Robust inference methods for meta-analysis involving influential outlying studies.

Meta-analysis is an essential tool to comprehensively synthesize and quantitatively evaluate results of multiple clinical studies in evidence-based medicine. In many meta-analyses, the characteristics of some studies might markedly differ from those of the others, and these outlying studies can generate biases and potentially yield misleading results. In this article, we provide effective robust statistical inference methods using generalized likelihoods based on the density power divergence. The robust inference methods are designed to adjust the influences of outliers through the use of modified estimating equations based on a robust criterion, even when multiple and serious influential outliers are present. We provide the robust estimators, statistical tests, and confidence intervals via the generalized likelihoods for the fixed-effect and random-effects models of meta-analysis. We also assess the contribution rates of individual studies to the robust overall estimators that indicate how the influences of outlying studies are adjusted. Through simulations and applications to two recently published systematic reviews, we demonstrate that the overall conclusions and interpretations of meta-analyses can be markedly changed if the robust inference methods are applied and that only the conventional inference methods might produce misleading evidence. These methods would be recommended to be used at least as a sensitivity analysis method in the practice of meta-analysis. We have also developed an R package, robustmeta, that implements the robust inference methods.

Robust Minimum Divergence Estimation for the Multinomial Circular Logistic Regression Model.

Circular data are extremely important in many different contexts of natural and social science, from forestry to sociology, among many others. Since the usual inference procedures based on the maximum likelihood principle are known to be extremely non-robust in the presence of possible data contamination, in this paper, we develop robust estimators for the general class of multinomial circular logistic regression models involving multiple circular covariates. Particularly, we extend the popular density-power-divergence-based estimation approach for this particular set-up and study the asymptotic properties of the resulting estimators. The robustness of the proposed estimators is illustrated through extensive simulation studies and few important real data examples from forest science and meteorology.

Robust Aggregation for Federated Learning by Minimum γ-Divergence Estimation.

Federated learning is a framework for multiple devices or institutions, called local clients, to collaboratively train a global model without sharing their data. For federated learning with a central server, an aggregation algorithm integrates model information sent from local clients to update the parameters for a global model. Sample mean is the simplest and most commonly used aggregation method. However, it is not robust for data with outliers or under the Byzantine problem, where Byzantine clients send malicious messages to interfere with the learning process. Some robust aggregation methods were introduced in literature including marginal median, geometric median and trimmed-mean. In this article, we propose an alternative robust aggregation method, named γ-mean, which is the minimum divergence estimation based on a robust density power divergence. This γ-mean aggregation mitigates the influence of Byzantine clients by assigning fewer weights. This weighting scheme is data-driven and controlled by the γ value. Robustness from the viewpoint of the influence function is discussed and some numerical results are presented.

Block-Iterative Reconstruction from Dynamically Selected Sparse Projection Views Using Extended Power-Divergence Measure.

Iterative reconstruction of density pixel images from measured projections in computed tomography has attracted considerable attention. The ordered-subsets algorithm is an acceleration scheme that uses subsets of projections in a previously decided order. Several methods have been proposed to improve the convergence rate by permuting the order of the projections. However, they do not incorporate object information, such as shape, into the selection process. We propose a block-iterative reconstruction from sparse projection views with the dynamic selection of subsets based on an estimating function constructed by an extended power-divergence measure for decreasing the objective function as much as possible. We give a unified proposition for the inequality related to the difference between objective functions caused by one iteration as the theoretical basis of the proposed optimization strategy. Through the theory and numerical experiments, we show that nonuniform and sparse use of projection views leads to a reconstruction of higher-quality images and that an ordered subset is not the most effective for block-iterative reconstruction. The two-parameter class of extended power-divergence measures is the key to estimating an effective decrease in the objective function and plays a significant role in constructing a robust algorithm against noise.

Testing Equality of Multiple Population Means under Contaminated Normal Model Using the Density Power Divergence.

