Robust estimation using the Huber function with a data-dependent tuning constant

Robust estimation often relies on a dispersion function that is more slowly varying at large values than the square function. However, the choice of tuning constant in dispersion functions may impact the estimation efficiency to a great extent. For a given family of dispersion functions such as the Huber family, we suggest obtaining the "best" tuning constant from the data so that the asymptotic efficiency is maximized. This data-driven approach can automatically adjust the value of the tuning constant to provide the necessary resistance against outliers. Simulation studies show that substantial efficiency can be gained by this data-dependent approach compared with the traditional approach in which the tuning constant is fixed. We briefly illustrate the proposed method using two datasets.

Maximum likelihood estimation of mortality and growth with individual variability from multiple length-frequency data

We consider estimation of mortality rates and growth parameters from length-frequency data of a fish stock and derive the underlying length distribution of the population and the catch when there is individual variability in the von Bertalanffy growth parameter L-infinity. The model is flexible enough to accommodate 1) any recruitment pattern as a function of both time and length, 2) length-specific selectivity, and 3) varying fishing effort over time. The maximum likelihood method gives consistent estimates, provided the underlying distribution for individual variation in growth is correctly specified. Simulation results indicate that our method is reasonably robust to violations in the assumptions. The method is applied to tiger prawn data (Penaeus semisulcatus) to obtain estimates of natural and fishing mortality.

Comparative analysis of traffic state estimation ─ Cumulative counts-based and trajectory-based methods

The Macroscopic Fundamental Diagram (MFD) relates space-mean density and flow. Since the MFD represents the area-wide network traffic performance, studies on perimeter control strategies and network-wide traffic state estimation utilising the MFD concept have been reported. Most previous works have utilised data from fixed sensors, such as inductive loops, to estimate the MFD, which can cause biased estimation in urban networks due to queue spillovers at intersections. To overcome the limitation, recent literature reports the use of trajectory data obtained from probe vehicles. However, these studies have been conducted using simulated datasets; limited works have discussed the limitations of real datasets and their impact on the variable estimation. This study compares two methods for estimating traffic state variables of signalised arterial sections: a method based on cumulative vehicle counts (CUPRITE), and one based on vehicles’ trajectory from taxi Global Positioning System (GPS) log. The comparisons reveal some characteristics of taxi trajectory data available in Brisbane, Australia. The current trajectory data have limitations in quantity (i.e., the penetration rate), due to which the traffic state variables tend to be underestimated. Nevertheless, the trajectory-based method successfully captures the features of traffic states, which suggests that the trajectories from taxis can be a good estimator for the network-wide traffic states.

Induced smoothing for rank regression with censored survival times

Adaptions of weighted rank regression to the accelerated failure time model for censored survival data have been successful in yielding asymptotically normal estimates and flexible weighting schemes to increase statistical efficiencies. However, for only one simple weighting scheme, Gehan or Wilcoxon weights, are estimating equations guaranteed to be monotone in parameter components, and even in this case are step functions, requiring the equivalent of linear programming for computation. The lack of smoothness makes standard error or covariance matrix estimation even more difficult. An induced smoothing technique overcame these difficulties in various problems involving monotone but pure jump estimating equations, including conventional rank regression. The present paper applies induced smoothing to the Gehan-Wilcoxon weighted rank regression for the accelerated failure time model, for the more difficult case of survival time data subject to censoring, where the inapplicability of permutation arguments necessitates a new method of estimating null variance of estimating functions. Smooth monotone parameter estimation and rapid, reliable standard error or covariance matrix estimation is obtained.

Working correlation structure misspecification, estimation and covariate design: Implications for generalised estimating equations performance

The method of generalised estimating equations for regression modelling of clustered outcomes allows for specification of a working matrix that is intended to approximate the true correlation matrix of the observations. We investigate the asymptotic relative efficiency of the generalised estimating equation for the mean parameters when the correlation parameters are estimated by various methods. The asymptotic relative efficiency depends on three-features of the analysis, namely (i) the discrepancy between the working correlation structure and the unobservable true correlation structure, (ii) the method by which the correlation parameters are estimated and (iii) the 'design', by which we refer to both the structures of the predictor matrices within clusters and distribution of cluster sizes. Analytical and numerical studies of realistic data-analysis scenarios show that choice of working covariance model has a substantial impact on regression estimator efficiency. Protection against avoidable loss of efficiency associated with covariance misspecification is obtained when a 'Gaussian estimation' pseudolikelihood procedure is used with an AR(1) structure.

