843 resultados para nonlinear mixed effects models
Resumo:
The intraseasonal variability (ISV) of the Indian summer monsoon is dominated by a 30–50 day oscillation between “active” and “break” events of enhanced and reduced rainfall over the subcontinent, respectively. These organized convective events form in the equatorial Indian Ocean and propagate north to India. Atmosphere–ocean coupled processes are thought to play a key role the intensity and propagation of these events. A high-resolution, coupled atmosphere–mixed-layer-oceanmodel is assembled: HadKPP. HadKPP comprises the Hadley Centre Atmospheric Model (HadAM3) and the K Profile Parameterization (KPP) mixed-layer ocean model. Following studies that upper-ocean vertical resolution and sub-diurnal coupling frequencies improve the simulation of ISV in SSTs, KPP is run at 1 m vertical resolution near the surface; the atmosphere and ocean are coupled every three hours. HadKPP accurately simulates the 30–50 day ISV in rainfall and SSTs over India and the Bay of Bengal, respectively, but suffers from low ISV on the equator. This is due to the HadAM3 convection scheme producing limited ISV in surface fluxes. HadKPP demonstrates little of the observed northward propagation of intraseasonal events, producing instead a standing oscillation. The lack of equatorial ISV in convection in HadAM3 constrains the ability of KPP to produce equatorial SST anomalies, which further weakens the ISV of convection. It is concluded that while atmosphere–ocean interactions are undoubtedly essential to an accurate simulation of ISV, they are not a panacea for model deficiencies. In regions where the atmospheric forcing is adequate, such as the Bay of Bengal, KPP produces SST anomalies that are comparable to the Tropical Rainfall Measuring Mission Microwave Imager (TMI) SST analyses in both their magnitude and their timing with respect to rainfall anomalies over India. HadKPP also displays a much-improved phase relationship between rainfall and SSTs over a HadAM3 ensemble forced by observed SSTs, when both are compared to observations. Coupling to mixed-layer models such as KPP has the potential to improve operational predictions of ISV, particularly when the persistence time of SST anomalies is shorter than the forecast lead time.
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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.
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Aims: We conducted a systematic review of studies examining relationships between measures of beverage alcohol tax or price levels and alcohol sales or self-reported drinking. A total of 112 studies of alcohol tax or price effects were found, containing 1003 estimates of the tax/price–consumption relationship. Design: Studies included analyses of alternative outcome measures, varying subgroups of the population, several statistical models, and using different units of analysis. Multiple estimates were coded from each study, along with numerous study characteristics. Using reported estimates, standard errors, t-ratios, sample sizes and other statistics, we calculated the partial correlation for the relationship between alcohol price or tax and sales or drinking measures for each major model or subgroup reported within each study. Random-effects models were used to combine studies for inverse variance weighted overall estimates of the magnitude and significance of the relationship between alcohol tax/price and drinking. Findings: Simple means of reported elasticities are -0.46 for beer, -0.69 for wine and -0.80 for spirits. Meta-analytical results document the highly significant relationships (P < 0.001) between alcohol tax or price measures and indices of sales or consumption of alcohol (aggregate-level r = -0.17 for beer, -0.30 for wine, -0.29 for spirits and -0.44 for total alcohol). Price/tax also affects heavy drinking significantly (mean reported elasticity = -0.28, individual-level r = -0.01, P < 0.01), but the magnitude of effect is smaller than effects on overall drinking. Conclusions: A large literature establishes that beverage alcohol prices and taxes are related inversely to drinking. Effects are large compared to other prevention policies and programs. Public policies that raise prices of alcohol are an effective means to reduce drinking.
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Many studies warn that climate change may undermine global food security. Much work on this topic focuses on modelling crop-weather interactions but these models do not generally account for the ways in which socio-economic factors influence how harvests are affected by weather. To address this gap, this paper uses a quantitative harvest vulnerability index based on annual soil moisture and grain production data as the dependent variables in a Linear Mixed Effects model with national scale socio-economic data as independent variables for the period 1990-2005. Results show that rice, wheat and maize production in middle income countries were especially vulnerable to droughts. By contrast, harvests in countries with higher investments in agriculture (e.g higher amounts of fertilizer use) were less vulnerable to drought. In terms of differences between the world's major grain crops, factors that made rice and wheat crops vulnerable to drought were quite consistent, whilst those of maize crops varied considerably depending on the type of region. This is likely due to the fact that maize is produced under very different conditions worldwide. One recommendation for reducing drought vulnerability risks is coordinated development and adaptation policies, including institutional support that enables farmers to take proactive action.
