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Michael P. Fay, Ph.D.
6700B Rockledge Drive
Bethesda, MD 20892-7609
Phone: 301-451-5124
Fax: 301-480-0912

Overnight mail address:
6700-A Rockledge Drive, Room 5133
Bethesda, MD 20817

Biostatistics Research Branch (BRB)

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Michael P. Fay, Ph.D.

Mathematical Statistician


Measures of Agreement, Interval Censored Data, Permutation Tests, Malaria Vaccine Development

Additional Information

Curriculum Vitae (PDF)
Selected Publications
All Publications
Recent Work
Software Written by Michael Fay
Software Developed With Collaborators

Selected Publications

Fay, MP, Brittain, EH, Proschan, MA (2013). Pointwise confidence intervals for a survival distribution with small samples or heavy censoring. Biostatistics 2013; doi: 10.1093/biostatistics/kxt016

Fay MP, Follmann DA, Lynn F, Schiffer JM, Stark GV, Kohberger R, Quinn CP, Nuzum EO. (2012). Anthrax Vaccine Induced Antibodies Provide Cross-Species Prediction of Survival to Aerosol Challenge. Science Translational Medicine 4: 151ra126 .

Fay MP, Shih JH. (2012). Weighted Logrank Tests for Interval Censored Data when Assessment Times Depend on Treatment. Statistics in Medicine. doi: 10.1002/sim.5447.

Fay MP, Shaw PA (2010). Exact and Asymptotic Weighted Logrank Tests for Interval Censored Data: The interval R package. Journal of Statistical Software. Vol 36, Issue 2, 1-34 (available at

Fay MP (2010). Two-sided Exact Tests and Matching Confidence Intervals for Discrete Data. R Journal 2(1) 53-58.

Fay MP, Proschan MA (2010). “Wilcoxon-Mann-Whitney or t-Test? On Assumptions for Hypothesis Tests and Multiple Interpretations of Decision Rules”. Statistics Surveys 4:1-39

Fay (2010). Confidence intervals that match Fisher’s exact and Blaker’s exact tests. Biostatistics. 11(2): 373-374.

Fay MP, Huang C-Y, Twum-Danso NAY. (2007). Monitoring Rare Serious Adverse Events from a New Treatment and Testing for a Difference from Historical Controls. Clinical Trials, 4:598-610.

Fay MP, Kim H-J, Hachey, M. (2007). On using Truncated Sequential Probability Ratio Tst Boundaries for Monte Carlo Implementation of Hypothesis Tests. Journal of Computational and Graphical Statistics. 16 (4): 946-967.

Fay MP, Halloran ME, Follmann DA. (2007). Accounting for Variability in Sample Size Estimation with Applications to Nonadherence and Estimation of Variance and Effect Size. Biometrics, 63: 465-474.

Fay MP, Lee, J-H. (2006). Measuring Agreement Between Two Statistics with Applications to Age-Standardization. Journal of the Royal Statistical Society, Series A, 2006, 169: 81-96.

Fay MP, Tiwari RC., Feuer EJ. Zou Z. (2006). Estimating Average Annual Percent Change for Disease Rates without Assuming Constant Change. Biometrics 62:847-854.

Fay MP. (2005). Random Marginal Agreement Coefficients: Rethinking the Adjustment for Chance when Measuring Agreement. Biostatistics 6, 171-180.

Fay MP, Pfeiffer, R. et al (2003). Age Conditional Probabilities of Developing Cancer. Statistics in Medicine 22, 1837-1848.

Fay MP, Follmann DA. (2002). Designing Monte Carlo Implementations of Permutation or Bootstrap Hypothesis Tests. American Statistician, 56 (1), 63-70.

Fay MP, Graubard BI. (2001). Small-Sample Adjustments for Wald-type Tests Using Sandwich Estimators. Biometrics 57, 1198-1206.

Fay MP. (1999). Comparing Several Score Tests for Interval Censored Data. Statistics in Medicine, 18, 273-285 (Correction: 18, 2681, 1999).

Fay MP. (1999). Approximate Confidence Intervals for Rate Ratios from Directly Standardized Rates with Sparse Data. Communications in Statistics, Theory and Methods, 28, 2141-2160.

Fay MP, Shih JH. (1998). Permutation Tests using Estimated Distribution Functions. Journal of the American Statistical Association, 93, 387-396.

Fay MP, Feuer EJ. (1997). Confidence Intervals for Directly Standardized Rates: A Method Based on the Gamma Distribution. Statistics in Medicine 16, 791-801.

Fay MP. (1996). Rank Invariant Tests for Interval Censored Data under the Grouped Continuous Model. Biometrics, 52, 811-822.

All Michael P. Fay Publications

For publications from 2010 on see CV


Fay, M.P., Halloran, M.E., Follmann, D.A., Diemert, D., Dicko, A., Thera, M., Sagara, I., Klion, A., Doumbo, O., Saul, A. (2005). The Design of a Phase 2 Malaria Vaccine Trial Based on a Cohort Study. (PDF) Poster presented at 4th MIM Pan-African Malaria Conference.

Fay, M.P., Huang, C-Y., Twum-Danso, N.A.Y. (2007). Monitoring Rare Serious Adverse Events from a New Treatment and Testing for Difference from a Baseline Rate. (PDF) Poster presented at 2007 EMR-IBS conference, Eilat, Israel.

Recent Work

Follmann DA, Fay MP, Proschan MA. (2007). Chop-lump Tests for Vaccine Trials (PDF) (unpublished manuscript).

Fay MP, Kim H-J, Hachey M. (2007). On using Truncated Sequential Probability Ratio Test Boundaries for Monte Carlo Implementation of Hypothesis Tests. (PDF) (to appear in Journal of Computational and Graphical Statistics).

Software Written by Michael Fay

The exact2x2 R package that gives matching confidence intervals for Fisher’s exact test and Blaker’s exact test as described in Fay (2009).

hbim R package to perform calculations related to the Hill/Bliss independence model as applied to mulitcomponent vaccines as described in Saul and Fay (2007).

Note this package is the exactly the same as the one on the PLoS ONE site, except the reference has been updated, and the date on the vignette (calculation details document) was changed when it was rebuilt.

choplump R package to perform permutation tests when there are a high proportion of zeros for responses as described in Follmann, Fay, and Proschan (2007) (PDF).

Interval Censored Data Functions (S-PLUS functions)

Small Sample Adjustments for Wald-type Tests using Sandwich Estimators (S-Plus functions)

MChtest R package to perform Monte Carlo hypothesis testing with sequential stopping as described in Fay, Kim and Hachey (2007)

ssanv R package to calculate sample sizes that account for variability as described in Fay, Halloran, Follmann. (2007)

Software Developed With Collaborators

Conditional Logistic Regression with Sandwich Estimators (PC executable files with Fortran code)

Joinpoint Regression (PC executable with GUI)

Probability of Developing or Dying of Cancer (PC executable with GUI)

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Last Updated February 16, 2010