Constant coefficient tests for random coefficient regression

Random coefficient regression models have been applied in differentfields and they constitute a unifying setup for many statisticalproblems. The nonparametric study of this model started with Beranand Hall (1992) and it has become a fruitful framework. In thispaper we propose and study statistics for testing a basic hypothesisconcerning this model: the constancy of coefficients. The asymptoticbehavior of the statistics is investigated and bootstrapapproximations are used in order to determine the critical values ofthe test statistics. A simulation study illustrates the performanceof the proposals.

Solving higher-dimensional continuous time stochastic control problems by value function regression

The paper develops a method to solve higher-dimensional stochasticcontrol problems in continuous time. A finite difference typeapproximation scheme is used on a coarse grid of low discrepancypoints, while the value function at intermediate points is obtainedby regression. The stability properties of the method are discussed,and applications are given to test problems of up to 10 dimensions.Accurate solutions to these problems can be obtained on a personalcomputer.

Weighted Kernel regression

In the fixed design regression model, additional weights areconsidered for the Nadaraya--Watson and Gasser--M\"uller kernel estimators.We study their asymptotic behavior and the relationships between new andclassical estimators. For a simple family of weights, and considering theIMSE as global loss criterion, we show some possible theoretical advantages.An empirical study illustrates the performance of the weighted estimatorsin finite samples.

How wide is the gap? An investigation of gender wage differences using quantile regression

In this paper we examine the determinants of wages and decompose theobserved differences across genders into the "explained by differentcharacteristics" and "explained by different returns components"using a sample of Spanish workers. Apart from the conditionalexpectation of wages, we estimate the conditional quantile functionsfor men and women and find that both the absolute wage gap and thepart attributed to different returns at each of the quantiles, farfrom being well represented by their counterparts at the mean, aregreater as we move up in the wage range.

Validation procedures in radiological diagnostic models. Neural network and logistic regression

The objective of this paper is to compare the performance of twopredictive radiological models, logistic regression (LR) and neural network (NN), with five different resampling methods. One hundred and sixty-seven patients with proven calvarial lesions as the only known disease were enrolled. Clinical and CT data were used for LR and NN models. Both models were developed with cross validation, leave-one-out and three different bootstrap algorithms. The final results of each model were compared with error rate and the area under receiver operating characteristic curves (Az). The neural network obtained statistically higher Az than LR with cross validation. The remaining resampling validation methods did not reveal statistically significant differences between LR and NN rules. The neural network classifier performs better than the one based on logistic regression. This advantage is well detected by three-fold cross-validation, but remains unnoticed when leave-one-out or bootstrap algorithms are used.

Fixed and random effects in Classical and Bayesian regression

This paper proposes a common and tractable framework for analyzingdifferent definitions of fixed and random effects in a contant-slopevariable-intercept model. It is shown that, regardless of whethereffects (i) are treated as parameters or as an error term, (ii) areestimated in different stages of a hierarchical model, or whether (iii)correlation between effects and regressors is allowed, when the sameinformation on effects is introduced into all estimation methods, theresulting slope estimator is also the same across methods. If differentmethods produce different results, it is ultimately because differentinformation is being used for each methods.

The importance of individual heterogeneity in the decomposition of measures of socioeconomic inequality in health: An approach based on quantile regression

This paper shows how recently developed regression-based methods for thedecomposition of health inequality can be extended to incorporateindividual heterogeneity in the responses of health to the explanatoryvariables. We illustrate our method with an application to the CanadianNPHS of 1994. Our strategy for the estimation of heterogeneous responsesis based on the quantile regression model. The results suggest that thereis an important degree of heterogeneity in the association of health toexplanatory variables which, in turn, accounts for a substantial percentageof inequality in observed health. A particularly interesting finding isthat the marginal response of health to income is zero for healthyindividuals but positive and significant for unhealthy individuals. Theheterogeneity in the income response reduces both overall health inequalityand income related health inequality.

Bootstrapping pairs in Distance-Based Regression

La regressió basada en distàncies és un mètode de predicció que consisteix en dos passos: a partir de les distàncies entre observacions obtenim les variables latents, les quals passen a ser els regressors en un model lineal de mínims quadrats ordinaris. Les distàncies les calculem a partir dels predictors originals fent us d'una funció de dissimilaritats adequada. Donat que, en general, els regressors estan relacionats de manera no lineal amb la resposta, la seva selecció amb el test F usual no és possible. En aquest treball proposem una solució a aquest problema de selecció de predictors definint tests estadístics generalitzats i adaptant un mètode de bootstrap no paramètric per a l'estimació dels p-valors. Incluim un exemple numèric amb dades de l'assegurança d'automòbils.

Bootstrapping pairs in Distance-Based Regression

La regressió basada en distàncies és un mètode de predicció que consisteix en dos passos: a partir de les distàncies entre observacions obtenim les variables latents, les quals passen a ser els regressors en un model lineal de mínims quadrats ordinaris. Les distàncies les calculem a partir dels predictors originals fent us d'una funció de dissimilaritats adequada. Donat que, en general, els regressors estan relacionats de manera no lineal amb la resposta, la seva selecció amb el test F usual no és possible. En aquest treball proposem una solució a aquest problema de selecció de predictors definint tests estadístics generalitzats i adaptant un mètode de bootstrap no paramètric per a l'estimació dels p-valors. Incluim un exemple numèric amb dades de l'assegurança d'automòbils.

