Bayesian inference for a skew-normal IRT model under the centred parameterization

Item response theory (IRT) comprises a set of statistical models which are useful in many fields, especially when there is interest in studying latent variables. These latent variables are directly considered in the Item Response Models (IRM) and they are usually called latent traits. A usual assumption for parameter estimation of the IRM, considering one group of examinees, is to assume that the latent traits are random variables which follow a standard normal distribution. However, many works suggest that this assumption does not apply in many cases. Furthermore, when this assumption does not hold, the parameter estimates tend to be biased and misleading inference can be obtained. Therefore, it is important to model the distribution of the latent traits properly. In this paper we present an alternative latent traits modeling based on the so-called skew-normal distribution; see Genton (2004). We used the centred parameterization, which was proposed by Azzalini (1985). This approach ensures the model identifiability as pointed out by Azevedo et al. (2009b). Also, a Metropolis Hastings within Gibbs sampling (MHWGS) algorithm was built for parameter estimation by using an augmented data approach. A simulation study was performed in order to assess the parameter recovery in the proposed model and the estimation method, and the effect of the asymmetry level of the latent traits distribution on the parameter estimation. Also, a comparison of our approach with other estimation methods (which consider the assumption of symmetric normality for the latent traits distribution) was considered. The results indicated that our proposed algorithm recovers properly all parameters. Specifically, the greater the asymmetry level, the better the performance of our approach compared with other approaches, mainly in the presence of small sample sizes (number of examinees). Furthermore, we analyzed a real data set which presents indication of asymmetry concerning the latent traits distribution. The results obtained by using our approach confirmed the presence of strong negative asymmetry of the latent traits distribution. (C) 2010 Elsevier B.V. All rights reserved.

Prediction in Multilevel Logistic Regression

The purpose of this article is to present a new method to predict the response variable of an observation in a new cluster for a multilevel logistic regression. The central idea is based on the empirical best estimator for the random effect. Two estimation methods for multilevel model are compared: penalized quasi-likelihood and Gauss-Hermite quadrature. The performance measures for the prediction of the probability for a new cluster observation of the multilevel logistic model in comparison with the usual logistic model are examined through simulations and an application.

Reduction of Models in the Presence of Nuisance Parameters

In many statistical inference problems, there is interest in estimation of only some elements of the parameter vector that defines the adopted model. In general, such elements are associated to measures of location and the additional terms, known as nuisance parameters, to control the dispersion and asymmetry of the underlying distributions. To estimate all the parameters of the model and to draw inferences only on the parameters of interest. Depending on the adopted model, this procedure can be both algebraically is common and computationally very costly and thus it is convenient to reduce it, so that it depends only on the parameters of interest. This article reviews estimation methods in the presence of nuisance parameters and consider some applications in models recently discussed in the literature.

Methods of Estimation in Multiple Linear Regression: Application to Clinical Data

Nesse artigo, tem-se o interesse em avaliar diferentes estratégias de estimação de parâmetros para um modelo de regressão linear múltipla. Para a estimação dos parâmetros do modelo foram utilizados dados de um ensaio clínico em que o interesse foi verificar se o ensaio mecânico da propriedade de força máxima (EM-FM) está associada com a massa femoral, com o diâmetro femoral e com o grupo experimental de ratas ovariectomizadas da raça Rattus norvegicus albinus, variedade Wistar. Para a estimação dos parâmetros do modelo serão comparadas três metodologias: a metodologia clássica, baseada no método dos mínimos quadrados; a metodologia Bayesiana, baseada no teorema de Bayes; e o método Bootstrap, baseado em processos de reamostragem.

DETECTABILITY AND ERROR ESTIMATION IN ORBITAL FITS OF RESONANT EXTRASOLAR PLANETS

We estimate the conditions for detectability of two planets in a 2/1 mean-motion resonance from radial velocity data, as a function of their masses, number of observations and the signal-to-noise ratio. Even for a data set of the order of 100 observations and standard deviations of the order of a few meters per second, we find that Jovian-size resonant planets are difficult to detect if the masses of the planets differ by a factor larger than similar to 4. This is consistent with the present population of real exosystems in the 2/1 commensurability, most of which have resonant pairs with similar minimum masses, and could indicate that many other resonant systems exist, but are currently beyond the detectability limit. Furthermore, we analyze the error distribution in masses and orbital elements of orbital fits from synthetic data sets for resonant planets in the 2/1 commensurability. For various mass ratios and number of data points we find that the eccentricity of the outer planet is systematically overestimated, although the inner planet`s eccentricity suffers a much smaller effect. If the initial conditions correspond to small-amplitude oscillations around stable apsidal corotation resonances, the amplitudes estimated from the orbital fits are biased toward larger amplitudes, in accordance to results found in real resonant extrasolar systems.

