Relaxation methods for solving linear inequality systems: Converging results

The problem of finding a feasible solution to a linear inequality system arises in numerous contexts. In [12] an algorithm, called extended relaxation method, that solves the feasibility problem, has been proposed by the authors. Convergence of the algorithm has been proven. In this paper, we onsider a class of extended relaxation methods depending on a parameter and prove their convergence. Numerical experiments have been provided, as well.

Binary classification of dyslipidemia from the waist-to-hip ratio and body mass index: a comparison of linear, logistic, and CART models.

BACKGROUND: We sought to improve upon previously published statistical modeling strategies for binary classification of dyslipidemia for general population screening purposes based on the waist-to-hip circumference ratio and body mass index anthropometric measurements. METHODS: Study subjects were participants in WHO-MONICA population-based surveys conducted in two Swiss regions. Outcome variables were based on the total serum cholesterol to high density lipoprotein cholesterol ratio. The other potential predictor variables were gender, age, current cigarette smoking, and hypertension. The models investigated were: (i) linear regression; (ii) logistic classification; (iii) regression trees; (iv) classification trees (iii and iv are collectively known as "CART"). Binary classification performance of the region-specific models was externally validated by classifying the subjects from the other region. RESULTS: Waist-to-hip circumference ratio and body mass index remained modest predictors of dyslipidemia. Correct classification rates for all models were 60-80%, with marked gender differences. Gender-specific models provided only small gains in classification. The external validations provided assurance about the stability of the models. CONCLUSIONS: There were no striking differences between either the algebraic (i, ii) vs. non-algebraic (iii, iv), or the regression (i, iii) vs. classification (ii, iv) modeling approaches. Anticipated advantages of the CART vs. simple additive linear and logistic models were less than expected in this particular application with a relatively small set of predictor variables. CART models may be more useful when considering main effects and interactions between larger sets of predictor variables.

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

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

Fusion of data sets in multivariate linear regression with errors-in-variables

We consider the application of normal theory methods to the estimation and testing of a general type of multivariate regressionmodels with errors--in--variables, in the case where various data setsare merged into a single analysis and the observable variables deviatepossibly from normality. The various samples to be merged can differ on the set of observable variables available. We show that there is a convenient way to parameterize the model so that, despite the possiblenon--normality of the data, normal--theory methods yield correct inferencesfor the parameters of interest and for the goodness--of--fit test. Thetheory described encompasses both the functional and structural modelcases, and can be implemented using standard software for structuralequations models, such as LISREL, EQS, LISCOMP, among others. An illustration with Monte Carlo data is presented.

Asymptotic robustness in multi-sample analysis of multivariate linear relations

Standard methods for the analysis of linear latent variable models oftenrely on the assumption that the vector of observed variables is normallydistributed. This normality assumption (NA) plays a crucial role inassessingoptimality of estimates, in computing standard errors, and in designinganasymptotic chi-square goodness-of-fit test. The asymptotic validity of NAinferences when the data deviates from normality has been calledasymptoticrobustness. In the present paper we extend previous work on asymptoticrobustnessto a general context of multi-sample analysis of linear latent variablemodels,with a latent component of the model allowed to be fixed across(hypothetical)sample replications, and with the asymptotic covariance matrix of thesamplemoments not necessarily finite. We will show that, under certainconditions,the matrix $\Gamma$ of asymptotic variances of the analyzed samplemomentscan be substituted by a matrix $\Omega$ that is a function only of thecross-product moments of the observed variables. The main advantage of thisis thatinferences based on $\Omega$ are readily available in standard softwareforcovariance structure analysis, and do not require to compute samplefourth-order moments. An illustration with simulated data in the context ofregressionwith errors in variables will be presented.

Conceptos generales y métodos de estudio en farmacogenética [General concepts and study methods in pharmacogenetics.]

Pharmacogenetics, the study of how individual genetic profiles influence the response to drugs, is an important topic. Results from pharmacogenetics studies in various clinical settings may lead to personalized medicine. Herein, we present the most important concepts of this discipline, as well as currently-used study methods.

