Forecasting Inflation Using Dynamic Model Averaging

We forecast quarterly US inflation based on the generalized Phillips curve using econometric methods which incorporate dynamic model averaging. These methods not only allow for coe¢ cients to change over time, but also allow for the entire forecasting model to change over time. We nd that dynamic model averaging leads to substantial forecasting improvements over simple benchmark regressions and more sophisticated approaches such as those using time varying coe¢ cient models. We also provide evidence on which sets of predictors are relevant for forecasting in each period.

Forecasting Inflation Using Dynamic Model Averaging

We forecast quarterly US inflation based on the generalized Phillips curve using econometric methods which incorporate dynamic model averaging. These methods not only allow for coe¢ cients to change over time, but also allow for the entire forecasting model to change over time. We nd that dynamic model averaging leads to substantial forecasting improvements over simple benchmark regressions and more sophisticated approaches such as those using time varying coe¢ cient models. We also provide evidence on which sets of predictors are relevant for forecasting in each period.

Local Distance-Based Generalized Linear Models using the dbstats package for R

This paper introduces local distance-based generalized linear models. These models extend (weighted) distance-based linear models firstly with the generalized linear model concept, then by localizing. Distances between individuals are the only predictor information needed to fit these models. Therefore they are applicable to mixed (qualitative and quantitative) explanatory variables or when the regressor is of functional type. Models can be fitted and analysed with the R package dbstats, which implements several distancebased prediction methods.

National, regional, and global trends in fasting plasma glucose and diabetes prevalence since 1980: systematic analysis of health examination surveys and epidemiological studies with 370 country-years and 2·7 million participants.

BACKGROUND: Data for trends in glycaemia and diabetes prevalence are needed to understand the effects of diet and lifestyle within populations, assess the performance of interventions, and plan health services. No consistent and comparable global analysis of trends has been done. We estimated trends and their uncertainties in mean fasting plasma glucose (FPG) and diabetes prevalence for adults aged 25 years and older in 199 countries and territories. METHODS: We obtained data from health examination surveys and epidemiological studies (370 country-years and 2·7 million participants). We converted systematically between different glycaemic metrics. For each sex, we used a Bayesian hierarchical model to estimate mean FPG and its uncertainty by age, country, and year, accounting for whether a study was nationally, subnationally, or community representative. FINDINGS: In 2008, global age-standardised mean FPG was 5·50 mmol/L (95% uncertainty interval 5·37-5·63) for men and 5·42 mmol/L (5·29-5·54) for women, having risen by 0·07 mmol/L and 0·09 mmol/L per decade, respectively. Age-standardised adult diabetes prevalence was 9·8% (8·6-11·2) in men and 9·2% (8·0-10·5) in women in 2008, up from 8·3% (6·5-10·4) and 7·5% (5·8-9·6) in 1980. The number of people with diabetes increased from 153 (127-182) million in 1980, to 347 (314-382) million in 2008. We recorded almost no change in mean FPG in east and southeast Asia and central and eastern Europe. Oceania had the largest rise, and the highest mean FPG (6·09 mmol/L, 5·73-6·49 for men; 6·08 mmol/L, 5·72-6·46 for women) and diabetes prevalence (15·5%, 11·6-20·1 for men; and 15·9%, 12·1-20·5 for women) in 2008. Mean FPG and diabetes prevalence in 2008 were also high in south Asia, Latin America and the Caribbean, and central Asia, north Africa, and the Middle East. Mean FPG in 2008 was lowest in sub-Saharan Africa, east and southeast Asia, and high-income Asia-Pacific. In high-income subregions, western Europe had the smallest rise, 0·07 mmol/L per decade for men and 0·03 mmol/L per decade for women; North America had the largest rise, 0·18 mmol/L per decade for men and 0·14 mmol/L per decade for women. INTERPRETATION: Glycaemia and diabetes are rising globally, driven both by population growth and ageing and by increasing age-specific prevalences. Effective preventive interventions are needed, and health systems should prepare to detect and manage diabetes and its sequelae. FUNDING: Bill & Melinda Gates Foundation and WHO.

Change in defense mechanisms and coping over the course of short-term dynamic psychotherapy for adjustment disorder.

