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1.  Matching for Several Sparse Nominal Variables in a Case-Control Study of Readmission Following Surgery 
The American statistician  2012;65(4):229-238.
Matching for several nominal covariates with many levels has usually been thought to be difficult because these covariates combine to form an enormous number of interaction categories with few if any people in most such categories. Moreover, because nominal variables are not ordered, there is often no notion of a “close substitute” when an exact match is unavailable. In a case-control study of the risk factors for read-mission within 30 days of surgery in the Medicare population, we wished to match for 47 hospitals, 15 surgical procedures grouped or nested within 5 procedure groups, two genders, or 47 × 15 × 2 = 1410 categories. In addition, we wished to match as closely as possible for the continuous variable age (65–80 years). There were 1380 readmitted patients or cases. A fractional factorial experiment may balance main effects and low-order interactions without achieving balance for high-order interactions. In an analogous fashion, we balance certain main effects and low-order interactions among the covariates; moreover, we use as many exactly matched pairs as possible. This is done by creating a match that is exact for several variables, with a close match for age, and both a “near-exact match” and a “finely balanced match” for another nominal variable, in this case a 47 × 5 = 235 category variable representing the interaction of the 47 hospitals and the five surgical procedure groups. The method is easily implemented in R.
doi:10.1198/tas.2011.11072
PMCID: PMC4237023  PMID: 25418991
Assignment algorithm; Caliper match; Finely balanced match; Near-exact match
2.  Data Acquisition and Preprocessing in Studies on Humans: What Is Not Taught in Statistics Classes? 
The American statistician  2013;67(4):235-241.
The aim of this paper is to address issues in research that may be missing from statistics classes and important for (bio-)statistics students. In the context of a case study, we discuss data acquisition and preprocessing steps that fill the gap between research questions posed by subject matter scientists and statistical methodology for formal inference. Issues include participant recruitment, data collection training and standardization, variable coding, data review and verification, data cleaning and editing, and documentation. Despite the critical importance of these details in research, most of these issues are rarely discussed in an applied statistics program. One reason for the lack of more formal training is the difficulty in addressing the many challenges that can possibly arise in the course of a study in a systematic way. This article can help to bridge this gap between research questions and formal statistical inference by using an illustrative case study for a discussion. We hope that reading and discussing this paper and practicing data preprocessing exercises will sensitize statistics students to these important issues and achieve optimal conduct, quality control, analysis, and interpretation of a study.
doi:10.1080/00031305.2013.842498
PMCID: PMC3912269  PMID: 24511148
Statistical education; Applied statistics courses; Quality control; Data collection; Data cleaning; Data code book; Data dictionary
3.  Logistic Regression with Multiple Random Effects: A Simulation Study of Estimation Methods and Statistical Packages 
The American statistician  2013;67(3):10.1080/00031305.2013.817357.
Several statistical packages are capable of estimating generalized linear mixed models and these packages provide one or more of three estimation methods: penalized quasi-likelihood, Laplace, and Gauss-Hermite. Many studies have investigated these methods’ performance for the mixed-effects logistic regression model. However, the authors focused on models with one or two random effects and assumed a simple covariance structure between them, which may not be realistic. When there are multiple correlated random effects in a model, the computation becomes intensive, and often an algorithm fails to converge. Moreover, in our analysis of smoking status and exposure to anti-tobacco advertisements, we have observed that when a model included multiple random effects, parameter estimates varied considerably from one statistical package to another even when using the same estimation method. This article presents a comprehensive review of the advantages and disadvantages of each estimation method. In addition, we compare the performances of the three methods across statistical packages via simulation, which involves two- and three-level logistic regression models with at least three correlated random effects. We apply our findings to a real dataset. Our results suggest that two packages—SAS GLIMMIX Laplace and SuperMix Gaussian quadrature—perform well in terms of accuracy, precision, convergence rates, and computing speed. We also discuss the strengths and weaknesses of the two packages in regard to sample sizes.
doi:10.1080/00031305.2013.817357
PMCID: PMC3839969  PMID: 24288415
Adaptive Gauss-Hermite integration; Antismoking advertising; Laplace approximation; Mixed-effects logistic regression; Penalized quasi-likelihood
4.  A Fresh Look at the Discriminant Function Approach for Estimating Crude or Adjusted Odds Ratios 
The American statistician  2009;63(4):10.1198/tast.2009.08246.
