On the Assumption of Bivariate Normality in Selection Models: A Copula Approach Applied to Estimating HIV Prevalence

Background: Heckman-type selection models have been used to control HIV prevalence estimates for selection bias when participation in HIV testing and HIV status are associated after controlling for observed variables. These models typically rely on the strong assumption that the error terms in the participation and the outcome equations that comprise the model are distributed as bivariate normal.
Methods: We introduce a novel approach for relaxing the bivariate normality assumption in selection models using copula functions. We apply this method to estimating HIV prevalence and new confidence intervals (CI) in the 2007 Zambia Demographic and Health Survey (DHS) by using interviewer identity as the selection variable that predicts participation (consent to test) but not the outcome (HIV status).
Results: We show in a simulation study that selection models can generate biased results when the bivariate normality assumption is violated. In the 2007 Zambia DHS, HIV prevalence estimates are similar irrespective of the structure of the association assumed between participation and outcome. For men, we estimate a population HIV prevalence of 21% (95% CI = 16%–25%) compared with 12% (11%–13%) among those who consented to be tested; for women, the corresponding figures are 19% (13%–24%) and 16% (15%–17%).
Conclusions: Copula approaches to Heckman-type selection models are a useful addition to the methodological toolkit of HIV epidemiology and of epidemiology in general. We develop the use of this approach to systematically evaluate the robustness of HIV prevalence estimates based on selection models, both empirically and in a simulation study.

Fault Diagnosis in Internal Combustion Engines Using Nonlinear Multivariate Statistics

This paper presents a statistical-based fault diagnosis scheme for application to internal combustion engines. The scheme relies on an identified model that describes the relationships between a set of recorded engine variables using principal component analysis (PCA). Since combustion cycles are complex in nature and produce nonlinear relationships between the recorded engine variables, the paper proposes the use of nonlinear PCA (NLPCA). The paper further justifies the use of NLPCA by comparing the model accuracy of the NLPCA model with that of a linear PCA model. A new nonlinear variable reconstruction algorithm and bivariate scatter plots are proposed for fault isolation, following the application of NLPCA. The proposed technique allows the diagnosis of different fault types under steady-state operating conditions. More precisely, nonlinear variable reconstruction can remove the fault signature from the recorded engine data, which allows the identification and isolation of the root cause of abnormal engine behaviour. The paper shows that this can lead to (i) an enhanced identification of potential root causes of abnormal events and (ii) the masking of faulty sensor readings. The effectiveness of the enhanced NLPCA based monitoring scheme is illustrated by its application to a sensor fault and a process fault. The sensor fault relates to a drift in the fuel flow reading, whilst the process fault relates to a partial blockage of the intercooler. These faults are introduced to a Volkswagen TDI 1.9 Litre diesel engine mounted on an experimental engine test bench facility.

Power-law behaviour, heterogeneity, and trend chasing

Long-range dependence in volatility is one of the most prominent examples in financial market research involving universal power laws. Its characterization has recently spurred attempts to provide some explanations of the underlying mechanism. This paper contributes to this recent line of research by analyzing a simple market fraction asset pricing model with two types of traders---fundamentalists who trade on the price deviation from estimated fundamental value and trend followers whose conditional mean and variance of the trend are updated through a geometric learning process. Our analysis shows that agent heterogeneity, risk-adjusted trend chasing through the geometric learning process, and the interplay of noisy fundamental and demand processes and the underlying deterministic dynamics can be the source of power-law distributed fluctuations. In particular, the noisy demand plays an important role in the generation of insignificant autocorrelations (ACs) on returns, while the significant decaying AC patterns of the absolute returns and squared returns are more influenced by the noisy fundamental process. A statistical analysis based on Monte Carlo simulations is conducted to characterize the decay rate. Realistic estimates of the power-law decay indices and the (FI)GARCH parameters are presented.

