Univariate versus multivariate modeling of panel data

Panel data can be arranged into a matrix in two ways, called 'long' and 'wide' formats (LFand WF). The two formats suggest two alternative model approaches for analyzing paneldata: (i) univariate regression with varying intercept; and (ii) multivariate regression withlatent variables (a particular case of structural equation model, SEM). The present papercompares the two approaches showing in which circumstances they yield equivalent?insome cases, even numerically equal?results. We show that the univariate approach givesresults equivalent to the multivariate approach when restrictions of time invariance (inthe paper, the TI assumption) are imposed on the parameters of the multivariate model.It is shown that the restrictions implicit in the univariate approach can be assessed bychi-square difference testing of two nested multivariate models. In addition, commontests encountered in the econometric analysis of panel data, such as the Hausman test, areshown to have an equivalent representation as chi-square difference tests. Commonalitiesand differences between the univariate and multivariate approaches are illustrated usingan empirical panel data set of firms' profitability as well as a simulated panel data.

Making better biogeographical predictions of species' distributions

1. Biogeographical models of species' distributions are essential tools for assessing impacts of changing environmental conditions on natural communities and ecosystems. Practitioners need more reliable predictions to integrate into conservation planning (e.g. reserve design and management). 2. Most models still largely ignore or inappropriately take into account important features of species' distributions, such as spatial autocorrelation, dispersal and migration, biotic and environmental interactions. Whether distributions of natural communities or ecosystems are better modelled by assembling individual species' predictions in a bottom-up approach or modelled as collective entities is another important issue. An international workshop was organized to address these issues. 3. We discuss more specifically six issues in a methodological framework for generalized regression: (i) links with ecological theory; (ii) optimal use of existing data and artificially generated data; (iii) incorporating spatial context; (iv) integrating ecological and environmental interactions; (v) assessing prediction errors and uncertainties; and (vi) predicting distributions of communities or collective properties of biodiversity. 4. Synthesis and applications. Better predictions of the effects of impacts on biological communities and ecosystems can emerge only from more robust species' distribution models and better documentation of the uncertainty associated with these models. An improved understanding of causes of species' distributions, especially at their range limits, as well as of ecological assembly rules and ecosystem functioning, is necessary if further progress is to be made. A better collaborative effort between theoretical and functional ecologists, ecological modellers and statisticians is required to reach these goals.

Monitoring of crystallization processes by using infrared spectroscopy and multivariate methods