Assuming a binary outcome, logistic regression is the most common approach to estimating a crude or adjusted odds ratio corresponding to a continuous predictor. We revisit a method termed the discriminant function approach, which leads to closed-form estimators and corresponding standard errors. In its most appealing application, we show that the approach suggests a multiple linear regression of the continuous predictor of interest on the outcome and other covariates, in place of the traditional logistic regression model. If standard diagnostics support the assumptions (including normality of errors) accompanying this linear regression model, the resulting estimator has demonstrable advantages over the usual maximum likelihood estimator via logistic regression. These include improvements in terms of bias and efficiency based on a minimum variance unbiased estimator of the log odds ratio, as well as the availability of an estimate when logistic regression fails to converge due to a separation of data points. Use of the discriminant function approach as described here for multivariable analysis requires less stringent assumptions than those for which it was historically criticized, and is worth considering when the adjusted odds ratio associated with a particular continuous predictor is of primary interest. Simulation and case studies illustrate these points.
doi:10.1198/tast.2009.08246
PMCID: PMC3881534  PMID: 24403610
Bias; Efficiency; Logistic regression; Minimum variance unbiased estimator
5.  Note on an Identity Between Two Unbiased Variance Estimators for the Grand Mean in a Simple Random Effects Model 
The American statistician  2013;67(1):42-43.
We demonstrate the algebraic equivalence of two unbiased variance estimators for the sample grand mean in a random sample of subjects from an infinite population where subjects provide repeated observations following a homoscedastic random effects model.
doi:10.1080/00031305.2012.752105
PMCID: PMC3657839  PMID: 23704794
Intraclass correlation coefficient; Random effects; Ratio-unbiased estimators; Unbiased estimators; Variance estimators; Variance inflation factor
6.  A Note on Comparing the Power of Test Statistics at Low Significance Levels 
The American statistician  2012;65(3):10.1198/tast.2011.10117.
It is an obvious fact that the power of a test statistic is dependent upon the significance (alpha) level at which the test is performed. It is perhaps a less obvious fact that the relative performance of two statistics in terms of power is also a function of the alpha level. Through numerous personal discussions, we have noted that even some competent statisticians have the mistaken intuition that relative power comparisons at traditional levels such as α = 0.05 will be roughly similar to relative power comparisons at very low levels, such as the level α = 5 × 10−8, which is commonly used in genome-wide association studies. In this brief note, we demonstrate that this notion is in fact quite wrong, especially with respect to comparing tests with differing degrees of freedom. In fact, at very low alpha levels the cost of additional degrees of freedom is often comparatively low. Thus we recommend that statisticians exercise caution when interpreting the results of power comparison studies which use alpha levels that will not be used in practice.
doi:10.1198/tast.2011.10117
PMCID: PMC3859431  PMID: 24347668
Power; Small Significance Levels
7.  Estimation of Progression-Free Survival for All Treated Patients in the Randomized Discontinuation Trial Design 
The American statistician  2012;66(3):155-162.
