An upper bound on the Bayesian error bars for generalized linear regression

In the Bayesian framework, predictions for a regression problem are expressed in terms of a distribution of output values. The mode of this distribution corresponds to the most probable output, while the uncertainty associated with the predictions can conveniently be expressed in terms of error bars. In this paper we consider the evaluation of error bars in the context of the class of generalized linear regression models. We provide insights into the dependence of the error bars on the location of the data points and we derive an upper bound on the true error bars in terms of the contributions from individual data points which are themselves easily evaluated.

Prediction with Gaussian processes: from linear regression to linear prediction and beyond

The main aim of this paper is to provide a tutorial on regression with Gaussian processes. We start from Bayesian linear regression, and show how by a change of viewpoint one can see this method as a Gaussian process predictor based on priors over functions, rather than on priors over parameters. This leads in to a more general discussion of Gaussian processes in section 4. Section 5 deals with further issues, including hierarchical modelling and the setting of the parameters that control the Gaussian process, the covariance functions for neural network models and the use of Gaussian processes in classification problems.

Spatial pattern analysis of beta-amyloid (A beta) deposits in Alzheimer disease by linear regression

The spatial patterns of discrete beta-amyloid (Abeta) deposits in brain tissue from patients with Alzheimer disease (AD) were studied using a statistical method based on linear regression, the results being compared with the more conventional variance/mean (V/M) method. Both methods suggested that Abeta deposits occurred in clusters (400 to <12,800 mu m in diameter) in all but 1 of the 42 tissues examined. In many tissues, a regular periodicity of the Abeta deposit clusters parallel to the tissue boundary was observed. In 23 of 42 (55%) tissues, the two methods revealed essentially the same spatial patterns of Abeta deposits; in 15 of 42 (36%), the regression method indicated the presence of clusters at a scale not revealed by the V/M method; and in 4 of 42 (9%), there was no agreement between the two methods. Perceived advantages of the regression method are that there is a greater probability of detecting clustering at multiple scales, the dimension of larger Abeta clusters can be estimated more accurately, and the spacing between the clusters may be estimated. However, both methods may be useful, with the regression method providing greater resolution and the V/M method providing greater simplicity and ease of interpretation. Estimates of the distance between regularly spaced Abeta clusters were in the range 2,200-11,800 mu m, depending on tissue and cluster size. The regular periodicity of Abeta deposit clusters in many tissues would be consistent with their development in relation to clusters of neurons that give rise to specific neuronal projections.

Statnote 19: non-linear regression: fitting an exponential curve to data

Non-linear relationships are common in microbiological research and often necessitate the use of the statistical techniques of non-linear regression or curve fitting. In some circumstances, the investigator may wish to fit an exponential model to the data, i.e., to test the hypothesis that a quantity Y either increases or decays exponentially with increasing X. This type of model is straight forward to fit as taking logarithms of the Y variable linearises the relationship which can then be treated by the methods of linear regression.

Statnote 20: non-linear regression: fitting a general polynomial curve

In some circumstances, there may be no scientific model of the relationship between X and Y that can be specified in advance and indeed the objective of the investigation may be to provide a ‘curve of best fit’ for predictive purposes. In such an example, the fitting of successive polynomials may be the best approach. There are various strategies to decide on the polynomial of best fit depending on the objectives of the investigation.

Data analysis methods in optometry Part 7: multiple linear regression

Multiple regression analysis is a complex statistical method with many potential uses. It has also become one of the most abused of all statistical procedures since anyone with a data base and suitable software can carry it out. An investigator should always have a clear hypothesis in mind before carrying out such a procedure and knowledge of the limitations of each aspect of the analysis. In addition, multiple regression is probably best used in an exploratory context, identifying variables that might profitably be examined by more detailed studies. Where there are many variables potentially influencing Y, they are likely to be intercorrelated and to account for relatively small amounts of the variance. Any analysis in which R squared is less than 50% should be suspect as probably not indicating the presence of significant variables. A further problem relates to sample size. It is often stated that the number of subjects or patients must be at least 5-10 times the number of variables included in the study.5 This advice should be taken only as a rough guide but it does indicate that the variables included should be selected with great care as inclusion of an obviously unimportant variable may have a significant impact on the sample size required.

Data methods in optometry. Part 10: non-linear regression analysis

1. The techniques associated with regression, whether linear or non-linear, are some of the most useful statistical procedures that can be applied in clinical studies in optometry. 2. In some cases, there may be no scientific model of the relationship between X and Y that can be specified in advance and the objective may be to provide a ‘curve of best fit’ for predictive purposes. In such cases, the fitting of a general polynomial type curve may be the best approach. 3. An investigator may have a specific model in mind that relates Y to X and the data may provide a test of this hypothesis. Some of these curves can be reduced to a linear regression by transformation, e.g., the exponential and negative exponential decay curves. 4. In some circumstances, e.g., the asymptotic curve or logistic growth law, a more complex process of curve fitting involving non-linear estimation will be required.

Predicting class I major histocompatibility complex (MHC) binders using multivariate statistics:comparison of discriminant analysis and multiple linear regression

The accurate in silico identification of T-cell epitopes is a critical step in the development of peptide-based vaccines, reagents, and diagnostics. It has a direct impact on the success of subsequent experimental work. Epitopes arise as a consequence of complex proteolytic processing within the cell. Prior to being recognized by T cells, an epitope is presented on the cell surface as a complex with a major histocompatibility complex (MHC) protein. A prerequisite therefore for T-cell recognition is that an epitope is also a good MHC binder. Thus, T-cell epitope prediction overlaps strongly with the prediction of MHC binding. In the present study, we compare discriminant analysis and multiple linear regression as algorithmic engines for the definition of quantitative matrices for binding affinity prediction. We apply these methods to peptides which bind the well-studied human MHC allele HLA-A*0201. A matrix which results from combining results of the two methods proved powerfully predictive under cross-validation. The new matrix was also tested on an external set of 160 binders to HLA-A*0201; it was able to recognize 135 (84%) of them.

