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A Biostatistics Toolbox for Data Analysis
This sophisticated package of statistical methods is for advanced master’s degree and
Ph.D. students in public health and epidemiology who are involved in the analysis
of data. It makes the link from statistical theory to data analysis, focusing on the
methods and data types most common in public health and related fields. Like most
toolboxes, the statistical tools in this book are organized into sections with similar
objectives. Unlike most toolboxes, however, these tools are accompanied by com-
plete instructions, explanations, detailed examples, and advice on relevant issues and
potential pitfalls – conveying skills, intuition, and experience.
The only prerequisite is a first-year statistics course and familiarity with a com-
puting package such as R, Stata, SPSS, or SAS. Though the book is not tied to
a particular computing language, its figures and analyses were all created using
R. Relevant R code, data sets, and links to public data sets are available from
www.cambridge.org/9781107113084.

STEVE SELVIN is a professor of biostatistics in the School of Public Health at the


University of California, Berkeley, and was the head of the division from 1977 to
2004. He has published more than 250 papers and authored several textbooks in the
fields of biostatistics and epidemiology. His book Survival Analysis for Epidemiologic
and Medical Research was published by Cambridge University Press in 2008.
A Biostatistics Toolbox for
Data Analysis

Steve Selvin
University of California, Berkeley
32 Avenue of the Americas, New York, NY 10013-2473, USA

Cambridge University Press is part of the University of Cambridge.

It furthers the University’s mission by disseminating knowledge in the pursuit of


education, learning, and research at the highest international levels of excellence.

www.cambridge.org
Information on this title: www.cambridge.org/9781107113084

C Steve Selvin 2015

This publication is in copyright. Subject to statutory exception


and to the provisions of relevant collective licensing agreements,
no reproduction of any part may take place without the written
permission of Cambridge University Press.

First published 2015

Printed in the United States of America

A catalog record for this publication is available from the British Library.

Library of Congress Cataloging in Publication Data


Selvin, S.
A biostatistics toolbox for data analysis / Steve Selvin, University of California, Berkeley.
pages cm
Includes bibliographical references and index.
ISBN 978-1-107-11308-4 (hardback)
1. Medical statistics. 2. Biometry. I. Title.
RA409.S327 2015
610.2 1 – dc23 2015012679

ISBN 978-1-107-11308-4 Hardback

Additional resources for this publication at www.cambridge.org/9781107113084

Cambridge University Press has no responsibility for the persistence or


accuracy of URLs for external or third-party Internet websites referred to
in this publication and does not guarantee that any content on such
websites is, or will remain, accurate or appropriate.
For Nancy, David, Liz, Ben, and Eli
Contents

Preface xv

Basics

1 Statistical Distributions 3
The Normal Probability Distribution 3
The t-Distribution 7
The Chi-Square Probability Distribution 9
Illustration of the Pearson Chi-Square Statistic – Simplest Case 12
The f-Distribution 13
The Uniform Probability Distribution 13
The p-value 15
A Few Relationships among Probability Distributions 16

2 Confidence Intervals 19
Four Properties of an Estimated Confidence Interval 20
Confidence Intervals for a Function of an Estimate 21
Confidence Intervals Based on Estimates near Zero 21
Exact Confidence Interval (Computer-Estimated) 22
A Confidence Interval Based on an Estimated Median Value 23
A Confidence Interval and a Confidence Band 25
Details: A Confidence Interval and a Statistical Test 27

3 A Weighted Average 29
A Basic Application 29
Ratios and Weighted Averages 30
Estimates Weighted by Reciprocal Variances 32
A Puzzle 37
Age-Adjusted Rates Using Weighted Averages 39
Smoothing – A Weighted Average Approach 40
Example: Weighted Average Smoothing of Hodgkin’s Disease
Mortality Data 44

4 Two Discrete Probability Distributions 47


Binomial Probability Distribution 49

vii
viii Contents

Two Applications of the Binomial Distribution 53


The Geometric Probability Distribution 57
A Poisson Probability Distribution 58
Two Applications of the Poisson Probability Distribution 62
A Note on Rare Events 67

