2020BMC Public HealthOpen access

Comparison of Bayesian and frequentist methods for prevalence estimation under misclassification

Matthias Flor, Michael Weiß, Thomas Selhorst, Christine Müller‐Graf, Matthias Greiner

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Abstract

BACKGROUND: Various methods exist for statistical inference about a prevalence that consider misclassifications due to an imperfect diagnostic test. However, traditional methods are known to suffer from truncation of the prevalence estimate and the confidence intervals constructed around the point estimate, as well as from under-performance of the confidence intervals' coverage. METHODS: In this study, we used simulated data sets to validate a Bayesian prevalence estimation method and compare its performance to frequentist methods, i.e. the Rogan-Gladen estimate for prevalence, RGE, in combination with several methods of confidence interval construction. Our performance measures are (i) error distribution of the point estimate against the simulated true prevalence and (ii) coverage and length of the confidence interval, or credible interval in the case of the Bayesian method. RESULTS: Across all data sets, the Bayesian point estimate and the RGE produced similar error distributions with slight advantages of the former over the latter. In addition, the Bayesian estimate did not suffer from the RGE's truncation problem at zero or unity. With respect to coverage performance of the confidence and credible intervals, all of the traditional frequentist methods exhibited strong under-coverage, whereas the Bayesian credible interval as well as a newly developed frequentist method by Lang and Reiczigel performed as desired, with the Bayesian method having a very slight advantage in terms of interval length. CONCLUSION: The Bayesian prevalence estimation method should be prefered over traditional frequentist methods. An acceptable alternative is to combine the Rogan-Gladen point estimate with the Lang-Reiczigel confidence interval.

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BACKGROUND: Various methods exist for statistical inference about a prevalence that consider misclassifications due to an imperfect diagnostic test. However, traditional methods are known to suffer from truncation of the prevalence estimate and the confidence intervals constructed around the point estimate, as well as from under-performance of the confidence intervals' coverage. METHODS: In this study, we used simulated data sets to validate a Bayesian prevalence estimation method and compare its performance to frequentist methods, i.e. the Rogan-Gladen estimate for prevalence, RGE, in combination with several methods of confidence interval construction. Our performance measures are (i) error distribution of the point estimate against the simulated true prevalence and (ii) coverage and length of the confidence interval, or credible interval in the case of the Bayesian method. RESULTS: Across all data sets, the Bayesian point estimate and the RGE produced similar error distributions with slight advantages of the former over the latter. In addition, the Bayesian estimate did not suffer from the RGE's truncation problem at zero or unity. With respect to coverage performance of the confidence and credible intervals, all of the traditional frequentist methods exhibited strong under-coverage, whereas the Bayesian credible interval as well as a newly developed frequentist method by Lang and Reiczigel performed as desired, with the Bayesian method having a very slight advantage in terms of interval length. CONCLUSION: The Bayesian prevalence estimation method should be prefered over traditional frequentist methods. An acceptable alternative is to combine the Rogan-Gladen point estimate with the Lang-Reiczigel confidence interval.

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Available abstract

BACKGROUND: Various methods exist for statistical inference about a prevalence that consider misclassifications due to an imperfect diagnostic test. However, traditional methods are known to suffer from truncation of the prevalence estimate and the confidence intervals constructed around the point estimate, as well as from under-performance of the confidence intervals' coverage. METHODS: In this study, we used simulated data sets to validate a Bayesian prevalence estimation method and compare its performance to frequentist methods, i.e. the Rogan-Gladen estimate for prevalence, RGE, in combination with several methods of confidence interval construction. Our performance measures are (i) error distribution of the point estimate against the simulated true prevalence and (ii) coverage and length of the confidence interval, or credible interval in the case of the Bayesian method. RESULTS: Across all data sets, the Bayesian point estimate and the RGE produced similar error distributions with slight advantages of the former over the latter. In addition, the Bayesian estimate did not suffer from the RGE's truncation problem at zero or unity. With respect to coverage performance of the confidence and credible intervals, all of the traditional frequentist methods exhibited strong under-coverage, whereas the Bayesian credible interval as well as a newly developed frequentist method by Lang and Reiczigel performed as desired, with the Bayesian method having a very slight advantage in terms of interval length. CONCLUSION: The Bayesian prevalence estimation method should be prefered over traditional frequentist methods. An acceptable alternative is to combine the Rogan-Gladen point estimate with the Lang-Reiczigel confidence interval.

Key concepts: Frequentist inference, Credible interval, Confidence interval, Point estimation, Statistics, Bayesian probability, Interval estimation, Coverage probability

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