Bootstrap for panel data models with an application to the evaluation of public policies

Le but de cette thèse est d étendre la théorie du bootstrap aux modèles de données de panel. Les données de panel s obtiennent en observant plusieurs unités statistiques sur plusieurs périodes de temps. Leur double dimension individuelle et temporelle permet de contrôler l 'hétérogénéité non observable entre individus et entre les périodes de temps et donc de faire des études plus riches que les séries chronologiques ou les données en coupe instantanée. L 'avantage du bootstrap est de permettre d obtenir une inférence plus précise que celle avec la théorie asymptotique classique ou une inférence impossible en cas de paramètre de nuisance. La méthode consiste à tirer des échantillons aléatoires qui ressemblent le plus possible à l échantillon d analyse. L 'objet statitstique d intérêt est estimé sur chacun de ses échantillons aléatoires et on utilise l ensemble des valeurs estimées pour faire de l inférence. Il existe dans la littérature certaines application du bootstrap aux données de panels sans justi cation théorique rigoureuse ou sous de fortes hypothèses. Cette thèse propose une méthode de bootstrap plus appropriée aux données de panels. Les trois chapitres analysent sa validité et son application. Le premier chapitre postule un modèle simple avec un seul paramètre et s 'attaque aux propriétés théoriques de l estimateur de la moyenne. Nous montrons que le double rééchantillonnage que nous proposons et qui tient compte à la fois de la dimension individuelle et la dimension temporelle est valide avec ces modèles. Le rééchantillonnage seulement dans la dimension individuelle n est pas valide en présence d hétérogénéité temporelle. Le ré-échantillonnage dans la dimension temporelle n est pas valide en présence d'hétérogénéité individuelle. Le deuxième chapitre étend le précédent au modèle panel de régression. linéaire. Trois types de régresseurs sont considérés : les caractéristiques individuelles, les caractéristiques temporelles et les régresseurs qui évoluent dans le temps et par individu. En utilisant un modèle à erreurs composées doubles, l'estimateur des moindres carrés ordinaires et la méthode de bootstrap des résidus, on montre que le rééchantillonnage dans la seule dimension individuelle est valide pour l'inférence sur les coe¢ cients associés aux régresseurs qui changent uniquement par individu. Le rééchantillonnage dans la dimen- sion temporelle est valide seulement pour le sous vecteur des paramètres associés aux régresseurs qui évoluent uniquement dans le temps. Le double rééchantillonnage est quand à lui est valide pour faire de l inférence pour tout le vecteur des paramètres. Le troisième chapitre re-examine l exercice de l estimateur de différence en di¤érence de Bertrand, Duflo et Mullainathan (2004). Cet estimateur est couramment utilisé dans la littérature pour évaluer l impact de certaines poli- tiques publiques. L exercice empirique utilise des données de panel provenant du Current Population Survey sur le salaire des femmes dans les 50 états des Etats-Unis d Amérique de 1979 à 1999. Des variables de pseudo-interventions publiques au niveau des états sont générées et on s attend à ce que les tests arrivent à la conclusion qu il n y a pas d e¤et de ces politiques placebos sur le salaire des femmes. Bertrand, Du o et Mullainathan (2004) montre que la non-prise en compte de l hétérogénéité et de la dépendance temporelle entraîne d importantes distorsions de niveau de test lorsqu'on évalue l'impact de politiques publiques en utilisant des données de panel. Une des solutions préconisées est d utiliser la méthode de bootstrap. La méthode de double ré-échantillonnage développée dans cette thèse permet de corriger le problème de niveau de test et donc d'évaluer correctement l'impact des politiques publiques.