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BACKGROUND: Intronic variation in the FTO (fat mass and obesity-associated) gene has been unequivocally associated with increased body mass index (BMI; in kg/m(2)) and the risk of obesity in populations of different ethnicity. OBJECTIVE: We examined whether this robust genetic predisposition to obesity can be attenuated by being more physically active. DESIGN: The FTO variant rs1121980 was genotyped in 20,374 participants (39-79 y of age) from the European Prospective Investigation into Cancer and Nutrition-Norfolk Study, an ethnically homogeneous population-based cohort. Physical activity (PA) was assessed with a validated self-reported questionnaire. The interaction between rs1121980 and PA on BMI and waist circumference (WC) was examined by including the interaction term in mixed-effect models. RESULTS: We confirmed that the risk (T) allele of rs1121980 was significantly associated with BMI (0.31-unit increase per allele; P < 0.001) and WC (0.77-cm increase per allele; P < 0.001). The PA level attenuated the effect of rs1121980 on BMI and WC; ie, whereas in active individuals the risk allele increased BMI by 0.25 per allele, the increase in BMI was significantly (P for interaction = 0.004) more pronounced (76%) in inactive individuals (0.44 per risk allele). We observed similar effects for WC (P for interaction = 0.02): the risk allele increased WC by 1.04 cm per allele in inactive individuals but by only 0.64 cm in active individuals. CONCLUSIONS: Our results showed that PA attenuates the effect of the FTO rs1121980 genotype on BMI and WC. This observation has important public health implications because we showed that a genetic susceptibility to obesity induced by FTO variation can be overcome, at least in part, by adopting a physically active lifestyle.
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We test the expectations theory of the term structure of U.S. interest rates in nonlinear systems. These models allow the response of the change in short rates to past values of the spread to depend upon the level of the spread. The nonlinear system is tested against a linear system, and the results of testing the expectations theory in both models are contrasted. We find that the results of tests of the implications of the expectations theory depend on the size and sign of the spread. The long maturity spread predicts future changes of the short rate only when it is high.
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A practical orthogonal frequency-division multiplexing (OFDM) system can generally be modelled by the Hammerstein system that includes the nonlinear distortion effects of the high power amplifier (HPA) at transmitter. In this contribution, we advocate a novel nonlinear equalization scheme for OFDM Hammerstein systems. We model the nonlinear HPA, which represents the static nonlinearity of the OFDM Hammerstein channel, by a B-spline neural network, and we develop a highly effective alternating least squares algorithm for estimating the parameters of the OFDM Hammerstein channel, including channel impulse response coefficients and the parameters of the B-spline model. Moreover, we also use another B-spline neural network to model the inversion of the HPA’s nonlinearity, and the parameters of this inverting B-spline model can easily be estimated using the standard least squares algorithm based on the pseudo training data obtained as a byproduct of the Hammerstein channel identification. Equalization of the OFDM Hammerstein channel can then be accomplished by the usual one-tap linear equalization as well as the inverse B-spline neural network model obtained. The effectiveness of our nonlinear equalization scheme for OFDM Hammerstein channels is demonstrated by simulation results.
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A practical single-carrier (SC) block transmission with frequency domain equalisation (FDE) system can generally be modelled by the Hammerstein system that includes the nonlinear distortion effects of the high power amplifier (HPA) at transmitter. For such Hammerstein channels, the standard SC-FDE scheme no longer works. We propose a novel Bspline neural network based nonlinear SC-FDE scheme for Hammerstein channels. In particular, we model the nonlinear HPA, which represents the complex-valued static nonlinearity of the Hammerstein channel, by two real-valued B-spline neural networks, one for modelling the nonlinear amplitude response of the HPA and the other for the nonlinear phase response of the HPA. We then develop an efficient alternating least squares algorithm for estimating the parameters of the Hammerstein channel, including the channel impulse response coefficients and the parameters of the two B-spline models. Moreover, we also use another real-valued B-spline neural network to model the inversion of the HPA’s nonlinear amplitude response, and the parameters of this inverting B-spline model can be estimated using the standard least squares algorithm based on the pseudo training data obtained as a byproduct of the Hammerstein channel identification. Equalisation of the SC Hammerstein channel can then be accomplished by the usual one-tap linear equalisation in frequency domain as well as the inverse Bspline neural network model obtained in time domain. The effectiveness of our nonlinear SC-FDE scheme for Hammerstein channels is demonstrated in a simulation study.
