Statistical design and analysis of pharmacogenetic trials

Pharmacogenetic trials investigate the effect of genotype on treatment response. When there are two or more treatment groups and two or more genetic groups, investigation of gene-treatment interactions is of key interest. However, calculation of the power to detect such interactions is complicated because this depends not only on the treatment effect size within each genetic group, but also on the number of genetic groups, the size of each genetic group, and the type of genetic effect that is both present and tested for. The scale chosen to measure the magnitude of an interaction can also be problematic, especially for the binary case. Elston et al. proposed a test for detecting the presence of gene-treatment interactions for binary responses, and gave appropriate power calculations. This paper shows how the same approach can also be used for normally distributed responses. We also propose a method for analysing and performing sample size calculations based on a generalized linear model (GLM) approach. The power of the Elston et al. and GLM approaches are compared for the binary and normal case using several illustrative examples. While more sensitive to errors in model specification than the Elston et al. approach, the GLM approach is much more flexible and in many cases more powerful. Copyright © 2005 John Wiley & Sons, Ltd.

Variational data assimilation for parameter estimation: application to a simple morphodynamic model

Data assimilation is a sophisticated mathematical technique for combining observational data with model predictions to produce state and parameter estimates that most accurately approximate the current and future states of the true system. The technique is commonly used in atmospheric and oceanic modelling, combining empirical observations with model predictions to produce more accurate and well-calibrated forecasts. Here, we consider a novel application within a coastal environment and describe how the method can also be used to deliver improved estimates of uncertain morphodynamic model parameters. This is achieved using a technique known as state augmentation. Earlier applications of state augmentation have typically employed the 4D-Var, Kalman filter or ensemble Kalman filter assimilation schemes. Our new method is based on a computationally inexpensive 3D-Var scheme, where the specification of the error covariance matrices is crucial for success. A simple 1D model of bed-form propagation is used to demonstrate the method. The scheme is capable of recovering near-perfect parameter values and, therefore, improves the capability of our model to predict future bathymetry. Such positive results suggest the potential for application to more complex morphodynamic models.

Mixed Logit Model Performance and Distributional Assumptions: Preferences and GM foods

Using mixed logit models to analyse choice data is common but requires ex ante specification of the functional forms of preference distributions. We make the case for greater use of bounded functional forms and propose the use of the Marginal Likelihood, calculated using Bayesian techniques, as a single measure of model performance across non nested mixed logit specifications. Using this measure leads to very different rankings of model specifications compared to alternative rule of thumb measures. The approach is illustrated using data from a choice experiment regarding GM food types which provides insights regarding the recent WTO dispute between the EU and the US, Canada and Argentina and whether labelling and trade regimes should be based on the production process or product composition.

Fibroblast growth factor 2 maintains the neurogenic capacity of embryonic neural progenitor cells in vitro but changes their neuronal subtype specification

Many in vitro systems used to examine multipotential neural progenitor cells (NPCs) rely on mitogens including fibroblast growth factor 2 (FGF2) for their continued expansion. However, FGF2 has also been shown to alter the expression of transcription factors (TFs) that determine cell fate. Here, we report that NPCs from the embryonic telencephalon grown without FGF2 retain many of their in vivo characteristics, making them a good model for investigating molecular mechanisms involved in cell fate specification and differentiation. However, exposure of cortical NPCs to FGF2 results in a profound change in the types of neurons generated, switching them from a glutamatergic to a GABAergic phenotype. This change closely correlates with the dramatic upregulation of TFs more characteristic of ventral telencephalic NPCs. In addition, exposure of cortical NPCs to FGF2 maintains their neurogenic potential in vitro, and NPCs spontaneously undergo differentiation following FGF2 withdrawal. These results highlight the importance of TFs in determining the types of neurons generated by NPCs in vitro. In addition, they show that FGF2, as well as acting as a mitogen, changes the developmental capabilities of NPCs. These findings have implications for the cell fate specification of in vitro-expanded NPCs and their ability to generate specific cell types for therapeutic applications. Disclosure of potential conflicts of interest is found at the end of this article.

The sensitivity of the tropical circulation and Maritime Continent precipitation to climate model resolution

The dependence of the annual mean tropical precipitation on horizontal resolution is investigated in the atmospheric version of the Hadley Centre General Environment Model (HadGEM1). Reducing the grid spacing from about 350 km to 110 km improves the precipitation distribution in most of the tropics. In particular, characteristic dry biases over South and Southeast Asia including the Maritime Continent as well as wet biases over the western tropical oceans are reduced. The annual-mean precipitation bias is reduced by about one third over the Maritime Continent and the neighbouring ocean basins associated with it via the Walker circulation. Sensitivity experiments show that much of the improvement with resolution in the Maritime Continent region is due to the specification of better resolved surface boundary conditions (land fraction, soil and vegetation parameters) at the higher resolution. It is shown that in particular the formulation of the coastal tiling scheme may cause resolution sensitivity of the mean simulated climate. The improvement in the tropical mean precipitation in this region is not primarily associated with the better representation of orography at the higher resolution, nor with changes in the eddy transport of moisture. Sizeable sensitivity to changes in the surface fields may be one of the reasons for the large variation of the mean tropical precipitation distribution seen across climate models.

A Double-threshold GARCH Model for the French Franc/Deutschmark exchange rate

This paper combines and generalizes a number of recent time series models of daily exchange rate series by using a SETAR model which also allows the variance equation of a GARCH specification for the error terms to be drawn from more than one regime. An application of the model to the French Franc/Deutschmark exchange rate demonstrates that out-of-sample forecasts for the exchange rate volatility are also improved when the restriction that the data it is drawn from a single regime is removed. This result highlights the importance of considering both types of regime shift (i.e. thresholds in variance as well as in mean) when analysing financial time series.