Change search
Refine search result
12 1 - 50 of 67
CiteExportLink to result list
Permanent link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Rows per page
  • 5
  • 10
  • 20
  • 50
  • 100
  • 250
Sort
  • Standard (Relevance)
  • Author A-Ö
  • Author Ö-A
  • Title A-Ö
  • Title Ö-A
  • Publication type A-Ö
  • Publication type Ö-A
  • Issued (Oldest first)
  • Issued (Newest first)
  • Created (Oldest first)
  • Created (Newest first)
  • Last updated (Oldest first)
  • Last updated (Newest first)
  • Disputation date (earliest first)
  • Disputation date (latest first)
  • Standard (Relevance)
  • Author A-Ö
  • Author Ö-A
  • Title A-Ö
  • Title Ö-A
  • Publication type A-Ö
  • Publication type Ö-A
  • Issued (Oldest first)
  • Issued (Newest first)
  • Created (Oldest first)
  • Created (Newest first)
  • Last updated (Oldest first)
  • Last updated (Newest first)
  • Disputation date (earliest first)
  • Disputation date (latest first)
Select
The maximal number of hits you can export is 250. When you want to export more records please use the Create feeds function.
  • 1. Hassan, Jamshaidul
    et al.
    Noreen, Khadija
    Rasheed, H. M. Kashif
    ul Hassan, Mahmood
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Ahmed, Rashid
    Construction of circular quasi rees neighbor designs which can be converted into minimal circular balanced and strongly balanced neighbor designs2023In: Communications in Statistics - Theory and Methods, ISSN 0361-0926, E-ISSN 1532-415X, Vol. 52, no 16, p. 5587-5605Article in journal (Refereed)
    Abstract [en]

    The response of a treatment (direct effect) applied on a given unit may be affected by the treatments applied to its neighboring units (neighbor effects). Neighbor designs are considered robust to neighbor effects. Minimal neighbor designs are economical, therefore, these are preferred by the experimenters. Method of cyclic shifts (Rule I) provides the minimal neighbor designs for odd v (number of treatments). Method of cyclic shifts (Rule II) provides the minimal circular Quasi Rees neighbor designs for v even which are considered to be the good alternate to the minimal neighbor designs. In this article, for every case of v even, minimal circular Quasi Rees neighbor designs are constructed in such a way that these designs can also be converted directly into minimal circular balanced and strongly balanced neighbor designs.

  • 2. Hussain, Sajid
    et al.
    ul Hassan, Mahmood
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Rashid, Muhammad Sajid
    Ahmed, Rashid
    Families of Extended Exponentiated Generalized Distributions and Applications of Medical Data Using Burr III Extended Exponentiated Weibull Distribution2023In: Mathematics, E-ISSN 2227-7390, Vol. 11, no 14, article id 3090Article in journal (Refereed)
    Abstract [en]

    In this article, four new families named as Weibull extended exponentiated-X (WEE-X), Lomax extended exponentiated-X (LEE-X), Logistic extended exponentiated-X (LGCEE-X), and Burr III extended exponentiated-X (BIIIEE-X) with their quantile functions are proposed. The expressions for distribution function and density function of BIIIEE-X family are written in terms of linear combinations of the exponentiated densities based to parent model. New models, i.e., Weibul extended exponentiated Weibull (WEEW), Lomax extended exponentiated Weibull (LEEW), Logistic extended exponentiated Weibull (LGCEEW), and Burr III extended exponentiated-Weibull (BIIIEEW) distributions are derived, were plotted for functions of probability density and hazard rate at different levels of parameters. Some mathematical properties of the BIIIEEW model are disclosed. The maximum likelihood method for the BIIIEEW model are described. Numerical applications of the BIIIEEW model to disease of cancer datasets are provided.

  • 3.
    Tsirpitzi, Renata Eirini
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Miller, Frank
    Stockholm University, Faculty of Social Sciences, Department of Statistics. Linköping University, Sweden.
    Burman, Carl-Fredrik
    Robust optimal designs using a model misspecification term2023In: Metrika (Heidelberg), ISSN 0026-1335, E-ISSN 1435-926XArticle in journal (Refereed)
    Abstract [en]

    Much of classical optimal design theory relies on specifying a model with only a small number of parameters. In many applications, such models will give reasonable approximations. However, they will often be found not to be entirely correct when enough data are at hand. A property of classical optimal design methodology is that the amount of data does not influence the design when a fixed model is used. However, it is reasonable that a low dimensional model is satisfactory only if limited data is available. With more data available, more aspects of the underlying relationship can be assessed. We consider a simple model that is not thought to be fully correct. The model misspecification, that is, the difference between the true mean and the simple model, is explicitly modeled with a stochastic process. This gives a unified approach to handle situations with both limited and rich data. Our objective is to estimate the combined model, which is the sum of the simple model and the assumed misspecification process. In our situation, the low-dimensional model can be viewed as a fixed effect and the misspecification term as a random effect in a mixed-effects model. Our aim is to predict within this model. We describe how we minimize the prediction error using an optimal design. We compute optimal designs for the full model in different cases. The results confirm that the optimal design depends strongly on the sample size. In low-information situations, traditional optimal designs for models with a small number of parameters are sufficient, while the inclusion of the misspecification term lead to very different designs in data-rich cases. 

  • 4. Hussain, Sajid
    et al.
    ul Hassan, Mahmood
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Sajid Rashid, Muhammad
    Ahmed, Rashid
    The Exponentiated Power Alpha Index Generalized Family of Distributions: Properties and Applications2023In: Mathematics, E-ISSN 2227-7390, Vol. 11, no 4, p. 900-900Article in journal (Refereed)
    Abstract [en]

    The study of hydrological characteristics has a vital role in designing, planning, and managing water resources. The selection of appropriate probability distributions and methods of estimations are basic elements in hydrology analyses. In this article, a new family named the ‘exponentiated power alpha index generalized’ (EPAIG)-G is proposed to develop several new distributions. Using this proposed family, we developed a new model, called the EPAIG-exponential (EPAIG-E). A few structural properties of the EPAIG-G were obtained. The EPAIG-E parameters were estimated through the method of maximum likelihood (MML). The study of the Monte Carlo simulation (MCS) was produced for the EPAIG-E. The model performance is illustrated using real data.

  • 5. Noreen, Khadija
    et al.
    Rashid, Muhammad Sajid
    Shehzad, Farrukh
    ul Hassan, Mahmood
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Noreen, Zahra
    Omer, Talha
    Ahmed, Rashid
    Algorithms to obtain generalized neighbor designs in minimal circular blocks2022In: Communications in statistics. Simulation and computation, ISSN 0361-0918, E-ISSN 1532-4141, p. 1-12Article in journal (Refereed)
    Abstract [en]

    The experiments where response of a treatment (direct effect) is affected by the treatment(s) applied in neighboring units, neighbor designs are used to balance the neighbor effects. Being the economical, minimal neighbor designs are preferred by the experimenters. Minimal circular neighbor designs could not be constructed for almost every case of v even, where v is number of treatments. For v even, minimal circular generalized neighbor designs are preferred. In this article, algorithms are developed to obtain minimal circular generalized neighbor designs in which (a) v/2 of the unordered pairs, and (b) 3v/2 of the unordered pairs, do not appear as neighbor whereas the remaining ones appear once. These algorithms are also coded with R-language. 

