Showing papers by "Pranab Kumar Sen published in 2009"

From Finite Sample to Asymptotic Methods in Statistics

Abstract: Exact statistical inference may be employed in diverse fields of science and technology. As problems become more complex and sample sizes become larger, mathematical and computational difficulties can arise that require the use of approximate statistical methods. Such methods are justified by asymptotic arguments but are still based on the concepts and principles that underlie exact statistical inference. With this in perspective, this book presents a broad view of exact statistical inference and the development of asymptotic statistical inference, providing a justification for the use of asymptotic methods for large samples. Methodological results are developed on a concrete and yet rigorous mathematical level and are applied to a variety of problems that include categorical data, regression, and survival analyses. This book is designed as a textbook for advanced undergraduate or beginning graduate students in statistics, biostatistics, or applied statistics but may also be used as a reference for academic researchers.

Evaluation of cluster‐randomized trials on maternal and child health research in developing countries

Abstract: Summary Objective To summarize and evaluate all publications including cluster-randomized trials used for maternal and child health research in developing countries during the last 10 years. Methods All cluster-randomized trials published between 1998 and 2008 were reviewed, and those that met our criteria for inclusion were evaluated further. The criteria for inclusion were that the trial should have been conducted in maternal and child health care in a developing country and that the conclusions should have been made on an individual level. Methods of accounting for clustering in design and analysis were evaluated in the eligible trials. Results Thirty-five eligible trials were identified. The majority of them were conducted in Asia, used community as randomization unit, and had less than 10 000 participants. To minimize confounding, 23 of the 35 trials had stratified, blocked, or paired the clusters before they were randomized, while 17 had adjusted for confounding in the analysis. Ten of the 35 trials did not account for clustering in sample size calculations, and seven did not account for the cluster-randomized design in the analysis. The number of cluster-randomized trials increased over time, and the trials generally improved in quality. Conclusions Shortcomings exist in the sample-size calculations and in the analysis of cluster-randomized trials conducted during maternal and child health research in developing countries. Even though there has been improvement over time, further progress in the way that researchers utilize and analyse cluster-randomized trials in this field is needed. Evaluation d’essais randomises en grappes sur la sante maternelle et infantile dans les pays en developpement Objectif: Resumer et analyser toutes les publications incluant des essais randomises en grappes utilises dans la recherche sur la sante maternelle et infantile dans les pays en developpement au cours des 10 dernieres annees. Methodes: Tous les essais randomises en grappes publies entre 1998 et 2008 ont ete examines et ceux qui repondaient a nos criteres d’inclusion ont ete retenus pour une evaluation plus approfondie. Les criteres d’inclusion exigeaient que l’essai ait ete conduit sur la sante maternelle et infantile dans un pays en developpement et que les conclusions aient ete faites a l’echelle de l’individu. Les methodes tenant compte des grappes dans la conception et dans l’analyse ont eteevaluees dans les essais eligibles. Resultats: 35 essais eligibles ont ete identifies. La majorite d’entre eux ont ete menes en Asie, utilisant la communaute comme unite de randomisation et portaient sur moins de 10000 participants. Afin de minimiser les variables confusionnelles, 23 des 35 essais avaient stratifie, bloque ou apparie les groupes avant la randomisation, tandis que 17 avaient ajuste l’analyse en fonction des variables confusionnelles. Dix des 35 essais n’ont pas tenu compte du regroupement dans le calcul de la taille de l’echantillon et 7 n’ont pas tenu compte dans l’analyse du concept de randomisation par grappe. Le nombre d’essais randomises par grappes a augmente au cours du temps et la qualite des essais s’est amelioree de maniere generale. Conclusions: Des lacunes existent dans les calculs de la taille de l’echantillon et dans l’analyse des essais randomises en grappes menes dans la recherche sur la sante maternelle et infantile dans les pays du tiers monde. Quand bien meme il y a eu des ameliorations au cours du temps, des progres supplementaires sont necessaires dans la facon dont les chercheurs utilisent et d’analysent les essais randomises en grappes dans ce domaine. Evaluacion de ensayos aleatorizados en racimo en investigacion materno-infantil en paises en vias de desarrollo Objetivo: Resumir y evaluar todas las publicaciones de ensayos aleatorizados en racimo utilizados para la investigacion materno infantil en paises en vias de desarrollo durante los ultimos 10 anos. Metodos: Se revisaron todos los ensayos aleatorizados en racimo publicados entre 1998 y 2008, y se evaluaron todos aquellos que cumplieron con los criterios de inclusion. Dichos criterios eran que el ensayo fuese sobre salud materno infantil en paises en vias de desarrollo y que las conclusiones se hubiesen realizado a nivel individual. Los metodos justificando el racimo en el diseno y en el analisis fueron evaluados en los ensayos que reunian los requisitos. Resultados: Se identificaron 35 ensayos que cumplian criterios. La mayoria de ellos habian sido realizados en Asia, utilizaban la comunidad como unidad de aleatorizacion, y tenian menos de 10,000 participantes. Para minimizar factores de confusion, 23 de los 35 ensayos tenian racimos estratificados, bloqueados o pareados antes de ser aleatorizados, mientras que 17 habian ajustado para factores de confusion en el analisis. Diez de los 35 ensayos no tuvieron en cuenta el racimo en los calculos de tamano muestral, y 7 no tuvieron en cuenta el diseno de racimo- aleatorizado en el analisis. El numero de ensayos aleatorizados en racimo aumento a lo largo del tiempo, y en general los ensayos mejoraron en calidad. Conclusiones: Existen deficiencias en los calculos de tamano muestral y en el analisis de ensayo aleatorizados en racimo conducidos como parte de la investigacion en salud materno infantil en paises en vias de desarrollo. Aunque ha habido mejoras a lo largo del tiempo, se requieren mayores progresos en la forma en la que los investigadores utilizan y analizan los ensayos de campo aleatorizados en racimo.

A Robust Version of the KPSS Test Based on Ranks

Abstract: This paper proposes a test of the null hypothesis of stationarity that is robust to the presence of fat-tailed errors. The test statistic is a modified version of the KPSS statistic, in which ranks substitute the original observations. The rank KPSS statistic has the same limiting distribution as the standard KPSS statistic under the null and diverges under I(1) alternatives. It features good power both under thin-tailed and fat-tailed distributions and it turns out to be a valid alternative to the original KPSS and the recently proposed Index KPSS (de Jong et al., 2007).

A semi-Markov multistate model for estimation of the mean quality-adjusted survival for non-progressive processes

Abstract: We discuss the estimation of the expected value of the quality-adjusted survival, based on multistate models We generalize an earlier work, considering the sojourn times in health states are not identically distributed, for a given vector of covariates Approaches based on semiparametric and parametric (exponential and Weibull distributions) methodologies are considered A simulation study is conducted to evaluate the performance of the proposed estimator and the jackknife resampling method is used to estimate the variance of such estimator An application to a real data set is also included

A robust version of the KPSS test based on ranks

Abstract: This paper proposes a test of the null hypothesis of stationarity that is robust to the presence of fat-tailed errors The test statistic is a modified version of the KPSS statistic, in which ranks substitute the original observations The rank KPSS statistic has the same limiting distribution as the standard KPSS statistic under the null and diverges under I(1) alternatives It features good power both under thin-tailed and fat-tailed distributions and it turns out to be a valid alternative to the original KPSS and the recently proposed Index KPSS (de Jong et al 2007)