Regression models for bivariate survival data

Multivariate lifetime data arise in various forms including recurrent event data when individuals are followed to observe the sequence of occurrences of a certain type of event; correlated lifetime when an individual is followed for the occurrence of two or more types of events, or when distinct individuals have dependent event times. In most studies there are covariates such as treatments, group indicators, individual characteristics, or environmental conditions, whose relationship to lifetime is of interest. This leads to a consideration of regression models.The well known Cox proportional hazards model and its variations, using the marginal hazard functions employed for the analysis of multivariate survival data in literature are not sufficient to explain the complete dependence structure of pair of lifetimes on the covariate vector. Motivated by this, in Chapter 2, we introduced a bivariate proportional hazards model using vector hazard function of Johnson and Kotz (1975), in which the covariates under study have different effect on two components of the vector hazard function. The proposed model is useful in real life situations to study the dependence structure of pair of lifetimes on the covariate vector . The well known partial likelihood approach is used for the estimation of parameter vectors. We then introduced a bivariate proportional hazards model for gap times of recurrent events in Chapter 3. The model incorporates both marginal and joint dependence of the distribution of gap times on the covariate vector . In many fields of application, mean residual life function is considered superior concept than the hazard function. Motivated by this, in Chapter 4, we considered a new semi-parametric model, bivariate proportional mean residual life time model, to assess the relationship between mean residual life and covariates for gap time of recurrent events. The counting process approach is used for the inference procedures of the gap time of recurrent events. In many survival studies, the distribution of lifetime may depend on the distribution of censoring time. In Chapter 5, we introduced a proportional hazards model for duration times and developed inference procedures under dependent (informative) censoring. In Chapter 6, we introduced a bivariate proportional hazards model for competing risks data under right censoring. The asymptotic properties of the estimators of the parameters of different models developed in previous chapters, were studied. The proposed models were applied to various real life situations.

Microstructure and random magnetic anisotropy in Fe–Ni based nanocrystalline thin films

Nanocrystalline Fe–Ni thin films were prepared by partial crystallization of vapour deposited amorphous precursors. The microstructure was controlled by annealing the films at different temperatures. X-ray diffraction, transmission electron microscopy and energy dispersive x-ray spectroscopy investigations showed that the nanocrystalline phase was that of Fe–Ni. Grain growth was observed with an increase in the annealing temperature. X-ray photoelectron spectroscopy observations showed the presence of a native oxide layer on the surface of the films. Scanning tunnelling microscopy investigations support the biphasic nature of the nanocrystalline microstructure that consists of a crystalline phase along with an amorphous phase. Magnetic studies using a vibrating sample magnetometer show that coercivity has a strong dependence on grain size. This is attributed to the random magnetic anisotropy characteristic of the system. The observed coercivity dependence on the grain size is explained using a modified random anisotropy model

Effect of thermal annealing on Fe40Ni38B18Mo4 thin films: modified Herzer model for magnetic evolution

Magnetic properties of nano-crystalline soft magnetic alloys have usually been correlated to structural evolution with heat treatment. However, literature reports pertaining to the study of nano-crystalline thin films are less abundant. Thin films of Fe40Ni38B18Mo4 were deposited on glass substrates under a high vacuum of ≈ 10−6 Torr by employing resistive heating. They were annealed at various temperatures ranging from 373 to 773K based on differential scanning calorimetric studies carried out on the ribbons. The magnetic characteristics were investigated using vibrating sample magnetometry. Morphological characterizations were carried out using atomic force microscopy (AFM), and magnetic force microscopy (MFM) imaging is used to study the domain characteristics. The variation of magnetic properties with thermal annealing is also investigated. From AFM and MFM images it can be inferred that the crystallization temperature of the as-prepared films are lower than their bulk counterparts. Also there is a progressive evolution of coercivity up to 573 K, which is an indication of the lowering of nano-crystallization temperature in thin films. The variation of coercivity with the structural evolution of the thin films with annealing is discussed and a plausible explanation is provided using the modified random anisotropy model

Factores asociados a calidad de vida en pacientes de hemodiálisis incidentes y prevalentes

Introducción: la insuficiencia renal crónica IRC ha aumentado su prevalencia en los últimos años pasando de 44.7 pacientes por millón en 1993 a 538.46 pacientes por millón en 2010, los pacientes quienes reciben terapia de remplazo renal hemodiálisis en Colombia cada vez tienen una mayor sobrevida. El incremento de los pacientes y el incremento de la sobrevida nos enfocan a mejorar la calidad de vida de los años de diálisis. Metodología: se comparó la calidad de vida por medio del SF-36 en 154 pacientes con IRC estadio terminal en manejo con hemodiálisis, 77 pacientes incidentes y 77 pacientes prevalentes, pertenecientes a una unidad renal en Bogotá, Colombia. Resultados: se encontró una disminución de la calidad de vida en los componentes físicos (PCS) y metales (MCS) de los pacientes de hemodiálisis en ambos grupos. En el modelo de regresión logística la incapacidad laboral (p=0.05), el uso de catéter (p= 0,000), el bajo índice de masa corporal (p=0.021), la hipoalbuminemia (p=0,033) y la anemia (p=0,001) fueron factores determinantes en un 78,9% de baja calidad de vida de PCS en los pacientes incidentes con respecto a los prevalentes. En el MCS de los pacientes incidentes vs. Prevalentes se encontró la hipoalbuminemia (p=0.007), la anemia (p=0.001) y el acceso por catéter (p=0.001) como factores determinantes en un 70.6% de bajo MCS Conclusiones: la calidad de vida de los pacientes de diálisis se encuentra afectada con mayor repercusión en el grupo de los pacientes incidentes, se debe mejorar los aspectos nutricionales, hematológicos y de acceso vascular en este grupo.

