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Multiple testing has been a prominent topic in statistical research. Despite extensive work in this area, controlling false discoveries remains a challenging task, especially when the test statistics exhibit dependence. Various methods have been proposed to estimate the false discovery proportion (FDP) under arbitrary dependencies among the test statistics. One key approach is to transform arbitrary dependence into weak dependence and subsequently establish the strong consistency of FDP and false discovery rate under weak dependence. As a result, FDPs converge to the same asymptotic limit within the framework of weak dependence. However, we have observed that the asymptotic variance of FDP can be significantly influenced by the dependence structure of the test statistics, even when they exhibit only weak dependence. Quantifying this variability is of great practical importance, as it serves as an indicator of the quality of FDP estimation from the data. To the best of our knowledge, there is limited research on this aspect in the literature. In this paper, we aim to fill in this gap by quantifying the variation of FDP, assuming that the test statistics exhibit weak dependence and follow normal distributions. We begin by deriving the asymptotic expansion of the FDP and subsequently investigate how the asymptotic variance of the FDP is influenced by different dependence structures. Based on the insights gained from this study, we recommend that in multiple testing procedures utilizing FDP, reporting both the mean and variance estimates of FDP can provide a more comprehensive assessment of the study's outcomes.

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We compare two deletion-based methods for dealing with the problem of missing observations in linear regression analysis. One is the complete-case analysis (CC, or listwise deletion) that discards all incomplete observations and only uses common samples for ordinary least-squares estimation. The other is the available-case analysis (AC, or pairwise deletion) that utilizes all available data to estimate the covariance matrices and applies these matrices to construct the normal equation. We show that the estimates from both methods are asymptotically unbiased under missing completely at random (MCAR) and further compare their asymptotic variances in some typical situations. Surprisingly, using more data (i.e., AC) does not necessarily lead to better asymptotic efficiency in many scenarios. Missing patterns, covariance structure and true regression coefficient values all play a role in determining which is better. We further conduct simulation studies to corroborate the findings and demystify what has been missed or misinterpreted in the literature. Some detailed proofs and simulation results are available in the online supplemental materials.

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The Cavalieri estimator allows one to infer the volume of an object from area measurements in equidistant planar sections. It is known that applying this estimator in the non-equidistant case may inflate the coefficient of error considerably. We therefore consider a newly introduced variant, the trapezoidal estimator, and make it available to practitioners. Its typical variance behaviour for natural objects is comparable to the equidistant case. We state this unbiased estimator, describe variance estimates and explain how the latter can be simplified under rather general but realistic models for the gaps between sections. Simulations and an application to a synthetic area function based on parietal lobes of 18 monkeys illustrate the new methods.

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Time-to-event data in medical studies may involve some patients who are cured and will never experience the event of interest. In practice, those cured patients are right censored. However, when data contain a cured fraction, standard survival methods such as Cox proportional hazards models can produce biased results and therefore misleading interpretations. In addition, for some outcomes, the exact time of an event is not known; instead an interval of time in which the event occurred is recorded. This article proposes a new computational approach that can deal with both the cured fraction issues and the interval censoring challenge. To do so, we extend the traditional mixture cure Cox model to accommodate data with partly interval censoring for the observed event times. The traditional method for estimation of the model parameters is based on the expectation-maximization (EM) algorithm, where the log-likelihood is maximized through an indirect complete data log-likelihood function. We propose in this article an alternative algorithm that directly optimizes the log-likelihood function. Extensive Monte Carlo simulations are conducted to demonstrate the performance of the new method over the EM algorithm. The main advantage of the new algorithm is the generation of asymptotic variance matrices for all the estimated parameters. The new method is applied to a thin melanoma dataset to predict melanoma recurrence. Various inferences, including survival and hazard function plots with point-wise confidence intervals, are presented. An R package is now available at Github and will be uploaded to R CRAN.

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Two-wave with diffuse power (TWDP) is one of the most promising models for description of a small-scale fading effects in the emerging wireless networks. However, its conventional parameterization based on parameters K and Δ is not in line with model's underlying physical mechanisms. Accordingly, in this paper, we first identified anomalies related to usage of conventional TWDP parameterization in moment-based estimation, showing that the existing Δ-based estimators are unable to provide meaningful estimates in some channel conditions. Then, we derived moment-based estimators of recently introduced physically justified TWDP parameters K and Γ and analyzed their performance through asymptotic variance (AsV) and Cramer-Rao bound (CRB) metrics. Performed analysis has shown that Γ-based estimators managed to overcome all anomalies observed for Δ-based estimators, simultaneously improving the overall moment-based estimation accuracy.

