Bridging the gap between different statistical approaches: An integrated framework for modelling

This paper proposes a template for modelling complex datasets that integrates traditional statistical modelling approaches with more recent advances in statistics and modelling through an exploratory framework. Our approach builds on the well-known and long standing traditional idea of 'good practice in statistics' by establishing a comprehensive framework for modelling that focuses on exploration, prediction, interpretation and reliability assessment, a relatively new idea that allows individual assessment of predictions. The integrated framework we present comprises two stages. The first involves the use of exploratory methods to help visually understand the data and identify a parsimonious set of explanatory variables. The second encompasses a two step modelling process, where the use of non-parametric methods such as decision trees and generalized additive models are promoted to identify important variables and their modelling relationship with the response before a final predictive model is considered. We focus on fitting the predictive model using parametric, non-parametric and Bayesian approaches. This paper is motivated by a medical problem where interest focuses on developing a risk stratification system for morbidity of 1,710 cardiac patients given a suite of demographic, clinical and preoperative variables. Although the methods we use are applied specifically to this case study, these methods can be applied across any field, irrespective of the type of response.

Doxorubicin pharmacokinetics following a single-dose infusion to sulphur-crested cockatoos (Cacatua galerita)

Objective To determine the pharmacokinetics of doxorubicin in sulphur-crested cockatoos, so that its use in clinical studies in birds can be considered. Design A pharmacokinetic study of doxorubicin, following a single intravenous (IV) infusion over 20 min, was performed in four healthy sulphur-crested cockatoos (Cacatua galerita). Procedure Birds were anaesthetised and both jugular veins were cannulated, one for doxorubicin infusion and the other for blood collection. Doxorubicin hydrochloride (2 mg/kg) in normal saline was infused IV over 20 min at a constant rate. Serial blood samples were collected for 96 h after initiation of the infusion. Plasma doxorubicin concentrations were assayed using an HPLC method involving ethyl acetate extraction, reverse-phase chromatography and fluorescence detection. The limit of quantification was 20 ng/mL. Established non-parametric methods were used for the analysis of plasma doxorubicin data. Results During the infusion the mean +/- SD for the C-max of doxorubicin was 4037 +/- 2577 ng/mL. Plasma concentrations declined biexponentially immediately after the infusion was ceased. There was considerable intersubject variability in all pharmacokinetic variables. The terminal (beta-phase) half-life was 41.4 +/- 18.5 min, the systemic clearance (Cl) was 45.7 +/- 18.0 mL/min/kg, the mean residence time (MRT) was 4.8 +/- 1.4 min, and the volume of distribution at steady state (V-SS) was 238 131 mL/kg. The extrapolated area under the curve (AUC(0-infinity)) was 950 +/- 677 ng/mL.h. The reduced metabolite, doxorubicinol, was detected in the plasma of all four parrots but could be quantified in only one bird with the profile suggesting formation rate-limited pharmacokinetics of doxorubicinol. Conclusions and clinical relevance Doxorubicin infusion in sulphur-crested cockatoos produced mild, transient inappetence. The volume of distribution per kilogram and terminal half-life were considerably smaller, but the clearance per kilogram was similar to or larger than reported in the dog, rat and humans. Traces of doxorubicinol, a metabolite of doxorubicin, were detected in the plasma.

Canonical valuation of options in the presence of stochastic volatility

Proposed by M. Stutzer (1996), canonical valuation is a new method for valuing derivative securities under the risk-neutral framework. It is non-parametric, simple to apply, and, unlike many alternative approaches, does not require any option data. Although canonical valuation has great potential, its applicability in realistic scenarios has not yet been widely tested. This article documents the ability of canonical valuation to price derivatives in a number of settings. In a constant-volatility world, canonical estimates of option prices struggle to match a Black-Scholes estimate based on historical volatility. However, in a more realistic stochastic-volatility setting, canonical valuation outperforms the Black-Scholes model. As the volatility generating process becomes further removed from the constant-volatility world, the relative performance edge of canonical valuation is more evident. In general, the results are encouraging that canonical valuation is a useful technique for valuing derivatives. (C) 2005 Wiley Periodicals, Inc.

