Iterative estimating equations: Linear convergence and asymptotic properties

We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size increases to infinity. Furthermore, we show that the limiting estimator is consistent and asymptotically efficient, as expected. The method applies to semiparametric regression models with unspecified covariances among the observations. In the special case of linear models, the procedure reduces to iterative reweighted least squares. Finite sample performance of the procedure is studied by simulations, and compared with other methods. A numerical example from a medical study is considered to illustrate the application of the method.

Semiparametric estimation of count regression models

This paper develops a semiparametric estimation approach for mixed count regression models based on series expansion for the unknown density of the unobserved heterogeneity. We use the generalized Laguerre series expansion around a gamma baseline density to model unobserved heterogeneity in a Poisson mixture model. We establish the consistency of the estimator and present a computational strategy to implement the proposed estimation techniques in the standard count model as well as in truncated, censored, and zero-inflated count regression models. Monte Carlo evidence shows that the finite sample behavior of the estimator is quite good. The paper applies the method to a model of individual shopping behavior. © 1999 Elsevier Science S.A. All rights reserved.

Semiparametric estimates of the supply and demand effects of disability on labor force participation

This paper modifies and uses the semiparametric methods of Ichimura and Lee (1991) on standard cross-section data to decompose the effect of disability on labor force participation into a demand and a supply effect. It shows that straightforward use of Ichimura and Lee leads to meaningless results while imposing monotonicity on the unknown function leads to substantial results. The paper finds that supply effects dominate the demand effects of disability.

Load estimation with uncertainties from opportunistic sampling data: A semiparametric approach

We consider estimating the total load from frequent flow data but less frequent concentration data. There are numerous load estimation methods available, some of which are captured in various online tools. However, most estimators are subject to large biases statistically, and their associated uncertainties are often not reported. This makes interpretation difficult and the estimation of trends or determination of optimal sampling regimes impossible to assess. In this paper, we first propose two indices for measuring the extent of sampling bias, and then provide steps for obtaining reliable load estimates that minimizes the biases and makes use of informative predictive variables. The key step to this approach is in the development of an appropriate predictive model for concentration. This is achieved using a generalized rating-curve approach with additional predictors that capture unique features in the flow data, such as the concept of the first flush, the location of the event on the hydrograph (e.g. rise or fall) and the discounted flow. The latter may be thought of as a measure of constituent exhaustion occurring during flood events. Forming this additional information can significantly improve the predictability of concentration, and ultimately the precision with which the pollutant load is estimated. We also provide a measure of the standard error of the load estimate which incorporates model, spatial and/or temporal errors. This method also has the capacity to incorporate measurement error incurred through the sampling of flow. We illustrate this approach for two rivers delivering to the Great Barrier Reef, Queensland, Australia. One is a data set from the Burdekin River, and consists of the total suspended sediment (TSS) and nitrogen oxide (NO(x)) and gauged flow for 1997. The other dataset is from the Tully River, for the period of July 2000 to June 2008. For NO(x) Burdekin, the new estimates are very similar to the ratio estimates even when there is no relationship between the concentration and the flow. However, for the Tully dataset, by incorporating the additional predictive variables namely the discounted flow and flow phases (rising or recessing), we substantially improved the model fit, and thus the certainty with which the load is estimated.

Elicitator : an expert elicitation tool for regression in ecology

Expert elicitation is the process of retrieving and quantifying expert knowledge in a particular domain. Such information is of particular value when the empirical data is expensive, limited, or unreliable. This paper describes a new software tool, called Elicitator, which assists in quantifying expert knowledge in a form suitable for use as a prior model in Bayesian regression. Potential environmental domains for applying this elicitation tool include habitat modeling, assessing detectability or eradication, ecological condition assessments, risk analysis, and quantifying inputs to complex models of ecological processes. The tool has been developed to be user-friendly, extensible, and facilitate consistent and repeatable elicitation of expert knowledge across these various domains. We demonstrate its application to elicitation for logistic regression in a geographically based ecological context. The underlying statistical methodology is also novel, utilizing an indirect elicitation approach to target expert knowledge on a case-by-case basis. For several elicitation sites (or cases), experts are asked simply to quantify their estimated ecological response (e.g. probability of presence), and its range of plausible values, after inspecting (habitat) covariates via GIS.

Comparison of three expert elicitation methods for logistic regression on predicting the presence of the threatened brush-tailed rock-wallaby petrogale penicillata

Numerous expert elicitation methods have been suggested for generalised linear models (GLMs). This paper compares three relatively new approaches to eliciting expert knowledge in a form suitable for Bayesian logistic regression. These methods were trialled on two experts in order to model the habitat suitability of the threatened Australian brush-tailed rock-wallaby (Petrogale penicillata). The first elicitation approach is a geographically assisted indirect predictive method with a geographic information system (GIS) interface. The second approach is a predictive indirect method which uses an interactive graphical tool. The third method uses a questionnaire to elicit expert knowledge directly about the impact of a habitat variable on the response. Two variables (slope and aspect) are used to examine prior and posterior distributions of the three methods. The results indicate that there are some similarities and dissimilarities between the expert informed priors of the two experts formulated from the different approaches. The choice of elicitation method depends on the statistical knowledge of the expert, their mapping skills, time constraints, accessibility to experts and funding available. This trial reveals that expert knowledge can be important when modelling rare event data, such as threatened species, because experts can provide additional information that may not be represented in the dataset. However care must be taken with the way in which this information is elicited and formulated.

In vivo knockdown of the androgen receptor results in growth inhibition and regression of well-established, castration-resistant prostate tumours

Purpose: Progression to the castration-resistant state is the incurable and lethal end stage of prostate cancer, and there is strong evidence that androgen receptor (AR) still plays a central role in this process. We hypothesize that knocking down AR will have a major effect on inhibiting growth of castration-resistant tumors. Experimental Design: Castration-resistant C4-2 human prostate cancer cells stably expressing a tetracycline-inducible AR-targeted short hairpin RNA (shRNA) were generated to directly test the effects of AR knockdown in C4-2 human prostate cancer cells and tumors. Results:In vitro expression of AR shRNA resulted in decreased levels of AR mRNA and protein, decreased expression of prostate-specific antigen (PSA), reduced activation of the PSA-luciferase reporter, and growth inhibition of C4-2 cells. Gene microarray analyses revealed that AR knockdown under hormone-deprived conditions resulted in activation of genes involved in apoptosis, cell cycle regulation, protein synthesis, and tumorigenesis. To ensure that tumors were truly castration-resistant in vivo, inducible AR shRNA expressing C4-2 tumors were grown in castrated mice to an average volume of 450 mm3. In all of the animals, serum PSA decreased, and in 50% of them, there was complete tumor regression and disappearance of serum PSA. Conclusions: Whereas castration is ineffective in castration-resistant prostate tumors, knockdown of AR can decrease serum PSA, inhibit tumor growth, and frequently cause tumor regression. This study is the first direct evidence that knockdown of AR is a viable therapeutic strategy for treatment of prostate tumors that have already progressed to the castration-resistant state.