Statistical Methodology Commons^™

Set-Based Tests For Genetic Association In Longitudinal Studies, Zihuai He, Min Zhang, Seunggeun Lee, Jennifer A. Smith, Xiuqing Guo, Walter Palmas, Sharon L.R. Kardia, Ana V. Diez Roux, Bhramar Mukherjee

The University of Michigan Department of Biostatistics Working Paper Series

Genetic association studies with longitudinal markers of chronic diseases (e.g., blood pressure, body mass index) provide a valuable opportunity to explore how genetic variants affect traits over time by utilizing the full trajectory of longitudinal outcomes. Since these traits are likely influenced by the joint effect of multiple variants in a gene, a joint analysis of these variants considering linkage disequilibrium (LD) may help to explain additional phenotypic variation. In this article, we propose a longitudinal genetic random field model (LGRF), to test the association between a phenotype measured repeatedly during the course of an observational study and a set …

Genetic Association Testing Of Copy Number Variation, Yinglei Li

Theses and Dissertations--Statistics

Copy-number variation (CNV) has been implicated in many complex diseases. It is of great interest to detect and locate such regions through genetic association testings. However, the association testings are complicated by the fact that CNVs usually span multiple markers and thus such markers are correlated to each other. To overcome the difficulty, it is desirable to pool information across the markers. In this thesis, we propose a kernel-based method for aggregation of marker-level tests, in which first we obtain a bunch of p-values through association tests for every marker and then the association test involving CNV is based on …

A Fault-Based Model Of Fault Localization Techniques, Mark A. Hays

Theses and Dissertations--Computer Science

Every day, ordinary people depend on software working properly. We take it for granted; from banking software, to railroad switching software, to flight control software, to software that controls medical devices such as pacemakers or even gas pumps, our lives are touched by software that we expect to work. It is well known that the main technique/activity used to ensure the quality of software is testing. Often it is the only quality assurance activity undertaken, making it that much more important.

In a typical experiment studying these techniques, a researcher will intentionally seed a fault (intentionally breaking the functionality of …

Exponentially Weighted Moving Average Charts For Monitoring The Process Generalized Variance, Anna Khamitova

College of Graduate Studies: Theses & Dissertations

The exponentially weighted moving average chart based on the sample generalized variance is studied under the independent multivariate normal model for the vector of quality measurements. The performance of the chart is based on an analysis of the chart's initial and steady-state run length distributions. The three methods that are commonly used to determinate run length distribution, simulation, the integral equation method, and the Markov chain approximation are discussed. The integral equation and Markov chain approaches are analytical methods that require a nu- merical method for determining the probability density and cumulative distribution functions describing the distribution of the sample …

Normal Mixture And Contaminated Model With Nuisance Parameter And Applications, Qian Fan

Theses and Dissertations--Statistics

This paper intend to find the proper hypothesis and test statistic for testing existence of bilaterally contamination when there exists nuisance parameter. The test statistic is based on method of moments estimators. Union-Intersection test is used for testing if the distribution of population can be implemented by a bilaterally contaminated normal model with unknown variance. This paper also developed a hierarchical normal mixture model (HNM) and applied it to birth weight data. EM algorithm is employed for parameter estimation and a singular Bayesian information criterion (sBIC) is applied to choose the number components. We also proposed a singular flexible information …

A General Procedure Of Estimating Population Mean Using Information On Auxiliary Attribute, Sachin Malik, Rajesh Singh, Florentin Smarandache

Branch Mathematics and Statistics Faculty and Staff Publications

This paper deals with the problem of estimating the finite population mean when some information on auxiliary attribute is available. It is shown that the proposed estimator is more efficient than the usual mean estimator and other existing estimators. The results have been illustrated numerically by taking empirical population considered in the literature.

Simulating Bipartite Networks To Reflect Uncertainty In Local Network Properties, Ravi Goyal, Joseph Blitzstein, Victor De Gruttola

Harvard University Biostatistics Working Paper Series

No abstract provided.

