Improved likelihood inference for the shape parameter in Weibull regression

We obtain adjustments to the profile likelihood function in Weibull regression models with and without censoring. Specifically, we consider two different modified profile likelihoods: (i) the one proposed by Cox and Reid [Cox, D.R. and Reid, N., 1987, Parameter orthogonality and approximate conditional inference. Journal of the Royal Statistical Society B, 49, 1-39.], and (ii) an approximation to the one proposed by Barndorff-Nielsen [Barndorff-Nielsen, O.E., 1983, On a formula for the distribution of the maximum likelihood estimator. Biometrika, 70, 343-365.], the approximation having been obtained using the results by Fraser and Reid [Fraser, D.A.S. and Reid, N., 1995, Ancillaries and third-order significance. Utilitas Mathematica, 47, 33-53.] and by Fraser et al. [Fraser, D.A.S., Reid, N. and Wu, J., 1999, A simple formula for tail probabilities for frequentist and Bayesian inference. Biometrika, 86, 655-661.]. We focus on point estimation and likelihood ratio tests on the shape parameter in the class of Weibull regression models. We derive some distributional properties of the different maximum likelihood estimators and likelihood ratio tests. The numerical evidence presented in the paper favors the approximation to Barndorff-Nielsen`s adjustment.

Improved likelihood inference in beta regression

We consider the issue of performing accurate small-sample likelihood-based inference in beta regression models, which are useful for modelling continuous proportions that are affected by independent variables. We derive small-sample adjustments to the likelihood ratio statistic in this class of models. The adjusted statistics can be easily implemented from standard statistical software. We present Monte Carlo simulations showing that inference based on the adjusted statistics we propose is much more reliable than that based on the usual likelihood ratio statistic. A real data example is presented.

Improved likelihood inference in Birnbaum-Saunders regressions

The Birnbaum-Saunders regression model is commonly used in reliability studies. We address the issue of performing inference in this class of models when the number of observations is small. Our simulation results suggest that the likelihood ratio test tends to be liberal when the sample size is small. We obtain a correction factor which reduces the size distortion of the test. Also, we consider a parametric bootstrap scheme to obtain improved critical values and improved p-values for the likelihood ratio test. The numerical results show that the modified tests are more reliable in finite samples than the usual likelihood ratio test. We also present an empirical application. (C) 2009 Elsevier B.V. All rights reserved.

Genetic parameters for test-day yield of milk, fat and protein in buffaloes estimated by random regression models

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

The local power of the gradient test

The asymptotic expansion of the distribution of the gradient test statistic is derived for a composite hypothesis under a sequence of Pitman alternative hypotheses converging to the null hypothesis at rate n(-1/2), n being the sample size. Comparisons of the local powers of the gradient, likelihood ratio, Wald and score tests reveal no uniform superiority property. The power performance of all four criteria in one-parameter exponential family is examined.

Automatic Labeling of Software Components and their Evolution using Log-Likelihood Ratio of Word Frequencies in Source Code

As more and more open-source software components become available on the internet we need automatic ways to label and compare them. For example, a developer who searches for reusable software must be able to quickly gain an understanding of retrieved components. This understanding cannot be gained at the level of source code due to the semantic gap between source code and the domain model. In this paper we present a lexical approach that uses the log-likelihood ratios of word frequencies to automatically provide labels for software components. We present a prototype implementation of our labeling/comparison algorithm and provide examples of its application. In particular, we apply the approach to detect trends in the evolution of a software system.

