The Bayesian conditional independence model for measurement error: applications in ecology

The measurement error model is a well established statistical method for regression problems in medical sciences, although rarely used in ecological studies. While the situations in which it is appropriate may be less common in ecology, there are instances in which there may be benefits in its use for prediction and estimation of parameters of interest. We have chosen to explore this topic using a conditional independence model in a Bayesian framework using a Gibbs sampler, as this gives a great deal of flexibility, allowing us to analyse a number of different models without losing generality. Using simulations and two examples, we show how the conditional independence model can be used in ecology, and when it is appropriate.

Measurement error of rearfoot kinematics during running between a 100Hz and 30Hz camera

Background: Measurement accuracy is critical for biomechanical gait assessment. Very few studies have determined the accuracy of common clinical rearfoot variables between cameras with different collection frequencies. Research question: What is the measurement error for common rearfoot gait parameters when using a standard 30Hz digital camera compared to 100Hz camera? Type of study: Descriptive. Methods: 100 footfalls were recorded from 10 subjects ( 10 footfalls per subject) running on a treadmill at 2.68m/s. A high-speed digital timer, accurate within 1ms served as an external reference. Markers were placed along the vertical axis of the heel counter and the long axis of the shank. 2D coordinates for the four markers were determined from heel strike to heel lift. Variables of interest included time of heel strike (THS), time of heel lift (THL), time to maximum eversion (TMax), and maximum rearfoot eversion angle (EvMax). Results: THS difference was 29.77ms (+/- 8.77), THL difference was 35.64ms (+/- 6.85), and TMax difference was 16.50ms (+/- 2.54). These temporal values represent a difference equal to 11.9%, 14.3%, and 6.6% of the stance phase of running gait, respectively. EvMax difference was 1.02 degrees (+/- 0.46). Conclusions: A 30Hz camera is accurate, compared to a high-frequency camera, in determining TMax and EvMax during a clinical gait analysis. However, relatively large differences, in excess of 12% of the stance phase of gait, for THS and THL variables were measured.

Combining opinions for use in Bayesian networks: A measurement error approach

Bayesian networks (BNs) are graphical probabilistic models used for reasoning under uncertainty. These models are becoming increasing popular in a range of fields including ecology, computational biology, medical diagnosis, and forensics. In most of these cases, the BNs are quantified using information from experts, or from user opinions. An interest therefore lies in the way in which multiple opinions can be represented and used in a BN. This paper proposes the use of a measurement error model to combine opinions for use in the quantification of a BN. The multiple opinions are treated as a realisation of measurement error and the model uses the posterior probabilities ascribed to each node in the BN which are computed from the prior information given by each expert. The proposed model addresses the issues associated with current methods of combining opinions such as the absence of a coherent probability model, the lack of the conditional independence structure of the BN being maintained, and the provision of only a point estimate for the consensus. The proposed model is applied an existing Bayesian Network and performed well when compared to existing methods of combining opinions.

The measurement error in marine survey catches: the bottom trawl case

We have formulated a model for analyzing the measurement error in marine survey abundance estimates by using data from parallel surveys (trawl haul or acoustic measurement). The measurement error is defined as the component of the variability that cannot be explained by covariates such as temperature, depth, bottom type, etc. The method presented is general, but we concentrate on bottom trawl catches of cod (Gadus morhua). Catches of cod from 10 parallel trawling experiments in the Barents Sea with a total of 130 paired hauls were used to estimate the measurement error in trawl hauls. Based on the experimental data, the measurement error is fairly constant in size on the logarithmic scale and is independent of location, time, and fish density. Compared with the total variability of the winter and autumn surveys in the Barents Sea, the measurement error is small (approximately 2–5%, on the log scale, in terms of variance of catch per towed distance). Thus, the cod catch rate is a fairly precise measure of fish density at a given site at a given time.

Response of residential electricity demand to price: The effect of measurement error

In this paper we present an empirical analysis of the residential demand for electricity using annual aggregate data at the state level for 48 US states from 1995 to 2007. Earlier literature has examined residential energy consumption at the state level using annual or monthly data, focusing on the variation in price elasticities of demand across states or regions, but has failed to recognize or address two major issues. The first is that, when fitting dynamic panel models, the lagged consumption term in the right-hand side of the demand equation is endogenous. This has resulted in potentially inconsistent estimates of the long-run price elasticity of demand. The second is that energy price is likely mismeasured.

