Excess risk estimation under multistage model misspecification

Walter W. Piegorsch; Daniela K. Nitcheva; R. Webster West

doi:10.1080/10629360500107808

Excess risk estimation under multistage model misspecification

Walter W. Piegorsch, Daniela K. Nitcheva, R. Webster West

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Abstract

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 Scheffé-type confidence bands are highly conservative in their coverage. Proportional width bands that exhibit less conservative properties are also studied.

Original language	English (US)
Pages (from-to)	423-430
Number of pages	8
Journal	Journal of Statistical Computation and Simulation
Volume	76
Issue number	5
DOIs	https://doi.org/10.1080/10629360500107808
State	Published - May 1 2006

Keywords

Extra risk
Generalized trapezoidal confidence bands
One-sided confidence bands
Proportional width confidence bands
Quantal response data
Quantitative Risk Assessment
Risk analysis
Safety assessment
Scheffé S-method

ASJC Scopus subject areas

Statistics and Probability
Modeling and Simulation
Statistics, Probability and Uncertainty
Applied Mathematics

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10.1080/10629360500107808

Cite this

@article{6613ddcf19794238b38219341de33556,

title = "Excess risk estimation under multistage model misspecification",

abstract = "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 Scheff{\'e}-type confidence bands are highly conservative in their coverage. Proportional width bands that exhibit less conservative properties are also studied.",

keywords = "Extra risk, Generalized trapezoidal confidence bands, One-sided confidence bands, Proportional width confidence bands, Quantal response data, Quantitative Risk Assessment, Risk analysis, Safety assessment, Scheff{\'e} S-method",

author = "Piegorsch, {Walter W.} and Nitcheva, {Daniela K.} and West, {R. Webster}",

note = "Funding Information: Supported by National Cancer Institute grant #R01-CA76031 (W.W.P. and R.W.W).",

year = "2006",

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doi = "10.1080/10629360500107808",

language = "English (US)",

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T1 - Excess risk estimation under multistage model misspecification

AU - Piegorsch, Walter W.

AU - Nitcheva, Daniela K.

AU - West, R. Webster

N1 - Funding Information: Supported by National Cancer Institute grant #R01-CA76031 (W.W.P. and R.W.W).

PY - 2006/5/1

Y1 - 2006/5/1

N2 - 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 Scheffé-type confidence bands are highly conservative in their coverage. Proportional width bands that exhibit less conservative properties are also studied.

AB - 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 Scheffé-type confidence bands are highly conservative in their coverage. Proportional width bands that exhibit less conservative properties are also studied.

KW - Extra risk

KW - Generalized trapezoidal confidence bands

KW - One-sided confidence bands

KW - Proportional width confidence bands

KW - Quantal response data

KW - Quantitative Risk Assessment

KW - Risk analysis

KW - Safety assessment

KW - Scheffé S-method

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U2 - 10.1080/10629360500107808

DO - 10.1080/10629360500107808

M3 - Article

SN - 0094-9655

VL - 76

SP - 423

EP - 430

JO - Journal of Statistical Computation and Simulation

JF - Journal of Statistical Computation and Simulation

IS - 5

ER -

Excess risk estimation under multistage model misspecification

Abstract

Keywords

ASJC Scopus subject areas

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