Estimation models of variance components for farrowing interval in swine

Este trabalho teve como objetivo principal avaliar a importância da inclusão dos efeitos genético materno, comum de leitegada e de ambiente permanente no modelo de estimação de componentes de variância para a característica intervalo de parto em fêmeas suínas. Foram utilizados dados que consistiam de 1.013 observações de fêmeas Dalland (C-40), registradas em dois rebanhos. As estimativas dos componentes de variância foram realizadas pelo método da máxima verossimilhança restrita livre de derivadas. Foram testados oito modelos, que continham os efeitos fixos (grupos de contemporâneo e covariáveis) e os efeitos genético aditivo direto e residual, mas variavam quanto à inclusão dos efeitos aleatórios genético materno, ambiental comum de leitegada e ambiental permanente. O teste da razão de verossimilhança (LR) indicou a não necessidade da inclusão desses efeitos no modelo. No entanto observou-se que o efeito ambiental permanente causou mudança nas estimativas de herdabilidade, que variaram de 0,00 a 0,03. Conclui-se que os valores de herdabilidade obtidos indicam que esta característica não apresentaria ganho genético como resposta à seleção. O efeito ambiental comum de leitegada e o genético materno não apresentaram influência sobre esta característica. Já o ambiental permanente, mesmo sem ter sido significativo o seu efeito pelo LR, deve ser considerado nos modelos genéticos para essa característica, pois sua presença causou mudança nas estimativas da variância genética aditiva.

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)

Estimation of (co)variance components and genetic parameters for weights of red-winged tinamou using random regression models

Com este trabalho objetivou-se determinar parâmetros genéticos para peso corporal de perdizes em cativeiro. Foram utilizados modelos de regressão aleatória na análise dos dados considerando os efeitos genéticos aditivos diretos (AD) e de ambiente permanente de animal (AP) como aleatórios. As variâncias residuais foram modeladas utilizando-se funções de variância de ordem 5. A curva média da população foi ajustada por polinômios ortogonais de Legendre de ordem 6. Os efeitos genéticos aditivos diretos e de ambiente permanente de animal foram modelados utilizando-se polinômios de Legendre de segunda a nona ordem. Os melhores resultados foram obtidos pelos modelos de ordem 6 de ajuste para os efeitos genéticos aditivos diretos e de ordem 3 para os de ambiente permanente pelo Critério de Informação de Akaike e ordem 3 para ambos os efeitos pelos Critério de Informação Bayesiano de Schwartz e Teste de Razão de Verossimilhança. As herdabilidades estimadas variaram de 0,02 a 0,57. O primeiro autovalor respondeu por 94 e 90% da variação decorrente de efeitos aditivos diretos e de ambiente permanente, respectivamente. A seleção de perdizes para peso corporal é mais efetiva a partir de 112 dias de idade.

Assessment of variance components in nonlinear mixed-effects elliptical models

The issue of assessing variance components is essential in deciding on the inclusion of random effects in the context of mixed models. In this work we discuss this problem by supposing nonlinear elliptical models for correlated data by using the score-type test proposed in Silvapulle and Silvapulle (1995). Being asymptotically equivalent to the likelihood ratio test and only requiring the estimation under the null hypothesis, this test provides a fairly easy computable alternative for assessing one-sided hypotheses in the context of the marginal model. Taking into account the possible non-normal distribution, we assume that the joint distribution of the response variable and the random effects lies in the elliptical class, which includes light-tailed and heavy-tailed distributions such as Student-t, power exponential, logistic, generalized Student-t, generalized logistic, contaminated normal, and the normal itself, among others. We compare the sensitivity of the score-type test under normal, Student-t and power exponential models for the kinetics data set discussed in Vonesh and Carter (1992) and fitted using the model presented in Russo et al. (2009). Also, a simulation study is performed to analyze the consequences of the kurtosis misspecification.

