Robust inference in an heteroscedastic measurement error model

In this paper we deal with robust inference in heteroscedastic measurement error models Rather than the normal distribution we postulate a Student t distribution for the observed variables Maximum likelihood estimates are computed numerically Consistent estimation of the asymptotic covariance matrices of the maximum likelihood and generalized least squares estimators is also discussed Three test statistics are proposed for testing hypotheses of interest with the asymptotic chi-square distribution which guarantees correct asymptotic significance levels Results of simulations and an application to a real data set are also reported (C) 2009 The Korean Statistical Society Published by Elsevier B V All rights reserved

The complementary exponential geometric distribution: Model, properties, and a comparison with its counterpart

In this paper, we proposed a new two-parameter lifetime distribution with increasing failure rate, the complementary exponential geometric distribution, which is complementary to the exponential geometric model proposed by Adamidis and Loukas (1998). The new distribution arises on a latent complementary risks scenario, in which the lifetime associated with a particular risk is not observable; rather, we observe only the maximum lifetime value among all risks. The properties of the proposed distribution are discussed, including a formal proof of its probability density function and explicit algebraic formulas for its reliability and failure rate functions, moments, including the mean and variance, variation coefficient, and modal value. The parameter estimation is based on the usual maximum likelihood approach. We report the results of a misspecification simulation study performed in order to assess the extent of misspecification errors when testing the exponential geometric distribution against our complementary one in the presence of different sample size and censoring percentage. The methodology is illustrated on four real datasets; we also make a comparison between both modeling approaches. (C) 2011 Elsevier B.V. All rights reserved.

Inference and local influence assessment in skew-normal null intercept measurement error model

In this article, we discuss inferential aspects of the measurement error regression models with null intercepts when the unknown quantity x (latent variable) follows a skew normal distribution. We examine first the maximum-likelihood approach to estimation via the EM algorithm by exploring statistical properties of the model considered. Then, the marginal likelihood, the score function and the observed information matrix of the observed quantities are presented allowing direct inference implementation. In order to discuss some diagnostics techniques in this type of models, we derive the appropriate matrices to assessing the local influence on the parameter estimates under different perturbation schemes. The results and methods developed in this paper are illustrated considering part of a real data set used by Hadgu and Koch [1999, Application of generalized estimating equations to a dental randomized clinical trial. Journal of Biopharmaceutical Statistics, 9, 161-178].

Likelihood ratio tests for variance components in linear mixed models

Although the asymptotic distributions of the likelihood ratio for testing hypotheses of null variance components in linear mixed models derived by Stram and Lee [1994. Variance components testing in longitudinal mixed effects model. Biometrics 50, 1171-1177] are valid, their proof is based on the work of Self and Liang [1987. Asymptotic properties of maximum likelihood estimators and likelihood tests under nonstandard conditions. J. Amer. Statist. Assoc. 82, 605-610] which requires identically distributed random variables, an assumption not always valid in longitudinal data problems. We use the less restrictive results of Vu and Zhou [1997. Generalization of likelihood ratio tests under nonstandard conditions. Ann. Statist. 25, 897-916] to prove that the proposed mixture of chi-squared distributions is the actual asymptotic distribution of such likelihood ratios used as test statistics for null variance components in models with one or two random effects. We also consider a limited simulation study to evaluate the appropriateness of the asymptotic distribution of such likelihood ratios in moderately sized samples. (C) 2008 Elsevier B.V. All rights reserved.

Influence diagnostics for linear models with first-order autoregressive elliptical errors

We introduce in this paper the class of linear models with first-order autoregressive elliptical errors. The score functions and the Fisher information matrices are derived for the parameters of interest and an iterative process is proposed for the parameter estimation. Some robustness aspects of the maximum likelihood estimates are discussed. The normal curvatures of local influence are also derived for some usual perturbation schemes whereas diagnostic graphics to assess the sensitivity of the maximum likelihood estimates are proposed. The methodology is applied to analyse the daily log excess return on the Microsoft whose empirical distributions appear to have AR(1) and heavy-tailed errors. (C) 2008 Elsevier B.V. All rights reserved.