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Objective: We evaluated the effects of soy isoflavone supplementation on hemostasis in healthy postmenopausal women. Methods: In this double-blinded, placebo-controlled study, 47 postmenopausal women 47-66 y of age received 40 mg of soy isoflavone (n = 25) or 40 mg of casein placebo (n = 22) once a day for 6 mo. Levels of factors VII and X. fibrinogen, thrombin-antithrombin complex, prothrombin fragments I plus 2, antithrombin, protein C, total and free protein S, plasminogen, plasminogen activator inhibitor-1, and D-dimers were measured at baseline and 6 mo. Urinary isoflavone concentrations (genistein and daidzein) were measured as a marker of compliance and absorption using high-performance liquid chromatography. Baseline characteristics were compared by unpaired Student`s t test. Within-group changes and comparison between the isoflavone and casein placebo groups were determined by a mixed effects model. Results: The levels of hemostatic variables did not change significantly throughout the study in the isoflavone group; however, the isoflavone group showed a statistically significant reduction in plasma concentration of prothrombin fragments I plus 2; both groups showed a statistically significant reduction in antithrombin, protein C, and free protein S levels. A significant increase in D-dimers was observed only in the isoflavone group. Plasminogen activator inhibitor-l levels increased significantly in the placebo group. However, these changes were not statistically different between groups. Conclusion: The results of the present study do not support a biologically significant estrogenic effect of soy isoflavone on coagulation and fibrinolysis in postmenopausal women. However, further research will be necessary to definitively assess the safety and efficacy of isoflavone. (D 2008 Elsevier Inc. All rights reserved.
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Little follow-up data on malaria transmission in communities originating from frontier settlements in Amazonia are available. Here we describe a cohort study in a frontier settlement in Acre, Brazil, where 509 subjects contributed 489.7 person-years of follow-up. The association between malaria morbidity during the follow-up and individual, household, and spatial covariates was explored with mixed-effects logistic regression models and spatial analysis. Incidence rates for Plasmodium vivax and Plasmodium falciparum malaria were 30.0/100 and 16.3/100 person-years at risk, respectively. Malaria morbidity was strongly associated with land clearing and farming, and decreased after five years of residence in the area, suggesting that clinical immunity develops among subjects exposed to low malaria endemicity. Significant spatial clustering of malaria was observed in the areas of most recent occupation, indicating that the continuous influx of nonimmune settlers to forest-fringe areas perpetuates the cycle of environmental change and colonization that favors malaria transmission in rural Amazonia.
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Predictors of random effects are usually based on the popular mixed effects (ME) model developed under the assumption that the sample is obtained from a conceptual infinite population; such predictors are employed even when the actual population is finite. Two alternatives that incorporate the finite nature of the population are obtained from the superpopulation model proposed by Scott and Smith (1969. Estimation in multi-stage surveys. J. Amer. Statist. Assoc. 64, 830-840) or from the finite population mixed model recently proposed by Stanek and Singer (2004. Predicting random effects from finite population clustered samples with response error. J. Amer. Statist. Assoc. 99, 1119-1130). Predictors derived under the latter model with the additional assumptions that all variance components are known and that within-cluster variances are equal have smaller mean squared error (MSE) than the competitors based on either the ME or Scott and Smith`s models. As population variances are rarely known, we propose method of moment estimators to obtain empirical predictors and conduct a simulation study to evaluate their performance. The results suggest that the finite population mixed model empirical predictor is more stable than its competitors since, in terms of MSE, it is either the best or the second best and when second best, its performance lies within acceptable limits. When both cluster and unit intra-class correlation coefficients are very high (e.g., 0.95 or more), the performance of the empirical predictors derived under the three models is similar. (c) 2007 Elsevier B.V. All rights reserved.
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This paper investigates common nonlinear features in multivariate nonlinear autore-gressive models via testing the estimated residuals. A Wald-type test is proposed and itis asymptotically Chi-squared distributed. Simulation studies are given to examine thefinite-sample properties of the proposed test.
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This thesis develops and evaluates statistical methods for different types of genetic analyses, including quantitative trait loci (QTL) analysis, genome-wide association study (GWAS), and genomic evaluation. The main contribution of the thesis is to provide novel insights in modeling genetic variance, especially via random effects models. In variance component QTL analysis, a full likelihood model accounting for uncertainty in the identity-by-descent (IBD) matrix was developed. It was found to be able to correctly adjust the bias in genetic variance component estimation and gain power in QTL mapping in terms of precision. Double hierarchical generalized linear models, and a non-iterative simplified version, were implemented and applied to fit data of an entire genome. These whole genome models were shown to have good performance in both QTL mapping and genomic prediction. A re-analysis of a publicly available GWAS data set identified significant loci in Arabidopsis that control phenotypic variance instead of mean, which validated the idea of variance-controlling genes. The works in the thesis are accompanied by R packages available online, including a general statistical tool for fitting random effects models (hglm), an efficient generalized ridge regression for high-dimensional data (bigRR), a double-layer mixed model for genomic data analysis (iQTL), a stochastic IBD matrix calculator (MCIBD), a computational interface for QTL mapping (qtl.outbred), and a GWAS analysis tool for mapping variance-controlling loci (vGWAS).
