Improved testing inference in mixed linear models

Mixed linear models are commonly used in repeated measures studies. They account for the dependence amongst observations obtained from the same experimental unit. Often, the number of observations is small, and it is thus important to use inference strategies that incorporate small sample corrections. In this paper, we develop modified versions of the likelihood ratio test for fixed effects inference in mixed linear models. In particular, we derive a Bartlett correction to such a test, and also to a test obtained from a modified profile likelihood function. Our results generalize those in [Zucker, D.M., Lieberman, O., Manor, O., 2000. Improved small sample inference in the mixed linear model: Bartlett correction and adjusted likelihood. Journal of the Royal Statistical Society B, 62,827-838] by allowing the parameter of interest to be vector-valued. Additionally, our Bartlett corrections allow for random effects nonlinear covariance matrix structure. We report simulation results which show that the proposed tests display superior finite sample behavior relative to the standard likelihood ratio test. An application is also presented and discussed. (C) 2008 Elsevier B.V. All rights reserved.

Local influence for Student-t partially linear models

In this paper we extend partial linear models with normal errors to Student-t errors Penalized likelihood equations are applied to derive the maximum likelihood estimates which appear to be robust against outlying observations in the sense of the Mahalanobis distance In order to study the sensitivity of the penalized estimates under some usual perturbation schemes in the model or data the local influence curvatures are derived and some diagnostic graphics are proposed A motivating example preliminary analyzed under normal errors is reanalyzed under Student-t errors The local influence approach is used to compare the sensitivity of the model estimates (C) 2010 Elsevier B V All rights reserved

Transformed generalized linear models

The estimation of data transformation is very useful to yield response variables satisfying closely a normal linear model, Generalized linear models enable the fitting of models to a wide range of data types. These models are based on exponential dispersion models. We propose a new class of transformed generalized linear models to extend the Box and Cox models and the generalized linear models. We use the generalized linear model framework to fit these models and discuss maximum likelihood estimation and inference. We give a simple formula to estimate the parameter that index the transformation of the response variable for a subclass of models. We also give a simple formula to estimate the rth moment of the original dependent variable. We explore the possibility of using these models to time series data to extend the generalized autoregressive moving average models discussed by Benjamin er al. [Generalized autoregressive moving average models. J. Amer. Statist. Assoc. 98, 214-223]. The usefulness of these models is illustrated in a Simulation study and in applications to three real data sets. (C) 2009 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.

Performance of balanced two-stage empirical predictors of realized cluster latent values from finite populations: A simulation study

Predictors of random effects are usually based on the popular mixed effects (ME) model developed under the assumption that the sample is obtained from a conceptual infinite population; such predictors are employed even when the actual population is finite. Two alternatives that incorporate the finite nature of the population are obtained from the superpopulation model proposed by Scott and Smith (1969. Estimation in multi-stage surveys. J. Amer. Statist. Assoc. 64, 830-840) or from the finite population mixed model recently proposed by Stanek and Singer (2004. Predicting random effects from finite population clustered samples with response error. J. Amer. Statist. Assoc. 99, 1119-1130). Predictors derived under the latter model with the additional assumptions that all variance components are known and that within-cluster variances are equal have smaller mean squared error (MSE) than the competitors based on either the ME or Scott and Smith`s models. As population variances are rarely known, we propose method of moment estimators to obtain empirical predictors and conduct a simulation study to evaluate their performance. The results suggest that the finite population mixed model empirical predictor is more stable than its competitors since, in terms of MSE, it is either the best or the second best and when second best, its performance lies within acceptable limits. When both cluster and unit intra-class correlation coefficients are very high (e.g., 0.95 or more), the performance of the empirical predictors derived under the three models is similar. (c) 2007 Elsevier B.V. All rights reserved.

Changes in soil organic carbon storage under different agricultural management systems in the Southwest Amazon Region of Brazil