The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR approach

A growing literature considers the impact of uncertainty using SVAR models that include proxies for uncertainty shocks as endogenous variables. In this paper we consider the impact of measurement error in these proxies on the estimated impulse responses. We show via a Monte-Carlo experiment that measurement error can result in attenuation bias in impulse responses. In contrast, the proxy SVAR that uses the uncertainty shock proxy as an instrument does not su¤er from this bias. Applying this latter method to the Bloom (2009) data-set results in impulse responses to uncertainty shocks that are larger in magnitude and more persistent than those obtained from a recursive SVAR.

Model Diagnostics in the presence of measurement error

The problem of using information available from one variable X to make inferenceabout another Y is classical in many physical and social sciences. In statistics this isoften done via regression analysis where mean response is used to model the data. Onestipulates the model Y = µ(X) +ɛ. Here µ(X) is the mean response at the predictor variable value X = x, and ɛ = Y - µ(X) is the error. In classical regression analysis, both (X; Y ) are observable and one then proceeds to make inference about the mean response function µ(X). In practice there are numerous examples where X is not available, but a variable Z is observed which provides an estimate of X. As an example, consider the herbicidestudy of Rudemo, et al. [3] in which a nominal measured amount Z of herbicide was applied to a plant but the actual amount absorbed by the plant X is unobservable. As another example, from Wang [5], an epidemiologist studies the severity of a lung disease, Y , among the residents in a city in relation to the amount of certain air pollutants. The amount of the air pollutants Z can be measured at certain observation stations in the city, but the actual exposure of the residents to the pollutants, X, is unobservable and may vary randomly from the Z-values. In both cases X = Z+error: This is the so called Berkson measurement error model.In more classical measurement error model one observes an unbiased estimator W of X and stipulates the relation W = X + error: An example of this model occurs when assessing effect of nutrition X on a disease. Measuring nutrition intake precisely within 24 hours is almost impossible. There are many similar examples in agricultural or medical studies, see e.g., Carroll, Ruppert and Stefanski [1] and Fuller [2], , among others. In this talk we shall address the question of fitting a parametric model to the re-gression function µ(X) in the Berkson measurement error model: Y = µ(X) + ɛ; X = Z + η; where η and ɛ are random errors with E(ɛ) = 0, X and η are d-dimensional, and Z is the observable d-dimensional r.v.

Moderating effects of management control systems and innovation on performance. Simple methods for correcting the effects of measurement error for interaction effects in small samples

In the accounting literature, interaction or moderating effects are usually assessed by means of OLS regression and summated rating scales are constructed to reduce measurement error bias. Structural equation models and two-stage least squares regression could be used to completely eliminate this bias, but large samples are needed. Partial Least Squares are appropriate for small samples but do not correct measurement error bias. In this article, disattenuated regression is discussed as a small sample alternative and is illustrated on data of Bisbe and Otley (in press) that examine the interaction effect of innovation and style of use of budgets on performance. Sizeable differences emerge between OLS and disattenuated regression

Correcting Measurement Error Bias in Interaction Models with Small Samples

Several methods have been suggested to estimate non-linear models with interaction terms in the presence of measurement error. Structural equation models eliminate measurement error bias, but require large samples. Ordinary least squares regression on summated scales, regression on factor scores and partial least squares are appropriate for small samples but do not correct measurement error bias. Two stage least squares regression does correct measurement error bias but the results strongly depend on the instrumental variable choice. This article discusses the old disattenuated regression method as an alternative for correcting measurement error in small samples. The method is extended to the case of interaction terms and is illustrated on a model that examines the interaction effect of innovation and style of use of budgets on business performance. Alternative reliability estimates that can be used to disattenuate the estimates are discussed. A comparison is made with the alternative methods. Methods that do not correct for measurement error bias perform very similarly and considerably worse than disattenuated regression

The effects of environmental perturbation and measurement error on estimates of the shape parameter in the theta-logistic model of population regulation

