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A global sensitivity test for evaluating statistical hypotheses with nonidentifiable models Todem D; Fine J; Peng LBiometrics 2010[Jun]; 66 (2): 558-66We consider the problem of evaluating a statistical hypothesis when some model characteristics are nonidentifiable from observed data. Such a scenario is common in meta-analysis for assessing publication bias and in longitudinal studies for evaluating a covariate effect when dropouts are likely to be nonignorable. One possible approach to this problem is to fix a minimal set of sensitivity parameters conditional upon which hypothesized parameters are identifiable. Here, we extend this idea and show how to evaluate the hypothesis of interest using an infimum statistic over the whole support of the sensitivity parameter. We characterize the limiting distribution of the statistic as a process in the sensitivity parameter, which involves a careful theoretical analysis of its behavior under model misspecification. In practice, we suggest a nonparametric bootstrap procedure to implement this infimum test as well as to construct confidence bands for simultaneous pointwise tests across all values of the sensitivity parameter, adjusting for multiple testing. The methodology's practical utility is illustrated in an analysis of a longitudinal psychiatric study.|*Models, Statistical[MESH]|Humans[MESH]|Longitudinal Studies[MESH]|Methods[MESH]|Models, Psychological[MESH]|Psychiatry/statistics & numerical data[MESH]|Publication Bias/statistics & numerical data[MESH]|Sensitivity and Specificity[MESH] |