The randomized discontinuation trial (RDT) design is an enrichment-type design that has been used in a variety of diseases to evaluate the efficacy of new treatments. The RDT design seeks to select a more homogeneous group of patients, consisting of those who are more likely to show a treatment benefit if one exists. In oncology, the RDT design has been applied to evaluate the effects of cytostatic agents, that is, drugs that act primarily by slowing tumor growth rather than shrinking tumors. In the RDT design, all patients receive treatment during an initial, open-label run-in period of duration T. Patients with objective response (substantial tumor shrinkage) remain on therapy while those with early progressive disease are removed from the trial. Patients with stable disease (SD) are then randomized to either continue active treatment or switched to placebo. The main analysis compares outcomes, for example, progression-free survival (PFS), between the two randomized arms. As a secondary objective, investigators may seek to estimate PFS for all treated patients, measured from the time of entry into the study, by combining information from the run-in and post run-in periods. For t ≤ T, PFS is estimated by the observed proportion of patients who are progression-free among all patients enrolled. For t > T, the estimate can be expressed as Ŝ(t) = p̂OR × ŜOR(t − T) + p̂SD × ŜSD(t − T), where p̂OR is the estimated probability of response during the run-in period, p̂SD is the estimated probability of SD, and ŜOR(t − T) and ŜSD(t − T) are the Kaplan–Meier estimates of subsequent PFS in the responders and patients with SD randomized to continue treatment, respectively. In this article, we derive the variance of Ŝ(t), enabling the construction of confidence intervals for both S(t) and the median survival time. Simulation results indicate that the method provides accurate coverage rates. An interesting aspect of the design is that outcomes during the run-in phase have a negative multinomial distribution, something not frequently encountered in practice.
doi:10.1080/00031305.2012.720900
PMCID: PMC3769804  PMID: 24039273
Confidence limits; Enrichment design; Negative multinomial distribution; Phase II clinical trials
8.  A Simulation Based Evaluation of the Asymptotic Power Formulae for Cox Models in Small Sample Cases 
The American statistician  2012;66(3):173-179.
Cox proportional hazards (PH) models are commonly used in medical research to investigate the associations between covariates and time to event outcomes. It is frequently noted that with less than ten events per covariate, these models produce spurious results, and therefore, should not be used. Statistical literature contains asymptotic power formulae for the Cox model which can be used to determine the number of events needed to detect an association. Here we investigate via simulations the performance of these formulae in small sample settings for Cox models with 1- or 2-covariates. Our simulations indicate that, when the number of events is small, the power estimate based on the asymptotic formulae is often inflated. The discrepancy between the asymptotic and empirical power is larger for the dichotomous covariate especially in cases where allocation of sample size to its levels is unequal. When more than one covariate is included in the same model, the discrepancy between the asymptotic power and the empirical power is even larger, especially when a high positive correlation exists between the two covariates.
doi:10.1080/00031305.2012.703873
PMCID: PMC3791864  PMID: 24115780
Time to event data; Cox Proportional Hazards Model; number of events per covariate; event size formula
9.  Computing Confidence Bounds for Power and Sample Size of the General Linear Univariate Model 
The American statistician  2012;49(1):43-47.
The power of a test, the probability of rejecting the null hypothesis in favor of an alternative, may be computed using estimates of one or more distributional parameters. Statisticians frequently fix mean values and calculate power or sample size using a variance estimate from an existing study. Hence computed power becomes a random variable for a fixed sample size. Likewise, the sample size necessary to achieve a fixed power varies randomly. Standard statistical practice requires reporting uncertainty associated with such point estimates. Previous authors studied an asymptotically unbiased method of obtaining confidence intervals for noncentrality and power of the general linear univariate model in this setting. We provide exact confidence intervals for noncentrality, power, and sample size. Such confidence intervals, particularly one-sided intervals, help in planning a future study and in evaluating existing studies.
doi:10.1080/00031305.1995.10476111
PMCID: PMC3772792  PMID: 24039272
Effect size; Meta-analysis; Noncentral F distribution
10.  Treatment Heterogeneity and Individual Qualitative Interaction 
The American statistician  2012;66(1):16-24.