5 Correlation 69
Spearman’s Rank Correlation Coefficient 73
Point Biserial Correlation Coefficient 74
Nonparametric Measure of Association: The γ -Coefficient 77
A Special Case: The 2 × k Table 80
Chi-Square–Based Measures of Association 81
Proportional Reduction in Error Criterion 83

Applications

6 The 2 × 2 Table 87
The Analysis of a 2 × 2 Table 89
Measures of Association in a 2 × 2 Table 92
Odds Ratio and Relative Risk Ratio 94
A Correction to Improve the Normal Distribution Approximation 96
The Hypergeometric Probability Distribution 98
Fisher’s Exact Test 101
Correlation in a 2 × 2 Table 102
A 2 × 2 Table with a Structural Zero 106
Assessing the Accuracy of a Diagnostic Test 107

7 Linear Bivariate Regression Model 111


The Bivariate Linear Regression Model 111
Additivity 114
Coefficients 114
Multiple Correlation Coefficient 116
Adjustment 118
Interaction 119
Confounder Bias 121
Collinearity 123

8 The 2 × k Table 126


Wilcoxon (Mann-Whitney) Rank Sum Test 126
Nonparametric Analysis of a 2 × k Table 132
A Chi-Square Analysis of a 2 × k Table 134
Another Example: Childhood Cancer and X-Ray Exposure 137

9 The Loglinear Poisson Regression Model 141


A Simple Poisson Regression Model 141
Contents ix

Poisson Regression Model: Analysis of Vital Statistics Data 144


Rate Ratios Adjusted for Several Variables 146
A Test for Linear Trend 148
A Graphical Display of a Table 150
Implementation of Poisson Models Applied to Tabular Data 151
Analysis of Tables with Incomplete Data 153
Another Illustration of the Analysis of an Incomplete Table 154
Quasi-independence: Analysis of an Incomplete Table 156
A Case Study – Adjusted Mortality Rates: Black-White Infant
Mortality 158
First Approach: Weight-Specific Comparisons 161
Second Approach: A Model-Free Summary 163
Third Approach: Poisson Regression Model 165

10 Two-Way and Three-Way Tables and Their Analysis 170


Analysis of Tables – Continuous Data 177
Matched Pairs – The Categorical Variable Case 182
Analysis of Tables – Count Data 185
Three-Way Tables 189
The Analysis of the Three-Way Table 190
Complete Independence 190
Joint Independence 191
Conditional Independence 191
No Pairwise Independence 192
Log-Linear Models for Four 2 × 2 × 2 Three-Way Tables 193
Example of Completely Independent Variables 193
Example of Jointly Independent Variables 194
Example of Conditional Independent Variables 195
Example of Additive Relationships 196
A Case Study – Joint Independence 197
A Case Study – Conditional Independence in a 2 × 2 × 4 Table 201

11 Bootstrap Analysis 204


Example: Analysis of Paired Data 209
Example: Evaluation of a Difference between Two Harmonic Mean
Values 211
An Example of Bootstrap Estimation from Categorical Data 214
Kappa Statistic – A Bootstrap-Estimated Confidence Interval 216
A Graphic Application of Bootstrap Estimation 218
A Property of Bootstrap Estimation 220
Randomization and Bootstrap Analysis Applied to Two-Sample
Data 220
Randomization Test 222
Bootstrap Analysis 223
x Contents

12 Graphical Analysis 227


A Confidence Interval and a Boxplot 227
Multiple Comparisons – A Visual Approach 229
The Cumulative Probability Distribution Function 229
Inverse Functions for Statistical Analysis 232
Kolmogorov One-Sample Test 241
Kolmogorov-Smirnov Two-Sample Test 243
Simulation of Random “Data” with a Specific Probability
Distribution 245
Simulation of “Data” with a Continuous Probability Distribution 248
Simulation of “Data” with a Discrete Probability Distribution 249
A Case Study – Poisson Approximation 249
A Graphical Approach to Regression Analysis Diagnostics 250
A Graphical Goodness-of-Fit for the Logistic Regression Model 257