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The self-controlled case series is an important method in the studies of the safety of biopharmaceutical products. It uses the conditional Poisson model to make comparison within persons. In models without adjustment for age (or other time-varying covariates), cases who are never exposed to the product do not contribute any information to the estimation. We provide analytic proof and simulation results that the inclusion of unexposed cases in the conditional Poisson model with age adjustment reduces the asymptotic variance of the estimator of the exposure effect and increases power. We re-analysed a vaccine safety dataset to illustrate.

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The moment-based M2M4 signal-to-noise (SNR) estimator was proposed for a complex sinusoidal signal with a deterministic but unknown phase corrupted by additive Gaussian noise by Sekhar and Sreenivas. The authors studied its performances only through numerical examples and concluded that the proposed estimator is asymptotically efficient and exhibits finite sample super-efficiency for some combinations of signal and noise power. In this paper, we derive the analytical asymptotic performances of the proposed M2M4 SNR estimator, and we show that, contrary to what it has been concluded by Sekhar and Sreenivas, the proposed estimator is neither (asymptotically) efficient nor super-efficient. We also show that when dealing with deterministic signals, the covariance matrix needed to derive asymptotic performances must be explicitly derived as its known general form for random signals cannot be extended to deterministic signals. Numerical examples are provided whose results confirm the analytical findings.

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Balancing allocation of assigning units to two treatment groups to minimize the allocation differences is important in biomedical research. The complete randomization, rerandomization, and pairwise sequential randomization (PSR) procedures can be employed to balance the allocation. However, the first two do not allow a large number of covariates. In this article, we generalize the PSR procedure and propose a k-resolution sequential randomization (k-RSR) procedure by minimizing the Mahalanobis distance between both groups with equal group size. The proposed method can be used to achieve adequate balance and obtain a reasonable estimate of treatment effect. Compared to PSR, k-RSR is more likely to achieve the optimal value theoretically. Extensive simulation studies are conducted to show the superiorities of k-RSR and applications to the clinical synthetic data and GAW16 data further illustrate the methods.

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Instrumental variable is an essential tool for addressing unmeasured confounding in observational studies. Two-stage predictor substitution (2SPS) estimator and two-stage residual inclusion (2SRI) are two commonly used approaches in applying instrumental variables. Recently, 2SPS was studied under the additive hazards model in the presence of competing risks of time-to-events data, where linearity was assumed for the relationship between the treatment and the instrument variable. This assumption may not be the most appropriate when we have binary treatments. In this paper, we consider the 2SRI estimator under the additive hazards model for general survival data and in the presence of competing risks, which allows generalized linear models for the relation between the treatment and the instrumental variable. We derive the asymptotic properties including a closed-form asymptotic variance estimate for the 2SRI estimator. We carry out numerical studies in finite samples and apply our methodology to the linked Surveillance, Epidemiology and End Results (SEER)-Medicare database comparing radical prostatectomy versus conservative treatment in early-stage prostate cancer patients.

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In applications of item response theory (IRT), an estimate of the reliability of the ability estimates or sum scores is often reported. However, analytical expressions for the standard errors of the estimators of the reliability coefficients are not available in the literature and therefore the variability associated with the estimated reliability is typically not reported. In this study, the asymptotic variances of the IRT marginal and test reliability coefficient estimators are derived for dichotomous and polytomous IRT models assuming an underlying asymptotically normally distributed item parameter estimator. The results are used to construct confidence intervals for the reliability coefficients. Simulations are presented which show that the confidence intervals for the test reliability coefficient have good coverage properties in finite samples under a variety of settings with the generalized partial credit model and the three-parameter logistic model. Meanwhile, it is shown that the estimator of the marginal reliability coefficient has finite sample bias resulting in confidence intervals that do not attain the nominal level for small sample sizes but that the bias tends to zero as the sample size increases.

