Weighted rank regression for clustered data analysis

We consider ranked-based regression models for clustered data analysis. A weighted Wilcoxon rank method is proposed to take account of within-cluster correlations and varying cluster sizes. The asymptotic normality of the resulting estimators is established. A method to estimate covariance of the estimators is also given, which can bypass estimation of the density function. Simulation studies are carried out to compare different estimators for a number of scenarios on the correlation structure, presence/absence of outliers and different correlation values. The proposed methods appear to perform well, in particular, the one incorporating the correlation in the weighting achieves the highest efficiency and robustness against misspecification of correlation structure and outliers. A real example is provided for illustration.

Rank-based regression for analysis of repeated measures

We consider rank-based regression models for repeated measures. To account for possible withinsubject correlations, we decompose the total ranks into between- and within-subject ranks and obtain two different estimators based on between- and within-subject ranks. A simple perturbation method is then introduced to generate bootstrap replicates of the estimating functions and the parameter estimates. This provides a convenient way for combining the corresponding two types of estimating function for more efficient estimation.

A modified pseudolikelihood approach for analysis of longitudinal data

We consider the analysis of longitudinal data when the covariance function is modeled by additional parameters to the mean parameters. In general, inconsistent estimators of the covariance (variance/correlation) parameters will be produced when the "working" correlation matrix is misspecified, which may result in great loss of efficiency of the mean parameter estimators (albeit the consistency is preserved). We consider using different "Working" correlation models for the variance and the mean parameters. In particular, we find that an independence working model should be used for estimating the variance parameters to ensure their consistency in case the correlation structure is misspecified. The designated "working" correlation matrices should be used for estimating the mean and the correlation parameters to attain high efficiency for estimating the mean parameters. Simulation studies indicate that the proposed algorithm performs very well. We also applied different estimation procedures to a data set from a clinical trial for illustration.

Robust estimating functions and bias correction for longitudinal data analysis

Robust methods are useful in making reliable statistical inferences when there are small deviations from the model assumptions. The widely used method of the generalized estimating equations can be "robustified" by replacing the standardized residuals with the M-residuals. If the Pearson residuals are assumed to be unbiased from zero, parameter estimators from the robust approach are asymptotically biased when error distributions are not symmetric. We propose a distribution-free method for correcting this bias. Our extensive numerical studies show that the proposed method can reduce the bias substantially. Examples are given for illustration.

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.

A generalized estimating equations approach for analysis of the impact of new technology on a trawl fishery

The article describes a generalized estimating equations approach that was used to investigate the impact of technology on vessel performance in a trawl fishery during 1988-96, while accounting for spatial and temporal correlations in the catch-effort data. Robust estimation of parameters in the presence of several levels of clustering depended more on the choice of cluster definition than on the choice of correlation structure within the cluster. Models with smaller cluster sizes produced stable results, while models with larger cluster sizes, that may have had complex within-cluster correlation structures and that had within-cluster covariates, produced estimates sensitive to the correlation structure. The preferred model arising from this dataset assumed that catches from a vessel were correlated in the same years and the same areas, but independent in different years and areas. The model that assumed catches from a vessel were correlated in all years and areas, equivalent to a random effects term for vessel, produced spurious results. This was an unexpected finding that highlighted the need to adopt a systematic strategy for modelling. The article proposes a modelling strategy of selecting the best cluster definition first, and the working correlation structure (within clusters) second. The article discusses the selection and interpretation of the model in the light of background knowledge of the data and utility of the model, and the potential for this modelling approach to apply in similar statistical situations.

Estimating equations for removal data analysis

We consider the problem of estimating a population size from successive catches taken during a removal experiment and propose two estimating functions approaches, the traditional quasi-likelihood (TQL) approach for dependent observations and the conditional quasi-likelihood (CQL) approach using the conditional mean and conditional variance of the catch given previous catches. Asymptotic covariance of the estimates and the relationship between the two methods are derived. Simulation results and application to the catch data from smallmouth bass show that the proposed estimating functions perform better than other existing methods, especially in the presence of overdispersion.

A cryptographic analysis of the TLS 1.3 handshake protocol candidates

The Internet Engineering Task Force (IETF) is currently developing the next version of the Transport Layer Security (TLS) protocol, version 1.3. The transparency of this standardization process allows comprehensive cryptographic analysis of the protocols prior to adoption, whereas previous TLS versions have been scrutinized in the cryptographic literature only after standardization. This is even more important as there are two related, yet slightly different, candidates in discussion for TLS 1.3, called draft-ietf-tls-tls13-05 and draft-ietf-tls-tls13-dh-based. We give a cryptographic analysis of the primary ephemeral Diffie–Hellman-based handshake protocol, which authenticates parties and establishes encryption keys, of both TLS 1.3 candidates. We show that both candidate handshakes achieve the main goal of providing secure authenticated key exchange according to an augmented multi-stage version of the Bellare–Rogaway model. Such a multi-stage approach is convenient for analyzing the design of the candidates, as they establish multiple session keys during the exchange. An important step in our analysis is to consider compositional security guarantees. We show that, since our multi-stage key exchange security notion is composable with arbitrary symmetric-key protocols, the use of session keys in the record layer protocol is safe. Moreover, since we can view the abbreviated TLS resumption procedure also as a symmetric-key protocol, our compositional analysis allows us to directly conclude security of the combined handshake with session resumption. We include a discussion on several design characteristics of the TLS 1.3 drafts based on the observations in our analysis.

