Anderson-like Transition for a Class of Random Sparse Models in d >= 2 Dimensions

We show that the Kronecker sum of d >= 2 copies of a random one-dimensional sparse model displays a spectral transition of the type predicted by Anderson, from absolutely continuous around the center of the band to pure point around the boundaries. Possible applications to physics and open problems are discussed briefly.

Design-based random permutation models with auxiliary information

We extend the random permutation model to obtain the best linear unbiased estimator of a finite population mean accounting for auxiliary variables under simple random sampling without replacement (SRS) or stratified SRS. The proposed method provides a systematic design-based justification for well-known results involving common estimators derived under minimal assumptions that do not require specification of a functional relationship between the response and the auxiliary variables.

Bayesian analysis of random regression models using B-splines to model test-day milk yield of Holstein cattle in Brazil

The objective of this paper is to model variations in test-day milk yields of first lactations of Holstein cows by RR using B-spline functions and Bayesian inference in order to fit adequate and parsimonious models for the estimation of genetic parameters. They used 152,145 test day milk yield records from 7317 first lactations of Holstein cows. The model established in this study was additive, permanent environmental and residual random effects. In addition, contemporary group and linear and quadratic effects of the age of cow at calving were included as fixed effects. Authors modeled the average lactation curve of the population with a fourth-order orthogonal Legendre polynomial. They concluded that a cubic B-spline with seven random regression coefficients for both the additive genetic and permanent environment effects was to be the best according to residual mean square and residual variance estimates. Moreover they urged a lower order model (quadratic B-spline with seven random regression coefficients for both random effects) could be adopted because it yielded practically the same genetic parameter estimates with parsimony. (C) 2012 Elsevier B.V. All rights reserved.

Female fertility in a Guzerat dairy subpopulation: Heterogeneity of variance components for calving intervals

The objectives of the present study were to determine if variance components of calving intervals varied with age at calving and if considering calving intervals as a longitudinal trait would be a useful approach for fertility analysis of Zebu dairy herds. With these purposes, calving records from females born from 1940 to 2006 in a Guzerat dairy subpopulation in Brazil were analyzed. The fixed effects of contemporary groups, formed by year and farm at birth or at calving, and the regressions of age at calving, equivalent inbreeding coefficient and day of the year on the studied traits were considered in the statistical models. In one approach, calving intervals (Cl) were analyzed as a single trait, by fitting a statistical model on which both animal and permanent environment effects were adjusted for the effect of age at calving by random regression. In a second approach, a four-trait analysis was conducted, including age at first calving (AFC) and three different female categories for the calving intervals: first calving females; young females (less than 80 months old, but not first calving); or mature females (80 months old or more). Finally, a two-trait analysis was performed, also including AFC and Cl, but calving intervals were regarded as a single trait in a repeatability model. Additionally, the ranking of sires was compared among approaches. Calving intervals decreased with age until females were about 80 months old, remaining nearly constant after that age. A quasi-linear increase of 11.5 days on the calving intervals was observed for each 10% increase in the female's equivalent inbreeding coefficient. The heritability of AFC was 0.37. For Cl. the genetic-phenotypic variance ratios ranged from 0.064 to 0.141, depending on the approach and on ages at calving. Differences among genetic variance components for calving intervals were observed along the animal's lifetime. Those differences confirmed the longitudinal aspect of that trait, indicating the importance of such consideration when accessing fertility of Zebu dairy females, especially in situations where the available information relies on their calving intervals. Spearman rank correlations among approaches ranged from 0.90 to 0.95, and changes observed in the ranking of sires suggested that the genetic progress of the population could be affected by the approach chosen for the analysis of calving intervals. (C) 2012 Elsevier ay. All rights reserved.

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.

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.

Bayesian Analysis for Errors in Variables with Changepoint Models

Changepoint regression models have originally been developed in connection with applications in quality control, where a change from the in-control to the out-of-control state has to be detected based on the avaliable random observations. Up to now various changepoint models have been suggested for differents applications like reliability, econometrics or medicine. In many practical situations the covariate cannot be measured precisely and an alternative model are the errors in variable regression models. In this paper we study the regression model with errors in variables with changepoint from a Bayesian approach. From the simulation study we found that the proposed procedure produces estimates suitable for the changepoint and all other model parameters.

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.

A decaying factor accounts for contained activity in neuronal networks with no need of hierarchical or modular organization

The mechanisms responsible for containing activity in systems represented by networks are crucial in various phenomena, for example, in diseases such as epilepsy that affect the neuronal networks and for information dissemination in social networks. The first models to account for contained activity included triggering and inhibition processes, but they cannot be applied to social networks where inhibition is clearly absent. A recent model showed that contained activity can be achieved with no need of inhibition processes provided that the network is subdivided into modules (communities). In this paper, we introduce a new concept inspired in the Hebbian theory, through which containment of activity is achieved by incorporating a dynamics based on a decaying activity in a random walk mechanism preferential to the node activity. Upon selecting the decay coefficient within a proper range, we observed sustained activity in all the networks tested, namely, random, Barabasi-Albert and geographical networks. The generality of this finding was confirmed by showing that modularity is no longer needed if the dynamics based on the integrate-and-fire dynamics incorporated the decay factor. Taken together, these results provide a proof of principle that persistent, restrained network activation might occur in the absence of any particular topological structure. This may be the reason why neuronal activity does not spread out to the entire neuronal network, even when no special topological organization exists.

