Food energy content influences food portion size estimation by nutrition students

Background: Food portion size estimation involves a complex mental process that may influence food consumption evaluation. Knowing the variables that influence this process can improve the accuracy of dietary assessment. The present study aimed to evaluate the ability of nutrition students to estimate food portions in usual meals and relate food energy content with errors in food portion size estimation. Methods: Seventy-eight nutrition students, who had already studied food energy content, participated in this cross-sectional study on the estimation of food portions, organised into four meals. The participants estimated the quantity of each food, in grams or millilitres, with the food in view. Estimation errors were quantified, and their magnitude were evaluated. Estimated quantities (EQ) lower than 90% and higher than 110% of the weighed quantity (WQ) were considered to represent underestimation and overestimation, respectively. Correlation between food energy content and error on estimation was analysed by the Spearman correlation, and comparison between the mean EQ and WQ was accomplished by means of the Wilcoxon signed rank test (P < 0.05). Results: A low percentage of estimates (18.5%) were considered accurate (+/- 10% of the actual weight). The most frequently underestimated food items were cauliflower, lettuce, apple and papaya; the most often overestimated items were milk, margarine and sugar. A significant positive correlation between food energy density and estimation was found (r = 0.8166; P = 0.0002). Conclusions: The results obtained in the present study revealed a low percentage of acceptable estimations of food portion size by nutrition students, with trends toward overestimation of high-energy food items and underestimation of low-energy items.

Performance analysis of a single-user MISO ultra-wideband time reversal system with DFE

This paper presents an analysis of the performance of a baseband multiple-input single-output (MISO) time reversal ultra-wideband system (TR-UWB) incorporating a symbol spaced decision feedback equalizer (DFE). A semi-analytical performance analysis based on a Gaussian approach is considered, which matched well with simulation results, even for the DFE case. The channel model adopted is based on the IEEE 802.15.3a model, considering correlated shadowing across antenna elements. In order to provide a more realistic analysis, channel estimation errors are considered for the design of the TR filter. A guideline for the choice of equalizer length is provided. The results show that the system`s performance improves with an increase in the number of transmit antennas and when a symbol spaced equalizer is used with a relatively small number of taps compared to the number of resolvable paths in the channel impulse response. Moreover, it is possible to conclude that due to the time reversal scheme, the error propagation in the DFE does not play a role in the system`s performance.

Knowledge acquisition by networks of interacting agents in the presence of observation errors

In this work we investigate knowledge acquisition as performed by multiple agents interacting as they infer, under the presence of observation errors, respective models of a complex system. We focus the specific case in which, at each time step, each agent takes into account its current observation as well as the average of the models of its neighbors. The agents are connected by a network of interaction of Erdos-Renyi or Barabasi-Albert type. First, we investigate situations in which one of the agents has a different probability of observation error (higher or lower). It is shown that the influence of this special agent over the quality of the models inferred by the rest of the network can be substantial, varying linearly with the respective degree of the agent with different estimation error. In case the degree of this agent is taken as a respective fitness parameter, the effect of the different estimation error is even more pronounced, becoming superlinear. To complement our analysis, we provide the analytical solution of the overall performance of the system. We also investigate the knowledge acquisition dynamic when the agents are grouped into communities. We verify that the inclusion of edges between agents (within a community) having higher probability of observation error promotes the loss of quality in the estimation of the agents in the other communities.

The impact of measurement errors in the identification of regulatory networks

Background: There are several studies in the literature depicting measurement error in gene expression data and also, several others about regulatory network models. However, only a little fraction describes a combination of measurement error in mathematical regulatory networks and shows how to identify these networks under different rates of noise. Results: This article investigates the effects of measurement error on the estimation of the parameters in regulatory networks. Simulation studies indicate that, in both time series (dependent) and non-time series (independent) data, the measurement error strongly affects the estimated parameters of the regulatory network models, biasing them as predicted by the theory. Moreover, when testing the parameters of the regulatory network models, p-values computed by ignoring the measurement error are not reliable, since the rate of false positives are not controlled under the null hypothesis. In order to overcome these problems, we present an improved version of the Ordinary Least Square estimator in independent (regression models) and dependent (autoregressive models) data when the variables are subject to noises. Moreover, measurement error estimation procedures for microarrays are also described. Simulation results also show that both corrected methods perform better than the standard ones (i.e., ignoring measurement error). The proposed methodologies are illustrated using microarray data from lung cancer patients and mouse liver time series data. Conclusions: Measurement error dangerously affects the identification of regulatory network models, thus, they must be reduced or taken into account in order to avoid erroneous conclusions. This could be one of the reasons for high biological false positive rates identified in actual regulatory network models.

Offline Detection, Identification, and Correction of Branch Parameter Errors Based on Several Measurement Snapshots

This paper proposes a three-stage offline approach to detect, identify, and correct series and shunt branch parameter errors. In Stage 1 the branches suspected of having parameter errors are identified through an Identification Index (II). The II of a branch is the ratio between the number of measurements adjacent to that branch, whose normalized residuals are higher than a specified threshold value, and the total number of measurements adjacent to that branch. Using several measurement snapshots, in Stage 2 the suspicious parameters are estimated, in a simultaneous multiple-state-and-parameter estimation, via an augmented state and parameter estimator which increases the V - theta state vector for the inclusion of suspicious parameters. Stage 3 enables the validation of the estimation obtained in Stage 2, and is performed via a conventional weighted least squares estimator. Several simulation results (with IEEE bus systems) have demonstrated the reliability of the proposed approach to deal with single and multiple parameter errors in adjacent and non-adjacent branches, as well as in parallel transmission lines with series compensation. Finally the proposed approach is confirmed on tests performed on the Hydro-Quebec TransEnergie network.

