Local Influence Analysis for Skew-Normal Linear Mixed Models

In this article, we consider local influence analysis for the skew-normal linear mixed model (SN-LMM). As the observed data log-likelihood associated with the SN-LMM is intractable, Cook`s well-known approach cannot be applied to obtain measures of local influence. Instead, we develop local influence measures following the approach of Zhu and Lee (2001). This approach is based on the use of an EM-type algorithm and is measurement invariant under reparametrizations. Four specific perturbation schemes are discussed. Results obtained for a simulated data set and a real data set are reported, illustrating the usefulness of the proposed methodology.

Linear dimensional changes in plaster die models using different elastomeric materials

Dental impression is an important step in the preparation of prostheses since it provides the reproduction of anatomic and surface details of teeth and adjacent structures. The objective of this study was to evaluate the linear dimensional alterations in gypsum dies obtained with different elastomeric materials, using a resin coping impression technique with individual shells. A master cast made of stainless steel with fixed prosthesis characteristics with two prepared abutment teeth was used to obtain the impressions. References points (A, B, C, D, E and F) were recorded on the occlusal and buccal surfaces of abutments to register the distances. The impressions were obtained using the following materials: polyether, mercaptan-polysulfide, addition silicone, and condensation silicone. The transfer impressions were made with custom trays and an irreversible hydrocolloid material and were poured with type IV gypsum. The distances between identified points in gypsum dies were measured using an optical microscope and the results were statistically analyzed by ANOVA (p < 0.05) and Tukey's test. The mean of the distances were registered as follows: addition silicone (AB = 13.6 µm, CD=15.0 µm, EF = 14.6 µm, GH=15.2 µm), mercaptan-polysulfide (AB = 36.0 µm, CD = 36.0 µm, EF = 39.6 µm, GH = 40.6 µm), polyether (AB = 35.2 µm, CD = 35.6 µm, EF = 39.4 µm, GH = 41.4 µm) and condensation silicone (AB = 69.2 µm, CD = 71.0 µm, EF = 80.6 µm, GH = 81.2 µm). All of the measurements found in gypsum dies were compared to those of a master cast. The results demonstrated that the addition silicone provides the best stability of the compounds tested, followed by polyether, polysulfide and condensation silicone. No statistical differences were obtained between polyether and mercaptan-polysulfide materials.

Data collapse, scaling functions, and analytical solutions of generalized growth models

We consider a nontrivial one-species population dynamics model with finite and infinite carrying capacities. Time-dependent intrinsic and extrinsic growth rates are considered in these models. Through the model per capita growth rate we obtain a heuristic general procedure to generate scaling functions to collapse data into a simple linear behavior even if an extrinsic growth rate is included. With this data collapse, all the models studied become independent from the parameters and initial condition. Analytical solutions are found when time-dependent coefficients are considered. These solutions allow us to perceive nontrivial transitions between species extinction and survival and to calculate the transition's critical exponents. Considering an extrinsic growth rate as a cancer treatment, we show that the relevant quantity depends not only on the intensity of the treatment, but also on when the cancerous cell growth is maximum.

Residuals for log-Burr XII regression models in survival analysis

In this paper, we compare three residuals to assess departures from the error assumptions as well as to detect outlying observations in log-Burr XII regression models with censored observations. These residuals can also be used for the log-logistic regression model, which is a special case of the log-Burr XII regression model. For different parameter settings, sample sizes and censoring percentages, various simulation studies are performed and the empirical distribution of each residual is displayed and compared with the standard normal distribution. These studies suggest that the residual analysis usually performed in normal linear regression models can be straightforwardly extended to the modified martingale-type residual in log-Burr XII regression models with censored data.

Log-modified Weibull regression models with censored data: Sensitivity and residual analysis

This paper proposes a regression model considering the modified Weibull distribution. This distribution can be used to model bathtub-shaped failure rate functions. Assuming censored data, we consider maximum likelihood and Jackknife estimators for the parameters of the model. We derive the appropriate matrices for assessing local influence on the parameter estimates under different perturbation schemes and we also present some ways to perform global influence. Besides, for different parameter settings, sample sizes and censoring percentages, various simulations are performed and the empirical distribution of the modified deviance residual is displayed and compared with the standard normal distribution. These studies suggest that the residual analysis usually performed in normal linear regression models can be straightforwardly extended for a martingale-type residual in log-modified Weibull regression models with censored data. Finally, we analyze a real data set under log-modified Weibull regression models. A diagnostic analysis and a model checking based on the modified deviance residual are performed to select appropriate models. (c) 2008 Elsevier B.V. All rights reserved.

