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Log-symmetric regression models are particularly useful when the response variable is continuous, strictly positive and asymmetric. In this paper, we proposed a class of log-symmetric regression models in the context of correlated errors.…

Methodology · Statistics 2018-10-22 Helton Saulo , Roberto Vila

Test log-likelihood is commonly used to compare different models of the same data or different approximate inference algorithms for fitting the same probabilistic model. We present simple examples demonstrating how comparisons based on test…

Machine Learning · Statistics 2024-01-22 Sameer K. Deshpande , Soumya Ghosh , Tin D. Nguyen , Tamara Broderick

In this paper we establish the error rate of first order asymptotic approximation for the tail probability of sums of log-elliptical risks. Our approach is motivated by extreme value theory which allows us to impose only some weak…

Probability · Mathematics 2014-12-12 D. Kortschak , E. Hashorva

Calibration is a vital aspect of the performance of risk prediction models, but research in the context of ordinal outcomes is scarce. This study compared calibration measures for risk models predicting a discrete ordinal outcome, and…

In current applied research the most-used route to an analysis of composition is through log-ratios -- that is, contrasts among log-transformed measurements. Here we argue instead for a more direct approach, using a statistical model for…

Methodology · Statistics 2023-12-19 David Firth , Fiona Sammut

This paper introduces and fully characterizes the novel class of quasi-logconvex measures of risk, to stand on equal footing with the rich class of quasi-convex measures of risk. Quasi-logconvex risk measures naturally generalize logconvex…

Risk Management · Quantitative Finance 2022-08-17 Roger J. A. Laeven , Emanuela Rosazza Gianin

Generalized linear models, such as logistic regression, are widely used to model the association between a treatment and a binary outcome as a function of baseline covariates. However, the coefficients of a logistic regression model…

Methodology · Statistics 2022-01-04 Jiaqi Yin , Sonia Markes , Thomas S. Richardson , Linbo Wang

Proportional hazards are a common assumption when designing confirmatory clinical trials in oncology. With the emergence of immunotherapy and novel targeted therapies, departure from the proportional hazard assumption is not rare in…

Methodology · Statistics 2020-08-27 José L. Jiménez

A common problem in formulating models for the relative risk and risk difference is the variation dependence between these parameters and the baseline risk, which is a nuisance model. We address this problem by proposing the conditional log…

Methodology · Statistics 2016-11-21 Thomas S. Richardson , James M. Robins , Linbo Wang

Measurement error is a pervasive challenge across many disciplines, yet its impact on sample size determination and the accuracy and precision of estimators regarding the association between an exposure and an outcome remains understudied…

Methodology · Statistics 2025-05-27 Honghyok Kim

Log-likelihood ratio (LLR) computation for non-binary modulations over fading channels is complicated. A measure of LLR accuracy on asymmetric binary channels is introduced to facilitate good LLR approximations for non-binary modulations.…

Information Theory · Computer Science 2012-04-17 Raman Yazdani , Masoud Ardakani

Logistic-regression calibration and fusion are potential steps in the calculation of forensic likelihood ratios. The present paper provides a tutorial on logistic-regression calibration and fusion at a practical conceptual level with…

Applications · Statistics 2021-04-20 Geoffrey Stewart Morrison

In this paper we consider a group sequentially monitored trial on a survival endpoint, monitored using a weighted log-rank (WLR) statistic with deterministic weight function. We introduce a summary statistic in the form of a weighted…

Methodology · Statistics 2017-11-30 Grant Izmirlian

In clinical prediction modeling, model updating refers to the practice of modifying a prediction model before it is used in a new setting. In the context of logistic regression for a binary outcome, one of the simplest updating methods is a…

Applications · Statistics 2022-04-12 Mohsen Sadatsafavi , Hamid Tavakoli , Abdollah Safari

Conformance checking encompasses a body of process mining techniques which aim to find and describe the differences between a process model capturing the expected process behavior and a corresponding event log recording the observed…

Software Engineering · Computer Science 2022-03-29 Daniel Reißner , Abel Armas-Cervantes , Marcello La Rosa

Designing clinical trials requires evaluating multiple operating characteristics (OCs), such as the likelihood of an early stopping decision, the probability of detecting a treatment effect, and the Type I error rate. In most cases, these…

Methodology · Statistics 2026-03-23 Susanna Gentile , Daniel E. Schwartz , Riddhiman Saha , Lorenzo Trippa

The odds ratio measure is used in health and social surveys where the odds of a certain event is to be compared between two populations. It is defined using logistic regression, and requires that data from surveys are accompanied by their…

Methodology · Statistics 2014-07-01 C. Goga , A Ruiz-Gazen

Objective: Recently Doi et al. argued that risk ratios should be replaced with odds ratios in clinical research. We disagreed, and empirically documented the lack of portability of odds ratios, while Doi et al. defended their position. In…

Firth-type logistic regression has become a standard approach for the analysis of binary outcomes with small samples. Whereas it reduces the bias in maximum likelihood estimates of coefficients, bias towards 1/2 is introduced in the…

Methodology · Statistics 2021-01-20 Rainer Puhr , Georg Heinze , Mariana Nold , Lara Lusa , Angelika Geroldinger

Several methods have been proposed to approximate the sum of correlated lognormal RVs. However the accuracy of each method relies highly on the region of the resulting distribution being examined, and the individual lognormal parameters,…

Information Theory · Computer Science 2015-01-13 Marwane Ben Hcine , Ridha Bouallegue
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