Matched-pair design is often used in clinical trials to increase the efficiency of treatment comparison. We consider the problem of equivalence test with a relative risk endpoint in matched-pair studies with binary outcomes, and develop several score and Wald-type statistics for testing a hypothesis of non-unity relative risk. Examples from an assessment of HIV screening test and a cross-over clinical trial of soft contact lenses are used to illustrate the proposed methods. Through simulations we compare the empirical performance of these tests with the test proposed by Lachenbruch and Lynch. We show that a score test based on a reparameterized multinomial model by Tango performs best in the sense that the test satisfactorily controls the type I error rate and its empirical type I error rates are generally much closer to the prespecified nominal significance level than those of the other tests.

We consider novel methods for the computation of model selection criteria in missing-data problems based on the output of the EM algorithm. The methodology is very general and can be applied to numerous situations involving incomplete data within an EM framework, from covariates missing at random in arbitrary regression models to nonignorably missing longitudinal responses and/or covariates. Toward this goal, we develop a class of information criteria for missing-data problems, called IC H,Q , which yields the Akaike information criterion and the Bayesian information criterion as special cases. The computation of IC H,Q requires an analytic approximation to a complicated function, called the H-function, along with output from the EM algorithm used in obtaining maximum likelihood estimates. The approximation to the H-function leads to a large class of information criteria, called IC H(k),Q . Theoretical properties of IC H(k),Q , including consistency, are investigated in detail. To eliminate the analytic approximation to the H-function, a computationally simpler approximation to IC H,Q , called IC Q , is proposed, the computation of which depends solely on the Q-function of the EM algorithm. Advantages and disadvantages of IC H(k),Q and IC Q are discussed and examined in detail in the context of missing-data problems. Extensive simulations are given to demonstrate the methodology and examine the small-sample and large-sample performance of IC H(k),Q and IC Q in missing-data problems. An AIDS data set also is presented to illustrate the proposed methodology.

Summary The aim of this paper is to develop a general framework of Bayesian influence analysis for assessing various perturbation schemes to the data, the prior and the sampling distribution for a class of statistical models. We introduce a perturbation model to characterize these various perturbation schemes. We develop a geometric framework, called the Bayesian perturbation manifold, and use its associated geometric quantities including the metric tensor and geodesic to characterize the intrinsic structure of the perturbation model. We develop intrinsic influence measures and local influence measures based on the Bayesian perturbation manifold to quantify the effect of various perturbations to statistical models. Theoretical and numerical examples are examined to highlight the broad spectrum of applications of this local influence method in a formal Bayesian analysis.

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Summary This article develops a variety of influence measures for carrying out perturbation (or sensitivity) analysis to joint models of longitudinal and survival data (JMLS) in Bayesian analysis. A perturbation model is introduced to characterize individual and global perturbations to the three components of a Bayesian model, including the data points, the prior distribution, and the sampling distribution. Local influence measures are proposed to quantify the degree of these perturbations to the JMLS. The proposed methods allow the detection of outliers or influential observations and the assessment of the sensitivity of inferences to various unverifiable assumptions on the Bayesian analysis of JMLS. Simulation studies and a real data set are used to highlight the broad spectrum of applications for our Bayesian influence methods.

Parameters in time series and other dynamic models often show complex range restrictions and their distributions may deviate substantially from multivariate normal or other standard parametric distributions. We use the truncated Dirichlet process (DP) as a non-parametric prior for such dynamic parameters in a novel nonlinear Bayesian dynamic factor analysis model. This is equivalent to specifying the prior distribution to be a mixture distribution composed of an unknown number of discrete point masses (or clusters). The stick-breaking prior and the blocked Gibbs sampler are used to enable efficient simulation of posterior samples. Using a series of empirical and simulation examples, we illustrate the flexibility of the proposed approach in approximating distributions of very diverse shapes.

We develop an empirical likelihood (EL) inference on parameters in generalized estimating equations with nonignorably missing response data. We consider an exponential tilting model for the nonignorably missing mechanism, and propose modified estimating equations by imputing missing data through a kernel regression method. We establish some asymptotic properties of the EL estimators of the unknown parameters under different scenarios. With the use of auxiliary information, the EL estimators are statistically more efficient. Simulation studies are used to assess the finite sample performance of our proposed EL estimators. We apply our EL estimators to investigate a data set on earnings obtained from the New York Social Indicators Survey.

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