Causal Relationship Between Stock Market Index And Exchange Rate: Evidence From Nigeria, Abdulrasheed Zubair

CBN Journal of Applied Statistics (JAS)

This paper uses Johansen’s cointegration to test for the possibility of cointegration and Granger-causality to estimate the causal relationship between stock market index and monetary indicators (exchange rate and M2) before and during the global financial crisis for Nigeria, using monthly data for the period 2001–2011. Results suggest absence of long-run relationship before and during the crisis. The Granger-causality tests show a uni-directional causality running from M2 to ASI before the crisis while during the period of the crisis there is absence of causality between the variables. This suggests that ASI show responsiveness to M2. Thus, absence of the direct …

Short-Term Inflation Forecasting Models For Nigeria, Sani I. Doguwa, Sarah O. Alade

CBN Journal of Applied Statistics (JAS)

Short-term inflation forecasting is an essential component of the monetary policy projections at the Central Bank of Nigeria. This paper proposes four short-term headline inflation forecasting models using the SARIMA and SARIMAX processes and compares their performance using the pseudo-out-of-sample forecasting procedure over July 2011 to September 2013. According to the results the best forecasting performance is demonstrated by the model based on the all items CPI estimated using the SARIMAX model. This model is, therefore, recommended for use in short-term forecasting of headline inflation in Nigeria. The forecasting performance up to eight months ahead, of the models based on …

A Guide To Testing A Proportion When There May Be Misclassifications, David L. Farnsworth, Jonathan R. Bradley

Articles

Ignoring possible misclassifications when testing for a proportion can lead to erroneous decisions. A statistical test is described that incorporates misclassification rates into the analysis. Easily checked safeguards that ensure that the test is appropriate are given. Additionally, the test provides a procedure when the hypothesis stipulates that the proportion is zero. Applications of the test are illustrated with examples which show that it is practical. Comprehensive guidance is supplied for the practitioner.

An Efficient Two Sample Capture-Recapture Model With High Recaptures, Danjuma Jibasen, Yusuf J. Adams

CBN Journal of Applied Statistics (JAS)

This paper proposed an efficient two sample capture-recapture model (Ma) with high recaptures and compared it with the existing models like the model of no factor effect (Mo), behavioral response model (Mb) and the Petersen model (Ms), using simulated data. We found that the Petersen model provides a better estimate of the population size when the observations follow a hypergeometric distribution and the population is overestimated when recapture is high. It was also found that the proposed model provides a better estimator of the population size than the existing ones when the recapture is high. This model is particularly useful …

Investigating Chaos In The Nigerian Asset And Resource Management (Arm) Discovery Fund, Ibiyinka A. Fuwape, Samuel T. Ogunjo

CBN Journal of Applied Statistics (JAS)

This paper investigates chaos in a Nigerian mutual fund, Asset and Resource Management Company Limited (ARM) for a period of eleven years. The existence of chaotic signals in the data was identified by the reconstruction of the phase space of the daily closing price of the fund and the delay time was quantified using mutual information function and the embedding dimension by the false nearest neighbours, where the values were identified to be 15 and 20 respectively. The presence of chaotic signals in the ARM data was further confirmed by the correlation dimension method which yielded a dimension of 2.2 …

Modeling The Nigerian Inflation Rates Using Periodogram And Fourier Series Analysis, Chukwuemeka O. Omekara,, Emmanuel J. Ekpenyong, Micheal P. Ekerete

CBN Journal of Applied Statistics (JAS)

This work considers the application of Periodogram and Fourier Series Analysis to model all-items monthly inflation rates in Nigeria from 2003 to 2011. The main objectives are to identify inflation cycles, fit a suitable model to the data and make forecasts of future values. To achieve these objectives, monthly all-items inflation rates for the period were obtained from the Central Bank of Nigeria (CBN) website. Periodogram and Fourier series methods of analysis are used to analyze the data. Based on the analysis, it was found that inflation cycle within the period was fifty one (51) months, which coincides with the …

Nigerian Stock Index: A Search For Optimal Garch Model Using High Frequency Data, Olaoluwa Simon Yaya

CBN Journal of Applied Statistics (JAS)

