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.

Bartlett corrections in Birnbaum-Saunders nonlinear regression models

Lemonte and Cordeiro [Birnbaum-Saunders nonlinear regression models, Comput. Stat. Data Anal. 53 (2009), pp. 4441-4452] introduced a class of Birnbaum-Saunders (BS) nonlinear regression models potentially useful in lifetime data analysis. We give a general matrix Bartlett correction formula to improve the likelihood ratio (LR) tests in these models. The formula is simple enough to be used analytically to obtain several closed-form expressions in special cases. Our results generalize those in Lemonte et al. [Improved likelihood inference in Birnbaum-Saunders regressions, Comput. Stat. DataAnal. 54 (2010), pp. 1307-1316], which hold only for the BS linear regression models. We consider Monte Carlo simulations to show that the corrected tests work better than the usual LR tests.

Assessing malaria transmission in a low endemicity area of north-western Peru

Background Where malaria endemicity is low, control programmes need increasingly sensitive tools for monitoring malaria transmission intensity (MTI) and to better define health priorities. A cross-sectional survey was conducted in a low endemicity area of the Peruvian north-western coast to assess the MTI using both molecular and serological tools. Methods Epidemiological, parasitological and serological data were collected from 2,667 individuals in three settlements of Bellavista district, in May 2010. Parasite infection was detected using microscopy and polymerase chain reaction (PCR). Antibodies to Plasmodium vivax merozoite surface protein-119 (PvMSP119) and to Plasmodium falciparum glutamate-rich protein (PfGLURP) were detected by ELISA. Risk factors for exposure to malaria (seropositivity) were assessed by multivariate survey logistic regression models. Age-specific antibody prevalence of both P. falciparum and P. vivax were analysed using a previously published catalytic conversion model based on maximum likelihood for generating seroconversion rates (SCR). Results The overall parasite prevalence by microscopy and PCR were extremely low: 0.3 and 0.9%, respectively for P. vivax, and 0 and 0.04%, respectively for P. falciparum, while seroprevalence was much higher, 13.6% for P. vivax and 9.8% for P. falciparum. Settlement, age and occupation as moto-taxi driver during previous year were significantly associated with P. falciparum exposure, while age and distance to the water drain were associated with P. vivax exposure. Likelihood ratio tests supported age seroprevalence curves with two SCR for both P. vivax and P. falciparum indicating significant changes in the MTI over time. The SCR for PfGLURP was 19-fold lower after 2002 as compared to before (λ1 = 0.022 versus λ2 = 0.431), and the SCR for PvMSP119 was four-fold higher after 2006 as compared to before (λ1 = 0.024 versus λ2 = 0.006). Conclusion Combining molecular and serological tools considerably enhanced the capacity of detecting current and past exposure to malaria infections and related risks factors in this very low endemicity area. This allowed for an improved characterization of the current human reservoir of infections, largely hidden and heterogeneous, as well as providing insights into recent changes in species specific MTIs. This approach will be of key importance for evaluating and monitoring future malaria elimination strategies.

DETERMINATION OF THE E/G RATIO OF WOOD LOGS USING TRANSVERSE VIBRATION

The Bernoulli's model for vibration of beams is often used to make predictions of bending modulus of elasticity when using dynamic tests. However this model ignores the rotary inertia and shear. Such effects can be added to the solution of Bernoulli's equation by means of the correction proposed by Goens (1931) or by Timoshenko (1953). But to apply these corrections it is necessary to know the E/G ratio of the material. The objective of this paper is the determination of the E/G ratio of wood logs by adjusting the analytical solution of the Timoshenko beam model to the dynamic testing data of 20 Eucalyptus citriodora logs. The dynamic testing was performed with the logs in free-free suspension. To find the stiffness properties of the logs, the residue minimization was carried out using the Genetic Algorithm (GA). From the result analysis one can reasonably assume E/G = 20 for wood logs.