Extended phone log-likelihood ratio features and acoustic-based I-vectors for language recognition

This paper presents new techniques with relevant improvements added to the primary system presented by our group to the Albayzin 2012 LRE competition, where the use of any additional corpora for training or optimizing the models was forbidden. In this work, we present the incorporation of an additional phonotactic subsystem based on the use of phone log-likelihood ratio features (PLLR) extracted from different phonotactic recognizers that contributes to improve the accuracy of the system in a 21.4% in terms of Cavg (we also present results for the official metric during the evaluation, Fact). We will present how using these features at the phone state level provides significant improvements, when used together with dimensionality reduction techniques, especially PCA. We have also experimented with applying alternative SDC-like configurations on these PLLR features with additional improvements. Also, we will describe some modifications to the MFCC-based acoustic i-vector system which have also contributed to additional improvements. The final fused system outperformed the baseline in 27.4% in Cavg.

The transform likelihood ratio method for rare event simulation with heavy tails

We present a novel method, called the transform likelihood ratio (TLR) method, for estimation of rare event probabilities with heavy-tailed distributions. Via a simple transformation ( change of variables) technique the TLR method reduces the original rare event probability estimation with heavy tail distributions to an equivalent one with light tail distributions. Once this transformation has been established we estimate the rare event probability via importance sampling, using the classical exponential change of measure or the standard likelihood ratio change of measure. In the latter case the importance sampling distribution is chosen from the same parametric family as the transformed distribution. We estimate the optimal parameter vector of the importance sampling distribution using the cross-entropy method. We prove the polynomial complexity of the TLR method for certain heavy-tailed models and demonstrate numerically its high efficiency for various heavy-tailed models previously thought to be intractable. We also show that the TLR method can be viewed as a universal tool in the sense that not only it provides a unified view for heavy-tailed simulation but also can be efficiently used in simulation with light-tailed distributions. We present extensive simulation results which support the efficiency of the TLR method.

A Test of Association between Qualitative Trait and a Set of SNPs

2000 Mathematics Subject Classification: 62P10, 92D10, 92D30, 62F03

Test for Independence of the Variables with Missing Elements in One and the Same Column of the Empirical Correlation Matrix

