On Wald Residuals in Generalized Linear Models

A rigorous asymptotic theory for Wald residuals in generalized linear models is not yet available. The authors provide matrix formulae of order O(n(-1)), where n is the sample size, for the first two moments of these residuals. The formulae can be applied to many regression models widely used in practice. The authors suggest adjusted Wald residuals to these models with approximately zero mean and unit variance. The expressions were used to analyze a real dataset. Some simulation results indicate that the adjusted Wald residuals are better approximated by the standard normal distribution than the Wald residuals.

Influence diagnostics in Gaussian spatial linear models

Spatial linear models have been applied in numerous fields such as agriculture, geoscience and environmental sciences, among many others. Spatial dependence structure modelling, using a geostatistical approach, is an indispensable tool to estimate the parameters that define this structure. However, this estimation may be greatly affected by the presence of atypical observations in the sampled data. The purpose of this paper is to use diagnostic techniques to assess the sensitivity of the maximum-likelihood estimators, covariance functions and linear predictor to small perturbations in the data and/or the spatial linear model assumptions. The methodology is illustrated with two real data sets. The results allowed us to conclude that the presence of atypical values in the sample data have a strong influence on thematic maps, changing the spatial dependence structure.

Estimation and diagnostics for heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributions

An extension of some standard likelihood based procedures to heteroscedastic nonlinear regression models under scale mixtures of skew-normal (SMSN) distributions is developed. This novel class of models provides a useful generalization of the heteroscedastic symmetrical nonlinear regression models (Cysneiros et al., 2010), since the random term distributions cover both symmetric as well as asymmetric and heavy-tailed distributions such as skew-t, skew-slash, skew-contaminated normal, among others. A simple EM-type algorithm for iteratively computing maximum likelihood estimates of the parameters is presented and the observed information matrix is derived analytically. In order to examine the performance of the proposed methods, some simulation studies are presented to show the robust aspect of this flexible class against outlying and influential observations and that the maximum likelihood estimates based on the EM-type algorithm do provide good asymptotic properties. Furthermore, local influence measures and the one-step approximations of the estimates in the case-deletion model are obtained. Finally, an illustration of the methodology is given considering a data set previously analyzed under the homoscedastic skew-t nonlinear regression model. (C) 2012 Elsevier B.V. All rights reserved.

Influence diagnostics in heteroscedastic and/or autoregressive nonlinear elliptical models for correlated data

In this paper, we propose nonlinear elliptical models for correlated data with heteroscedastic and/or autoregressive structures. Our aim is to extend the models proposed by Russo et al. [22] by considering a more sophisticated scale structure to deal with variations in data dispersion and/or a possible autocorrelation among measurements taken throughout the same experimental unit. Moreover, to avoid the possible influence of outlying observations or to take into account the non-normal symmetric tails of the data, we assume elliptical contours for the joint distribution of random effects and errors, which allows us to attribute different weights to the observations. We propose an iterative algorithm to obtain the maximum-likelihood estimates for the parameters and derive the local influence curvatures for some specific perturbation schemes. The motivation for this work comes from a pharmacokinetic indomethacin data set, which was analysed previously by Bocheng and Xuping [1] under normality.

Competing regression models for longitudinal data

The choice of an appropriate family of linear models for the analysis of longitudinal data is often a matter of concern for practitioners. To attenuate such difficulties, we discuss some issues that emerge when analyzing this type of data via a practical example involving pretestposttest longitudinal data. In particular, we consider log-normal linear mixed models (LNLMM), generalized linear mixed models (GLMM), and models based on generalized estimating equations (GEE). We show how some special features of the data, like a nonconstant coefficient of variation, may be handled in the three approaches and evaluate their performance with respect to the magnitude of standard errors of interpretable and comparable parameters. We also show how different diagnostic tools may be employed to identify outliers and comment on available software. We conclude by noting that the results are similar, but that GEE-based models may be preferable when the goal is to compare the marginal expected responses.

Influence diagnostics for elliptical semiparametric mixed models

In this paper we extend semiparametric mixed linear models with normal errors to elliptical errors in order to permit distributions with heavier and lighter tails than the normal ones. Penalized likelihood equations are applied to derive the maximum penalized likelihood estimates (MPLEs) which appear to be robust against outlying observations in the sense of the Mahalanobis distance. A reweighed iterative process based on the back-fitting method is proposed for the parameter estimation and the local influence curvatures are derived under some usual perturbation schemes to study the sensitivity of the MPLEs. Two motivating examples preliminarily analyzed under normal errors are reanalyzed considering some appropriate elliptical errors. The local influence approach is used to compare the sensitivity of the model estimates.

