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.

STATISTICAL TEST FOR GENOTYPE AND ENVIRONMENT CONTRIBUTION IN THE GENOTYPES x ENVIRONMENTS INTERACTION MATRIX

The objective of the present work was to propose a method for testing the contribution of each level of the factors in a genotypes x environments (GxE) interaction using multi-environment trials analyses by means of an F test. The study evaluated a data set, with twenty genotypes and thirty-four environments, in a block design with four replications. The sum of squares within rows (genotypes) and columns (environments) of the GxE matrix was simulated, generating 10000 experiments to verify the empirical distribution. Results indicate a noncentral chi-square distribution for rows and columns of the GxE interaction matrix, which was also verified by the Kolmogorov-Smirnov test and Q-Q plot. Application of the F test identified the genotypes and environments that contributed the most to the GxE interaction. In this way, geneticists can select good genotypes in their studies.

Effects of Matrix Metalloproteinase (MMP)-2 Polymorphisms on Responsiveness to Antihypertensive Therapy of Women with Hypertensive Disorders of Pregnancy

Imbalanced matrix metalloproteinase (MMP) expression, including MMP-2, has been demonstrated in pre-eclampsia. However, little is known about the effect of polymorphisms in MMP-2 gene on hypertensive disorders of pregnancy. We examined whether two functional MMP-2 polymorphisms (g.-1306C>T and g.-735C>T) are associated with pre-eclampsia and/or gestational hypertension and whether these polymorphisms affect therapeutic responses in women with these conditions. We studied 216 healthy pregnant women (HP), 185 patients with gestational hypertension (GH) and 216 patients with pre-eclampsia (PE). They were stratified as responsive or non-responsive to antihypertensive therapy according to clinical and laboratorial parameters of therapeutic responsiveness. Genomic DNA was extracted from whole blood and genotypes for g-1306C>T and g.-735C>T polymorphisms were determined by real-time PCR using Taqman allele discrimination assays. Haplotype frequencies were inferred using the PHASE 2.1 program. The distributions of MMP-2 genotypes and haplotypes were similar in HP, GH and PE patients (p > 0.05). In addition, we found no significant differences in MMP-2 genotype or haplotype frequencies when GH or PE patients were classified as responsive or non-responsive to antihypertensive therapy (p > 0.05). Our results suggest that MMP-2 polymorphisms do not affect the susceptibility to hypertensive disorders of pregnancy. In parallel, MMP-2 polymorphisms apparently do not affect the responsiveness to antihypertensive therapy of women with these hypertensive disorders of pregnancy.

The exponential COM-Poisson distribution

The Conway-Maxwell Poisson (COMP) distribution as an extension of the Poisson distribution is a popular model for analyzing counting data. For the first time, we introduce a new three parameter distribution, so-called the exponential-Conway-Maxwell Poisson (ECOMP) distribution, that contains as sub-models the exponential-geometric and exponential-Poisson distributions proposed by Adamidis and Loukas (Stat Probab Lett 39:35-42, 1998) and KuAY (Comput Stat Data Anal 51:4497-4509, 2007), respectively. The new density function can be expressed as a mixture of exponential density functions. Expansions for moments, moment generating function and some statistical measures are provided. The density function of the order statistics can also be expressed as a mixture of exponential densities. We derive two formulae for the moments of order statistics. The elements of the observed information matrix are provided. Two applications illustrate the usefulness of the new distribution to analyze positive data.

Analytic perturbation theory for bound states in the transfer matrix spectrum of weakly correlated lattice ferromagnetic spin systems

We consider general d-dimensional lattice ferromagnetic spin systems with nearest neighbor interactions in the high temperature region ('beta' << 1). Each model is characterized by a single site apriori spin distribution taken to be even. We also take the parameter 'alfa' = ('S POT.4') - 3 '(S POT.2') POT.2' > 0, i.e. in the region which we call Gaussian subjugation, where ('S POT.K') denotes the kth moment of the apriori distribution. Associated with the model is a lattice quantum field theory known to contain a particle of asymptotic mass -ln 'beta' and a bound state below the two-particle threshold. We develop a 'beta' analytic perturbation theory for the binding energy of this bound state. As a key ingredient in obtaining our result we show that the Fourier transform of the two-point function is a meromorphic function, with a simple pole, in a suitable complex spectral parameter and the coefficients of its Laurent expansion are analytic in 'beta'.