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BACKGROUND: The species pool concept was formulated over the past several decades and has since played an important role in explaining multi-scale ecological patterns. Previous statistical methods were developed to identify species pools based on broad-scale species range maps or community similarity computed from data collected from many areas. No statistical method is available for estimating species pools for a single local community (sampling area size may be very small as ≤ 1 km2). In this study, based on limited local abundance information, we developed a simple method to estimate the area size and richness of a species pool for a local ecological community. The method involves two steps. In the first step, parameters from a truncated negative trinomial model characterizing the distributional aggregation of all species (i.e., non-random species distribution) in the local community were estimated. In the second step, we assume that the unseen species in the local community are most likely the rare species, only found in the remaining part of the species pool, and vice versa, if the remaining portion of the pool was surveyed and was contrasted with the sampled area. Therefore, we can estimate the area size of the pool, as long as an abundance threshold for defining rare species is given. Since the size of the pool is dependent on the rarity threshold, to unanimously determine the pool size, we developed an optimal method to delineate the rarity threshold based on the balance of the changing rates of species absence probabilities in the sampled and unsampled areas of the pool. RESULTS: For a 50 ha (0.5 km2) forest plot in the Barro Colorado Island of central Panama, our model predicted that the local, if not regional, species pool for the 0.5 km2 forest plot was nearly the entire island. Accordingly, tree species richness in this pool was estimated as around 360. When the sampling size was smaller, the upper bound of the 95% confidence interval could reach 418, which was very close to the flora record of tree richness for the island. A numerical test further demonstrated the power and reliability of the proposed method, as the true values of area size and species richness for the hypothetical species pool have been well covered by the 95% confidence intervals of the true values. CONCLUSIONS: Our method fills the knowledge gap on estimating species pools for a single local ecological assemblage with little information. The method is statistically robust and independent of sampling size, as proved by both empirical and numerical tests.

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Inverse probability weighted estimating equations and multiple imputation are two of the most studied frameworks for dealing with incomplete data in clinical and epidemiological research. We examine the limiting behaviour of estimators arising from inverse probability weighted estimating equations, augmented inverse probability weighted estimating equations and multiple imputation when the requisite auxiliary models are misspecified. We compute limiting values for settings involving binary responses and covariates and illustrate the effects of model misspecification using simulations based on data from a breast cancer clinical trial. We demonstrate that, even when both auxiliary models are misspecified, the asymptotic biases of double-robust augmented inverse probability weighted estimators are often smaller than the asymptotic biases of estimators arising from complete-case analyses, inverse probability weighting or multiple imputation. We further demonstrate that use of inverse probability weighting or multiple imputation with slightly misspecified auxiliary models can actually result in greater asymptotic bias than the use of naïve, complete case analyses. These asymptotic results are shown to be consistent with empirical results from simulation studies.

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In the classic discriminant model of two multivariate normal distributions with equal variance matrices, the linear discriminant function is optimal both in terms of the log likelihood ratio and in terms of maximizing the standardized difference (the t-statistic) between the means of the two distributions. In a typical case-control study, normality may be sensible for the control sample but heterogeneity and uncertainty in diagnosis may suggest that a more flexible model is needed for the cases. We generalize the t-statistic approach by finding the linear function which maximizes a standardized difference but with data from one of the groups (the cases) filtered by a possibly nonlinear function U. We study conditions for consistency of the method and find the function U which is optimal in the sense of asymptotic efficiency. Optimality may also extend to other measures of discriminatory efficiency such as the area under the receiver operating characteristic curve. The optimal function U depends on a scalar probability density function which can be estimated non-parametrically using a standard numerical algorithm. A lasso-like version for variable selection is implemented by adding L1-regularization to the generalized t-statistic. Two microarray data sets in the study of asthma and various cancers are used as motivating examples.

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The accelerated failure time model is presented as an alternative to the proportional hazard model in the analysis of survival data. We investigate the effect of covariates omission in the case of applying a Weibull accelerated failure time model. In an uncensored setting, the asymptotic bias of the treatment effect is theoretically zero when important covariates are omitted; however, the asymptotic variance estimator of the treatment effect could be biased and then the size of the Wald test for the treatment effect is likely to exceed the nominal level. In some cases, the test size could be more than twice the nominal level. In a simulation study, in both censored and uncensored settings, Type I error for the test of the treatment effect was likely inflated when the prognostic covariates are omitted. This work remarks the careless use of the accelerated failure time model. We recommend the use of the robust sandwich variance estimator in order to avoid the inflation of the Type I error in the accelerated failure time model, although the robust variance is not commonly used in the survival data analyses.

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