Bayesian and frequentist predictive inference for the patterns of care studies

Abstract The Patterns of Care Studies were conducted to determine the quality of care received by cancer patients whose primary treatment modality is radiation therapy. In this article, we propose and evaluate models which, if acceptable, permit Bayesian and frequentist model-based predictive inference for the desired finite population parameters. Using both hierarchical Bayesian and frequentist mixed linear models, we describe methodology for making the desired inferences, emphasizing the use of transformed random variables. Finally, we compare the frequentist, Bayes, and empirical Bayes approaches using data from one of the surveys. All three methods produce essentially the same value for the (finite population) mean. The standard empirical Bayes and frequentist measures of variability are very much smaller than those derived from the Bayesian approach, the latter reflecting uncertainty about the values of the scale parameters in the model.

[1]  S. Weisberg,et al.  Diagnostics for heteroscedasticity in regression , 1983 .

[2]  Jeremy MG Taylor,et al.  The Retransformed Mean after a Fitted Power Transformation , 1986 .

[3]  L. Ryan,et al.  ASSESSING NORMALITY IN RANDOM EFFECTS MODELS , 1989 .

[4]  David Ruppert,et al.  Transformations to symmetry and homoscedasticity , 1989 .

[5]  Stuart A. Klugman Bayesian Statistics in Actuarial Science: With Emphasis on Credibility , 1991 .

[6]  Joseph Sedransk,et al.  Distinguishing among Distributions Using Data from Complex Sample Designs , 1979 .

[7]  P. Solomon Transformations for components of variance and covariance , 1985 .

[8]  J. Friedman,et al.  Projection Pursuit Regression , 1981 .

[9]  R. R. Hocking,et al.  Variance-component estimation with model-based diagnostics , 1989 .

[10]  Donald Malec,et al.  Bayesian Inference for Finite Population Parameters in Multistage Cluster Sampling , 1985 .

[11]  R. Cook Assessment of Local Influence , 1986 .

[12]  Christine Waternaux,et al.  Methods for Analysis of Longitudinal Data: Blood-Lead Concentrations and Cognitive Development , 1989 .

[13]  R. Tibshirani,et al.  Generalized additive models for medical research , 1986, Statistical methods in medical research.

[14]  R. Royall The Linear Least-Squares Prediction Approach to Two-Stage Sampling , 1976 .

[15]  Joel C. Kleinman,et al.  Proportions with Extraneous Variance: Single and Independent Samples , 1973 .

[16]  Christopher J. Nachtsheim,et al.  Diagnostics for mixed-model analysis of variance , 1987 .

[17]  D. Harville Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems , 1977 .

[18]  A. Scott,et al.  Estimation in Multi-Stage Surveys , 1969 .

[19]  David A. Harville,et al.  Extension of the Gauss-Markov Theorem to Include the Estimation of Random Effects , 1976 .