Väitöstutkimuksessa on tarkasteltuinfrapunaspektroskopian ja monimuuttujaisten aineistonkäsittelymenetelmien soveltamista kiteytysprosessin monitoroinnissa ja kidemäisen tuotteen analysoinnissa. Parhaillaan kiteytysprosessitutkimuksessa maailmanlaajuisesti tutkitaan intensiivisesti erilaisten mittausmenetelmien soveltamista kiteytysprosessin ilmiöidenjatkuvaan mittaamiseen niin nestefaasista kuin syntyvistä kiteistäkin. Lisäksi tuotteen karakterisointi on välttämätöntä tuotteen laadun varmistamiseksi. Erityisesti lääkeaineiden valmistuksessa kiinnostusta tämäntyyppiseen tutkimukseen edistää Yhdysvaltain elintarvike- ja lääkeaineviraston (FDA) prosessianalyyttisiintekniikoihin (PAT) liittyvä ohjeistus, jossa määritellään laajasti vaatimukset lääkeaineiden valmistuksessa ja tuotteen karakterisoinnissa tarvittaville mittauksille turvallisten valmistusprosessien takaamiseksi. Jäähdytyskiteytyson erityisesti lääketeollisuudessa paljon käytetty erotusmenetelmä kiinteän raakatuotteen puhdistuksessa. Menetelmässä puhdistettava kiinteä raaka-aine liuotetaan sopivaan liuottimeen suhteellisen korkeassa lämpötilassa. Puhdistettavan aineen liukoisuus käytettävään liuottimeen laskee lämpötilan laskiessa, joten systeemiä jäähdytettäessä liuenneen aineen konsentraatio prosessissa ylittää liukoisuuskonsentraation. Tällaiseen ylikylläiseen systeemiin pyrkii muodostumaan uusia kiteitä tai olemassa olevat kiteet kasvavat. Ylikylläisyys on yksi tärkeimmistä kidetuotteen laatuun vaikuttavista tekijöistä. Jäähdytyskiteytyksessä syntyvän tuotteen ominaisuuksiin voidaan vaikuttaa mm. liuottimen valinnalla, jäähdytyprofiililla ja sekoituksella. Lisäksi kiteytysprosessin käynnistymisvaihe eli ensimmäisten kiteiden muodostumishetki vaikuttaa tuotteen ominaisuuksiin. Kidemäisen tuotteen laatu määritellään kiteiden keskimääräisen koon, koko- ja muotojakaumansekä puhtauden perusteella. Lääketeollisuudessa on usein vaatimuksena, että tuote edustaa tiettyä polymorfimuotoa, mikä tarkoittaa molekyylien kykyä järjestäytyä kidehilassa usealla eri tavalla. Edellä mainitut ominaisuudet vaikuttavat tuotteen jatkokäsiteltävyyteen, kuten mm. suodattuvuuteen, jauhautuvuuteen ja tabletoitavuuteen. Lisäksi polymorfiamuodolla on vaikutusta moniin tuotteen käytettävyysominaisuuksiin, kuten esim. lääkeaineen liukenemisnopeuteen elimistössä. Väitöstyössä on tutkittu sulfatiatsolin jäähdytyskiteytystä käyttäen useita eri liuotinseoksia ja jäähdytysprofiileja sekä tarkasteltu näiden tekijöiden vaikutustatuotteen laatuominaisuuksiin. Infrapunaspektroskopia on laajalti kemian alan tutkimuksissa sovellettava menetelmä. Siinä mitataan tutkittavan näytteenmolekyylien värähtelyjen aiheuttamia spektrimuutoksia IR alueella. Tutkimuksessa prosessinaikaiset mittaukset toteutettiin in-situ reaktoriin sijoitettavalla uppoanturilla käyttäen vaimennettuun kokonaisheijastukseen (ATR) perustuvaa Fourier muunnettua infrapuna (FTIR) spektroskopiaa. Jauhemaiset näytteet mitattiin off-line diffuusioheijastukseen (DRIFT) perustuvalla FTIR spektroskopialla. Monimuuttujamenetelmillä (kemometria) voidaan useita satoja, jopa tuhansia muuttujia käsittävä spektridata jalostaa kvalitatiiviseksi (laadulliseksi) tai kvantitatiiviseksi (määrälliseksi) prosessia kuvaavaksi informaatioksi. Väitöstyössä tarkasteltiin laajasti erilaisten monimuuttujamenetelmien soveltamista mahdollisimman monipuolisen prosessia kuvaavan informaation saamiseksi mitatusta spektriaineistosta. Väitöstyön tuloksena on ehdotettu kalibrointirutiini liuenneen aineen konsentraation ja edelleen ylikylläisyystason mittaamiseksi kiteytysprosessin aikana. Kalibrointirutiinin kehittämiseen kuuluivat aineiston hyvyyden tarkastelumenetelmät, aineiston esikäsittelymenetelmät, varsinainen kalibrointimallinnus sekä mallin validointi. Näin saadaan reaaliaikaista informaatiota kiteytysprosessin ajavasta voimasta, mikä edelleen parantaa kyseisen prosessin tuntemusta ja hallittavuutta. Ylikylläisyystason vaikutuksia syntyvän kidetuotteen laatuun seurattiin usein kiteytyskokein. Työssä on esitetty myös monimuuttujaiseen tilastolliseen prosessinseurantaan perustuva menetelmä, jolla voidaan ennustaa spontaania primääristä ytimenmuodostumishetkeä mitatusta spektriaineistosta sekä mahdollisesti päätellä ydintymisessä syntyvä polymorfimuoto. Ehdotettua menetelmää hyödyntäen voidaan paitsi ennakoida kideytimien muodostumista myös havaita mahdolliset häiriötilanteet kiteytysprosessin alkuhetkillä. Syntyvää polymorfimuotoa ennustamalla voidaan havaita ei-toivotun polymorfin ydintyminen,ja mahdollisesti muuttaa kiteytyksen ohjausta halutun polymorfimuodon saavuttamiseksi. Monimuuttujamenetelmiä sovellettiin myös kiteytyspanosten välisen vaihtelun määrittämiseen mitatusta spektriaineistosta. Tämäntyyppisestä analyysistä saatua informaatiota voidaan hyödyntää kiteytysprosessien suunnittelussa ja optimoinnissa. Väitöstyössä testattiin IR spektroskopian ja erilaisten monimuuttujamenetelmien soveltuvuutta kidetuotteen polymorfikoostumuksen nopeaan määritykseen. Jauhemaisten näytteiden luokittelu eri polymorfeja sisältäviin näytteisiin voitiin tehdä käyttäen tarkoitukseen soveltuvia monimuuttujaisia luokittelumenetelmiä. Tämä tarjoaa nopean menetelmän jauhemaisen näytteen polymorfikoostumuksen karkeaan arviointiin, eli siihen mitä yksittäistä polymorfia kyseinen näyte pääasiassa sisältää. Varsinainen kvantitatiivinen analyysi, eli sen selvittäminen paljonko esim. painoprosentteina näyte sisältää eri polymorfeja, vaatii kaikki polymorfit kattavan fysikaalisen kalibrointisarjan, mikä voi olla puhtaiden polymorfien huonon saatavuuden takia hankalaa.