This paper considers the problem of comparing several means under the one-way Analysis of Variance (ANOVA) setup. In ANOVA, outliers and heavy-tailed error distribution can seriously hinder the treatment effect, leading to false positive or false negative test results. We propose a robust test of ANOVA using an M-estimator based on the density power divergence. Compared with the existing robust and non-robust approaches, the proposed testing procedure is less affected by data contamination and improves the analysis. The asymptotic properties of the proposed test are derived under some regularity conditions. The finite-sample performance of the proposed test is examined via a series of Monte-Carlo experiments and two empirical data examples-bone marrow transplant dataset and glucose level dataset. The results produced by the proposed testing procedure are favorably compared with the classical ANOVA and robust tests based on Huber's M-estimator and Tukey's MM-estimator.

Robust Wald-type tests under random censoring.

Randomly censored survival data are frequently encountered in biomedical or reliability applications and clinical trial analyses. Testing the significance of statistical hypotheses is crucial in such analyses to get conclusive inference but the existing likelihood-based tests, under a fully parametric model, are extremely nonrobust against outliers in the data. Although there exists a few robust estimators given randomly censored data, there is hardly any robust testing procedure available in the literature in this context. One of the major difficulties here is the construction of a suitable consistent estimator of the asymptotic variance of robust estimators, since the latter is a function of the unknown censoring distribution. In this article, we take the first step in this direction by proposing a consistent estimator of asymptotic variance of the M-estimators based on randomly censored data without any assumption on the censoring scheme. We then describe and study a class of robust Wald-type tests for parametric statistical hypothesis, both simple as well as composite, under such a set-up. Robust tests for comparing two independent randomly censored samples and robust tests against one sided alternatives are also discussed. Their advantages and usefulness are demonstrated for the tests based on the minimum density power divergence estimators and illustrated with clinical trials and other medical data.

Robust Estimation for Bivariate Poisson INGARCH Models.

In the integer-valued generalized autoregressive conditional heteroscedastic (INGARCH) models, parameter estimation is conventionally based on the conditional maximum likelihood estimator (CMLE). However, because the CMLE is sensitive to outliers, we consider a robust estimation method for bivariate Poisson INGARCH models while using the minimum density power divergence estimator. We demonstrate the proposed estimator is consistent and asymptotically normal under certain regularity conditions. Monte Carlo simulations are conducted to evaluate the performance of the estimator in the presence of outliers. Finally, a real data analysis using monthly count series of crimes in New South Wales and an artificial data example are provided as an illustration.

Noise-Robust Image Reconstruction Based on Minimizing Extended Class of Power-Divergence Measures.

The problem of tomographic image reconstruction can be reduced to an optimization problem of finding unknown pixel values subject to minimizing the difference between the measured and forward projections. Iterative image reconstruction algorithms provide significant improvements over transform methods in computed tomography. In this paper, we present an extended class of power-divergence measures (PDMs), which includes a large set of distance and relative entropy measures, and propose an iterative reconstruction algorithm based on the extended PDM (EPDM) as an objective function for the optimization strategy. For this purpose, we introduce a system of nonlinear differential equations whose Lyapunov function is equivalent to the EPDM. Then, we derive an iterative formula by multiplicative discretization of the continuous-time system. Since the parameterized EPDM family includes the Kullback-Leibler divergence, the resulting iterative algorithm is a natural extension of the maximum-likelihood expectation-maximization (MLEM) method. We conducted image reconstruction experiments using noisy projection data and found that the proposed algorithm outperformed MLEM and could reconstruct high-quality images that were robust to measured noise by properly selecting parameters.

Testing against umbrella or tree orderings for binomial proportions with an adaptation of an insect resistance case.

Alternative hypotheses for order restrictions, such as umbrella or inverse umbrella (a.k.a tree) orderings, have been studied extensively in the literature, although less so when the studied response for each individual is the presence or absence of the event of interest. Two families of test statistics for solving the problem of testing against an umbrella or a tree ordering when the responses are binomial proportions are studied in this work and their asymptotic distributions are derived. A simulation study is conducted to compare the empirical power of some members of the derived families of test statistics with competing approaches. The methodology developed here was driven by an applied problem arising in stored products research where despite universal mortality in the case of doses of 1000 ppm of the insecticide phosphine, unexpected survival was noted at higher doses.

Robust Change Point Test for General Integer-Valued Time Series Models Based on Density Power Divergence.

