Designs for generalized linear models with several variables and model uncertainty

Standard factorial designs sometimes may be inadequate for experiments that aim to estimate a generalized linear model, for example, for describing a binary response in terms of several variables. A method is proposed for finding exact designs for such experiments that uses a criterion allowing for uncertainty in the link function, the linear predictor, or the model parameters, together with a design search. Designs are assessed and compared by simulation of the distribution of efficiencies relative to locally optimal designs over a space of possible models. Exact designs are investigated for two applications, and their advantages over factorial and central composite designs are demonstrated.

Optimal crossover designs for logistic regression models in pharmacodynamics

Pharmacodynamics (PD) is the study of the biochemical and physiological effects of drugs. The construction of optimal designs for dose-ranging trials with multiple periods is considered in this paper, where the outcome of the trial (the effect of the drug) is considered to be a binary response: the success or failure of a drug to bring about a particular change in the subject after a given amount of time. The carryover effect of each dose from one period to the next is assumed to be proportional to the direct effect. It is shown for a logistic regression model that the efficiency of optimal parallel (single-period) or crossover (two-period) design is substantially greater than a balanced design. The optimal designs are also shown to be robust to misspecification of the value of the parameters. Finally, the parallel and crossover designs are combined to provide the experimenter with greater flexibility.

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.

An introduction to efficiency and productivity analysis

The second edition of An Introduction to Efficiency and Productivity Analysis is designed to be a general introduction for those who wish to study efficiency and productivity analysis. The book provides an accessible, well-written introduction to the four principal methods involved: econometric estimation of average response models; index numbers, data envelopment analysis (DEA); and stochastic frontier analysis (SFA). For each method, a detailed introduction to the basic concepts is presented, numerical examples are provided, and some of the more important extensions to the basic methods are discussed. Of special interest is the systematic use of detailed empirical applications using real-world data throughout the book. In recent years, there have been a number of excellent advance-level books published on performance measurement. This book, however, is the first systematic survey of performance measurement with the express purpose of introducing the field to a wide audience of students, researchers, and practitioners. Indeed, the 2nd Edition maintains its uniqueness: (1) It is a well-written introduction to the field. (2) It outlines, discusses and compares the four principal methods for efficiency and productivity analysis in a well-motivated presentation. (3) It provides detailed advice on computer programs that can be used to implement these performance measurement methods. The book contains computer instructions and output listings for the SHAZAM, LIMDEP, TFPIP, DEAP and FRONTIER computer programs. More extensive listings of data and computer instruction files are available on the book's website: (www.uq.edu.au/economics/cepa/crob2005).

Reliability measures for local nodes assessment in classification trees

Most of the modem developments with classification trees are aimed at improving their predictive capacity. This article considers a curiously neglected aspect of classification trees, namely the reliability of predictions that come from a given classification tree. In the sense that a node of a tree represents a point in the predictor space in the limit, the aim of this article is the development of localized assessment of the reliability of prediction rules. A classification tree may be used either to provide a probability forecast, where for each node the membership probabilities for each class constitutes the prediction, or a true classification where each new observation is predictively assigned to a unique class. Correspondingly, two types of reliability measure will be derived-namely, prediction reliability and classification reliability. We use bootstrapping methods as the main tool to construct these measures. We also provide a suite of graphical displays by which they may be easily appreciated. In addition to providing some estimate of the reliability of specific forecasts of each type, these measures can also be used to guide future data collection to improve the effectiveness of the tree model. The motivating example we give has a binary response, namely the presence or absence of a species of Eucalypt, Eucalyptus cloeziana, at a given sampling location in response to a suite of environmental covariates, (although the methods are not restricted to binary response data).

