Statistical Models Commons^™

Likelihood Ratio Testing For Admixture Models With Application To Genetic Linkage Analysis, Chong-Zhi Di, Kung-Yee Liang

Chongzhi Di

We consider likelihood ratio tests (LRT) and their modifications for homogeneity in admixture models. The admixture model is a special case of two component mixture model, where one component is indexed by an unknown parameter while the parameter value for the other component is known. It has been widely used in genetic linkage analysis under heterogeneity, in which the kernel distribution is binomial. For such models, it is long recognized that testing for homogeneity is nonstandard and the LRT statistic does not converge to a conventional 2 distribution. In this paper, we investigate the asymptotic behavior of the LRT for …

Comparing Paired Vs. Non-Paired Statistical Methods Of Analyses When Making Inferences About Absolute Risk Reductions In Propensity-Score Matched Samples., Peter C. Austin

Peter Austin

Propensity-score matching allows one to reduce the effects of treatment-selection bias or confounding when estimating the effects of treatments when using observational data. Some authors have suggested that methods of inference appropriate for independent samples can be used for assessing the statistical significance of treatment effects when using propensity-score matching. Indeed, many authors in the applied medical literature use methods for independent samples when making inferences about treatment effects using propensity-score matched samples. Dichotomous outcomes are common in healthcare research. In this study, we used Monte Carlo simulations to examine the effect on inferences about risk differences (or absolute risk …

Optimal Caliper Widths For Propensity-Score Matching When Estimating Differences In Means And Differences In Proportions In Observational Studies., Peter C. Austin

Peter Austin

In a study comparing the effects of two treatments, the propensity score is the probability of assignment to one treatment conditional on a subject's measured baseline covariates. Propensity-score matching is increasingly being used to estimate the effects of exposures using observational data. In the most common implementation of propensity-score matching, pairs of treated and untreated subjects are formed whose propensity scores differ by at most a pre-specified amount (the caliper width). There has been a little research into the optimal caliper width. We conducted an extensive series of Monte Carlo simulations to determine the optimal caliper width for estimating differences …

A Tutorial And Case Study In Propensity Score Analysis: An Application To Estimating The Effect Of In-Hospital Smoking Cessation Counseling On Mortality, Peter C. Austin

Peter Austin

Propensity score methods allow investigators to estimate causal treatment effects using observational or nonrandomized data. In this article we provide a practical illustration of the appropriate steps in conducting propensity score analyses. For illustrative purposes, we use a sample of current smokers who were discharged alive after being hospitalized with a diagnosis of acute myocardial infarction. The exposure of interest was receipt of smoking cessation counseling prior to hospital discharge and the outcome was mortality with 3 years of hospital discharge. We illustrate the following concepts: first, how to specify the propensity score model; second, how to match treated and …

Why Is An Einstein Ring Blue?, Jonathan Blackledge

Articles

Albert Einstein predicted the existence of `Einstein rings' as a consequence of his general theory of relativity. The phenomenon is a direct result of the idea that if a mass warps space-time then light (and other electromagnetic waves) will be `lensed' by the strong gravitational field produced by a large cosmological body such as a galaxy. Since 1998, when the first complete Einstein ring was observed, many more complete or partially complete Einstein rings have been observed in the radio and infrared spectra, for example, and by the Hubble Space Telescope in the optical spectrum. However, in the latter case, …

Applying Localized Realized Volatility Modeling To Futures Indices, Luella Fu

CMC Senior Theses

This thesis extends the application of the localized realized volatility model created by Ying Chen, Wolfgang Karl Härdle, and Uta Pigorsch to other futures markets, particularly the CAC 40 and the NI 225. The research attempted to replicate results though ultimately, those results were invalidated by procedural difficulties.

Some Ratio Type Estimators Under Measurement Errors, Florentin Smarandache, Mukesh Kumar, Rajesh Singh, Ashish K. Singh

Branch Mathematics and Statistics Faculty and Staff Publications

This article addresses the problem of estimating the population mean using auxiliary information in the presence of measurement errors.

