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A Bayesian approach to case-control studies with errors in the covariates Vallée, Marc
Abstract
It is not uncommon to be faced with imprecise exposure measurements when dealing with case-control data. In cancer case-control studies, for instance, smoking histories may be unreliable. The usual methods of analysis involve logistic regression with different correction factors. The approach we adopt involves Bayesian fitting of a retrospective discriminant analysis model. The parameters of interest are the regression coefficients in the prospective logodds ratio for disease. Under a standard non-informative prior, the posterior means of these parameters are infinite. Posterior medians, however, perform reasonably relative to other estimators that adjust for covariate imprecision. For models with only continuous exposures, the Bayesian inference can be implemented with exact posterior simulation. The presence of binary covariates requires some elements of a covariance matrix to be fixed. We develop a general approach for sampling such a constrained covariance matrix. The Bayesian inference in this context now demands the use of a Gibbs sampling algorithm.
Item Metadata
Title |
A Bayesian approach to case-control studies with errors in the covariates
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Creator | |
Publisher |
University of British Columbia
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Date Issued |
1999
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Description |
It is not uncommon to be faced with imprecise exposure measurements when
dealing with case-control data. In cancer case-control studies, for instance,
smoking histories may be unreliable. The usual methods of analysis involve
logistic regression with different correction factors. The approach we adopt
involves Bayesian fitting of a retrospective discriminant analysis model. The
parameters of interest are the regression coefficients in the prospective logodds
ratio for disease. Under a standard non-informative prior, the posterior
means of these parameters are infinite. Posterior medians, however, perform
reasonably relative to other estimators that adjust for covariate imprecision.
For models with only continuous exposures, the Bayesian inference can be
implemented with exact posterior simulation.
The presence of binary covariates requires some elements of a covariance
matrix to be fixed. We develop a general approach for sampling such
a constrained covariance matrix. The Bayesian inference in this context now
demands the use of a Gibbs sampling algorithm.
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Extent |
3004229 bytes
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Genre | |
Type | |
File Format |
application/pdf
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Language |
eng
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Date Available |
2009-06-11
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Provider |
Vancouver : University of British Columbia Library
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Rights |
For non-commercial purposes only, such as research, private study and education. Additional conditions apply, see Terms of Use https://open.library.ubc.ca/terms_of_use.
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DOI |
10.14288/1.0088924
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URI | |
Degree | |
Program | |
Affiliation | |
Degree Grantor |
University of British Columbia
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Graduation Date |
1999-05
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Campus | |
Scholarly Level |
Graduate
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Aggregated Source Repository |
DSpace
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Item Media
Item Citations and Data
Rights
For non-commercial purposes only, such as research, private study and education. Additional conditions apply, see Terms of Use https://open.library.ubc.ca/terms_of_use.