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.

Exact correlation functions in particle-reaction models with immobile particles

Exact results on particle densities as well as correlators in two models of immobile particles, containing either a single species or else two distinct species, are derived. The models evolve following a descent dynamics through pair annihilation where each particle interacts once at most throughout its entire history. The resulting large number of stationary states leads to a non-vanishing configurational entropy. Our results are established for arbitrary initial conditions and are derived via a generating function method. The single-species model is the dual of the 1D zero-temperature kinetic Ising model with Kimball-Deker-Haake dynamics. In this way, both in finite and semi-infinite chains and also the Bethe lattice can be analysed. The relationship with the random sequential adsorption of dimers and weakly tapped granular materials is discussed.

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.

Short communication: Principal components and factor analytic models for test-day milk yield in Brazilian Holstein cattle

A total of 46,089 individual monthly test-day (TD) milk yields (10 test-days), from 7,331 complete first lactations of Holstein cattle were analyzed. A standard multivariate analysis (MV), reduced rank analyses fitting the first 2, 3, and 4 genetic principal components (PC2, PC3, PC4), and analyses that fitted a factor analytic structure considering 2, 3, and 4 factors (FAS2, FAS3, FAS4), were carried out. The models included the random animal genetic effect and fixed effects of the contemporary groups (herd-year-month of test-day), age of cow (linear and quadratic effects), and days in milk (linear effect). The residual covariance matrix was assumed to have full rank. Moreover, 2 random regression models were applied. Variance components were estimated by restricted maximum likelihood method. The heritability estimates ranged from 0.11 to 0.24. The genetic correlation estimates between TD obtained with the PC2 model were higher than those obtained with the MV model, especially on adjacent test-days at the end of lactation close to unity. The results indicate that for the data considered in this study, only 2 principal components are required to summarize the bulk of genetic variation among the 10 traits.

Segmental dataset and whole body expression data do not support the hypothesis that non-random movement is an intrinsic property of Drosophila retrogenes

Background: Several studies in Drosophila have shown excessive movement of retrogenes from the X chromosome to autosomes, and that these genes are frequently expressed in the testis. This phenomenon has led to several hypotheses invoking natural selection as the process driving male-biased genes to the autosomes. Metta and Schlotterer (BMC Evol Biol 2010, 10:114) analyzed a set of retrogenes where the parental gene has been subsequently lost. They assumed that this class of retrogenes replaced the ancestral functions of the parental gene, and reported that these retrogenes, although mostly originating from movement out of the X chromosome, showed female-biased or unbiased expression. These observations led the authors to suggest that selective forces (such as meiotic sex chromosome inactivation and sexual antagonism) were not responsible for the observed pattern of retrogene movement out of the X chromosome. Results: We reanalyzed the dataset published by Metta and Schlotterer and found several issues that led us to a different conclusion. In particular, Metta and Schlotterer used a dataset combined with expression data in which significant sex-biased expression is not detectable. First, the authors used a segmental dataset where the genes selected for analysis were less testis-biased in expression than those that were excluded from the study. Second, sex-biased expression was defined by comparing male and female whole-body data and not the expression of these genes in gonadal tissues. This approach significantly reduces the probability of detecting sex-biased expressed genes, which explains why the vast majority of the genes analyzed (parental and retrogenes) were equally expressed in both males and females. Third, the female-biased expression observed by Metta and Schltterer is mostly found for parental genes located on the X chromosome, which is known to be enriched with genes with female-biased expression. Fourth, using additional gonad expression data, we found that autosomal genes analyzed by Metta and Schlotterer are less up regulated in ovaries and have higher chance to be expressed in meiotic cells of spermatogenesis when compared to X-linked genes. Conclusions: The criteria used to select retrogenes and the sex-biased expression data based on whole adult flies generated a segmental dataset of female-biased and unbiased expressed genes that was unable to detect the higher propensity of autosomal retrogenes to be expressed in males. Thus, there is no support for the authors' view that the movement of new retrogenes, which originated from X-linked parental genes, was not driven by selection. Therefore, selection-based genetic models remain the most parsimonious explanations for the observed chromosomal distribution of retrogenes.

Superdiffusion in a non-Markovian random walk model with a Gaussian memory profile

Most superdiffusive Non-Markovian random walk models assume that correlations are maintained at all time scales, e. g., fractional Brownian motion, Levy walks, the Elephant walk and Alzheimer walk models. In the latter two models the random walker can always "remember" the initial times near t = 0. Assuming jump size distributions with finite variance, the question naturally arises: is superdiffusion possible if the walker is unable to recall the initial times? We give a conclusive answer to this general question, by studying a non-Markovian model in which the walker's memory of the past is weighted by a Gaussian centered at time t/2, at which time the walker had one half the present age, and with a standard deviation sigma t which grows linearly as the walker ages. For large widths we find that the model behaves similarly to the Elephant model, but for small widths this Gaussian memory profile model behaves like the Alzheimer walk model. We also report that the phenomenon of amnestically induced persistence, known to occur in the Alzheimer walk model, arises in the Gaussian memory profile model. We conclude that memory of the initial times is not a necessary condition for generating (log-periodic) superdiffusion. We show that the phenomenon of amnestically induced persistence extends to the case of a Gaussian memory profile.