Female fertility in a Guzerat dairy subpopulation: Heterogeneity of variance components for calving intervals

The objectives of the present study were to determine if variance components of calving intervals varied with age at calving and if considering calving intervals as a longitudinal trait would be a useful approach for fertility analysis of Zebu dairy herds. With these purposes, calving records from females born from 1940 to 2006 in a Guzerat dairy subpopulation in Brazil were analyzed. The fixed effects of contemporary groups, formed by year and farm at birth or at calving, and the regressions of age at calving, equivalent inbreeding coefficient and day of the year on the studied traits were considered in the statistical models. In one approach, calving intervals (Cl) were analyzed as a single trait, by fitting a statistical model on which both animal and permanent environment effects were adjusted for the effect of age at calving by random regression. In a second approach, a four-trait analysis was conducted, including age at first calving (AFC) and three different female categories for the calving intervals: first calving females; young females (less than 80 months old, but not first calving); or mature females (80 months old or more). Finally, a two-trait analysis was performed, also including AFC and Cl, but calving intervals were regarded as a single trait in a repeatability model. Additionally, the ranking of sires was compared among approaches. Calving intervals decreased with age until females were about 80 months old, remaining nearly constant after that age. A quasi-linear increase of 11.5 days on the calving intervals was observed for each 10% increase in the female's equivalent inbreeding coefficient. The heritability of AFC was 0.37. For Cl. the genetic-phenotypic variance ratios ranged from 0.064 to 0.141, depending on the approach and on ages at calving. Differences among genetic variance components for calving intervals were observed along the animal's lifetime. Those differences confirmed the longitudinal aspect of that trait, indicating the importance of such consideration when accessing fertility of Zebu dairy females, especially in situations where the available information relies on their calving intervals. Spearman rank correlations among approaches ranged from 0.90 to 0.95, and changes observed in the ranking of sires suggested that the genetic progress of the population could be affected by the approach chosen for the analysis of calving intervals. (C) 2012 Elsevier ay. All rights reserved.

Computational tools for comparing asymmetric GARCH models via Bayes factors

In this paper we use Markov chain Monte Carlo (MCMC) methods in order to estimate and compare GARCH models from a Bayesian perspective. We allow for possibly heavy tailed and asymmetric distributions in the error term. We use a general method proposed in the literature to introduce skewness into a continuous unimodal and symmetric distribution. For each model we compute an approximation to the marginal likelihood, based on the MCMC output. From these approximations we compute Bayes factors and posterior model probabilities. (C) 2012 IMACS. Published by Elsevier B.V. All rights reserved.

Weibull and generalised exponential overdispersion models with an application to ozone air pollution

We consider the problem of estimating the mean and variance of the time between occurrences of an event of interest (inter-occurrences times) where some forms of dependence between two consecutive time intervals are allowed. Two basic density functions are taken into account. They are the Weibull and the generalised exponential density functions. In order to capture the dependence between two consecutive inter-occurrences times, we assume that either the shape and/or the scale parameters of the two density functions are given by auto-regressive models. The expressions for the mean and variance of the inter-occurrences times are presented. The models are applied to the ozone data from two regions of Mexico City. The estimation of the parameters is performed using a Bayesian point of view via Markov chain Monte Carlo (MCMC) methods.

On Wald Residuals in Generalized Linear Models

A rigorous asymptotic theory for Wald residuals in generalized linear models is not yet available. The authors provide matrix formulae of order O(n(-1)), where n is the sample size, for the first two moments of these residuals. The formulae can be applied to many regression models widely used in practice. The authors suggest adjusted Wald residuals to these models with approximately zero mean and unit variance. The expressions were used to analyze a real dataset. Some simulation results indicate that the adjusted Wald residuals are better approximated by the standard normal distribution than the Wald residuals.

