Evidence
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The present work is limited to the bivariate normal copula, which imposes a linear and symmetric dependence structure at the within-study level. Extending the model to alternative copula families, such as the bivariate beta distribution or vine copulas, would allow a wider range of dependence structures to be captured, although the small number of studies typically available in meta-analyses of diagnostic or surrogate accuracy may limit the reliable estimation of additional dependence parameters.
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Card 1 · CopulaDTA: An R Package for Copula Based Bivariate Beta-Binomial Models for Diagnostic Test Accuracy Studies in a Bayesian Framework
The current statistical procedures implemented in statistical software packages for pooling of diagnostic test accuracy data include hSROC regression and the bivariate random-effects meta-analysis model (BRMA). However, these models do not report the overall mean but rather the mean for a central st…
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The current statistical procedures implemented in statistical software packages for pooling of diagnostic test accuracy data include hSROC regression and the bivariate random-effects meta-analysis model (BRMA). However, these models do not report the overall mean but rather the mean for a central study with random-effect equal to zero and have difficulties estimating the correlation between sensitivity and specificity when the number of studies in the meta-analysis is small and/or when the between-study variance is relatively large. This tutorial on advanced statistical methods for meta-analysis of diagnostic accuracy studies discusses and demonstrates Bayesian modeling using CopulaDTA package in R to fit different models to obtain the meta-analytic parameter estimates. The focus is on the joint modelling of sensitivity and specificity using copula based bivariate beta distribution. Essentially, we extend the work of Nikoloulopoulos by: i) presenting the Bayesian approach which offers …
Card 2 · Examination and visualisation of the simplifying assumption for vine copulas in three dimensions
Summary Vine copulas are a highly flexible class of dependence models, which are based on the decomposition of the density into bivariate building blocks. For applications one usually makes the simplifying assumption that copulas of conditional distributions are independent of the variables on which…
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Summary Vine copulas are a highly flexible class of dependence models, which are based on the decomposition of the density into bivariate building blocks. For applications one usually makes the simplifying assumption that copulas of conditional distributions are independent of the variables on which they are conditioned. However this assumption has been criticised for being too restrictive. We examine both simplified and non‐simplified vine copulas in three dimensions and investigate conceptual differences. We show and compare contour surfaces of three‐dimensional vine copula models, which prove to be much more informative than the contour lines of the bivariate marginals. Our investigation shows that non‐simplified vine copulas can exhibit arbitrarily irregular shapes, whereas simplified vine copulas appear to be smooth extrapolations of their bivariate margins to three dimensions. In addition to a variety of constructed examples, we also investigate a three‐dimensional subset of the …
Card 3 · Conditional copula models for right-censored clustered event time data
This article proposes a modeling strategy to infer the impact of a covariate on the dependence structure of right-censored clustered event time data. The joint survival function of the event times is modeled using a conditional copula whose parameter depends on a cluster-level covariate in a functio…
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This article proposes a modeling strategy to infer the impact of a covariate on the dependence structure of right-censored clustered event time data. The joint survival function of the event times is modeled using a conditional copula whose parameter depends on a cluster-level covariate in a functional way. We use a local likelihood approach to estimate the form of the copula parameter and outline a generalized likelihood ratio-type test strategy to formally test its constancy. A bootstrap procedure is employed to obtain an approximate $p$-value for the test. The performance of the proposed estimation and testing methods is evaluated in simulations under different rates of right-censoring and for various parametric copula families, considering both parametrically and nonparametrically estimated margins. We apply the methods to data from the Diabetic Retinopathy Study to assess the impact of age at diabetes onset on the time to loss of visual acuity.
Card 4 · A goodness-of-fit test for bivariate extreme-value copulas
It is often reasonable to assume that the dependence structure of a bivariate continuous distribution belongs to the class of extreme-value copulas. The latter are characterized by their Pickands dependence function. In this paper, a procedure is proposed for testing whether this function belongs to…
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It is often reasonable to assume that the dependence structure of a bivariate continuous distribution belongs to the class of extreme-value copulas. The latter are characterized by their Pickands dependence function. In this paper, a procedure is proposed for testing whether this function belongs to a given parametric family. The test is based on a Cramér–von Mises statistic measuring the distance between an estimate of the parametric Pickands dependence function and either one of two nonparametric estimators thereof studied by Genest and Segers [Ann. Statist. 37 (2009) 2990–3022]. As the limiting distribution of the test statistic depends on unknown parameters, it must be estimated via a parametric bootstrap procedure, the validity of which is established. Monte Carlo simulations are used to assess the power of the test and an extension to dependence structures that are left-tail decreasing in both variables is considered.
Card 5 · Two-step estimation of a multivariate Lévy process
Based on the concept of a Lévy copula to describe the dependence structure of a multivariate Lévy process we present a new estimation procedure. We consider a parametric model for the marginal Lévy processes as well as for the Lévy copula and estimate the parameters by a two-step procedure. We first…
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Based on the concept of a Lévy copula to describe the dependence structure of a multivariate Lévy process we present a new estimation procedure. We consider a parametric model for the marginal Lévy processes as well as for the Lévy copula and estimate the parameters by a two-step procedure. We first estimate the parameters of the marginal processes, and then estimate in a second step only the dependence structure parameter. For infinite Lévy measures we truncate the small jumps and base our statistical analysis on the large jumps of the model. Prominent example will be a bivariate stable \lp, which allows for analytic calculations and, hence, for a comparison of different methods. We prove asymptotic normality of the parameter estimates from the two-step procedure and, in particular, we derive the Godambe information matrix, whose inverse is the covariance matrix of the normal limit law. A simulation study investigates the loss of efficiency because of the two-step procedure and the tr …
Model-reported card use
Card 1 · fact
Affected output: Extending the model to alternative copula families, such as the bivariate beta distribution or vine copulas, would allow a wider range of dependence structures to be captured
Model explanation: This row supplied the factual premise that copula-based models offer greater flexibility in modelling different correlation structures than the normal distribution, which grounds the claim that alternative copula families would capture a wider range of dependence structures.
Card 1 · scope
Affected output: although the small number of studies typically available in meta-analyses of diagnostic or surrogate accuracy may limit the reliable estimation of additional dependence parameters
Model explanation: This row narrowed the scope of the extension claim by establishing that correlation estimation is difficult when the number of studies is small, which qualifies the proposal to add more dependence parameters.
Card 2 · terminology
Affected output: vine copulas
Model explanation: This row supplied the term 'vine copulas' as a named alternative copula family, which the draft had not previously introduced in this discussion.