Precautionary principles: a jurisdiction-free framework for decision-making under risk

Fundamental principles of precaution are legal maxims that ask for preventive actions, perhaps as contingent interim measures while relevant information about causality and harm remains unavailable, to minimize the societal impact of potentially severe or irreversible outcomes. Such principles do not explain how to make choices or how to identify what is protective when incomplete and inconsistent scientific evidence of causation characterizes the potential hazards. Rather, they entrust lower jurisdictions, such as agencies or authorities, to make current decisions while recognizing that future information can contradict the scientific basis that supported the initial decision. After reviewing and synthesizing national and international legal aspects of precautionary principles, this paper addresses the key question: How can society manage potentially severe, irreversible or serious environmental outcomes when variability, uncertainty, and limited causal knowledge characterize their decision-making? A decision-analytic solution is outlined that focuses on risky decisions and accounts for prior states of information and scientific beliefs that can be updated as subsequent information becomes available. As a practical and established approach to causal reasoning and decision-making under risk, inherent to precautionary decision-making, these (Bayesian) methods help decision-makers and stakeholders because they formally account for probabilistic outcomes, new information, and are consistent and replicable. Rational choice of an action from among various alternatives-defined as a choice that makes preferred consequences more likely-requires accounting for costs, benefits and the change in risks associated with each candidate action. Decisions under any form of the precautionary principle reviewed must account for the contingent nature of scientific information, creating a link to the decision-analytic principle of expected value of information (VOI), to show the relevance of new information, relative to the initial ( and smaller) set of data on which the decision was based. We exemplify this seemingly simple situation using risk management of BSE. As an integral aspect of causal analysis under risk, the methods developed in this paper permit the addition of non-linear, hormetic dose-response models to the current set of regulatory defaults such as the linear, non-threshold models. This increase in the number of defaults is an important improvement because most of the variants of the precautionary principle require cost-benefit balancing. Specifically, increasing the set of causal defaults accounts for beneficial effects at very low doses. We also show and conclude that quantitative risk assessment dominates qualitative risk assessment, supporting the extension of the set of default causal models.

Polytomous item response theory models

Polytomous Item Response Theory Models provides a unified, comprehensive introduction to the range of polytomous models available within item response theory (IRT). It begins by outlining the primary structural distinction between the two major types of polytomous IRT models. This focuses on the two types of response probability that are unique to polytomous models and their associated response functions, which are modeled differently by the different types of IRT model. It describes, both conceptually and mathematically, the major specific polytomous models, including the Nominal Response Model, the Partial Credit Model, the Rating Scale model, and the Graded Response Model. Important variations, such as the Generalized Partial Credit Model are also described as are less common variations, such as the Rating Scale version of the Graded Response Model. Relationships among the models are also investigated and the operation of measurement information is described for each major model. Practical examples of major models using real data are provided, as is a chapter on choosing an appropriate model. Figures are used throughout to illustrate important elements as they are described.

Efficient discovery of immune response targets by cyclical refinement of QSAR models of peptide binding

Peptides that induce and recall T-cell responses are called T-cell epitopes. T-cell epitopes may be useful in a subunit vaccine against malaria. Computer models that simulate peptide binding to MHC are useful for selecting candidate T-cell epitopes since they minimize the number of experiments required for their identification. We applied a combination of computational and immunological strategies to select candidate T-cell epitopes. A total of 86 experimental binding assays were performed in three rounds of identification of HLA-All binding peptides from the six preerythrocytic malaria antigens. Thirty-six peptides were experimentally confirmed as binders. We show that the cyclical refinement of the ANN models results in a significant improvement of the efficiency of identifying potential T-cell epitopes. (C) 2001 by Elsevier Science Inc.

Fitting genetic models to twin data with binary and ordered categorical responses: A comparison of structural equation modelling and Bayesian hierarchical models