Bivariate gamma-geometric law and its induced Levy process

In this article we introduce a three-parameter extension of the bivariate exponential-geometric (BEG) law (Kozubowski and Panorska, 2005) [4]. We refer to this new distribution as the bivariate gamma-geometric (BGG) law. A bivariate random vector (X, N) follows the BGG law if N has geometric distribution and X may be represented (in law) as a sum of N independent and identically distributed gamma variables, where these variables are independent of N. Statistical properties such as moment generation and characteristic functions, moments and a variance-covariance matrix are provided. The marginal and conditional laws are also studied. We show that BBG distribution is infinitely divisible, just as the BEG model is. Further, we provide alternative representations for the BGG distribution and show that it enjoys a geometric stability property. Maximum likelihood estimation and inference are discussed and a reparametrization is proposed in order to obtain orthogonality of the parameters. We present an application to a real data set where our model provides a better fit than the BEG model. Our bivariate distribution induces a bivariate Levy process with correlated gamma and negative binomial processes, which extends the bivariate Levy motion proposed by Kozubowski et al. (2008) [6]. The marginals of our Levy motion are a mixture of gamma and negative binomial processes and we named it BMixGNB motion. Basic properties such as stochastic self-similarity and the covariance matrix of the process are presented. The bivariate distribution at fixed time of our BMixGNB process is also studied and some results are derived, including a discussion about maximum likelihood estimation and inference. (C) 2012 Elsevier Inc. All rights reserved.

Structure of trajectories of complex-matrix eigenvalues in the Hermitian-non-Hermitian transition

The statistical properties of trajectories of eigenvalues of Gaussian complex matrices whose Hermitian condition is progressively broken are investigated. It is shown how the ordering on the real axis of the real eigenvalues is reflected in the structure of the trajectories and also in the final distribution of the eigenvalues in the complex plane.

Subcritical crack growth and in vitro lifetime prediction of resin composites with different filler distributions

Objectives. Verify the influence of different filler distributions on the subcritical crack growth (SCG) susceptibility, Weibull parameters (m and sigma(0)) and longevity estimated by the strength-probability-time (SPT) diagram of experimental resin composites. Methods. Four composites were prepared, each one containing 59 vol% of glass powder with different filler sizes (d(50) = 0.5; 0.9; 1.2 and 1.9 mu m) and distributions. Granulometric analyses of glass powders were done by a laser diffraction particle size analyzer (Sald-7001, Shimadzu, USA). SCG parameters (n and sigma(f0)) were determined by dynamic fatigue (10(-2) to 10(2) MPa/s) using a biaxial flexural device (12 x 1.2 mm; n = 10). Twenty extra specimens of each composite were tested at 10(0) MPa/s to determine m and sigma(0). Specimens were stored in water at 37 degrees C for 24 h. Fracture surfaces were analyzed under SEM. Results. In general, the composites with broader filler distribution (C0.5 and C1.9) presented better results in terms of SCG susceptibility and longevity. C0.5 and C1.9 presented higher n values (respectively, 31.2 +/- 6.2(a) and 34.7 +/- 7.4(a)). C1.2 (166.42 +/- 0.01(a)) showed the highest and C0.5 (158.40 +/- 0.02(d)) the lowest sigma(f0) value (in MPa). Weibull parameters did not vary significantly (m: 6.6 to 10.6 and sigma(0): 170.6 to 176.4 MPa). Predicted reductions in failure stress (P-f = 5%) for a lifetime of 10 years were approximately 45% for C0.5 and C1.9 and 65% for C0.9 and C1.2. Crack propagation occurred through the polymeric matrix around the fillers and all the fracture surfaces showed brittle fracture features. Significance. Composites with broader granulometric distribution showed higher resistance to SCG and, consequently, higher longevity in vitro. (C) 2012 Academy of Dental Materials. Published by Elsevier Ltd. All rights reserved.

