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.

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.

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.

Atmospheric pollution: influence on hospital admissions in paediatric rheumatic diseases

Objective: To investigate the lag structure effects from exposure to atmospheric pollution in acute outbursts in hospital admissions of paediatric rheumatic diseases (PRDs). Methods: Morbidity data were obtained from the Brazilian Hospital Information System in seven consecutive years, including admissions due to seven PRDs (juvenile idiopathic arthritis, systemic lupus erythematosus, dermatomyositis, Henoch-Schonlein purpura, polyarteritis nodosa, systemic sclerosis and ankylosing spondylitis). Cases with secondary diagnosis of respiratory diseases were excluded. Daily concentrations of inhaled particulate matter (PM10), sulphur dioxide (SO2) nitrogen dioxide (NO2), ozone (O-3) and carbon monoxide (CO) were evaluated. Generalized linear Poisson regression models controlling for short-term trend, seasonality, holidays, temperature and humidity were used. Lag structures and magnitude of air pollutants' effects were adopted to estimate restricted polynomial distributed lag models. Results: The total number of admissions due to acute outbursts PRD was 1,821. The SO2 interquartile range (7.79 mu g/m(3)) was associated with an increase of 1.98% (confidence interval 0.25-3.69) in the number of hospital admissions due to outcome studied after 14 days of exposure. This effect was maintained until day 17. Of note, the other pollutants, with the exception of O-3, showed an increase in the number of hospital admissions from the second week. Conclusion: This study is the first to demonstrate a delayed association between SO2 and PRD outburst, suggesting that oxidative stress reaction could trigger the inflammation of these diseases. Lupus (2012) 21, 526-533.

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.

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 importance of plant life form on spatial associations along a subtropical coastal dune gradient

Questions Does the spatial association between isolated adult trees and understorey plants change along a gradient of sand dunes? Does this association depend on the life form of the understorey plant? Location Coastal sand dunes, southeast Brazil. Methods We recorded the occurrence of understorey plant species in 100 paired 0.25 m2 plots under adult trees and in adjacent treeless sites along an environmental gradient from beach to inland. Occurrence probabilities were modelled as a function of the fixed variables of the presence of a neighbour, distance from the seashore and life form, and a random variable, the block (i.e. the pair of plots). Generalized linear mixed models (GLMM) were fitted in a backward step-wise procedure using Akaike's information criterion (AIC) for model selection. Results The occurrence of understorey plants was affected by the presence of an adult tree neighbour, but the effect varied with the life form of the understorey species. Positive spatial association was found between isolated adult neighbour and young trees, whereas a negative association was found for shrubs. Moreover, a neutral association was found for lianas, whereas for herbs the effect of the presence of an adult neighbour ranged from neutral to negative, depended on the subgroup considered. The strength of the negative association with forbs increased with distance from the seashore. However, for the other life forms, the associational pattern with adult trees did not change along the gradient. Conclusions For most of the understorey life forms there is no evidence that the spatial association between isolated adult trees and understorey plants changes with the distance from the seashore, as predicted by the stress gradient hypothesis, a common hypothesis in the literature about facilitation in plant communities. Furthermore, the positive spatial association between isolated adult trees and young trees identified along the entire gradient studied indicates a positive feedback that explains the transition from open vegetation to forest in subtropical coastal dune environments.

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.