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.

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.

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.

The impact of asymptomatic vertebral fractures on quality of life in older community-dwelling women: the Sao Paulo Ageing & Health Study

OBJECTIVES: The aim of this study was to investigate the impact of asymptomatic vertebral fractures on the quality of life in older women as part of the Sao Paulo Ageing & Health Study. METHODS: This study was a cross-sectional study with a random sample of 180 women 65 years of age or older with or without vertebral fractures. The Quality of Life Questionnaire of the European Foundation for Osteoporosis was administered to all subjects. Anthropometric data were obtained by physical examination, and the body mass index was calculated. Lateral thoracic and lumbar spine X-ray scans were obtained to identify asymptomatic vertebral fractures using a semi-quantitative method. RESULTS: Women with asymptomatic vertebral fractures had lower total scores [61.4(15.3) vs. 67.1(14.2), p = 0.03] and worse physical function domain scores [69.5(20.1) vs. 77.3(17.1), p = 0.02] for the Quality of Life Questionnaire of the European Foundation for Osteoporosis compared with women without fractures. The total score of this questionnaire was also worse in women classified as obese than in women classified as overweight or normal. High physical activity was related to a better total score for this questionnaire (p = 0.01). Likewise, lower physical function scores were observed in women with higher body mass index values (p < 0.05) and lower physical activity levels (p < 0.05). Generalized linear models with gamma distributions and logarithmic link functions, adjusted for age, showed that lower total scores and physical function domain scores for the Quality of Life Questionnaire of the European Foundation for Osteoporosis were related to a high body mass index, lower physical activity, and the presence of vertebral fractures (p < 0.05). CONCLUSION: Vertebral fractures are associated with decreased quality of life mainly physical functioning in older community-dwelling women regardless of age, body mass index, and physical activity. Therefore, the results highlight the importance of preventing and controlling asymptomatic vertebral fractures to reduce their impact on quality of life among older women.

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.

Clinical correlates of social adjustment in patients with obsessive-compulsive disorder

Background: Patients with obsessive-compulsive disorder (OCD) frequently show poor social adjustment, which has been associated with OCD severity. Little is known about the effects that age at symptom onset, specific OCD symptoms, and psychiatric comorbidities have on social adjustment. The objective of this study was to investigate the clinical correlates of social functioning in OCD patients. Methods: Cross-sectional study involving 815 adults with a primary DSM-IV diagnosis of OCD participating in the Brazilian Research Consortium on Obsessive-Compulsive Spectrum Disorders. Patients were assessed with the Social Adjustment Scale, the Medical Outcomes Study 36-item Short-Form Health Survey, the Yale-Brown Obsessive-Compulsive Scale, the Dimensional Yale-Brown Obsessive-Compulsive Scale, and the Structured Clinical Interview for DSM-IV Axis I Disorders. Clinical correlates of social adjustment were assessed with generalized linear models with gamma distribution. Results: Poor overall social functioning was associated with greater OCD severity (p = 0.02); hoarding symptoms (p = 0.004); sexual/religious obsessions (p = 0.005); current major depressive disorder (p = 0.004); current post-traumatic stress disorder (p = 0.002); and current eating disorders (p = 0.02). Poor social adjustment was also associated with impaired quality of life. Conclusions: Patients with OCD have poor social functioning in domains related to personal relationships and professional performance. Hoarding symptoms and sexual/religious obsessions seem to have the strongest negative effects on social functioning. Early age at OCD symptom onset seems to be associated with professional and academic underachievement and impairment within the family unit, whereas current psychiatric comorbidity worsen overall social functioning. In comparison with quality of life, social adjustment measures seem to provide a more comprehensive overview of the OCD-related burden. (C) 2012 Elsevier Ltd. All rights reserved.