Plausibility of high variability in treatment effects across individuals has been recognized as an important consideration in clinical studies. Surprisingly, little attention has been given to evaluating this variability in design of clinical trials or analyses of resulting data. High variation in a treatment’s efficacy or safety across individuals (referred to herein as treatment heterogeneity) may have important consequences because the optimal treatment choice for an individual may be different from that suggested by a study of average effects. We call this an individual qualitative interaction (IQI), borrowing terminology from earlier work - referring to a qualitative interaction (QI) being present when the optimal treatment varies across a“groups” of individuals. At least three techniques have been proposed to investigate treatment heterogeneity: techniques to detect a QI, use of measures such as the density overlap of two outcome variables under different treatments, and use of cross-over designs to observe “individual effects.” We elucidate underlying connections among them, their limitations and some assumptions that may be required. We do so under a potential outcomes framework that can add insights to results from usual data analyses and to study design features that improve the capability to more directly assess treatment heterogeneity.
doi:10.1080/00031305.2012.671724
PMCID: PMC3507541  PMID: 23204562
Causation; Crossover interaction; Individual effects; Potential outcomes; Probability of similar response; Subject-treatment interaction
11.  An Overview of Current Software Procedures for Fitting Linear Mixed Models 
The American statistician  2011;65(4):274-282.
At present, there are many software procedures available enabling statisticians to fit linear mixed models (LMMs) to continuous dependent variables in clustered or longitudinal data sets. LMMs are flexible tools for analyzing relationships among variables in these types of data sets, in that a variety of covariance structures can be used depending on the subject matter under study. The explicit random effects in LMMs allow analysts to make inferences about the variability between clusters or subjects in larger hypothetical populations, and examine cluster- or subject-level variables that explain portions of this variability. These models can also be used to analyze longitudinal or clustered data sets with data that are missing at random (MAR), and can accommodate time-varying covariates in longitudinal data sets. While the software procedures currently available have many features in common, more specific analytic aspects of fitting LMMs (e.g., crossed random effects, appropriate hypothesis testing for variance components, diagnostics, incorporating sampling weights) may only be available in selected software procedures. With this article, we aim to perform a comprehensive and up-to-date comparison of the current capabilities of software procedures for fitting LMMs, and provide statisticians with a guide for selecting a software procedure appropriate for their analytic goals.
doi:10.1198/tas.2011.11077
PMCID: PMC3630376  PMID: 23606752
Models for Clustered Data; Longitudinal Data Analysis; Covariance Structures; Statistical Software
12.  Estimating the Correlation in Bivariate Normal Data with Known Variances and Small Sample Sizes1 
The American statistician  2012;66(1):34-41.
We consider the problem of estimating the correlation in bivariate normal data when the means and variances are assumed known, with emphasis on the small sample case. We consider eight different estimators, several of them considered here for the first time in the literature. In a simulation study, we found that Bayesian estimators using the uniform and arc-sine priors outperformed several empirical and exact or approximate maximum likelihood estimators in small samples. The arc-sine prior did better for large values of the correlation. For testing whether the correlation is zero, we found that Bayesian hypothesis tests outperformed significance tests based on the empirical and exact or approximate maximum likelihood estimators considered in small samples, but that all tests performed similarly for sample size 50. These results lead us to suggest using the posterior mean with the arc-sine prior to estimate the correlation in small samples when the variances are assumed known.
doi:10.1080/00031305.2012.676329
PMCID: PMC3558980  PMID: 23378667
Arc-sine prior; Bayes factor; Bayesian test; Maximum likelihood estimator; Uniform prior; Jeffreys prior
13.  P-Value Precision and Reproducibility 
The American statistician  2012;65(4):213-221.
Summary
P-values are useful statistical measures of evidence against a null hypothesis. In contrast to other statistical estimates, however, their sample-to-sample variability is usually not considered or estimated, and therefore not fully appreciated. Via a systematic study of log-scale p-value standard errors, bootstrap prediction bounds, and reproducibility probabilities for future replicate p-values, we show that p-values exhibit surprisingly large variability in typical data situations. In addition to providing context to discussions about the failure of statistical results to replicate, our findings shed light on the relative value of exact p-values vis-a-vis approximate p-values, and indicate that the use of *, **, and *** to denote levels .05, .01, and .001 of statistical significance in subject-matter journals is about the right level of precision for reporting p-values when judged by widely accepted rules for rounding statistical estimates.
doi:10.1198/tas.2011.10129
PMCID: PMC3370685  PMID: 22690019
log p-value; measure of evidence; prediction interval; reproducibility probability
14.  Optimal Nonbipartite Matching and Its Statistical Applications 
The American statistician  2012;65(1):21-30.