Preoperative nutritional screening by the specialist instead of the nutritional risk score might prevent excess nutrition: a multivariate analysis of nutritional risk factors.

BACKGROUND: The aim of the current study was to assess whether widely used nutritional parameters are correlated with the nutritional risk score (NRS-2002) to identify postoperative morbidity and to evaluate the role of nutritionists in nutritional assessment. METHODS: A randomized trial on preoperative nutritional interventions (NCT00512213) provided the study cohort of 152 patients at nutritional risk (NRS-2002 ≥3) with a comprehensive phenotyping including diverse nutritional parameters (n=17), elaborated by nutritional specialists, and potential demographic and surgical (n=5) confounders. Risk factors for overall, severe (Dindo-Clavien 3-5) and infectious complications were identified by univariate analysis; parameters with P<0.20 were then entered in a multiple logistic regression model. RESULTS: Final analysis included 140 patients with complete datasets. Of these, 61 patients (43.6%) were overweight, and 72 patients (51.4%) experienced at least one complication of any degree of severity. Univariate analysis identified a correlation between few (≤3) active co-morbidities (OR=4.94; 95% CI: 1.47-16.56, p=0.01) and overall complications. Patients screened as being malnourished by nutritional specialists presented less overall complications compared to the not malnourished (OR=0.47; 95% CI: 0.22-0.97, p=0.043). Severe postoperative complications occurred more often in patients with low lean body mass (OR=1.06; 95% CI: 1-1.12, p=0.028). Few (≤3) active co-morbidities (OR=8.8; 95% CI: 1.12-68.99, p=0.008) were related with postoperative infections. Patients screened as being malnourished by nutritional specialists presented less infectious complications (OR=0.28; 95% CI: 0.1-0.78), p=0.014) as compared to the not malnourished. Multivariate analysis identified few co-morbidities (OR=6.33; 95% CI: 1.75-22.84, p=0.005), low weight loss (OR=1.08; 95% CI: 1.02-1.14, p=0.006) and low hemoglobin concentration (OR=2.84; 95% CI: 1.22-6.59, p=0.021) as independent risk factors for overall postoperative complications. Compliance with nutritional supplements (OR=0.37; 95% CI: 0.14-0.97, p=0.041) and supplementation of malnourished patients as assessed by nutritional specialists (OR=0.24; 95% CI: 0.08-0.69, p=0.009) were independently associated with decreased infectious complications. CONCLUSIONS: Nutritional support based upon NRS-2002 screening might result in overnutrition, with potentially deleterious clinical consequences. We emphasize the importance of detailed assessment of the nutritional status by a dedicated specialist before deciding on early nutritional intervention for patients with an initial NRS-2002 score of ≥3.

Extreme-value distributions and renormalization group

In the classical theorems of extreme value theory the limits of suitably rescaled maxima of sequences of independent, identically distributed random variables are studied. The vast majority of the literature on the subject deals with affine normalization. We argue that more general normalizations are natural from a mathematical and physical point of view and work them out. The problem is approached using the language of renormalization-group transformations in the space of probability densities. The limit distributions are fixed points of the transformation and the study of its differential around them allows a local analysis of the domains of attraction and the computation of finite-size corrections.