The impact of asymptomatic vertebral fractures on quality of life in older community-dwelling women: the São Paulo Ageing & Health Study

OBJECTIVES: The aim of this study was to investigate the impact of asymptomatic vertebral fractures on the quality of life in older women as part of the Sao Paulo Ageing & Health Study. METHODS: This study was a cross-sectional study with a random sample of 180 women 65 years of age or older with or without vertebral fractures. The Quality of Life Questionnaire of the European Foundation for Osteoporosis was administered to all subjects. Anthropometric data were obtained by physical examination, and the body mass index was calculated. Lateral thoracic and lumbar spine X-ray scans were obtained to identify asymptomatic vertebral fractures using a semi-quantitative method. RESULTS: Women with asymptomatic vertebral fractures had lower total scores [61.4(15.3) vs. 67.1(14.2), p = 0.03] and worse physical function domain scores [69.5(20.1) vs. 77.3(17.1), p = 0.02] for the Quality of Life Questionnaire of the European Foundation for Osteoporosis compared with women without fractures. The total score of this questionnaire was also worse in women classified as obese than in women classified as overweight or normal. High physical activity was related to a better total score for this questionnaire (p = 0.01). Likewise, lower physical function scores were observed in women with higher body mass index values (p<0.05) and lower physical activity levels (p,0.05). Generalized linear models with gamma distributions and logarithmic link functions, adjusted for age, showed that lower total scores and physical function domain scores for the Quality of Life Questionnaire of the European Foundation for Osteoporosis were related to a high body mass index, lower physical activity, and the presence of vertebral fractures (p<0.05). CONCLUSION: Vertebral fractures are associated with decreased quality of life mainly physical functioning in older community-dwelling women regardless of age, body mass index, and physical activity. Therefore, the results highlight the importance of preventing and controlling asymptomatic vertebral fractures to reduce their impact on quality of life among older women.

Degree of multicollinearity and variables involved in linear dependence in additive-dominant models

The objective of this work was to assess the degree of multicollinearity and to identify the variables involved in linear dependence relations in additive-dominant models. Data of birth weight (n=141,567), yearling weight (n=58,124), and scrotal circumference (n=20,371) of Montana Tropical composite cattle were used. Diagnosis of multicollinearity was based on the variance inflation factor (VIF) and on the evaluation of the condition indexes and eigenvalues from the correlation matrix among explanatory variables. The first model studied (RM) included the fixed effect of dam age class at calving and the covariates associated to the direct and maternal additive and non-additive effects. The second model (R) included all the effects of the RM model except the maternal additive effects. Multicollinearity was detected in both models for all traits considered, with VIF values of 1.03 - 70.20 for RM and 1.03 - 60.70 for R. Collinearity increased with the increase of variables in the model and the decrease in the number of observations, and it was classified as weak, with condition index values between 10.00 and 26.77. In general, the variables associated with additive and non-additive effects were involved in multicollinearity, partially due to the natural connection between these covariables as fractions of the biological types in breed composition.

Twinlike models for kinks and compactons in flat and warped spacetime

This work deals with the presence of twinlike models in scalar field theories. We show how to build distinct scalar field theories having the same extended solution, with the same energy density and linear stability. Here, however, we start from a given but generalized scalar field theory, and we construct the corresponding twin model, which also engenders generalized dynamics. We investigate how the twinlike models arise in both flat and curved spacetimes. In the curved spacetime, we consider a braneworld model with the warp factor controlling the spacetime geometry with a single extra dimension of infinite extent. In particular, we study linear stability in both flat and curved spacetimes, and in the case of curved spacetime-in both the gravity and the scalar field sectors-for the two braneworld models. DOI: 10.1103/PhysRevD.86.125021

Robust modeling using the generalized epsilon-skew-t distribution

In this paper, an alternative skew Student-t family of distributions is studied. It is obtained as an extension of the generalized Student-t (GS-t) family introduced by McDonald and Newey [10]. The extension that is obtained can be seen as a reparametrization of the skewed GS-t distribution considered by Theodossiou [14]. A key element in the construction of such an extension is that it can be stochastically represented as a mixture of an epsilon-skew-power-exponential distribution [1] and a generalized-gamma distribution. From this representation, we can readily derive theoretical properties and easy-to-implement simulation schemes. Furthermore, we study some of its main properties including stochastic representation, moments and asymmetry and kurtosis coefficients. We also derive the Fisher information matrix, which is shown to be nonsingular for some special cases such as when the asymmetry parameter is null, that is, at the vicinity of symmetry, and discuss maximum-likelihood estimation. Simulation studies for some particular cases and real data analysis are also reported, illustrating the usefulness of the extension considered.

