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Empirical likelihood-based tests for stochastic ordering.

ABSTRACT: This paper develops an empirical likelihood approach to testing for the presence of stochastic ordering among univariate distributions based on independent random samples from each distribution. The proposed test statistic is formed by integrating a localized empirical likelihood statistic with respect to the empirical distribution of the pooled sample. The asymptotic null distribution of this test statistic is found to have a simple distribution-free representation in terms of standard Brownian bridge processes. The approach is used to compare the lengths of rule of Roman Emperors over various historical periods, including the "decline and fall" phase of the empire. In a simulation study, the power of the proposed test is found to improve substantially upon that of a competing test due to El Barmi and Mukerjee.

SUBMITTER: Barmi HE

PROVIDER: S-EPMC3716296 | biostudies-literature | 2013

REPOSITORIES: biostudies-literature

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Empirical likelihood-based tests for stochastic ordering.

Barmi Hammou El HE McKeague Ian W IW

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability 20130101 1

This paper develops an empirical likelihood approach to testing for the presence of stochastic ordering among univariate distributions based on independent random samples from each distribution. The proposed test statistic is formed by integrating a localized empirical likelihood statistic with respect to the empirical distribution of the pooled sample. The asymptotic null distribution of this test statistic is found to have a simple distribution-free representation in terms of standard Brownian ...[more]

PMID: 23874142

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Project description:BACKGROUND:Standard random-effects meta-analysis methods perform poorly when applied to few studies only. Such settings however are commonly encountered in practice. It is unclear, whether or to what extent small-sample-size behaviour can be improved by more sophisticated modeling. METHODS:We consider likelihood-based methods, the DerSimonian-Laird approach, Empirical Bayes, several adjustment methods and a fully Bayesian approach. Confidence intervals are based on a normal approximation, or on adjustments based on the Student-t-distribution. In addition, a linear mixed model and two generalized linear mixed models (GLMMs) assuming binomial or Poisson distributed numbers of events per study arm are considered for pairwise binary meta-analyses. We extract an empirical data set of 40 meta-analyses from recent reviews published by the German Institute for Quality and Efficiency in Health Care (IQWiG). Methods are then compared empirically as well as in a simulation study, based on few studies, imbalanced study sizes, and considering odds-ratio (OR) and risk ratio (RR) effect sizes. Coverage probabilities and interval widths for the combined effect estimate are evaluated to compare the different approaches. RESULTS:Empirically, a majority of the identified meta-analyses include only 2 studies. Variation of methods or effect measures affects the estimation results. In the simulation study, coverage probability is, in the presence of heterogeneity and few studies, mostly below the nominal level for all frequentist methods based on normal approximation, in particular when sizes in meta-analyses are not balanced, but improve when confidence intervals are adjusted. Bayesian methods result in better coverage than the frequentist methods with normal approximation in all scenarios, except for some cases of very large heterogeneity where the coverage is slightly lower. Credible intervals are empirically and in the simulation study wider than unadjusted confidence intervals, but considerably narrower than adjusted ones, with some exceptions when considering RRs and small numbers of patients per trial-arm. Confidence intervals based on the GLMMs are, in general, slightly narrower than those from other frequentist methods. Some methods turned out impractical due to frequent numerical problems. CONCLUSIONS:In the presence of between-study heterogeneity, especially with unbalanced study sizes, caution is needed in applying meta-analytical methods to few studies, as either coverage probabilities might be compromised, or intervals are inconclusively wide. Bayesian estimation with a sensibly chosen prior for between-trial heterogeneity may offer a promising compromise.

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Empirical likelihood-based tests for stochastic ordering.

Publications

Empirical likelihood-based tests for stochastic ordering.

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