The Cerrado and Amazon regions of Brazil are probably the largest agricultural frontier of the world, and Could be a sink or source for C depending on the net effect of land use change and subsequent management on soil organic C pools. We evaluated the effects of agricultural management systems on soil organic C (SOC) stocks in the Brazilian states of Rondonia and Mato Grosso, and derived regional specific factors for soil C stock change associated with different management systems. We used 50 observations (data points) in this study, including 42 dealing with annual cropping practices and 8 dealing with perennial cropping, and analyzed the data in linear mixed-effect models. No tillage (NT) systems in Cerrado areas increased SOC Storage by 1.08 +/- 0.06 relative to SOC stocks under native conditions, while SOC storage increased by a modest factor of 1.01 +/- 0.17 in Cerradao and Amazon Forest conditions. Full tillage (FT) had negative effect on SOC storage relative to NT, decreasing SOC stocks by a factor of 0.94 +/- 0.04. but did not significantly reduce SOC stocks relative to native levels when adopted in the Cerrado region. Perennial cropping had a minimal impact on SOC stocks, estimated at a factor Value of 0.98 +/- 0.14, suggesting these systems maintain about 98% of the SOC stock found under native vegetation. The results Suggest that NT adoption may be increasing SOC with land use change from native vegetation to cropland management in the Cerrado region of Brazil. (C) 2009 Elsevier B.V. All rights reserved.

Double generalized linear model for tissue culture proportion data: a Bayesian perspective

Joint generalized linear models and double generalized linear models (DGLMs) were designed to model outcomes for which the variability can be explained using factors and/or covariates. When such factors operate, the usual normal regression models, which inherently exhibit constant variance, will under-represent variation in the data and hence may lead to erroneous inferences. For count and proportion data, such noise factors can generate a so-called overdispersion effect, and the use of binomial and Poisson models underestimates the variability and, consequently, incorrectly indicate significant effects. In this manuscript, we propose a DGLM from a Bayesian perspective, focusing on the case of proportion data, where the overdispersion can be modeled using a random effect that depends on some noise factors. The posterior joint density function was sampled using Monte Carlo Markov Chain algorithms, allowing inferences over the model parameters. An application to a data set on apple tissue culture is presented, for which it is shown that the Bayesian approach is quite feasible, even when limited prior information is available, thereby generating valuable insight for the researcher about its experimental results.

The influence of environmental variables on capybara (Hydrochoerus hydrochaeris: Rodentia, Hydrochoeridae) detectability in anthropogenic environments of southeastern Brazil

Capybaras were monitored weekly from 1998 to 2006 by counting individuals in three anthropogenic environments (mixed agricultural fields, forest and open areas) of southeastern Brazil in order to examine the possible influence of environmental variables (temperature, humidity, wind speed, precipitation and global radiation) on the detectability of this species. There was consistent seasonality in the number of capybaras in the study area, with a specific seasonal pattern in each area. Log-linear models were fitted to the sample counts of adult capybaras separately for each sampled area, with an allowance for monthly effects, time trends and the effects of environmental variables. Log-linear models containing effects for the months of the year and a quartic time trend were highly significant. The effects of environmental variables on sample counts were different in each type of environment. As environmental variables affect capybara detectability, they should be considered in future species survey/monitoring programs.

The association between air pollution and blood pressure in traffic controllers in Santo Andre, Sao Paulo, Brazil

Background: Urban air pollutants are associated with cardiovascular events. Traffic controllers are at high risk for pollution exposure during outdoor work shifts. Objective: The purpose of this study was to evaluate the relationship between air pollution and systemic blood pressure in traffic controllers during their work shifts. Methods: This cross-sectional study enrolled 19 male traffic controllers from Santo Andre city (Sao Paulo, Brazil) who were 30-60 years old and exposed to ambient air during outdoor work shifts. Systolic and diastolic blood pressure readings were measured every 15 min by an Ambulatory Arterial Blood Pressure Monitoring device. Hourly measurements (lags of 0-5 h) and the moving averages (2-5 h) of particulate matter (PM(10)), ozone (O(3)) ambient concentrations and the acquired daily minimum temperature and humidity means from the Sao Paulo State Environmental Agency were correlated with both systolic and diastolic blood pressures. Statistical methods included descriptive analysis and linear mixed effect models adjusted for temperature, humidity, work periods and time of day. Results: Interquartile increases of PM(10) (33 mu g/m(3)) and O(3) (49 mu g/m(3)) levels were associated with increases in all arterial pressure parameters, ranging from 1.06 to 2.53 mmHg. PM(10) concentration was associated with early effects (lag 0), mainly on systolic blood pressure. However, O(3) was weakly associated most consistently with diastolic blood pressure and with late cumulative effects. Conclusions: Santo Andre traffic controllers presented higher blood pressure readings while working their outdoor shifts during periods of exposure to ambient pollutant fluctuations. However, PM(10) and O(3) induced cardiovascular effects demonstrated different time courses and end-point behaviors and probably acted through different mechanisms. (C) 2011 Elsevier Inc. All rights reserved.