Short communication: Principal components and factor analytic models for test-day milk yield in Brazilian Holstein cattle

A total of 46,089 individual monthly test-day (TD) milk yields (10 test-days), from 7,331 complete first lactations of Holstein cattle were analyzed. A standard multivariate analysis (MV), reduced rank analyses fitting the first 2, 3, and 4 genetic principal components (PC2, PC3, PC4), and analyses that fitted a factor analytic structure considering 2, 3, and 4 factors (FAS2, FAS3, FAS4), were carried out. The models included the random animal genetic effect and fixed effects of the contemporary groups (herd-year-month of test-day), age of cow (linear and quadratic effects), and days in milk (linear effect). The residual covariance matrix was assumed to have full rank. Moreover, 2 random regression models were applied. Variance components were estimated by restricted maximum likelihood method. The heritability estimates ranged from 0.11 to 0.24. The genetic correlation estimates between TD obtained with the PC2 model were higher than those obtained with the MV model, especially on adjacent test-days at the end of lactation close to unity. The results indicate that for the data considered in this study, only 2 principal components are required to summarize the bulk of genetic variation among the 10 traits.

Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises

In this paper, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noises under two criteria. The first one is an unconstrained mean-variance trade-off performance criterion along the time, and the second one is a minimum variance criterion along the time with constraints on the expected output. We present explicit conditions for the existence of an optimal control strategy for the problems, generalizing previous results in the literature. We conclude the paper by presenting a numerical example of a multi-period portfolio selection problem with regime switching in which it is desired to minimize the sum of the variances of the portfolio along the time under the restriction of keeping the expected value of the portfolio greater than some minimum values specified by the investor. (C) 2011 Elsevier Ltd. All rights reserved.

Bayesian analysis of random regression models using B-splines to model test-day milk yield of Holstein cattle in Brazil

The objective of this paper is to model variations in test-day milk yields of first lactations of Holstein cows by RR using B-spline functions and Bayesian inference in order to fit adequate and parsimonious models for the estimation of genetic parameters. They used 152,145 test day milk yield records from 7317 first lactations of Holstein cows. The model established in this study was additive, permanent environmental and residual random effects. In addition, contemporary group and linear and quadratic effects of the age of cow at calving were included as fixed effects. Authors modeled the average lactation curve of the population with a fourth-order orthogonal Legendre polynomial. They concluded that a cubic B-spline with seven random regression coefficients for both the additive genetic and permanent environment effects was to be the best according to residual mean square and residual variance estimates. Moreover they urged a lower order model (quadratic B-spline with seven random regression coefficients for both random effects) could be adopted because it yielded practically the same genetic parameter estimates with parsimony. (C) 2012 Elsevier B.V. All rights reserved.

Influence diagnostics for elliptical semiparametric mixed models

In this paper we extend semiparametric mixed linear models with normal errors to elliptical errors in order to permit distributions with heavier and lighter tails than the normal ones. Penalized likelihood equations are applied to derive the maximum penalized likelihood estimates (MPLEs) which appear to be robust against outlying observations in the sense of the Mahalanobis distance. A reweighed iterative process based on the back-fitting method is proposed for the parameter estimation and the local influence curvatures are derived under some usual perturbation schemes to study the sensitivity of the MPLEs. Two motivating examples preliminarily analyzed under normal errors are reanalyzed considering some appropriate elliptical errors. The local influence approach is used to compare the sensitivity of the model estimates.

Longitudinal familial analysis of blood pressure involving parametric (co)variance functions

Abstract Background For analyzing longitudinal familial data we adopted a log-linear form to incorporate heterogeneity in genetic variance components over the time, and additionally a serial correlation term in the genetic effects at different levels of ages. Due to the availability of multiple measures on the same individual, we permitted environmental correlations that may change across time. Results Systolic blood pressure from family members from the first and second cohort was used in the current analysis. Measures of subjects receiving hypertension treatment were set as censored values and they were corrected. An initial check of the variance and covariance functions proposed for analyzing longitudinal familial data, using empirical semi-variogram plots, indicated that the observed trait dispersion pattern follows the assumptions adopted. Conclusion The corrections for censored phenotypes based on ordinary linear models may be an appropriate simple model to correct the data, ensuring that the original variability in the data was retained. In addition, empirical semi-variogram plots are useful for diagnosis of the (co)variance model adopted.