A note on the local power of the LR, Wald, score and gradient tests

This paper examines the local power of the likelihood ratio, Wald, score and gradient tests under the presence of a scalar parameter, phi say, that is orthogonal to the remaining parameters. We show that some of the coefficients that define the local powers remain unchanged regardless of whether phi is known or needs to be estimated, where as the others can be written as the sum of two terms, the first of which being the corresponding term obtained as if phi were known, and the second, an additional term yielded by the fact that phi is unknown. The contribution of each set of parameters on the local powers of the tests can then be examined. Various implications of our main result are stated and discussed. Several examples are presented for illustrative purposes

Local power properties of some asymptotic tests in symmetric linear regression models

In this paper we obtain asymptotic expansions, up to order n(-1/2) and under a sequence of Pitman alternatives, for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of symmetric linear regression models. This is a wide class of models which encompasses the t model and several other symmetric distributions with longer-than normal tails. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters. Furthermore, in order to compare the finite-sample performance of these tests in this class of models, Monte Carlo simulations are presented. An empirical application to a real data set is considered for illustrative purposes. (C) 2011 Elsevier B.V. All rights reserved.

Suppression of vortex-induced vibration using moving surface boundary-layer control

Experimental results of flow around a circular cylinder with moving surface boundary-layer control (MSBC) are presented. Two small rotating cylinders strategically located inject momentum in the boundary layer of the cylinder, which delays the separation of the boundary layer. As a consequence, the wake becomes narrower and the fluctuating transverse velocity is reduced, resulting in a recirculation free region that prevents the vortex formation. The control parameter is the ratio between the tangential velocity of the moving surface and the flow velocity (U-c/U). The main advantage of the MSBC is the possibility of combining the suppression of vortex-induced vibration (VIV) and drag reduction. The experimental tests are preformed at a circulating water channel facility and the circular cylinders are mounted on a low-damping air bearing base with one degree-of-freedom in the transverse direction of the channel flow. The mass ratio is 1.8. The Reynolds number ranges from 1600 to 7500, the reduced velocity varies up to 17, and the control parameter interval is U-c/U = 5-10. A significant decreasing in the maximum amplitude of oscillation for the cylinder with MSBC is observed. Drag measurements are obtained for statically mounted cylinders with and without MSBC. The use of the flow control results in a mean drag reduction at U-c/U = 5 of almost 60% compared to the plain cylinder. PIV velocity fields of the wake of static cylinders are measured at Re = 3000. The results show that the wake is highly organized and narrower compared to the one observed in cylinders without control. The calculation of the total variance of the fluctuating transverse velocity in the wake region allows the introduction of an active closed-loop control. The experimental results are in good agreement with the numerical simulation studies conducted by other researchers for cylinders with MSBC. (C) 2012 Elsevier Ltd. All rights reserved.

Variance Effective Population Size for Dioecious Species

The concept of effective population size (N(e)) is an important measure of representativeness in many areas. In this research, we consider the statistical properties of the number of contributed gametes under practical situations by adapting Crow and Denninston's (1988) N(e) formulas for dioecious species. Three sampling procedures were considered. In all circumstances, results show that as the offspring sex ratio (r) deviates from 0.5, N(e) values become smaller, and the efficiency of gametic control for increasing N(e) is reduced. For finite populations, where all individuals are potentially functional parents, the reduction in N(e) due to an unequal sex ratio can be compensated for through female gametic control when 0.28 <= r <= 0.72. This outcome is important when r is unknown. When only a fraction of the individuals in a population is taken for reproduction, N(e) is meaningful only if the size of the reference population is clearly defined. Gametic control is a compensating factor in accession regeneration when the viability of the accession is around 70 or 75%. For germ-plasm collection, when parents are a very small fraction of the population, maximum N(e) will be approximately 47 and 57% of the total number of offspring sampled, with female gametic control, r varying between 0.3 and 0.5, and being constant over generations.