Magmatismo paleozoico en el Macizo del Roc de Frausa (Pirineos Orientales)

En el Macizo del Roc de Frausa se han diferenciado mediante criterios geoquímicos dos tipos diferentes de anfibolitas. El primer tipo lo forman metabasitas de afinidad toleitica y composición próxima a los E-MOIIB. Proceden de magmas poco evolucionados moderadamente bajos en potasio. Forman sills intercalados entre los metasedimentos cambro-ordovícicos y están asociadas a porfiroides gneísicos. Los porfiroides gneisicos representan términos ácidos subaluminicos de carácter explosivo y afinidad calcoalcalina con un contenido medio en potasio. Su relación genética con las metabasitas es poco clara; se interpretan como diferenciados ácidos de estas con una importante mezcla de material cortical. Se sugiere para este magmatismo un ámbito geodinámico continental fini-compresivo en relación con cucncas marginales.

Adapting football to the child: an application of the logistic regression model in observational mewthodology.

Logistic regression is included into the analysis techniques which are valid for observationalmethodology. However, its presence at the heart of thismethodology, and more specifically in physical activity and sports studies, is scarce. With a view to highlighting the possibilities this technique offers within the scope of observational methodology applied to physical activity and sports, an application of the logistic regression model is presented. The model is applied in the context of an observational design which aims to determine, from the analysis of use of the playing area, which football discipline (7 a side football, 9 a side football or 11 a side football) is best adapted to the child"s possibilities. A multiple logistic regression model can provide an effective prognosis regarding the probability of a move being successful (reaching the opposing goal area) depending on the sector in which the move commenced and the football discipline which is being played.

Multislice CT for assessing in-stent dimensions after left main coronary artery stenting: a comparison with three dimensional intravascular ultrasound

Objective: To evaluate the agreement between multislice CT (MSCT) and intravascular ultrasound (IVUS) to assess the in-stent lumen diameters and lumen areas of left main coronary artery (LMCA) stents. Design: Prospective, observational single centre study. Setting: A single tertiary referral centre. Patients: Consecutive patients with LMCA stenting excluding patients with atrial fibrillation and chronic renal failure. Interventions: MSCT and IVUS imaging at 912 months follow-up were performed for all patients. Main outcome measures: Agreement between MSCT and IVUS minimum luminal area (MLA) and minimum luminal diameter (MLD). A receiver operating characteristic (ROC) curve was plotted to find the MSCT cut-off point to diagnose binary restenosis equivalent to 6 mm2 by IVUS. Results: 52 patients were analysed. PassingBablok regression analysis obtained a β coefficient of 0.786 (0.586 to 1.071) for MLA and 1.250 (0.936 to 1.667) for MLD, ruling out proportional bias. The α coefficient was −3.588 (−8.686 to −0.178) for MLA and −1.713 (−3.583 to −0.257) for MLD, indicating an underestimation trend of MSCT. The ROC curve identified an MLA ≤4.7 mm2 as the best threshold to assess in-stent restenosis by MSCT. Conclusions: Agreement between MSCT and IVUS to assess in-stent MLA and MLD for LMCA stenting is good. An MLA of 4.7 mm2 by MSCT is the best threshold to assess binary restenosis. MSCT imaging can be considered in selected patients to assess LMCA in-stent restenosis

High capacity robust audio watermarking scheme based on FFT and linear regression

Peer-reviewed

Stratification of the severity of critically ill patients with classification trees

Background: Development of three classification trees (CT) based on the CART (Classification and Regression Trees), CHAID (Chi-Square Automatic Interaction Detection) and C4.5 methodologies for the calculation of probability of hospital mortality; the comparison of the results with the APACHE II, SAPS II and MPM II-24 scores, and with a model based on multiple logistic regression (LR). Methods: Retrospective study of 2864 patients. Random partition (70:30) into a Development Set (DS) n = 1808 and Validation Set (VS) n = 808. Their properties of discrimination are compared with the ROC curve (AUC CI 95%), Percent of correct classification (PCC CI 95%); and the calibration with the Calibration Curve and the Standardized Mortality Ratio (SMR CI 95%). Results: CTs are produced with a different selection of variables and decision rules: CART (5 variables and 8 decision rules), CHAID (7 variables and 15 rules) and C4.5 (6 variables and 10 rules). The common variables were: inotropic therapy, Glasgow, age, (A-a)O2 gradient and antecedent of chronic illness. In VS: all the models achieved acceptable discrimination with AUC above 0.7. CT: CART (0.75(0.71-0.81)), CHAID (0.76(0.72-0.79)) and C4.5 (0.76(0.73-0.80)). PCC: CART (72(69- 75)), CHAID (72(69-75)) and C4.5 (76(73-79)). Calibration (SMR) better in the CT: CART (1.04(0.95-1.31)), CHAID (1.06(0.97-1.15) and C4.5 (1.08(0.98-1.16)). Conclusion: With different methodologies of CTs, trees are generated with different selection of variables and decision rules. The CTs are easy to interpret, and they stratify the risk of hospital mortality. The CTs should be taken into account for the classification of the prognosis of critically ill patients.

Dendrochronological study of the avalanche path Canal del Roc Roig: first results of the ALUDEX Project in the Pyrenees

Historical data about ancient avalanches are scarce in the Pyrenees. Dendrochronology can provide new data about past avalanches and their return period, but up to now little research has been carried out with this purpose. The Aludex project aims to obtain information about the frequency and extent of extreme avalanches, using a dendrochronological and a nivo-meteorological approach. In this paper, we present the results of a dendrochronological study of the Canal del Roc Roig avalanche path which was affected by two extreme avalanches in February 1996. This first dendrochronological study has permitted us to assess the tree-ring signals due to avalanche events in 53 out of 132 dated trees. The trees presented a variety of responses to the 1996 avalanche events. It is shown that the type of tree-ring signal depends on tree age. The methodology has proved successful in detecting the 1996 and 1972 documented avalanche events, and provided outstanding evidence of undocumented past events such as one in 1930.