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E-grāmata: Statistical Analysis of Recurrent Events

  • Formāts: PDF+DRM
  • Sērija : Statistics for Biology and Health
  • Izdošanas datums: 16-Jul-2007
  • Izdevniecība: Springer-Verlag New York Inc.
  • Valoda: eng
  • ISBN-13: 9780387698106
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  • Formāts: PDF+DRM
  • Sērija : Statistics for Biology and Health
  • Izdošanas datums: 16-Jul-2007
  • Izdevniecība: Springer-Verlag New York Inc.
  • Valoda: eng
  • ISBN-13: 9780387698106

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Recurrent event data arise in diverse fields such as medicine, public health, insurance, social science, economics, manufacturing and reliability. The purpose of this book is to present models and statistical methods for the analysis of recurrent event data. No single comprehensive treatment of these areas currently exists. The authors provide broad but detailed coverage of the major approaches to analysis, while also emphasizing the modeling assumptions that they are based on. Thus, they consider important models such as Poisson and renewal processes, with extensions to incorporate covariates or random effects.More general intensity-based models are also considered, as well as simpler models that focus on rate or mean functions. Parametric, nonparametric and semiparametric methodologies are all covered, with clear descriptions of procedures for estimation, testing and model checking. Important practical topics such as observation schemes and selection of individuals for study, the planning of randomized experiments, events of several types, and the prediction of future events are considered.Methods of modeling and analysis are illustrated through many examples taken from health research and industry. The objectives and interpretations of different analyses are discussed in detail, and issues of robustness are addressed. Statistical analysis of the examples is carried out with S-PLUS software and code is given for some examples.This book is directed at graduate students, researchers, and applied statisticians working in industry, government or academia. Some familiarity with survival analysis is beneficial since survival software is used to carry out many of the analyses considered. This book can be used as a textbook for a graduate course on the analysis of recurrent events or as a reference for a more general course on event history analysis. Problems are given at the end of chapters to reinforce the material presented and to provide additional background or extensions to certain topics.

This book presents models and statistical methods for the analysis of recurrent event data. The authors provide broad, detailed coverage of the major approaches to analysis, while emphasizing the modeling assumptions that they are based on. More general intensity-based models are also considered, as well as simpler models that focus on rate or mean functions. Parametric, nonparametric and semiparametric methodologies are all covered, with procedures for estimation, testing and model checking.

Recenzijas

From the Reviews:



"The book provides many good real life examples to demonstrate application of the methods discussed....[ it] is excellent for teaching an advanced class in statistics on this topic as it also contains many good exercises at the end of each chapter, some being extensions of the discussions." (Journal of Biopharmaceutical Statistics (JBS), Issue #5, 2008)



"This book provides a timely and comprehensive review of methodologies for recurrent event data analysis and should be beneficial to Biometrics readers who are interested in recurrent events."



"The strength of this book is its scope. It covers most of the methodology that is readily available for general use. ...Overall, we think this is a very good reference for recurrent event data analysis, especially because no other books provide a similar degree of coverage, and it would provide a nice textbook for a graduate-level course on the topic."   (Biometrics, September 2008)



"This book deals with processes generating multiple events over time. The book comprises eight chapters, four appendices and a useful notational glossary. it is directed to a much broader target readership, like social scientists, economists and industrial statisticians as well. Many examples are used to illustrate and discuss the models and statistical methods in great detail. Techniques for estimation, testing and model checking are lucidly described for a graduate course." (Harald Heinzl, Zentralblatt MATH, Vol. 1159, 2009)



Every aspiring statistical researcher interested in recurrent events should have this book on his/her shelf as a great guide for learning the state-of-the-art stochastic models, frequentist (mostly estimating equation and asymptotic based) methods, and computational tools (including popular programs and routines). This is a very well-organized and comprehensive book on a very rapidly expanding area ofresearch. As a mentor of PhD students, I myself will definitely recommend every graduate student interested in mastering recurrent events to read this book thoroughly to understand the current state of the literature as well as areas of future research and further development. ( Journal of the American Statistical Association, Dec. 2009, Vol. 104, No. 488)