  • 6.
    ul Hassan, Mahmood
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Miller, Frank
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Discrimination with unidimensional and multidimensional item response theory models for educational data2022In: Communications in statistics. Simulation and computation, ISSN 0361-0918, E-ISSN 1532-4141, Vol. 51, no 6, p. 2992-3012Article in journal (Refereed)
    Abstract [en]

    Achievement tests are used to characterize the proficiency of higher-education students. Item response theory (IRT) models are applied to these tests to estimate the ability of students (as latent variable in the model). In order for quality IRT parameters to be estimated, especially ability parameters, it is important that the appropriate number of dimensions is identified. Through a case study, based on a statistics exam for students in higher education, we show how dimensions and other model parameters can be chosen in a real situation. Our model choice is based both on empirical and on background knowledge of the test. We show that dimensionality influences the estimates of the item-parameters, especially the discrimination parameter which provides information about the quality of the item. We perform a simulation study to generalize our conclusions. Both the simulation study and the case study show that multidimensional models have the advantage to better discriminate between examinees. We conclude from the simulation study that it is safer to use a multidimensional model compared to a unidimensional if it is unknown which model is the correct one.

  • 7.
    ul Hassan, Mahmood
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Jabeen, Rida
    Ahmed, Rashid
    Sajjad, Muhammad
    Efficient Minimal Circular Strongly Partially Balanced RMDs in Periods of Two Different Sizes2022In: Thailand statistician, ISSN 1685-9057, Vol. 20, no 1, p. 80-97Article in journal (Refereed)
    Abstract [en]

    Balanced or strongly balanced repeated measurements designs (RMDs) are used to balance out residual effects Minimal strongly balanced RMD (SBRMDs) are important to estimate the direct effects and residual effects independently at low cost but there are many situations where SBRMDs cannot be constructed. In such situations, strongly partially balanced RMDs (SPBRMDs) are preferred. In literature, these designs are not available for odd p(1) (larger period size). In this paper, minimal circular SPBRMDs are constructed in periods of two different sizes for almost every case of p(1) (odd).

  • 8. Jabeen, Rida
    et al.
    Khan, Abid
    Rasheed, H. M. Kashif
    ul Hassan, Mahmood
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Ahmed, Rashid
    General construction of efficient circular partially strongly-balanced repeated measurements designs2022In: Communications in statistics. Simulation and computation, ISSN 0361-0918, E-ISSN 1532-4141, p. 1-11Article in journal (Refereed)
    Abstract [en]

    Residual effects in repeated measurements design (RMDs) leads to wrong estimation of direct treatment effects. Minimal strongly balanced RMDs are preferred to balance out the residual effects. The partially strongly balanced designs form an important family of RMDs which provide designs where minimal strongly balanced RMDs do not exist. In this article, a general construction of efficieint circular partially strongly-balanced RMDs is given in periods of k different sizes which produces these designs in periods of equal sizes, two different sizes, three different sizes, …, by putting k = 1, 2, 3, …, respectively. 

  • 9. Li, Yiming
    et al.
    Alharthi, Majed
    Ahmad, Ishtiaq
    Hanif, Imran
    Ul Hassan, Mahmood
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Nexus between renewable energy, natural resources and carbon emissions under the shadow of transboundary trade relationship from South East Asian economies2022In: Energy Strategy Reviews, ISSN 2211-467X, E-ISSN 2211-4688, Vol. 41, article id 100855Article in journal (Refereed)
    Abstract [en]

    This study determined the influence of renewable energy and natural resources on carbon emissions by paying special attention to the transboundary trade relationship between South East Asian (SEA) economies. To highlight the importance of international trade relationships among the SEA economies, an interaction term is introduced. Moreover, to estimate the results, panel data from 1996 to 2019 is analyzed by applying Cross-Sectional Augmented Autoregressive Distributed Lag (CS-ARDL). The results show that renewable energy consumption is a significant factor that can reduce carbon emissions. The employment of interaction term shows that international trade improves the influence of renewable energy to control carbon emissions. The findings also depict that natural resources consumption is stimulating carbon emissions. While a strong trade bond is helping to reduce the influence of natural resources consumption on carbon emissions. The findings of this study highlight the importance of international trade at the regional level to mitigate carbon emissions. The study suggests that improvement in international trade may prove a helpful strategy to promote renewable energy sources and diminish the reliance on natural resources such as fossil fuels, this will ultimately help to mitigate carbon emissions.

  • 10. Omer, Talha
    et al.
    Ul Hassan, Mahmood
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Hussain, Ijaz
    Ilyas, Maryam
    Din Hashmi, Syed Ghulam Mohayud
    Khan, Yousaf Ali
    Optimization of Monitoring Network to the Rainfall Distribution by Using Stochastic Search Algorithms: Lesson from Pakistan2022In: Tellus. Series A, Dynamic meteorology and oceanography, ISSN 0280-6495, E-ISSN 1600-0870, Vol. 74, no 1, p. 333-345Article in journal (Refereed)
    Abstract [en]

    Agricultural production is greatly influenced by environmental parameters such as temperature, rainfall, humidity, and wind speed. The accurate information about environmental parameters plays a vital and useful role when making policies for the agriculture sector as well as for other sectors. Pakistan meteorological department observed these environmental parameters at more than 90 stations. The allocation of these monitoring stations is not made systematically correct. This leads to inaccurate predictions for unobserved locations. The study aims to propose a monitoring network by which these prediction errors of the environmental parameters can be minimized. The well-known prediction techniques named, model-based ordinary kriging and model-based universal kriging (UK) with the known Matheron variogram model are used for prediction purposes. We investigate the monitoring network of Pakistan for rainfall and focus on both the optimal deletion/addition of monitoring stations from/to this network. The two stochastic search algorithms, spatial simulated annealing, and genetic algorithm are used for optimization purposes. Furthermore, the minimization of the Average Kriging Variance (AKV) is taken as the interpolation accuracy measure. The spatial simulated annealing exhibits a lower AKV as compared to the Genetic algorithm when adding/removing the optimal/redundant locations from the monitoring network.

  • 11. Hussain, Sajid
    et al.
    Rashid, Muhammad Sajid
    ul Hassan, Mahmood
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Ahmed, Rashid
    The Generalized Alpha Exponent Power Family of Distributions: Properties and Applications2022In: Mathematics, E-ISSN 2227-7390, Vol. 10, no 9, article id 1421Article in journal (Refereed)
    Abstract [en]

    Here, a new method is recommended to characterize a new continuous distribution class, named the generalized alpha exponent power family of distributions (GAEPFDs). A particular sub-model is presented for exemplifying the objective. The basic statistical properties, such as ordinary moments, the probability weighted moments, mode, quantile, order statistics, entropy measures, and moment generating functions, etc., were explored. To gauge the GAEPPRD parameters, the ML technique was utilized. The estimator behaviour was studied by a Monte Carlo simulation study (MCSS). The effectiveness of GAEPFDs was demonstrated observationally through lifetime data. The applications show that GAEPFDs can offer preferable results over other competitive models.