Univariate Parametric Survival Analysis using GS-distributions

The GS-distribution is a family of distributions that provide an accurate representation of any unimodal univariate continuous distribution. In this contribution we explore the utility of this family as a general model in survival analysis. We show that the survival function based on the GS-distribution is able to provide a model for univariate survival data and that appropriate estimates can be obtained. We develop some hypotheses tests that can be used for checking the underlying survival model and for comparing the survival of different groups.

Tree cover at fine and coarse spatial grains interacts with shade tolerance to shape plant species distributions across the Alps

The role of competition for light among plants has long been recognized at local scales, but its potential importance for plant species' distribution at larger spatial scales has largely been ignored. Tree cover acts as a modulator of local abiotic conditions, notably by reducing light availability below the canopy and thus the performance of species that are not adapted to low-light conditions. However, this local effect may propagate to coarser spatial grains. Using 6,935 vegetation plots located across the European Alps, we fit Generalized Linear Models (GLM) for the distribution of 960 herbs and shrubs species to assess the effect of tree cover at both plot and landscape grain sizes (~ 10-m and 1-km, respectively). We ran four models with different combinations of variables (climate, soil and tree cover) for each species at both spatial grains. We used partial regressions to evaluate the independent effects of plot- and landscape-scale tree cover on plant communities. Finally, the effects on species' elevational range limits were assessed by simulating a removal experiment comparing the species' distribution under high and low tree cover. Accounting for tree cover improved model performance, with shade-tolerant species increasing their probability of presence at high tree cover whereas shade-intolerant species showed the opposite pattern. The tree cover effect occurred consistently at both plot and landscape spatial grains, albeit strongest at the former. Importantly, tree cover at the two grain sizes had partially independent effects on plot-scale plant communities, suggesting that the effects may be transmitted to coarser grains through meta-community dynamics. At high tree cover, shade-intolerant species exhibited elevational range contractions, especially at their upper limit, whereas shade-tolerant species showed elevational range expansions at both limits. Our findings suggest that the range shifts for herb and shrub species may be modulated by tree cover dynamics.

Angular distributions of leptons from J/ ψ's produced in 920 GeV fixed-target proton-nucleus collisions

A study of the angular distributions of leptons from decays of J/ψ"s produced in p-C and p-W collisions at s√=41.6~GeV has been performed in the J/ψ Feynman-x region −0.341 GeV/c a significant dependence on the reference frame is found: the polar anisotropy is more pronounced in the Collins-Soper frame and almost vanishes in the helicity frame, where, instead, a significant azimuthal anisotropy arises.

Role of brachytherapy in the treatment of cancers of the anal canal. Long-term follow-up and multivariate analysis of a large monocentric retrospective series.

BACKGROUND AND PURPOSE: There are few data on long-term clinical results and tolerance of brachytherapy in anal canal cancer. We present one of the largest retrospective analyses of anal canal cancers treated with external beam radiotherapy with/without (±) chemotherapy followed by a brachytherapy boost. MATERIALS AND METHODS: We performed a retrospective analysis of clinical results in terms of efficacy and toxicity. The impact of different clinical and therapeutic variables on these outcomes was studied. RESULTS: From May 1992 to December 2009, 209 patients received brachytherapy after external beam radiotherapy ± chemotherapy. Of these patients, 163 were stage II or stage IIIA (UICC 2002) and 58 were N1-3. According to age, ECOG performance status (PS), and comorbidities, patients received either radiotherapy alone (58/209) or radiochemotherapy (151/209). The median follow-up was 72.8 months. The 5- and 10-year local control rates were 78.6 and 73.9 %, respectively. Globally, severe acute and late G3-4 reactions (NCI-CTC scale v. 4.0) occurred in 11.2 and 6.3 % of patients, respectively. Univariate analysis showed the statistical impact of the pelvic treatment volume (p = 0.046) and of the total dose (p = 0.02) on the risk of severe acute and late toxicities, respectively. Only six patients required permanent colostomy because of severe late anorectal toxicities. CONCLUSION: After a long follow-up time, brachytherapy showed an acceptable toxicity profile and high local control rates in patients with anal canal cancer.

Back to Gondwanaland: can ancient vicariance explain (some) Indian Ocean disjunct plant distributions?