Preface vii
Glossary xi
Introduction
1(26)
The Scope of Recurrent Events
1(1)
Some Preliminary Examples
2(7)
Mammary Tumors in a Carcinogenicity Study
2(3)
Testing and Debugging a Large Software System
5(1)
Pulmonary Exacerbations in Cystic Fibrosis
5(2)
Automobile Warranty Claims
7(2)
Notation and Frameworks
9(7)
Methods Based on Event Counts
11(1)
Methods Based on Waiting or Gap Times
12(2)
More General Models
14(1)
Covariates
14(1)
Factors Influencing Model Choice
15(1)
Selection of Individuals and Observation Schemes
16(4)
The Choice of Time Scale
16(2)
Defining Periods ``At Risk''
18(1)
Initial Conditions and Selecting Individuals for Study
19(1)
Intermittent Observation and Interval Censoring
20(1)
Multitype Event Data
20(3)
Multivariate Event Processes
20(1)
Recurrent Events with Termination
20(1)
Recurrent Episodes
21(2)
Some Other Aspects of Analysis and Design
23(1)
Bibliographic Notes
24(3)
Models and Frameworks for Analysis of Recurrent Events
27(32)
Mathematical Background
27(4)
Poisson Processes and Models for Event Counts
31(8)
Poisson Processes
31(3)
Covariates in Poisson Processes
34(1)
Random Effects in Poisson Processes
35(2)
Example: Mammary Tumors in Rats
37(2)
Renewal Processes and Models for Gap Times
39(4)
Models for Gap Times Between Events
39(3)
Example: Bowel Motility Cycles
42(1)
General Intensity-Based Models
43(2)
Discrete-Time Models and Time-Varying Covariates
45(2)
Likelihood for Selection and Observation Schemes
47(4)
Bibliographic Notes
51(1)
Problems and Supplements
52(7)
Methods Based on Counts and Rate Functions
59(62)
Introduction
59(2)
Parametric Maximum Likelihood for Poisson Models
61(4)
Score and Information Functions
61(1)
A General Parametric Rate Function
62(1)
Time Transform Models
63(1)
Using Survival Software
64(1)
Poisson Models with Piecewise-Constant Rates
65(3)
Nonparametric and Semiparametric Poisson Models
68(8)
Nonparametric Inference
68(2)
Semiparametric Regression
70(3)
Stratification
73(2)
Additive Models
75(1)
Poisson Models with Random Effects
76(6)
Formulation
76(2)
Models for Zero-Inflated Data
78(1)
Negative Binomial Models
79(3)
Robust Methods for Rate and Mean Functions
82(6)
Nonparametric Estimation
82(1)
Parametric Estimation
83(1)
Robust Semiparametric Methods
84(2)
Robust Methods with Semiparametric Variances
86(1)
Methods Based on Multivariate Failure Time Data
86(2)
Some Useful Tests for Rate Functions
88(12)
Tests for Trend
88(2)
Tests for Multiplicative Covariate Effects
90(2)
Generalized Residuals, Martingales, and Assessment of Fit
92(5)
Tests for Extra-Poisson Variation
97(1)
Two-Sample Test Statistics Based on Rates
97(3)
Applications and Illustrations
100(12)
Rat Mammary Tumor Data
100(5)
A Trial of Treatment for Herpes Simplex Virus
105(2)
Fitting and Prediction from a Software Debugging Model
107(3)
Comparing Warranty Claim Histories
110(2)
Bibliographic Notes
112(2)
Problems and Supplements
114(7)
Analysis of Gap Times
121(40)
Renewal Processes and Related Methods of Analysis
121(5)
Extensions of Renewal Models
126(7)
Conditional Analysis of Successive Gap Times
126(2)
Models with Random Effects
128(1)
Joint Gap Time Distributions
129(3)
Modulated Renewal Processes
132(1)
Examples
133(4)
Bowel Motility Cycles
133(1)
Pulmonary Exacerbations and rhDNase Treatment
134(3)
Estimation of Marginal Gap Time Probabilities
137(9)
Nonparametric Estimation of Marginal Gap Time Distributions
139(4)
Estimation for Marginal Regression Models
143(1)
Pulmonary Exacerbations in Cystic Fibrosis
143(3)
Left Truncation of First Gap Times and Initial Conditions
146(6)
Initial Conditions and Renewal Processes
147(3)
Initial Conditions and General Gap Time Analysis
150(2)
Bibliographic Notes
152(1)
Problems and Supplements
153(8)
General Intensity-Based Models
161(44)
Time Scales and Intensity Modeling
161(2)
Parametric Analysis for Two Useful Models
163(8)
Log-Linear Intensity Models
163(2)
A Trend-Renewal Model
165(2)
Model Checking
