Testing intersections of null-hypotheses is an integral part of closed testing procedures for assessing multiple null-hypotheses under family-wise type 1 error control. Popular intersection tests such as the minimum p-value test are based on marginal p-values and are typically evaluated conservatively by disregarding simultaneous behavior of the marginal p-values. We consider a general purpose Wald type test for testing intersections of one-sided null-hypotheses. The test is constructed on the basis of the simultaneous asymptotic behavior of the p values. The simultaneous asymptotic behavior is derived via influence functions of estimators using the so-called stacking approach. In particular, this approach does not require added assumptions on simultaneous behavior to be valid. The resulting test is shown to have attractive power properties and thus forms the basis of a powerful closed testing procedure for testing multiple one-sided hypotheses under family-wise type 1 error control.

Analysis of data from randomized controlled trials in vulnerable populations requires special attention when assessing treatment effect by a score measuring, e.g., disease stage or activity together with onset of prevalent terminal events. In reality, it is impossible to disentangle a disease score from the terminal event, since the score is not clinically meaningful after this event. In this work, we propose to assess treatment interventions simultaneously on the terminal event and the disease score in the absence of a terminal event. Our proposal is based on a natural data-generating mechanism respecting that a disease score does not exist beyond the terminal event. We use modern semi-parametric statistical methods to provide robust and efficient estimation of the risk of terminal event and expected disease score conditional on no terminal event at a pre-specified landmark time. We also use the simultaneous asymptotic behavior of our estimators to develop a powerful closed testing procedure for confirmatory assessment of treatment effect on both onset of terminal event and level of disease score in the absence of a terminal event. A simulation study mimicking a large-scale outcome trial in chronic kidney patients as well as an analysis of that trial is provided to assess performance.

The R package polle is a unifying framework for learning and evaluating finite stage policies based on observational data. The package implements a collection of existing and novel methods for causal policy learning including doubly robust restricted Q-learning, policy tree learning, and outcome weighted learning. The package deals with (near) positivity violations by only considering realistic policies. Highly flexible machine learning methods can be used to estimate the nuisance components and valid inference for the policy value is ensured via cross-fitting. The library is built up around a simple syntax with four main functions policy_data(), policy_def(), policy_learn(), and policy_eval() used to specify the data structure, define user-specified policies, specify policy learning methods and evaluate (learned) policies. The functionality of the package is illustrated via extensive reproducible examples.

Familial aggregation refers to the fact that a particular disease may be overrepresented in some families due to genetic or environmental factors. When studying such phenomena, it is clear that one important aspect is the age of onset of the disease in question, and in addition, the data will typically be right-censored. Therefore, one must apply lifetime data methods to quantify such dependence and to separate it into different sources using polygenic modeling. Another important point is that the occurrence of a particular disease can be prevented by death mdash that is, competing risks mdash and therefore, the familial aggregation should be studied in a model that allows for both death and the occurrence of the disease. We here demonstrate how polygenic modeling can be done for both survival data and competing risks data dealing with right-censoring. The competing risks modeling that we focus on is closely related to the liability threshold model. doi: “10.48550/arXiv.2502.03942”

Applications of structural equation models (SEMs) are often restricted to linear associations between variables. Maximum likelihood (ML) estimation in non-linear models may be complex and require numerical integration. Furthermore, ML inference is sensitive to distributional assumptions. In this paper, we introduce a simple two-stage estimation technique for estimation of non-linear associations between latent variables. Here both steps are based on fitting linear SEMs: first a linear model is fitted to data on the latent predictor and terms describing the non-linear effect are predicted by their conditional means. In the second step, the predictions are included in a linear model for the latent outcome variable. We show that this procedure is consistent and identifies its asymptotic distribution. We also illustrate how this framework easily allows the association between latent variables to be modelled using restricted cubic splines and we develop a modified estimator which is robust to non-normality of the latent predictor. In a simulation study, we compare the proposed method to MLE and alternative two-stage estimation techniques.