Accuracy of LightCycler® SeptiFast for the detection and identification of pathogens in the blood of patients with suspected sepsis: a systematic review protocol

Background: There is growing interest in the potential utility of molecular diagnostics in improving the detection of life-threatening infection (sepsis). LightCycler® SeptiFast is a multipathogen probebased real-time PCR system targeting DNA sequences of bacteria and fungi present in blood samples within a few hours. We report here the protocol of the first systematic review of published clinical diagnostic accuracy studies of this technology when compared with blood culture in the setting of suspected sepsis. Methods/design: Data sources: the Cochrane Database of Systematic Reviews, the Database of Abstracts of Reviews of Effects (DARE), the Health Technology Assessment Database (HTA), the NHS Economic Evaluation Database (NHSEED), The Cochrane Library, MEDLINE, EMBASE, ISI Web of Science, BIOSIS Previews, MEDION and the Aggressive Research Intelligence Facility Database (ARIF). Study selection: diagnostic accuracy studies that compare the real-time PCR technology with standard culture results performed on a patient's blood sample during the management of sepsis. Data extraction: three reviewers, working independently, will determine the level of evidence, methodological quality and a standard data set relating to demographics and diagnostic accuracy metrics for each study. Statistical analysis/data synthesis: heterogeneity of studies will be investigated using a coupled forest plot of sensitivity and specificity and a scatter plot in Receiver Operator Characteristic (ROC) space. Bivariate model method will be used to estimate summary sensitivity and specificity. The authors will investigate reporting biases using funnel plots based on effective sample size and regression tests of asymmetry. Subgroup analyses are planned for adults, children and infection setting (hospital vs community) if sufficient data are uncovered. Dissemination: Recommendations will be made to the Department of Health (as part of an open-access HTA report) as to whether the real-time PCR technology has sufficient clinical diagnostic accuracy potential to move forward to efficacy testing during the provision of routine clinical care.

How Porosity and Permeability Vary Spatially With Grain Size, Sorting, Cement Volume, and Mineral Dissolution In Fluvial Triassic Sandstones: The Value of Geostatistics and Local Regression

Although it is well known that sandstone porosity and permeability are controlled by a range of parameters such as grain size and sorting, amount, type, and location of diagenetic cements, extent and type of compaction, and the generation of intergranular and intragranular secondary porosity, it is less constrained how these controlling parameters link up in rock volumes (within and between beds) and how they spatially interact to determine porosity and permeability. To address these unknowns, this study examined Triassic fluvial sandstone outcrops from the UK using field logging, probe permeametry of 200 points, and sampling at 100 points on a gridded rock surface. These field observations were supplemented by laser particle-size analysis, thin-section point-count analysis of primary and diagenetic mineralogy, quantitiative XRD mineral analysis, and SEM/EDAX analysis of all 100 samples. These data were analyzed using global regression, variography, kriging, conditional simulation, and geographically weighted regression to examine the spatial relationships between porosity and permeability and their potential controls. The results of bivariate analysis (global regression) of the entire outcrop dataset indicate only a weak correlation between both permeability porosity and their diagenetic and depositional controls and provide very limited information on the role of primary textural structures such as grain size and sorting. Subdividing the dataset further by bedding unit revealed details of more local controls on porosity and permeability. An alternative geostatistical approach combined with a local modelling technique (geographically weighted regression; GWR) subsequently was used to examine the spatial variability of porosity and permeability and their controls. The use of GWR does not require prior knowledge of divisions between bedding units, but the results from GWR broadly concur with results of regression analysis by bedding unit and provide much greater clarity of how porosity and permeability and their controls vary laterally and vertically. The close relationship between depositional lithofacies in each bed, diagenesis, and permeability, porosity demonstrates that each influences the other, and in turn how understanding of reservoir properties is enhanced by integration of paleoenvironmental reconstruction, stratigraphy, mineralogy, and geostatistics.