A parametric model for the interval censored survival times of Acacia mangium plantation in a spacing trial

Survival times for the Acacia mangium plantation in the Segaliud Lokan Project, Sabah, East Malaysia were analysed based on 20 permanent sample plots (PSPs) established in 1988 as a spacing experiment. The PSPs were established following a complete randomized block design with five levels of spacing randomly assigned to units within four blocks at different sites. The survival times of trees in years are of interest. Since the inventories were only conducted annually, the actual survival time for each tree was not observed. Hence, the data set comprises censored survival times. Initial analysis of the survival of the Acacia mangium plantation suggested there is block by spacing interaction; a Weibull model gives a reasonable fit to the replicate survival times within each PSP; but a standard Weibull regression model is inappropriate because the shape parameter differs between PSPs. In this paper we investigate the form of the non-constant Weibull shape parameter. Parsimonious models for the Weibull survival times have been derived using maximum likelihood methods. The factor selection for the parameters is based on a backward elimination procedure. The models are compared using likelihood ratio statistics. The results suggest that both Weibull parameters depend on spacing and block.

A practical approach to a multi-level analysis with a sparse binary outcome within a large surgical trial

Objectives: To assess the potential source of variation that surgeon may add to patient outcome in a clinical trial of surgical procedures. Methods: Two large (n = 1380) parallel multicentre randomized surgical trials were undertaken to compare laparoscopically assisted hysterectomy with conventional methods of abdominal and vaginal hysterectomy; involving 43 surgeons. The primary end point of the trial was the occurrence of at least one major complication. Patients were nested within surgeons giving the data set a hierarchical structure. A total of 10% of patients had at least one major complication, that is, a sparse binary outcome variable. A linear mixed logistic regression model (with logit link function) was used to model the probability of a major complication, with surgeon fitted as a random effect. Models were fitted using the method of maximum likelihood in SAS((R)). Results: There were many convergence problems. These were resolved using a variety of approaches including; treating all effects as fixed for the initial model building; modelling the variance of a parameter on a logarithmic scale and centring of continuous covariates. The initial model building process indicated no significant 'type of operation' across surgeon interaction effect in either trial, the 'type of operation' term was highly significant in the abdominal trial, and the 'surgeon' term was not significant in either trial. Conclusions: The analysis did not find a surgeon effect but it is difficult to conclude that there was not a difference between surgeons. The statistical test may have lacked sufficient power, the variance estimates were small with large standard errors, indicating that the precision of the variance estimates may be questionable.

Identification of nonlinear systems using generalized kernel models

Nonlinear system identification is considered using a generalized kernel regression model. Unlike the standard kernel model, which employs a fixed common variance for all the kernel regressors, each kernel regressor in the generalized kernel model has an individually tuned diagonal covariance matrix that is determined by maximizing the correlation between the training data and the regressor using a repeated guided random search based on boosting optimization. An efficient construction algorithm based on orthogonal forward regression with leave-one-out (LOO) test statistic and local regularization (LR) is then used to select a parsimonious generalized kernel regression model from the resulting full regression matrix. The proposed modeling algorithm is fully automatic and the user is not required to specify any criterion to terminate the construction procedure. Experimental results involving two real data sets demonstrate the effectiveness of the proposed nonlinear system identification approach.