2000 Mathematics Subject Classification: 62H15, 62H12.

Determinants of skin self-examination (SSE) in men aged 50 years or older

Background: Queensland men aged 50 years and older are at high risk for melanoma. Early detection via skin self examination (SSE) (particularly whole-body SSE) followed by presentation to a doctor with suspicious lesions, may decrease morbidity and mortality from melanoma. Prevalence of whole-body SSE (wbSSE) is lower in Queensland older men compared to other population subgroups. With the exception of the present study no previous research has investigated the determinants of wbSSE in older men, or interventions to increase the behaviour in this population. Furthermore, although past SSE intervention studies for other populations have cited health behaviour models in the development of interventions, no study has tested these models in full. The Skin Awareness Study: A recent randomised trial, called the Skin Awareness Study, tested the impact of a video-delivered intervention compared to written materials alone on wbSSE in men aged 50 years or older (n=930). Men were recruited from the general population and interviewed over the telephone at baseline and 13 months. The proportion of men who reported wbSSE rose from 10% to 31% in the control group, and from 11% to 36% in the intervention group. Current research: The current research was a secondary analysis of data collected for the Skin Awareness Study. The objectives were as follows: • To describe how men who did not take up any SSE during the study period differed from those who did take up examining their skin. • To determine whether the intervention program was successful in affecting the constructs of the Health Belief Model it was aimed at (self-efficacy, perceived threat, and outcome expectations); and whether this in turn influenced wbSSE. • To determine whether the Health Action Process Approach (HAPA) was a better predictor of wbSSE behaviour compared to the Health Belief Model (HBM). Methods: For objective 1, men who did not report any past SSE at baseline (n=308) were categorised as having ‘taken up SSE’ (reported SSE at study end) or ‘resisted SSE’ (reported no SSE at study end). Bivariate logistic regression, followed by multivariable regression, investigated the association between participant characteristics measured at baseline and resisting SSE. For objective 2 proxy measures of self-efficacy, perceived threat, and outcome expectations were selected. To determine whether these mediated the effect of the intervention on the outcome, a mediator analysis was performed with all participants who completed interviews at both time points (n=830) following the Baron and Kenny approach, modified for use with structural equation modelling (SEM). For objective 3, control group participants only were included (n=410). Proxy measures of all HBM and HAPA constructs were selected and SEM was used to build up models and test the significance of each hypothesised pathway. A likelihood ratio test compared the HAPA to the HBM. Results: Amongst men who did not report any SSE at baseline, 27% did not take up any SSE by the end of the study. In multivariable analyses, resisting SSE was associated with having more freckly skin (p=0.027); being unsure about the statement ‘if I saw something suspicious on my skin, I’d go to the doctor straight away’ (p=0.028); not intending to perform SSE (p=0.015), having lower SSE self-efficacy (p<0.001), and having no recommendation for SSE from a doctor (p=0.002). In the mediator analysis none of the tested variables mediated the relationship between the intervention and wbSSE. In regards to health behaviour models, the HBM did not predict wbSSE well overall. Only the construct of self-efficacy was a significant predictor of future wbSSE (p=0.001), while neither perceived threat (p=0.584) nor outcome expectations (p=0.220) were. By contrast, when the HAPA constructs were added, all three HBM variables predicted intention to perform SSE, which in turn predicted future behaviour (p=0.015). The HAPA construct of volitional self-efficacy was also associated with wbSSE (p=0.046). The HAPA was a significantly better model compared to the HBM (p<0.001). Limitations: Items selected to measure HBM and HAPA model constructs for objectives 2 and 3 may not have accurately reflected each construct. Conclusions: This research added to the evidence base on how best to target interventions to older men; and on the appropriateness of particular health behaviour models to guide interventions. Findings indicate that to overcome resistance those men with more negative pre-existing attitudes to SSE (not intending to do it, lower initial self-efficacy) may need to be targeted with more intensive interventions in the future. Involving general practitioners in recommending SSE to their patients in this population, alongside disseminating an intervention, may increase its success. Comparison of the HBM and HAPA showed that while two of the three HBM variables examined did not directly predict future wbSSE, all three were associated with intention to self-examine skin. This suggests that in this population, intervening on these variables may increase intention to examine skin, but not necessarily the behaviour itself. Future interventions could potentially focus on increasing both the motivational variables of perceived threat and outcome expectations as well as a combination of both action and volitional self-efficacy; with the aim of increasing intention as well as its translation to taking up and maintaining regular wbSSE.

Right-angle crash vulnerability of motorcycles at signalized intersections : mixed logit analysis

Motorcycles are particularly vulnerable in right-angle crashes at signalized intersections. The objective of this study is to explore how variations in roadway characteristics, environmental factors, traffic factors, maneuver types, human factors as well as driver demographics influence the right-angle crash vulnerability of motorcycles at intersections. The problem is modeled using a mixed logit model with a binary choice category formulation to differentiate how an at-fault vehicle collides with a not-at-fault motorcycle in comparison to other collision types. The mixed logit formulation allows randomness in the parameters and hence takes into account the underlying heterogeneities potentially inherent in driver behavior, and other unobserved variables. A likelihood ratio test reveals that the mixed logit model is indeed better than the standard logit model. Night time riding shows a positive association with the vulnerability of motorcyclists. Moreover, motorcyclists are particularly vulnerable on single lane roads, on the curb and median lanes of multi-lane roads, and on one-way and two-way road type relative to divided-highway. Drivers who deliberately run red light as well as those who are careless towards motorcyclists especially when making turns at intersections increase the vulnerability of motorcyclists. Drivers appear more restrained when there is a passenger onboard and this has decreased the crash potential with motorcyclists. The presence of red light cameras also significantly decreases right-angle crash vulnerabilities of motorcyclists. The findings of this study would be helpful in developing more targeted countermeasures for traffic enforcement, driver/rider training and/or education, safety awareness programs to reduce the vulnerability of motorcyclists.