Comparison of different models to estimate genetic parameters for carcass traits in a commercial broiler line

The effect of genetic and non-genetic factors for carcass, breast meat and leg weights, and yields of a commercial broiler line were investigated using the restricted maximum likelihood method, considering four different animal models, including or excluding maternal genetic effect with covariance between direct and maternal genetic effects, and maternal permanent environmental effect. The likelihood ratio test was used to determine the most adequate model for each trait. For carcass, breast, and leg weight, and for carcass and breast yield, maternal genetic and permanent environmental effects as well as the covariance between direct and maternal genetic effects were significant. The estimates of direct and maternal heritability were 0.17 and 0.04 for carcass weight, 0.26 and 0.06 for breast weight, 0.22 and 0.02 for leg weight, 0.32 and 0.02 for carcass yield, and 0.52 and 0.04 for breast yield, respectively. For leg yield, maternal permanent environmental effect was important, in addition to direct genetic effects. For that trait, direct heritability and maternal permanent environmental variance as a proportion of the phenotypic variance were 0.43 and 0.02, respectively. The results indicate that ignoring maternal effects in the models, even though they were of small magnitude (0.02 to 0.06), tended to overestimate direct genetic variance and heritability for all traits.

Influence of Bacille Calmette-Guérin vaccination on size of tuberculin skin test reaction : to what size ?