Experimental Comparison of Two Degrees-of-Freedom Vortex-Induced Vibration on High and Low Aspect Ratio Cylinders with Small Mass Ratio

Vortex-induced motion (VIM) is a specific way for naming the vortex-induced vibration (VIV) acting on floating units. The VIM phenomenon can occur in monocolumn production, storage and offloading system (MPSO) and spar platforms, structures presenting aspect ratio lower than 4 and unity mass ratio, i.e., structural mass equal to the displaced fluid mass. These platforms can experience motion amplitudes of approximately their characteristic diameters, and therefore, the fatigue life of mooring lines and risers can be greatly affected. Two degrees-of-freedom VIV model tests based on cylinders with low aspect ratio and small mass ratio have been carried out at the recirculating water channel facility available at NDF-EPUSP in order to better understand this hydro-elastic phenomenon. The tests have considered three circular cylinders of mass ratio equal to one and different aspect ratios, respectively L/D = 1.0, 1.7, and 2.0, as well as a fourth cylinder of mass ratio equal to 2.62 and aspect ratio of 2.0. The Reynolds number covered the range from 10 000 to 50 000, corresponding to reduced velocities from 1 to approximately 12. The results of amplitude and frequency in the transverse and in-line directions were analyzed by means of the Hilbert-Huang transform method (HHT) and then compared to those obtained from works found in the literature. The comparisons have shown similar maxima amplitudes for all aspect ratios and small mass ratio, featuring a decrease as the aspect ratio decreases. Moreover, some changes in the Strouhal number have been indirectly observed as a consequence of the decrease in the aspect ratio. In conclusion, it is shown that comparing results of small-scale platforms with those from bare cylinders, all of them presenting low aspect ratio and small mass ratio, the laboratory experiments may well be used in practical investigation, including those concerning the VIM phenomenon acting on platforms. [DOI: 10.1115/1.4006755]

Local power and size properties of the LR, Wald, score and gradient tests in dispersion models

We derive asymptotic expansions for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of dispersion models, under a sequence of Pitman alternatives. The asymptotic distributions of these statistics are obtained for testing a subset of regression parameters and for testing the precision parameter. Based on these nonnull asymptotic expansions, the power of all four tests, which are equivalent to first order, are compared. Furthermore, in order to compare the finite-sample performance of these tests in this class of models, Monte Carlo simulations are presented. An empirical application to a real data set is considered for illustrative purposes. (C) 2012 Elsevier B.V. All rights reserved.

A note on the use of the generalized odds ratio in meta-analysis of association studies involving bi- and tri-allelic polymorphisms

Abstract Background The generalized odds ratio (GOR) was recently suggested as a genetic model-free measure for association studies. However, its properties were not extensively investigated. We used Monte Carlo simulations to investigate type-I error rates, power and bias in both effect size and between-study variance estimates of meta-analyses using the GOR as a summary effect, and compared these results to those obtained by usual approaches of model specification. We further applied the GOR in a real meta-analysis of three genome-wide association studies in Alzheimer's disease. Findings For bi-allelic polymorphisms, the GOR performs virtually identical to a standard multiplicative model of analysis (e.g. per-allele odds ratio) for variants acting multiplicatively, but augments slightly the power to detect variants with a dominant mode of action, while reducing the probability to detect recessive variants. Although there were differences among the GOR and usual approaches in terms of bias and type-I error rates, both simulation- and real data-based results provided little indication that these differences will be substantial in practice for meta-analyses involving bi-allelic polymorphisms. However, the use of the GOR may be slightly more powerful for the synthesis of data from tri-allelic variants, particularly when susceptibility alleles are less common in the populations (≤10%). This gain in power may depend on knowledge of the direction of the effects. Conclusions For the synthesis of data from bi-allelic variants, the GOR may be regarded as a multiplicative-like model of analysis. The use of the GOR may be slightly more powerful in the tri-allelic case, particularly when susceptibility alleles are less common in the populations.