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.

Long-term survivor mixture model with random effects: application to a multi-centre clinical trial of carcinoma

A mixture model incorporating long-term survivors has been adopted in the field of biostatistics where some individuals may never experience the failure event under study. The surviving fractions may be considered as cured. In most applications, the survival times are assumed to be independent. However, when the survival data are obtained from a multi-centre clinical trial, it is conceived that the environ mental conditions and facilities shared within clinic affects the proportion cured as well as the failure risk for the uncured individuals. It necessitates a long-term survivor mixture model with random effects. In this paper, the long-term survivor mixture model is extended for the analysis of multivariate failure time data using the generalized linear mixed model (GLMM) approach. The proposed model is applied to analyse a numerical data set from a multi-centre clinical trial of carcinoma as an illustration. Some simulation experiments are performed to assess the applicability of the model based on the average biases of the estimates formed. Copyright (C) 2001 John Wiley & Sons, Ltd.

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.

Finite mixture regression model with random effects: application to neonatal hospital length of stay

A two-component mixture regression model that allows simultaneously for heterogeneity and dependency among observations is proposed. By specifying random effects explicitly in the linear predictor of the mixture probability and the mixture components, parameter estimation is achieved by maximising the corresponding best linear unbiased prediction type log-likelihood. Approximate residual maximum likelihood estimates are obtained via an EM algorithm in the manner of generalised linear mixed model (GLMM). The method can be extended to a g-component mixture regression model with the component density from the exponential family, leading to the development of the class of finite mixture GLMM. For illustration, the method is applied to analyse neonatal length of stay (LOS). It is shown that identification of pertinent factors that influence hospital LOS can provide important information for health care planning and resource allocation. (C) 2002 Elsevier Science B.V. All rights reserved.

Study of the integrated cognitive model of depression among Latin-Americans

Objective: The objective of the present study is to test the validity of the integrated cognitive model (ICM) of depression proposed by Kwon and Oei with a Latin-American sample. The ICM of depression postulates that the interaction between negative life events with dysfunctional attitudes increases the frequency of negative automatic thoughts, which in turns affects the depressive symptomatology of a person. This model was developed for Western Europeans such as Americans and Australians and the validity of this model has not been tested on Latin-Americans. Method: Participants were 101 Latin-American migrants living permanently in Brisbane, including people from Chile, El Salvador, Nicaragua, Argentina and Guatemala. Participants completed the Beck Depression Inventory, the Dysfunctional Attitudes Scale, the Automatic Thoughts Questionnaire and the Life Events Inventory. Alternative or competing models of depression were examined, including the alternative aetiologies model, the linear mediational model and the symptom model. Results: Six models were tested and the results of the structural equation modelling analysis indicated that the symptom model only fits the Latin-American data. Conclusions: Results show that in the Latin-American sample depression symptoms can have an impact on negative cognitions. This finding adds to growing evidence in the literature that the relationship between cognitions and depression is bidirectional, rather than unidirectional from cognitions to symptoms.

The displacement and strain field of three-dimensional rheologic model of earthquake preparation

Based on the three-dimensional elastic inclusion model proposed by Dobrovolskii, we developed a rheological inclusion model to study earthquake preparation processes. By using the Corresponding Principle in the theory of rheologic mechanics, we derived the analytic expressions of viscoelastic displacement U(r, t) , V(r, t) and W(r, t), normal strains epsilon(xx) (r, t), epsilon(yy) (r, t) and epsilon(zz) (r, t) and the bulk strain theta (r, t) at an arbitrary point (x, y, z) in three directions of X axis, Y axis and Z axis produced by a three-dimensional inclusion in the semi-infinite rheologic medium defined by the standard linear rheologic model. Subsequent to the spatial-temporal variation of bulk strain being computed on the ground produced by such a spherical rheologic inclusion, interesting results are obtained, suggesting that the bulk strain produced by a hard inclusion change with time according to three stages (alpha, beta, gamma) with different characteristics, similar to that of geodetic deformation observations, but different with the results of a soft inclusion. These theoretical results can be used to explain the characteristics of spatial-temporal evolution, patterns, quadrant-distribution of earthquake precursors, the changeability, spontaneity and complexity of short-term and imminent-term precursors. It offers a theoretical base to build physical models for earthquake precursors and to predict the earthquakes.

