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.

An EM-based Semi-Parametric Mixture Model Approach to the Regression Analysis of Competing-Risks Data

We consider a mixture model approach to the regression analysis of competing-risks data. Attention is focused on inference concerning the effects of factors on both the probability of occurrence and the hazard rate conditional on each of the failure types. These two quantities are specified in the mixture model using the logistic model and the proportional hazards model, respectively. We propose a semi-parametric mixture method to estimate the logistic and regression coefficients jointly, whereby the component-baseline hazard functions are completely unspecified. Estimation is based on maximum likelihood on the basis of the full likelihood, implemented via an expectation-conditional maximization (ECM) algorithm. Simulation studies are performed to compare the performance of the proposed semi-parametric method with a fully parametric mixture approach. The results show that when the component-baseline hazard is monotonic increasing, the semi-parametric and fully parametric mixture approaches are comparable for mildly and moderately censored samples. When the component-baseline hazard is not monotonic increasing, the semi-parametric method consistently provides less biased estimates than a fully parametric approach and is comparable in efficiency in the estimation of the parameters for all levels of censoring. The methods are illustrated using a real data set of prostate cancer patients treated with different dosages of the drug diethylstilbestrol. Copyright (C) 2003 John Wiley Sons, Ltd.

Application of a generalized thermodynamic approach to characterize mesoporous materials

Equilibrium adsorption and desorption in mesoporous adsorbents is considered on the basis of rigorous thermodynamic analysis, in which the curvature-dependent solid-fluid potential and the compressibility of the adsorbed phase are accounted for. The compressibility of the adsorbed phase is considered for the first time in the literature in the framework of a rigorous thermodynamic approach. Our model is a further development of continuum thermodynamic approaches proposed by Derjaguin and Broekhoff and de Boer, and it is based on a reference isotherm of a non-porous material having the same chemical structure as that of the pore wall. In this improved thermodynamic model, we incorporated a prescription for transforming the solid-fluid potential exerted by the flat reference surface to the potential inside cylindrical and spherical pores. We relax the assumption that the adsorbed film density is constant and equal to that of the saturated liquid. Instead, the density of the adsorbed fluid is allowed to vary over the adsorbed film thickness and is calculated by an equation of state. As a result, the model is capable to describe the adsorption-desorption reversibility in cylindrical pores having diameter less than 2 nm. The generalized thermodynamic model may be applied to the pore size characterization of mesoporous materials instead of much more time-consuming molecular approaches. (c) 2005 Elsevier B.V. All rights reserved.

A stochastic metapopulation model accounting for habitat dynamics

A stochastic metapopulation model accounting for habitat dynamics is presented. This is the stochastic SIS logistic model with the novel aspect that it incorporates varying carrying capacity. We present results of Kurtz and Barbour, that provide deterministic and diffusion approximations for a wide class of stochastic models, in a form that most easily allows their direct application to population models. These results are used to show that a suitably scaled version of the metapopulation model converges, uniformly in probability over finite time intervals, to a deterministic model previously studied in the ecological literature. Additionally, they allow us to establish a bivariate normal approximation to the quasi-stationary distribution of the process. This allows us to consider the effects of habitat dynamics on metapopulation modelling through a comparison with the stochastic SIS logistic model and provides an effective means for modelling metapopulations inhabiting dynamic landscapes.

Orbital currents and charge density waves in a generalized Hubbard ladder

We study a generalized Hubbard model on the two-leg ladder at zero temperature, focusing on a parameter region with staggered flux (SF)/d-density wave (DDW) order. To guide our numerical calculations, we first investigate the location of a SF/DDW phase in the phase diagram of the half-filled weakly interacting ladder using a perturbative renormalization group (RG) and bosonization approach. For hole doping 6 away from half-filling, finite-system density-matrix renormalizationgroup (DMRG) calculations are used to study ladders with up to 200 rungs for intermediate-strength interactions. In the doped SF/DDW phase, the staggered rung current and the rung electron density both show periodic spatial oscillations, with characteristic wavelengths 2/delta and 1/delta, respectively, corresponding to ordering wavevectors 2k(F) and 4k(F) for the currents and densities, where 2k(F) = pi(1 - delta). The density minima are located at the anti-phase domain walls of the staggered current. For sufficiently large dopings, SF/DDW order is suppressed. The rung density modulation also exists in neighboring phases where currents decay exponentially. We show that most of the DMRG results can be qualitatively understood from weak-coupling RG/bosonization arguments. However, while these arguments seem to suggest a crossover from non-decaying correlations to power-law decay at a length scale of order 1/delta, the DMRG results are consistent with a true long-range order scenario for the currents and densities. (c) 2005 Elsevier Inc. All rights reserved.

