Likelihood-based estimation of the regression model with scrambled responses

A significant problem in the collection of responses to potentially sensitive questions, such as relating to illegal, immoral or embarrassing activities, is non-sampling error due to refusal to respond or false responses. Eichhorn & Hayre (1983) suggested the use of scrambled responses to reduce this form of bias. This paper considers a linear regression model in which the dependent variable is unobserved but for which the sum or product with a scrambling random variable of known distribution, is known. The performance of two likelihood-based estimators is investigated, namely of a Bayesian estimator achieved through a Markov chain Monte Carlo (MCMC) sampling scheme, and a classical maximum-likelihood estimator. These two estimators and an estimator suggested by Singh, Joarder & King (1996) are compared. Monte Carlo results show that the Bayesian estimator outperforms the classical estimators in almost all cases, and the relative performance of the Bayesian estimator improves as the responses become more scrambled.

Rock fracture mean trace length estimation and confidence interval calculation using maximum likelihood methods

There has been a resurgence of interest in the mean trace length estimator of Pahl for window sampling of traces. The estimator has been dealt with by Mauldon and Zhang and Einstein in recent publications. The estimator is a very useful one in that it is non-parametric. However, despite some discussion regarding the statistical distribution of the estimator, none of the recent works or the original work by Pahl provide a rigorous basis for the determination a confidence interval for the estimator or a confidence region for the estimator and the corresponding estimator of trace spatial intensity in the sampling window. This paper shows, by consideration of a simplified version of the problem but without loss of generality, that the estimator is in fact the maximum likelihood estimator (MLE) and that it can be considered essentially unbiased. As the MLE, it possesses the least variance of all estimators and confidence intervals or regions should therefore be available through application of classical ML theory. It is shown that valid confidence intervals can in fact be determined. The results of the work and the calculations of the confidence intervals are illustrated by example. (C) 2003 Elsevier Science Ltd. All rights reserved.

Modelling inpatient length of stay by a hierarchical mixture regression via the EM algorithm

The modelling of inpatient length of stay (LOS) has important implications in health care studies. Finite mixture distributions are usually used to model the heterogeneous LOS distribution, due to a certain proportion of patients sustaining-a longer stay. However, the morbidity data are collected from hospitals, observations clustered within the same hospital are often correlated. The generalized linear mixed model approach is adopted to accommodate the inherent correlation via unobservable random effects. An EM algorithm is developed to obtain residual maximum quasi-likelihood estimation. The proposed hierarchical mixture regression approach enables the identification and assessment of factors influencing the long-stay proportion and the LOS for the long-stay patient subgroup. A neonatal LOS data set is used for illustration, (C) 2003 Elsevier Science Ltd. All rights reserved.

A note on quasi-stationary distributions of birth-death processes and the SIS logistic epidemic

For Markov processes on the positive integers with the origin as an absorbing state, Ferrari, Kesten, Martinez and Picco studied the existence of quasi-stationary and limiting conditional distributions by characterizing quasi-stationary distributions as fixed points of a transformation Phi on the space of probability distributions on {1, 2,.. }. In the case of a birth-death process, the components of Phi(nu) can be written down explicitly for any given distribution nu. Using this explicit representation, we will show that Phi preserves likelihood ratio ordering between distributions. A conjecture of Kryscio and Lefevre concerning the quasi-stationary distribution of the SIS logistic epidemic follows as a corollary.

A Novel Nonparametric Density Estimator

We present a novel nonparametric density estimator and a new data-driven bandwidth selection method with excellent properties. The approach is in- spired by the principles of the generalized cross entropy method. The pro- posed density estimation procedure has numerous advantages over the tra- ditional kernel density estimator methods. Firstly, for the first time in the nonparametric literature, the proposed estimator allows for a genuine incor- poration of prior information in the density estimation procedure. Secondly, the approach provides the first data-driven bandwidth selection method that is guaranteed to provide a unique bandwidth for any data. Lastly, simulation examples suggest the proposed approach outperforms the current state of the art in nonparametric density estimation in terms of accuracy and reliability.