We compare Bayesian methodology utilizing free-ware BUGS (Bayesian Inference Using Gibbs Sampling) with the traditional structural equation modelling approach based on another free-ware package, Mx. Dichotomous and ordinal (three category) twin data were simulated according to different additive genetic and common environment models for phenotypic variation. Practical issues are discussed in using Gibbs sampling as implemented by BUGS to fit subject-specific Bayesian generalized linear models, where the components of variation may be estimated directly. The simulation study (based on 2000 twin pairs) indicated that there is a consistent advantage in using the Bayesian method to detect a correct model under certain specifications of additive genetics and common environmental effects. For binary data, both methods had difficulty in detecting the correct model when the additive genetic effect was low (between 10 and 20%) or of moderate range (between 20 and 40%). Furthermore, neither method could adequately detect a correct model that included a modest common environmental effect (20%) even when the additive genetic effect was large (50%). Power was significantly improved with ordinal data for most scenarios, except for the case of low heritability under a true ACE model. We illustrate and compare both methods using data from 1239 twin pairs over the age of 50 years, who were registered with the Australian National Health and Medical Research Council Twin Registry (ATR) and presented symptoms associated with osteoarthritis occurring in joints of the hand.

Advantage of single-trial models for response to selection in wheat breeding multi-environment trials

An investigation was conducted to evaluate the impact of experimental designs and spatial analyses (single-trial models) of the response to selection for grain yield in the northern grains region of Australia (Queensland and northern New South Wales). Two sets of multi-environment experiments were considered. One set, based on 33 trials conducted from 1994 to 1996, was used to represent the testing system of the wheat breeding program and is referred to as the multi-environment trial (MET). The second set, based on 47 trials conducted from 1986 to 1993, sampled a more diverse set of years and management regimes and was used to represent the target population of environments (TPE). There were 18 genotypes in common between the MET and TPE sets of trials. From indirect selection theory, the phenotypic correlation coefficient between the MET and TPE single-trial adjusted genotype means [r(p(MT))] was used to determine the effect of the single-trial model on the expected indirect response to selection for grain yield in the TPE based on selection in the MET. Five single-trial models were considered: randomised complete block (RCB), incomplete block (IB), spatial analysis (SS), spatial analysis with a measurement error (SSM) and a combination of spatial analysis and experimental design information to identify the preferred (PF) model. Bootstrap-resampling methodology was used to construct multiple MET data sets, ranging in size from 2 to 20 environments per MET sample. The size and environmental composition of the MET and the single-trial model influenced the r(p(MT)). On average, the PF model resulted in a higher r(p(MT)) than the IB, SS and SSM models, which were in turn superior to the RCB model for MET sizes based on fewer than ten environments. For METs based on ten or more environments, the r(p(MT)) was similar for all single-trial models.

Testing predictions of macroscopic binary diffusion coefficients using lattice models with site heterogeneity

Quantitatively predicting mass transport rates for chemical mixtures in porous materials is important in applications of materials such as adsorbents, membranes, and catalysts. Because directly assessing mixture transport experimentally is challenging, theoretical models that can predict mixture diffusion coefficients using Only single-component information would have many uses. One such model was proposed by Skoulidas, Sholl, and Krishna (Langmuir, 2003, 19, 7977), and applications of this model to a variety of chemical mixtures in nanoporous materials have yielded promising results. In this paper, the accuracy of this model for predicting mixture diffusion coefficients in materials that exhibit a heterogeneous distribution of local binding energies is examined. To examine this issue, single-component and binary mixture diffusion coefficients are computed using kinetic Monte Carlo for a two-dimensional lattice model over a wide range of lattice occupancies and compositions. The approach suggested by Skoulidas, Sholl, and Krishna is found to be accurate in situations where the spatial distribution of binding site energies is relatively homogeneous, but is considerably less accurate for strongly heterogeneous energy distributions.

Review of recent results on excursion set models

Many images consist of two or more 'phases', where a phase is a collection of homogeneous zones. For example, the phases may represent the presence of different sulphides in an ore sample. Frequently, these phases exhibit very little structure, though all connected components of a given phase may be similar in some sense. As a consequence, random set models are commonly used to model such images. The Boolean model and models derived from the Boolean model are often chosen. An alternative approach to modelling such images is to use the excursion sets of random fields to model each phase. In this paper, the properties of excursion sets will be firstly discussed in terms of modelling binary images. Ways of extending these models to multi-phase images will then be explored. A desirable feature of any model is to be able to fit it to data reasonably well. Different methods for fitting random set models based on excursion sets will be presented and some of the difficulties with these methods will be discussed.