The new class of Kummer beta generalized distributions

Ng and Kotz (1995) introduced a distribution that provides greater flexibility to extremes. We define and study a new class of distributions called the Kummer beta generalized family to extend the normal, Weibull, gamma and Gumbel distributions, among several other well-known distributions. Some special models are discussed. The ordinary moments of any distribution in the new family can be expressed as linear functions of probability weighted moments of the baseline distribution. We examine the asymptotic distributions of the extreme values. We derive the density function of the order statistics, mean absolute deviations and entropies. We use maximum likelihood estimation to fit the distributions in the new class and illustrate its potentiality with an application to a real data set.

Estimation methods of non-additive effects for characteristics of weight and scrotal circumference in crossbred beef cattle

The objective of this study was to investigate, in a population of crossbred cattle, the obtainment of the non-additive genetic effects for the characteristics weight at 205 and 390 days and scrotal circumference, and to evaluate the consideration of these effects in the prediction of breeding values of sires using different estimation methodologies. In method 1, the data were pre-adjusted for the non-additive effects obtained by least squares means method in a model that considered the direct additive, maternal and non-additive fixed genetic effects, the direct and total maternal heterozygosities, and epistasis. In method 2, the non-additive effects were considered covariates in genetic model. Genetic values for adjusted and non-adjusted data were predicted considering additive direct and maternal effects, and for weight at 205 days, also the permanent environmental effect, as random effects in the model. The breeding values of the categories of sires considered for the weight characteristic at 205 days were organized in files, in order to verify alterations in the magnitude of the predictions and ranking of animals in the two methods of correction data for the non-additives effects. The non-additive effects were not similar in magnitude and direction in the two estimation methods used, nor for the characteristics evaluated. Pearson and Spearman correlations between breeding values were higher than 0.94, and the use of different methods does not imply changes in the selection of animals.

Thermodynamics of Ising model with infinite-range interactions by generalized canonical ensemble

In this work we present the idea of how generalized ensembles can be used to simplify the operational study of non-additive physical systems. As alternative of the usual methods of direct integration or mean-field theory, we show how the solution of the Ising model with infinite-range interactions is obtained by using a generalized canonical ensemble. We describe how the thermodynamical properties of this model in the presence of an external magnetic field are founded by simple parametric equations. Without impairing the usual interpretation, we obtain an identical critical behaviour as observed in traditional approaches.

Generalized beta-generated distributions

This article introduces generalized beta-generated (GBG) distributions. Sub-models include all classical beta-generated, Kumaraswamy-generated and exponentiated distributions. They are maximum entropy distributions under three intuitive conditions, which show that the classical beta generator skewness parameters only control tail entropy and an additional shape parameter is needed to add entropy to the centre of the parent distribution. This parameter controls skewness without necessarily differentiating tail weights. The GBG class also has tractable properties: we present various expansions for moments, generating function and quantiles. The model parameters are estimated by maximum likelihood and the usefulness of the new class is illustrated by means of some real data sets. (c) 2011 Elsevier B.V. All rights reserved.

Assessment of variance components in nonlinear mixed-effects elliptical models

The issue of assessing variance components is essential in deciding on the inclusion of random effects in the context of mixed models. In this work we discuss this problem by supposing nonlinear elliptical models for correlated data by using the score-type test proposed in Silvapulle and Silvapulle (1995). Being asymptotically equivalent to the likelihood ratio test and only requiring the estimation under the null hypothesis, this test provides a fairly easy computable alternative for assessing one-sided hypotheses in the context of the marginal model. Taking into account the possible non-normal distribution, we assume that the joint distribution of the response variable and the random effects lies in the elliptical class, which includes light-tailed and heavy-tailed distributions such as Student-t, power exponential, logistic, generalized Student-t, generalized logistic, contaminated normal, and the normal itself, among others. We compare the sensitivity of the score-type test under normal, Student-t and power exponential models for the kinetics data set discussed in Vonesh and Carter (1992) and fitted using the model presented in Russo et al. (2009). Also, a simulation study is performed to analyze the consequences of the kurtosis misspecification.