Degree of multicollinearity and variables involved in linear dependence in additive-dominant models

The objective of this work was to assess the degree of multicollinearity and to identify the variables involved in linear dependence relations in additive-dominant models. Data of birth weight (n=141,567), yearling weight (n=58,124), and scrotal circumference (n=20,371) of Montana Tropical composite cattle were used. Diagnosis of multicollinearity was based on the variance inflation factor (VIF) and on the evaluation of the condition indexes and eigenvalues from the correlation matrix among explanatory variables. The first model studied (RM) included the fixed effect of dam age class at calving and the covariates associated to the direct and maternal additive and non-additive effects. The second model (R) included all the effects of the RM model except the maternal additive effects. Multicollinearity was detected in both models for all traits considered, with VIF values of 1.03 - 70.20 for RM and 1.03 - 60.70 for R. Collinearity increased with the increase of variables in the model and the decrease in the number of observations, and it was classified as weak, with condition index values between 10.00 and 26.77. In general, the variables associated with additive and non-additive effects were involved in multicollinearity, partially due to the natural connection between these covariables as fractions of the biological types in breed composition.

Dupire's formula for exponential Lévy models

Questa tesi è incentrata sull'analisi della formula di Dupire, che permette di ottenere un'espressione della volatilità locale, nei modelli di Lévy esponenziali. Vengono studiati i modelli di mercato Merton, Kou e Variance Gamma dimostrando che quando si è off the money la volatilità locale tende ad infinito per il tempo di maturità delle opzioni che tende a zero. In particolare viene proposta una procedura di regolarizzazione tale per cui il processo di volatilità locale di Dupire ricrea i corretti prezzi delle opzioni anche quando si ha la presenza di salti. Infine tale risultato viene provato numericamente risolvendo il problema di Cauchy per i prezzi delle opzioni.

Visualization and validation of (Q)SAR models

Analyzing and modeling relationships between the structure of chemical compounds, their physico-chemical properties, and biological or toxic effects in chemical datasets is a challenging task for scientific researchers in the field of cheminformatics. Therefore, (Q)SAR model validation is essential to ensure future model predictivity on unseen compounds. Proper validation is also one of the requirements of regulatory authorities in order to approve its use in real-world scenarios as an alternative testing method. However, at the same time, the question of how to validate a (Q)SAR model is still under discussion. In this work, we empirically compare a k-fold cross-validation with external test set validation. The introduced workflow allows to apply the built and validated models to large amounts of unseen data, and to compare the performance of the different validation approaches. Our experimental results indicate that cross-validation produces (Q)SAR models with higher predictivity than external test set validation and reduces the variance of the results. Statistical validation is important to evaluate the performance of (Q)SAR models, but does not support the user in better understanding the properties of the model or the underlying correlations. We present the 3D molecular viewer CheS-Mapper (Chemical Space Mapper) that arranges compounds in 3D space, such that their spatial proximity reflects their similarity. The user can indirectly determine similarity, by selecting which features to employ in the process. The tool can use and calculate different kinds of features, like structural fragments as well as quantitative chemical descriptors. Comprehensive functionalities including clustering, alignment of compounds according to their 3D structure, and feature highlighting aid the chemist to better understand patterns and regularities and relate the observations to established scientific knowledge. Even though visualization tools for analyzing (Q)SAR information in small molecule datasets exist, integrated visualization methods that allows for the investigation of model validation results are still lacking. We propose visual validation, as an approach for the graphical inspection of (Q)SAR model validation results. New functionalities in CheS-Mapper 2.0 facilitate the analysis of (Q)SAR information and allow the visual validation of (Q)SAR models. The tool enables the comparison of model predictions to the actual activity in feature space. Our approach reveals if the endpoint is modeled too specific or too generic and highlights common properties of misclassified compounds. Moreover, the researcher can use CheS-Mapper to inspect how the (Q)SAR model predicts activity cliffs. The CheS-Mapper software is freely available at http://ches-mapper.org.