Adsorption of N-2, Ar, acetone, chloroform and acetone-chloroform mixture on carbon black in the framework of molecular layer structure theory (MLST)

Adsorption of pure nitrogen, argon, acetone, chloroform and acetone-chloroform mixture on graphitized thermal carbon black is considered at sub-critical conditions by means of molecular layer structure theory (MLST). In the present version of the MLST an adsorbed fluid is considered as a sequence of 2D molecular layers, whose Helmholtz free energies are obtained directly from the analysis of experimental adsorption isotherm of pure components. The interaction of the nearest layers is accounted for in the framework of mean field approximation. This approach allows quantitative correlating of experimental nitrogen and argon adsorption isotherm both in the monolayer region and in the range of multi-layer coverage up to 10 molecular layers. In the case of acetone and chloroform the approach also leads to excellent quantitative correlation of adsorption isotherms, while molecular approaches such as the non-local density functional theory (NLDFT) fail to describe those isotherms. We extend our new method to calculate the Helmholtz free energy of an adsorbed mixture using a simple mixing rule, and this allows us to predict mixture adsorption isotherms from pure component adsorption isotherms. The approach, which accounts for the difference in composition in different molecular layers, is tested against the experimental data of acetone-chloroform mixture (non-ideal mixture) adsorption on graphitized thermal carbon black at 50 degrees C. (C) 2005 Elsevier Ltd. All rights reserved.

The impact of changes to heroin supply on blood-borne virus notifications and injecting related harms in New South Wales, Australia

Background: In early 2001 Australia experienced a sudden and unexpected disruption to heroin availability, know as the 'heroin shortage'. This 'shortage has been linked to a decrease in needle and syringe output and therefore possibly a reduction in injecting drug use. We aimed to examine changes, if any, in blood-borne viral infections and presentations for injecting related problems related to injecting drug use following the reduction heroin availability in Australia, in the context of widespread harm reduction measures. Methods: Time series analysis of State level databases on HIV, hepatitis B, hepatitis C notifications and hospital and emergency department data. Examination of changes in HIV, hepatitis B, hepatitis C notifications and hospital and emergency department admissions for injection-related problems following the onset of the heroin shortage; non-parametric curve-fitting of number of hepatitis C notifications among those aged 15 - 19 years. Results: There were no changes observed in hospital visits for injection-related problems. There was no change related to the onset heroin shortage in the number of hepatitis C notifications among persons aged 15 - 19 years, but HCV notifications have subsequently decreased in this group. No change occurred in HIV and hepatitis B notifications. Conclusion: A marked reduction in heroin supply resulted in no increase in injection-related harm at the community level. However, a delayed decrease in HCV notifications among young people may be related. These changes occurred in a setting with widespread, publicly funded harm reduction initiatives.

Pore size characterization of mesoporous materials by a thermodynamic approach: A curvature-dependent solid-fluid potential

A thermodynamic analysis of nitrogen adsorption in cylindrical pores of MCM-41 and SBA-15 samples at 77 K is presented within the framework of the Broekhoff and de Boer (BdB) theory. We accounted for the effect of the solid surface curvature on the potential exerted by the pore walls. The developed model is in quantitative agreement with the non-local density functional theory (NLDFT) for pores larger than 2 tun. This modified BdB theory accounting for the Curvature Dependent Potential (CDP-BdB) was applied to determine the pore size distribution (PSD) of a number of MCM-41 and SBA-15 samples on the basis of matching the equilibrium theoretical isotherm against the adsorption branch of the experimental isotherm. In all cases investigated the PSDs determined with the new approach are very similar to those determined with the non-local density functional theory also using the same basis of matching of theoretical isotherm against the experimental adsorption branch. The developed continuum theory is very simple in its utilization, suggesting that CDP-BdB could be used as an alternative tool to obtain PSD for mesoporous solids from the analysis of adsorption branch of adsorption isotherms of any sub-critical fluids.

Age and growth in olive ridley seaturtles (Lepidochelys olivacea) from the north-central Pacific: a skeletochronological analysis

The olive ridley is the most abundant seaturtle species in the world but little is known of the demography of this species. We used skeletochronological data on humerus diameter growth changes to estimate the age of North Pacific olive ridley seaturtles caught incidentally by pelagic longline fisheries operating near Hawaii and from dead turtles washed ashore on the main Hawaiian Islands. Two age estimation methods [ranking, correction factor (CF)] were used and yielded age estimates ranging from 5 to 38 and 7 to 24 years, respectively. Rank age-estimates are highly correlated (r = 0.93) with straight carapace length (SCL), CF age estimates are not (r = 0.62). We consider the CF age-estimates as biologically more plausible because of the disassociation of age and size. Using the CF age-estimates, we then estimate the median age at sexual maturity to be around 13 years old (mean carapace size c. 60 cm SCL) and found that somatic growth was negligible by 15 years of age. The expected age-specific growth rate function derived using numerical differentiation suggests at least one juvenile growth spurt at about 10–12 years of age when maximum age-specific growth rates, c. 5 cm SCL year−1, are apparent.

