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Kang SG, Lee WD, Kim Y. Objective bayesian inference for quantile ratios in normal models. COMMUN STAT-THEOR M 2022. [DOI: 10.1080/03610926.2020.1833220] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/23/2022]
Affiliation(s)
- Sang Gil Kang
- Department of Computer and Data Inforamtion, Sangji University, Wonju, South Korea
| | - Woo Dong Lee
- Pre-major of Cosmetics and Pharmaceutics, Daegu Haany University, Gyeongsan, South Korea
| | - Yongku Kim
- Department of Statistics, Kyungpook National University, Daegu, South Korea
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Zheng Y, Zhao X, Zhang X. Quantile regression for massive data with network-induced dependence, and application to the New York statewide planning and research cooperative system. COMMUN STAT-THEOR M 2022. [DOI: 10.1080/03610926.2020.1786120] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/23/2022]
Affiliation(s)
- Yanqiao Zheng
- Department of Financial Engineering, School of Finance, Zhejiang University of Finance and Economics, Hangzhou, China
| | - Xiaobing Zhao
- School of Data Sciences, Zhejiang University of Finance and Economics, Hangzhou, China
| | - Xiaoqi Zhang
- Department of Financial Engineering, School of Finance, Zhejiang University of Finance and Economics, Hangzhou, China
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Liu L, Shih YCT, Strawderman RL, Zhang D, Johnson BA, Chai H. Statistical Analysis of Zero-Inflated Nonnegative Continuous Data: A Review. Stat Sci 2019. [DOI: 10.1214/18-sts681] [Citation(s) in RCA: 26] [Impact Index Per Article: 5.2] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Dunker F, Klasen S, Krivobokova T. Asymptotic Distribution and Simultaneous Confidence Bands for Ratios of Quantile Functions. Electron J Stat 2019. [DOI: 10.1214/19-ejs1628] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Zhao X, Wang W, Liu L, Shih YCT. A flexible quantile regression model for medical costs with application to Medical Expenditure Panel Survey Study. Stat Med 2018; 37:2645-2666. [PMID: 29722044 DOI: 10.1002/sim.7670] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 12/10/2016] [Revised: 03/03/2018] [Accepted: 03/08/2018] [Indexed: 11/11/2022]
Abstract
Medical costs are often skewed to the right and heteroscedastic, having a sophisticated relation with covariates. Mean function regression models with low-dimensional covariates have been extensively considered in the literature. However, it is important to develop a robust alternative to find the underlying relationship between medical costs and high-dimensional covariates. In this paper, we propose a new quantile regression model to analyze medical costs. We also consider variable selection, using an adaptive lasso penalized variable selection method to identify significant factors of the covariates. Simulation studies are conducted to illustrate the performance of the estimation method. We apply our method to the analysis of the Medical Expenditure Panel Survey dataset.
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Affiliation(s)
- Xiaobing Zhao
- School of Data Sciences, Zhejiang University of Finance and Economics, Hangzhou, Zhejiang, China
| | - Weiwei Wang
- School of Statistics, East China Normal University, Shanghai, China
| | - Lei Liu
- Division of Biostatistics, Washington University in St. Louis, St. Louis, MO, U.S.A
| | - Ya-Chen T Shih
- Department of Health Services Research, MD Anderson Cancer Center, Houston, TX, U.S.A
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Yue YR, Hong HG. Bayesian Tobit quantile regression model for medical expenditure panel survey data. STAT MODEL 2012. [DOI: 10.1177/1471082x1201200402] [Citation(s) in RCA: 15] [Impact Index Per Article: 1.3] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/15/2022]
Abstract
High expenditure on healthcare is an important segment of the U.S. economy, making healthcare cost modelling valuable in decision-making processes over a wide array of domains. In this paper, we analyze medical expenditure panel survey (MEPS) data. Tobit regression model has been popularly used for the medical expenditures. However, it is no longer sufficient for the MEPS data because: (i) the distribution of the expenditures shows skewness, heavy tails and heterogeneity; (ii) most predictors are categorical, including binary, nominal and ordinal variables; (iii) there are a few predictors which may be nonlinearly related to the response. We therefore propose a Bayesian Tobit quantile regression model to describe a complete distributional view on how the medical expenditures depend on the various predictors. Specifically, we assume an asymmetric Laplace error distribution to adapt the quantile regression to a Bayesian setting. Then, we propose a modified group Lasso for categorical factor selection, and a smoothing Gaussian prior for modelling the nonlinear effects. The estimates and their uncertainties are obtained using an efficient Monte Carlo Markov Chain sampling method. The effectiveness of our approach is demonstrated by modelling 2007 MEPS data.