On Quasi-Hopf Superalgebras

In this work we investigate several important aspects of the structure theory of the recently introduced quasi-Hopf superalgebras (QHSAs), which play a fundamental role in knot theory and integrable systems. In particular we introduce the opposite structure and prove in detail (for the graded case) Drinfeld's result that the coproduct Delta ' =_ (S circle times S) (.) T (.) Delta (.) S-1 induced on a QHSA is obtained from the coproduct Delta by twisting. The corresponding "Drinfeld twist" F-D is explicitly constructed, as well as its inverse, and we investigate the complete QHSA associated with Delta '. We give a universal proof that the coassociator Phi ' = (S circle times S circle times S) Phi (321) and canonical elements alpha ' = S(beta), beta ' = S(alpha) correspond to twisting, the original coassociator Phi = Phi (123) and canonical elements alpha, beta with the Drinfeld twist F-D. Moreover in the quasi-tri angular case, it is shown algebraically that the R-matrix R ' = (S circle times S)R corresponds to twisting the original R-matrix R with F-D. This has important consequences in knot theory, which will be investigated elsewhere.

Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process

Quasi-birth-and-death (QBD) processes with infinite “phase spaces” can exhibit unusual and interesting behavior. One of the simplest examples of such a process is the two-node tandem Jackson network, with the “phase” giving the state of the first queue and the “level” giving the state of the second queue. In this paper, we undertake an extensive analysis of the properties of this QBD. In particular, we investigate the spectral properties of Neuts’s R-matrix and show that the decay rate of the stationary distribution of the “level” process is not always equal to the convergence norm of R. In fact, we show that we can obtain any decay rate from a certain range by controlling only the transition structure at level zero, which is independent of R. We also consider the sequence of tandem queues that is constructed by restricting the waiting room of the first queue to some finite capacity, and then allowing this capacity to increase to infinity. We show that the decay rates for the finite truncations converge to a value, which is not necessarily the decay rate in the infinite waiting room case. Finally, we show that the probability that the process hits level n before level 0 given that it starts in level 1 decays at a rate which is not necessarily the same as the decay rate for the stationary distribution.

Violation of Kohler's rule by the magnetoresistance of a quasi-two-dimensional organic metal

The interlayer magnetoresistance of the quasi-two-dimensional metal alpha-(BEDT-TTF)(2)KHg(SCN)(4) is considered. In the temperature range from 0.5 to 10 K and for fields up to 10 T the magnetoresistance has a stronger temperature dependence than the zero-field resistance. Consequently Kohler's rule is not obeyed for any range of temperatures or fields. This means that the magnetoresistance cannot be described in terms of semiclassical transport on a single Fermi surface with a single scattering time. Possible explanations for the violations of Kohler's rule are considered, both within the framework of semiclassical transport theory and involving incoherent interlayer transport. The issues considered are similar to those raised by the magnetotransport of the cuprate superconductors. [S0163-1829(98)13219-8].

Quantum oscillations in quasi-one-dimensional metals with spin-density-wave ground states

We consider the magnetoresistance oscillation phenomena in the Bechgaard salts (TMTSF)(2)X, where X = ClO4, PF6, and AsF6 in pulsed magnetic fields to 51 T. Of particular importance is the observation of a new magnetoresistance oscillation for X = ClO4 in its quenched state. In the absence of any Fermi-surface reconstruction due to anion order at low temperatures, all three materials exhibit nonmonotonic temperature dependence of the oscillation amplitude in the spin-density-wave (SDW) state. We discuss a model where, below a characteristic temperature T* within the SDW state, a magnetic breakdown gap opens. [S0163-1829(99)00904-2].