Effect of individual variability on estimation of population parameters from length-frequency data

We consider estimation of mortality rates and growth parameters from length-frequency data of a fish stock when there is individual variability in the von Bertalanffy growth parameter L-infinity and investigate the possible bias in the estimates when the individual variability is ignored. Three methods are examined: (i) the regression method based on the Beverton and Holt's (1956, Rapp. P.V. Reun. Cons. Int. Explor. Mer, 140: 67-83) equation; (ii) the moment method of Powell (1979, Rapp. PV. Reun. Int. Explor. Mer, 175: 167-169); and (iii) a generalization of Powell's method that estimates the individual variability to be incorporated into the estimation. It is found that the biases in the estimates from the existing methods are, in general, substantial, even when individual variability in growth is small and recruitment is uniform, and the generalized method performs better in terms of bias but is subject to a larger variation. There is a need to develop robust and flexible methods to deal with individual variability in the analysis of length-frequency data.

An improved Fabens method for estimation of growth parameters in the vonBertalanffy model with individual asymptotes

In the analysis of tagging data, it has been found that the least-squares method, based on the increment function known as the Fabens method, produces biased estimates because individual variability in growth is not allowed for. This paper modifies the Fabens method to account for individual variability in the length asymptote. Significance tests using t-statistics or log-likelihood ratio statistics may be applied to show the level of individual variability. Simulation results indicate that the modified method reduces the biases in the estimates to negligible proportions. Tagging data from tiger prawns (Penaeus esculentus and Penaeus semisulcatus) and rock lobster (Panulirus ornatus) are analysed as an illustration.

Growth curves with explanatory variables and estimation of the effect of tagging

The von Bertalanffy growth model is extended to incorporate explanatory variables. The generalized model includes the switched growth model and the seasonal growth model as special cases, and can also be used to assess the tagging effect on growth. Distribution-free and consistent estimating functions are constructed for estimation of growth parameters from tag-recapture data in which age at release is unknown. This generalizes the work of James (1991, Biometrics 47 1519-1530) who considered the classical model and allowed for individual variability in growth. A real dataset from barramundi (Lates calcarifer) is analysed to estimate the growth parameters and possible effect of tagging on growth.

A Phenomic Scan of the Norfolk Island Genetic Isolate Identifies a Major Pleiotropic Effect Locus Associated with Metabolic and Renal Disorder Markers

Multiphenotype genome-wide association studies (GWAS) may reveal pleiotropic genes, which would remain undetected using single phenotype analyses. Analysis of large pedigrees offers the added advantage of more accurately assessing trait heritability, which can help prioritise genetically influenced phenotypes for GWAS analysis. In this study we performed a principal component analysis (PCA), heritability (h2) estimation and pedigree-based GWAS of 37 cardiovascular disease -related phenotypes in 330 related individuals forming a large pedigree from the Norfolk Island genetic isolate. PCA revealed 13 components explaining >75% of the total variance. Nine components yielded statistically significant h2 values ranging from 0.22 to 0.54 (P<0.05). The most heritable component was loaded with 7 phenotypic measures reflecting metabolic and renal dysfunction. A GWAS of this composite phenotype revealed statistically significant associations for 3 adjacent SNPs on chromosome 1p22.2 (P<1x10-8). These SNPs form a 42kb haplotype block and explain 11% of the genetic variance for this renal function phenotype. Replication analysis of the tagging SNP (rs1396315) in an independent US cohort supports the association (P = 0.000011). Blood transcript analysis showed 35 genes were associated with rs1396315 (P<0.05). Gene set enrichment analysis of these genes revealed the most enriched pathway was purine metabolism (P = 0.0015). Overall, our findings provide convincing evidence for a major pleiotropic effect locus on chromosome 1p22.2 influencing risk of renal dysfunction via purine metabolism pathways in the Norfolk Island population. Further studies are now warranted to interrogate the functional relevance of this locus in terms of renal pathology and cardiovascular disease risk.