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Affiliation(s)
- Yu Ryan Yue
- Zicklin School of Business, Baruch College, The City University of New York, New York
| | - Hyokyoung Grace Hong
- Zicklin School of Business, Baruch College, The City University of New York, New York
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Mihaylova B, Briggs A, O'Hagan A, Thompson SG. Review of statistical methods for analysing healthcare resources and costs. HEALTH ECONOMICS 2011; 20:897-916. [PMID: 20799344 PMCID: PMC3470917 DOI: 10.1002/hec.1653] [Citation(s) in RCA: 488] [Impact Index Per Article: 37.5] [Reference Citation Analysis] [Abstract] [Key Words] [MESH Headings] [Grants] [Track Full Text] [Subscribe] [Scholar Register] [Received: 11/20/2008] [Revised: 04/30/2010] [Accepted: 07/06/2010] [Indexed: 05/07/2023]
Abstract
We review statistical methods for analysing healthcare resource use and costs, their ability to address skewness, excess zeros, multimodality and heavy right tails, and their ease for general use. We aim to provide guidance on analysing resource use and costs focusing on randomised trials, although methods often have wider applicability. Twelve broad categories of methods were identified: (I) methods based on the normal distribution, (II) methods following transformation of data, (III) single-distribution generalized linear models (GLMs), (IV) parametric models based on skewed distributions outside the GLM family, (V) models based on mixtures of parametric distributions, (VI) two (or multi)-part and Tobit models, (VII) survival methods, (VIII) non-parametric methods, (IX) methods based on truncation or trimming of data, (X) data components models, (XI) methods based on averaging across models, and (XII) Markov chain methods. Based on this review, our recommendations are that, first, simple methods are preferred in large samples where the near-normality of sample means is assured. Second, in somewhat smaller samples, relatively simple methods, able to deal with one or two of above data characteristics, may be preferable but checking sensitivity to assumptions is necessary. Finally, some more complex methods hold promise, but are relatively untried; their implementation requires substantial expertise and they are not currently recommended for wider applied work.
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Cheng C, Wu J. Interval estimation of quantile ratios applied to anti-cancer drug screening by xenograft experiments. Stat Med 2011; 29:2669-78. [PMID: 20799257 DOI: 10.1002/sim.4038] [Citation(s) in RCA: 25] [Impact Index Per Article: 1.9] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/09/2022]
Abstract
The current practice in analyzing data from anti-cancer drug screening by xenograft experiments lacks statistical consideration to account for experimental noise, and a sound inference procedure is necessary. A novel confidence bound and interval procedure for estimating quantile ratios developed in this paper fills the void. Justified by rigorous large-sample theory and a simulation study of small-sample performance, the proposed method performs well in a wide range of scenarios involving right-skewed distributions. By providing rigorous inference and much more interpretable statistics that account for experimental noise, the proposed method improves the current practice of analyzing drug activity data in xenograft experiments. The proposed method is fully nonparametric, simple to compute, performs equally well or better than known nonparametric methods, and is applicable to any statistical inference of a 'fold change' that can be formulated as a quantile ratio.
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Affiliation(s)
- Cheng Cheng
- Department of Biostatistics, St. Jude Children's Research Hospital, 262 Danny Thomas Place, Memphis, TN 38105-2794, USA.