  • 12. Hussain, Sajid
    et al.
    Sajid Rashid, Muhammad
    ul Hassan, Mahmood
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Ahmed, Rashid
    The Generalized Exponential Extended Exponentiated Family of Distributions: Theory, Properties, and Applications2022In: Mathematics, E-ISSN 2227-7390, Vol. 10, no 19, article id 3419Article in journal (Refereed)
    Abstract [en]

    Here, we propose a new generalized exponential extended exponentiated (NGE3) family of distributions. Some statistical properties of proposed family are gained. The most extreme probability method, maximum likelihood (ML), is utilized for parameter estimation. We explore an exceptional model called NGE3-Exponential (NGE3E). NGE3E is estimated with ML, and the performance of estimators is demonstrated by utilizing a simulation. Moreover, two applications are given to show the significance and adaptability of the proposed model in comparison to some generalized models (GMs).

  • 13. Mensah, Aziz
    et al.
    Toivanen, Susanna
    Diewald, Martin
    ul Hassan, Mahmood
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Nyberg, Anna
    Workplace gender harassment, illegitimate tasks, and poor mental health: Hypothesized associations in a Swedish cohort2022In: Social Science and Medicine, ISSN 0277-9536, E-ISSN 1873-5347, Vol. 315, article id 115520Article in journal (Refereed)
    Abstract [en]

    Workers exposed to gender harassment and illegitimate tasks may experience adverse mental health outcomessuch as depression and burnout. However, the longitudinal effects and the complex interrelationships betweenthese variables remain largely unexplored. We investigated the cross-lagged relationships between genderharassment, illegitimate tasks, and mental health outcomes among working adults in Sweden over a period oftwo years, as well as the gender differences in the cross-lagged effects. Additionally, the study examined whetherillegitimate tasks mediated the relationship between gender harassment and negative mental health outcomesover time. Data were drawn from the Swedish Longitudinal Occupational Survey of Health (SLOSH), covering2796 working men and 4110 working women in a two-wave analysis from 2018 to 2020. We employed astructural equation model to examine the cross-lagged effects and the mediating effect between genderharassment, illegitimate tasks, and mental health outcomes over time. Furthermore, we applied a multigroupanalysis to determine gender differences in the cross-lagged effects.The results showed statistically significant cross-lagged relationships (forward, reverse, and reciprocal) be-tween gender harassment, illegitimate tasks, and mental ill-health. There were statistically significant genderdifferences in these cross-lagged relationships (burnout: △χ2 (47) = 106.21, p < 0.01; depression: △χ2 (47) =80.5, p < 0.01). Initial illegitimate tasks mediated the relationship between gender harassment and mental ill-health outcomes over time. The gender differences in the interrelationships between gender harassment, ille-gitimate tasks, and mental ill-health outcomes among workers in Sweden indicate that policies, regulations, andinterventions that address these exposures in organisations must be tailored to benefit both men and women.

  • 14.
    Ul Hassan, Mahmood
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Miller, Frank
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    An exchange algorithm for optimal calibration of items in computerized achievement tests2021In: Computational Statistics & Data Analysis, ISSN 0167-9473, E-ISSN 1872-7352, Vol. 157, article id 107177Article in journal (Refereed)
    Abstract [en]

    The importance of large scale achievement tests, like national tests in school, eligibility tests for university, or international assessments for evaluation of students, is increasing. Pretesting of questions for the above mentioned tests is done to determine characteristic properties of the questions by adding them to an ordinary achievement test. If computerized tests are used, it has been shown using optimal experimental design methods that it is efficient to assign pretest questions to examinees based on their abilities. The specific distribution of abilities of the available examinees are considered and restricted optimal designs are applied. A new algorithm is developed which builds on an equivalence theorem. It discretizes the design space with the possibility to change the grid adaptively during the run, makes use of an exchange idea and filters computed designs. It is illustrated how the algorithm works through some examples as well as how convergence can be checked. The new algorithm is flexible and can be used even if different models are assumed for different questions.

    Download full text (pdf)
    fulltext
  • 15. Jamal, Farrukh
    et al.
    Chesneau, Christophe
    Bouali, Dalal Lala
    Ul Hassan, Mahmood
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Beyond the Sin-G family: The transformed Sin-G family2021In: PLOS ONE, E-ISSN 1932-6203, Vol. 16, no 5, article id e0250790Article in journal (Refereed)
    Abstract [en]

    In recent years, the trigonometric families of continuous distributions have found a place of choice in the theory and practice of statistics, with the Sin-G family as leader. In this paper, we provide some contributions to the subject by introducing a flexible extension of the Sin-G family, called the transformed Sin-G family. It is constructed from a new polynomial-trigonometric function presenting a desirable “versatile concave/convex” property, among others. The modelling possibilities of the former Sin-G family are thus multiplied. This potential is also highlighted by a complete theoretical work, showing stochastic ordering results, studying the analytical properties of the main functions, deriving several kinds of moments, and discussing the reliability parameter as well. Then, the applied side of the proposed family is investigated, with numerical results and applications on the related models. In particular, the estimation of the unknown model parameters is performed through the use of the maximum likelihood method. Then, two real life data sets are analyzed by a new extended Weibull model derived to the considered trigonometric mechanism. We show that it performs the best among seven comparable models, illustrating the importance of the findings.

  • 16. Farooq, Muhammad
    et al.
    Sarfraz, Sehrish
    Chesneau, Christophe
    Ul Hassan, Mahmood
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Raza, Muhammad Ali
    Khan Sherwani, Rehan Ahmad
    Jamal, Farrukh
    Computing Expectiles Using k-Nearest Neighbours Approach2021In: Symmetry, E-ISSN 2073-8994, Vol. 13, no 4, article id 645Article in journal (Refereed)
    Abstract [en]

    Expectiles have gained considerable attention in recent years due to wide applications in many areas. In this study, the k-nearest neighbours approach, together with the asymmetric least squares loss function, called ex-kNN, is proposed for computing expectiles. Firstly, the effect of various distance measures on ex-kNN in terms of test error and computational time is evaluated. It is found that Canberra, Lorentzian, and Soergel distance measures lead to minimum test error, whereas Euclidean, Canberra, and Average of (L1,L∞) lead to a low computational cost. Secondly, the performance of ex-kNN is compared with existing packages er-boost and ex-svm for computing expectiles that are based on nine real life examples. Depending on the nature of data, the ex-kNN showed two to 10 times better performance than er-boost and comparable performance with ex-svm regarding test error. Computationally, the ex-kNN is found two to five times faster than ex-svm and much faster than er-boost, particularly, in the case of high dimensional data. 