Short-term dynamic psychotherapy (STDP) has rarely been investigated with regard to its underlying mechanisms of change, even if psychoanalytic theory informs us about several potential putative mechanisms of change in patients. Change in overall defensive functioning is one. In this study, we explored the role of overall defensive functioning, by comparing it on the process level with the neighbouring concept of overall coping functioning. A total of N=32 patients, mainly presenting adjustment disorder, were included in the study. The patients underwent STDP up to 40 sessions; three sessions per psychotherapy were transcribed and analyzed by using two observer-rating scales: Defense Mechanism Rating Scales (Perry, 1990) and Coping Action Patterns (Perry, Drapeau, Dunkley, & Blake, 2005). Hierarchical linear modeling was applied to model the change over the course of therapy and relate it to outcome. Results suggest that STDP has an effect on the target variable of overall defensive functioning, which was absent for overall coping functioning. Links with outcome confirm the importance of the effect. These results are discussed from methodological and clinical viewpoints.

Alliance patterns over the course of short-term dynamic psychotherapy: The shape of productive relationships.

The shape of alliance processes over the course of psychotherapy has already been studied in several process-outcome studies on very brief psychotherapy. The present study applies the shape-of-change methodology to short-term dynamic psychotherapies and complements this method with hierarchical linear modeling. A total of 50 psychotherapies of up to 40 sessions were included. Alliance was measured at the end of each session. The results indicate that a linear progression model is most adequate. Three main patterns were found: stable, linear, and quadratic growth. The linear growth pattern, along with the slope parameter, was related to treatment outcome. This study sheds additional light on alliance process research, underscores the importance of linear alliance progression for outcome, and also fosters a better understanding of its limitations.

Generalized linear and generalized additive models in studies of species distributions: setting the scene

An important statistical development of the last 30 years has been the advance in regression analysis provided by generalized linear models (GLMs) and generalized additive models (GAMs). Here we introduce a series of papers prepared within the framework of an international workshop entitled: Advances in GLMs/GAMs modeling: from species distribution to environmental management, held in Riederalp, Switzerland, 6-11 August 2001.We first discuss some general uses of statistical models in ecology, as well as provide a short review of several key examples of the use of GLMs and GAMs in ecological modeling efforts. We next present an overview of GLMs and GAMs, and discuss some of their related statistics used for predictor selection, model diagnostics, and evaluation. Included is a discussion of several new approaches applicable to GLMs and GAMs, such as ridge regression, an alternative to stepwise selection of predictors, and methods for the identification of interactions by a combined use of regression trees and several other approaches. We close with an overview of the papers and how we feel they advance our understanding of their application to ecological modeling.

Modeling the forensic two-trace problem with Bayesian networks

The forensic two-trace problem is a perplexing inference problem introduced by Evett (J Forensic Sci Soc 27:375-381, 1987). Different possible ways of wording the competing pair of propositions (i.e., one proposition advanced by the prosecution and one proposition advanced by the defence) led to different quantifications of the value of the evidence (Meester and Sjerps in Biometrics 59:727-732, 2003). Here, we re-examine this scenario with the aim of clarifying the interrelationships that exist between the different solutions, and in this way, produce a global vision of the problem. We propose to investigate the different expressions for evaluating the value of the evidence by using a graphical approach, i.e. Bayesian networks, to model the rationale behind each of the proposed solutions and the assumptions made on the unknown parameters in this problem.

Increasing prevalence of gastroschisis in Europe 1980-2002: a phenomenon restricted to younger mothers?

Gastroschisis is an abdominal wall defect more prevalent in offspring of young mothers. It is known to be increasing in prevalence despite the general decrease in the proportion of births to young European women. We investigated whether the increase in prevalence was restricted to the high-risk younger mothers. We analysed 936 cases of gastroschisis from 25 population-based registries in 15 European countries, 1980-2002. We fitted a Bayesian Hierarchical Model which allowed us to estimate trend, to estimate which registries were significantly different from the common distribution, and to adjust simultaneously for maternal age, time (in grouped years) and the random variation between registries. The maternal age-standardised prevalence (standardised to the year 2000 European maternal age structure) increased almost fourfold from 0.54 [95% Credible Interval (CrI) 0.37, 0.75] per 10,000 births in 1980-84 to 2.12 [95% CrI 1.85, 2.40] per 10,000 births in 2000-02. The relative risk of gastroschisis for mothers <20 years of age in 1995-2002 was 7.0 [95% CrI 5.6, 8.7]. There were geographical differences within Europe, with higher rates of gastroschisis in the UK, and lower rates in Italy after adjusting for maternal age. After standardising for regional variation, our results showed that the increase in risk over time was the same for mothers of all ages--the increase for mothers <20 years was 3.96-fold compared with an increase of 3.95-fold for mothers in the other age groups. These findings indicate that the phenomenon of increasing gastroschisis prevalence is not restricted to younger mothers only.