The Doubly Inflated Poisson And Related Regression Models, Manasi Sheth-Chandra

Mathematics & Statistics Theses & Dissertations

Most real life count data consists of some values that are more frequent than allowed by the common parametric families of distributions. For data consisting of only excess zeros, in a seminal paper Lambert (1992) introduced Zero-Inflated Poisson (ZIP) model, which is a mixture model that accounts for the inflated zeros. In this thesis, two Doubly Inflated Poisson (DIP) probability models, DIP (p, λ) and DIP ( p1, p2, λ), are discussed for situations where there is another inflated value k > 0 besides the inflated zeros. The distributional properties such as identifiability, moments, and conditional probabilities …

Stochastic Dynamics Of Gene Transcription, Yan Xie

Theses and Dissertations--Statistics

Gene transcription in individual living cells is inevitably a stochastic and dynamic process. Little is known about how cells and organisms learn to balance the fidelity of transcriptional control and the stochasticity of transcription dynamics. In an effort to elucidate the contribution of environmental signals to this intricate balance, a Three State Model was recently proposed, and the transcription system was assumed to transit among three different functional states randomly.

In this work, we employ this model to demonstrate how the stochastic dynamics of gene transcription can be characterized by the three transition parameters. We compute the probability distribution of …

Rejoinder: Estimation Issues For Copulas Applied To Marketing Data, Peter Danaher, Michael Smith

Michael Stanley Smith

Estimating copula models using Bayesian methods presents some subtle challenges, ranging from specification of the prior to computational tractability. There is also some debate about what is the most appropriate copula to employ from those available. We address these issues here and conclude by discussing further applications of copula models in marketing.

Forecasting Television Ratings, Peter Danaher, Tracey Dagger, Michael Smith

Michael Stanley Smith

Despite the state of flux in media today, television remains the dominant player globally for advertising spend. Since television advertising time is purchased on the basis of projected future ratings, and ad costs have skyrocketed, there is increasing pressure to forecast television ratings accurately. Previous forecasting methods are not generally very reliable and many have not been validated, but more distressingly, none have been tested in today’s multichannel environment. In this study we compare 8 different forecasting models, ranging from a naïve empirical method to a state-of-the-art Bayesian model-averaging method. Our data come from a recent time period, 2004-2008 in …

Windows Executable For Gaussian Copula With Nbd Margins, Michael S. Smith

Michael Stanley Smith

This is an example Windows 32bit program to estimate a Gaussian copula model with NBD margins. The margins are estimated first using MLE, and the copula second using Bayesian MCMC. The model was discussed in Danaher & Smith (2011; Marketing Science) as example 4 (section 4.2).

Modeling Multivariate Distributions Using Copulas: Applications In Marketing, Peter J. Danaher, Michael S. Smith

Michael Stanley Smith

In this research we introduce a new class of multivariate probability models to the marketing literature. Known as “copula models”, they have a number of attractive features. First, they permit the combination of any univariate marginal distributions that need not come from the same distributional family. Second, a particular class of copula models, called “elliptical copula”, have the property that they increase in complexity at a much slower rate than existing multivariate probability models as the number of dimensions increase. Third, they are very general, encompassing a number of existing multivariate models, and provide a framework for generating many more. …

Bicycle Commuting In Melbourne During The 2000s Energy Crisis: A Semiparametric Analysis Of Intraday Volumes, Michael S. Smith, Goeran Kauermann

Michael Stanley Smith

Cycling is attracting renewed attention as a mode of transport in western urban environments, yet the determinants of usage are poorly understood. In this paper we investigate some of these using intraday bicycle volumes collected via induction loops located at ten bike paths in the city of Melbourne, Australia, between December 2005 and June 2008. The data are hourly counts at each location, with temporal and spatial disaggregation allowing for the impact of meteorology to be measured accurately for the first time. Moreover, during this period petrol prices varied dramatically and the data also provide a unique opportunity to assess …

