z) is ignorable Ignorability

Observational status

Binary response with missing

Non-ignorable cases

Small degree of non-ignorability

Distributional expression

Tangent space and neighborhood

Exponential map

Tubular Neighborhood M

Decomposition

tangent and normal

Conditional Distribution

Calibration

Rosenbaum’s log odd ratio

Counterfactual

Guide line

Non-ignorable missing

Selectivity region

Unstable or Misspecifying

Regression formulation

Heckman model

Likelihood

Likelihood analysis where

Profile likelihood of 

N = 1435, n = 1323 

Skin cancer data

Various pattern of bias

Group comparison

Non-random allocation

Selection bias

Effect of sentence Z = 1 prison Z = 2 community service Z = 3 probation Y = ratio of reconviction Logistic model

Selectivity regions Probation effect Community service effect 01 ‐1‐1 ‐1‐1 1 0     C.I.

two-group comparison

Likelihood

Analysis

UK National Hearing Survey The effect of occupational noise Case (high level noise) Control Response Y is threshold of 3kHz sound

Case mean Control mean Pooled s. d. t-statistic Standard analysis supports high significance Conventional result

Non-random allocation

Future problem

Arnold,B.C. and Strauss, D.J. (1991) Bivariate distributions with conditionals in prescribed exponential families. J.Roy.Statist.Soc., B, 53, Begg,C.B., Satagopan, J.M. and Berwick, M.(1998) A new strategy for evaluating the impact of epidemiologic risk factors for cancer with application to melanoma. J. Am. Statist. Assoc., 93, Bowater, R.J.,Copas, J.B., Machado, O.A. and Davis, A.C. (1996) Hearing impairment and the log-normal distribution. Applied Statistics, 45, Chambers, R.L.and Welsh, A.H. (1993) Log-linear models for survey data with non- ignorable non-response. J.Roy.Statist.Soc., B, 55, Copas, J. B.and Li, H. G. (1997) Inference for non-random samples (with discussion). J. Roy. Statist. Soc.,B, 59, Copas, J.B. and Marshall, P. (1998) The offender group reconviction scale:a statistical reconviction score for use by probation offers. Applie Statistics, 47, References

Cornfeld,J.,Haenszel,W.,Hammond,E.C.,Lilien eld,A.M.,Shimkin,M.B.and Wyn- der,E.L.(1959) Smoking and lung cancer:recent evidence and a discussion of some questions. J.Nat.Cancer Institute, 22, Davis,A.C.(1995) Hearing in Adults. London:Whurr. Foster, J.J.and Smith,P.W.F.(1998) Model based inference for categorical survey data subject to nonignorable nonresponse. J. Roy. Statist. Soc, B, 60, Heckman, J.J.(1976) The common structure of statistical models of truncation,sample selection and limited dependent variables,and a simple estimator for such models. Ann. Economic and Social Measurement, 5, Heckman, J.J. (1979) Sample selection bias as a specifcation error. Econometrica, 47, Kershaw, C. (1999) Reconvictions of offenders sentenced or discharged from prison in 1994, England and Wales. Home Office Statistical Bulletin, 5/99. London: HMSO.

Lin, D.Y., Pasty, B.M.and Kronmal, R.A.(1998) Assessing the sensitivity of regression results to unmeasured confounders in observational studies. Biometrics, 54, Little, R. J. A. (1985) A note about models for selectivity bias. Econometrica, 53, Little,R.J.A. (1995) Modelling the dropout mechanism in repeated-measures studies J. Am. Statist. Assoc., 90, Little,R.J.A. and Rubin, D.A.(1987) Statistical Analysis with Missing Data. New York: Wiley. McCullagh, P. and Nelder, J.A. (1989) Generalize Linear Models. 2nd ed. London: Chapman and Hall. Rosenbaum, P.R. (1987) Sensitivity analysis for certain permutation inferences in matched observational studies. Biometrika, 74, Rosenbaum, P.R. (1995) Observational Studies. New York: Springer

Rosenbaum, P.R. and Krieger,A.M.(1990) Sensitivity of two-sample permutation inferences in observational studies.J.Am.Statist.Assoc., 85, Rosenbaum, P.R. and Rubin,D.B.(1983)Assessing sensitivity to an unobserved binary covariate in an observational study with binary outcome. J. Roy. Statist. Soc., B, 45, Scharfstein, D,O., Rotnitzy, A. and Robins, J. M. (1999) Adjusting for non- ignorable drop-out using semiparametric nonresponse models (with discussion). J. Amer. Statist.Assoc.,94, Schlesselman,J.J.(1978)Assessing effects of confounding variables. Am. J. Epidemiology, 108, 3-8. White,H.(1982)Maximum likelihood estimation of misspecified models. Econometrica, 50, 1-26.