13 The Variance 260


A Brief Note on Estimation of the Variance 260
A Confidence Interval 261
Test of Variance 262
Homogeneity/Heterogeneity 264
Analysis of Variance – Mean Values 265
Another Partitioning of Variability 268
Two-Sample Test of Variance 269
F-Ratio Test of Variance 270
Bartlett’s Test of Variance 271
Levene’s Test of Variance 273
Siegel-Tukey Two-Sample Test of Variance 274
Comparison of Several Variances 275

14 The Log-Normal Distribution 278


Example: Lognormal Distributed Data 281
A Left-Censored Log-Normal Distribution 283
An Applied Example 284

15 Nonparametric Analysis 287


The Sign Test 289
The Wilcoxon Signed Rank Test 291
Kruskal-Wallis Nonparametric Comparison of k Sample Mean
Values 294
Three-Group Regression Analysis 297
Tukey’s Quick Test 300
Friedman Rank Test 302

Survival

16 Rates 309
An Average Mortality Rate 309
Contents xi

An Approximate Average Rate 314


A Rate Estimated from Continuous Survival Times 318

17 Nonparametric Survival Analysis 324


Cumulative Hazard Function 333
Description of the Median Survival Time 334
Comparison of Two Survival Probability Distributions – The
Log-Rank Test 335
Proportional Hazards Rates 339
An Example of Survival Analysis 342
The Cox Analysis of Proportional Hazards Models 345
Proportional Hazards Model – A Case Study 346

18 The Weibull Survival Function 352


Two-Sample Comparison – The Weibull Model 358
The Shape Parameter 360
Multivariable Weibull Survival Time Model – A Case Study 363

Epidemiology

19 Prediction, a Natural Measure of Performance 371


Net Reclassification Index (Binary Case) 373
Net Reclassification Index (Extended Case) 375
Integrated Discrimination Improvement 379
Summary Lines as Measures of Improvement in Model Prediction 380
Covariance and Correlation 382
Epilogue 383
Least Squares Estimation – Details 383

20 The Attributable Risk Summary 387


Incidence Rates 391
Two Risk Factors 393
Adjustment by Stratification 394
Adjustment by Model 395
Issues of Interpretation 396
A Few Less Specific Issues of Interpretation 397

21 Time-Space Analysis 399


Knox’s Time-Space Method 399
The Statistical Question Becomes: Is m = 0? 400
Test of Variance Applied to Spatial Data 403
Mantel’s Time-Space Regression Method 404
Performance and Time-Space Methods 405
xii Contents

22 ROC Curve and Analysis 407


An ROC Curve 407
An ROC Analysis Example 414
Nonparametric Estimation of an ROC Curve 417
An Example – Nonparametric ROC Analysis 418
How to Draw a Nonparametric ROC Curve 419
Construction of the ROC Curve 419
Implementation 425

Genetics

23 Selection: A Statistical Description 433


Stable Equilibrium 434
A Description of Recombination 435
Two Examples of Statistical Analyses 439
Selection – Recessive Lethal 442
A More General Selection Pattern 444
Selection – A Balanced Polymorphism 445
Fitness 448

24 Mendelian Segregation Analysis 450


Ascertainment 450
Truncation 451
Estimation of a Segregation Probability: Complete Ascertainment 451
Estimation of a Segregation Probability: Single Ascertainment 455

25 Admixed Populations 458


A Model Describing Admixture 459
Estimation of the Admixture Rate 461
An Example: Estimation of the Extent of Admixture 462

26 Nonrandom Mating 465


Genotype Frequencies – Correlation and Variance 465
Genetic Variance 469
Wahlund’s Model 470
Random Genetic Drift 473
A Description: Consecutive Random Sampling of a Genetic
Population 473
Random Genetic Drift – A Description 474
The Statistics of Random Genetic Drift 474
Mutation/Selection Equilibrium 477
The Story of Mr. A and Mr. B 477
One-Way Mutation 479
Mutation/Selection Balance 480
Contents xiii