Acellular dermal matrix graft with or without enamel matrix derivative for root coverage in smokers: a randomized clinical study

Aim: The aim of this randomized controlled clinical study was to compare the use of an acellular dermal matrix graft (ADMG) with or without the enamel matrix derivative (EMD) in smokers to evaluate which procedure would provide better root coverage. Material and Methods: Nineteen smokers with bilateral Miller Class I or II gingival recessions >= 3 mm were selected. The test group was treated with an association of ADMG and EMD, and the control group with ADMG alone. Probing depth, relative clinical attachment level, gingival recession height, gingival recession width, keratinized tissue width and keratinized tissue thickness were evaluated before the surgeries and after 6 months. Wilcoxon test was used for the statistical analysis at significance level of 5%. Results: No significant differences were found between groups in all parameters at baseline. The mean gain recession height between baseline and 6 months and the complete root coverage favored the test group (p = 0.042, p = 0.019 respectively). Conclusion: Smoking may negatively affect the results achieved through periodontal plastic procedures; however, the association of ADMG and EMD is beneficial in the root coverage of gingival recessions in smokers, 6 months after the surgery.

On scale-mixture Birnbaum-Saunders distributions

We present for the first time a justification on the basis of central limit theorems for the family of life distributions generated from scale-mixture of normals. This family was proposed by Balakrishnan et al. (2009) and can be used to accommodate unexpected observations for the usual Birnbaum-Saunders distribution generated from the normal one. The class of scale-mixture of normals includes normal, slash, Student-t, logistic, double-exponential, exponential power and many other distributions. We present a model for the crack extensions where the limiting distribution of total crack extensions is in the class of scale-mixture of normals. (C) 2012 Elsevier B.V. All rights reserved.

Statistical Innovations Improve Prevalence Estimates of Nutrient Risk Populations: Applications in Sao Paulo, Brazil

The objective of this study was to estimate the prevalence of inadequate micronutrient intake and excess sodium intake among adults age 19 years and older in the city of Sao Paulo, Brazil. Twenty-four hour dietary recall and sociodemographic data were collected from each participant (n=1,663) in a cross-sectional study, Inquiry of Health of Sao Paulo, of a representative sample of the adult population of the city of Sao Paulo in 2003 (ISA-2003). The variability in intake was measured through two replications of the 24-hour recall in a subsample of this population in 2007 (ISA-2007). Usual intake was estimated by the PC-SIDE program (version 1.0, 2003, Department of Statistics, Iowa State University), which uses an approach developed by Iowa State University. The prevalence of nutrient inadequacy was calculated using the Estimated Average Requirement cut-point method for vitamins A and C, thiamin, riboflavin, niacin, copper, phosphorus, and selenium. For vitamin D, pantothenic acid, manganese, and sodium, the proportion of individuals with usual intake equal to or more than the Adequate Intake value was calculated. The percentage of individuals with intake equal to more than the Tolerable Upper Intake Level was calculated for sodium. The highest prevalence of inadequacy for males and females, respectively, occurred for vitamin A (67% and 58%), vitamin C (52% and 62%), thiamin (41% and 50%), and riboflavin (29% and 19%). The adjustment for the within-person variation presented lower prevalence of inadequacy due to removal of within-person variability. All adult residents of Sao Paulo had excess sodium intake, and the rates of nutrient inadequacy were high for certain key micronutrients. J Acad Nutr Diet. 2012;112:1614-1618.

Influence of a hypercholesterolemic diet on the collagen composition of the bladder wall extracellular matrix in rats

Purpose: To investigate the effects of hypercholesterolemic diet on the collagen composition of urinary bladder wall. Materials and methods: Forty-five female 4-week-old Wistar rats were divided into three groups: 1) control group fed a normal diet (ND); 2) model of bladder outlet obstruction (BOO) group fed a ND; and 3) group fed a HCD (1.25% cholesterol). Total serum cholesterol, LDL cholesterol and body weight were assessed at baseline. Four weeks later, group 2 underwent a surgical procedure resulting in a partial BOO, while groups 1 and 3 underwent a sham similar surgical procedure. Six weeks later, all animals had their bladders removed; serum cholesterol and LDL cholesterol levels and body weights were measured. Morphological and morphometric analysis was performed by Picrosirius staining and collagen types I and III were identified by immunofluorescence. Statistical analysis was completed and significance was considered when p<0.05. Results: Rats fed an HCD exhibited a significant increase in LDL cholesterol levels (p<0.001) and body weight (p=0.017), when compared to the groups fed a ND during the ten-week study period. Moreover, the HCD induced morphological alterations of the bladder wall collagen, regarding thin collagen fibers and the amounts of type III collagen when compared to the control group (p=0.002 and p=0.016, respectively), resembling the process promoted in the BOO model. Conclusions: A hyper-cholesterolemic diet in Wistar rats promoted morphological changes of the bladder types of collagen, as well as increases in body weight and LDL cholesterol.