Why people underestimate y when extrapolating in linear functions

E. L. DeLosh, J. R. Busemeyer, and M. A. McDaniel (1997) found that when learning a positive, linear relationship between a continuous predictor (x) and a continuous criterion (y), trainees tend to underestimate y on items that ask the trainee to extrapolate. In 3 experiments, the authors examined the phenomenon and found that the tendency to underestimate y is reliable only in the so-called lower extrapolation region-that is, new values of x that lie between zero and the edge of the training region. Existing models of function learning, such as the extrapolation-association model (DeLosh et al., 1997) and the population of linear experts model (M. L. Kalish, S. Lewandowsky, & J. Kruschke, 2004), cannot account for these results. The authors show that with minor changes, both models can predict the correct pattern of results.

Resonance fluorescence spectrum in a weak squeezed field with an arbitrary bandwidth

We analyze the linewidth narrowing in the fluorescence spectrum of a two-level atom driven by a squeezed vacuum field of a finite bandwidth. It is found that the fluorescence spectrum in a low-intensity squeezed field can exhibit a (omega - omega(0))(-6) frequency dependence in the wings. We show that this fast fall-off behavior is intimately related to the properties of a narrow-bandwidth squeezed field and does not extend into the region of broadband excitation. We apply the Linear response model and find that the narrowing results from a convolution of the atom response with the spectrum of the incident field. On the experimental side, we emphasize that the linewidth narrowing is not sensitive to the solid angle of the squeezed modes coupled to the atom. We also compare the fluorescence spectrum with the quadrature-noise spectrum and find that the fluorescence spectrum for an off-resonance excitation does not reveal the noise spectrum. We show that this difference arises from the competing three-photon scattering processes. [S1050-2947(98)04308-X].

Stochastic structure and individual-tree growth models

The majority of past and current individual-tree growth modelling methodologies have failed to characterise and incorporate structured stochastic components. Rather, they have relied on deterministic predictions or have added an unstructured random component to predictions. In particular, spatial stochastic structure has been neglected, despite being present in most applications of individual-tree growth models. Spatial stochastic structure (also called spatial dependence or spatial autocorrelation) eventuates when spatial influences such as competition and micro-site effects are not fully captured in models. Temporal stochastic structure (also called temporal dependence or temporal autocorrelation) eventuates when a sequence of measurements is taken on an individual-tree over time, and variables explaining temporal variation in these measurements are not included in the model. Nested stochastic structure eventuates when measurements are combined across sampling units and differences among the sampling units are not fully captured in the model. This review examines spatial, temporal, and nested stochastic structure and instances where each has been characterised in the forest biometry and statistical literature. Methodologies for incorporating stochastic structure in growth model estimation and prediction are described. Benefits from incorporation of stochastic structure include valid statistical inference, improved estimation efficiency, and more realistic and theoretically sound predictions. It is proposed in this review that individual-tree modelling methodologies need to characterise and include structured stochasticity. Possibilities for future research are discussed. (C) 2001 Elsevier Science B.V. All rights reserved.

Surface diffusion of strong adsorbing vapours on porous carbon

Surface diffusion of strongly adsorbing hydrocarbon vapours on activated carbon was measured by using a constant molar flow method (D.D. Do, Dynamics of a semi-batch adsorber with constant molar supply rate: a method for studying adsorption rate of pure gas, Chem. Eng. Sci. 50 (1995) 549), where pure adsorbate is introduced into a semi-batch adsorber at a constant molar flow rate. The surface diffusivity was determined from the analysis of pressure response versus time, using a linear mathematical model developed earlier. To apply the linear theory over the non-linear range of the adsorption isotherm, we implement a differential increment method on the system which is initially equilibrated with some pre-determined loading. By conducting the experiments at different initial loadings, the surface diffusivity can be extracted as a function of loading. Propane, n-butane, n-hexane, benzene, and ethanol were used as diffusing adsorbate on a commercial activated carbon. It is found that the surface diffusivity of these strongly adsorbing vapours increases rapidly with loading, and the surface diffusion flux contributes significantly to the total flux and cannot be ignored. The surface diffusivity increases with temperature according to the Arrhenius law, and for the paraffins tested it decreases with the molecular weight of the adsorbate. (C) 2002 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.