Estudi de l'estat de Salut autopercebut: Modelització de l'índex d'utilitat EQ-5D mitjançant un model tobit

Objective: Health status measures usually have an asymmetric distribution and present a highpercentage of respondents with the best possible score (ceiling effect), specially when they areassessed in the overall population. Different methods to model this type of variables have beenproposed that take into account the ceiling effect: the tobit models, the Censored Least AbsoluteDeviations (CLAD) models or the two-part models, among others. The objective of this workwas to describe the tobit model, and compare it with the Ordinary Least Squares (OLS) model,that ignores the ceiling effect.Methods: Two different data sets have been used in order to compare both models: a) real datacomming from the European Study of Mental Disorders (ESEMeD), in order to model theEQ5D index, one of the measures of utilities most commonly used for the evaluation of healthstatus; and b) data obtained from simulation. Cross-validation was used to compare thepredicted values of the tobit model and the OLS models. The following estimators werecompared: the percentage of absolute error (R1), the percentage of squared error (R2), the MeanSquared Error (MSE) and the Mean Absolute Prediction Error (MAPE). Different datasets werecreated for different values of the error variance and different percentages of individuals withceiling effect. The estimations of the coefficients, the percentage of explained variance and theplots of residuals versus predicted values obtained under each model were compared.Results: With regard to the results of the ESEMeD study, the predicted values obtained with theOLS model and those obtained with the tobit models were very similar. The regressioncoefficients of the linear model were consistently smaller than those from the tobit model. In thesimulation study, we observed that when the error variance was small (s=1), the tobit modelpresented unbiased estimations of the coefficients and accurate predicted values, specially whenthe percentage of individuals wiht the highest possible score was small. However, when theerrror variance was greater (s=10 or s=20), the percentage of explained variance for the tobitmodel and the predicted values were more similar to those obtained with an OLS model.Conclusions: The proportion of variability accounted for the models and the percentage ofindividuals with the highest possible score have an important effect in the performance of thetobit model in comparison with the linear model.

Quantifying Uncertainty in Real Time Performance Measurement for Highway Winter Maintenance Operations – Phase 2, RB03-013, 2014

Winter weather in Iowa is often unpredictable and can have an adverse impact on traffic flow. The Iowa Department of Transportation (Iowa DOT) attempts to lessen the impact of winter weather events on traffic speeds with various proactive maintenance operations. In order to assess the performance of these maintenance operations, it would be beneficial to develop a model for expected speed reduction based on weather variables and normal maintenance schedules. Such a model would allow the Iowa DOT to identify situations in which speed reductions were much greater than or less than would be expected for a given set of storm conditions, and make modifications to improve efficiency and effectiveness. The objective of this work was to predict speed changes relative to baseline speed under normal conditions, based on nominal maintenance schedules and winter weather covariates (snow type, temperature, and wind speed), as measured by roadside weather stations. This allows for an assessment of the impact of winter weather covariates on traffic speed changes, and estimation of the effect of regular maintenance passes. The researchers chose events from Adair County, Iowa and fit a linear model incorporating the covariates mentioned previously. A Bayesian analysis was conducted to estimate the values of the parameters of this model. Specifically, the analysis produces a distribution for the parameter value that represents the impact of maintenance on traffic speeds. The effect of maintenance is not a constant, but rather a value that the researchers have some uncertainty about and this distribution represents what they know about the effects of maintenance. Similarly, examinations of the distributions for the effects of winter weather covariates are possible. Plots of observed and expected traffic speed changes allow a visual assessment of the model fit. Future work involves expanding this model to incorporate many events at multiple locations. This would allow for assessment of the impact of winter weather maintenance across various situations, and eventually identify locations and times in which maintenance could be improved.

Monitoring the decreasing trend of testicular cancer mortality in Spain during 2005-2019 through a Bayesian approach

Purpose : To assess time trends of testicular cancer (TC) mortality in Spain for period 1985-2019 for age groups 15-74 years old through a Bayesian age-period-cohort (APC) analysis. Methods: A Bayesian age-drift model has been fitted to describe trends. Projections for 2005-2019 have been calculated by means of an autoregressive APC model. Prior precision for these parameters has been selected through evaluation of an adaptive precision parameter and 95% credible intervals (95% CRI) have been obtained for each model parameter. Results: A decrease of -2.41% (95% CRI: -3.65%; -1.13%) per year has been found for TC mortality rates in age groups 15-74 during 1985-2004, whereas mortality showed a lower annual decrease when data was restricted to age groups 15-54 (-1.18%; 95% CRI: -2.60%; -0.31%). During 2005-2019 is expected a decrease of TC mortality of 2.30% per year for men younger than 35, whereas a leveling off for TC mortality rates is expected for men older than 35. Conclusions: A Bayesian approach should be recommended to describe and project time trends for those diseases with low number of cases. Through this model it has been assessed that management of TC and advances in therapy led to decreasing trend of TC mortality during the period 1985-2004, whereas a leveling off for these trends can be considered during 2005-2019 among men older than 35.

