Influence diagnostics in nonlinear mixed-effects elliptical models

In this work we propose and analyze nonlinear elliptical models for longitudinal data, which represent an alternative to gaussian models in the cases of heavy tails, for instance. The elliptical distributions may help to control the influence of the observations in the parameter estimates by naturally attributing different weights for each case. We consider random effects to introduce the within-group correlation and work with the marginal model without requiring numerical integration. An iterative algorithm to obtain maximum likelihood estimates for the parameters is presented, as well as diagnostic results based on residual distances and local influence [Cook, D., 1986. Assessment of local influence. journal of the Royal Statistical Society - Series B 48 (2), 133-169; Cook D., 1987. Influence assessment. journal of Applied Statistics 14 (2),117-131; Escobar, L.A., Meeker, W.Q., 1992, Assessing influence in regression analysis with censored data, Biometrics 48, 507-528]. As numerical illustration, we apply the obtained results to a kinetics longitudinal data set presented in [Vonesh, E.F., Carter, R.L., 1992. Mixed-effects nonlinear regression for unbalanced repeated measures. Biometrics 48, 1-17], which was analyzed under the assumption of normality. (C) 2009 Elsevier B.V. All rights reserved.

A note on influence diagnostics in nonlinear mixed-effects elliptical models

This paper provides general matrix formulas for computing the score function, the (expected and observed) Fisher information and the A matrices (required for the assessment of local influence) for a quite general model which includes the one proposed by Russo et al. (2009). Additionally, we also present an expression for the generalized leverage on fixed and random effects. The matrix formulation has notational advantages, since despite the complexity of the postulated model, all general formulas are compact, clear and have nice forms. (C) 2010 Elsevier B.V. All rights reserved.

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.

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.

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.

Effects of isoflavones on the coagulation and fibrinolytic system of postmenopausal women

Objective: We evaluated the effects of soy isoflavone supplementation on hemostasis in healthy postmenopausal women. Methods: In this double-blinded, placebo-controlled study, 47 postmenopausal women 47-66 y of age received 40 mg of soy isoflavone (n = 25) or 40 mg of casein placebo (n = 22) once a day for 6 mo. Levels of factors VII and X. fibrinogen, thrombin-antithrombin complex, prothrombin fragments I plus 2, antithrombin, protein C, total and free protein S, plasminogen, plasminogen activator inhibitor-1, and D-dimers were measured at baseline and 6 mo. Urinary isoflavone concentrations (genistein and daidzein) were measured as a marker of compliance and absorption using high-performance liquid chromatography. Baseline characteristics were compared by unpaired Student`s t test. Within-group changes and comparison between the isoflavone and casein placebo groups were determined by a mixed effects model. Results: The levels of hemostatic variables did not change significantly throughout the study in the isoflavone group; however, the isoflavone group showed a statistically significant reduction in plasma concentration of prothrombin fragments I plus 2; both groups showed a statistically significant reduction in antithrombin, protein C, and free protein S levels. A significant increase in D-dimers was observed only in the isoflavone group. Plasminogen activator inhibitor-l levels increased significantly in the placebo group. However, these changes were not statistically different between groups. Conclusion: The results of the present study do not support a biologically significant estrogenic effect of soy isoflavone on coagulation and fibrinolysis in postmenopausal women. However, further research will be necessary to definitively assess the safety and efficacy of isoflavone. (D 2008 Elsevier Inc. All rights reserved.

Malaria on the Amazonian frontier: Transmission dynamics, risk factors, spatial distribution, and prospects for control

Little follow-up data on malaria transmission in communities originating from frontier settlements in Amazonia are available. Here we describe a cohort study in a frontier settlement in Acre, Brazil, where 509 subjects contributed 489.7 person-years of follow-up. The association between malaria morbidity during the follow-up and individual, household, and spatial covariates was explored with mixed-effects logistic regression models and spatial analysis. Incidence rates for Plasmodium vivax and Plasmodium falciparum malaria were 30.0/100 and 16.3/100 person-years at risk, respectively. Malaria morbidity was strongly associated with land clearing and farming, and decreased after five years of residence in the area, suggesting that clinical immunity develops among subjects exposed to low malaria endemicity. Significant spatial clustering of malaria was observed in the areas of most recent occupation, indicating that the continuous influx of nonimmune settlers to forest-fringe areas perpetuates the cycle of environmental change and colonization that favors malaria transmission in rural Amazonia.

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.

Toward a resolution of Campanulid phylogeny, with special reference to the placement of Dipsacales

