Accounting for Uncertainty in Heteroscedasticity in Nonlinear Regression.

Biostatistics Branch, NIEHS, NIH, 111 T. W. Alexander Dr, RTP, NC 27709.
Journal of Statistical Planning and Inference (Impact Factor: 0.68). 05/2012; 142(5):1047-1062. DOI: 10.1016/j.jspi.2011.11.003
Source: PubMed


Toxicologists and pharmacologists often describe toxicity of a chemical using parameters of a nonlinear regression model. Thus estimation of parameters of a nonlinear regression model is an important problem. The estimates of the parameters and their uncertainty estimates depend upon the underlying error variance structure in the model. Typically, a priori the researcher would know if the error variances are homoscedastic (i.e., constant across dose) or if they are heteroscedastic (i.e., the variance is a function of dose). Motivated by this concern, in this article we introduce an estimation procedure based on preliminary test which selects an appropriate estimation procedure accounting for the underlying error variance structure. Since outliers and influential observations are common in toxicological data, the proposed methodology uses M-estimators. The asymptotic properties of the preliminary test estimator are investigated; in particular its asymptotic covariance matrix is derived. The performance of the proposed estimator is compared with several standard estimators using simulation studies. The proposed methodology is also illustrated using a data set obtained from the National Toxicology Program.

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    ABSTRACT: Robust statistical methods, such as M-estimators, are needed for nonlinear regression models because of the presence of outliers/influential observations and heteroscedasticity. Outliers and influential observations are commonly observed in many applications, especially in toxicology and agricultural experiments. For example, dose response studies, which are routinely conducted in toxicology and agriculture, sometimes result in potential outliers, especially in the high dose groups. This is because response to high doses often varies among experimental units (e.g., animals). Consequently, this may result in outliers (i.e., very low values) in that group. Unlike the linear models, in nonlinear models the outliers not only impact the point estimates of the model parameters but can also severely impact the estimate of the information matrix. Note that, the information matrix in a nonlinear model is a function of the model parameters. This is not the case in linear models. In addition to outliers, heteroscedasticity is a major concern when dealing with nonlinear models. Ignoring heteroscedasticity may lead to inaccurate coverage probabilities and Type I error rates. Robustness to outliers/influential observations and to heteroscedasticity is even more important when dealing with thousands of nonlinear regression models in quantitative high throughput screening assays. Recently, these issues have been studied very extensively in the literature (references are provided in this paper), where the proposed estimator is robust to outliers/influential observations as well as to heteroscedasticity. The focus of this paper is to provide the theoretical underpinnings of robust procedures developed recently.
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    ABSTRACT: Quantitative high throughput screening (qHTS) assays use cells or tissues to screen thousands of compounds in a short period of time. Data generated from qHTS assays are then evaluated using nonlinear regression models, such as the Hill model, and decisions regarding toxicity are made using the estimates of the parameters of the model. For any given compound, the variability in the observed response may either be constant across dose groups (homoscedasticity) or vary with dose (heteroscedasticity). Since thousands of compounds are simultaneously evaluated in a qHTS assay, it is not practically feasible for an investigator to perform residual analysis to determine the variance structure before performing statistical inferences on each compound. Since it is well-known that the variance structure plays an important role in the analysis of linear and nonlinear regression models it is therefore important to have practically useful and easy to interpret methodology which is robust to the variance structure. Furthermore, given the number of chemicals that are investigated in the qHTS assay, outliers and influential observations are not uncommon. In this article we describe preliminary test estimation (PTE) based methodology which is robust to the variance structure as well as any potential outliers and influential observations. Performance of the proposed methodology is evaluated in terms of false discovery rate (FDR) and power using a simulation study mimicking a real qHTS data. Of the two methods currently in use, our simulations studies suggest that one is extremely conservative with very small power in comparison to the proposed PTE based method whereas the other method is very liberal. In contrast, the proposed PTE based methodology achieves a better control of FDR while maintaining good power. The proposed methodology is illustrated using a data set obtained from the National Toxicology Program (NTP). Additional information, simulation results, data and computer code are available online as supplementary materials.
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