A Log-Linear Regression Model for the Beta-Weibull Distribution

We introduce the log-beta Weibull regression model based on the beta Weibull distribution (Famoye et al., 2005; Lee et al., 2007). We derive expansions for the moment generating function which do not depend on complicated functions. The new regression model represents a parametric family of models that includes as sub-models several widely known regression models that can be applied to censored survival data. We employ a frequentist analysis, a jackknife estimator, and a parametric bootstrap for the parameters of the proposed model. We derive the appropriate matrices for assessing local influences on the parameter estimates under different perturbation schemes and present some ways to assess global influences. Further, for different parameter settings, sample sizes, and censoring percentages, several simulations are performed. In addition, the empirical distribution of some modified residuals are displayed and compared with the standard normal distribution. These studies suggest that the residual analysis usually performed in normal linear regression models can be extended to a modified deviance residual in the proposed regression model applied to censored data. We define martingale and deviance residuals to evaluate the model assumptions. The extended regression model is very useful for the analysis of real data and could give more realistic fits than other special regression models.

Heteroscedastic Nonlinear Regression Models

In this article, we present a generalization of the Bayesian methodology introduced by Cepeda and Gamerman (2001) for modeling variance heterogeneity in normal regression models where we have orthogonality between mean and variance parameters to the general case considering both linear and highly nonlinear regression models. Under the Bayesian paradigm, we use MCMC methods to simulate samples for the joint posterior distribution. We illustrate this algorithm considering a simulated data set and also considering a real data set related to school attendance rate for children in Colombia. Finally, we present some extensions of the proposed MCMC algorithm.

Exact Search Directions for Optimization of Linear and Nonlinear Models Based on Generalized Orthonormal Functions

A novel technique for selecting the poles of orthonormal basis functions (OBF) in Volterra models of any order is presented. It is well-known that the usual large number of parameters required to describe the Volterra kernels can be significantly reduced by representing each kernel using an appropriate basis of orthonormal functions. Such a representation results in the so-called OBF Volterra model, which has a Wiener structure consisting of a linear dynamic generated by the orthonormal basis followed by a nonlinear static mapping given by the Volterra polynomial series. Aiming at optimizing the poles that fully parameterize the orthonormal bases, the exact gradients of the outputs of the orthonormal filters with respect to their poles are computed analytically by using a back-propagation-through-time technique. The expressions relative to the Kautz basis and to generalized orthonormal bases of functions (GOBF) are addressed; the ones related to the Laguerre basis follow straightforwardly as a particular case. The main innovation here is that the dynamic nature of the OBF filters is fully considered in the gradient computations. These gradients provide exact search directions for optimizing the poles of a given orthonormal basis. Such search directions can, in turn, be used as part of an optimization procedure to locate the minimum of a cost-function that takes into account the error of estimation of the system output. The Levenberg-Marquardt algorithm is adopted here as the optimization procedure. Unlike previous related work, the proposed approach relies solely on input-output data measured from the system to be modeled, i.e., no information about the Volterra kernels is required. Examples are presented to illustrate the application of this approach to the modeling of dynamic systems, including a real magnetic levitation system with nonlinear oscillatory behavior.

Bayesian nonlinear regression models with scale mixtures of skew-normal distributions: Estimation and case influence diagnostics

The purpose of this paper is to develop a Bayesian analysis for nonlinear regression models under scale mixtures of skew-normal distributions. This novel class of models provides a useful generalization of the symmetrical nonlinear regression models since the error distributions cover both skewness and heavy-tailed distributions such as the skew-t, skew-slash and the skew-contaminated normal distributions. The main advantage of these class of distributions is that they have a nice hierarchical representation that allows the implementation of Markov chain Monte Carlo (MCMC) methods to simulate samples from the joint posterior distribution. In order to examine the robust aspects of this flexible class, against outlying and influential observations, we present a Bayesian case deletion influence diagnostics based on the Kullback-Leibler divergence. Further, some discussions on the model selection criteria are given. The newly developed procedures are illustrated considering two simulations study, and a real data previously analyzed under normal and skew-normal nonlinear regression models. (C) 2010 Elsevier B.V. All rights reserved.

Transformed symmetric models

For the first time, we introduce a class of transformed symmetric models to extend the Box and Cox models to more general symmetric models. The new class of models includes all symmetric continuous distributions with a possible non-linear structure for the mean and enables the fitting of a wide range of models to several data types. The proposed methods offer more flexible alternatives to Box-Cox or other existing procedures. We derive a very simple iterative process for fitting these models by maximum likelihood, whereas a direct unconditional maximization would be more difficult. We give simple formulae to estimate the parameter that indexes the transformation of the response variable and the moments of the original dependent variable which generalize previous published results. We discuss inference on the model parameters. The usefulness of the new class of models is illustrated in one application to a real dataset.