The continuum of quasi-psychotic beliefs and experiences in the Australian general public

When surveyed, many individuals without psychosis report a range of beliefs and experiences that are shared by patients with psychosis. This study aimed to examine quasi-psychotic beliefs and experiences in a sample of well Australians. 303 individuals were recruited from a defined catchment area as part of the Brisbane Psychosis Study. All subjects were screened with a modified SCAN in order to exclude psychoses. The Peters Delusional Inventory (PDI 40 items), items from the Chapmans' Psychosis Proneness Scale (PPS), the Communication Awareness Scale (CAS: a measure of awareness of thought disorder), items related to perceptions and beliefs from various schizotypy questionnaires and the Social Desirability (SD) items from the EPQ were administered. There was a significant negative correlation between age and total score on the PDI. There were significant positive correlations between the PDI, the PPS, the CAS and the items related to perception. There were no significant gender differences on any of the scores apart from SD (females had higher scores). Those with a positive family history of mental illness other than schizophrenia (n = 118) scored significantly higher on the PDI and scores related to perception, however they were no different on SD or the Psychosis Proneness items. There were no group differences on any of these items when those with a positive family history of schizophrenia (n = 27) were compared to the rest of the group. Well individuals who endorse delusional beliefs also tend to endorse items related to abnormal perceptions and awareness of thought disorder. The results of the study support the concept of a 'continuum of beliefs and experiences' in the general community that should inform our neurocognitive models of the symptoms of psychosis. The Stanley Foundation supported this project.

Further results on the relationship between mu-invariant measures and quasi-stationary distributions for absorbing continuous-time Markov chains

This note considers continuous-time Markov chains whose state space consists of an irreducible class, C, and an absorbing state which is accessible from C. The purpose is to provide results on mu-invariant and mu-subinvariant measures where absorption occurs with probability less than one. In particular, the well-known premise that the mu-invariant measure, m, for the transition rates be finite is replaced by the more natural premise that m be finite with respect to the absorption probabilities. The relationship between mu-invariant measures and quasi-stationary distributions is discussed. (C) 2000 Elsevier Science Ltd. All rights reserved.

New methods for determining quasi-stationary distributions for Markov chains

We shall be concerned with the problem of determining quasi-stationary distributions for Markovian models directly from their transition rates Q. We shall present simple conditions for a mu-invariant measure m for Q to be mu-invariant for the transition function, so that if m is finite, it can be normalized to produce a quasi-stationary distribution. (C) 2000 Elsevier Science Ltd. All rights reserved.

Mechanisms of substitution reactions on cyclometallated platinum(IV) complexes: "Quasi-labile" systems

The substitution reactions of SMe2 by phosphines (PMePh2, PEtPh2, PPh3, P(4-MeC6H4)(3), P(3-MeC6H4)(3), PCy3) on Pt-IV complexes having a cyclometalated imine ligand, two methyl groups in a cis-geometrical arrangement, a halogen, and a dimethyl sulfide as ligands, [Pt(CN)(CH3)(2)(X)(SMe2)], have been studied as a function of temperature, solvent, and electronic and steric characteristics of the phosphines and the X and CN ligands. In all cases, a limiting dissociative mechanism has been found, where the dissociation of the SMe2 ligand corresponds to the rate-determining step. The pentacoordinated species formed behaves as a true pentacoordinated Pt-IV compound in a steady-state concentration, given the solvent independence of the rate constant. The X-ray crystal structures of two of the dimethyl sulfide complexes and a derivative of the pentacoordinate intermediate have been determined. Differences in the individual rate constants for the entrance of the phosphine ligand can only be estimated as reactivity ratios. In all cases an effect of the phosphine size is detected, indicating that an associative step takes place from the pentacoordinated intermediate. The nature of the (CN) imine and X ligands produces differences in the dimethyl sulfide dissociation reactions rates, which can be quantified by the corresponding DeltaS double dagger values (72, 64, 48, 31, and 78 J K-1 mol(-1) for CN/X being C6H4CHNCH2C6H5/Br, C6H4CHNCH2-(2,4,6-(CH3)(3))C6H2/Br, C6H4CHNCH2C6H5/Cl, C6Cl4CHNCH2C6H5/Cl, and C6W4CH2NCHC6H5/ Pr, respectively). As a whole, the donor character of the coordinated C-aromatic and X atoms have the greatest influence on the dissociativeness of the rate-determining step.