The Generalized Shrinkage Estimator For The Analysis Of Functional Connectivity Of Brain Signals, Mark Fiecas, Hernando Ombao

Mark Fiecas

We develop a new statistical method for estimating functional connectivity between neurophysiological signals represented by a multivariate time series. We use partial coherence as the measure of functional connectivity. Partial coherence identifies the frequency bands that drive the direct linear association between any pair of channels. To estimate partial coherence, one would first need an estimate of the spectral density matrix of the multivariate time series. Parametric estimators of the spectral density matrix provide good frequency resolution but could be sensitive when the parametric model is misspecified. Smoothing-based nonparametric estimators are robust to model misspecification and are consistent but may …

An Introduction To Propensity-Score Methods For Reducing Confounding In Observational Studies, Peter C. Austin

Peter Austin

The propensity score is the probability of treatment assignment conditional on observed baseline characteristics. The propensity score allows one to design and analyze an observational (non-randomized) study so that it mimics some of the particular characteristics of a randomized controlled trial. In particular, the propensity score is a balancing score: conditional on the propensity score, the distribution of observed baseline covariates will be similar between treated and untreated subjects. We describe four different propensity score methods: matching on the propensity score, stratification on the propensity score, inverse probability of treatment weighting using the propensity score, and covariate adjustment using the …

Addressing The Problem Of Non-Response And Response Bias, Fabian C. Okafor

CBN Journal of Applied Statistics (JAS)

Survey planners and analysts in Nigeria have devoted much more attention to sampling errors at the expense of nonsampling errors (non-response and response errors). Sampling error is the degree to which the sample estimate differs from the average value of the characteristic due to chance. The present discussion will be centered on non-sampling error, which may present serious deficiencies in the statistics and render the survey useless. According to Platek and Gray (1986), “Non-response has been generally recognized as important measure of the quality of data since it affects the estimates by introducing a possible bias in the estimates and …

Poisson Process Monitoring, Test And Comparison, Qing Chen

UNLV Theses, Dissertations, Professional Papers, and Capstones

The task of determining whether a sudden change occurred in the generative parameters of a time series generates application in many areas. In this thesis, we aim at monitoring the change-point of a Poisson process by method, which is characterized by a forward-backward testing algorithm and several overall error control mechanisms. With the application of this proposed method, we declare that Mount Etna is not a simple Poissonian volcano, because two different regimes divided by the change point, January 30th 1974, are identified. The validation procedures, used in a complementary fashion, by the formal hypothesis tests and graphical method will …

Bayesian Logistic Regression Model For Siting Biomass-Using Facilities, Xia Huang

Masters Theses

Key sources of oil for western markets are located in complex geopolitical environments that increase economic and social risk. The amalgamation of economic, environmental, social and national security concerns for petroleum-based economies have created a renewed emphasis on alternative sources of energy which include biomass. The stability of sustainable biomass markets hinges on improved methods to predict and visualize business risk and cost to the supply chain.

This thesis develops Bayesian logistic regression models, with comparisons of classical maximum likelihood models, to quantify significant factors that influence the siting of biomass-using facilities and predict potential locations in the 13-state Southeastern …

Effects Of Acculturation On Hiv/Aids Sexual Risk Behaviors Among Asian And Pacific Islander (Api) Women, Margaret Cabotage Salud

Loma Linda University Electronic Theses, Dissertations & Projects

Background. In the US women are the fastest growing group for sexually transmitted infections (STIs), including HIV and AIDS. In addition, the estimated AIDS cases among female adults and adolescents, aged 13-19, increased from 7% in 1985 to approximately 26% in 2002. Most infections occur by heterosexual transmission with 53% occurring through contact with a high-risk sexual partner. While overall HIV/AIDS rates in the Asian Pacific Islander (API) community remain low, they are rising and HIV testing rates, one of the major prevention strategies for HIV, are lower than that of other populations. Furthermore, very little is known about APIs …