Time patterns in UK demand for alcohol and tobacco: an application of the EM algorithm

Capturing the pattern of structural change is a relevant task in applied demand analysis, as consumer preferences may vary significantly over time. Filtering and smoothing techniques have recently played an increasingly relevant role. A dynamic Almost Ideal Demand System with random walk parameters is estimated in order to detect modifications in consumer habits and preferences, as well as changes in the behavioural response to prices and income. Systemwise estimation, consistent with the underlying constraints from economic theory, is achieved through the EM algorithm. The proposed model is applied to UK aggregate consumption of alcohol and tobacco, using quarterly data from 1963 to 2003. Increased alcohol consumption is explained by a preference shift, addictive behaviour and a lower price elasticity. The dynamic and time-varying specification is consistent with the theoretical requirements imposed at each sample point. (c) 2005 Elsevier B.V. All rights reserved.

A practical comparison of group-sequential and adaptive designs

Sequential methods provide a formal framework by which clinical trial data can be monitored as they accumulate. The results from interim analyses can be used either to modify the design of the remainder of the trial or to stop the trial as soon as sufficient evidence of either the presence or absence of a treatment effect is available. The circumstances under which the trial will be stopped with a claim of superiority for the experimental treatment, must, however, be determined in advance so as to control the overall type I error rate. One approach to calculating the stopping rule is the group-sequential method. A relatively recent alternative to group-sequential approaches is the adaptive design method. This latter approach provides considerable flexibility in changes to the design of a clinical trial at an interim point. However, a criticism is that the method by which evidence from different parts of the trial is combined means that a final comparison of treatments is not based on a sufficient statistic for the treatment difference, suggesting that the method may lack power. The aim of this paper is to compare two adaptive design approaches with the group-sequential approach. We first compare the form of the stopping boundaries obtained using the different methods. We then focus on a comparison of the power of the different trials when they are designed so as to be as similar as possible. We conclude that all methods acceptably control type I error rate and power when the sample size is modified based on a variance estimate, provided no interim analysis is so small that the asymptotic properties of the test statistic no longer hold. In the latter case, the group-sequential approach is to be preferred. Provided that asymptotic assumptions hold, the adaptive design approaches control the type I error rate even if the sample size is adjusted on the basis of an estimate of the treatment effect, showing that the adaptive designs allow more modifications than the group-sequential method.

A practical approach to a multi-level analysis with a sparse binary outcome within a large surgical trial

Objectives: To assess the potential source of variation that surgeon may add to patient outcome in a clinical trial of surgical procedures. Methods: Two large (n = 1380) parallel multicentre randomized surgical trials were undertaken to compare laparoscopically assisted hysterectomy with conventional methods of abdominal and vaginal hysterectomy; involving 43 surgeons. The primary end point of the trial was the occurrence of at least one major complication. Patients were nested within surgeons giving the data set a hierarchical structure. A total of 10% of patients had at least one major complication, that is, a sparse binary outcome variable. A linear mixed logistic regression model (with logit link function) was used to model the probability of a major complication, with surgeon fitted as a random effect. Models were fitted using the method of maximum likelihood in SAS((R)). Results: There were many convergence problems. These were resolved using a variety of approaches including; treating all effects as fixed for the initial model building; modelling the variance of a parameter on a logarithmic scale and centring of continuous covariates. The initial model building process indicated no significant 'type of operation' across surgeon interaction effect in either trial, the 'type of operation' term was highly significant in the abdominal trial, and the 'surgeon' term was not significant in either trial. Conclusions: The analysis did not find a surgeon effect but it is difficult to conclude that there was not a difference between surgeons. The statistical test may have lacked sufficient power, the variance estimates were small with large standard errors, indicating that the precision of the variance estimates may be questionable.