  • 17. Khan, Abid
    et al.
    Bashir, Zahid
    Rasheed, H. M. Kashif
    ul Hassan, Mahmood
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Ahmed, Rashid
    Construction of minimal circular nearly strongly balanced repeated measurements designs and their conversion2021In: Communications in statistics. Simulation and computation, ISSN 0361-0918, E-ISSN 1532-4141Article in journal (Refereed)
    Abstract [en]

    Repeated measurements designs (RMDs) are very useful and economical but unfortunately, with the use of RMDs, a major source of bias is arisen, that is the carry over effect. Minimal designs which are strongly and nearly strongly balanced, are preferred to estimate the direct and carry over effects independently. In this article, some new classes of minimal circular nearly strongly balanced RMDs are constructed in periods of two and three different sizes which can be converted directly into minimal circular balanced and minimal strongly balanced which are highly efficient.

  • 18.
    Bjermo, Jonas
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Miller, Frank
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Efficient Estimation of Mean Ability Growth Using Vertical Scaling2021In: Applied measurement in education, ISSN 0895-7347, E-ISSN 1532-4818, Vol. 34, no 3, p. 163-178Article in journal (Refereed)
    Abstract [en]

    In recent years, the interest in measuring growth in student ability in various subjects between different grades in school has increased. Therefore, good precision in the estimated growth is of importance. This paper aims to compare estimation methods and test designs when it comes to precision and bias of the estimated growth of mean ability between two groups of students that differ substantially. This is performed by a simulation study. One- and two-parameter item response models are assumed and the estimated abilities are vertically scaled using the non-equivalent anchor test design by estimating the abilities in one single run, so-called concurrent calibration. The connection between the test design and the Fisher information is also discussed. The results indicate that the expected a posteriori estimation method is preferred when estimating differences in mean ability between groups. Results also indicate that a test design with common items of medium difficulty leads to better precision, which coincides with previous results from horizontal equating.

  • 19.
    Tsirpitzi, Renata Eirini
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Miller, Frank
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Optimal dose-finding for efficacy-safety models2021In: Biometrical Journal, ISSN 0323-3847, E-ISSN 1521-4036, Vol. 63, no 6, p. 1185-1201Article in journal (Refereed)
    Abstract [en]

    Dose-finding is an important part of the clinical development of a new drug. The purpose of dose-finding studies is to determine a suitable dose for future development based on both efficacy and safety. Optimal experimental designs have already been used to determine the design of this kind of studies, however, often that design is focused on efficacy only. We consider an efficacy-safety model, which is a simplified version of the bivariate Emax model. We use here the clinical utility index concept, which provides the desirable balance between efficacy and safety. By maximizing the utility of the patients, we get the estimated dose. This desire leads us to locally c-optimal designs. An algebraic solution for c-optimal designs is determined for arbitrary c vectors using a multivariate version of Elfving's method. The solution shows that the expected therapeutic index of the drug is a key quantity determining both the number of doses, the doses itself, and their weights in the optimal design. A sequential design is proposed to solve the complication of parameter dependency, and it is illustrated in a simulation study.

  • 20.
    Ul Hassan, Mahmood
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Noreen, Zahra
    Ahmed, Rashid
    Regional frequency analysis of annual daily rainfall maxima in Skåne, Sweden2021In: International Journal of Climatology, ISSN 0899-8418, E-ISSN 1097-0088, Vol. 41, no 8, p. 4307-4320Article in journal (Refereed)
    Abstract [en]

    Extreme daily rainfall events are critical for the urban drainage system, human life, agriculture and small catchments. The information about extreme rainfall magnitudes and frequencies is immensely important for civil engineers, city planners, scientists related to water management, rescue operations and flood control works. This study illustrates the results of regional frequency analysis of annual maximum daily rainfall (AMDR) of Skåne County, Sweden. L‐moments based heterogeneity measure (H) reveals that the Skåne County is a homogeneous region. Based on the L‐moment ratio diagram and ZDist statistic results, the generalized normal (GNO) distribution is selected as the most suitable regional distribution. The accuracy measures used in K‐fold cross validation indicate that support vector machine (SVM) model is an appropriate model to find the index rainfall at ungauged sites in the region. The sites characteristics, elevation and latitude are identified as the most important variables to explain the variation in mean annual maximum daily rainfall (MAMDR). Finally, spatial maps of predicted MAMDR for different return periods are constructed by using index rainfall combined with regional quantiles. Spatial maps offer an overall view of the expected MAMDR in the region that is helpful for multiple decision makers including infrastructure planners, city planners, emergency managers, engineers and many others.

  • 21. Naeem, Samreen
    et al.
    Ali, Aqib
    Chesneau, Christophe
    H. Tahir, Muhammad
    Jamal, Farrukh
    Khan Sherwani, Rehan Ahmad
    Ul Hassan, Mahmood
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    The Classification of Medicinal Plant Leaves Based on Multispectral and Texture Feature Using Machine Learning Approach2021In: Agronomy, E-ISSN 2073-4395, Vol. 11, no 2, article id 263Article in journal (Refereed)
    Abstract [en]

    This study proposes the machine learning based classification of medical plant leaves. The total six varieties of medicinal plant leaves-based dataset are collected from the Department of Agriculture, The Islamia University of Bahawalpur, Pakistan. These plants are commonly named in English as (herbal) Tulsi, Peppermint, Bael, Lemon balm, Catnip, and Stevia and scientifically named in Latin as Ocimum sanctum, Mentha balsamea, Aegle marmelos, Melissa officinalis, Nepeta cataria, and Stevia rebaudiana, respectively. The multispectral and digital image dataset are collected via a computer vision laboratory setup. For the preprocessing step, we crop the region of the leaf and transform it into a gray level format. Secondly, we perform a seed intensity-based edge/line detection utilizing Sobel filter and draw five regions of observations. A total of 65 fused features dataset is extracted, being a combination of texture, run-length matrix, and multi-spectral features. For the feature optimization process, we employ a chi-square feature selection approach and select 14 optimized features. Finally, five machine learning classifiers named as a multi-layer perceptron, logit-boost, bagging, random forest, and simple logistic are deployed on an optimized medicinal plant leaves dataset, and it is observed that the multi-layer perceptron classifier shows a relatively promising accuracy of 99.01% as compared to the competition. The distinct classification accuracy by the multi-layer perceptron classifier on six medicinal plant leaves are 99.10% for Tulsi, 99.80% for Peppermint, 98.40% for Bael, 99.90% for Lemon balm, 98.40% for Catnip, and 99.20% for Stevia.