The use of correlation and regression methods in optometry

Correlation and regression are two of the statistical procedures most widely used by optometrists. However, these tests are often misused or interpreted incorrectly, leading to erroneous conclusions from clinical experiments. This review examines the major statistical tests concerned with correlation and regression that are most likely to arise in clinical investigations in optometry. First, the use, interpretation and limitations of Pearson's product moment correlation coefficient are described. Second, the least squares method of fitting a linear regression to data and for testing how well a regression line fits the data are described. Third, the problems of using linear regression methods in observational studies, if there are errors associated in measuring the independent variable and for predicting a new value of Y for a given X, are discussed. Finally, methods for testing whether a non-linear relationship provides a better fit to the data and for comparing two or more regression lines are considered.

Statnote 16: fitting a regression line to data

Fitting a linear regression to data provides much more information about the relationship between two variables than a simple correlation test. A goodness of fit test of the line should always be carried out. Hence, ‘r squared’ estimates the strength of the relationship between Y and X, ANOVA whether a statistically significant line is present, and the ‘t’ test whether the slope of the line is significantly different from zero. In addition, it is important to check whether the data fit the assumptions for regression analysis and, if not, whether a transformation of the Y and/or X variables is necessary.

Data methods in optometry. Part 6: fitting a regression line to data

1. Fitting a linear regression to data provides much more information about the relationship between two variables than a simple correlation test. A goodness of fit test of the line should always be carried out. Hence, r squared estimates the strength of the relationship between Y and X, ANOVA whether a statistically significant line is present, and the ‘t’ test whether the slope of the line is significantly different from zero. 2. Always check whether the data collected fit the assumptions for regression analysis and, if not, whether a transformation of the Y and/or X variables is necessary. 3. If the regression line is to be used for prediction, it is important to determine whether the prediction involves an individual y value or a mean. Care should be taken if predictions are made close to the extremities of the data and are subject to considerable error if x falls beyond the range of the data. Multiple predictions require correction of the P values. 3. If several individual regression lines have been calculated from a number of similar sets of data, consider whether they should be combined to form a single regression line. 4. If the data exhibit a degree of curvature, then fitting a higher-order polynomial curve may provide a better fit than a straight line. In this case, a test of whether the data depart significantly from a linear regression should be carried out.

Statnote 24: Multiple regression

In previous statnotes, the application of correlation and regression methods to the analysis of two variables (X,Y) was described. These methods can be used to determine whether there is a linear relationship between the two variables, whether the relationship is positive or negative, to test the degree of significance of the linear relationship, and to obtain an equation relating Y to X. This Statnote extends the methods of linear correlation and regression to situations where there are two or more X variables, i.e., 'multiple linear regression’.

Regression analysis of ranked segment parameters for optic nerve head classification:a pilot study

Purpose: To determine whether curve-fitting analysis of the ranked segment distributions of topographic optic nerve head (ONH) parameters, derived using the Heidelberg Retina Tomograph (HRT), provide a more effective statistical descriptor to differentiate the normal from the glaucomatous ONH. Methods: The sample comprised of 22 normal control subjects (mean age 66.9 years; S.D. 7.8) and 22 glaucoma patients (mean age 72.1 years; S.D. 6.9) confirmed by reproducible visual field defects on the Humphrey Field Analyser. Three 10°-images of the ONH were obtained using the HRT. The mean topography image was determined and the HRT software was used to calculate the rim volume, rim area to disc area ratio, normalised rim area to disc area ratio and retinal nerve fibre cross-sectional area for each patient at 10°-sectoral intervals. The values were ranked in descending order, and each ranked-segment curve of ordered values was fitted using the least squares method. Results: There was no difference in disc area between the groups. The group mean cup-disc area ratio was significantly lower in the normal group (0.204 ± 0.16) compared with the glaucoma group (0.533 ± 0.083) (p < 0.001). The visual field indices, mean deviation and corrected pattern S.D., were significantly greater (p < 0.001) in the glaucoma group (-9.09 dB ± 3.3 and 7.91 ± 3.4, respectively) compared with the normal group (-0.15 dB ± 0.9 and 0.95 dB ± 0.8, respectively). Univariate linear regression provided the best overall fit to the ranked segment data. The equation parameters of the regression line manually applied to the normalised rim area-disc area and the rim area-disc area ratio data, correctly classified 100% of normal subjects and glaucoma patients. In this study sample, the regression analysis of ranked segment parameters method was more effective than conventional ranked segment analysis, in which glaucoma patients were misclassified in approximately 50% of cases. Further investigation in larger samples will enable the calculation of confidence intervals for normality. These reference standards will then need to be investigated for an independent sample to fully validate the technique. Conclusions: Using a curve-fitting approach to fit ranked segment curves retains information relating to the topographic nature of neural loss. Such methodology appears to overcome some of the deficiencies of conventional ranked segment analysis, and subject to validation in larger scale studies, may potentially be of clinical utility for detecting and monitoring glaucomatous damage. © 2007 The College of Optometrists.