Screening for abdominal aortic aneurysm: lessons from a population-based study

Objectives: To test the acceptability of screening and to identify modifiable risk factors for abdominal aortic aneurysm (AAA) in men. Design: A trial of ultrasound screening for AAA in a population-based random sample of men aged 65-83 years, and a cross-sectional case-control comparison of men in the same sample. Participants: 12203 men who had an ultrasound examination of their abdominal aorta, and completed a questionnaire covering demographic, behavioural and medical factors. Main outcome measures: Prevalence of AAA, and independent associations of AAA with demographic, medical and lifestyle factors. Results: Invitations to screening produced a corrected response of 70.5%. The prevalence of AAAs (> 30 mm) rose from 4.8% in men aged 65-69 years to 10.8% in those aged 80-83 years. The overall prevalence of large (> 50 mm) aneurysms was 0.69%. In a multivariate logistic model Mediterranean-born men had a 40% lower risk of AAA (> 30 mm) compared with men born in Australia (odds ratio [OR], 0.6; 95% CI, 0.4-0.8), while ex-smokers had a significantly increased risk of AAA (OR, 2.3; 95% CI, 1.9-2.8), and current smokers had even higher risks. AAA was significantly associated with established coronary and peripheral arterial disease and a waist:hip ratio greater than 0.9; men who regularly undertook vigorous exercise had a lower risk (OR, 0.8; 95% CI, 0.7-1.0). Conclusion: Ultrasound screening for AAA is acceptable to men in the likely target population. AAA shares some but not all of the risk factors for occlusive vascular disease, but the scope for primary prevention of AAA in later life is limited.

C-reactive protein levels and the expansion of screen-detected abdominal aortic aneurysms in men

Background-C- reactive protein (CRP) levels have been shown to predict a number of cardiovascular outcomes. CRP levels have also been found to be elevated in patients with abdominal aortic aneurysms (AAAs). The aim of this study was to assess the relation between CRP levels and rates of expansion of small AAAs. Methods and Results-A cohort of men with small aneurysms was identified in a trial of screening with ultrasound scanning. After initial screening, men were rescanned at 6- to 12-month intervals. CRP levels were measured at the first follow-up visit. Rates of expansion and risk factors for expansion were assessed with the use of data from 545 men who attended for at least 1 scan after CRP levels were measured. These men were followed for a median of 48 (range, 5 to 69) months. The mean annual rate of expansion was 1.6 mm. The median CRP level was 2.6 mg/L in men with the smaller AAAs (30 to 39 mm, n=433) compared with 3.5 mg/L in men with larger AAAs (40 to 54 mm, n=112) (P=0.007). The multivariate age-adjusted logistic model confirmed initial aortic diameter to be the only factor associated with rapid expansion with an odds ratio of 7.2 (95% CI, 4.3,12.2) for an initial diameter of 40 to 54 mm relative to one of 30 to 39 mm. Conclusions-Most small aneurysms expand slowly. CRP levels are elevated in larger aneurysms but do not appear to be associated with rapid expansion. The most useful predictor of aneurysmal expansion in men is aortic diameter.

Comparison of virulence gene profiles of Escherichia coli strains isolated from healthy and diarrheic swine

A combination of uni- and multiplex PCR assays targeting 58 virulence genes (VGs) associated with Escherichia coli strains causing intestinal and extraintestinal disease in humans and other mammals was used to analyze the VG repertoire of 23 commensal E. coli isolates from healthy pigs and 52 clinical isolates associated with porcine neonatal diarrhea (ND) and postweaning diarrhea (PWD). The relationship between the presence and absence of VGs was interrogated using three statistical methods. According to the generalized linear model, 17 of 58 VGs were found to be significant (P < 0.05) in distinguishing between commensal and clinical isolates. Nine of the 17 genes represented by iha, hlyA, aidA, east1, aah, fimH, iroN(E).(coli), traT, and saa have not been previously identified as important VGs in clinical porcine isolates in Australia. The remaining eight VGs code for fimbriae (F4, F5, F18, and F41) and toxins (STa, STh, LT, and Stx2), normally associated with porcine enterotoxigenic E. coli. Agglomerative hierarchical algorithm analysis grouped E. coli strains into subclusters based primarily on their serogroup. Multivariate analyses of clonal relationships based on the 17 VGs were collapsed into two-dimensional space by principal coordinate analysis. PWD clones were distributed in two quadrants, separated from ND and commensal clones, which tended to cluster within one quadrant. Clonal subclusters within quadrants were highly correlated with serogroups. These methods of analysis provide different perspectives in our attempts to understand how commensal and clinical porcine enterotoxigenic E. coli strains have evolved and are engaged in the dynamic process of losing or acquiring VGs within the pig population.

On parameter estimation in population models

We describe methods for estimating the parameters of Markovian population processes in continuous time, thus increasing their utility in modelling real biological systems. A general approach, applicable to any finite-state continuous-time Markovian model, is presented, and this is specialised to a computationally more efficient method applicable to a class of models called density-dependent Markov population processes. We illustrate the versatility of both approaches by estimating the parameters of the stochastic SIS logistic model from simulated data. This model is also fitted to data from a population of Bay checkerspot butterfly (Euphydryas editha bayensis), allowing us to assess the viability of this population. (c) 2006 Elsevier Inc. All rights reserved.

