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.

Inverse Correlation between Vitamin D and C-Reactive Protein in Newborns

Some studies suggested that adequate vitamin D might reduce inflammation in adults. However, little is known about this association in early life. We aimed to determine the relationship between cord blood 25-hydroxyvitamin D (25(OH)D) and C-reactive protein (CRP) in neonates. Cord blood levels of 25(OH)D and CRP were measured in 1491 neonates in Hefei, China. Potential confounders including maternal sociodemographic characteristics, perinatal health status, lifestyle, and birth outcomes were prospectively collected. The average values of cord blood 25(OH)D and CRP were 39.43 nmol/L (SD = 20.35) and 6.71 mg/L (SD = 3.07), respectively. Stratified by 25(OH)D levels, per 10 nmol/L increase in 25(OH)D, CRP decreased by 1.42 mg/L (95% CI: 0.90, 1.95) among neonates with 25(OH)D <25.0 nmol/L, and decreased by 0.49 mg/L (95% CI: 0.17, 0.80) among neonates with 25(OH)D between 25.0 nmol/L and 49.9 nmol/L, after adjusting for potential confounders. However, no significant association between 25(OH)D and CRP was observed among neonates with 25(OH)D ≥50 nmol/L. Cord blood 25(OH)D and CRP levels showed a significant seasonal trend with lower 25(OH)D and higher CRP during winter-spring than summer-autumn. Stratified by season, a significant linear association of 25(OH)D with CRP was observed in neonates born in winter-spring (adjusted β = −0.11, 95% CI: −0.13, −0.10), but not summer-autumn. Among neonates born in winter-spring, neonates with 25(OH)D <25 nmol/L had higher risk of CRP ≥10 mg/L (adjusted OR = 3.06, 95% CI: 2.00, 4.69), compared to neonates with 25(OH)D ≥25 nmol/L. Neonates with vitamin D deficiency had higher risk of exposure to elevated inflammation at birth.

Spectral analysis of pair-correlation bandwidth: Application to cell biology images

Images from cell biology experiments often indicate the presence of cell clustering, which can provide insight into the mechanisms driving the collective cell behaviour. Pair-correlation functions provide quantitative information about the presence, or absence, of clustering in a spatial distribution of cells. This is because the pair-correlation function describes the ratio of the abundance of pairs of cells, separated by a particular distance, relative to a randomly distributed reference population. Pair-correlation functions are often presented as a kernel density estimate where the frequency of pairs of objects are grouped using a particular bandwidth (or bin width), Δ>0. The choice of bandwidth has a dramatic impact: choosing Δ too large produces a pair-correlation function that contains insufficient information, whereas choosing Δ too small produces a pair-correlation signal dominated by fluctuations. Presently, there is little guidance available regarding how to make an objective choice of Δ. We present a new technique to choose Δ by analysing the power spectrum of the discrete Fourier transform of the pair-correlation function. Using synthetic simulation data, we confirm that our approach allows us to objectively choose Δ such that the appropriately binned pair-correlation function captures known features in uniform and clustered synthetic images. We also apply our technique to images from two different cell biology assays. The first assay corresponds to an approximately uniform distribution of cells, while the second assay involves a time series of images of a cell population which forms aggregates over time. The appropriately binned pair-correlation function allows us to make quantitative inferences about the average aggregate size, as well as quantifying how the average aggregate size changes with time.

The effectiveness of the Precautionary Principle in protecting Australia's endangered species

This report is the result of a small-scale experiment looking at improving methods for evaluating environmental laws. The objective in this research was to evaluate the effectiveness of the precautionary principle – an accepted principle of international environmental law – in the context of Australia’s endangered species. Two case studies were selected by our team: the (Great) White Shark and an endangered native Australian plant known as Tylophora Linearis.

Crude oil and agricultural futures: An analysis of correlation dynamics

Correlations between oil and agricultural commodities have varied over previous decades, impacted by renewable fuels policy and turbulent economic conditions. We estimate smooth transition conditional correlation models for 12 agricultural commodities and WTI crude oil. While a structural change in correlations occurred concurrently with the introduction of biofuel policy, oil and food price levels are also key influences. High correlation between biofuel feedstocks and oil is more likely to occur when food and oil price levels are high. Correlation with oil returns is strong for biofuel feedstocks, unlike with other agricultural futures, suggesting limited contagion from energy to food markets.

Cues in the environment: A design principle for ambient intelligence

The aim of this paper is to propose design principles for ambient intelligence (AmI) environments. The question we are investigating is how these environments can be designed to support a group to be able to carry out common goal-oriented activities. The approach we are taking in answering this question is informed by the concept of collective intelligence (CI). We are applying the concept of CI to AmI as we have found it works well in biological and social systems. Examples from nature demonstrate the power of CI stimulated by implicit cues in the environment. We use these examples to derive design principles for AmI environments. By applying these design principles to a concrete scenario, we are able to propose ways to help decrease environmental pollution within urban areas.

Testing against changing correlation

A test for time-varying correlation is developed within the framework of a dynamic conditional score (DCS) model for both Gaussian and Student t-distributions. The test may be interpreted as a Lagrange multiplier test and modified to allow for the estimation of models for time-varying volatility in the individual series. Unlike standard moment-based tests, the score-based test statistic includes information on the level of correlation under the null hypothesis and local power arguments indicate the benefits of doing so. A simulation study shows that the performance of the score-based test is strong relative to existing tests across a range of data generating processes. An application to the Hong Kong and South Korean equity markets shows that the new test reveals changes in correlation that are not detected by the standard moment-based test.