empbaysmooth | R Documentation |
Smooth relative risks from a set of expected and observed number of cases using a Poisson-Gamma model as proposed by Clayton and Kaldor (1987) .
If \nu
and \alpha
are the two parameters of the
prior Gamma distribution, smoothed relative risks are
\frac{O_i+\nu}{E_i+\alpha}
.
\nu
and \alpha
are estimated via Empirical Bayes,
by using mean and variance, as described by Clayton and Kaldor(1987).
Size and probabilities for a Negative Binomial model are also calculated (see below).
See Details for more information.
empbaysmooth(Observed, Expected, maxiter=20, tol=1e-5)
Observed |
Vector of observed cases. |
Expected |
Vector of expected cases. |
maxiter |
Maximum number of iterations allowed. |
tol |
Tolerance used to stop the iterative procedure. |
The Poisson-Gamma model, as described by Clayton and Kaldor, is a two-layers Bayesian Hierarchical model:
O_i|\theta_i \sim Po(\theta_i E_i)
\theta_i \sim Ga(\nu, \alpha)
The posterior distribution of O_i
,unconditioned to
\theta_i
, is Negative Binomial with size \nu
and
probability \alpha/(\alpha+E_i)
.
The estimators of relative risks are
\widehat{\theta}_i=\frac{O_i+\nu}{E_i+\alpha}
.
Estimators of \nu
and \alpha
(\widehat{\nu}
and \widehat{\alpha}
,respectively)
are calculated by means of an iterative procedure using these two equations
(based on mean and variance estimations):
\frac{\widehat{\nu}}{\widehat{\alpha}}=\frac{1}{n}\sum_{i=1}^n
\widehat{\theta}_i
\frac{\widehat{\nu}}{\widehat{\alpha}^2}=\frac{1}{n-1}\sum_{i=1}^n(1+\frac{\widehat{\alpha}}{E_i})(\widehat{\theta}_i-\frac{\widehat{\nu}}{\widehat{\alpha}})^2
A list of four elements:
n |
Number of regions. |
nu |
Estimation of parameter |
alpha |
Estimation of parameter |
smthrr |
Vector of smoothed relative risks. |
size |
Size parameter of the Negative Binomial. It is equal to
|
.
prob |
It is a vector of probabilities of the Negative Binomial, calculated as
. |
Clayton, David and Kaldor, John (1987). Empirical Bayes Estimates of Age-standardized Relative Risks for Use in Disease Mapping. Biometrics 43, 671-681.
library(spdep)
data(nc.sids)
sids<-data.frame(Observed=nc.sids$SID74)
sids<-cbind(sids, Expected=nc.sids$BIR74*sum(nc.sids$SID74)/sum(nc.sids$BIR74))
smth<-empbaysmooth(sids$Observed, sids$Expected)
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