Graphical tracking systems revisited: a practical approach to computer scheduling in horticulture

Graphical tracking is a technique for crop scheduling where the actual plant state is plotted against an ideal target curve which encapsulates all crop and environmental characteristics. Management decisions are made on the basis of the position of the actual crop against the ideal position. Due to the simplicity of the approach it is possible for graphical tracks to be developed on site without the requirement for controlled experimentation. Growth models and graphical tracks are discussed, and an implementation of the Richards curve for graphical tracking described. In many cases, the more intuitively desirable growth models perform sub-optimally due to problems with the specification of starting conditions, environmental factors outside the scope of the original model and the introduction of new cultivars. Accurate specification for a biological model requires detailed and usually costly study, and as such is not adaptable to a changing cultivar range and changing cultivation techniques. Fitting of a new graphical track for a new cultivar can be conducted on site and improved over subsequent seasons. Graphical tracking emphasises the current position relative to the objective, and as such does not require the time consuming or system specific input of an environmental history, although it does require detailed crop measurement. The approach is flexible and could be applied to a variety of specification metrics, with digital imaging providing a route for added value. For decision making regarding crop manipulation from the observed current state, there is a role for simple predictive modelling over the short term to indicate the short term consequences of crop manipulation.

Use of a novel Hill-climbing genetic algorithm in protein folding simulations

We have developed a novel Hill-climbing genetic algorithm (GA) for simulation of protein folding. The program (written in C) builds a set of Cartesian points to represent an unfolded polypeptide's backbone. The dihedral angles determining the chain's configuration are stored in an array of chromosome structures that is copied and then mutated. The fitness of the mutated chain's configuration is determined by its radius of gyration. A four-helix bundle was used to optimise simulation conditions, and the program was compared with other, larger, genetic algorithms on a variety of structures. The program ran 50% faster than other GA programs. Overall, tests on 100 non-redundant structures gave comparable results to other genetic algorithms, with the Hill-climbing program running from between 20 and 50% faster. Examples including crambin, cytochrome c, cytochrome B and hemerythrin gave good secondary structure fits with overall alpha carbon atom rms deviations of between 5 and 5.6 Angstrom with an optimised hydrophobic term in the fitness function. (C) 2003 Elsevier Ltd. All rights reserved.

Chromatographic alignment of LC-MS and LC-MS/MS datasets by genetic algorithm feature extraction

Liquid chromatography-mass spectrometry (LC-MS) datasets can be compared or combined following chromatographic alignment. Here we describe a simple solution to the specific problem of aligning one LC-MS dataset and one LC-MS/MS dataset, acquired on separate instruments from an enzymatic digest of a protein mixture, using feature extraction and a genetic algorithm. First, the LC-MS dataset is searched within a few ppm of the calculated theoretical masses of peptides confidently identified by LC-MS/MS. A piecewise linear function is then fitted to these matched peptides using a genetic algorithm with a fitness function that is insensitive to incorrect matches but sufficiently flexible to adapt to the discrete shifts common when comparing LC datasets. We demonstrate the utility of this method by aligning ion trap LC-MS/MS data with accurate LC-MS data from an FTICR mass spectrometer and show how hybrid datasets can improve peptide and protein identification by combining the speed of the ion trap with the mass accuracy of the FTICR, similar to using a hybrid ion trap-FTICR instrument. We also show that the high resolving power of FTICR can improve precision and linear dynamic range in quantitative proteomics. The alignment software, msalign, is freely available as open source.

Quantitative pulsed phase thermography applied to steel plates

Pulsed Phase Thermography (PPT) has been proven effective on depth retrieval of flat-bottomed holes in different materials such as plastics and aluminum. In PPT, amplitude and phase delay signatures are available following data acquisition (carried out in a similar way as in classical Pulsed Thermography), by applying a transformation algorithm such as the Fourier Transform (FT) on thermal profiles. The authors have recently presented an extended review on PPT theory, including a new inversion technique for depth retrieval by correlating the depth with the blind frequency fb (frequency at which a defect produce enough phase contrast to be detected). An automatic defect depth retrieval algorithm had also been proposed, evidencing PPT capabilities as a practical inversion technique. In addition, the use of normalized parameters to account for defect size variation as well as depth retrieval from complex shape composites (GFRP and CFRP) are currently under investigation. In this paper, steel plates containing flat-bottomed holes at different depths (from 1 to 4.5 mm) are tested by quantitative PPT. Least squares regression results show excellent agreement between depth and the inverse square root blind frequency, which can be used for depth inversion. Experimental results on steel plates with simulated corrosion are presented as well. It is worth noting that results are improved by performing PPT on reconstructed (synthetic) rather than on raw thermal data.