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.

Matrix metalloproteinase-9 genetic variations affect MMP-9 levels in obese children

Objective: Matrix metalloproteinase-9 (MMP-9) is involved in the atherosclerotic process and functional polymorphisms in the MMP-9 gene affect MMP-9 expression/activity, and are associated with cardiovascular diseases. However, no study has tested the hypothesis that functional MMP-9 polymorphisms could affect MMP-9 levels in obese children. We investigated whether three MMP-9 gene polymorphisms (C-1562T (rs3918242), 90(CA)((14-24)) (rs2234681) and Q279R (rs17576)), or haplotypes, affect MMP-9 levels in obese children. Methods: We studied 175 healthy control children and 127 obese children. Plasma MMP-9, tissue inhibitor of MMPs (TIMP)-1 and adiponectin concentrations were measured using enzyme-linked immunosorbent assay. Results: We found similar MMP-9 genotypes, allelic and haplotypes distributions in the two study groups (P > 0.05). However, we found lower plasma MMP-9 concentrations in obese subjects carrying the CC or the QQ genotypes for the C-1562T and the Q279R polymorphisms, respectively, in obese children compared with children with the other genotypes, or with non-obese children with the same genotypes (all P < 0.05). Moreover, we found lower MMP-9 levels and lower MMP-9/TIMP-1 ratios (which reflect net MMP-9 activity) in obese children carrying the H2 haplotype (which combines the C, H and Q alleles for the three polymorphisms, respectively) when compared with obese children carrying the other haplotypes, or with non-obese children carrying the same haplotype (P < 0.05). Conclusions: Our findings show that MMP-9 genotypes and haplotypes affect MMP-9 levels in obese children and adolescents, and suggest that genetic factors may modify relevant pathogenetic mechanisms involved in the development of cardiovascular complications associated with obesity in childhood. International Journal of Obesity (2012) 36, 69-75; doi:10.1038/ijo.2011.169; published online 16 August 2011

Annealed Ising model on hierarchical structures: a transfer matrix approach.

Spin systems in the presence of disorder are described by two sets of degrees of freedom, associated with orientational (spin) and disorder variables, which may be characterized by two distinct relaxation times. Disordered spin models have been mostly investigated in the quenched regime, which is the usual situation in solid state physics, and in which the relaxation time of the disorder variables is much larger than the typical measurement times. In this quenched regime, disorder variables are fixed, and only the orientational variables are duly thermalized. Recent studies in the context of lattice statistical models for the phase diagrams of nematic liquid-crystalline systems have stimulated the interest of going beyond the quenched regime. The phase diagrams predicted by these calculations for a simple Maier-Saupe model turn out to be qualitative different from the quenched case if the two sets of degrees of freedom are allowed to reach thermal equilibrium during the experimental time, which is known as the fully annealed regime. In this work, we develop a transfer matrix formalism to investigate annealed disordered Ising models on two hierarchical structures, the diamond hierarchical lattice (DHL) and the Apollonian network (AN). The calculations follow the same steps used for the analysis of simple uniform systems, which amounts to deriving proper recurrence maps for the thermodynamic and magnetic variables in terms of the generations of the construction of the hierarchical structures. In this context, we may consider different kinds of disorder, and different types of ferromagnetic and anti-ferromagnetic interactions. In the present work, we analyze the effects of dilution, which are produced by the removal of some magnetic ions. The system is treated in a “grand canonical" ensemble. The introduction of two extra fields, related to the concentration of two different types of particles, leads to higher-rank transfer matrices as compared with the formalism for the usual uniform models. Preliminary calculations on a DHL indicate that there is a phase transition for a wide range of dilution concentrations. Ising spin systems on the AN are known to be ferromagnetically ordered at all temperatures; in the presence of dilution, however, there are indications of a disordered (paramagnetic) phase at low concentrations of magnetic ions.