167(1)
An Illustration: Air-Conditioning System Failures
167(4)
Semiparametric Markov Analysis
171(12)
Models with Dependence on Prior Counts
171(2)
Markov Nonparametric Estimation
173(2)
Models with Covariates
175(2)
Analysis of Outbreaks Due to Herpes Simplex Virus
177(6)
Semiparametric Modulated Renewal Analysis
183(6)
Analysis Based on the Cox Model
183(2)
Illustration: Cerebrospinal Fluid Shunts
185(4)
Some Additional Illustrations
189(11)
Pulmonary Exacerbations in the Study of rhDNase
190(3)
Analysis of Asthma Exacerbations
193(7)
Bibliographic Notes
200(1)
Problems and Supplements
201(4)
Multitype Recurrent Events
205(46)
Multivariate Event Data
205(1)
Intensity-Based Methods
206(3)
Notation and Intensity Functions
206(1)
Remarks on Intensity-Based Models
207(2)
Random Effect Models for Multitype Events
209(3)
Robust Methods for Multitype Events
212(4)
Methods Based on Working Independence Assumptions
212(2)
Robust Methods with Covariance Functions
214(2)
Alternating Two-State Processes
216(2)
Recurrent Events with a Terminal Event
218(9)
Intensity-Based Approaches
219(1)
Random Effects Models
220(2)
Robust Methods for Marginal Features
222(2)
Partially Conditional Methods
224(3)
Applications and Illustrations
227(19)
Cerebrospinal Fluid Shunt Failures
227(5)
Exacerbations in Patients with Chronic Bronchitis
232(4)
Skeletal Complications in Metastatic Cancer
236(5)
Relationships Between Skeletal Complications
241(5)
Bibliographic Notes
246(1)
Problems and Supplements
247(4)
Observation Schemes Giving Incomplete or Selective Data
251(42)
Intermittent Observation During Followup
251(13)
Methods Based on Poisson Processes
252(2)
Robust Estimation of Rate and Mean Functions
254(2)
Illustration: Superficial Tumors of the Bladder
256(4)
Interval-Count Data for Multiple Events
260(3)
Illustration: Joint Damage in Psoriatic Arthritis
263(1)
Dependent Censoring or Inspections
264(9)
Dependent Censoring and Weighted Estimating Functions
264(4)
Rate or Mean Function Estimation with Event-Dependent Censoring
268(2)
Intermittent Observation
270(3)
Event-Dependent Selection
273(11)
Some Examples
273(8)
Supplementary Information on Selection
281(3)
Bibliographic Notes
284(2)
Problems and Supplements
286(7)
Other Topics
293(44)
Event Processes with Marks
293(2)
Models for Cumulative Costs
295(7)
Introduction
295(2)
Estimation for Cost Processes
297(2)
Examples
299(3)
Prediction
302(9)
Introduction
302(2)
Predictive Probabilities and Calibration
304(2)
Some Examples of Prediction
306(5)
Recurrent Events in Randomized Trials
311(13)
Specification and Testing of Treatment Effects
311(4)
Trial Design for Mixed Poisson Processes
315(1)
Use of Baseline Count Data
316(4)
Interim Monitoring with Recurrent Events
320(4)
Clustered Data
324(3)
Missing Covariate Values
327(2)
Covariate Measurement Error
329(2)
Bayesian Methods
331(1)
Bibliographic Notes
332(1)
Problems and Supplements
333(4)
Estimation and Statistical Inference
337(8)
Maximum Likelihood
337(5)
Introduction
337(1)
Asymptotic Pivotals
338(2)
Confidence Regions or Intervals
340(1)
Tests of Hypotheses
341(1)
Estimating Functions
342(3)
Computational Methods
345(4)
Software for Recurrent Events
345(1)
Optimization Methods
346(1)
Simulation and Resampling Methods
346(3)
Code and Remarks for Selected Examples
349(14)
Tumorgenicity Data Analysis of
Chapter 3
349(6)
Poisson Analysis with Weibull Baseline Rate
349(2)
Poisson Analysis with Piecewise-Constant Rates
351(2)
Nonparametric and Semiparametric Poisson Analysis
353(1)
Semiparametric Mixed Poisson Analysis
353(1)
Robust Semiparametric Analysis
354(1)
Code for rhDNase Data Analyses of
Chapter 4
355(3)
Code for Chronic Bronchitis Trial of
Chapter 6
358(5)
Datasets
363(8)
Bladder Cancer Data
363(1)
Bowel Motility Data
364(1)
Pulmonary Exacerbations and rhDNase
365(2)
Software Debugging Data
367(1)
Artificial Field Repair Data
367(4)
References 371(20)
Author Index 391(6)
Subject Index 397