Growth curve in Santa Ines sheep

The objective of this research was to use non-linear models to describe the growth pattern in Santa Ines sheep and to study the influence of environmental effects on curve parameters with the best-fit model. The models included the Brody, Richards, Von Bertalanffy, Gompertz, and Logistic models. We used 773 field reports on 162 animals ranging in age from 120 to 774 days, including 46 males and 116 females. The statistics used to evaluate the quality of fit included RMS (residual mean square), C% (percentage of convergence), R-2 (adjusted determination coefficient) and MAD (mean absolute deviation). Of the fixed effects studied, the only significant relationship was the effect of sex on parameter A. The Richards model was problematic during the process of convergence. Considering all studied criteria, the Logistic model presented the best fit in describing the growth pattern in Santa Ines sheep. (C) 2011 Elsevier B.V. All rights reserved.

Robust statistical modeling using the Birnbaum-Saunders-t distribution applied to insurance

In this paper, we carry out robust modeling and influence diagnostics in Birnbaum-Saunders (BS) regression models. Specifically, we present some aspects related to BS and log-BS distributions and their generalizations from the Student-t distribution, and develop BS-t regression models, including maximum likelihood estimation based on the EM algorithm and diagnostic tools. In addition, we apply the obtained results to real data from insurance, which shows the uses of the proposed model. Copyright (c) 2011 John Wiley & Sons, Ltd.

A Poisson mixed model with nonnormal random effect distribution

In this paper, we propose a random intercept Poisson model in which the random effect is assumed to follow a generalized log-gamma (GLG) distribution. This random effect accommodates (or captures) the overdispersion in the counts and induces within-cluster correlation. We derive the first two moments for the marginal distribution as well as the intraclass correlation. Even though numerical integration methods are, in general, required for deriving the marginal models, we obtain the multivariate negative binomial model from a particular parameter setting of the hierarchical model. An iterative process is derived for obtaining the maximum likelihood estimates for the parameters in the multivariate negative binomial model. Residual analysis is proposed and two applications with real data are given for illustration. (C) 2011 Elsevier B.V. All rights reserved.

The local power of the gradient test

The asymptotic expansion of the distribution of the gradient test statistic is derived for a composite hypothesis under a sequence of Pitman alternative hypotheses converging to the null hypothesis at rate n(-1/2), n being the sample size. Comparisons of the local powers of the gradient, likelihood ratio, Wald and score tests reveal no uniform superiority property. The power performance of all four criteria in one-parameter exponential family is examined.

Models for capacitated lot-sizing problem with backlogging, setup carryover and crossover

Setup operations are significant in some production environments. It is mandatory that their production plans consider some features, as setup state conservation across periods through setup carryover and crossover. The modelling of setup crossover allows more flexible decisions and is essential for problems with long setup times. This paper proposes two models for the capacitated lot-sizing problem with backlogging and setup carryover and crossover. The first is in line with other models from the literature, whereas the second considers a disaggregated setup variable, which tracks the starting and completion times of the setup operation. This innovative approach permits a more compact formulation. Computational results show that the proposed models have outperformed other state-of-the-art formulation.

On the relationship between squid and the environment: artisanal jigging for Loligo plei at Sao Sebastiao Island (24 degrees S), southeastern Brazil

The squid Loligo plei concentrates in the southeastern Brazil Bight, where it has traditionally supported small-scale fisheries around Sao Sebastiao Island (SSI). Sea surface temperature (SST), chlorophyll-a (Chl a), windspeed, wave height, rainfall, and lunar phase are related to fishing records and to the results of a survey of local fishers to investigate how they believe environmental variables might affect catches of L. plei. Daily fishery-dependent data over the years 2005-2009 were obtained from a fishing cooperative and were matched with satellite and meteorological forecast data. Generalized linear models were used to explore the significance of environmental variables in relation to variability in catch and catch per unit effort (cpue). Squid are fished with jigs in water shallower than 20 m, generally where SST is warmer and Chl a and windspeed are lower. Cpue and monthly catches decreased from 2005 to 2008, followed by a slight increase in 2009. The correlations between fishery and environmental data relate well to fishers` oceanological knowledge, underscoring the potential of incorporating such knowledge into evaluations of the fishery.