Power properties if invariant tests for spatial autocorrelation in linear regression

This paper derives some exact power properties of tests for spatial autocorrelation in the context of a linear regression model. In particular, we characterize the circumstances in which the power vanishes as the autocorrelation increases, thus extending the work of Krämer (2005). More generally, the analysis in the paper sheds new light on how the power of tests for spatial autocorrelation is affected by the matrix of regressors and by the spatial structure. We mainly focus on the problem of residual spatial autocorrelation, in which case it is appropriate to restrict attention to the class of invariant tests, but we also consider the case when the autocorrelation is due to the presence of a spatially lagged dependent variable among the regressors. A numerical study aimed at assessing the practical relevance of the theoretical results is included

Investigation of the factors influencing the survival of Bifidobacterium longum in model acidic solutions and fruit juices

The survival of Bifidobacterium longum NCIMB 8809 was studied during refrigerated storage for 6 weeks in model solutions, based on which a mathematical model was constructed describing cell survival as a function of pH, citric acid, protein and dietary fibre. A Central Composite Design (CCD) was developed studying the influence of four factors at three levels, i.e., pH (3.2–4), citric acid (2–15 g/l), protein (0–10 g/l), and dietary fibre (0–8 g/l). In total, 31 experimental runs were carried out. Analysis of variance (ANOVA) of the regression model demonstrated that the model fitted well the data. From the regression coefficients it was deduced that all four factors had a statistically significant (P < 0.05) negative effect on the log decrease [log10N0 week−log10N6 week], with the pH and citric acid being the most influential ones. Cell survival during storage was also investigated in various types of juices, including orange, grapefruit, blackcurrant, pineapple, pomegranate and strawberry. The highest cell survival (less than 0.4 log decrease) after 6 weeks of storage was observed in orange and pineapple, both of which had a pH of about 3.8. Although the pH of grapefruit and blackcurrant was similar (pH ∼3.2), the log decrease of the former was ∼0.5 log, whereas of the latter was ∼0.7 log. One reason for this could be the fact that grapefruit contained a high amount of citric acid (15.3 g/l). The log decrease in pomegranate and strawberry juices was extremely high (∼8 logs). The mathematical model was able to predict adequately the cell survival in orange, grapefruit, blackcurrant, and pineapple juices. However, the model failed to predict the cell survival in pomegranate and strawberry, most likely due to the very high levels of phenolic compounds in these two juices.

A unified neurofuzzy model for classification

This work proposes a unified neurofuzzy modelling scheme. To begin with, the initial fuzzy base construction method is based on fuzzy clustering utilising a Gaussian mixture model (GMM) combined with the analysis of covariance (ANOVA) decomposition in order to obtain more compact univariate and bivariate membership functions over the subspaces of the input features. The mean and covariance of the Gaussian membership functions are found by the expectation maximisation (EM) algorithm with the merit of revealing the underlying density distribution of system inputs. The resultant set of membership functions forms the basis of the generalised fuzzy model (GFM) inference engine. The model structure and parameters of this neurofuzzy model are identified via the supervised subspace orthogonal least square (OLS) learning. Finally, instead of providing deterministic class label as model output by convention, a logistic regression model is applied to present the classifier’s output, in which the sigmoid type of logistic transfer function scales the outputs of the neurofuzzy model to the class probability. Experimental validation results are presented to demonstrate the effectiveness of the proposed neurofuzzy modelling scheme.

Meta-analysis of relationships between enteric methane yield and milk fatty acid profile in dairy cattle