On the tractability of the piecewise-linear approximation for general discrete-choice network revenue management

The choice network revenue management (RM) model incorporates customer purchase behavioras customers purchasing products with certain probabilities that are a function of the offeredassortment of products, and is the appropriate model for airline and hotel network revenuemanagement, dynamic sales of bundles, and dynamic assortment optimization. The underlyingstochastic dynamic program is intractable and even its certainty-equivalence approximation, inthe form of a linear program called Choice Deterministic Linear Program (CDLP) is difficultto solve in most cases. The separation problem for CDLP is NP-complete for MNL with justtwo segments when their consideration sets overlap; the affine approximation of the dynamicprogram is NP-complete for even a single-segment MNL. This is in contrast to the independentclass(perfect-segmentation) case where even the piecewise-linear approximation has been shownto be tractable. In this paper we investigate the piecewise-linear approximation for network RMunder a general discrete-choice model of demand. We show that the gap between the CDLP andthe piecewise-linear bounds is within a factor of at most 2. We then show that the piecewiselinearapproximation is polynomially-time solvable for a fixed consideration set size, bringing itinto the realm of tractability for small consideration sets; small consideration sets are a reasonablemodeling tradeoff in many practical applications. Our solution relies on showing that forany discrete-choice model the separation problem for the linear program of the piecewise-linearapproximation can be solved exactly by a Lagrangian relaxation. We give modeling extensionsand show by numerical experiments the improvements from using piecewise-linear approximationfunctions.

Effects of particulate matter on inflammatory markers in the general adult population.

BACKGROUND: Particulate air pollution is associated with increased risk of cardiovascular disease and stroke. Although the precise mechanisms underlying this association are still unclear, the induction of systemic inflammation following particle inhalation represents a plausible mechanistic pathway.¦METHODS: We used baseline data from the CoLaus Study including 6183 adult participants residing in Lausanne, Switzerland. We analyzed the association of short-term exposure to PM10 (on the day of examination visit) with continuous circulating serum levels of high-sensitive C-reactive protein (hs-CRP), interleukin 1-beta (IL-1β), interleukin 6 (IL-6), and tumor-necrosis-factor alpha (TNF-α) by robust linear regressions, controlling for potential confounding factors and assessing effect modification.¦RESULTS: In adjusted analyses, for every 10 μg/m3 elevation in PM10, IL-1ß increased by 0.034 (95 % confidence interval, 0.007-0.060) pg/mL, IL-6 by 0.036 (0.015-0.057) pg/mL, and TNF-α by 0.024 (0.013-0.035) pg/mL, whereas no significant association was found with hs-CRP levels.¦CONCLUSIONS: Short-term exposure to PM10 was positively associated with higher levels of circulating IL-1ß, IL-6 and TNF-α in the adult general population. This positive association suggests a link between air pollution and cardiovascular risk, although further studies are needed to clarify the mechanistic pathway linking PM10 to cardiovascular risk.

GPS to LRM: Integration of Spatial Point Features with Linear Referencing Methods, 2001

Global positioning systems (GPS) offer a cost-effective and efficient method to input and update transportation data. The spatial location of objects provided by GPS is easily integrated into geographic information systems (GIS). The storage, manipulation, and analysis of spatial data are also relatively simple in a GIS. However, many data storage and reporting methods at transportation agencies rely on linear referencing methods (LRMs); consequently, GPS data must be able to link with linear referencing. Unfortunately, the two systems are fundamentally incompatible in the way data are collected, integrated, and manipulated. In order for the spatial data collected using GPS to be integrated into a linear referencing system or shared among LRMs, a number of issues need to be addressed. This report documents and evaluates several of those issues and offers recommendations. In order to evaluate the issues associated with integrating GPS data with a LRM, a pilot study was created. To perform the pilot study, point features, a linear datum, and a spatial representation of a LRM were created for six test roadway segments that were located within the boundaries of the pilot study conducted by the Iowa Department of Transportation linear referencing system project team. Various issues in integrating point features with a LRM or between LRMs are discussed and recommendations provided. The accuracy of the GPS is discussed, including issues such as point features mapping to the wrong segment. Another topic is the loss of spatial information that occurs when a three-dimensional or two-dimensional spatial point feature is converted to a one-dimensional representation on a LRM. Recommendations such as storing point features as spatial objects if necessary or preserving information such as coordinates and elevation are suggested. The lack of spatial accuracy characteristic of most cartography, on which LRM are often based, is another topic discussed. The associated issues include linear and horizontal offset error. The final topic discussed is some of the issues in transferring point feature data between LRMs.

Short-term effects of particulate matters on pulse pressure in two general population studies.