Matching is a powerful statistical tool in design and analysis. Conventional two-group, or bipartite, matching has been widely used in practice. However, its utility is limited to simpler designs. In contrast, nonbipartite matching is not limited to the two-group case, handling multiparty matching situations. It can be used to find the set of matches that minimize the sum of distances based on a given distance matrix. It brings greater flexibility to the matching design, such as multigroup comparisons. Thanks to improvements in computing power and freely available algorithms to solve nonbipartite problems, the cost in terms of computation time and complexity is low. This article reviews the optimal nonbipartite matching algorithm and its statistical applications, including observational studies with complex designs and an exact distribution-free test comparing two multivariate distributions. We also introduce an R package that performs optimal nonbipartite matching. We present an easily accessible web application to make nonbipartite matching freely available to general researchers.
doi:10.1198/tast.2011.08294
PMCID: PMC3501247  PMID: 23175567
Bipartite matching; CRAN; Observational studies; Propensity score; R package
15.  On the Assessment of Monte Carlo Error in Simulation-Based Statistical Analyses 
The American statistician  2009;63(2):155-162.
Statistical experiments, more commonly referred to as Monte Carlo or simulation studies, are used to study the behavior of statistical methods and measures under controlled situations. Whereas recent computing and methodological advances have permitted increased efficiency in the simulation process, known as variance reduction, such experiments remain limited by their finite nature and hence are subject to uncertainty; when a simulation is run more than once, different results are obtained. However, virtually no emphasis has been placed on reporting the uncertainty, referred to here as Monte Carlo error, associated with simulation results in the published literature, or on justifying the number of replications used. These deserve broader consideration. Here we present a series of simple and practical methods for estimating Monte Carlo error as well as determining the number of replications required to achieve a desired level of accuracy. The issues and methods are demonstrated with two simple examples, one evaluating operating characteristics of the maximum likelihood estimator for the parameters in logistic regression and the other in the context of using the bootstrap to obtain 95% confidence intervals. The results suggest that in many settings, Monte Carlo error may be more substantial than traditionally thought.
doi:10.1198/tast.2009.0030
PMCID: PMC3337209  PMID: 22544972
Bootstrap; Jackknife; Replication
16.  Empirical Performance of Cross-Validation With Oracle Methods in a Genomics Context 
The American statistician  2011;65(4):223-228.
When employing model selection methods with oracle properties such as the smoothly clipped absolute deviation (SCAD) and the Adaptive Lasso, it is typical to estimate the smoothing parameter by m-fold cross-validation, for example, m = 10. In problems where the true regression function is sparse and the signals large, such cross-validation typically works well. However, in regression modeling of genomic studies involving Single Nucleotide Polymorphisms (SNP), the true regression functions, while thought to be sparse, do not have large signals. We demonstrate empirically that in such problems, the number of selected variables using SCAD and the Adaptive Lasso, with 10-fold cross-validation, is a random variable that has considerable and surprising variation. Similar remarks apply to non-oracle methods such as the Lasso. Our study strongly questions the suitability of performing only a single run of m-fold cross-validation with any oracle method, and not just the SCAD and Adaptive Lasso.
doi:10.1198/tas.2011.11052
PMCID: PMC3281424  PMID: 22347720
Adaptive Lasso; Lasso; Model selection; Oracle estimation
17.  Efficient Classification-Based Relabeling in Mixture Models 
The American statistician  2011;65(1):16-20.