The influence of pre-processing on the estimation of readability of web documents

This paper investigates the effect that text pre-processing approaches have on the estimation of the readability of web pages. Readability has been highlighted as an important aspect of web search result personalisation in previous work. The most widely used text readability measures rely on surface level characteristics of text, such as the length of words and sentences. We demonstrate that different tools for extracting text from web pages lead to very different estimations of readability. This has an important implication for search engines because search result personalisation strategies that consider users reading ability may fail if incorrect text readability estimations are computed.

Modeling dynamic demand response using Monte Carlo simulation and interval mathematics for boundary estimation

With the rapid development of various technologies and applications in smart grid implementation, demand response has attracted growing research interests because of its potentials in enhancing power grid reliability with reduced system operation costs. This paper presents a new demand response model with elastic economic dispatch in a locational marginal pricing market. It models system economic dispatch as a feedback control process, and introduces a flexible and adjustable load cost as a controlled signal to adjust demand response. Compared with the conventional “one time use” static load dispatch model, this dynamic feedback demand response model may adjust the load to a desired level in a finite number of time steps and a proof of convergence is provided. In addition, Monte Carlo simulation and boundary calculation using interval mathematics are applied for describing uncertainty of end-user's response to an independent system operator's expected dispatch. A numerical analysis based on the modified Pennsylvania-Jersey-Maryland power pool five-bus system is introduced for simulation and the results verify the effectiveness of the proposed model. System operators may use the proposed model to obtain insights in demand response processes for their decision-making regarding system load levels and operation conditions.

Correction factors for dynamic state estimation of aggregated generators

This paper presents an approach for dynamic state estimation of aggregated generators by introducing a new correction factor for equivalent inter-area power flows. The spread of generators from the center of inertia of each area is summarized by the correction term α on the equivalent power flow between the areas and is applied to the identification and estimation process. A nonlinear time varying Kalman filter is applied to estimate the equivalent angles and velocities of coherent areas by reducing the effect of local modes on the estimated states. The approach is simulated on two test systems and the results show the effect of the correction factor and the performance of the state estimation by estimating the inter-area dynamics of the system.

Genetic relationship between five psychiatric disorders estimated from genome-wide SNPs

Most psychiatric disorders are moderately to highly heritable. The degree to which genetic variation is unique to individual disorders or shared across disorders is unclear. To examine shared genetic etiology, we use genome-wide genotype data from the Psychiatric Genomics Consortium (PGC) for cases and controls in schizophrenia, bipolar disorder, major depressive disorder, autism spectrum disorders (ASD) and attention-deficit/hyperactivity disorder (ADHD). We apply univariate and bivariate methods for the estimation of genetic variation within and covariation between disorders. SNPs explained 17-29% of the variance in liability. The genetic correlation calculated using common SNPs was high between schizophrenia and bipolar disorder (0.68 +/- 0.04 s.e.), moderate between schizophrenia and major depressive disorder (0.43 +/- 0.06 s.e.), bipolar disorder and major depressive disorder (0.47 +/- 0.06 s.e.), and ADHD and major depressive disorder (0.32 +/- 0.07 s.e.), low between schizophrenia and ASD (0.16 +/- 0.06 s.e.) and non-significant for other pairs of disorders as well as between psychiatric disorders and the negative control of Crohn's disease. This empirical evidence of shared genetic etiology for psychiatric disorders can inform nosology and encourages the investigation of common pathophysiologies for related disorders.

Improving the estimation of probability of bidder participation in procurement auctions

Anticipating the number and identity of bidders has significant influence in many theoretical results of the auction itself and bidders’ bidding behaviour. This is because when a bidder knows in advance which specific bidders are likely competitors, this knowledge gives a company a head start when setting the bid price. However, despite these competitive implications, most previous studies have focused almost entirely on forecasting the number of bidders and only a few authors have dealt with the identity dimension qualitatively. Using a case study with immediate real-life applications, this paper develops a method for estimating every potential bidder’s probability of participating in a future auction as a function of the tender economic size removing the bias caused by the contract size opportunities distribution. This way, a bidder or auctioner will be able to estimate the likelihood of a specific group of key, previously identified bidders in a future tender.