Hypothesis testing in an errors-in-variables model with heteroscedastic measurement errors

In many epidemiological studies it is common to resort to regression models relating incidence of a disease and its risk factors. The main goal of this paper is to consider inference on such models with error-prone observations and variances of the measurement errors changing across observations. We suppose that the observations follow a bivariate normal distribution and the measurement errors are normally distributed. Aggregate data allow the estimation of the error variances. Maximum likelihood estimates are computed numerically via the EM algorithm. Consistent estimation of the asymptotic variance of the maximum likelihood estimators is also discussed. Test statistics are proposed for testing hypotheses of interest. Further, we implement a simple graphical device that enables an assessment of the model`s goodness of fit. Results of simulations concerning the properties of the test statistics are reported. The approach is illustrated with data from the WHO MONICA Project on cardiovascular disease. Copyright (C) 2008 John Wiley & Sons, Ltd.

The log-bimodal-skew-normal model. A geochemical application

The main objective of this paper is to study a logarithm extension of the bimodal skew normal model introduced by Elal-Olivero et al. [1]. The model can then be seen as an alternative to the log-normal model typically used for fitting positive data. We study some basic properties such as the distribution function and moments, and discuss maximum likelihood for parameter estimation. We report results of an application to a real data set related to nickel concentration in soil samples. Model fitting comparison with several alternative models indicates that the model proposed presents the best fit and so it can be quite useful in real applications for chemical data on substance concentration. Copyright (C) 2011 John Wiley & Sons, Ltd.

DIAGNOSTIC TECHNIQUES OF LOCAL INFLUENCE IN SPATIAL ANALYSIS OF SOYBEAN YIELD

Modeling of spatial dependence structure, concerning geoestatistics approach, is an indispensable tool for fixing parameters that define this structure, applied on interpolation of values in places that are not sampled, by kriging techniques. However, the estimation of parameters can be greatly affected by the presence of atypical observations on sampled data. Thus, this trial aimed at using diagnostics techniques of local influence in spatial linear Gaussians models, applied at geoestatistics in order to evaluate sensitivity of maximum likelihood estimators and restrict maximum likelihood to small perturbations in these data. So, studies with simulated and experimental data were performed. Those results, obtained from the study of real data, allowed us to conclude that the presence of atypical values among the sampled data can have a strong influence on thematic maps, changing, therefore, the spatial dependence. The application of diagnostics techniques of local influence should be part of any geoestatistic analysis, ensuring that the information from thematic maps has better quality and can be used with greater security by farmers.

A compound class of Weibull and power series distributions

In this paper we introduce the Weibull power series (WPS) class of distributions which is obtained by compounding Weibull and power series distributions where the compounding procedure follows same way that was previously carried out by Adamidis and Loukas (1998) This new class of distributions has as a particular case the two-parameter exponential power series (EPS) class of distributions (Chahkandi and Gawk 2009) which contains several lifetime models such as exponential geometric (Adamidis and Loukas 1998) exponential Poisson (Kus 2007) and exponential logarithmic (Tahmasbi and Rezaei 2008) distributions The hazard function of our class can be increasing decreasing and upside down bathtub shaped among others while the hazard function of an EPS distribution is only decreasing We obtain several properties of the WPS distributions such as moments order statistics estimation by maximum likelihood and inference for a large sample Furthermore the EM algorithm is also used to determine the maximum likelihood estimates of the parameters and we discuss maximum entropy characterizations under suitable constraints Special distributions are studied in some detail Applications to two real data sets are given to show the flexibility and potentiality of the new class of distributions (C) 2010 Elsevier B V All rights reserved

Forest-obligate Sabethes mosquitoes suggest palaeoecological perturbations

The origin of tropical forest diversity has been hotly debated for decades. Although specific mechanisms vary, many such explanations propose some vicariance in the distribution of species during glacial cycles and several have been supported by genetic evidence in Neotropical taxa. However, no consensus exists with regard to the extent or time frame of the vicariance events. Here, we analyse the cytochrome oxidase II mitochondrial gene of 250 Sabethes albiprivus B mosquitoes sampled from western Sao Paulo in Brazil. There was very low population structuring among collection sites (Phi(ST) = 0.03, P = 0.04). Historic demographic analyses and the contemporary geographic distribution of genetic diversity suggest that the populations sampled are not at demographic equilibrium. Three distinct mitochondrial clades were observed in the samples, one of which differed significantly in its geographic distribution relative to the other two within a small sampling area (similar to 70 x 35 km). This fact, supported by the inability of maximum likelihood analyses to achieve adequate fits to simple models for the population demography of the species, suggests a more complex history, possibly involving disjunct forest refugia. This hypothesis is supported by a genetic signal of recent population growth, which is expected if population sizes of this forest-obligate insect increased during the forest expansions that followed glacial periods. Although a time frame cannot be reliably inferred for the vicariance event leading to the three genetic clades, molecular clock estimates place this at similar to 1 Myr before present.