In this study, we consider the problem of testing for a parameter change in general integer-valued time series models whose conditional distribution belongs to the one-parameter exponential family when the data are contaminated by outliers. In particular, we use a robust change point test based on density power divergence (DPD) as the objective function of the minimum density power divergence estimator (MDPDE). The results show that under regularity conditions, the limiting null distribution of the DPD-based test is a function of a Brownian bridge. Monte Carlo simulations are conducted to evaluate the performance of the proposed test and show that the test inherits the robust properties of the MDPDE and DPD. Lastly, we demonstrate the proposed test using a real data analysis of the return times of extreme events related to Goldman Sachs Group stock.

Model Selection in a Composite Likelihood Framework Based on Density Power Divergence.

This paper presents a model selection criterion in a composite likelihood framework based on density power divergence measures and in the composite minimum density power divergence estimators, which depends on an tuning parameter α . After introducing such a criterion, some asymptotic properties are established. We present a simulation study and two numerical examples in order to point out the robustness properties of the introduced model selection criterion.

Robust and efficient estimation in the parametric proportional hazards model under random censoring.

Cox proportional hazard regression model is a popular tool to analyze the relationship between a censored lifetime variable with other relevant factors. The semiparametric Cox model is widely used to study different types of data arising from applied disciplines such as medical science, biology, and reliability studies. A fully parametric version of the Cox regression model, if properly specified, can yield more efficient parameter estimates, leading to better insight generation. However, the existing maximum likelihood approach of generating inference under the fully parametric proportional hazards model is highly nonrobust against data contamination (often manifested through outliers), which restricts its practical usage. In this paper, we develop a robust estimation procedure for the parametric proportional hazards model based on the minimum density power divergence approach. The proposed minimum density power divergence estimator is seen to produce highly robust estimates under data contamination with only a slight loss in efficiency under pure data. Further, it is always seen to generate more precise inference than the likelihood based estimates under the semiparametric Cox models or their existing robust versions. We also justify their robustness theoretically through the influence function analysis. The practical applicability and usefulness of the proposal are illustrated through simulations and real data examples.

New robust statistical procedures for the polytomous logistic regression models.

This article derives a new family of estimators, namely the minimum density power divergence estimators, as a robust generalization of the maximum likelihood estimator for the polytomous logistic regression model. Based on these estimators, a family of Wald-type test statistics for linear hypotheses is introduced. Robustness properties of both the proposed estimators and the test statistics are theoretically studied through the classical influence function analysis. Appropriate real life examples are presented to justify the requirement of suitable robust statistical procedures in place of the likelihood based inference for the polytomous logistic regression model. The validity of the theoretical results established in the article are further confirmed empirically through suitable simulation studies. Finally, an approach for the data-driven selection of the robustness tuning parameter is proposed with empirical justifications.

Composite Likelihood Methods Based on Minimum Density Power Divergence Estimator.

In this paper, a robust version of the Wald test statistic for composite likelihood is considered by using the composite minimum density power divergence estimator instead of the composite maximum likelihood estimator. This new family of test statistics will be called Wald-type test statistics. The problem of testing a simple and a composite null hypothesis is considered, and the robustness is studied on the basis of a simulation study. The composite minimum density power divergence estimator is also introduced, and its asymptotic properties are studied.

A Hybrid Method for Density Power Divergence Minimization with Application to Robust Univariate Location and Scale Estimation.

We develop a new globally convergent optimization method for solving a constrained minimization problem underlying the minimum density power divergence estimator for univariate Gaussian data in the presence of outliers. Our hybrid procedure combines classical Newton's method with a gradient descent iteration equipped with a step control mechanism based on Armijo's rule to ensure global convergence. Extensive simulations comparing the resulting estimation procedure with the more prominent robust competitor, Minimum Covariance Determinant (MCD) estimator, across a wide range of breakdown point values suggest improved efficiency of our method. Application to estimation and inference for a real-world dataset is also given.

Classification of COVID19 Patients Using Robust Logistic Regression.