    Download full text (pdf)
    fulltext
  • 22. Özkale, M. Revan
    et al.
    Nyquist, Hans
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    The stochastic restricted ridge estimator in generalized linear models2021In: Statistical papers, ISSN 0932-5026, E-ISSN 1613-9798, Vol. 62, p. 1421-1460Article in journal (Refereed)
    Abstract [en]

    Many researchers have studied restricted estimation in the context of exact and stochastic restrictions in linear regression. Some ideas in linear regression, where the ridge and restricted estimations are the well known, were carried to the generalized linear models which provide a wide range of models, including logistic regression, Poisson regression, etc. This study considers the estimation of generalized linear models under stochastic restrictions on the parameters. Furthermore, the sampling distribution of the estimators under the stochastic restriction, the compatibility test and choice of the biasing parameter are given. A real data set is analyzed and simulation studies concerning Binomial and Poisson distributions are conducted. The results show that when stochastic restrictions and ridge idea are simultaneously applied to the estimation methods, the new estimator gains efficiency in terms of having smaller variance and mean square error.

  • 23. Kousar, Samara
    et al.
    Khan, Abrar Raza
    Ul Hassan, Mahmood
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Zahra, Noreen
    Bhatti, Sajjad Haider
    Some best-fit probability distributions for at-site flood frequency analysis of the Ume River2020In: Journal of Flood Risk Management, ISSN 1753-318X, E-ISSN 1753-318X, Vol. 13, no 3, article id e12640Article in journal (Refereed)
    Abstract [en]

    At‐site flood frequency analysis is a direct method of flood estimation at a given site. The choice of an appropriate probability distribution and parameter estimation method plays a vital role in at‐site frequency analysis. In the current article, flood frequency analysis is carried out at five gauging sites of the Ume River in Sweden. Generalised extreme value, three‐parameter log‐normal, generalised logistic and Gumbel distributions are fitted to the annual maximum peak flow data. The L‐moment and the maximum likelihood methods are used to estimate the parameters of the distributions. Based on different goodness‐of‐fit tests and accuracy measures, the three‐parameter log‐normal distribution has been identified as the best‐fitted distribution by using the L‐moments method of estimation for gauging sites Harrsele Krv, Gardiken and Överuman Nedre. The generalised extreme value distribution with the L‐moments estimation provided the best fit to maximum annual streamflow at gauging sites Solberg and Stornorrfors Krv. Finally, the best‐fitted distribution for each gauging site is used to predict the maximum flow of water for return periods of 5, 10, 25, 50, 100, 200, 500, and 1000 years.

  • 24.
    Ul Hassan, Mahmood
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Achievement tests and optimal design for pretesting of questions2019Doctoral thesis, comprehensive summary (Other academic)
    Abstract [en]

    Achievement tests are used to measure the students' proficiency in a particular knowledge. Computerized achievement tests (e.g. GRE and SAT) are usually based on questions available in an item bank to measure the proficiency of students. An item bank is a large collection of items with known characteristics (e.g. difficulty). Item banks are continuously updated and revised with new items in place of obsolete, overexposed or flawed items over time. This thesis is devoted to updating and maintaining the item bank with high-quality questions and better estimations of item parameters (item calibration). 

    The thesis contains four manuscripts. One paper investigates the impact of student ability dimensionality on the estimated parameters and the other three deal with item calibration.

    In the first paper, we investigate how the ability dimensionality influences the estimates of the item-parameters. By a case and simulation study, we found that a multidimensional model better discriminates among the students.

    The second paper describes a method for optimal item calibration by efficiently selecting the examinees based on their ability levels. We develop an algorithm which selects intervals for the students' ability levels for optimal calibration of the items. We also develop an equivalence theorem for item calibration to verify the optimal design.  

    The algorithm developed in Paper II becomes complicated with the increase of number of calibrated items. So, in Paper III we develop a new exchange algorithm based on the equivalence theorem developed in Paper II.

    Finally, the fourth paper generalizes the exchange algorithm described in Paper III by assuming that the students have multidimensional abilities to answer the questions.

    Download full text (pdf)
    Achievement tests and optimal design for pretesting of questions
    Download (jpg)
    Omslagsframsida
  • 25.
    Ul Hassan, Mahmood
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Miller, Frank
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Optimal Item Calibration for Computerized Achievement Tests2019In: Psychometrika, ISSN 0033-3123, E-ISSN 1860-0980, Vol. 84, no 4, p. 1101-1128Article in journal (Refereed)
    Abstract [en]

    Item calibration is a technique to estimate characteristics of questions (called items) for achievement tests. In computerized tests, item calibration is an important tool for maintaining, updating and developing new items for an item bank. To efficiently sample examinees with specific ability levels for this calibration, we use optimal design theory assuming that the probability to answer correctly follows an item response model. Locally optimal unrestricted designs have usually a few design points for ability. In practice, it is hard to sample examinees from a population with these specific ability levels due to unavailability or limited availability of examinees. To counter this problem, we use the concept of optimal restricted designs and show that this concept naturally fits to item calibration. We prove an equivalence theorem needed to verify optimality of a design. Locally optimal restricted designs provide intervals of ability levels for optimal calibration of an item. When assuming a two-parameter logistic model, several scenarios with D-optimal restricted designs are presented for calibration of a single item and simultaneous calibration of several items. These scenarios show that the naive way to sample examinees around unrestricted design points is not optimal.

    Download full text (pdf)
    fulltext
  • 26.
    Hassan, Mahmood Ul
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Hayat, Omar
    Noreen, Zahra
    Selecting the best probability distribution for at-site flood frequency analysis; a study of Torne River2019In: SN Applied Sciences, ISSN 2523-3963, E-ISSN 2523-3971, Vol. 1, no 12, article id 1629Article in journal (Refereed)
    Abstract [en]

    At-site flood frequency analysis is a direct method of estimation of flood frequency at a particular site. The appropriate selection of probability distribution and a parameter estimation method are important for at-site flood frequency analysis. Generalized extreme value, three-parameter log-normal, generalized logistic, Pearson type-III and Gumbel distributions have been considered to describe the annual maximum steam flow at five gauging sites of Torne River in Sweden. To estimate the parameters of distributions, maximum likelihood estimation and L-moments methods are used. The performance of these distributions is assessed based on goodness-of-fit tests and accuracy measures. At most sites, the best-fitted distributions are with LM estimation method. Finally, the most suitable distribution at each site is used to predict the maximum flood magnitude for different return periods.

  • 27.
    Miller, Frank
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Burman, Carl-Fredrik
    A decision theoretical modeling for Phase III investments and drug licensing2018In: Journal of Biopharmaceutical Statistics, ISSN 1054-3406, E-ISSN 1520-5711, Vol. 28, no 4, p. 698-721Article in journal (Refereed)
    Abstract [en]

    For a new candidate drug to become an approved medicine, several decision points have to be passed. In this article, we focus on two of them: First, based on Phase II data, the commercial sponsor decides to invest (or not) in Phase III. Second, based on the outcome of Phase III, the regulator determines whether the drug should be granted market access. Assuming a population of candidate drugs with a distribution of true efficacy, we optimize the two stakeholders' decisions and study the interdependence between them. The regulator is assumed to seek to optimize the total public health benefit resulting from the efficacy of the drug and a safety penalty. In optimizing the regulatory rules, in terms of minimal required sample size and the Type I error in Phase III, we have to consider how these rules will modify the commercial optimization made by the sponsor. The results indicate that different Type I errors should be used depending on the rarity of the disease.

