This paper investigates the process determining mutual funds’ conditional probability of closure, i.e., their hazard function. Using a nonparametric approach to estimate the effects of a fund’s age on its hazard rate, we find a distinctly non-linear, inverse U-shaped pattern in the relationship. Hence, young and very old funds are least likely to be closed down. A Ž . fund’s relative performanc...

Nested case-control (NCC) design is a popular sampling method in large epidemiological studies for its cost effectiveness to investigate the temporal relationship of diseases with environmental exposures or biological precursors. Thomas' maximum partial likelihood estimator is commonly used to estimate the regression parameters in Cox's model for NCC data. In this article, we consider a situati...

BACKGROUND Cross-sectional studies with binary outcomes analyzed by logistic regression are frequent in the epidemiological literature. However, the odds ratio can importantly overestimate the prevalence ratio, the measure of choice in these studies. Also, controlling for confounding is not equivalent for the two measures. In this paper we explore alternatives for modeling data of such studies ...

the aim of this study is to investigate iranian tefl graduates’ conception of measurement error in research. adopting a sequential explanatory multi-method strategy (borg, 2009), the researchers analyzed causal and temporal relations in the research narratives elicited from 30 tefl graduates. gee’s (1986) framework for identifying narrative discourse units (lines, stanzas, and episodes) was ado...

Cox proportional hazards (PH) regression is a well-known model for analyzing survival data and its strengths are widely recognized. Threshold regression (TR) is a relatively new methodology but one that is receiving greater attention and being used successfully by researchers in different fields, including biopharmaceutical statistics. In threshold regression, event times are modeled by a stoch...

By means of two simple convexity arguments we are able to develop a general method for proving consistency and asymptotic normality of estimators that are defined by minimisation of convex criterion functions. This method is then applied to a fair range of different statistical estimation problems, including Cox regression, logistic and Poisson regression, least absolute deviation regression ou...

BACKGROUND Polytomous logistic regression models are commonly used in case-control studies of cancer to directly compare the risks associated with an exposure variable across multiple cancer subtypes. However, the validity, accuracy, and efficiency of this approach for prospective cohort studies have not been formally evaluated. METHODS We investigated the performance of the polytomous logist...

MOTIVATION For the past few decades, many statistical methods in genome-wide association studies (GWAS) have been developed to identify SNP-SNP interactions for case-control studies. However, there has been less work for prospective cohort studies, involving the survival time. Recently, Gui et al. (2011) proposed a novel method, called Surv-MDR, for detecting gene-gene interactions associated w...

Problems encountered in multiple regression due to multicolinearity or missing data can be overcome by using PLS regression. Several versions of the PLS regression algorithm exist. In this paper, we present a new version of this algorithm which can be extended to generalized linear regression models such as ordinal or multinomial logistic regression, generalized linear models, and Cox regressio...