Coronavirus disease 2019 (COVID19) has triggered a global pandemic affecting millions of people. Severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) causing the COVID-19 disease is hypothesized to gain entry into humans via the airway epithelium, where it initiates a host response. The expression levels of genes at the upper airway that interact with the SARS-CoV-2 could be a telltale sign of virus infection. However, gene expression data have been flagged as suspicious of containing different contamination errors via techniques for extracting such information, and clinical diagnosis may contain labelling errors due to the specificity and sensitivity of diagnostic tests. We propose to fit the regularized logistic regression model as a classifier for COVID-19 diagnosis, which simultaneously identifies genes related to the disease and predicts the COVID-19 cases based on the expression values of the selected genes. We apply a robust estimating methods based on the density power divergence to obtain stable results ignoring the effects of contamination or labelling errors in the data and compare its performance with respect to the classical maximum likelihood estimator with different penalties, including the LASSO and the general adaptive LASSO penalties.

Robust inference for skewed data in health sciences.

Health data are often not symmetric to be adequately modeled through the usual normal distributions; most of them exhibit skewed patterns. They can indeed be modeled better through the larger family of skew-normal distributions covering both skewed and symmetric cases. Since outliers are not uncommon in complex real-life experimental datasets, a robust methodology automatically taking care of the noises in the data would be of great practical value to produce stable and more precise research insights leading to better policy formulation. In this paper, we develop a class of robust estimators and testing procedures for the family of skew-normal distributions using the minimum density power divergence approach with application to health data. In particular, a robust procedure for testing of symmetry is discussed in the presence of outliers. Two efficient computational algorithms are discussed. Besides deriving the asymptotic and robustness theory for the proposed methods, their advantages and utilities are illustrated through simulations and a couple of real-life applications for health data of athletes from Australian Institute of Sports and AIDS clinical trial data.

A robust variable screening procedure for ultra-high dimensional data.

Variable selection in ultra-high dimensional regression problems has become an important issue. In such situations, penalized regression models may face computational problems and some pre-screening of the variables may be necessary. A number of procedures for such pre-screening has been developed; among them the Sure Independence Screening (SIS) enjoys some popularity. However, SIS is vulnerable to outliers in the data, and in particular in small samples this may lead to faulty inference. In this paper, we develop a new robust screening procedure. We build on the density power divergence (DPD) estimation approach and introduce DPD-SIS and its extension iterative DPD-SIS. We illustrate the behavior of the methods through extensive simulation studies and show that they are superior to both the original SIS and other robust methods when there are outliers in the data. Finally, we illustrate its use in a study on regulation of lipid metabolism.

Power Divergence Family of Statistics for Person Parameters in IRT Models.

We generalize the power divergence (PD) family of statistics to the two-parameter logistic IRT model for the purpose of constructing hypothesis tests and confidence intervals of the person parameter. The well-known score test statistic is a special case of the proposed PD family. We also prove the proposed PD statistics are asymptotically equivalent and converge in distribution to [Formula: see text]. In addition, a moment matching method is introduced to compare statistics and choose the optimal one within the PD family. Simulation results suggest that the coverage rate of the associated confidence interval is well controlled even under small sample sizes for some PD statistics. Compared to some other approaches, the associated confidence intervals exhibit smaller lengths while maintaining adequate coverage rates. The utilities of the proposed method are demonstrated by analyzing a real data set.

Robust inference under the beta regression model with application to health care studies.

Data on rates, percentages, or proportions arise frequently in many different applied disciplines like medical biology, health care, psychology, and several others. In this paper, we develop a robust inference procedure for the beta regression model, which is used to describe such response variables taking values in (0, 1) through some related explanatory variables. In relation to the beta regression model, the issue of robustness has been largely ignored in the literature so far. The existing maximum likelihood-based inference has serious lack of robustness against outliers in data and generate drastically different (erroneous) inference in the presence of data contamination. Here, we develop the robust minimum density power divergence estimator and a class of robust Wald-type tests for the beta regression model along with several applications. We derive their asymptotic properties and describe their robustness theoretically through the influence function analyses. Finite sample performances of the proposed estimators and tests are examined through suitable simulation studies and real data applications in the context of health care and psychology. Although we primarily focus on the beta regression models with a fixed dispersion parameter, some indications are also provided for extension to the variable dispersion beta regression models with an application.