The theta-logistic is a widely used generalisation of the logistic model of regulated biological processes which is used in particular to model population regulation. Then the parameter theta gives the shape of the relationship between per-capita population growth rate and population size. Estimation of theta from population counts is however subject to bias, particularly when there are measurement errors. Here we identify factors disposing towards accurate estimation of theta by simulation of populations regulated according to the theta-logistic model. Factors investigated were measurement error, environmental perturbation and length of time series. Large measurement errors bias estimates of theta towards zero. Where estimated theta is close to zero, the estimated annual return rate may help resolve whether this is due to bias. Environmental perturbations help yield unbiased estimates of theta. Where environmental perturbations are large, estimates of theta are likely to be reliable even when measurement errors are also large. By contrast where the environment is relatively constant, unbiased estimates of theta can only be obtained if populations are counted precisely Our results have practical conclusions for the design of long-term population surveys. Estimation of the precision of population counts would be valuable, and could be achieved in practice by repeating counts in at least some years. Increasing the length of time series beyond ten or 20 years yields only small benefits. if populations are measured with appropriate accuracy, given the level of environmental perturbation, unbiased estimates can be obtained from relatively short censuses. These conclusions are optimistic for estimation of theta. (C) 2008 Elsevier B.V All rights reserved.

Robust inference in an heteroscedastic measurement error model

In this paper we deal with robust inference in heteroscedastic measurement error models Rather than the normal distribution we postulate a Student t distribution for the observed variables Maximum likelihood estimates are computed numerically Consistent estimation of the asymptotic covariance matrices of the maximum likelihood and generalized least squares estimators is also discussed Three test statistics are proposed for testing hypotheses of interest with the asymptotic chi-square distribution which guarantees correct asymptotic significance levels Results of simulations and an application to a real data set are also reported (C) 2009 The Korean Statistical Society Published by Elsevier B V All rights reserved

Bayesian analysis of skew-t multivariate null intercept measurement error model

The multivariate skew-t distribution (J Multivar Anal 79:93-113, 2001; J R Stat Soc, Ser B 65:367-389, 2003; Statistics 37:359-363, 2003) includes the Student t, skew-Cauchy and Cauchy distributions as special cases and the normal and skew-normal ones as limiting cases. In this paper, we explore the use of Markov Chain Monte Carlo (MCMC) methods to develop a Bayesian analysis of repeated measures, pretest/post-test data, under multivariate null intercept measurement error model (J Biopharm Stat 13(4):763-771, 2003) where the random errors and the unobserved value of the covariate (latent variable) follows a Student t and skew-t distribution, respectively. The results and methods are numerically illustrated with an example in the field of dentistry.

Bayesian analysis for a skew extension of the multivariate null intercept measurement error model

Skew-normal distribution is a class of distributions that includes the normal distributions as a special case. In this paper, we explore the use of Markov Chain Monte Carlo (MCMC) methods to develop a Bayesian analysis in a multivariate, null intercept, measurement error model [R. Aoki, H. Bolfarine, J.A. Achcar, and D. Leao Pinto Jr, Bayesian analysis of a multivariate null intercept error-in -variables regression model, J. Biopharm. Stat. 13(4) (2003b), pp. 763-771] where the unobserved value of the covariate (latent variable) follows a skew-normal distribution. The results and methods are applied to a real dental clinical trial presented in [A. Hadgu and G. Koch, Application of generalized estimating equations to a dental randomized clinical trial, J. Biopharm. Stat. 9 (1999), pp. 161-178].

Inference and local influence assessment in skew-normal null intercept measurement error model

In this article, we discuss inferential aspects of the measurement error regression models with null intercepts when the unknown quantity x (latent variable) follows a skew normal distribution. We examine first the maximum-likelihood approach to estimation via the EM algorithm by exploring statistical properties of the model considered. Then, the marginal likelihood, the score function and the observed information matrix of the observed quantities are presented allowing direct inference implementation. In order to discuss some diagnostics techniques in this type of models, we derive the appropriate matrices to assessing the local influence on the parameter estimates under different perturbation schemes. The results and methods developed in this paper are illustrated considering part of a real data set used by Hadgu and Koch [1999, Application of generalized estimating equations to a dental randomized clinical trial. Journal of Biopharmaceutical Statistics, 9, 161-178].