Feeding ecology of the fish ectoparasite Gnathia sp. (Crustacea: Isopoda) from the Great Barrier Reef, and its implications for fish cleaning behaviour

The feeding rate of a parasitic gnathiid isopod on fish was examined. Individual fish, Hemigymnus melapterus, were exposed to gnathiid larvae and sampled after 5, 10, 30, 60, and 240 min. I recorded whether larvae had an engorged gut, an engorged gut containing red material, or had dropped off the fish after having completed engorgement; variation among sampling times and larval stages was analyzed using generalized linear mixed model analyses. The likelihood that larvae had an engorged gut increased with time and varied with larval stage. First stage (1.45 mm) larvae. After 30 min, however, most (>93%) larvae had an engorged gut regardless of their larval stage. The likelihood of red material in the gut of third stage larvae increased over time (46% after 30 min, 70% after 60 min, and 86% after 240 min) while that of first and second stage larvae remained relatively low (

Determinants of exercise capacity in patients with type 2 diabetes

OBJECTIVE - Type 2 diabetes is associated with reduced exercise capacity, but the cause of this association is unclear. We sought the associations of impaired exercise capacity in type 2 diabetes. RESEARCH DESIGN AND METHODS - Subclinical left ventricular (LV) dysfunction was sought from myocardial strain rate and the basal segmental diastolic velocity (Em) of each wall in 170 patients with type 2 diabetes (aged 56 +/- 10 years, 91 men), good quality echocardiographic images, and negative exercise echocardiograms. The same measurements were made in 56 control subjects (aged 53 +/- 10 years, 29 men). Exercise capacity was calculated in metabolic equivalents, and heart rate recovery (HRR) was measured as the heart rate difference between peak and 1 min after exercise. In subjects with type 2 diabetes, exercise capacity was correlated with clinical, therapeutic, biochemical, and echocardiographic variables, and significant independent associations were sought using a multiple linear regression model. RESULTS - Exercise capacity, strain rate, Em, and HRR were significantly reduced in type 2 diabetes. Exercise capacity was associated with age (r- = -0.37, P < 0.001), male sex (r = 0.26, P = 0.001), BMI (r = -0.19, P = 0.012), HbA(1c) (AlC; r = -0.22, P = 0.009), Em (r = 0.43, P < 0.001), HRR (r = 0.42, P < 0.001), diabetes duration (r = -0.18, P = 0.021), and hypertension history (r = -0.28, P < 0.001). Age (P < 0.001), male sex (P = 0.007), BMI (P = 0.001), Em (P = 0.032), HRR (P = 0.013), and AlC (P = 0.0007) were independent predictors of exercise capacity. CONCLUSIONS - Reduced exercise capacity in patients with type 2 diabetes is associated with diabetes control, subclinical LV dysfunction, and impaired HRR.

Ventilatory changes following head-up tilt and standing in healthy subjects

Passive tilting increases ventilation in healthy subjects; however, controversy surrounds the proposed mechanism. This study is aimed to evaluate the possible mechanism for changes to ventilation following passive head-up tilt (HUT) and active standing by comparison of a range of ventilatory, metabolic and mechanical parameters. Ventilatory parameters (V (T), V (E), V (E)/VO2, V (E)/VCO2, f and PetCO(2)), functional residual capacity (FRC), respiratory mechanics with impulse oscillometry; oxygen consumption (VO2) and carbon dioxide production (VCO2) were measured in 20 healthy male subjects whilst supine, following HUT to 70 degrees and unsupported standing. Data were analysed using a linear mixed model. HUT to 70 degrees from supine increased minute ventilation (V (E)) (P < 0.001), tidal volume (V (T)) (P=0.001), ventilatory equivalent for O-2 (V (E)/VO2) (P=0.020) and the ventilatory equivalent for CO2 (V (E)/VCO2) (P < 0.001) with no change in f (P=0.488). HUT also increased FRC (P < 0.001) and respiratory system reactance (X5Hz) (P < 0.001) with reduced respiratory system resistance (R5Hz) (P=0.004) and end-tidal carbon dioxide (PetCO(2)) (P < 0.001) compared to supine. Standing increased V (E) (P < 0.001), V (T) (P < 0.001) and V (E)/VCO2 (P=0.020) with no change in respiratory rate (f) (P=0.065), V (E)/VO2 (P=0.543). Similar changes in FRC (P < 0.001), R5Hz (P=0.013), X5Hz (P < 0.001) and PetCO(2) (P < 0.001) compared to HUT were found. In contrast to HUT, standing increased VO2 (P=0.002) and VCO2 (P=0.048). The greater increase in V (E) in standing compared to HUT appears to be related to increased VO2 and VCO2 associated with increased muscle activity in the unsupported standing position. This has implications for exercise prescription and rehabilitation of critically ill patients who have reduced cardiovascular and respiratory reserve.