A zero-augmented gamma mixed model for longitudinal data with many zeros

In many occupational safety interventions, the objective is to reduce the injury incidence as well as the mean claims cost once injury has occurred. The claims cost data within a period typically contain a large proportion of zero observations (no claim). The distribution thus comprises a point mass at 0 mixed with a non-degenerate parametric component. Essentially, the likelihood function can be factorized into two orthogonal components. These two components relate respectively to the effect of covariates on the incidence of claims and the magnitude of claims, given that claims are made. Furthermore, the longitudinal nature of the intervention inherently imposes some correlation among the observations. This paper introduces a zero-augmented gamma random effects model for analysing longitudinal data with many zeros. Adopting the generalized linear mixed model (GLMM) approach reduces the original problem to the fitting of two independent GLMMs. The method is applied to evaluate the effectiveness of a workplace risk assessment teams program, trialled within the cleaning services of a Western Australian public hospital.

Observation of generalized synchronization of chaos in a driven chaotic system

We report on the experimental observation of the generalized synchronization of chaos in a real physical system. We show that under a nonlinear resonant interaction, the chaotic dynamics of a single mode laser can become functionally related to that of a chaotic driving signal and furthermore as the coupling strength is further increased, the chaotic dynamics of the laser approaches that of the driving signal.

A landscape-scale test of the predictive ability of a spatially explicit model for population viability analysis

1. Although population viability analysis (PVA) is widely employed, forecasts from PVA models are rarely tested. This study in a fragmented forest in southern Australia contrasted field data on patch occupancy and abundance for the arboreal marsupial greater glider Petauroides volans with predictions from a generic spatially explicit PVA model. This work represents one of the first landscape-scale tests of its type. 2. Initially we contrasted field data from a set of eucalypt forest patches totalling 437 ha with a naive null model in which forecasts of patch occupancy were made, assuming no fragmentation effects and based simply on remnant area and measured densities derived from nearby unfragmented forest. The naive null model predicted an average total of approximately 170 greater gliders, considerably greater than the true count (n = 81). 3. Congruence was examined between field data and predictions from PVA under several metapopulation modelling scenarios. The metapopulation models performed better than the naive null model. Logistic regression showed highly significant positive relationships between predicted and actual patch occupancy for the four scenarios (P = 0.001-0.006). When the model-derived probability of patch occupancy was high (0.50-0.75, 0.75-1.00), there was greater congruence between actual patch occupancy and the predicted probability of occupancy. 4. For many patches, probability distribution functions indicated that model predictions for animal abundance in a given patch were not outside those expected by chance. However, for some patches the model either substantially over-predicted or under-predicted actual abundance. Some important processes, such as inter-patch dispersal, that influence the distribution and abundance of the greater glider may not have been adequately modelled. 5. Additional landscape-scale tests of PVA models, on a wider range of species, are required to assess further predictions made using these tools. This will help determine those taxa for which predictions are and are not accurate and give insights for improving models for applied conservation management.

Production under uncertainty and choice under uncertainty in the emergence of generalized expected utility theory

This paper presents a personal view of the interaction between the analysis of choice under uncertainty and the analysis of production under uncertainty. Interest in the foundations of the theory of choice under uncertainty was stimulated by applications of expected utility theory such as the Sandmo model of production under uncertainty. This interest led to the development of generalized models including rank-dependent expected utility theory. In turn, the development of generalized expected utility models raised the question of whether such models could be used in the analysis of applied problems such as those involving production under uncertainty. Finally, the revival of the state-contingent approach led to the recognition of a fundamental duality between choice problems and production problems.

Characterization of pore wall heterogeneity in nanoporous carbons using adsorption: the slit pore model revisited

In this paper, we propose a new nonlocal density functional theory characterization procedure, the finite wall thickness model, for nanoporous carbons, whereby heterogeneity of pore size and pore walls in the carbon is probed simultaneously. We determine the pore size distributions and pore wall thickness distributions of several commercial activated carbons and coal chars, with good correspondence with X-ray diffraction. It is shown that the conventional infinite wall thickness approach overestimates the pore size slightly. Pore-pore correlation has been shown to have a negligible effect on prediction of pore size and pore wall thickness distributions for small molecules such as argon used in characterization. By utilizing the structural parameters (pore size and pore wall thickness distribution) in the generalized adsorption isotherm (GAI) we are able to predict adsorption uptake of supercritical gases in BPL and Norit RI Extra carbons, in excellent agreement with experimental adsorption uptake data up to 60 MPa. The method offers a useful technique for probing features of the solid skeleton, hitherto studied by crystallographic methods.