Assortative Mating 481


Assortative Mating Model 482

Theory

27 Statistical Estimation 489


The Sample 489
Covariance 490
The Population 492
Infinite Series with Statistical Applications 496
Example of Infinite Power Series 497
Binomial Theorem 498
Functions of Estimates 499
Approximate Values for the Expectation and Variance of a Function 500
Partitioning the Total Sum of Squares 503
Expected Value and Variance of Wilcoxon Signed Rank Test 504
Maximum Likelihood Estimation 505
Properties of a Maximum Likelihood Estimate 510
Example Maximum Likelihood Estimates 512
Method of Moments Estimation 515

Appendix: R Code 519


Index 557
Preface

Books on statistical methods largely fall into two categories: elementary books that describe
statistical techniques and mathematically advanced texts that describe the theory underling
these techniques. This text is about the art and science of applying statistical methods to
the analysis of collected data and provides an answer to the question, after a first course in
statistics, What next? Like most toolboxes, the statistical tools in the text are loosely organized
into sections of similar objectives. Unlike most toolboxes, these tools are accompanied by
complete instructions, explanations, detailed examples, and advice on relevant issues and
potential pitfalls. Thus, the text is a sophisticated introduction to statistical analysis and a
necessary text for master’s and Ph.D. students in epidemiology programs as well as others
whose research requires the analysis of data.
The text employs a pattern of describing sampled data and providing examples followed
by a discussion of the appropriate analytic strategies. This approach introduces the reader to
data and analytic issues and then explores the logic and statistical details. A large number of
examples and illustrations are included to appeal to a diverse audience. It is often the case
that examples produce substantial insight into the problem in hand. Most statistical texts
reverse this approach and describe the statistical method first followed by examples.
The level of this text is beyond introductory but far short of advanced.
Fundamental topics, such as the median values, simple linear regression methods, correla-
tion coefficients, and confidence intervals found in most introductory books are not repeated
but frequently reinforced. The explanations, illustrations, and examples require little or no
mathematics to completely understand the presented material. Nevertheless, simple mathe-
matical notation and arguments are included because they are unambiguous, and frequently
their clarity leads to better understanding.
The complexity of the mathematics that supports the discussion of the statistical tools is
no more than high school algebra. Mostly the symbols and notation from mathematics are
used to describe the various approaches to data analysis. An exception is the last chapter,
which is intended to enrich the applied nature of the text with a bit of statistical theory.
The choices of the statistical tools included in the text are largely based on two criteria:
the usefulness in the analysis of data from human populations as well as a variety of other
methods because they simply demonstrate general statistical data analysis strategies. The
level of presentation of the techniques discussed evolved from a second-year course in
biostatistics for epidemiology graduate students taught over the last decade at the University
of California, Berkeley. Also, much of the material has been presented in summer courses
at the Graduate Summer Session in Epidemiology at the University of Michigan School of
Public Health and more recently at The Johns Hopkins Bloomberg School of Public Health as
xv
xvi Preface

