Excess risk estimation under multistage model misspecification

被引：3
|
作者：
Piegorsch, WW [1 ]
Nitcheva, DK
West, RW
机构：
[1] Univ S Carolina, Dept Stat, Columbia, SC 29208 USA
[2] S Carolina Canc Ctr, Columbia, SC USA
[3] Univ S Carolina, Dept Epidemiol & Biostat, Columbia, SC 29208 USA
来源：
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2006年 / 76卷 / 05期
关键词：
extra risk; generalized trapezoidal confidence bands; one-sided confidence bands; proportional width confidence bands; quantal response data; Quantitative Risk Assessment; risk analysis; safety assessment; Scheffe S-method; simultaneous confidence bands; simultaneous inferences;
D O I：
10.1080/10629360500107808
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
We study the use of simultaneous confidence bands for risk estimation with quantal response data, and derive methods for estimating simultaneous upper confidence limits on predicted extra risk under a multistage model. Monte Carlo evaluations explore characteristics of the point estimates and simultaneous limits when the selection of possible multistage parameters is misspecified. Results show that standard Scheffe-type confidence bands are highly conservative in their coverage. Proportional width bands that exhibit less conservative properties are also studied.
引用
收藏
页码：423 / 430
页数：8
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