ELECTROMYOGRAPHIC AMPLITUDE RATIO OF SERRATUS ANTERIOR AND UPPER TRAPEZIUS MUSCLES DURING MODIFIED PUSH-UPS AND BENCH PRESS EXERCISES

Imbalance and weakness of the serratus anterior and upper trapezius force couple have been described in patients with shoulder dysfunction. There is interest in identifying exercises that selectively activate these muscles and including it in rehabilitation protocols. This study aims to verify the UT/SA electromyographic (EMG) amplitude ratio, performed in different upper limb exercises and on two bases of support. Twelve healthy men were tested (average age = 22.8 +/- 3.1 years), and surface EMG was recorded from the upper trapezius and serratus anterior using single differential surface electrodes. Volunteers performed isometric contractions over a stable base of support and on a Swiss ball during the wall push-up (WP), bench press (BP), and push-up (PU) exercises. All SEMG data are reported as a percentage of root mean square or integral of linear envelope from the maximal value obtained in one of three maximal voluntary contractions for each muscle studied. A linear mixed-effect model was performed to compare UT/SA ratio values. The WP, BP, and PU exercises showed UT/SA ratio mean +/- SD values of 0.69 +/- 0.72, 0.14 +/- 0.12, and 0.39 +/- 0.37 for stable surfaces, respectively, whereas for unstable surfaces, the values were 0.73 +/- 0.67, 0.43 +/- 0.39, and 0.32 +/- 0.30. The results demonstrate that UT/SA ratio was influenced by the exercises and by the upper limb base of support. The practical application is to show that BP on a stable surface is the exercise preferred over WP and PU on either surfaces for serratus anterior muscle training in patients with imbalance between the UT/SA force couple or serratus anterior weakness.

Orthogonal packing of identical rectangles within isotropic convex regions

A mixed integer continuous nonlinear model and a solution method for the problem of orthogonally packing identical rectangles within an arbitrary convex region are introduced in the present work. The convex region is assumed to be made of an isotropic material in such a way that arbitrary rotations of the items, preserving the orthogonality constraint, are allowed. The solution method is based on a combination of branch and bound and active-set strategies for bound-constrained minimization of smooth functions. Numerical results show the reliability of the presented approach. (C) 2010 Elsevier Ltd. All rights reserved.

Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models

We present simple matrix formulae for corrected score statistics in symmetric nonlinear regression models. The corrected score statistics follow more closely a chi (2) distribution than the classical score statistic. Our simulation results indicate that the corrected score tests display smaller size distortions than the original score test. We also compare the sizes and the powers of the corrected score tests with bootstrap-based score tests.

Local Influence Under Parameter Constraints

Calculations of local influence curvatures and leverage have been well developed when the parameters are unrestricted. In this article, we discuss the assessment of local influence and leverage under linear equality parameter constraints with extensions to inequality constraints. Using a penalized quadratic function we express the normal curvature of local influence for arbitrary perturbation schemes and the generalized leverage matrix in interpretable forms, which depend on restricted and unrestricted components. The results are quite general and can be applied in various statistical models. In particular, we derive the normal curvature under three useful perturbation schemes for generalized linear models. Four illustrative examples are analyzed by the methodology developed in the article.

On estimation and influence diagnostics for the Grubbs` model under heavy-tailed distributions

The Grubbs` measurement model is frequently used to compare several measuring devices. It is common to assume that the random terms have a normal distribution. However, such assumption makes the inference vulnerable to outlying observations, whereas scale mixtures of normal distributions have been an interesting alternative to produce robust estimates, keeping the elegancy and simplicity of the maximum likelihood theory. The aim of this paper is to develop an EM-type algorithm for the parameter estimation, and to use the local influence method to assess the robustness aspects of these parameter estimates under some usual perturbation schemes, In order to identify outliers and to criticize the model building we use the local influence procedure in a Study to compare the precision of several thermocouples. (C) 2008 Elsevier B.V. All rights reserved.

Asymptotic Skewness in Exponential Family Nonlinear Models

In this article, we give an asymptotic formula of order n(-1/2), where n is the sample size, for the skewness of the distributions of the maximum likelihood estimates of the parameters in exponencial family nonlinear models. We generalize the result by Cordeiro and Cordeiro ( 2001). The formula is given in matrix notation and is very suitable for computer implementation and to obtain closed form expressions for a great variety of models. Some special cases and two applications are discussed.