  • 28.
    Miller, Frank
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Zohar, Sarah
    Stallard, Nigel
    Madan, Jason
    Posch, Martin
    Hee, Siew Wan
    Pearce, Michael
    Vågerö, Mårten
    Day, Simon
    Approaches to sample size calculation for clinical trials in rare diseases2018In: Pharmaceutical statistics, ISSN 1539-1604, E-ISSN 1539-1612, Vol. 17, no 3, p. 214-230Article in journal (Refereed)
    Abstract [en]

    We discuss 3 alternative approaches to sample size calculation: traditional sample size calculation based on power to show a statistically significant effect, sample size calculation based on assurance, and sample size based on a decision-theoretic approach. These approaches are compared head-to-head for clinical trial situations in rare diseases. Specifically, we consider 3 case studies of rare diseases (Lyell disease, adult-onset Still disease, and cystic fibrosis) with the aim to plan the sample size for an upcoming clinical trial. We outline in detail the reasonable choice of parameters for these approaches for each of the 3 case studies and calculate sample sizes. We stress that the influence of the input parameters needs to be investigated in all approaches and recommend investigating different sample size approaches before deciding finally on the trial size. Highly influencing for the sample size are choice of treatment effect parameter in all approaches and the parameter for the additional cost of the new treatment in the decision-theoretic approach. These should therefore be discussed extensively.

  • 29. Posch, Martin
    et al.
    Klinglmueller, Florian
    König, Franz
    Miller, Frank
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Estimation after blinded sample size reassessment2018In: Statistical Methods in Medical Research, ISSN 0962-2802, E-ISSN 1477-0334, Vol. 27, no 6, p. 1830-1846Article in journal (Refereed)
    Abstract [en]

    Blinded sample size reassessment is a popular means to control the power in clinical trials if no reliable information on nuisance parameters is available in the planning phase. We investigate how sample size reassessment based on blinded interim data affects the properties of point estimates and confidence intervals for parallel group superiority trials comparing the means of a normal endpoint. We evaluate the properties of two standard reassessment rules that are based on the sample size formula of the z-test, derive the worst case reassessment rule that maximizes the absolute mean bias and obtain an upper bound for the mean bias of the treatment effect estimate.

  • 30. Friede, Tim
    et al.
    Posch, Martin
    Zohar, Sarah
    Alberti, Corinne
    Benda, Norbert
    Comets, Emmanuelle
    Day, Simon
    Dmitrienko, Alex
    Graf, Alexandra
    Guenhan, Burak Kuersad
    Hee, Siew Wan
    Lentz, Frederike
    Madan, Jason
    Miller, Frank
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Ondra, Thomas
    Pearce, Michael
    Roever, Christian
    Toumazi, Artemis
    Unkel, Steffen
    Ursino, Moreno
    Wassmer, Gernot
    Stallard, Nigel
    Recent advances in methodology for clinical trials in small populations: the InSPiRe project2018In: Orphanet Journal of Rare Diseases, ISSN 1750-1172, E-ISSN 1750-1172, Vol. 13, article id 186Article, review/survey (Refereed)
    Abstract [en]

    Where there are a limited number of patients, such as in a rare disease, clinical trials in these small populations present several challenges, including statistical issues. This led to an EU FP7 call for proposals in 2013. One of the three projects funded was the Innovative Methodology for Small Populations Research (InSPiRe) project. This paper summarizes the main results of the project, which was completed in 2017. The InSPiRe project has led to development of novel statistical methodology for clinical trials in small populations in four areas. We have explored new decision-making methods for small population clinical trials using a Bayesian decision-theoretic framework to compare costs with potential benefits, developed approaches for targeted treatment trials, enabling simultaneous identification of subgroups and confirmation of treatment effect for these patients, worked on early phase clinical trial design and on extrapolation from adult to pediatric studies, developing methods to enable use of pharmacokinetics and pharmacodynamics data, and also developed improved robust meta-analysis methods for a small number of trials to support the planning, analysis and interpretation of a trial as well as enabling extrapolation between patient groups. In addition to scientific publications, we have contributed to regulatory guidance and produced free software in order to facilitate implementation of the novel methods.

  • 31. Pearce, Michael
    et al.
    Hee, Siew Wan
    Madan, Jason
    Posch, Martin
    Day, Simon
    Miller, Frank
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Zohar, Sarah
    Stallard, Nigel
    Value of information methods to design a clinical trial in a small population to optimise a health economic utility function2018In: BMC Medical Research Methodology, ISSN 1471-2288, E-ISSN 1471-2288, Vol. 18, article id 20Article in journal (Refereed)
    Abstract [en]

    Background: Most confirmatory randomised controlled clinical trials (RCTs) are designed with specified power, usually 80% or 90%, for a hypothesis test conducted at a given significance level, usually 2.5% for a one-sided test. Approval of the experimental treatment by regulatory agencies is then based on the result of such a significance test with other information to balance the risk of adverse events against the benefit of the treatment to future patients. In the setting of a rare disease, recruiting sufficient patients to achieve conventional error rates for clinically reasonable effect sizes may be infeasible, suggesting that the decision-making process should reflect the size of the target population. Methods: We considered the use of a decision-theoretic value of information (VOI) method to obtain the optimal sample size and significance level for confirmatory RCTs in a range of settings. We assume the decision maker represents society. For simplicity we assume the primary endpoint to be normally distributed with unknown mean following some normal prior distribution representing information on the anticipated effectiveness of the therapy available before the trial. The method is illustrated by an application in an RCT in haemophilia A. We explicitly specify the utility in terms of improvement in primary outcome and compare this with the costs of treating patients, both financial and in terms of potential harm, during the trial and in the future. Results: The optimal sample size for the clinical trial decreases as the size of the population decreases. For non-zero cost of treating future patients, either monetary or in terms of potential harmful effects, stronger evidence is required for approval as the population size increases, though this is not the case if the costs of treating future patients are ignored. Conclusions: Decision-theoretic VOI methods offer a flexible approach with both type I error rate and power (or equivalently trial sample size) depending on the size of the future population for whom the treatment under investigation is intended. This might be particularly suitable for small populations when there is considerable information about the patient population.

  • 32. Broberg, Per
    et al.
    Miller, Frank
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Conditional estimation in two-stage adaptive designs2017In: Biometrics, ISSN 0006-341X, E-ISSN 1541-0420, Vol. 73, no 3, p. 895-904Article in journal (Refereed)
    Abstract [en]

    We consider conditional estimation in two-stage sample size adjustable designs and the consequent bias. More specifically, we consider a design which permits raising the sample size when interim results look rather promising, and which retains the originally planned sample size when results look very promising. The estimation procedures reported comprise the unconditional maximum likelihood, the conditionally unbiased Rao-Blackwell estimator, the conditional median unbiased estimator, and the conditional maximum likelihood with and without bias correction. We compare these estimators based on analytical results and a simulation study. We show how they can be applied in a real clinical trial setting.