Effective component relabeling in Bayesian analyses of mixture models is critical to the routine use of mixtures in classification with analysis based on Markov chain Monte Carlo methods. The classification-based relabeling approach here is computationally attractive and statistically effective, and scales well with sample size and number of mixture components concordant with enabling routine analyses of increasingly large data sets. Building on the best of existing methods, practical relabeling aims to match data:component classification indicators in MCMC iterates with those of a defined reference mixture distribution. The method performs as well as or better than existing methods in small dimensional problems, while being practically superior in problems with larger data sets as the approach is scalable. We describe examples and computational benchmarks, and provide supporting code with efficient computational implementation of the algorithm that will be of use to others in practical applications of mixture models.
doi:10.1198/tast.2011.10170
PMCID: PMC3110018  PMID: 21660126
Bayesian computation; GPU computing; Hungarian algorithm; Large data sets; Markov chain Monte Carlo; Mixture configuration indicators
18.  Consistency of Normal Distribution Based Pseudo Maximum Likelihood Estimates When Data Are Missing at Random 
The American statistician  2010;64(3):263-267.
This paper shows that, when variables with missing values are linearly related to observed variables, the normal-distribution-based pseudo MLEs are still consistent. The population distribution may be unknown while the missing data process can follow an arbitrary missing at random mechanism. Enough details are provided for the bivariate case so that readers having taken a course in statistics/probability can fully understand the development. Sufficient conditions for the consistency of the MLEs in higher dimensions are also stated, while the details are omitted.
doi:10.1198/tast.2010.09203
PMCID: PMC3010738  PMID: 21197422
Consistency; maximum likelihood; model misspecification; missing data
19.  Non-linear Models for Longitudinal Data 
The American statistician  2009;63(4):378-388.
While marginal models, random-effects models, and conditional models are routinely considered to be the three main modeling families for continuous and discrete repeated measures with linear and generalized linear mean structures, respectively, it is less common to consider non-linear models, let alone frame them within the above taxonomy. In the latter situation, indeed, when considered at all, the focus is often exclusively on random-effects models. In this paper, we consider all three families, exemplify their great flexibility and relative ease of use, and apply them to a simple but illustrative set of data on tree circumference growth of orange trees.
doi:10.1198/tast.2009.07256
PMCID: PMC2774254  PMID: 20160890
Conditional model; Marginal model; Random-effect model; Serial correlation; Transition model
20.  Rating Movies and Rating the Raters Who Rate Them 
The American statistician  2009;63(4):297-307.
The movie distribution company Netflix has generated considerable buzz in the statistics community by offering a million dollar prize for improvements to its movie rating system. Among the statisticians and computer scientists who have disclosed their techniques, the emphasis has been on machine learning approaches. This article has the modest goal of discussing a simple model for movie rating and other forms of democratic rating. Because the model involves a large number of parameters, it is nontrivial to carry out maximum likelihood estimation. Here we derive a straightforward EM algorithm from the perspective of the more general MM algorithm. The algorithm is capable of finding the global maximum on a likelihood landscape littered with inferior modes. We apply two variants of the model to a dataset from the MovieLens archive and compare their results. Our model identifies quirky raters, redefines the raw rankings, and permits imputation of missing ratings. The model is intended to stimulate discussion and development of better theory rather than to win the prize. It has the added benefit of introducing readers to some of the issues connected with analyzing high-dimensional data.
doi:10.1198/tast.2009.08278
PMCID: PMC2929029  PMID: 20802818
EM and MM algorithms; High-dimensional data; Maximum likelihood; Ranking
21.  Easy Multiplicity Control in Equivalence Testing Using Two One-sided Tests 
The American statistician  2009;63(2):147-154.
Equivalence testing is growing in use in scientific research outside of its traditional role in the drug approval process. Largely due to its ease of use and recommendation from the United States Food and Drug Administration guidance, the most common statistical method for testing equivalence is the two one-sided tests procedure (TOST). Like classical point-null hypothesis testing, TOST is subject to multiplicity concerns as more comparisons are made. In this manuscript, a condition that bounds the family-wise error rate using TOST is given. This condition then leads to a simple solution for controlling the family-wise error rate. Specifically, we demonstrate that if all pair-wise comparisons of k independent groups are being evaluated for equivalence, then simply scaling the nominal Type I error rate down by (k − 1) is sufficient to maintain the family-wise error rate at the desired value or less. The resulting rule is much less conservative than the equally simple Bonferroni correction. An example of equivalence testing in a non drug-development setting is given.
doi:10.1198/tast.2009.0029
PMCID: PMC2800314  PMID: 20046823
bioequivalence; family-wise error rate; multiple comparisons; t-tests; type I error rate; TOST
22.  Decision analysis for the evaluation of diagnostic tests, prediction models and molecular markers 
The American statistician  2008;62(4):314-320.