Various studies have indicated a relationship between enteric methane (CH4) production and milk fatty acid (FA) profiles of dairy cattle. However, the number of studies investigating such a relationship is limited and the direct relationships reported are mainly obtained by variation in CH4 production and milk FA concentration induced by dietary lipid supplements. The aim of this study was to perform a meta-analysis to quantify relationships between CH4 yield (per unit of feed and unit of milk) and milk FA profile in dairy cattle and to develop equations to predict CH4 yield based on milk FA profile of cows fed a wide variety of diets. Data from 8 experiments encompassing 30 different dietary treatments and 146 observations were included. Yield of CH4 measured in these experiments was 21.5 ± 2.46 g/kg of dry matter intake (DMI) and 13.9 ± 2.30 g/ kg of fat- and protein-corrected milk (FPCM). Correlation coefficients were chosen as effect size of the relationship between CH4 yield and individual milk FA concentration (g/100 g of FA). Average true correlation coefficients were estimated by a random-effects model. Milk FA concentrations of C6:0, C8:0, C10:0, C16:0, and C16:0-iso were significantly or tended to be positively related to CH4 yield per unit of feed. Concentrations of trans-6+7+8+9 C18:1, trans-10+11 C18:1, cis- 11 C18:1, cis-12 C18:1, cis-13 C18:1, trans-16+cis-14 C18:1, and cis-9,12 C18:2 in milk fat were significantly or tended to be negatively related to CH4 yield per unit of feed. Milk FA concentrations of C10:0, C12:0, C14:0-iso, C14:0, cis-9 C14:1, C15:0, and C16:0 were significantly or tended to be positively related to CH4 yield per unit of milk. Concentrations of C4:0, C18:0, trans-10+11 C18:1, cis-9 C18:1, cis-11 C18:1, and cis- 9,12 C18:2 in milk fat were significantly or tended to be negatively related to CH4 yield per unit of milk. Mixed model multiple regression and a stepwise selection procedure of milk FA based on the Bayesian information criterion to predict CH4 yield with milk FA as input (g/100 g of FA) resulted in the following prediction equations: CH4 (g/kg of DMI) = 23.39 + 9.74 × C16:0- iso – 1.06 × trans-10+11 C18:1 – 1.75 × cis-9,12 C18:2 (R2 = 0.54), and CH4 (g/kg of FPCM) = 21.13 – 1.38 × C4:0 + 8.53 × C16:0-iso – 0.22 × cis-9 C18:1 – 0.59 × trans-10+11 C18:1 (R2 = 0.47). This indicated that milk FA profile has a moderate potential for predicting CH4 yield per unit of feed and a slightly lower potential for predicting CH4 yield per unit of milk. Key words: methane , milk fatty acid profile , metaanalysis , dairy cattle

Tensor regression based on linked multiway parameter analysis

Classical regression methods take vectors as covariates and estimate the corresponding vectors of regression parameters. When addressing regression problems on covariates of more complex form such as multi-dimensional arrays (i.e. tensors), traditional computational models can be severely compromised by ultrahigh dimensionality as well as complex structure. By exploiting the special structure of tensor covariates, the tensor regression model provides a promising solution to reduce the model’s dimensionality to a manageable level, thus leading to efficient estimation. Most of the existing tensor-based methods independently estimate each individual regression problem based on tensor decomposition which allows the simultaneous projections of an input tensor to more than one direction along each mode. As a matter of fact, multi-dimensional data are collected under the same or very similar conditions, so that data share some common latent components but can also have their own independent parameters for each regression task. Therefore, it is beneficial to analyse regression parameters among all the regressions in a linked way. In this paper, we propose a tensor regression model based on Tucker Decomposition, which identifies not only the common components of parameters across all the regression tasks, but also independent factors contributing to each particular regression task simultaneously. Under this paradigm, the number of independent parameters along each mode is constrained by a sparsity-preserving regulariser. Linked multiway parameter analysis and sparsity modeling further reduce the total number of parameters, with lower memory cost than their tensor-based counterparts. The effectiveness of the new method is demonstrated on real data sets.

Methods of Estimation in Multiple Linear Regression: Application to Clinical Data

Nesse artigo, tem-se o interesse em avaliar diferentes estratégias de estimação de parâmetros para um modelo de regressão linear múltipla. Para a estimação dos parâmetros do modelo foram utilizados dados de um ensaio clínico em que o interesse foi verificar se o ensaio mecânico da propriedade de força máxima (EM-FM) está associada com a massa femoral, com o diâmetro femoral e com o grupo experimental de ratas ovariectomizadas da raça Rattus norvegicus albinus, variedade Wistar. Para a estimação dos parâmetros do modelo serão comparadas três metodologias: a metodologia clássica, baseada no método dos mínimos quadrados; a metodologia Bayesiana, baseada no teorema de Bayes; e o método Bootstrap, baseado em processos de reamostragem.

Generalized log-gamma regression models with cure fraction

In this paper, the generalized log-gamma regression model is modified to allow the possibility that long-term survivors may be present in the data. This modification leads to a generalized log-gamma regression model with a cure rate, encompassing, as special cases, the log-exponential, log-Weibull and log-normal regression models with a cure rate typically used to model such data. The models attempt to simultaneously estimate the effects of explanatory variables on the timing acceleration/deceleration of a given event and the surviving fraction, that is, the proportion of the population for which the event never occurs. The normal curvatures of local influence are derived under some usual perturbation schemes and two martingale-type residuals are proposed to assess departures from the generalized log-gamma error assumption as well as to detect outlying observations. Finally, a data set from the medical area is analyzed.