Robust Methods in Biostatistics (eBook)

Stephane Heritier, Eva Cantoni, Samuel Copt, Maria-Pia Victoria-Feser (Autoren)

eBook Download: PDF

2009 | 1. Auflage
292 Seiten
John Wiley & Sons (Verlag)
978-0-470-74054-5 (ISBN)

Infos

Robust statistics is an extension of classical statistics that
specifically takes into account the concept that the underlying
models used to describe data are only approximate. Its basic
philosophy is to produce statistical procedures which are stable
when the data do not exactly match the postulated models as it is
the case for example with outliers.

Robust Methods in Biostatistics proposes robust
alternatives to common methods used in statistics in general and in
biostatistics in particular and illustrates their use on many
biomedical datasets. The methods introduced include robust
estimation, testing, model selection, model check and diagnostics.
They are developed for the following general classes of models:

* Linear regression

* Generalized linear models

* Linear mixed models

* Marginal longitudinal data models

* Cox survival analysis model

The methods are introduced both at a theoretical and applied
level within the framework of each general class of models, with a
particular emphasis put on practical data analysis. This book is of
particular use for research students,applied statisticians and
practitioners in the health field interested in more stable
statistical techniques. An accompanying website provides R code for
computing all of the methods described, as well as for analyzing
all the datasets used in the book.

Autor

Dr Stephane Heritier, NHMRC Clinical Trials Centre, University of Sydney, Australia. A senior lecturer in statistics for four years, Dr Heritier also has over a decade of research to her name, and has published numerous articles in a variety of journals. Dr Eva Cantoni, Department of Econometrics, University of Geneva, Switzerland. Also a senior lecturer in statistics, Dr Cantoni has many years teaching and research experience, and written a number journal articles. Dr Samuel Copt, NHMRC Clinical Trials Centre, University of Sydney, Australia. Having completed his PhD in 2004, Dr Copt has already spent a year as a lecturer and published six journal articles. He is now a visiting scholar at the University of Sydney. Professor Maria-Pia Victoria-Feser, HEC Section, University of Geneva, Switzerland. Professor Victoria-Feser has over 10 years of teaching experience and has written many journal articles.

Inhalt

Preface.

Acknowledgments.

1 Introduction.

1.1 What is Robust Statistics?

1.2 Against What is Robust Statistics Robust?

1.3 Are Diagnostic Methods an Alternative to Robust
Statistics?

1.4 How do Robust Statistics Compare with Other Statistical
Procedures in Practice?

2 Key Measures and Results.

2.1 Introduction.

2.2 Statistical Tools for Measuring Robustness Properties.

2.3 General Approaches for Robust Estimation.

2.4 Statistical Tools for Measuring Tests Robustness.

2.5 General Approaches for Robust Testing.

3 Linear Regression.

3.1 Introduction.

3.2 Estimating the Regression Parameters.

3.3 Testing the Regression Parameters.

3.4 Checking and Selecting the Model.

3.5 CardiovascularRiskFactorsDataExample.

4 Mixed Linear Models.

4.1 Introduction.

4.2 The MLM.

4.3 Classical Estimation and Inference.

4.4 Robust Estimation.

4.5 Robust Inference.

4.6 Checking the Model.

4.7 Further Examples.

4.8 Discussion and Extensions.

5 Generalized Linear Models.

5.1 Introduction.

5.2 The GLM.

5.3 A Class of M-estimators forGLMs.

5.4 Robust Inference.

5.5 Breastfeeding Data Example.

5.6 Doctor Visits Data Example.

5.7 Discussion and Extensions.

6 Marginal Longitudinal Data Analysis.

6.1 Introduction.

6.2 The Marginal Longitudinal Data Model (MLDA) and
Alternatives.

6.3 A Robust GEE-type Estimator.

6.4 Robust Inference.

6.5 LEI Data Example.

6.6 Stillbirth in Piglets Data Example.

6.7 Discussion and Extensions.

7 Survival Analysis.

7.1 Introduction.

7.2 TheCox Model.

7.3 Robust Estimation and Inference in the Cox Model.

7.4 The Veteran's Administration Lung Cancer Data.

7.5 Structural Misspecifications.

7.6 Censored Regression Quantiles.

Appendices.

A Starting Estimators for MM-estimators
of Regression Parameters.

B Efficiency, LRTrho , RAIC and
RCp with Biweight
rho-function for the Regression Model.

C An Algorithm Procedure for the Constrained
S-estimator.

D Some Distributions of the Exponential Family.

E Computations for the Robust GLM Estimator.

E.1 Fisher Consistency Corrections.

E.2 Asymptotic Variance.

E.3 IRWLS Algorithm for Robust GLM.

F Computations for the Robust GEE Estimator.

F.1 IRWLS Algorithm for Robust GEE.

F.2 Fisher Consistency Corrections.

G Computation of the CRQ.

References.

Index.

Rezensionen

"The authors are to be congratulated for providing consulting statisticians and advanced students of statistics with an excellent guide to the rich methodology now available. Every statistician will benefit from having this book on their shelf, or, better yet, on their desk." (Australian & New Zealand Journal of Statistics, 2011)

"All treated methods are illustrated with several data examples. These data examples show clearly the superiority of the robust methods compared with the classical methods... However, since there exists a website with instructions for running the data examples of this book, the new robust methods can be easily applied." (Biometrical Journal, February 2011)"The book by Heritier et al. is the most comprehensive and practical discussion of robust methods to date. The combination of a summary of robust methods, extensive discussion of applications, and accompanying R code give this book the potential to increase the use of robust methods in practice." (Journal of Biopharmaceutical Statistics, March 2010)

Produkt-Details

• Erscheint lt. Verlag: 11.5.2009
• Reihe/Serie: Wiley Series in Probability and Statistics
• Reihe/Serie: Wiley Series in Probability and Statistics
• Sprache: englisch
• Themenwelt: Mathematik / Informatik ► Mathematik ► Statistik
• Themenwelt: Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
• Themenwelt: Medizin / Pharmazie ► Allgemeines / Lexika
• Schlagworte: Angew. Wahrscheinlichkeitsrechn. u. Statistik / Modelle • Applied Probability & Statistics - Models • Biostatistics • Biostatistik • Probability & Mathematical Statistics • Statistics • Statistik • Wahrscheinlichkeitsrechnung u. mathematische Statistik
• ISBN-10: 0-470-74054-X / 047074054X
• ISBN-13: 978-0-470-74054-5 / 9780470740545