Family caregiver views on patient-centred care at the end of life

Aim: The purpose of this study was to evaluate the patient-centredness of community palliative care from the perspective of family members who were responsible for the care of a terminally ill family member. Method: A survey questionnaire was mailed to families of a deceased family member who had been designated as palliative and had received formal home care services in the central west region of the Province of Ontario, Canada. Respondents reported on service use in the last four weeks of life; the Client-Centred Care Questionnaire (CCCQ) was used to evaluate the extent to which care was patient-centred. The accessibility instrument was used to assess respondent perception of access to care. Descriptive and inferential statistics were used for data analyses. Results: Of the 243 potential participants, 111 (46.0%) family caregivers completed the survey questionnaire. On average, respondents reported that they used five different services during the last four weeks of the care recipient's life. When asked about programme accessibility, care was also perceived as largely accessible and responsive to patients' changing needs (M=4.3 (SD=1.04)]. Most respondents also reported that they knew what service provider to contact if they experienced any problems concerning the care of their family member. However, this service provider was not consistent among respondents. Most respondents were relatively positive about the patient-centred care they received. There were however considerable differences between some items on the CCCQ. Respondents tended to provide more negative ratings concerning practical arrangement and the organization of care: who was coming, how often and when. They also rated more negatively the observation that service providers were quick to say something was possible when it was not the case. Bivariate analyses found no significant differences in CCCQ or accessibility domain scores by caregiver age, care recipient age, income, education and caregiver sex. Conclusions: Patient-centred care represents a service attribute that should be recognized as an important outcome to assess the quality of service delivery. This study demonstrates how this attribute can be evaluated in the provision of care. © 2011 The Authors. Scandinavian Journal of Caring Sciences © 2011 Nordic College of Caring Science.

An Examination of Transformation Techniques to Investigate and Interpret Multivariate Geochemical Data Analysis: Tellus Case Study

This research aims to use the multivariate geochemical dataset, generated by the Tellus project, to investigate the appropriate use of transformation methods to maintain the integrity of geochemical data and inherent constrained behaviour in multivariate relationships. The widely used normal score transform is compared with the use of a stepwise conditional transform technique. The Tellus Project, managed by GSNI and funded by the Department of Enterprise Trade and Development and the EU’s Building Sustainable Prosperity Fund, involves the most comprehensive geological mapping project ever undertaken in Northern Ireland. Previous study has demonstrated spatial variability in the Tellus data but geostatistical analysis and interpretation of the datasets requires use of an appropriate methodology that reproduces the inherently complex multivariate relations. Previous investigation of the Tellus geochemical data has included use of Gaussian-based techniques. However, earth science variables are rarely Gaussian, hence transformation of data is integral to the approach. The multivariate geochemical dataset generated by the Tellus project provides an opportunity to investigate the appropriate use of transformation methods, as required for Gaussian-based geostatistical analysis. In particular, the stepwise conditional transform is investigated and developed for the geochemical datasets obtained as part of the Tellus project. The transform is applied to four variables in a bivariate nested fashion due to the limited availability of data. Simulation of these transformed variables is then carried out, along with a corresponding back transformation to original units. Results show that the stepwise transform is successful in reproducing both univariate statistics and the complex bivariate relations exhibited by the data. Greater fidelity to multivariate relationships will improve uncertainty models, which are required for consequent geological, environmental and economic inferences.

Integrating Multiple Point Statistics with Aerial Geophysical Data to assist Groundwater Flow Models

The process of accounting for heterogeneity has made significant advances in statistical research, primarily in the framework of stochastic analysis and the development of multiple-point statistics (MPS). Among MPS techniques, the direct sampling (DS) method is tested to determine its ability to delineate heterogeneity from aerial magnetics data in a regional sandstone aquifer intruded by low-permeability volcanic dykes in Northern Ireland, UK. The use of two two-dimensional bivariate training images aids in creating spatial probability distributions of heterogeneities of hydrogeological interest, despite relatively ‘noisy’ magnetics data (i.e. including hydrogeologically irrelevant urban noise and regional geologic effects). These distributions are incorporated into a hierarchy system where previously published density function and upscaling methods are applied to derive regional distributions of equivalent hydraulic conductivity tensor K. Several K models, as determined by several stochastic realisations of MPS dyke locations, are computed within groundwater flow models and evaluated by comparing modelled heads with field observations. Results show a significant improvement in model calibration when compared to a simplistic homogeneous and isotropic aquifer model that does not account for the dyke occurrence evidenced by airborne magnetic data. The best model is obtained when normal and reverse polarity dykes are computed separately within MPS simulations and when a probability threshold of 0.7 is applied. The presented stochastic approach also provides improvement when compared to a previously published deterministic anisotropic model based on the unprocessed (i.e. noisy) airborne magnetics. This demonstrates the potential of coupling MPS to airborne geophysical data for regional groundwater modelling.