Population genomic tests of models of adaptive radiation in Lake Victoria Region cichlid fish

Adaptive radiation is usually thought to be associated with speciation, but the evolution of intraspecific polymorphisms without speciation is also possible. The radiation of cichlid fish in Lake Victoria (LV) is perhaps the most impressive example of a recent rapid adaptive radiation, with 600+ very young species. Key questions about its origin remain poorly characterized, such as the importance of speciation versus polymorphism, whether species persist on evolutionary time scales, and if speciation happens more commonly in small isolated or in large connected populations. We used 320 individuals from 105 putative species from Lakes Victoria, Edward, Kivu, Albert, Nabugabo and Saka, in a radiation-wide amplified fragment length polymorphism (AFLP) genome scan to address some of these questions. We demonstrate pervasive signatures of speciation supporting the classical model of adaptive radiation associated with speciation. A positive relationship between the age of lakes and the average genomic differentiation of their species, and a significant fraction of molecular variance explained by above-species level taxonomy suggest the persistence of species on evolutionary time scales, with radiation through sequential speciation rather than a single starburst. Finally the large gene diversity retained from colonization to individual species in every radiation suggests large effective population sizes and makes speciation in small geographical isolates unlikely.

Advantages and Applications of Transforming Empirical Model Input Space with Dimensional Models

Model-based calibration of steady-state engine operation is commonly performed with highly parameterized empirical models that are accurate but not very robust, particularly when predicting highly nonlinear responses such as diesel smoke emissions. To address this problem, and to boost the accuracy of more robust non-parametric methods to the same level, GT-Power was used to transform the empirical model input space into multiple input spaces that simplified the input-output relationship and improved the accuracy and robustness of smoke predictions made by three commonly used empirical modeling methods: Multivariate Regression, Neural Networks and the k-Nearest Neighbor method. The availability of multiple input spaces allowed the development of two committee techniques: a 'Simple Committee' technique that used averaged predictions from a set of 10 pre-selected input spaces chosen by the training data and the "Minimum Variance Committee" technique where the input spaces for each prediction were chosen on the basis of disagreement between the three modeling methods. This latter technique equalized the performance of the three modeling methods. The successively increasing improvements resulting from the use of a single best transformed input space (Best Combination Technique), Simple Committee Technique and Minimum Variance Committee Technique were verified with hypothesis testing. The transformed input spaces were also shown to improve outlier detection and to improve k-Nearest Neighbor performance when predicting dynamic emissions with steady-state training data. An unexpected finding was that the benefits of input space transformation were unaffected by changes in the hardware or the calibration of the underlying GT-Power model.

A multi-level decomposition of variance in somatic symptom reporting in families with adolescent children

OBJECTIVES: This paper examines four different levels of possible variation in symptom reporting: occasion, day, person and family. DESIGN: In order to rule out effects of retrospection, concurrent symptom reporting was assessed prospectively using a computer-assisted self-report method. METHODS: A decomposition of variance in symptom reporting was conducted using diary data from families with adolescent children. We used palmtop computers to assess concurrent somatic complaints from parents and children six times a day for seven consecutive days. In two separate studies, 314 and 254 participants from 96 and 77 families, respectively, participated. A generalized multilevel linear models approach was used to analyze the data. Symptom reports were modelled using a logistic response function, and random effects were allowed at the family, person and day level, with extra-binomial variation allowed for on the occasion level. RESULTS: Substantial variability was observed at the person, day and occasion level but not at the family level. CONCLUSIONS: To explain symptom reporting in normally healthy individuals, situational as well as person characteristics should be taken into account. Family characteristics, however, would not help to clarify symptom reporting in all family members.