This paper attempts to fit the best Generalized Autoregressive Conditional Heteroscedastic (GARCH) model for All Share Index (ASI) of Nigerian Stock Exchange (NSE) returns. A search is made on various GARCH variants specified on the assumptions of stationarity and asymmetry. Fractionally integrated types are also considered to capture the possibility of return series having property of long range dependency. The parameter estimations are carried out on the assumptions of normality and non-normality of GARCH innovations, with models and forecasts evaluated using information criteria and loss functions respectively. Under normality assumption, Hyperbolic GARCH (HYGARCH(1,d,1)) model is selected and Integrated GARCH (IGARCH(1,1)) …

Time Series Modeling Of Nigeria External Reserves, Iheanyichukwu S. Iwueze, Eleazar C. Nwogu, Valentine U. Nlebedim

CBN Journal of Applied Statistics (JAS)

This paper discusses the levels and trend of external reserves in Nigeria. The relevance of this lies in the fact that it could help to monitor the reserves and throw early warning signal about any economic crisis. Monthly data on Nigeria external reserves for the period January 1999 to December, 2008 derived from the 2008 CBN Statistical Bulletin was analyzed using ARIMA model. Results of the analyses show that (i) the data requires logarithmic transformation to stabilize the variance and make the distribution normal (ii) the appropriate model that best describes the pattern in the transformed data is the Autoregressive- …

A Markov Decision Process Approach To Optimal Control Of A Multi-Level Hierarchical Manpower System, Akaninyene U. Udom

CBN Journal of Applied Statistics (JAS)

A recurrent problem in manpower control is how to attain the desired structural configuration in an optimal way, since it is possible to reach a desired structural configuration using different control inputs. The major aim of this paper is to develop a Markov Decision Process for optimal control of a Multi-level Hierarchical Manpower System (MHMS) by promotion and interdepartmental transfers. This is examined under control by intervention and contraction cost Markov Decision Process.

Joint Estimation Of Multiple Graphical Models From High Dimensional Time Series, Huitong Qiu, Fang Han, Han Liu, Brian Caffo

Johns Hopkins University, Dept. of Biostatistics Working Papers

In this manuscript the problem of jointly estimating multiple graphical models in high dimensions is considered. It is assumed that the data are collected from n subjects, each of which consists of m non-independent observations. The graphical models of subjects vary, but are assumed to change smoothly corresponding to a measure of the closeness between subjects. A kernel based method for jointly estimating all graphical models is proposed. Theoretically, under a double asymptotic framework, where both (m,n) and the dimension d can increase, the explicit rate of convergence in parameter estimation is provided, thus characterizing the strength one can borrow …

Adapting Data Adaptive Methods For Small, But High Dimensional Omic Data: Applications To Gwas/Ewas And More, Sara Kherad Pajouh, Alan E. Hubbard, Martyn T. Smith

U.C. Berkeley Division of Biostatistics Working Paper Series

Exploratory analysis of high dimensional "omics" data has received much attention since the explosion of high-throughput technology allows simultaneous screening of tens of thousands of characteristics (genomics, metabolomics, proteomics, adducts, etc., etc.). Part of this trend has been an increase in the dimension of exposure data in studies of environmental exposure and associated biomarkers. Though some of the general approaches, such as GWAS, are transferable, what has received less focus is 1) how to derive estimation of independent associations in the context of many competing causes, without resorting to a misspecified model, and 2) how to derive accurate small-sample inference …

Using The Inverse Transform To Specify Contrasts In Regression And Latent Curve Structural Equation Models, Thomas N. Templin

Nursing Faculty Research Publications

A simple yet general method for specifying contrasts to test hypotheses in regression and latent curve structural equation models is presented. The traditional qualitative variable coding schemes used in multiple regression (e.g., dummy coding) have a more general formulation. Five matrices are involved: The coding scheme, A. The matrix which gives the distribution and ordering of cases, W; WA = X; X is the design matrix. The contrast coefficient matrix C; and C^-1 = A. In practice, only C, C^-1, and A are necessary because the statistical software generates the design matrix. This method has great generality …

Testing For A Zero Proportion, Jonathan R. Bradley, David L. Farnsworth

Articles

Tests for a proportion that may be zero are described. The setting is an environment in which there can be misclassifications or misdiagnoses, giving the possibility of nonzero counts from false positives even though no real examples may exist. Both frequentist and Bayesian tests and analyses are presented, and examples are given.