Broad-scale phylogenetic analyses of the angiosperms and of the Asteridae have failed to confidently resolve relationships among the major lineages of the campanulid Asteridae (i.e., the euasterid II of APG II, 2003). To address this problem we assembled presently available sequences for a core set of 50 taxa, representing the diversity of the four largest lineages (Apiales, Aquifoliales, Asterales, Dipsacales) as well as the smaller ""unplaced"" groups (e.g., Bruniaceae, Paracryphiaceae, Columelliaceae). We constructed four data matrices for phylogenetic analysis: a chloroplast coding matrix (atpB, matK, ndhF, rbcL), a chloroplast non-coding matrix (rps16 intron, trnT-F region, trnV-atpE IGS), a combined chloroplast dataset (all seven chloroplast regions), and a combined genome matrix (seven chloroplast regions plus 18S and 26S rDNA). Bayesian analyses of these datasets using mixed substitution models produced often well-resolved and supported trees. Consistent with more weakly supported results from previous studies, our analyses support the monophyly of the four major clades and the relationships among them. Most importantly, Asterales are inferred to be sister to a clade containing Apiales and Dipsacales. Paracryphiaceae is consistently placed sister to the Dipsacales. However, the exact relationships of Bruniaceae, Columelliaceae, and an Escallonia clade depended upon the dataset. Areas of poor resolution in combined analyses may be partly explained by conflict between the coding and non-coding data partitions. We discuss the implications of these results for our understanding of campanulid phylogeny and evolution, paying special attention to how our findings bear on character evolution and biogeography in Dipsacales.

Excited-state absorption spectroscopy in oxidized Cytochrome c

This work reports on the excited-state absorption spectrum of oxidized Cytochrome c (Fe(3+)) dissolved in water, measured with the Z-scan technique with femtosecond laser pulses. The excited-state absorption cross-sections between 460 and 560 nm were determined with the aid of a three-energy-level model. Reverse saturable absorption was observed below 520 nm, while a saturable absorption process occurs in the Q-band, located around 530 nm. Above 560 nm, a competition between saturable absorption and two-photon absorption was inferred. These results show that Cytochrome c presents distinct nonlinear behaviors, which may be useful to study electron transfer chemistry in proteins by one- and two-photon absorption. In addition, owing to these nonlinear optical features, this molecule may be employed in applications involving photodynamics therapy and saturable absorbers. (C) 2009 Elsevier B.V. All rights reserved.

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.

Robust linear mixed models with skew-normal independent distributions from a Bayesian perspective

Linear mixed models were developed to handle clustered data and have been a topic of increasing interest in statistics for the past 50 years. Generally. the normality (or symmetry) of the random effects is a common assumption in linear mixed models but it may, sometimes, be unrealistic, obscuring important features of among-subjects variation. In this article, we utilize skew-normal/independent distributions as a tool for robust modeling of linear mixed models under a Bayesian paradigm. The skew-normal/independent distributions is an attractive class of asymmetric heavy-tailed distributions that includes the skew-normal distribution, skew-t, skew-slash and the skew-contaminated normal distributions as special cases, providing an appealing robust alternative to the routine use of symmetric distributions in this type of models. The methods developed are illustrated using a real data set from Framingham cholesterol study. (C) 2009 Elsevier B.V. All rights reserved.

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.

Predicting random effects with an expanded finite population mixed model

Prediction of random effects is an important problem with expanding applications. In the simplest context, the problem corresponds to prediction of the latent value (the mean) of a realized cluster selected via two-stage sampling. Recently, Stanek and Singer [Predicting random effects from finite population clustered samples with response error. J. Amer. Statist. Assoc. 99, 119-130] developed best linear unbiased predictors (BLUP) under a finite population mixed model that outperform BLUPs from mixed models and superpopulation models. Their setup, however, does not allow for unequally sized clusters. To overcome this drawback, we consider an expanded finite population mixed model based on a larger set of random variables that span a higher dimensional space than those typically applied to such problems. We show that BLUPs for linear combinations of the realized cluster means derived under such a model have considerably smaller mean squared error (MSE) than those obtained from mixed models, superpopulation models, and finite population mixed models. We motivate our general approach by an example developed for two-stage cluster sampling and show that it faithfully captures the stochastic aspects of sampling in the problem. We also consider simulation studies to illustrate the increased accuracy of the BLUP obtained under the expanded finite population mixed model. (C) 2007 Elsevier B.V. All rights reserved.

THE ROLE OF DIFFUSIVITY QUENCHING IN FLUX-TRANSPORT DYNAMO MODELS

In the nonlinear phase of a dynamo process, the back-reaction of the magnetic field upon the turbulent motion results in a decrease of the turbulence level and therefore in a suppression of both the magnetic field amplification (the alpha-quenching effect) and the turbulent magnetic diffusivity (the eta-quenching effect). While the former has been widely explored, the effects of eta-quenching in the magnetic field evolution have rarely been considered. In this work, we investigate the role of the suppression of diffusivity in a flux-transport solar dynamo model that also includes a nonlinear alpha-quenching term. Our results indicate that, although for alpha-quenching the dependence of the magnetic field amplification with the quenching factor is nearly linear, the magnetic field response to eta-quenching is nonlinear and spatially nonuniform. We have found that the magnetic field can be locally amplified in this case, forming long-lived structures whose maximum amplitude can be up to similar to 2.5 times larger at the tachocline and up to similar to 2 times larger at the center of the convection zone than in models without quenching. However, this amplification leads to unobservable effects and to a worse distribution of the magnetic field in the butterfly diagram. Since the dynamo cycle period increases when the efficiency of the quenching increases, we have also explored whether the eta-quenching can cause a diffusion-dominated model to drift into an advection-dominated regime. We have found that models undergoing a large suppression in eta produce a strong segregation of magnetic fields that may lead to unsteady dynamo-oscillations. On the other hand, an initially diffusion-dominated model undergoing a small suppression in eta remains in the diffusion-dominated regime.