Calculating the Fickian diffusivity for a lattice-based random walk with agents and obstacles of different shapes and sizes

Random walk models are often used to interpret experimental observations of the motion of biological cells and molecules. A key aim in applying a random walk model to mimic an in vitro experiment is to estimate the Fickian diffusivity (or Fickian diffusion coefficient),D. However, many in vivo experiments are complicated by the fact that the motion of cells and molecules is hindered by the presence of obstacles. Crowded transport processes have been modeled using repeated stochastic simulations in which a motile agent undergoes a random walk on a lattice that is populated by immobile obstacles. Early studies considered the most straightforward case in which the motile agent and the obstacles are the same size. More recent studies considered stochastic random walk simulations describing the motion of an agent through an environment populated by obstacles of different shapes and sizes. Here, we build on previous simulation studies by analyzing a general class of lattice-based random walk models with agents and obstacles of various shapes and sizes. Our analysis provides exact calculations of the Fickian diffusivity, allowing us to draw conclusions about the role of the size, shape and density of the obstacles, as well as examining the role of the size and shape of the motile agent. Since our analysis is exact, we calculateDdirectly without the need for random walk simulations. In summary, we find that the shape, size and density of obstacles has a major influence on the exact Fickian diffusivity. Furthermore, our results indicate that the difference in diffusivity for symmetric and asymmetric obstacles is significant.

Genetic analysis for a shared biological basis between migraine and coronary artery disease

Objective: To apply genetic analysis of genome-wide association data to study the extent and nature of a shared biological basis between migraine and coronary artery disease (CAD). Methods: Four separate methods for cross-phenotype genetic analysis were applied on data from 2 large-scale genome-wide association studies of migraine (19,981 cases, 56,667 controls) and CAD (21,076 cases, 63,014 controls). The first 2 methods quantified the extent of overlapping risk variants and assessed the load of CAD risk loci in migraineurs. Genomic regions of shared risk were then identified by analysis of covariance patterns between the 2 phenotypes and by querying known genome-wide significant loci. Results: We found a significant overlap of genetic risk loci for migraine and CAD. When stratified by migraine subtype, this was limited to migraine without aura, and the overlap was protective in that patients with migraine had a lower load of CAD risk alleles than controls. Genes indicated by 16 shared risk loci point to mechanisms with potential roles in migraine pathogenesis and CAD, including endothelial dysfunction (PHACTR1) and insulin homeostasis (GIP). Conclusions: The results suggest that shared biological processes contribute to risk of migraine and CAD, but surprisingly this commonality is restricted to migraine without aura and the impact is in opposite directions. Understanding the mechanisms underlying these processes and their opposite relationship to migraine and CAD may improve our understanding of both disorders.

Shared genetic basis for migraine and ischemic stroke: A genome-wide analysis of common variants

OBJECTIVE To quantify genetic overlap between migraine and ischemic stroke (IS) with respect to common genetic variation. METHODS We applied 4 different approaches to large-scale meta-analyses of genome-wide data on migraine (23,285 cases and 95,425 controls) and IS (12,389 cases and 62,004 controls). First, we queried known genome-wide significant loci for both disorders, looking for potential overlap of signals. We then analyzed the overall shared genetic load using polygenic scores and estimated the genetic correlation between disease subtypes using data derived from these models. We further interrogated genomic regions of shared risk using analysis of covariance patterns between the 2 phenotypes using cross-phenotype spatial mapping. RESULTS We found substantial genetic overlap between migraine and IS using all 4 approaches. Migraine without aura (MO) showed much stronger overlap with IS and its subtypes than migraine with aura (MA). The strongest overlap existed between MO and large artery stroke (LAS; p = 6.4 x 10(-28) for the LAS polygenic score in MO) and between MO and cardioembolic stroke (CE; p = 2.7 x 10(-20) for the CE score in MO). CONCLUSIONS Our findings indicate shared genetic susceptibility to migraine and IS, with a particularly strong overlap between MO and both LAS and CE pointing towards shared mechanisms. Our observations on MA are consistent with a limited role of common genetic variants in this subtype.