Innovation concept for measurement gross error detection and identification in power system state estimation

In this study, the innovation approach is used to estimate the measurement total error associated with power system state estimation. This is required because the power system equations are very much correlated with each other and as a consequence part of the measurements errors is masked. For that purpose an index, innovation index (II), which provides the quantity of new information a measurement contains is proposed. A critical measurement is the limit case of a measurement with low II, it has a zero II index and its error is totally masked. In other words, that measurement does not bring any innovation for the gross error test. Using the II of a measurement, the masked gross error by the state estimation is recovered; then the total gross error of that measurement is composed. Instead of the classical normalised measurement residual amplitude, the corresponding normalised composed measurement residual amplitude is used in the gross error detection and identification test, but with m degrees of freedom. The gross error processing turns out to be very simple to implement, requiring only few adaptations to the existing state estimation software. The IEEE-14 bus system is used to validate the proposed gross error detection and identification test.

A nonlinear regression model with skew-normal errors

In this paper we have discussed inference aspects of the skew-normal nonlinear regression models following both, a classical and Bayesian approach, extending the usual normal nonlinear regression models. The univariate skew-normal distribution that will be used in this work was introduced by Sahu et al. (Can J Stat 29:129-150, 2003), which is attractive because estimation of the skewness parameter does not present the same degree of difficulty as in the case with Azzalini (Scand J Stat 12:171-178, 1985) one and, moreover, it allows easy implementation of the EM-algorithm. As illustration of the proposed methodology, we consider a data set previously analyzed in the literature under normality.

Hypotheses Testing on a Multivariate Null Intercept Errors-in-Variables Model

Considering the Wald, score, and likelihood ratio asymptotic test statistics, we analyze a multivariate null intercept errors-in-variables regression model, where the explanatory and the response variables are subject to measurement errors, and a possible structure of dependency between the measurements taken within the same individual are incorporated, representing a longitudinal structure. This model was proposed by Aoki et al. (2003b) and analyzed under the bayesian approach. In this article, considering the classical approach, we analyze asymptotic test statistics and present a simulation study to compare the behavior of the three test statistics for different sample sizes, parameter values and nominal levels of the test. Also, closed form expressions for the score function and the Fisher information matrix are presented. We consider two real numerical illustrations, the odontological data set from Hadgu and Koch (1999), and a quality control data set.

Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model

This paper develops a bias correction scheme for a multivariate heteroskedastic errors-in-variables model. The applicability of this model is justified in areas such as astrophysics, epidemiology and analytical chemistry, where the variables are subject to measurement errors and the variances vary with the observations. We conduct Monte Carlo simulations to investigate the performance of the corrected estimators. The numerical results show that the bias correction scheme yields nearly unbiased estimates. We also give an application to a real data set.

Bayesian estimation of regression parameters in elliptical measurement error models

The main object of this paper is to discuss the Bayes estimation of the regression coefficients in the elliptically distributed simple regression model with measurement errors. The posterior distribution for the line parameters is obtained in a closed form, considering the following: the ratio of the error variances is known, informative prior distribution for the error variance, and non-informative prior distributions for the regression coefficients and for the incidental parameters. We proved that the posterior distribution of the regression coefficients has at most two real modes. Situations with a single mode are more likely than those with two modes, especially in large samples. The precision of the modal estimators is studied by deriving the Hessian matrix, which although complicated can be computed numerically. The posterior mean is estimated by using the Gibbs sampling algorithm and approximations by normal distributions. The results are applied to a real data set and connections with results in the literature are reported. (C) 2011 Elsevier B.V. All rights reserved.

Bayesian Analysis for Nonlinear Regression Model Under Skewed Errors, with Application in Growth Curves

We have considered a Bayesian approach for the nonlinear regression model by replacing the normal distribution on the error term by some skewed distributions, which account for both skewness and heavy tails or skewness alone. The type of data considered in this paper concerns repeated measurements taken in time on a set of individuals. Such multiple observations on the same individual generally produce serially correlated outcomes. Thus, additionally, our model does allow for a correlation between observations made from the same individual. We have illustrated the procedure using a data set to study the growth curves of a clinic measurement of a group of pregnant women from an obstetrics clinic in Santiago, Chile. Parameter estimation and prediction were carried out using appropriate posterior simulation schemes based in Markov Chain Monte Carlo methods. Besides the deviance information criterion (DIC) and the conditional predictive ordinate (CPO), we suggest the use of proper scoring rules based on the posterior predictive distribution for comparing models. For our data set, all these criteria chose the skew-t model as the best model for the errors. These DIC and CPO criteria are also validated, for the model proposed here, through a simulation study. As a conclusion of this study, the DIC criterion is not trustful for this kind of complex model.

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.

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.

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.

Improved maximum-likelihood estimation in a regression model with general parametrization

We analyse the finite-sample behaviour of two second-order bias-corrected alternatives to the maximum-likelihood estimator of the parameters in a multivariate normal regression model with general parametrization proposed by Patriota and Lemonte [A. G. Patriota and A. J. Lemonte, Bias correction in a multivariate regression model with genereal parameterization, Stat. Prob. Lett. 79 (2009), pp. 1655-1662]. The two finite-sample corrections we consider are the conventional second-order bias-corrected estimator and the bootstrap bias correction. We present the numerical results comparing the performance of these estimators. Our results reveal that analytical bias correction outperforms numerical bias corrections obtained from bootstrapping schemes.