The counting process with the Cox-type intensity function has been commonly used to analyse recurrent event data. This model essentially assumes that the underlying counting process is a time-transformed Poisson process and that the covariates have multiplicative effects on the mean and rate functions of the counting process. Recently, Pepe and Cai, and Lawless and coworkers have proposed semiparametric procedures for making inferences about the mean and rate functions of the counting process without the Poisson-type assumption. In this paper, we provide a rigorous justi®cation of such robust procedures through modern empirical process theory. Furthermore, we present an approach to constructing simultaneous con®dence bands for the mean function and describe a class of graphical and numerical techniques for checking the adequacy of the ®tted mean and rate models. The advantages of the robust procedures are demonstrated through simulation studies. An illustration with multiple-infection data taken from a clinical study on chronic granulomatous disease is also provided.

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Latent class analysis has been applied in medical research to assessing the sensitivity and specificity of diagnostic tests/diagnosticians. In these applications, a dichotomous latent variable corresponding to the unobserved true disease status of the patients is assumed. Associations among multiple diagnostic tests are attributed to the unobserved heterogeneity induced by the latent variable, and inferences for the sensitivities and specificities of the diagnostic tests are made possible even though the true disease status is unknown. However, a shortcoming of this approach to analyses of diagnostic tests is that the standard assumption of conditional independence among the diagnostic tests given a latent class is contraindicated by the data in some applications. In the present paper, models incorporating dependence among the diagnostic tests given a latent class are proposed. The models are parameterized so that the sensitivities and specificities of the diagnostic tests are simple functions of model parameters, and the usual latent class model obtains as a special case. Marginal models are used to account for the dependencies within each latent class. An accelerated EM gradient algorithm is demonstrated to obtain maximum likelihood estimates of the parameters of interest, as well as estimates of the precision of the estimates.

Most problems in computational statistics involve optimization of an objective function such as a loglikelihood, a sum of squares, or a log posterior function. The EM algorithm is one of the most effective algorithms for maximization because it iteratively transfers maximization from a complex function to a simple, surrogate function. This theoretical perspective clarifies the operation of the EM algorithm and suggests novel generalizations. Besides simplifying maximization, optimization transfer usually leads to highly stable algorithms with well-understood local and global convergence properties. Although convergence can be excruciatingly slow, various devices exist for accelerating it. Beginning with the EM algorithm, we review in this paper several optimization transfer algorithms of substantial utility in medical statistics.

The standard latent class model is a finite mixture of indirectly observed multinomial distributions, each of which is assumed to exhibit statistical independence. Latent class analysis has been applied in a wide variety of research contexts, including studies of mobility, educational attainment, agreement, and diagnostic accuracy, and as measurement error models in social research. One of the attractive features of the latent class model in these settings is that the parameters defining the individual multinomials are readily interpretable marginal probabilities, conditional on the unobserved latent variable(s), that are often of substantive interest. There are, however, settings where the local-independence axiom is not supported, and hence it is useful to consider some form of local dependence. In this paper we consider a family of models defined in terms of finite mixtures of multinomial models where the multinomials are parameterized in terms of a set of models for the univariate marginal distributions and for marginal associations. Local dependence is introduced through the models for marginal associations, and the standard latent class model obtains as a special case. Three examples are analyzed with the models to illustrate their utility in analyzing complex cross-classifications.

Most problems in computational statistics involve optimization of an objective function such as a loglikelihood, a sum of squares, or a log posterior function. The EM algorithm is one of the most effective algorithms for maximization because it iteratively transfers maximization from a complex function to a simple, surrogate function. This theoretical perspective clarifies the operation of the EM algorithm and suggests novel generalizations. Besides simplifying maximization, optimization transfer usually leads to highly stable algorithms with well-understood local and global convergence properties. Although convergence can be excruciatingly slow, various devices exist for accelerating it. Beginning with the EM algorithm, we review in this paper several optimization transfer algorithms of substantial utility in medical statistics.