Rank regression for analysis of clustered data: A natural induced smoothing approach

We consider rank regression for clustered data analysis and investigate the induced smoothing method for obtaining the asymptotic covariance matrices of the parameter estimators. We prove that the induced estimating functions are asymptotically unbiased and the resulting estimators are strongly consistent and asymptotically normal. The induced smoothing approach provides an effective way for obtaining asymptotic covariance matrices for between- and within-cluster estimators and for a combined estimator to take account of within-cluster correlations. We also carry out extensive simulation studies to assess the performance of different estimators. The proposed methodology is substantially Much faster in computation and more stable in numerical results than the existing methods. We apply the proposed methodology to a dataset from a randomized clinical trial.

Rank-based regression for analysis of repeated measures

We consider rank-based regression models for repeated measures. To account for possible withinsubject correlations, we decompose the total ranks into between- and within-subject ranks and obtain two different estimators based on between- and within-subject ranks. A simple perturbation method is then introduced to generate bootstrap replicates of the estimating functions and the parameter estimates. This provides a convenient way for combining the corresponding two types of estimating function for more efficient estimation.

Who benefits from reducing the cost of formality? Quantile regression discontinuity analysis

This paper studies the effects of increasing formality via tax reduction and simplification schemes on micro-firm performance. It uses the 1997 Brazilian SIMPLES program. We develop a simple theoretical model to show that SIMPLES has an impact only on a segment of the micro-firm population, for which the effect of formality on firm performance can be identified, and that can be analyzed along the single dimensional quantiles of the conditional firm revenues. To estimate the effect of formality, we use an econometric approach that compares eligible and non-eligible firms, born before and after SIMPLES in a local interval about the introduction of SIMPLES. We use an estimator that combines both quantile regression and the regression discontinuity identification strategy. The empirical results corroborate the positive effect of formality on microfirms' performance and produce a clear characterization of who benefits from these programs.

Diagnostic utility of immunohistochemistry in distinguishing trichoepithelioma and basal cell carcinoma: evaluation using tissue microarray samples

Trichoepithelioma is a benign neoplasm that shares both clinical and histological features with basal cell carcinoma. It is important to distinguish these neoplasms because they require different clinical behavior and therapeutic planning. Many studies have addressed the use of immunohistochemistry to improve the differential diagnosis of these tumors. These studies present conflicting results when addressing the same markers, probably owing to the small number of basaloid tumors that comprised their studies, which generally did not exceed 50 cases. We built a tissue microarray with 162 trichoepithelioma and 328 basal cell carcinoma biopsies and tested a panel of immune markers composed of CD34, CD10, epithelial membrane antigen, Bcl-2, cytokeratins 15 and 20 and D2-40. The results were analyzed using multiple linear and logistic regression models. This analysis revealed a model that could differentiate trichoepithelioma from basal cell carcinoma in 36% of the cases. The panel of immunohistochemical markers required to differentiate between these tumors was composed of CD10, cytokeratin 15, cytokeratin 20 and D2-40. The results obtained in this work were generated from a large number of biopsies and resulted in the confirmation of overlapping epithelial and stromal immunohistochemical profiles from these basaloid tumors. The results also corroborate the point of view that trichoepithelioma and basal cell carcinoma tumors represent two different points in the differentiation of a single cell type. Despite the use of panels of immune markers, histopathological criteria associated with clinical data certainly remain the best guideline for the differential diagnosis of trichoepithelioma and basal cell carcinoma. Modern Pathology (2012) 25, 1345-1353; doi: 10.1038/modpathol.2012.96; published online 8 June 2012

Spatial analysis of risk factors for transmission of the Barmah forest virus in Queensland, Australia

Barmah Forest virus (BFV) disease is the second most common mosquito-borne disease in Australia but few data are available on the risk factors. We assessed the impact of spatial climatic, socioeconomic and ecological factors on the transmission of BFV disease in Queensland, Australia, using spatial regression. All our analyses indicate that spatial lag models provide a superior fit to the data compared to spatial error and ordinary least square models. The residuals of the spatial lag models were found to be uncorrelated, indicating that the models adequately account for spatial and temporal autocorrelation. Our results revealed that minimum temperature, distance from coast and low tide were negatively and rainfall was positively associated with BFV disease in coastal areas, whereas minimum temperature and high tide were negatively and rainfall was positively associated with BFV disease (all P-value.

Rapid quality assessment of wheat cultivars registered in Poland using the 2-g mixograph and multivariate statistical analysis

Baking and 2-g mixograph analyses were performed for 55 cultivars (19 spring and 36 winter wheat) from various quality classes from the 2002 harvest in Poland. An instrumented 2-g direct-drive mixograph was used to study the mixing characteristics of the wheat cultivars. A number of parameters were extracted automatically from each mixograph trace and correlated with baking volume and flour quality parameters (protein content and high molecular weight glutenin subunit [HMW-GS] composition by SDS-PAGE) using multiple linear regression statistical analysis. Principal component analysis of the mixograph data discriminated between four flour quality classes, and predictions of baking volume were obtained using several selected mixograph parameters, chosen using a best subsets regression routine, giving R-2 values of 0.862-0.866. In particular, three new spring wheat strains (CHD 502a-c) recently registered in Poland were highly discriminated and predicted to give high baking volume on the basis of two mixograph parameters: peak bandwidth and 10-min bandwidth.