Validation of the Action Research Arm Test using item response theory in patients after stroke

Objective: To validate the unidimensionality of the Action Research Arm Test (ARAT) using Mokken analysis and to examine whether scores of the ARAT can be transformed into interval scores using Rasch analysis. Subjects and methods: A total of 351 patients with stroke were recruited from 5 rehabilitation departments located in 4 regions of Taiwan. The 19-item ARAT was administered to all the subjects by a physical therapist. The data were analysed using item response theory by non-parametric Mokken analysis followed by Rasch analysis. Results: The results supported a unidimensional scale of the 19-item ARAT by Mokken analysis, with the scalability coefficient H = 0.95. Except for the item pinch ball bearing 3rd finger and thumb'', the remaining 18 items have a consistently hierarchical order along the upper extremity function's continuum. In contrast, the Rasch analysis, with a stepwise deletion of misfit items, showed that only 4 items (grasp ball'', grasp block 5 cm(3)'', grasp block 2.5 cm(3)'', and grip tube 1 cm(3)'') fit the Rasch rating scale model's expectations. Conclusion: Our findings indicated that the 19-item ARAT constituted a unidimensional construct measuring upper extremity function in stroke patients. However, the results did not support the premise that the raw sum scores of the ARAT can be transformed into interval Rasch scores. Thus, the raw sum scores of the ARAT can provide information only about order of patients on their upper extremity functional abilities, but not represent each patient's exact functioning.

Adsorption of supercritical fluids in non-porous and porous carbons: analysis of adsorbed phase volume and density

In this paper, we revisit the surface mass excess in adsorption studies and investigate the role of the volume of the adsorbed phase and its density in the analysis of supercritical gas adsorption in non-porous as well as microporous solids. For many supercritical fluids tested (krypton, argon, nitrogen, methane) on many different carbonaceous solids, it is found that the volume of the adsorbed phase is confined mostly to a geometrical volume having a thickness of up to a few molecular diameters. At high pressure the adsorbed phase density is also found to be very close to but never equal or greater than the liquid phase density. (C) 2003 Elsevier Science Ltd. All rights reserved.

Comparison of nitrogen adsorption at 77 K on non-porous silica and pore wall of MCM-41 materials by means of density functional theory

Nitrogen adsorption on a surface of a non-porous reference material is widely used in the characterization. Traditionally, the enhancement of solid-fluid potential in a porous solid is accounted for by incorporating the surface curvature into the solid-fluid Potential of the flat reference surface. However, this calculation procedure has not been justified experimentally. In this paper, we derive the solid-fluid potential of mesoporous MCM-41 solid by using solely the adsorption isotherm of that solid. This solid-fluid potential is then compared with that of the non-porous reference surface. In derivation of the solid-fluid potential for both reference surface and mesoporous MCM-41 silica (diameter ranging front 3 to 6.5 nm) we employ the nonlocal density functional theory developed for amorphous solids. It is found that, to out, surprise, the solid-fluid potential of a porous solid is practically the same as that for the reference surface, indicating that there is no enhancement due to Surface curvature. This requires further investigations to explain this unusual departure from our conventional wisdom of curvature-induced enhancement. Accepting the curvature-independent solid-fluid potential derived from the non-porous reference surface, we analyze the hysteresis features of a series of MCM-41 samples. (c) 2005 Elsevier Inc. All rights reserved.