Sampling, WLS, and Mixed Models

Mixed models may be defined with or without reference to sampling, and can be used to predict realized random effects, as when estimating the latent values of study subjects measured with response error. When the model is specified without reference to sampling, a simple mixed model includes two random variables, one stemming from an exchangeable distribution of latent values of study subjects and the other, from the study subjects` response error distributions. Positive probabilities are assigned to both potentially realizable responses and artificial responses that are not potentially realizable, resulting in artificial latent values. In contrast, finite population mixed models represent the two-stage process of sampling subjects and measuring their responses, where positive probabilities are only assigned to potentially realizable responses. A comparison of the estimators over the same potentially realizable responses indicates that the optimal linear mixed model estimator (the usual best linear unbiased predictor, BLUP) is often (but not always) more accurate than the comparable finite population mixed model estimator (the FPMM BLUP). We examine a simple example and provide the basis for a broader discussion of the role of conditioning, sampling, and model assumptions in developing inference.

Deviance residuals in generalised log-gamma regression models with censored observations

In this article, we compare three residuals based on the deviance component in generalised log-gamma regression models with censored observations. For different parameter settings, sample sizes and censoring percentages, various simulation studies are performed and the empirical distribution of each residual is displayed and compared with the standard normal distribution. For all cases studied, the empirical distributions of the proposed residuals are in general symmetric around zero, but only a martingale-type residual presented negligible kurtosis for the majority of the cases studied. These studies suggest that the residual analysis usually performed in normal linear regression models can be straightforwardly extended for the martingale-type residual in generalised log-gamma regression models with censored data. A lifetime data set is analysed under log-gamma regression models and a model checking based on the martingale-type residual is performed.

Multivariate measurement error models based on scale mixtures of the skew-normal distribution

Scale mixtures of the skew-normal (SMSN) distribution is a class of asymmetric thick-tailed distributions that includes the skew-normal (SN) distribution as a special case. The main advantage of these classes of distributions is that they are easy to simulate and have a nice hierarchical representation facilitating easy implementation of the expectation-maximization algorithm for the maximum-likelihood estimation. In this paper, we assume an SMSN distribution for the unobserved value of the covariates and a symmetric scale mixtures of the normal distribution for the error term of the model. This provides a robust alternative to parameter estimation in multivariate measurement error models. Specific distributions examined include univariate and multivariate versions of the SN, skew-t, skew-slash and skew-contaminated normal distributions. The results and methods are applied to a real data set.

Birnbaum-Saunders nonlinear regression models

We introduce, for the first time, a new class of Birnbaum-Saunders nonlinear regression models potentially useful in lifetime data analysis. The class generalizes the regression model described by Rieck and Nedelman [Rieck, J.R., Nedelman, J.R., 1991. A log-linear model for the Birnbaum-Saunders distribution. Technometrics 33, 51-60]. We discuss maximum-likelihood estimation for the parameters of the model, and derive closed-form expressions for the second-order biases of these estimates. Our formulae are easily computed as ordinary linear regressions and are then used to define bias corrected maximum-likelihood estimates. Some simulation results show that the bias correction scheme yields nearly unbiased estimates without increasing the mean squared errors. Two empirical applications are analysed and discussed. Crown Copyright (C) 2009 Published by Elsevier B.V. All rights reserved.

Comparative study of dental arch width in plaster models, photocopies and digitized images

The aim of this study was to comparatively assess dental arch width, in the canine and molar regions, by means of direct measurements from plaster models, photocopies and digitized images of the models. The sample consisted of 130 pairs of plaster models, photocopies and digitized images of the models of white patients (n = 65), both genders, with Class I and Class II Division 1 malocclusions, treated by standard Edgewise mechanics and extraction of the four first premolars. Maxillary and mandibular intercanine and intermolar widths were measured by a calibrated examiner, prior to and after orthodontic treatment, using the three modes of reproduction of the dental arches. Dispersion of the data relative to pre- and posttreatment intra-arch linear measurements (mm) was represented as box plots. The three measuring methods were compared by one-way ANOVA for repeated measurements (α = 0.05). Initial / final mean values varied as follows: 33.94 to 34.29 mm / 34.49 to 34.66 mm (maxillary intercanine width); 26.23 to 26.26 mm / 26.77 to 26.84 mm (mandibular intercanine width); 49.55 to 49.66 mm / 47.28 to 47.45 mm (maxillary intermolar width) and 43.28 to 43.41 mm / 40.29 to 40.46 mm (mandibular intermolar width). There were no statistically significant differences between mean dental arch widths estimated by the three studied methods, prior to and after orthodontic treatment. It may be concluded that photocopies and digitized images of the plaster models provided reliable reproductions of the dental arches for obtaining transversal intra-arch measurements.