Geospatial analysis of groundwater depth for manual well drilling suitability in the Zinder Region, Niger

Manual and low-tech well drilling techniques have potential to assist in reaching the United Nations' millennium development goal for water in sub-Saharan Africa. This study used publicly available geospatial data in a regression tree analysis to predict groundwater depth in the Zinder region of Niger to identify suitable areas for manual well drilling. Regression trees were developed and tested on a database for 3681 wells in the Zinder region. A tree with 17 terminal leaves provided a range of ground water depth estimates that were appropriate for manual drilling, though much of the tree's complexity was associated with depths that were beyond manual methods. A natural log transformation of groundwater depth was tested to see if rescaling dataset variance would result in finer distinctions for regions of shallow groundwater. The RMSE for a log-transformed tree with only 10 terminal leaves was almost half that of the untransformed 17 leaf tree for groundwater depths less than 10 m. This analysis indicated important groundwater relationships for commonly available maps of geology, soils, elevation, and enhanced vegetation index from the MODIS satellite imaging system.

Multinationality-performance relationship:a meta-analysis

- We conduct a Meta-analysis of 54 papers that study the relationship between multinationality and firm performance. The aim is to understand if any systematic relationships exist between the characteristics of each study and the reported results of linear and curvilinear regressions to examine the multinationality-performance relationship. - Our main finding, robust to different specifications and to different weights for each observation, is that when analysis is based on non-US data, the reported return to multinationality is higher. However, this relationship for non-US firms is usually U-shaped rather than inverted U-shaped. This indicates that US firms face lower returns to internationalization than other firms but are less likely to incur losses in the early stages of internationalization. - The findings also highlight the differences that are reported when comparing regression and non-regression based techniques. Our results suggest that in this area regression based analysis is more reliable than say ANOVA or other related approaches. - Other characteristics that influence the estimated rate of return and its shape across different studies are: the measure of multinationality used; size distribution of the sample; and the use of market-based indicators to measure firm performance. Finally, we find no evidence of publication bias.

Development, validation and uncertainty analysis of quantitative structure and activity relationship models for Log P of disinfection by -products

Hydrophobicity as measured by Log P is an important molecular property related to toxicity and carcinogenicity. With increasing public health concerns for the effects of Disinfection By-Products (DBPs), there are considerable benefits in developing Quantitative Structure and Activity Relationship (QSAR) models capable of accurately predicting Log P. In this research, Log P values of 173 DBP compounds in 6 functional classes were used to develop QSAR models, by applying 3 molecular descriptors, namely, Energy of the Lowest Unoccupied Molecular Orbital (ELUMO), Number of Chlorine (NCl) and Number of Carbon (NC) by Multiple Linear Regression (MLR) analysis. The QSAR models developed were validated based on the Organization for Economic Co-operation and Development (OECD) principles. The model Applicability Domain (AD) and mechanistic interpretation were explored. Considering the very complex nature of DBPs, the established QSAR models performed very well with respect to goodness-of-fit, robustness and predictability. The predicted values of Log P of DBPs by the QSAR models were found to be significant with a correlation coefficient R2 from 81% to 98%. The Leverage Approach by Williams Plot was applied to detect and remove outliers, consequently increasing R 2 by approximately 2% to 13% for different DBP classes. The developed QSAR models were statistically validated for their predictive power by the Leave-One-Out (LOO) and Leave-Many-Out (LMO) cross validation methods. Finally, Monte Carlo simulation was used to assess the variations and inherent uncertainties in the QSAR models of Log P and determine the most influential parameters in connection with Log P prediction. The developed QSAR models in this dissertation will have a broad applicability domain because the research data set covered six out of eight common DBP classes, including halogenated alkane, halogenated alkene, halogenated aromatic, halogenated aldehyde, halogenated ketone, and halogenated carboxylic acid, which have been brought to the attention of regulatory agencies in recent years. Furthermore, the QSAR models are suitable to be used for prediction of similar DBP compounds within the same applicability domain. The selection and integration of various methodologies developed in this research may also benefit future research in similar fields.

Analysis of the claims data of a life insurance portfolio

Mestrado em Ciências Actuariais

Application of near infrared (NIR) spectroscopy for determining the thickness of articular cartilage

The determination of the characteristics of articular cartilage such as thickness, stiffness and swelling, especially in the form that can facilitate real-time decisions and diagnostics is still a matter for research and development. This paper correlates near infrared spectroscopy with mechanically measured cartilage thickness to establish a fast, non-destructive, repeatable and precise protocol for determining this tissue property. Statistical correlation was conducted between the thickness of bovine cartilage specimens (n = 97) and regions of their near infrared spectra. Nine regions were established along the full absorption spectrum of each sample and were correlated with the thickness using partial least squares (PLS) regression multivariate analysis. The coefficient of determination (R2) varied between 53 and 93%, with the most predictive region (R2 = 93.1%, p < 0.0001) for cartilage thickness lying in the region (wavenumber) 5350–8850 cm−1. Our results demonstrate that the thickness of articular cartilage can be measured spectroscopically using NIR light. This protocol is potentially beneficial to clinical practice and surgical procedures in the treatment of joint disease such as osteoarthritis.