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OBJECTIVES: To develop a method for objective assessment of fine motor timing variability in Parkinson’s disease (PD) patients, using digital spiral data gathered by a touch screen device. BACKGROUND: A retrospective analysis was conducted on data from 105 subjects including65 patients with advanced PD (group A), 15 intermediate patients experiencing motor fluctuations (group I), 15 early stage patients (group S), and 10 healthy elderly subjects (HE) were examined. The subjects were asked to perform repeated upper limb motor tasks by tracing a pre-drawn Archimedes spiral as shown on the screen of the device. The spiral tracing test was performed using an ergonomic pen stylus, using dominant hand. The test was repeated three times per test occasion and the subjects were instructed to complete it within 10 seconds. Digital spiral data including stylus position (x-ycoordinates) and timestamps (milliseconds) were collected and used in subsequent analysis. The total number of observations with the test battery were as follows: Swedish group (n=10079), Italian I group (n=822), Italian S group (n = 811), and HE (n=299). METHODS: The raw spiral data were processed with three data processing methods. To quantify motor timing variability during spiral drawing tasks Approximate Entropy (APEN) method was applied on digitized spiral data. APEN is designed to capture the amount of irregularity or complexity in time series. APEN requires determination of two parameters, namely, the window size and similarity measure. In our work and after experimentation, window size was set to 4 and similarity measure to 0.2 (20% of the standard deviation of the time series). The final score obtained by APEN was normalized by total drawing completion time and used in subsequent analysis. The score generated by this method is hence on denoted APEN. In addition, two more methods were applied on digital spiral data and their scores were used in subsequent analysis. The first method was based on Digital Wavelet Transform and Principal Component Analysis and generated a score representing spiral drawing impairment. The score generated by this method is hence on denoted WAV. The second method was based on standard deviation of frequency filtered drawing velocity. The score generated by this method is hence on denoted SDDV. Linear mixed-effects (LME) models were used to evaluate mean differences of the spiral scores of the three methods across the four subject groups. Test-retest reliability of the three scores was assessed after taking mean of the three possible correlations (Spearman’s rank coefficients) between the three test trials. Internal consistency of the methods was assessed by calculating correlations between their scores. RESULTS: When comparing mean spiral scores between the four subject groups, the APEN scores were different between HE subjects and three patient groups (P=0.626 for S group with 9.9% mean value difference, P=0.089 for I group with 30.2%, and P=0.0019 for A group with 44.1%). However, there were no significant differences in mean scores of the other two methods, except for the WAV between the HE and A groups (P<0.001). WAV and SDDV were highly and significantly correlated to each other with a coefficient of 0.69. However, APEN was not correlated to neither WAV nor SDDV with coefficients of 0.11 and 0.12, respectively. Test-retest reliability coefficients of the three scores were as follows: APEN (0.9), WAV(0.83) and SD-DV (0.55). CONCLUSIONS: The results show that the digital spiral analysis-based objective APEN measure is able to significantly differentiate the healthy subjects from patients at advanced level. In contrast to the other two methods (WAV and SDDV) that are designed to quantify dyskinesias (over-medications), this method can be useful for characterizing Off symptoms in PD. The APEN was not correlated to none of the other two methods indicating that it measures a different construct of upper limb motor function in PD patients than WAV and SDDV. The APEN also had a better test-retest reliability indicating that it is more stable and consistent over time than WAV and SDDV.
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Records of Nellore animals born from 1990 to 2006 were used to estimate genetic correlations of visual scores at yearling (conformation, C; finishing precocity, P; and muscling, M) with primiparous subsequent rebreeding (SR) and days to first calving (DC), because the magnitude of these associations is still unknown. Genetic parameters were estimated by multiple-traits Bayesian analysis, using a nonlinear (threshold) animal models for visual scores and SR and a linear animal models for weaning weight (WW) and DC. WW was included in the analysis to account for the effects of sequential selection. The posterior means of heritabilities estimated for C, P, M, SR and DC were 0.24 +/- 0.01, 0.31 +/- 0.01, 0.30 +/- 0.01, 0.18 +/- 0.02 and 0.06 +/- 0.02, respectively. The posterior means of genetic correlations estimated between SR and visual scores were low and positive, with values of 0.09 +/- 0.02 (C), 0.19 +/- 0.03 (P) and 0.18 +/- 0.05 (M). on the other hand, negative genetic correlations were found between DC and C (-0.11 +/- 0.09), P (-0.19 +/- 0.09) and M (-0.16 +/- 0.09). The primiparous rebreeding trait has genetic variability in Nellore cattle. The genetic correlations between visual scores, and SR and DC were low and favourable. The genetic changes in C, P and M were 0.02, 0.03 and 0.03/year, respectively. For SR and DC, genetic trends were 0.01/year and -0.01 days/year, respectively, indicating that the increase in genetic merit for reproductive traits was small over time. Direct selection for visual scores together with female reproductive traits is recommended to increase the fertility of beef cows.