lrt_bnb {depower}R Documentation

Likelihood ratio test for BNB ratio of means

Description

Likelihood ratio test for the ratio of means from bivariate negative binomial outcomes.

Usage

lrt_bnb(data, ratio_null = 1, ...)

Arguments

data

(list)
A list whose first element is the vector of negative binomial values from sample 1 and the second element is the vector of negative binomial values from sample 2. Each vector must be sorted by the subject/item index and must be the same sample size. NAs are silently excluded. The default output from sim_bnb().

ratio_null

(Scalar numeric: 1; ⁠(0, Inf)⁠)
The ratio of means assumed under the null hypothesis (sample 2 / sample 1). Typically, ratio_null = 1 (no difference). See 'Details' for additional information.

...

Optional arguments passed to the MLE function mle_bnb().

Details

This function is primarily designed for speed in simulation. Missing values are silently excluded.

Suppose X_1 \mid G = g \sim \text{Poisson}(\mu g) and X_2 \mid G = g \sim \text{Poisson}(r \mu g) where G \sim \text{Gamma}(\theta, \theta^{-1}) is the random item (subject) effect. Then X_1, X_2 \sim \text{BNB}(\mu, r, \theta) is the joint distribution where X_1 and X_2 are dependent (though conditionally independent), X_1 is the count outcome for sample 1 of the items (subjects), X_2 is the count outcome for sample 2 of the items (subjects), \mu is the conditional mean of sample 1, r is the ratio of the conditional means of sample 2 with respect to sample 1, and \theta is the gamma distribution shape parameter which controls the dispersion and the correlation between sample 1 and 2.

The hypotheses for the LRT of r are

\begin{aligned} H_{null} &: r = r_{null} \\ H_{alt} &: r \neq r_{null} \end{aligned}

where r = \frac{\bar{X}_2}{\bar{X}_1} is the population ratio of arithmetic means for sample 2 with respect to sample 1 and r_{null} is a constant for the assumed null population ratio of means (typically r_{null} = 1).

The LRT statistic is

\begin{aligned} \lambda &= -2 \ln \frac{\text{sup}_{\Theta_{null}} L(r, \mu, \theta)}{\text{sup}_{\Theta} L(r, \mu, \theta)} \\ &= -2 \left[ \ln \text{sup}_{\Theta_{null}} L(r, \mu, \theta) - \ln \text{sup}_{\Theta} L(r, \mu, \theta) \right] \\ &= -2(l(r_{null}, \tilde{\mu}, \tilde{\theta}) - l(\hat{r}, \hat{\mu}, \hat{\theta})) \end{aligned}

Under H_{null}, the LRT test statistic is asymptotically distributed as \chi^2_1. The approximate level \alpha test rejects H_{null} if \lambda \geq \chi^2_1(1 - \alpha). Note that the asymptotic critical value is known to underestimate the exact critical value. Hence, the nominal significance level may not be achieved for small sample sizes (possibly n \leq 10 or n \leq 50).

Value

A list with the following elements:

Slot Subslot Name Description
1 chisq \chi^2 test statistic for the ratio of means.
2 df Degrees of freedom.
3 p p-value.
4 ratio Estimated ratio of means (sample 2 / sample 1).
5 alternative Point estimates under the alternative hypothesis.
5 1 mean1 Estimated mean of sample 1.
5 2 mean2 Estimated mean of sample 2.
5 3 dispersion Estimated dispersion.
6 null Point estimates under the null hypothesis.
6 1 mean1 Estimated mean of sample 1.
6 2 mean2 Estimated mean of sample 2.
6 3 dispersion Estimated dispersion.
7 n1 The sample size of sample 1.
8 n2 The sample size of sample 2.
9 method Method used for the results.
10 ratio_null Assumed population ratio of means.
11 mle_code Integer indicating why the optimization process terminated.
12 mle_message Information from the optimizer.

References

Rettiganti M, Nagaraja HN (2012). “Power Analyses for Negative Binomial Models with Application to Multiple Sclerosis Clinical Trials.” Journal of Biopharmaceutical Statistics, 22(2), 237–259. ISSN 1054-3406, 1520-5711, doi:10.1080/10543406.2010.528105.

Aban IB, Cutter GR, Mavinga N (2009). “Inferences and power analysis concerning two negative binomial distributions with an application to MRI lesion counts data.” Computational Statistics & Data Analysis, 53(3), 820–833. ISSN 01679473, doi:10.1016/j.csda.2008.07.034.

Examples

#----------------------------------------------------------------------------
# lrt_bnb() examples
#----------------------------------------------------------------------------
library(depower)

set.seed(1234)
sim_bnb(
  n = 40,
  mean1 = 10,
  ratio = 1.2,
  dispersion = 2
) |>
  lrt_bnb()


[Package depower version 2025.1.20 Index]