OBJECTIVES: To explore the association of short-term exposure to particulate matter with aerodynamic diameters less than 10 μm (PM10) with pulse pressure, SBP, and DBP taking outdoor temperature into account in two large population-based studies in Switzerland. METHODS: We used data from the Bus Santé study including 5605 adults in Geneva and the CoLaus study including 6183 adults in Lausanne. PM10 and meteorological data were measured from fixed monitoring stations. We analyzed the association of short-term exposure to PM10 (on the day of examination visit and up to 7 days before) with pulse pressure, SBP, and DBP by linear regression, controlling for potential confounders and effect modifiers. RESULTS: Average PM10 levels were 22.4 μg/m in Geneva and 31.7 μg/m in Lausanne. In adjusted models, for each 10 μg/m increase in 7-day PM10 average, pulse pressure and SBP increased by 0.583 (95% confidence interval, 0.296-0.870) mmHg and 0.490 (0.056-0.925) mmHg in Geneva, and 0.183 (0.017-0.348) mmHg and 0.036 (0.042-0.561) mmHg in Lausanne, respectively. Stronger associations of pulse pressure and SBP with PM10 were observed when outdoor temperature was above 5°C. CONCLUSION: Positive associations of pulse pressure and SBP with short-term exposure to PM10 were found and replicated in the Swiss adult population. Our results suggest that even low levels of air pollution may substantially impact cardiovascular risk in the general population.

Computational modeling for irrigated agriculture planning. Part I: general description and linear programming

Linear programming models are effective tools to support initial or periodic planning of agricultural enterprises, requiring, however, technical coefficients that can be determined using computer simulation models. This paper, presented in two parts, deals with the development, application and tests of a methodology and of a computational modeling tool to support planning of irrigated agriculture activities. Part I aimed at the development and application, including sensitivity analysis, of a multiyear linear programming model to optimize the financial return and water use, at farm level for Jaíba irrigation scheme, Minas Gerais State, Brazil, using data on crop irrigation requirement and yield, obtained from previous simulation with MCID model. The linear programming model outputted a crop pattern to which a maximum total net present value of R$ 372,723.00 for the four years period, was obtained. Constraints on monthly water availability, labor, land and production were critical in the optimal solution. In relation to the water use optimization, it was verified that an expressive reductions on the irrigation requirements may be achieved by small reductions on the maximum total net present value.

Simulation-Based Finite-Sample Normality Tests in Linear Regressions

In the literature on tests of normality, much concern has been expressed over the problems associated with residual-based procedures. Indeed, the specialized tables of critical points which are needed to perform the tests have been derived for the location-scale model; hence reliance on available significance points in the context of regression models may cause size distortions. We propose a general solution to the problem of controlling the size normality tests for the disturbances of standard linear regression, which is based on using the technique of Monte Carlo tests.

Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions

In the context of multivariate regression (MLR) and seemingly unrelated regressions (SURE) models, it is well known that commonly employed asymptotic test criteria are seriously biased towards overrejection. in this paper, we propose finite-and large-sample likelihood-based test procedures for possibly non-linear hypotheses on the coefficients of MLR and SURE systems.

Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models

In this paper, we propose several finite-sample specification tests for multivariate linear regressions (MLR) with applications to asset pricing models. We focus on departures from the assumption of i.i.d. errors assumption, at univariate and multivariate levels, with Gaussian and non-Gaussian (including Student t) errors. The univariate tests studied extend existing exact procedures by allowing for unspecified parameters in the error distributions (e.g., the degrees of freedom in the case of the Student t distribution). The multivariate tests are based on properly standardized multivariate residuals to ensure invariance to MLR coefficients and error covariances. We consider tests for serial correlation, tests for multivariate GARCH and sign-type tests against general dependencies and asymmetries. The procedures proposed provide exact versions of those applied in Shanken (1990) which consist in combining univariate specification tests. Specifically, we combine tests across equations using the MC test procedure to avoid Bonferroni-type bounds. Since non-Gaussian based tests are not pivotal, we apply the “maximized MC” (MMC) test method [Dufour (2002)], where the MC p-value for the tested hypothesis (which depends on nuisance parameters) is maximized (with respect to these nuisance parameters) to control the test’s significance level. The tests proposed are applied to an asset pricing model with observable risk-free rates, using monthly returns on New York Stock Exchange (NYSE) portfolios over five-year subperiods from 1926-1995. Our empirical results reveal the following. Whereas univariate exact tests indicate significant serial correlation, asymmetries and GARCH in some equations, such effects are much less prevalent once error cross-equation covariances are accounted for. In addition, significant departures from the i.i.d. hypothesis are less evident once we allow for non-Gaussian errors.