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 Yearling
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Jan
12
comment Error in the design of an experiment
It sounds as though what you are proposing to do is some sort of resampling scheme which sometimes people call a bootstrap. Can you give an example of your groups - for example do you want to sample different groups, or different "units" (people perhaps) within the same groups? If within-group observations are expected to be correlated then I think this can be exploited in particular bootstrap methods - like the cluster bootstrap. Perhaps you could give a detailed example?
Jan
11
comment Error in the design of an experiment
Are you talking about sampling from an observed dataset - i.e. you have some sort of test scores for individual people and select N1 groups from the whole dataset and then N2 groups from a subset of the whole dataset (your subpopulation) where N1=N2. You then compute maybe the mean score for each group so you want to compare the distribution of the N1 whole population means to the N2 subpopulation means? Furthermore I imagine your whole dataset can be viewed as a sample from some larger population?
Jan
4
accepted Basic question regarding construction of likelihood function from a Cox PH model
Jan
4
comment Basic question regarding construction of likelihood function from a Cox PH model
Thank-you very much @StatNoodle - I didn't realise that the definition of the likelihood function (that says $L(\theta|X)\equiv cL(\theta|X)$) permits densities to be used instead of probabilities
Jan
4
asked Basic question regarding construction of likelihood function from a Cox PH model
Oct
7
awarded  Yearling
Aug
25
revised Estimating medians and modes of skewed distributions using GLMs
Improved the question - my previous descriptions of estimated quantities were vague.
Aug
25
revised Estimating medians and modes of skewed distributions using GLMs
correcting a typo
Aug
25
awarded  Curious
Aug
24
revised Estimating medians and modes of skewed distributions using GLMs
expanded question to include the work I have done on this problem
Aug
24
asked Estimating medians and modes of skewed distributions using GLMs
Jul
24
comment Computing Standard Errors in EM algorithm
I am not sure if this theory carries straight over to the complete data observed information matrix too. I imagine it does since the EM algorithm by maximising the complete data LL also maximises the ordinary LL. However I would want to see some theory on this and I am no expert.
Jul
24
comment Computing Standard Errors in EM algorithm
The Observed information matrix under certain "regularity conditions" can be a consistent estimator of the Fisher Information matrix. I tried to prove this in a post here
Jul
23
revised How to simulate informative censoring in a Cox PH model?
To clarify some comments I made
Jul
23
comment How to simulate informative censoring in a Cox PH model?
Sorry I don't know how to post the code here in a comment! I think I need to assume a model for the event times beyond the point of censoring - this would be a counterfactual event. I think if this counterfactual model is the same as the event times model then censoring will only affect the baseline survival function estimate (shifts it down?), but the regression parameters remain well estimated. Only if the counterfactual model is different does censoring make a difference - i.e. running a coxph on the "full" data if we could see it would produce a different result than on the observed data.
Jul
23
comment How to simulate informative censoring in a Cox PH model?
Thanks @DWin. I looked at the link you gave, and as far as I could understand, the code therein showed how the baseline hazard function estimate becomes worse as time increases (due I think to the ever decreasing numbers of subjects at risk). I amended this code keeping the same censoring function. I also simulated covariate effects. If I choose the sample size high enough I can get unbiased estimates from coxph even though the same degradation of the hazard function occurs for increasing time. Thus the bias you speak of I think does not relate to estimation of the regression parameters.
Jul
22
revised How to simulate informative censoring in a Cox PH model?
improving notation
Jul
21
asked How to simulate informative censoring in a Cox PH model?
Jun
24
asked covariate-adjusted analysis for time to event endpoint in a cross over design RCT
Jun
8
revised Sample size calculation for crossover design using dependent t-test - role of $\rho$?
Clarified the difference between the index j for both models (treatments versus periods)