  • 33. Stallard, Nigel
    et al.
    Miller, Frank
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Day, Simon
    Hee, Siew Wan
    Madan, Jason
    Zohar, Sarah
    Posch, Martin
    Determination of the optimal sample size for a clinical trial accounting for the population size2017In: Biometrical Journal, ISSN 0323-3847, E-ISSN 1521-4036, Vol. 59, no 4, p. 609-625Article in journal (Refereed)
    Abstract [en]

    The problem of choosing a sample size for a clinical trial is a very common one. In some settings, such as rare diseases or other small populations, the large sample sizes usually associated with the standard frequentist approach may be infeasible, suggesting that the sample size chosen should reflectthe size of the population under consideration. Incorporation of the population size is possible in adecision-theoretic approach either explicitly by assuming that the population size is fixed and known, or implicitly through geometric discounting of the gain from future patients reflecting the expected population size. This paper develops such approaches. Building on previous work, an asymptotic expression is derived for the sample size for single and two-arm clinical trials in the general case of a clinical trial with a primary endpoint with a distribution of one parameter exponential family form that optimizes a utility function that quantifies the cost and gain per patient as a continuous function of this parameter. It is shown that as the size of the population, N, or expected size, N∗ in the case of geometric discounting, becomes large, the optimal trial size is O(N^1/2) or O(N∗^1/2). The sample size obtained from the asymptotic expression is also compared with the exact optimal sample size in examples with responses with Bernoulli and Poisson distributions, showing that the asymptotic approximations can also be reasonable in relatively small sample sizes.

  • 34. Hee, Siew Wan
    et al.
    Willis, Adrian
    Smith, Catrin Tudur
    Day, Simon
    Miller, Frank
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Madan, Jason
    Posch, Martin
    Zohar, Sarah
    Stallard, Nigel
    Does the low prevalence affect the sample size of interventional clinical trials of rare diseases? An analysis of data from the aggregate analysis of clinicaltrials.gov2017In: Orphanet Journal of Rare Diseases, ISSN 1750-1172, E-ISSN 1750-1172, Vol. 12, article id 44Article in journal (Refereed)
    Abstract [en]

    Background: Clinical trials are typically designed using the classical frequentist framework to constrain type I and II error rates. Sample sizes required in such designs typically range from hundreds to thousands of patients which can be challenging for rare diseases. It has been shown that rare disease trials have smaller sample sizes than non-rare disease trials. Indeed some orphan drugs were approved by the European Medicines Agency based on studies with as few as 12 patients. However, some studies supporting marketing authorisation included several hundred patients. In this work, we explore the relationship between disease prevalence and other factors and the size of interventional phase 2 and 3 rare disease trials conducted in the US and/or EU. We downloaded all clinical trials from Aggregate Analysis of ClinialTrials.gov (AACT) and identified rare disease trials by cross-referencing MeSH terms in AACT with the list from Orphadata. We examined the effects of prevalence and phase of study in a multiple linear regression model adjusting for other statistically significant trial characteristics. Results: Of 186941 ClinicalTrials.gov trials only 1567 (0.8%) studied a single rare condition with prevalence information from Orphadata. There were 19 (1.2%) trials studying disease with prevalence <1/1,000,000, 126 (8.0%) trials with 1-9/1,000,000, 791 (50.5%) trials with 1-9/100,000 and 631 (40.3%) trials with 1-5/10,000. Of the 1567 trials, 1160 (74%) were phase 2 trials. The fitted mean sample size for the rarest disease ( prevalence <1/1,000,000) in phase 2 trials was the lowest ( mean, 15.7; 95% CI, 8.7-28.1) but were similar across all the other prevalence classes; mean, 26.2 ( 16.1-42.6), 33. 8 (22.1-51.7) and 35.6 (23.3-54.3) for prevalence 1-9/1,000,000, 1-9/100,000 and 1-5/10,000, respectively. Fitted mean size of phase 3 trials of rarer diseases, <1/1,000,000 (19.2, 6.9-53.2) and 1-9/1,000,000 (33.1, 18.6-58.9), were similar to those in phase 2 but were statistically significant lower than the slightly less rare diseases, 1-9/100,000 (75.3, 48.2-117.6) and 1-5/10,000 (77.7, 49.6-121.8), trials. Conclusions: We found that prevalence was associated with the size of phase 3 trials with trials of rarer diseases noticeably smaller than the less rare diseases trials where phase 3 rarer disease ( prevalence <1/100,000) trials were more similar in size to those for phase 2 but were larger than those for phase 2 in the less rare disease ( prevalence >= 1/100,000) trials.

  • 35. Hee, Siew Wan
    et al.
    Hamborg, Thomas
    Day, Simon
    Madan, Jason
    Miller, Frank
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Posch, Martin
    Zohar, Sarah
    Stallard, Nigel
    Decision-theoretic designs for small trials and pilot studies: A review2016In: Statistical Methods in Medical Research, ISSN 0962-2802, E-ISSN 1477-0334, Vol. 25, no 3, p. 1022-1038Article, review/survey (Refereed)
    Abstract [en]

    Pilot studies and other small clinical trials are often conducted but serve a variety of purposes and there is little consensus on their design. One paradigm that has been suggested for the design of such studies is Bayesian decision theory. In this article, we review the literature with the aim of summarizing current methodological developments in this area. We find that decision-theoretic methods have been applied to the design of small clinical trials in a number of areas. We divide our discussion of published methods into those for trials conducted in a single stage, those for multi-stage trials in which decisions are made through the course of the trial at a number of interim analyses, and those that attempt to design a series of clinical trials or a drug development programme. In all three cases, a number of methods have been proposed, depending on the decision maker’s perspective being considered and the details of utility functions that are used to construct the optimal design.

  • 36. Törnblom, Michael
    et al.
    Bergman, Gudrun Jonasdottir
    Jørgensen, Leif Albert
    Fackle-Fornius, Ellinor
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Rosenlund, Mats
    Extracting Dosage Per Day From Free-Text Medication Prescriptions2016In: Value in Health, ISSN 1098-3015, E-ISSN 1524-4733, Vol. 19, no 7, p. A393-A393Article in journal (Refereed)
    Abstract [en]

    Objectives The Swedish prescribed drug register contains dose instructions as written by the physician. A challenge is to convert the text into a number of doses per day which can be used to calculate duration of treatment. The objective of this study is to compare algorithms for named entity recognition to extract dosage per day. Methods Two sequence models, Hidden Markov Model (HMM) and Conditional Random Fields (CRF), were used to predict label sequences. The HMM and CRF were compared using different measures of prediction: precision, recall, F-score and accuracy. We also evaluated how prediction was effected by including more labels and features; for CRF models we used 12 labels for both models with 2 and 11 feature types respectively, for HMM models we used 12, 15 and 18 labels respectively. Using the predicted labels, a rule-based algorithm was used to predict dosage per day. Prediction of dosage per day was evaluated using accuracy. Results Label prediction: As expected, increasing the number of labels/features increased the F-score. The CRF model with 11 feature types had a F-score of 0.989 compared to 0.972 using two feature types. The HMM model with 15 and 18 labels both achieved a F-score of 0.986 compared to 0.966 using 12 labels. In terms of precision and recall the performance of the CRF and HMM varied. Dosage prediction: The CRF model with 11 feature types achieved 97.2% accuracy. The HMM with 15 labels achieved a higher accuracy than with 18 labels (95.7% versus 95.5%). Conclusions The CRF had the highest accuracy in label and dosage per day prediction. The HMM model also had comparably high accuracy but was generally lower than the CRF. We recommend CRF over HMM for named entity recognition on prescription text; it is time efficient and predicts dosage per day with high accuracy.