Non-stationary frequency analysis of extreme daily rainfall in Sao Paulo, Brazil

This work is an assessment of frequency of extreme values (EVs) of daily rainfall in the city of Sao Paulo. Brazil, over the period 1933-2005, based on the peaks-over-threshold (POT) and Generalized Pareto Distribution (GPD) approach. Usually. a GPD model is fitted to a sample of POT Values Selected With a constant threshold. However. in this work we use time-dependent thresholds, composed of relatively large p quantities (for example p of 0.97) of daily rainfall amounts computed from all available data. Samples of POT values were extracted with several Values of p. Four different GPD models (GPD-1, GPD-2, GPD-3. and GDP-4) were fitted to each one of these samples by the maximum likelihood (ML) method. The shape parameter was assumed constant for the four models, but time-varying covariates were incorporated into scale parameter of GPD-2. GPD-3, and GPD-4, describing annual cycle in GPD-2. linear trend in GPD-3, and both annual cycle and linear trend in GPD-4. The GPD-1 with constant scale and shape parameters is the simplest model. For identification of the best model among the four models WC used rescaled Akaike Information Criterion (AIC) with second-order bias correction. This criterion isolates GPD-3 as the best model, i.e. the one with positive linear trend in the scale parameter. The slope of this trend is significant compared to the null hypothesis of no trend, for about 98% confidence level. The non-parametric Mann-Kendall test also showed presence of positive trend in the annual frequency of excess over high thresholds. with p-value being virtually zero. Therefore. there is strong evidence that high quantiles of daily rainfall in the city of Sao Paulo have been increasing in magnitude and frequency over time. For example. 0.99 quantiles of daily rainfall amount have increased by about 40 mm between 1933 and 2005. Copyright (C) 2008 Royal Meteorological Society

Copia Retrotransposon in the Zaprionus Genus: Another Case of Transposable Element Sharing with the Drosophila melanogaster Subgroup

Copia is a retrotransposon that appears to be distributed widely among the Drosophilidae subfamily. Evolutionary analyses of regulatory regions have indicated that the Copia retrotransposon evolved through both positive and purifying selection, and that horizontal transfer (HT) could also explain its patchy distribution of the among the subfamilies of the melanogaster subgroup. Additionally, Copia elements could also have transferred between melanogaster subgroup and other species of Drosophilidae-D. willistoni and Z. tuberculatus. In this study, we surveyed seven species of the Zaprionus genus by sequencing the LTR-ULR and reverse transcriptase regions, and by using RT-PCR in order to understand the distribution and evolutionary history of Copia in the Zaprionus genus. The Copia element was detected, and was transcriptionally active, in all species investigated. Structural and selection analysis revealed Zaprionus elements to be closely related to the most ancient subfamily of the melanogaster subgroup, and they seem to be evolving mainly under relaxed purifying selection. Taken together, these results allowed us to classify the Zaprionus sequences as a new subfamily-ZapCopia, a member of the Copia retrotransposon family of the melanogaster subgroup. These findings indicate that the Copia retrotransposon is an ancient component of the genomes of the Zaprionus species and broaden our understanding of the diversity of retrotransposons in the Zaprionus genus.