Two extensions for the ALWABP: Parallel stations and collaborative approach

In this article, we introduce two new variants of the Assembly Line Worker Assignment and Balancing Problem (ALWABP) that allow parallelization of and collaboration between heterogeneous workers. These new approaches suppose an additional level of complexity in the Line Design and Assignment process, but also higher flexibility; which may be particularly useful in practical situations where the aim is to progressively integrate slow or limited workers in conventional assembly lines. We present linear models and heuristic procedures for these two new problems. Computational results show the efficiency of the proposed approaches and the efficacy of the studied layouts in different situations. (C) 2012 Elsevier B.V. All rights reserved.

Global pharmacogenomics: Impact of population diversity on the distribution of polymorphisms in the CYP2C cluster among Brazilians

The impact of biogeographical ancestry, self-reported 'race/color' and geographical origin on the frequency distribution of 10 CYP2C functional polymorphisms (CYP2C8*2, *3, *4, CYP2C9*2, *3, *5, *11, CYP2C19*2, *3 and *17) and their haplotypes was assessed in a representative cohort of the Brazilian population (n = 1034). TaqMan assays were used for allele discrimination at each CYP2C locus investigated. Individual proportions of European, African and Amerindian biogeographical ancestry were estimated using a panel of insertion-deletion polymorphisms. Multinomial log-linear models were applied to infer the statistical association between the CYP2C alleles and haplotypes (response variables), and biogeographical ancestry, self-reported Color and geographical origin (explanatory variables). The results showed that CYP2C19*3, CYP2C9*5 and CYP2C9*11 were rare alleles (<1%), the frequency of other variants ranged from 3.4% (CYP2C8*4) to 17.3% (CYP2C19*17). Two distinct haplotype blocks were identified: block 1 consists of three single nucleotide polymorphisms (SNPs) (CYP2C19*17, CYP2C19*2 and CYP2C9*2) and block 2 of six SNPs (CYP2C9*11, CYP2C9*3, CYP2C9*5, CYP2C8*2, CYP2C8*4 and CYP2C8*3). Diplotype analysis generated 41 haplotypes, of which eight had frequencies greater than 1% and together accounted for 96.4% of the overall genetic diversity. The distribution of CYP2C8 and CYP2C9 (but not CYP2C19) alleles, and of CYP2C haplotypes was significantly associated with self-reported Color and with the individual proportions of European and African genetic ancestry, irrespective of Color self-identification. The individual odds of having alleles CYP2C8*2, CYP2C8*3, CYP2C9*2 and CYP2C9*3, and haplotypes including these alleles, varied continuously as the proportion of European ancestry increased. Collectively, these data strongly suggest that the intrinsic heterogeneity of the Brazilian population must be acknowledged in the design and interpretation of pharmacogenomic studies of the CYP2C cluster in order to avoid spurious conclusions based on improper matching of study cohorts. This conclusion extends to other polymorphic pharmacogenes among Brazilians, and most likely to other admixed populations of the Americas. The Pharmacogenomics Journal (2012) 12, 267-276; doi: 10.1038/tpj.2010.89; published online 21 December 2010

Variations in peak expiratory flow measurements associated to air pollution and allergic sensitization in children in Sao Paulo, Brazil

Background In the last 20 years, there has been an increase in the incidence of allergic respiratory diseases worldwide and exposure to air pollution has been discussed as one of the factors associated with this increase. The objective of this study was to investigate the effects of air pollution on peak expiratory flow (PEF) and FEV1 in children with and without allergic sensitization. Methods Ninety-six children were followed from April to July, 2004 with spirometry measurements. They were tested for allergic sensitization (IgE, skin prick test, eosinophilia) and asked about allergic symptoms. Air pollution, temperature, and relative humidity data were available. Results Decrements in PEF were observed with previous 24-hr average exposure to air pollution, as well as with 310-day average exposure and were associated mainly with PM10, NO2, and O3 in all three categories of allergic sensitization. Even though allergic sensitized children tended to present larger decrements in the PEF measurements they were not statistically different from the non-allergic sensitized. Decrements in FEV1 were observed mainly with previous 24-hr average exposure and 3-day moving average. Conclusions Decrements in PEF associated with air pollution were observed in children independent from their allergic sensitization status. Their daily exposure to air pollution can be responsible for a chronic inflammatory process that might impair their lung growth and later their lung function in adulthood. Am. J. Ind. Med. 55:10871098, 2012. (c) 2012 Wiley Periodicals, Inc.