Monitoring the decreasing trend of testicular cancer mortality in Spain during 2005-2019 through a Bayesian approach

Purpose : To assess time trends of testicular cancer (TC) mortality in Spain for period 1985-2019 for age groups 15-74 years old through a Bayesian age-period-cohort (APC) analysis. Methods: A Bayesian age-drift model has been fitted to describe trends. Projections for 2005-2019 have been calculated by means of an autoregressive APC model. Prior precision for these parameters has been selected through evaluation of an adaptive precision parameter and 95% credible intervals (95% CRI) have been obtained for each model parameter. Results: A decrease of -2.41% (95% CRI: -3.65%; -1.13%) per year has been found for TC mortality rates in age groups 15-74 during 1985-2004, whereas mortality showed a lower annual decrease when data was restricted to age groups 15-54 (-1.18%; 95% CRI: -2.60%; -0.31%). During 2005-2019 is expected a decrease of TC mortality of 2.30% per year for men younger than 35, whereas a leveling off for TC mortality rates is expected for men older than 35. Conclusions: A Bayesian approach should be recommended to describe and project time trends for those diseases with low number of cases. Through this model it has been assessed that management of TC and advances in therapy led to decreasing trend of TC mortality during the period 1985-2004, whereas a leveling off for these trends can be considered during 2005-2019 among men older than 35.

Monitoring the decreasing trend of testicular cancer mortality in Spain during 2005-2019 through a Bayesian approach

Purpose : To assess time trends of testicular cancer (TC) mortality in Spain for period 1985-2019 for age groups 15-74 years old through a Bayesian age-period-cohort (APC) analysis. Methods: A Bayesian age-drift model has been fitted to describe trends. Projections for 2005-2019 have been calculated by means of an autoregressive APC model. Prior precision for these parameters has been selected through evaluation of an adaptive precision parameter and 95% credible intervals (95% CRI) have been obtained for each model parameter. Results: A decrease of -2.41% (95% CRI: -3.65%; -1.13%) per year has been found for TC mortality rates in age groups 15-74 during 1985-2004, whereas mortality showed a lower annual decrease when data was restricted to age groups 15-54 (-1.18%; 95% CRI: -2.60%; -0.31%). During 2005-2019 is expected a decrease of TC mortality of 2.30% per year for men younger than 35, whereas a leveling off for TC mortality rates is expected for men older than 35. Conclusions: A Bayesian approach should be recommended to describe and project time trends for those diseases with low number of cases. Through this model it has been assessed that management of TC and advances in therapy led to decreasing trend of TC mortality during the period 1985-2004, whereas a leveling off for these trends can be considered during 2005-2019 among men older than 35.

Monitoring the decreasing trend of testicular cancer mortality in Spain during 2005-2019 through a Bayesian approach

Purpose : To assess time trends of testicular cancer (TC) mortality in Spain for period 1985-2019 for age groups 15-74 years old through a Bayesian age-period-cohort (APC) analysis. Methods: A Bayesian age-drift model has been fitted to describe trends. Projections for 2005-2019 have been calculated by means of an autoregressive APC model. Prior precision for these parameters has been selected through evaluation of an adaptive precision parameter and 95% credible intervals (95% CRI) have been obtained for each model parameter. Results: A decrease of -2.41% (95% CRI: -3.65%; -1.13%) per year has been found for TC mortality rates in age groups 15-74 during 1985-2004, whereas mortality showed a lower annual decrease when data was restricted to age groups 15-54 (-1.18%; 95% CRI: -2.60%; -0.31%). During 2005-2019 is expected a decrease of TC mortality of 2.30% per year for men younger than 35, whereas a leveling off for TC mortality rates is expected for men older than 35. Conclusions: A Bayesian approach should be recommended to describe and project time trends for those diseases with low number of cases. Through this model it has been assessed that management of TC and advances in therapy led to decreasing trend of TC mortality during the period 1985-2004, whereas a leveling off for these trends can be considered during 2005-2019 among men older than 35.