The traditional statistical approach to the evaluation of diagnostic tests, prediction models and molecular markers is to assess their accuracy, using metrics such as sensitivity, specificity and the receiver-operating-characteristic curve. However, there is no obvious association between accuracy and clinical value: it is unclear, for example, just how accurate a test needs to be in order for it to be considered "accurate enough" to warrant its use in patient care. Decision analysis aims to assess the clinical value of a test by assigning weights to each possible consequence. These methods have been historically considered unattractive to the practicing biostatistician because additional data from the literature, or subjective assessments from individual patients or clinicians, are needed in order to assign weights appropriately. Decision analytic methods are available that can reduce these additional requirements. These methods can provide insight into the consequences of using a test, model or marker in clinical practice.
doi:10.1198/000313008X370302
PMCID: PMC2614687  PMID: 19132141
23.  Flexible Frames and Control Sampling in Case-Control Studies: Weighters (Survey Statisticians) Versus Anti-Weighters (Epidemiologists) 
The American statistician  2008;62(4):307-313.
We propose two innovations in statistical sampling for controls to enable better design of population-based case-control studies. The main innovation leads to novel solutions, without using weights, of the difficult and long-standing problem of selecting a control from persons in a household. Another advance concerns the drawing (at the outset) of the households themselves and involves random-digit dialing with atypical use of list-assisted sampling. A common element throughout is that one capitalizes on flexibility (not broadly available in usual survey settings) in choosing the frame, which specifies the population of persons from which both cases and controls come.
doi:10.1198/000313008X364525
PMCID: PMC2744085  PMID: 19759839
Bias; List-assisted sampling; Population-based case-control studies; Random-digit dialing; Respondent selection within households
24.  Much ado about nothing: A comparison of missing data methods and software to fit incomplete data regression models 
The American statistician  2007;61(1):79-90.
Missing data are a recurring problem that can cause bias or lead to inefficient analyses. Development of statistical methods to address missingness have been actively pursued in recent years, including imputation, likelihood and weighting approaches. Each approach is more complicated when there are many patterns of missing values, or when both categorical and continuous random variables are involved. Implementations of routines to incorporate observations with incomplete variables in regression models are now widely available. We review these routines in the context of a motivating example from a large health services research dataset. While there are still limitations to the current implementations, and additional efforts are required of the analyst, it is feasible to incorporate partially observed values, and these methods should be utilized in practice.
doi:10.1198/000313007X172556
PMCID: PMC1839993  PMID: 17401454
incomplete data; maximum likelihood; multiple imputation; conditional Gaussian; psychiatric epidemiology; health services research
25.  Linear Transformations and the k-Means Clustering Algorithm: Applications to Clustering Curves 
The American statistician  2007;61(1):34-40.
Functional data can be clustered by plugging estimated regression coefficients from individual curves into the k-means algorithm. Clustering results can differ depending on how the curves are fit to the data. Estimating curves using different sets of basis functions corresponds to different linear transformations of the data. k-means clustering is not invariant to linear transformations of the data. The optimal linear transformation for clustering will stretch the distribution so that the primary direction of variability aligns with actual differences in the clusters. It is shown that clustering the raw data will often give results similar to clustering regression coefficients obtained using an orthogonal design matrix. Clustering functional data using an L2 metric on function space can be achieved by clustering a suitable linear transformation of the regression coefficients. An example where depressed individuals are treated with an antidepressant is used for illustration.
doi:10.1198/000313007X171016
PMCID: PMC1828125  PMID: 17369873
Allometric extension; canonical discriminant analysis; orthogonal design matrix; principal component analysis

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