Variance computations for functionals of absolute risk estimates

R. M. Pfeiffer; E. Petracci

doi:10.1016/j.spl.2011.02.002

Variance computations for functionals of absolute risk estimates

R. M. Pfeiffer, E. Petracci

Istituto Scientifico Romagnolo per lo Studio e la Cura dei Tumori

Research output: Contribution to journal › Article › peer-review

Abstract

We present a simple influence function based approach for computing the variances of estimates of absolute risk and functions of absolute risk. We apply this approach to criteria that assess the impact of changes in the risk factor distribution on absolute risk for an individual and at the population level. As an illustration we use an absolute risk prediction model for breast cancer that includes modifiable risk factors in addition to standard breast cancer risk factors. Influence function based variance estimates for absolute risk and the criteria are compared to bootstrap variance estimates.

Original language	English
Pages (from-to)	807-812
Number of pages	6
Journal	Statistics and Probability Letters
Volume	81
Issue number	7
DOIs	https://doi.org/10.1016/j.spl.2011.02.002
Publication status	Published - Jul 2011

Keywords

Absolute risk
Bootstrap
Functional delta method

ASJC Scopus subject areas

Statistics, Probability and Uncertainty
Statistics and Probability

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10.1016/j.spl.2011.02.002

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AB - We present a simple influence function based approach for computing the variances of estimates of absolute risk and functions of absolute risk. We apply this approach to criteria that assess the impact of changes in the risk factor distribution on absolute risk for an individual and at the population level. As an illustration we use an absolute risk prediction model for breast cancer that includes modifiable risk factors in addition to standard breast cancer risk factors. Influence function based variance estimates for absolute risk and the criteria are compared to bootstrap variance estimates.

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KW - Functional delta method

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Variance computations for functionals of absolute risk estimates

Abstract

Keywords

ASJC Scopus subject areas

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