Accuracy of LightCycler SeptiFast for the detection and identification of pathogens in the blood of patients with suspected sepsis: a systematic review and meta-analysis

Purpose: There is an urgent need to develop diagnostic tests to improve the detection of pathogens causing life-threatening infection (sepsis). SeptiFast is a CE-marked multi-pathogen real-time PCR system capable of detecting DNA sequences of bacteria and fungi present in blood samples within a few hours. We report here a systematic review and meta-analysis of diagnostic accuracy studies of SeptiFast in the setting of suspected sepsis.

Methods: A comprehensive search strategy was developed to identify studies that compared SeptiFast with blood culture in suspected sepsis. Methodological quality was assessed using QUADAS. Heterogeneity of studies was investigated using a coupled forest plot of sensitivity and specificity and a scatter plot in receiver operator characteristic space. Bivariate model method was used to estimate summary sensitivity and specificity.

Results: From 41 phase III diagnostic accuracy studies, summary sensitivity and specificity for SeptiFast compared with blood culture were 0.68 (95 % CI 0.63–0.73) and 0.86 (95 % CI 0.84–0.89) respectively. Study quality was judged to be variable with important deficiencies overall in design and reporting that could impact on derived diagnostic accuracy metrics.

Conclusions: SeptiFast appears to have higher specificity than sensitivity, but deficiencies in study quality are likely to render this body of work unreliable. Based on the evidence presented here, it remains difficult to make firm recommendations about the likely clinical utility of SeptiFast in the setting of suspected sepsis.

Testing of a Market Fraction Model and Power-law Behaviour in the DAX 30

This paper tests a simple market fraction asset pricing model with heterogeneous
agents. By selecting a set of structural parameters of the model through a systematic procedure, we show that the autocorrelations (of returns, absolute returns and squared returns) of the market fraction model share the same pattern as those of the DAX 30. By conducting econometric analysis via Monte Carlo simulations, we characterize these power-law behaviours and find that estimates of the power-law decay indices, the (FI)GARCH parameters, and the tail index of the selected market fraction model closely match those of the DAX 30. The results strongly support the explanatory power of the heterogeneous agent models.

The British conservative party and Europe:The choosing of John Major

This article provides an empirical analysis of voting behaviour in the second ballot of the 1990 Conservative leadership contest that resulted in John Major becoming party leader and prime minister. Seven hypotheses of voting behaviour are generated from the extant literature relating voting to socio-economic variables (occupational and educational background), political variables (parliamentary experience, career status, age and electoral marginality) and ideological variables (drawn from survey data on MPs' positions on economic, European and moral issues). These hypotheses are tested using data on voting intentions gathered from published lists of MPs' declarations, interviews with each of the leadership campaign teams, and correspondence with MPs. Bivariate relationships are presented, followed by logistic regression analysis to isolate the unique impact that each variable had on voting. This shows that educational background, parliamentary experience and (especially) attitudes to Europe were the key factors determining voting. The importance of Europe in the contest is particularly instructive: the severe problems for Major's leadership which were caused by the issue can be attributed to, and understood in the context of, the 1990 contest in which he became leader.

Relationships between Religion and Two Forms of Homonegativity in Europe—A Multilevel Analysis of Effects of Believing, Belonging and Religious Practice

This paper examines relationships between religion and two forms of homonegativity
across 43 European countries using a bivariate response binary logistic multilevel model. The model analyzes effects of religious believing, belonging and practice on two response variables: a) a moral rejection of homosexuality as a practice and b) intolerance toward homosexuals as a group. The findings indicate that both forms of homonegativity are prevalent in Europe. Traditional doctrinal religious believing (belief in a personal God) is positively related to a moral rejection of homosexuality but to a much lesser extent associated with intolerance toward homosexuals as a group. Members of religious denominations are more likely than non-members to reject homosexuality as morally wrong and to reject homosexuals as neighbors. The analysis found significant differences between denominations that are likely context-dependent. Attendance at religious services is positively related to homonegativity in a majority of countries. The findings vary considerably across countries: Religion is more strongly related to homonegativity in Western than in Eastern Europe. In the post-soviet countries homonegativity appears to be largely a secular phenomenon. National contexts of high religiosity, high perceived government corruption, high income inequality and shortcomings in the implementation of gay rights in the countries’ legislations are statistically related to higher levels of both moralistic homonegativity and intolerance toward homosexuals as a group.