part of the Summer Institute of Epidemiology and Biostatistics. In other words, the material
has been thoroughly “classroom tested.”
The text is organized in six sections.
Section I: BASICS is a review of fundamental statistical distributions and methods: for exam-
ple, confidence intervals and correlation including important details not typically included
in introductory texts.
Section II: APPLICATIONS builds on these basic statistical tools to create more advanced
strategies used to analyze specific kinds of issues and data. Linear models, contingency
table analysis, graphical methods, and bootstrap estimation are examples of methods that are
frequently useful in unraveling the sometimes complicated issues that data are collected to
explore. Also included are parallel and often neglected nonparametric methods.
The next three sections continue to develop new methods as well as include further exten-
sions of basic statistical tools but applied to specific subject matter areas: survival, epidemi-
ologic, and genetic data. These sections are a “proving grounds” for statistical techniques
applied to a variety of challenging kinds of data.
Section III: SURVIVAL contains discussions of three important statistical techniques
designed for the analysis of survival time data. Specifically, they consist of an extensive
exploration of rates and their properties, followed by descriptions of nonparametric methods
and regression models specifically designed to analyze survival data.
Section IV: EPIDEMIOLOGY similarly explores statistical methods particularly designed
for analysis of epidemiologic data such as attributable risk analysis, cluster analysis, ROC
curves, and reclassification methods.
Section V: GENETICS presents statistical tools applied to several fundamental topics to
give a sense of the role of statistics and data analysis in a genetics context. Topics include
a statistical description of selection/mutation dynamics, sibship analysis, and application to
several ways that statistical tools identify the consequences of nonrandom mating.
Section VI: THEORY is focused on the underlying principles of a few statistical tools
frequently used in data analysis settings. This last section, however, is not about data analysis
but is a “user friendly” introduction to how important data analysis tools work. Many
“tools” of modern society are effectively used without even a hint of how and why they
work. Statistical methods are not an exception. This readily accessible “beginner’s guide to
statistical theory” is intended to enrich the focus on applications. Primarily, these theoretical
details demystify the sometimes baffling expressions that appear when the focus is entirely
on description and application. With surprisingly little effort, such mysterious expressions
and the sometimes obscure logic of statistical techniques disappear with use of high school
algebra and a bit of first semester calculus.

Key Features
The text examples mostly consist of small subsets of real data so that the analytic results
described are easily verified or explored with alternative analyses. These examples also
range over a number of methods and kinds of data, from estimating missing values to special
Preface xvii

techniques potentially useful in the analysis of genetic data. Several statistical methods are
illustrated with the analysis of complete and again real data in terms of comprehensive case
studies.
The introduction of many of the statistical methods discussed begins with an example
made up of only a few artificial observations. These miniature examples allow simple “hands-
on” illustrations of the more complicated computational and technical details. In addition,
more than 150 figures provide visual displays of analytic concepts, and issues adding yet
another important dimension to the use of statistical tools to analyze data. The distinguished
statistician John W. Tukey stated, “The greatest value of a picture is it forces us to notice
what we never see.”
It is not possible to characterize statistical methods in a definite linear or logical sequence.
The discussed techniques are indexed to create a “road map” so that the interconnections
among the discussed material can be traced back and forth throughout the text.
Nonparametric methods are typically treated as a separate topic. These methods are
integrated into the text where they are natural partners to parallel parametric methods. These
important techniques enrich the practice and understanding of most statistical approaches
and are particularly important when small sample sizes are encountered.
The text does not contain references to parallel published material. The ability to use
online searches to locate references certainly replaces the tradition of annotating a text.
Using Google, for example, easily produces not only specific material referenced in the text
but a wide range of other perhaps worthwhile sources on the same topic.
An appendix contains the computer code that produced the worked-out examples in
the text. The statistical software used is entitled simply “R.” Free and easily downloaded,
it provides an extensive statistical analysis system. The explanations and details in the
appendix are not comprehensive and are left to manuals and books created exactly for
this purpose. The R system, however, is completely self-documenting with direct access
to descriptions of the R language, computer code, and examples. In addition, this pop-
ular data analysis system is well documented in numerous books, and a huge number
of online computer sites exist that provide specific instructions and illustrations. The
R analyses in the appendix can be used in variety of ways in conjunction with the text.
First, using the presented code to verify the text material provides an extremely detailed
description of the application of specific methods and statistical approaches. Furthermore,
with minor modification, additional data sets can be analyzed to furnish alternative examples
or assess results from larger sample sizes or gauge the influences of extreme values. The
text does not refer to or depend on the R code, and the appendix can be completely ignored.
At the other extreme, this appendix presents the opportunity to be part of learning a useful
statistical analysis software language. R is available from www.r-project.org.
Remember, the study of statistics makes it possible to acquire the ability to state with great
certainty the degree of uncertainty.
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