Estimating Sensitivity and Sojourn Time in Screening for Colorectal Cancer A Comparison of Statistical Approaches
TL;DR: Various analytic strategies for fitting exponential models to data from a screening program for colorectal cancer conducted in Calvados, France, between 1991 and 1994 are considered, yielding estimates of mean sojourn time and sensitivity.
Abstract: The effectiveness of cancer screening depends crucially on two elements: the sojourn time (that is, the duration of the preclinical screen-detectable period) and the sensitivity of the screening test. Previous literature on methods of estimating mean sojourn time and sensitivity has largely concentrated on breast cancer screening. Screening for colorectal cancer has been shown to be effective in randomized trials, but there is little literature on the estimation of sojourn time and sensitivity. It would be interesting to demonstrate whether methods commonly used in breast cancer screening could be used in colorectal cancer screening. In this paper, the authors consider various analytic strategies for fitting exponential models to data from a screening program for colorectal cancer conducted in Calvados, France, between 1991 and 1994. The models yielded estimates of mean sojourn time of approximately 2 years for 45- to 54-year-olds, 3 years for 55- to 64-year-olds, and 6 years for 65- to 74-year-olds. Estimates of sensitivity were approximately 75%, 50%, and 40% for persons aged 45-54, 55-64, and 65-74 years, respectively. There is room for improvement in all models in terms of goodness of fit, particularly for the first year after screening, but results from randomized trials indicate that the sensitivity estimates are roughly correct. Am J Epidemiol 1998;148:609-19.
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TL;DR: This article provides a review for major probability models and statistical methodologies that have been developed on the estimation of the three key parameters and the lead time distributions that can be applied to screening of other chronic diseases after slight modifications.
Abstract: Early detection combined with effective treatments are the only ways to fight against cancer, and cancer screening is the primary technique for early detection. Although mass cancer screening has been carried out for decades, there are many unsolved problems, and the statistical theory of cancer screening is still under developed. Screening sensitivity, time duration in the preclinical state, and time duration in the disease free state are the three key parameters, which are critical in cancer screening, since all other estimates are functions of the three key parameters. Lead time is the diagnosis time advanced by screening, and it serves as a measurement of effectiveness of screening programs. In this article, we provide a review for major probability models and statistical methodologies that have been developed on the estimation of the three key parameters and the lead time distributions. These methods can be applied to screening of other chronic diseases after slight modifications.
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15 May 2009
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TL;DR: Multistate models are useful for estimating parameters governing the process dynamics in cancer such as transition rates, sojourn time distributions, and absolute and relative risks.
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01 Aug 2018
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...to an adenoma may take between 5 and 20 years and it may take 5 to 15 years for an adenoma to progress to cancer (77-79)....
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TL;DR: The focus is on applied inference for Bayesian posterior distributions in real problems, which often tend toward normal- ity after transformations and marginalization, and the results are derived as normal-theory approximations to exact Bayesian inference, conditional on the observed simulations.
Abstract: The Gibbs sampler, the algorithm of Metropolis and similar iterative simulation methods are potentially very helpful for summarizing multivariate distributions. Used naively, however, iterative simulation can give misleading answers. Our methods are simple and generally applicable to the output of any iterative simulation; they are designed for researchers primarily interested in the science underlying the data and models they are analyzing, rather than for researchers interested in the probability theory underlying the iterative simulations themselves. Our recommended strategy is to use several independent sequences, with starting points sampled from an overdispersed distribution. At each step of the iterative simulation, we obtain, for each univariate estimand of interest, a distributional estimate and an estimate of how much sharper the distributional estimate might become if the simulations were continued indefinitely. Because our focus is on applied inference for Bayesian posterior distributions in real problems, which often tend toward normality after transformations and marginalization, we derive our results as normal-theory approximations to exact Bayesian inference, conditional on the observed simulations. The methods are illustrated on a random-effects mixture model applied to experimental measurements of reaction times of normal and schizophrenic patients.
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TL;DR: In this paper, three sampling-based approaches, namely stochastic substitution, the Gibbs sampler, and the sampling-importance-resampling algorithm, are compared and contrasted in relation to various joint probability structures frequently encountered in applications.
Abstract: Stochastic substitution, the Gibbs sampler, and the sampling-importance-resampling algorithm can be viewed as three alternative sampling- (or Monte Carlo-) based approaches to the calculation of numerical estimates of marginal probability distributions. The three approaches will be reviewed, compared, and contrasted in relation to various joint probability structures frequently encountered in applications. In particular, the relevance of the approaches to calculating Bayesian posterior densities for a variety of structured models will be discussed and illustrated.
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TL;DR: Stochastic substitution, the Gibbs sampler, and the sampling-importance-resampling algorithm can be viewed as three alternative sampling- (or Monte Carlo-) based approaches to the calculation of numerical estimates of marginal probability distributions.
Abstract: Stochastic substitution, the Gibbs sampler, and the sampling-importance-resampling algorithm can be viewed as three alternative sampling- (or Monte Carlo-) based approaches to the calculation of numerical estimates of marginal probability distributions. The three approaches will be reviewed, compared, and contrasted in relation to various joint probability structures frequently encountered in applications. In particular, the relevance of the approaches to calculating Bayesian posterior densities for a variety of structured models will be discussed and illustrated.
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01 Jan 1996
TL;DR: Mathematica has defined the state of the art in technical computing for over a decade, and has become a standard in many of the world's leading companies and universities as discussed by the authors.
Abstract: From the Publisher:
Mathematica has defined the state of the art in technical computing for over a decade, and has become a standard in many of the world's leading companies and universities From simple calculator operations to large-scale programming and the preparation of interactive documents, Mathematica is the tool of choice
3,566 citations
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01 Jan 1996
TL;DR: From the Publisher: Mathematica has defined the state of the art in technical computing for over a decade, and has become a standard in many of the world's leading companies and universities.
Abstract: From the Publisher:
Mathematica has defined the state of the art in technical computing for over a decade, and has become a standard in many of the world's leading companies and universities. From simple calculator operations to large-scale programming and the preparation of interactive documents, Mathematica is the tool of choice.
3,115 citations