Ordinal probability effect measures for group comparisons in multinomial cumulative link models.

We consider simple ordinal model-based probability effect measures for comparing distributions of two groups, adjusted for explanatory variables. An "ordinal superiority" measure summarizes the probability that an observation from one distribution falls above an independent observation from the other distribution, adjusted for explanatory variables in a model. The measure applies directly to normal linear models and to a normal latent variable model for ordinal response variables. It equals Φ(ß/2) for the corresponding ordinal model that applies a probit link function to cumulative multinomial probabilities, for standard normal cdf Φ and effect ß that is the coefficient of the group indicator variable. For the more general latent variable model for ordinal responses that corresponds to a linear model with other possible error distributions and corresponding link functions for cumulative multinomial probabilities, the ordinal superiority measure equals exp(ß)/[1+exp(ß)] with the log-log link and equals approximately exp(ß/2)/[1+exp(ß/2)] with the logit link, where ß is the group effect. Another ordinal superiority measure generalizes the difference of proportions from binary to ordinal responses. We also present related measures directly for ordinal models for the observed response that need not assume corresponding latent response models. We present confidence intervals for the measures and illustrate with an example.

GEE for multinomial responses using a local odds ratios parameterization.

In this article, we propose a generalized estimating equations (GEE) approach for correlated ordinal or nominal multinomial responses using a local odds ratios parameterization. Our motivation lies upon observing that: (i) modeling the dependence between correlated multinomial responses via the local odds ratios is meaningful both for ordinal and nominal response scales and (ii) ordinary GEE methods might not ensure the joint existence of the estimates of the marginal regression parameters and of the dependence structure. To avoid (ii), we treat the so-called "working" association vector α as a "nuisance" parameter vector that defines the local odds ratios structure at the marginalized contingency tables after tabulating the responses without a covariate adjustment at each time pair. To estimate α and simultaneously approximate adequately possible underlying dependence structures, we employ the family of association models proposed by Goodman. In simulations, the parameter estimators with the proposed GEE method for a marginal cumulative probit model appear to be less biased and more efficient than those with the independence "working" model, especially for studies having time-varying covariates and strong correlation.

Métodos estatísticos para as ciências sociais / Statistical Methods for the Social Sciences

Escrita de forma clara e didática, a obra aborda temas estatísticos importantes como estatística descritiva; distribuições de probabilidade; amostragem e estimação; análise de variáveis categóricas e análise de variância.

Simultaneous confidence intervals for comparing binomial parameters.

SUMMARY: To compare proportions with several independent binomial samples, we recommend a method of constructing simultaneous confidence intervals that uses the studentized range distribution with a score statistic. It applies to a variety of measures, including the difference of proportions, odds ratio, and relative risk. For the odds ratio, a simulation study suggests that the method has coverage probability closer to the nominal value than ad hoc approaches such as the Bonferroni implementation of Wald or "exact" small-sample pairwise intervals. It performs well even for the problematic but practically common case in which the binomial parameters are relatively small. For the difference of proportions, the proposed method has performance comparable to a method proposed by Piegorsch (1991, Biometrics 47, 45-52).

Modeling and inference for an ordinal effect size measure.

An ordinal measure of effect size is a simple and useful way to describe the difference between two ordered categorical distributions. This measure summarizes the probability that an outcome from one distribution falls above an outcome from the other, adjusted for ties. We develop and compare confidence interval methods for the measure. Simulation studies show that with independent multinomial samples, confidence intervals based on inverting the score test and a pseudo-score-type test perform well. This score method also seems to work well with fully-ranked data, but for dependent samples a simple Wald interval on the logit scale can be better with small samples. We also explore how the ordinal effect size measure relates to an effect measure commonly used for normal distributions, and we consider a logit model for describing how it depends on explanatory variables. The methods are illustrated for a study comparing treatments for shoulder-tip pain.

Multivariate extensions of McNemar's test.

This article considers global tests of differences between paired vectors of binomial probabilities, based on data from two dependent multivariate binary samples. Difference is defined as either an inhomogeneity in the marginal distributions or asymmetry in the joint distribution. For detecting the first type of difference, we propose a multivariate extension of McNemar's test and show that it is a generalized score test under a generalized estimating equations (GEE) approach. Univariate features such as the relationship between the Wald and score tests and the dropout of pairs with the same response carry over to the multivariate case and the test does not depend on the working correlation assumption among the components of the multivariate response. For sparse or imbalanced data, such as occurs when the number of variables is large or the proportions are close to zero, the test is best implemented using a bootstrap, and if this is computationally too complex, a permutation distribution. We apply the test to safety data for a drug, in which two doses are evaluated by comparing multiple responses by the same subjects to each one of them.

Frequentist performance of Bayesian confidence intervals for comparing proportions in 2 x 2 contingency tables.

This article investigates the performance, in a frequentist sense, of Bayesian confidence intervals (CIs) for the difference of proportions, relative risk, and odds ratio in 2 x 2 contingency tables. We consider beta priors, logit-normal priors, and related correlated priors for the two binomial parameters. The goal was to analyze whether certain settings for prior parameters tend to provide good coverage performance regardless of the true association parameter values. For the relative risk and odds ratio, we recommend tail intervals over highest posterior density (HPD) intervals, for invariance reasons. To protect against potentially very poor coverage probabilities when the effect is large, it is best to use a diffuse prior, and we recommend the Jeffreys prior. Otherwise, with relatively small samples, Bayesian CIs using more informative (even uniform) priors tend to have poorer performance than the frequentist CIs based on inverting score tests, which perform uniformly quite well for these parameters.

Simple improved confidence intervals for comparing matched proportions.

For binary matched-pairs data, this article discusses interval estimation of the difference of probabilities and an odds ratio for comparing 'success' probabilities. We present simple improvements of the commonly used Wald confidence intervals for these parameters. The improvement of the interval for the difference of probabilities is to add two observations to each sample before applying it. The improvement for estimating an odds ratio transforms a confidence interval for a single proportion.

Effects and non-effects of paired identical observations in comparing proportions with binary matched-pairs data.

Binary matched-pairs data occur commonly in longitudinal studies, such as in cross-over experiments. Many analyses for comparing the matched probabilities of a particular outcome do not utilize pairs having the same outcome for each observation. An example is McNemar's test. Some methodologists find this to be counterintuitive. We review this issue in the context of subject-specific and population-averaged models for binary data, with various link functions. For standard models and inferential methods, pairs with identical outcomes may affect the estimated size of the effect and its standard error, but they have negligible, if any, effect on significance. We also discuss extension of this result to matched sets.

Unconditional small-sample confidence intervals for the odds ratio.

The traditional approach to 'exact' small-sample interval estimation of the odds ratio for binomial, Poisson, or multinomial samples uses the conditional distribution to eliminate nuisance parameters. This approach can be very conservative. For two independent binomial samples, we study an unconditional approach with overall confidence level guaranteed to equal at least the nominal level. With small samples this interval tends to be shorter and have coverage probabilities nearer the nominal level.