Oceans, or other wide expanses of inhospitable environment, interrupt present day distributions of many plant groups. Using molecular dating techniques, generally incorporating fossil evidence, we can estimate when such distributions originated. Numerous dating analyses have recently precipitated a paradigm shift in the general explanations for the phenomenon, away from older geological causes, such as continental drift, in favour of more recent, long-distance dispersal (LDD). For example, the 'Gondwanan vicariance' scenario has been dismissed in various studies of Indian Ocean disjunct distributions. We used the gentian tribe Exaceae to reassess this scenario using molecular dating with minimum (fossil), maximum (geological), secondary (from wider analyses) and hypothesis-driven age constraints. Our results indicate that ancient vicariance cannot be ruled out as an explanation for the early origins of Exaceae across Africa, Madagascar and the Indian subcontinent unless a strong assumption is made about the maximum age of Gentianales. However, both the Gondwanan scenario and the available evidence suggest that there were also several, more recent, intercontinental dispersals during the diversification of the group.

Climate niche conservatism does not explain restricted distribution patterns in Tynanthus (Bignonieae, Bignoniaceae)

Studies on niche evolution allow us to establish how species niches have changed over time as well as to identify how long-term evolutionary processes have led to present-day species distributions. Here, we investigate the patterns of climatic niche evolution in Tynanthus (Bignonieae, Bignoniaceae), a genus comprising narrowly distributed species. We test the hypothesis that niche conservatism has played an important role in the diversification history of this group of Neotropical lianas. For that, we perform univariate and multivariate comparisons between species' climatic niches and associated environmental data with information on species' phylogenetic relationships. We encountered considerable divergence in niches among species, indicating that niche conservatism in climatic variables has does not seem to havenot played a key role in the diversification of the genus. Our results are used as a basis to discuss patterns of ecological niche evolution in the group and to suggest novel approaches for future analyses.

Randomization tests for ABAB designs: Comparing-data-division-specific and common distributions

Monte Carlo simulations were used to generate data for ABAB designs of different lengths. The points of change in phase are randomly determined before gathering behaviour measurements, which allows the use of a randomization test as an analytic technique. Data simulation and analysis can be based either on data-division-specific or on common distributions. Following one method or another affects the results obtained after the randomization test has been applied. Therefore, the goal of the study was to examine these effects in more detail. The discrepancies in these approaches are obvious when data with zero treatment effect are considered and such approaches have implications for statistical power studies. Data-division-specific distributions provide more detailed information about the performance of the statistical technique.

Sidelobe elimination for generalized synthetic discriminant functions by a two-filter correlation and subsequent postprocessing of the intensity distributions

One of the most important problems in optical pattern recognition by correlation is the appearance of sidelobes in the correlation plane, which causes false alarms. We present a method that eliminate sidelobes of up to a given height if certain conditions are satisfied. The method can be applied to any generalized synthetic discriminant function filter and is capable of rejecting lateral peaks that are even higher than the central correlation. Satisfactory results were obtained in both computer simulations and optical implementation.

On Option Price Information Content and Extraction of Implied Probability Distributions

In this study we used market settlement prices of European call options on stock index futures to extract implied probability distribution function (PDF). The method used produces a PDF of returns of an underlying asset at expiration date from implied volatility smile. With this method, the assumption of lognormal distribution (Black-Scholes model) is tested. The market view of the asset price dynamics can then be used for various purposes (hedging, speculation). We used the so called smoothing approach for implied PDF extraction presented by Shimko (1993). In our analysis we obtained implied volatility smiles from index futures markets (S&P 500 and DAX indices) and standardized them. The method introduced by Breeden and Litzenberger (1978) was then used on PDF extraction. The results show significant deviations from the assumption of lognormal returns for S&P500 options while DAX options mostly fit the lognormal distribution. A deviant subjective view of PDF can be used to form a strategy as discussed in the last section.

Discrete distributions when modeling the disability severity score of motor victims

Many European states apply score systems to evaluate the disability severity of non-fatal motor victims under the law of third-party liability. The score is a non-negative integer with an upper bound at 100 that increases with severity. It may be automatically converted into financial terms and thus also reflects the compensation cost for disability. In this paper, discrete regression models are applied to analyze the factors that influence the disability severity score of victims. Standard and zero-altered regression models are compared from two perspectives: an interpretation of the data generating process and the level of statistical fit. The results have implications for traffic safety policy decisions aimed at reducing accident severity. An application using data from Spain is provided.