Excess risk estimation under multistage model misspecification

Walter W. Piegorsch, Daniela K. Nitcheva, R. Webster West

Research output: Contribution to journalArticle

3 Scopus citations

Abstract

We study the use of simultaneous confidence bands for risk estimation with quantal response data, and derive methods for estimating simultaneous upper confidence limits on predicted extra risk under a multistage model. Monte Carlo evaluations explore characteristics of the point estimates and simultaneous limits when the selection of possible multistage parameters is misspecified. Results show that standard Scheffé-type confidence bands are highly conservative in their coverage. Proportional width bands that exhibit less conservative properties are also studied.

Original languageEnglish (US)
Pages (from-to)423-430
Number of pages8
JournalJournal of Statistical Computation and Simulation
Volume76
Issue number5
DOIs
StatePublished - May 1 2006
Externally publishedYes

Keywords

  • Extra risk
  • Generalized trapezoidal confidence bands
  • One-sided confidence bands
  • Proportional width confidence bands
  • Quantal response data
  • Quantitative Risk Assessment
  • Risk analysis
  • Safety assessment
  • Scheffé S-method

ASJC Scopus subject areas

  • Statistics and Probability
  • Modeling and Simulation
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

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