  • 37.
    Ul Hassan, Mahmood
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Stockhammar, Pär
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Fitting probability distributions to economic growth: a maximum likelihood approach2016In: Journal of Applied Statistics, ISSN 0266-4763, E-ISSN 1360-0532, Vol. 43, no 9, p. 1583-1603Article in journal (Refereed)
    Abstract [en]

    The growth rate of the gross domestic product (GDP) usually carries heteroscedasticity, asymmetry and fat-tails. In this study three important and significantly heteroscedastic GDP series are examined. A Normal, normal-mixture, normal-asymmetric Laplace distribution and a Student's t-Asymmetric Laplace (TAL) distribution mixture are considered for distributional fit comparison of GDP growth series after removing heteroscedasticity. The parameters of the distributions have been estimated using maximum likelihood method. Based on the results of different accuracy measures, goodness-of-fit tests and plots, we find out that in the case of asymmetric, heteroscedastic and highly leptokurtic data the TAL-distribution fits better than the alternatives. In the case of asymmetric, heteroscedastic but less leptokurtic data the NM fit is superior. Furthermore, a simulation study has been carried out to obtain standard errors for the estimated parameters. The results of this study might be used in e.g. density forecasting of GDP growth series or to compare different economies.

  • 38. Ondra, Thomas
    et al.
    Dmitrienko, Alex
    Friede, Tim
    Graf, Alexandra
    Miller, Frank
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Stallard, Nigel
    Posch, Martin
    Methods for identification and confirmation of targeted subgroups in clinical trials: A systematic review2016In: Journal of Biopharmaceutical Statistics, ISSN 1054-3406, E-ISSN 1520-5711, Vol. 26, no 1, p. 99-119Article in journal (Refereed)
    Abstract [en]

    Important objectives in the development of stratified medicines include the identification and confirmation of subgroups of patients with a beneficial treatment effect and a positive benefit-risk balance. We report the results of a literature review on methodological approaches to the design and analysis of clinical trials investigating a potential heterogeneity of treatment effects across subgroups. The identified approaches are classified based on certain characteristics of the proposed trial designs and analysis methods. We distinguish between exploratory and confirmatory subgroup analysis, frequentist, Bayesian and decision-theoretic approaches and, last, fixed-sample, group-sequential, and adaptive designs and illustrate the available trial designs and analysis strategies with published case studies.

  • 39.
    Normark, Sofia
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Minimax designs for 2(k) factorial experiments for generalized linear models2016In: Communications in Statistics - Theory and Methods, ISSN 0361-0926, E-ISSN 1532-415X, Vol. 45, no 16, p. 4788-4797Article in journal (Refereed)
    Abstract [en]

    Formulas for A- and C-optimal allocations for binary factorial experiments in the context of generalized linear models are derived. Since the optimal allocations depend on GLM weights, which often are unknown, a minimax strategy is considered. This is shown to be simple to apply to factorial experiments. Efficiency is used to evaluate the resulting design. In some cases, the minimax design equals the optimal design. For other cases no general conclusion can be drawn. An example of a two-factor logit model suggests that the minimax design performs well, and often better than a uniform allocation.

  • 40. Ghosh, Subir
    et al.
    Nyquist, Hans
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Model fitting and optimal design for a class of binary response models2016In: Journal of Statistical Planning and Inference, ISSN 0378-3758, E-ISSN 1873-1171, Vol. 179, p. 22-35Article in journal (Refereed)
    Abstract [en]

    A class of binary response models is considered for describing the data on a response variable having two possible outcomes and q explanatory variables when the odds ratios on the response are a linear function of the explanatory variables. The models provide the closed form solutions of the maximum likelihood estimating equations for the parameter estimation under a Bernoulli setup. A data example is presented to demonstrate the better goodness of fit of a model within this class in comparison with the logit, probit, and complimentary log log models. The design conditions are given and locally optimal designs are presented for some special cases under the D-, A-, and E-, optimality criterion functions. Two designs, one efficient for identifying one model and other efficient for identifying another model, are then compared for their discrimination abilities between two models even before the data collection.

  • 41.
    Magnúsdóttir, Bergrún Tinna
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Optimal designs for a multiresponse Emax model and efficient parameter estimation2016In: Biometrical Journal, ISSN 0323-3847, E-ISSN 1521-4036, Vol. 58, no 3, p. 518-534Article in journal (Refereed)
    Abstract [en]

    The aim of dose finding studies is sometimes to estimate parameters in a fitted model. The precision of the parameter estimates should be as high as possible. This can be obtained by increasing the number of subjects in the study, N, choosing a good and efficient estimation approach, and by designing the dose finding study in an optimal way. Increasing the number of subjects is not always feasible because of increasing cost, time limitations, etc. In this paper, we assume fixed N and consider estimation approaches and study designs for multiresponse dose finding studies. We work with diabetes dose-response data and compare a system estimation approach that fits a multiresponse Emax model to the data to equation-by-equation estimation that fits uniresponse Emax models to the data. We then derive some optimal designs for estimating the parameters in the multi- and uniresponse Emax model and study the efficiency of these designs.

  • 42.
    Fackle-Fornius, Ellinor
    et al.
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Miller, Frank
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Nyquist, Hans
    Stockholm University, Faculty of Social Sciences, Department of Statistics.
    Implementation of maximin efficient designs in dose-finding studies2015In: Pharmaceutical statistics, ISSN 1539-1604, E-ISSN 1539-1612, Vol. 14, no 1, p. 63-73Article in journal (Refereed)
    Abstract [en]

    This paper considers the maximin approach for designing clinical studies. A maximin efficient design maximizes the smallest efficiency when compared with a standard design, as the parameters vary in a specified subset of the parameter space. To specify this subset of parameters in a real situation, a four-step procedure using elicitation based on expert opinions is proposed. Further, we describe why and how we extend the initially chosen subset of parameters to a much larger set in our procedure. By this procedure, the maximin approach becomes feasible for dose-finding studies. Maximin efficient designs have shown to be numerically difficult to construct. However, a new algorithm, the H-algorithm, considerably simplifies the construction of these designs.We exemplify the maximin efficient approach by considering a sigmoid Emax model describing a dose–response relationship and compare inferential precision with that obtained when using a uniform design. The design obtained is shown to be at least 15% more efficient than the uniform design.

  • 43.
    Fackle-Fornius, Ellinor