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Wang HJ, Zhou XH. Estimation of the retransformed conditional mean in health care cost studies. Biometrika 2010. [DOI: 10.1093/biomet/asp072] [Citation(s) in RCA: 13] [Impact Index Per Article: 0.9] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/12/2022] Open
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Gao G, Wan W, Zhang S, Redden DT, Allison DB. Testing for differences in distribution tails to test for differences in 'maximum' lifespan. BMC Med Res Methodol 2008; 8:49. [PMID: 18655712 PMCID: PMC2529340 DOI: 10.1186/1471-2288-8-49] [Citation(s) in RCA: 16] [Impact Index Per Article: 1.0] [Reference Citation Analysis] [Abstract] [MESH Headings] [Grants] [Track Full Text] [Download PDF] [Figures] [Journal Information] [Subscribe] [Scholar Register] [Received: 02/12/2008] [Accepted: 07/25/2008] [Indexed: 11/10/2022] Open
Abstract
BACKGROUND Investigators are actively testing interventions intended to increase lifespan and wish to test whether the interventions increase maximum lifespan. Based on the fact that one cannot be assured of observing population maximum lifespans in finite samples, in previous work, we constructed and validated several tests of difference in the upper parts of lifespan distributions between a treatment group and a control group by testing whether the probabilities that observations are above some threshold defining 'old' or being in the tail of the survival distribution are equal in the two groups. However, a limitation of these tests is that they do not consider how much above the threshold any particular observation is. METHODS In this article we propose new methods which improve upon our previous tests by considering not only whether an observation is above some threshold, but also the magnitudes by which observations exceed the threshold. RESULTS Simulations show that the new methods control type I error rates quite well and that the power of the new methods is usually higher than that of the tests we previously proposed. In illustrative analyses of two real datasets involving rodents, when setting the threshold equal to 110 (100) weeks for the first (second) datasets, the new methods detected differences in 'maximum lifespan' between groups at nominal alpha levels of 0.01 (0.05) for the first (second) datasets and provided more significant results than competitor tests. CONCLUSION The new methods not only have good performance in controlling the type I error rates but also improve the power compared with the tests we previously proposed.
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Affiliation(s)
- Guimin Gao
- Department of Biostatistics, Section on Statistical Genetics, University of Alabama at Birmingham, Birmingham, Alabama, USA
| | - Wen Wan
- Biostatistics and Bioinformatics Unit, Comprehensive Cancer Center, University of Alabama at Birmingham, Birmingham, Alabama, USA
| | - Sijian Zhang
- Department of Biostatistics, University of Alabama at Birmingham, Birmingham, Alabama, USA
| | - David T Redden
- Department of Biostatistics, Section on Statistical Genetics, University of Alabama at Birmingham, Birmingham, Alabama, USA
- Department of Nutrition Sciences, University of Alabama at Birmingham, Birmingham, Alabama, USA
- Clinical Nutrition Research Center, University of Alabama at Birmingham, Birmingham, Alabama, USA
| | - David B Allison
- Department of Biostatistics, Section on Statistical Genetics, University of Alabama at Birmingham, Birmingham, Alabama, USA
- Department of Nutrition Sciences, University of Alabama at Birmingham, Birmingham, Alabama, USA
- Clinical Nutrition Research Center, University of Alabama at Birmingham, Birmingham, Alabama, USA
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Venturini S, Dominici F, Parmigiani G. Gamma shape mixtures for heavy-tailed distributions. Ann Appl Stat 2008. [DOI: 10.1214/07-aoas156] [Citation(s) in RCA: 34] [Impact Index Per Article: 2.1] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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Katz J, Christian P, Dominici F, Zeger SL. Treatment effects of maternal micronutrient supplementation vary by percentiles of the birth weight distribution in rural Nepal. J Nutr 2006; 136:1389-94. [PMID: 16614435 DOI: 10.1093/jn/136.5.1389] [Citation(s) in RCA: 41] [Impact Index Per Article: 2.3] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/13/2022] Open
Abstract
Certain antenatal micronutrient supplements increased birth weight by 40-70 g in rural Nepal. The effect was estimated by calculating the mean difference in birth weight between control and treatment groups, which assumes a constant treatment effect across the birth weight distribution. By estimating differences (and CI) in birth weight between treatment and control groups as a nonlinear, smooth function of the percentiles of the birth weight distribution, we can examine whether the shape of the birth weight distribution for a treatment group is different from that of the control group. Supplementation groups were folic acid, folic acid and iron, folic acid and iron and zinc, and a multiple micronutrient supplement all with vitamin A, compared with the control group of vitamin A alone. The shape of the birth weight distribution in the multiple micronutrient group was the same as that of the control group; however, the location of the distribution had shifted. The folic acid and iron group had fewer infants in the lower tail of its distribution but a similar proportion in the upper tail compared with the control group. The biologic pathways affecting intrauterine growth may vary by micronutrients such that some may confer a benefit among the most vulnerable infants, whereas others may have a more constant effect across the birth weight distribution. Future analytic approaches to estimating benefits of maternal supplementation on birth weight should examine whether there is a constant or variable treatment effect across the distribution of birth weight.
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Affiliation(s)
- Joanne Katz
- Department of International Health, Johns Hopkins Bloomberg School of Public Health, Baltimore, MD 21205-2103, USA.
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