We propose to model the cause-specific cumulative incidence function of multivariate competing risks data using a random effects model that allows for within-cluster dependence of both risk and timing. The model contains parameters that makes it possible to assess how the two are connected, e.g. if high-risk is related to early onset. Under the proposed model, the cumulative incidences of all failure causes are modeled and all cause-specific and cross-cause associations specified. Consequently, left-truncation and right-censoring are easily dealt with. The proposed model is assessed using simulation studies and applied in analysis of Danish register-based family data on breast cancer.

Missing covariate values is a common problem in survival analysis. In this paper we propose a novel method for the Cox regression model that is close to maximum likelihood but avoids the use of the EM-algorithm. It exploits that the observed hazard function is multiplicative in the baseline hazard function with the idea being to profile out this function before carrying out the estimation of the parameter of interest. In this step one uses a Breslow type estimator to estimate the cumulative baseline hazard function. We focus on the situation where the observed covariates are categorical which allows us to calculate estimators without having to assume anything about the distribution of the covariates. We show that the proposed estimator is consistent and asymptotically normal, and derive a consistent estimator of the variance–covariance matrix that does not involve any choice of a perturbation parameter. Moderate sample size performance of the estimators is investigated via simulation and by application to a real data example.

Family studies provide an important tool for understanding etiology of diseases, with the key aim of discovering evidence of family aggregation and to determine if such aggregation can be attributed to genetic components. Heritability and concordance estimates are routinely calculated in twin studies of diseases, as a way of quantifying such genetic contribution. The endpoint in these studies are typically defined as occurrence of a disease versus death without the disease. However, a large fraction of the subjects may still be alive at the time of follow-up without having experienced the disease thus still being at risk. Ignoring this right-censoring can lead to severely biased estimates. The classical liability threshold model can be extended with inverse probability of censoring weighting of complete observations. This leads to a flexible way of modelling twin concordance and obtaining consistent estimates of heritability. The method is demonstrated in simulations and applied to data from the population based Danish twin cohort to describe the dependence in prostate cancer occurrence in twins.

An R package for specifying and estimating linear latent variable models is presented. The philosophy of the implementation is to separate the model specification from the actual data, which leads to a dynamic and easy way of modeling complex hierarchical structures. Several advanced features are implemented including robust standard errors for clustered correlated data, multigroup analyses, non-linear parameter constraints, inference with incomplete data, maximum likelihood estimation with censored and binary observations, and instrumental variable estimators. In addition an extensive simulation interface covering a broad range of non-linear generalized structural equation models is described. The model and software are demonstrated in data of measurements of the serotonin transporter in the human brain.

We consider data from the Danish twin registry and aim to study in detail how lifetimes for twin-pairs are correlated. We consider models where we specify the marginals using a regression structure, here Cox’s regression model or the additive hazards model. The best known such model is the Clayton-Oakes model. This model can be extended in several directions. One extension is to allow the dependence parameter to depend on covariates. Another extension is to model dependence via piecewise constant cross-hazard ratio models. We show how both these models can be implemented for large sample data, and suggest a computational solution for obtaining standard errors for such models for large registry data. In addition we consider alternative models that have some computational advantages and with different dependence parameters based on odds ratios of the survival function using the Plackett distribution. We also suggest a way of assessing how and if the dependence is changing over time, by considering either truncated or right-censored versions of the data to measure late or early dependence. This can be used for formally testing if the dependence is constant, or decreasing/increasing. The proposed procedures are applied to Danish twin data to describe dependence in the lifetimes of the twins. Here we show that the early deaths are more correlated than the later deaths, and by comparing MZ and DZ associations we suggest that early deaths might be more driven by genetic factors. This conclusion requires models that are able to look at more local dependence measures. We further show that the dependence differs for MZ and DZ twins and appears to be the same for males and females, and that there are indications that the dependence increases over calendar time.

Information theoretic methods are used to prove convergence in information divergence of reversible Markov chains. Also some ergodic theorems for information divergence are proved.