Phylogenetic relationships and infrageneric classification of Epidendrum subgenus Amphiglottium (Laeliinae, Orchidaceae)

Epidendrum L. is the largest genus of Orchidaceae in the Neotropical region; it has an impressive morphological diversification, which imposes difficulties in delimitation of both infrageneric and interspecific boundaries. In this study, we review infrageneric boundaries within the subgenus Amphiglottium and try to contribute to the understanding of morphological diversification and taxa delimitation within this group. We tested the monophyly of the subgenus Amphiglottium sect. Amphiglottium, expanding previous phylogenetic investigations and reevaluated previous infrageneric classifications proposed. Sequence data from the trnL-trnF region were analyzed with both parsimony and maximum likelihood criteria. AFLP markers were also obtained and analyzed with phylogenetic and principal coordinate analyses. Additionally, we obtained chromosome numbers for representative species within the group. The results strengthen the monophyly of the subgenus Amphiglottium but do not support the current classification system proposed by previous authors. Only section Tuberculata comprises a well-supported monophyletic group, with sections Carinata and Integra not supported. Instead of morphology, biogeographical and ecological patterns are reflected in the phylogenetic signal in this group. This study also confirms the large variability of chromosome numbers for the subgenus Amphiglottium (numbers ranging from 2n = 24 to 2n = 240), suggesting that polyploidy and hybridization are probably important mechanisms of speciation within the group.

Relation of pretreatment sequence diversity in NS5A region of HCV genotype 1 with immune response between pegylated-INF/ribavirin therapy outcomes

Hepatitis C virus (HCV) infection frequently persists despite substantial virus-specific immune responses and the combination of pegylated interferon (INF)-alpha and ribavirin therapy. Major histocompatibility complex class I restricted CD8+ T cells are responsible for the control of viraemia in HCV infection, and several studies suggest protection against viral infection associated with specific HLAs. The reason for low rates of sustained viral response (SVR) in HCV patients remains unknown. Escape mutations in response to cytotoxic T lymphocyte are widely described; however, its influence in the treatment outcome is ill understood. Here, we investigate the differences in CD8 epitopes frequencies from the Los Alamos database between groups of patients that showed distinct response to pegylated alpha-INF with ribavirin therapy and test evidence of natural selection on the virus in those who failed treatment, using five maximum likelihood evolutionary models from PAML package. The group of sustained virological responders showed three epitopes with frequencies higher than Non-responders group, all had statistical support, and we observed evidence of selection pressure in the last group. No escape mutation was observed. Interestingly, the epitope VLSDFKTWL was 100% conserved in SVR group. These results suggest that the response to treatment can be explained by the increase in immune pressure, induced by interferon therapy, and the presence of those epitopes may represent an important factor in determining the outcome of therapy.

The genus Coleodactylus (Sphaerodactylinae, Gekkota) revisited: A molecular phylogenetic perspective

Nucleotide sequence data from a mitochondrial gene (16S) and two nuclear genes (c-mos, RAG-1) were used to evaluate the monophyly of the genus Coleodactylus, to provide the first phylogenetic hypothesis of relationships among its species in a cladistic framework, and to estimate the relative timing, of species divergences. Maximum Parsimony, Maximum Likelihood and Bayesian analyses of the combined data sets retrieved Coleodactylus as a monophyletic genus, although weakly Supported. Species were recovered as two genetically and morphological distinct clades, with C. amazonicus populations forming the sister taxon to the meridionalis group (C. brachystoma, C. meridionalis, C. natalensis, and C. septentrionalis). Within this group, C. septentrionalis was placed as the sister taxon to a clade comprising the rest of the species, C. meridionalis was recovered as the sister species to C. brachystoma, and C natalensis was found nested within C. meridionalis. Divergence time estimates based on penalized likelihood and Bayesian dating methods do not Support the previous hypothesis based on the Quaternary rain forest fragmentation model proposed to explain the diversification of the genus. The basal cladogenic event between major lineages of Coleodactylus was estimated to have occurred in the late Cretaceous (72.6 +/- 1.77 Mya), approximately at the same point in time than the other genera of Sphaerodactylinae diverged from each other. Within the meridionalis group, the split between C. septentrionalis and C. brachystoma + C. meridionalis was placed in the Eocene (46.4 +/- 4.22 Mya), and the divergence between C. brachystoma and C. meridionalis was estimated to have occurred in the Oligocene (29.3 +/- 4.33 Mya). Most intraspecific cladogenesis occurred through Miocene to Pliocene, and only for two conspecific samples and for C. natalensis could a Quaternary differentiation be assumed (1.9 +/- 1.3 Mya). (C) 2008 Elsevier Inc. All rights reserved.