Bayesian Estimation for Performance Measures of Two Diagnostic Tests in the Presence of Verification Bias

Sensitivity and specificity are measures that allow us to evaluate the performance of a diagnostic test. In practice, it is common to have situations where a proportion of selected individuals cannot have the real state of the disease verified, since the verification could be an invasive procedure, as occurs with biopsy. This happens, as a special case, in the diagnosis of prostate cancer, or in any other situation related to risks, that is, not practicable, nor ethical, or in situations with high cost. For this case, it is common to use diagnostic tests based only on the information of verified individuals. This procedure can lead to biased results or workup bias. In this paper, we introduce a Bayesian approach to estimate the sensitivity and the specificity for two diagnostic tests considering verified and unverified individuals, a result that generalizes the usual situation based on only one diagnostic test.

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.

On estimation and influence diagnostics for log-Birnbaum-Saunders Student-t regression models: Full Bayesian analysis

The purpose of this paper is to develop a Bayesian approach for log-Birnbaum-Saunders Student-t regression models under right-censored survival data. Markov chain Monte Carlo (MCMC) methods are used to develop a Bayesian procedure for the considered model. In order to attenuate the influence of the outlying observations on the parameter estimates, we present in this paper Birnbaum-Saunders models in which a Student-t distribution is assumed to explain the cumulative damage. Also, some discussions on the model selection to compare the fitted models are given and case deletion influence diagnostics are developed for the joint posterior distribution based on the Kullback-Leibler divergence. The developed procedures are illustrated with a real data set. (C) 2010 Elsevier B.V. All rights reserved.

Investigation by Combined Solid-State NMR and SAXS Methods of the Morphology and Domain Size in Polystyrene-b-Polyethylene Oxide-b-Polystyrene Triblock Copolymers

The microphase structure of a series of polystyrene-b-polyethylene oxide-b-polystyrene (SEOS) triblock copolymers with different compositions and molecular weights has been studied by solid-state NMR, DSC, wide and small angle X-ray scattering (WAXS and SAXS). WAXS and DSC measurements were used to detect the presence of crystalline domains of polyethyleneoxide (PEO) blocks at room temperature as a function of the copolymer chemical composition. Furthermore, DSC experiments allowed the determination of the melting temperatures of the crystalline part of the PEO blocks. SAXS measurements, performed above and below the melting temperature of the PEO blocks, revealed the formation of periodic structures, but the absence or the weakness of high order reflections peaks did not allow a clear assessment of the morphological structure of the copolymers. This information was inferred by combining the results obtained by SAXS and (1)H NMR spin diffusion experiments, which also provided an estimation of the size of the dispersed phases of the nanostructured copolymers. (C) 2009 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 48:55-64,2010

Bayesian Estimation of the Logistic Positive Exponent IRT Model

A Bayesian inference approach using Markov Chain Monte Carlo (MCMC) is developed for the logistic positive exponent (LPE) model proposed by Samejima and for a new skewed Logistic Item Response Theory (IRT) model, named Reflection LPE model. Both models lead to asymmetric item characteristic curves (ICC) and can be appropriate because a symmetric ICC treats both correct and incorrect answers symmetrically, which results in a logical contradiction in ordering examinees on the ability scale. A data set corresponding to a mathematical test applied in Peruvian public schools is analyzed, where comparisons with other parametric IRT models also are conducted. Several model comparison criteria are discussed and implemented. The main conclusion is that the LPE and RLPE IRT models are easy to implement and seem to provide the best fit to the data set considered.

Systematic risk estimation in symmetric models

The aim of this article is to discuss the estimation of the systematic risk in capital asset pricing models with heavy-tailed error distributions to explain the asset returns. Diagnostic methods for assessing departures from the model assumptions as well as the influence of observations on the parameter estimates are also presented. It may be shown that outlying observations are down weighted in the maximum likelihood equations of linear models with heavy-tailed error distributions, such as Student-t, power exponential, logistic II, so on. This robustness aspect may also be extended to influential observations. An application in which the systematic risk estimate of Microsoft is compared under normal and heavy-tailed errors is presented for illustration.