论文标题

最佳研究设计,用于减少变化点模型中系数估计器的差异

Optimal Study Design for Reducing Variances of Coefficient Estimators in Change-Point Models

论文作者

Xing, Li, Zhang, Xuekui, Hout, Ardo van den, Hofer, Scott, Terrera, Graciela Muniz

论文摘要

在纵向研究中,我们在不同时间点观察到相同变量的测量值,以跟踪其模式随时间的变化。在此类研究中,通常会预先确定数据收集浪潮(即参与者访问的时间),以适应易于项目管理和合规性。因此,通常以均等时间间隔安排这些访问。但是,基于模拟实验的最新出版物表明,研究的力量和模型参数估计器的精度与参与者的访问方案有关。 在本文中,我们考虑了研究疾病结局变化模式的纵向研究(例如,老年人的认知能力下降)。这种研究通常通过破碎模型分析,由两个线性模型的两个段组成,这些线性模型以未知的更改点连接。我们将这个设计问题提出为高维优化问题,并得出其分析解决方案。基于此解决方案,我们提出了访问方案的最佳设计,该设计最大化了功率(即减少估计器的方差),以确定加速下降的开始。使用仿真研究和来自真实数据的证据,我们证明了我们的最佳设计优于标准的同等间隔设计。 应用我们的新设计来计划纵向研究,研究人员可以提高检测模式变化的力量而无需收集额外的数据。

In longitudinal studies, we observe measurements of the same variables at different time points to track the changes in their pattern over time. In such studies, scheduling of the data collection waves (i.e. time of participants' visits) is often pre-determined to accommodate ease of project management and compliance. Hence, it is common to schedule those visits at equally spaced time intervals. However, recent publications based on simulated experiments indicate that the power of studies and the precision of model parameter estimators is related to the participants' visiting schemes. In this paper, we consider the longitudinal studies that investigate the changing pattern of a disease outcome, (e.g. the accelerated cognitive decline of senior adults). Such studies are often analyzed by the broken-stick model, consisting of two segments of linear models connected at an unknown change-point. We formulate this design problem into a high-dimensional optimization problem and derive its analytical solution. Based on this solution, we propose an optimal design of the visiting scheme that maximizes the power (i.e. reduce the variance of estimators) to identify the onset of accelerated decline. Using both simulation studies and evidence from real data, we demonstrate our optimal design outperforms the standard equally-spaced design. Applying our novel design to plan the longitudinal studies, researchers can improve the power of detecting pattern change without collecting extra data.

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