Designs for generalized linear models with several variables and model uncertainty

Standard factorial designs sometimes may be inadequate for experiments that aim to estimate a generalized linear model, for example, for describing a binary response in terms of several variables. A method is proposed for finding exact designs for such experiments that uses a criterion allowing for uncertainty in the link function, the linear predictor, or the model parameters, together with a design search. Designs are assessed and compared by simulation of the distribution of efficiencies relative to locally optimal designs over a space of possible models. Exact designs are investigated for two applications, and their advantages over factorial and central composite designs are demonstrated.

Finite mixture regression model with random effects: application to neonatal hospital length of stay

A two-component mixture regression model that allows simultaneously for heterogeneity and dependency among observations is proposed. By specifying random effects explicitly in the linear predictor of the mixture probability and the mixture components, parameter estimation is achieved by maximising the corresponding best linear unbiased prediction type log-likelihood. Approximate residual maximum likelihood estimates are obtained via an EM algorithm in the manner of generalised linear mixed model (GLMM). The method can be extended to a g-component mixture regression model with the component density from the exponential family, leading to the development of the class of finite mixture GLMM. For illustration, the method is applied to analyse neonatal length of stay (LOS). It is shown that identification of pertinent factors that influence hospital LOS can provide important information for health care planning and resource allocation. (C) 2002 Elsevier Science B.V. All rights reserved.

Benthic metabolism as an indicator of stream ecosystem health

We tested direct and indirect measures of benthic metabolism as indicators of stream ecosystem health across a known agricultural land-use disturbance gradient in southeast Queensland, Australia. Gross primary production (GPP) and respiration (R-24) in benthic chambers in cobble and sediment habitats, algal biomass (as chlorophyll a) from cobbles and sediment cores, algal biomass accrual on artificial substrates and stable carbon isotope ratios of aquatic plants and benthic sediments were measured at 53 stream sites, ranging from undisturbed subtropical rainforest to catchments where improved pasture and intensive cropping are major land-uses. Rates of benthic GPP and R-24 varied by more than two orders of magnitude across the study gradient. Generalised linear regression modelling explained 80% or more of the variation in these two indicators when sediment and cobble substrate dominated sites were considered separately, and both catchment and reach scale descriptors of the disturbance gradient were important in explaining this variation. Model fits were poor for net daily benthic metabolism (NDM) and production to respiration ratio (P/R). Algal biomass accrual on artificial substrate and stable carbon isotope ratios of aquatic plants and benthic sediment were the best of the indirect indicators, with regression model R-2 values of 50% or greater. Model fits were poor for algal biomass on natural substrates for cobble sites and all sites. None of these indirect measures of benthic metabolism was a good surrogate for measured GPP. Direct measures of benthic metabolism, GPP and R-24, and several indirect measures were good indicators of stream ecosystem health and are recommended in assessing process-related responses to riparian and catchment land use change and the success of ecosystem rehabilitation actions.

Onset of sheath extension and duration of lamina extension are major determinants of the response of maize lamina length to plant density

Background and Aims Plants regulate their architecture strongly in response to density, and there is evidence that this involves changes in the duration of leaf extension. This questions the approximation, central in crop models, that development follows a fixed thermal time schedule. The aim of this research is to investigate, using maize as a model, how the kinetics of extension of grass leaves change with density, and to propose directions for inclusion of this regulation in plant models. • Methods Periodic dissection of plants allowed the establishment of the kinetics of lamina and sheath extension for two contrasting sowing densities. The temperature of the growing zone was measured with thermocouples. Two-phase (exponential plus linear) models were fitted to the data, allowing analysis of the timing of the phase changes of extension, and the extension rate of sheaths and blades during both phases. • Key Results The duration of lamina extension dictated the variation in lamina length between treatments. The lower phytomers were longer at high density, with delayed onset of sheath extension allowing more time for the lamina to extend. In the upper phytomers—which were shorter at high density—the laminae had a lower relative extension rate (RER) in the exponential phase and delayed onset of linear extension, and less time available for extension since early sheath extension was not delayed. • Conclusions The relative timing of the onset of fast extension of the lamina with that of sheath development is the main determinant of the response of lamina length to density. Evidence is presented that the contrasting behaviour of lower and upper phytomers is related to differing regulation of sheath ontogeny before and after panicle initiation. A conceptual model is proposed to explain how the observed asynchrony between lamina and sheath development is regulated.

Impact of potential models on adsorption of linear molecules on carbon black

In this paper, we investigate the effects of potential models on the description of equilibria of linear molecules (ethylene and ethane) adsorption on graphitized thermal carbon black. GCMC simulation is used as a tool to give adsorption isotherms, isosteric heat of adsorption and the microscopic configurations of these molecules. At the heart of the GCMC are the potential models, describing fluid-fluid interaction and solid-fluid interaction. Here we studied the two potential models recently proposed in the literature, the UA-TraPPE and AUA4. Their impact in the description of adsorption behavior of pure components will be discussed. Mixtures of these components with nitrogen and argon are also studied. Nitrogen is modeled a two-site plus discrete charges while argon as a spherical particle. GCMC simulation is also used for generating simulation mixture isotherms. It is found that co-operation between species occurs when the surface is fractionally covered while competition is important when surface is fully loaded.

On the estimation and comparison of short-rate models using the generalised method of moments

Subsequent to the influential paper of [Chan, K.C., Karolyi, G.A., Longstaff, F.A., Sanders, A.B., 1992. An empirical comparison of alternative models of the short-term interest rate. Journal of Finance 47, 1209-1227], the generalised method of moments (GMM) has been a popular technique for estimation and inference relating to continuous-time models of the short-term interest rate. GMM has been widely employed to estimate model parameters and to assess the goodness-of-fit of competing short-rate specifications. The current paper conducts a series of simulation experiments to document the bias and precision of GMM estimates of short-rate parameters, as well as the size and power of [Hansen, L.P., 1982. Large sample properties of generalised method of moments estimators. Econometrica 50, 1029-1054], J-test of over-identifying restrictions. While the J-test appears to have appropriate size and good power in sample sizes commonly encountered in the short-rate literature, GMM estimates of the speed of mean reversion are shown to be severely biased. Consequently, it is dangerous to draw strong conclusions about the strength of mean reversion using GMM. In contrast, the parameter capturing the levels effect, which is important in differentiating between competing short-rate specifications, is estimated with little bias. (c) 2006 Elsevier B.V. All rights reserved.

Error models for mode mismatch in linear optics quantum computing

One of the most significant challenges facing the development of linear optics quantum computing (LOQC) is mode mismatch, whereby photon distinguishability is introduced within circuits, undermining quantum interference effects. We examine the effects of mode mismatch on the parity (or fusion) gate, the fundamental building block in several recent LOQC schemes. We derive simple error models for the effects of mode mismatch on its operation, and relate these error models to current fault-tolerant-threshold estimates.