Sensitive detection of nitric oxide using seeded parametric four-wave mixing

A sensitive near-resonant four-wave mixing technique based on two-photon parametric four-wave mixing has been developed. Seeded parametric four-wave mixing requires only a single laser as an additional phase matched seeder field is generated via parametric four-wave mixing of the pump beam in a high gain cell. The seeder field travels collinearly with the pump beam providing efficient nondegenerate four-wave mixing in a second medium. This simple arrangement facilitates the detection of complex molecular spectra by simply scanning the pump laser. Seeded parametric four-wave mixing is demonstrated in both a low pressure cell and an air/acetylene flame with detection of the two-photon C (2) Pi(upsilon'=0)<--X (2) Pi(upsilon =0) spectrum of nitric oxide. From the cell data a detection limit of 10(12) molecules/cm(3) is established. A theoretical model of seeded parametric four-wave mixing is developed from existing parametric four-wave mixing theory. The addition of the seeder field significantly modifies the parametric four-wave mixing behaviour such that in the small signal regime, the signal intensity can readily be made to scale as the cube of the laser pump power while the density dependence follows a more familiar square law dependence, In general, we find excellent agreement between theory and experiment. Limitations to the process result from an ac Stark shift of the two-photon resonance in the high pressure seeder cell caused by the generation of a strong seeder field, as well as a reduction in phase matching efficiency due to the presence of certain buffer species. Various optimizations are suggested which should overcome these limitations, providing even greater detection sensitivity. (C) 1998 American Institute of Physics, [S0021-9606(98)01014-9].

Sensitive detection of sodium in a flame using parametric four-wave mixing and seeded parametric four-wave mixing

Two-photon resonant parametric four-wave mixing and a newly developed variant called seeded parametric four-wave mixing are used to detect trace quantities of sodium in a flame. Both techniques are simple, requiring only a single laser to generate a signal beam at a different wavelength which propagates collinearly with the pump beam, allowing efficient signal recovery. A comparison of the two techniques reveals that seeded parametric four-wave mixing is more than two orders of magnitude more sensitive than parametric four-wave mixing, with an estimated detection sensitivity of 5 x 10(9) atoms/cm(3). Seeded parametric four-wave mixing is achieved by cascading two parametric four-wave mixing media such that one of the parametric fields generated in the first high-density medium is then used to seed the same four-wave mixing process in a second medium in order to increase the four-wave mixing gain. The behavior of this seeded parametric four-wave mixing is described using semiclassical perturbation theory. A simplified small-signal theory is found to model most of the data satisfactorily. However, an anomalous saturationlike behavior is observed in the large signal regime. The full perturbation treatment, which includes the competition between two different four-wave mixing processes coupled via the signal field, accounts for this apparently anomalous behavior.

Regional and total body bone mineral density in elite collegiate male swimmers

Back,ground To examine the role of long-term swimming exercise on regional and total body bone mineral density (BMD) in men. Methods. Experimental design: Cross-sectional. Setting: Musculoskeletal research laboratory at a medical center, Participants:We compared elite collegiate swimmers (n=11) to age-, weight-, and height-matched non-athletic controls (n=11), Measures: BMD (g/cm(2)) of the lumbar spine L2-4, proximal femur (femoral neck, trochanter, Ward's triangle), total body and various subregions of the total body, as well as regional and total body fat and bone mineral-free lean mass (LM) was assessed by dual-energy X-ray absorptiometry (DXA, Hologic QDR 1000/W). Results. Swimmers, who commenced training at 10.7+/-3.7 yrs (mean+/-SD) and trained for 24.7+/-4.2 hrs per week, had a greater amount of LM (p<0.05), lower fat mass (p<0.001) and percent body fat (9.5 vs 16.2 %, p<0.001) than controls. There was no significant difference between groups for regional or total body BRID, In stepwise multiple regression analysis, body weight was a consistent independent predictor of regional and total body BMD, Conclusions. These results suggest that long-term swimming is not an osteogenic mode of training in college-aged males. This supports our previous findings in young female swimmers who displayed no bone mass benefits despite long-standing athletic training.

Altered loading patterns and femoral bone mineral density in children with unilateral Legg-Calve-Perthes disease

Maximization of bone accrual during the growing years is thought to be an important factor in minimizing fracture risk in old age. Mechanical loading through physical activity has been recommended as a modality for the conservation of bone mineral in adults; however, few studies have evaluated the impact of different loading regimes in growing children. The purpose of this study was to compare bone mineral density (BMD) in weight-bearing and non-weight-bearing limbs in 17 children with unilateral Legg Calve Perthes Disease (LCPD). Children with this condition have an altered weight-bearing pattern whereby there is increased mechanical loading on the noninvolved normal hip and reduced loading on the involved painful hip. Thus, these children provide a unique opportunity to study the impact of differential mechanical loading on BMD during the growing years while controlling for genetic disposition. BMD at four regions of the proximal femur (trochanter, intertrochanter, femoral neck, total of the regions) was measured using dual energy x-ray absorptiometry (DXA), and the values were compared between the involved and noninvolved sides of the children with LCPD. The BMD of both sides also were compared with normative values based on both chronological and skeletal age data. A significantly higher BMD was found on the noninvolved side over the involved side for all regions (P