论文标题

医疗统计数据中的三角洲方法和影响功能:可重复的教程

The Delta-Method and Influence Function in Medical Statistics: a Reproducible Tutorial

论文作者

Zepeda-Tello, Rodrigo, Schomaker, Michael, Maringe, Camille, Smith, Matthew J., Belot, Aurelien, Rachet, Bernard, Schnitzer, Mireille E., Luque-Fernandez, Miguel Angel

论文摘要

通过确定统计量的渐近分布的近似统计推论通常用于推断应用的医疗统计数据(例如,估计边际或条件风险比率的标准误差)。差异估计的一种方法是经典的三角洲方法,但是存在一个知识差距,因为该方法未常规地包括在应用医学统计培训中,并且其用途尚未广泛理解。鉴于渐近正常估计量的平滑函数也均非正态分布,因此delta方法允许近似具有已知大样本特性的估计量的函数的大样本差异。在更通用的环境中,它是一种近似功能(即估算)方差的技术,该功能(即估计数)将函数作为输入并应用了另一个函数(例如,期望函数)。具体而言,我们可以根据影响函数(如果)使用功能三角形方法来近似函数的方差。 IF探讨了功能性$ ϕ(θ)$如何响应估计器样本分布中的小扰动而变化,并允许计算功能分布的经验标准误差。新方法和技术的持续发展可能对有兴趣掌握这些方法应用的应用统计学家构成挑战。在本教程中,我们从实际的角度回顾了经典和功能性的三角洲方法的使用及其与IF的联系。我们使用癌症流行病学示例说明了这些方法,并使用符号编程在R和Python中提供了可再现和评论的代码。可以在https://github.com/migariane/deltamethodinfluencefunction上访问代码

Approximate statistical inference via determination of the asymptotic distribution of a statistic is routinely used for inference in applied medical statistics (e.g. to estimate the standard error of the marginal or conditional risk ratio). One method for variance estimation is the classical Delta-method but there is a knowledge gap as this method is not routinely included in training for applied medical statistics and its uses are not widely understood. Given that a smooth function of an asymptotically normal estimator is also asymptotically normally distributed, the Delta-method allows approximating the large-sample variance of a function of an estimator with known large-sample properties. In a more general setting, it is a technique for approximating the variance of a functional (i.e., an estimand) that takes a function as an input and applies another function to it (e.g. the expectation function). Specifically, we may approximate the variance of the function using the functional Delta-method based on the influence function (IF). The IF explores how a functional $ϕ(θ)$ changes in response to small perturbations in the sample distribution of the estimator and allows computing the empirical standard error of the distribution of the functional. The ongoing development of new methods and techniques may pose a challenge for applied statisticians who are interested in mastering the application of these methods. In this tutorial, we review the use of the classical and functional Delta-method and their links to the IF from a practical perspective. We illustrate the methods using a cancer epidemiology example and we provide reproducible and commented code in R and Python using symbolic programming. The code can be accessed at https://github.com/migariane/DeltaMethodInfluenceFunction

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