RESUME Le diagnostic d'infection tuberculeuse repose essentiellement sur le test tuberculinique (test de Mantoux). Cependant, le résultat de ce dernier est également influencé par d'autres facteurs, le plus important étant la vaccination par le Bacille Calmette-Guérin (BCG), interaction connue depuis de nombreuses années. Il est généralement admis que l'effet de la vaccination peut entraîner des réactions positives jusqu'à un diamètre d'induration de 15 mm. Au-delà, la positivité du test est en général attribuée à une primo-infection tuberculeuse. Peu d'études se sont réellement penchées sur le sujet. Chez le personnel de soins soumis à des Mantoux répétés, cette notion revêt une importance particulière pour interpréter correctement une réaction fortement positive en l'absence de facteurs de risque tuberculeux, dans un pays à faible endémie tuberculeuse. Notre étude a cherché à déterminer si le diamètre transversal de l'induration du Mantoux était un critère fiable pour distinguer une positivité associée à une infection tuberculeuse de celle associée à une ancienne vaccination. Elle s'est attachée à rechercher un seuil au-delà duquel l'infection tuberculeuse pourrait être considérée comme probable. Entre janvier 1991 et mars 1998, tous les nouveaux employés du CHUV ont été invités à recevoir un test tuberculinique à l'occasion de leur visite d'entrée à la Médecine du personnel. En cas de réponse négative, un deuxième test a été pratiqué une semaine plus tard, pour détecter un éventuel effet booster. Lors de la première visite, l'infirmière a rempli un questionnaire comprenant les données démographiques usuelles, des informations concernant les facteurs pouvant influencer la positivité du test, notamment les antécédents de vaccination par le BCG, les expositions à la tuberculose et l'existence d'antécédents d'infection tuberculeuse. Parmi les 5117 sujets inclus dans l'étude, nous avons trouvé que l'influence de la vaccination variait en fonction de l'âge. Chez les sujets de moins de 40 ans, la vaccination par le BCG était le prédicteur le plus important d'un Mantoux positif inférieur à 18 mm, de loin supérieur aux facteurs de risque habituels pour une infection tuberculeuse, eux aussi significatifs. L'effet du BCG était présent pour des réactions allant jusqu'à 20 mm. Pour les Mantoux supérieurs à 20 mm, l'odds ratio (OR) relatif au BCG demeure clairement élevé (supérieur à 3,4) bien que non significatif. Par contre, pour les employés âgés de plus de 40 ans, le BCG est un facteur prédictif pour les tests supérieurs à 10 mm (OR 2.4) mais n'est plus un facteur significatif pour une taille supérieure à 15 mm. Ces résultats montrent que l'interprétation d'un test tuberculinique même fortement positif, doit être faite avec prudence et discernement. En effet, notre étude démontre que chez les sujets vaccinés de moins de 40 ans, dans les zones de faible endémie tuberculeuse particulièrement en l'absence de facteurs de risque pour une infection tuberculeuse, un Mantoux positif jusqu'à 18 mm est dû, le plus probablement, à une ancienne vaccination par le BCG, plutôt qu'à une infection par M tuberczilosis. L'interprétation des Mantoux de taille inférieure à 18 mm et les Mantoux effectués chez des sujets de moins de 40 ans, doit prendre en compte l'existence d'un BCG antérieur. En conséquence, la mise en évidence d'une réaction de Mantoux fortement positive ne devrait pas conduire systématiquement à un traitement préventif. L'absence de spécificité du test Mantoux, utilisé pour le dépistage de la tuberculose depuis bientôt une centaine d'année, est un problème connu. Nous démontrons que la taille de l'induration ne peut pas être utilisée de façon fiable comme critère pour identifier une infection tuberculeuse chez une personne vaccinée avec le BCG, avec le risque de sui-traiter un nombre important de sujets. Dans notre étude, 21% des sujets avaient un Mantoux supérieur ou égal à 15 mm et auraient dû être traités selon les recommandations en vigueur en Suisse si l'on ne tenait pas compte du BCG antérieur. Des tests plus spécifiques sont actuellement à l'étude et permettront vraisemblablement, à l'avenir, de palier au problème de l'absence de spécificité du test de Mantoux. Abstract : Background. Previous bacillus Calmette-Guerin (BCG) vaccination can confound the results of a tuberculin skin test (TST). We sought to determine a cutoff diameter of TST induration beyond which the influence of BCG vaccination was negligible in evaluating potential Mycobacterium tuberculosis infection in a population of health care workers with a high vaccination rate and low incidence of tuberculosis. Methods. From 1991 through 1998, all new employees at the University Hospital of Lausanne, Switzerland, underwent a 2-step TST at entry visit. We also gathered information on demographic characteristics, along with factors commonly associated with tuberculin positivity, including previous BCG vaccination, history of latent M. tuberculosis infection, and predictors for M. tuberculosis infection. Results. Among the 5117 investigated subjects, we found that influence of BCG vaccination on TST results varied across categories of age (likelihood ratio test, 0.0001). Prior BCG vaccination had a strong influence on skin test results of mm in diameter among persons <40 years old, compared with the influence of factors predictive of M. tuberculosis infection. Prior latent M. tuberculosis infection and travel or employment in a country in which tuberculosis is endemic also had significant influences. Conclusions. Interpretation of TST reactions of mm among BCG-vaccinated persons <40 years of age must be done with caution in areas with a low incidence of tuberculosis. In such a population, except for persons who have never been vaccinated, TST reactions of ---518 mm are more likely to be the result of prior vaccination than infection and should not systematically lead to preventive treatment.

Swain: Stata module to correct the SEM chi-square overidentification test in small sample sizes or complex models. Statistical Software Components S457617, Boston College Department of Economics.

Swain corrects the chi-square overidentification test (i.e., likelihood ratio test of fit) for structural equation models whethr with or without latent variables. The chi-square statistic is asymptotically correct; however, it does not behave as expected in small samples and/or when the model is complex (cf. Herzog, Boomsma, & Reinecke, 2007). Thus, particularly in situations where the ratio of sample size (n) to the number of parameters estimated (p) is relatively small (i.e., the p to n ratio is large), the chi-square test will tend to overreject correctly specified models. To obtain a closer approximation to the distribution of the chi-square statistic, Swain (1975) developed a correction; this scaling factor, which converges to 1 asymptotically, is multiplied with the chi-square statistic. The correction better approximates the chi-square distribution resulting in more appropriate Type 1 reject error rates (see Herzog & Boomsma, 2009; Herzog, et al., 2007).

HIERFSTAT, a package for R to compute and test hierarchical F-statistics

The package HIERFSTAT for the statistical software R, created by the R Development Core Team, allows the estimate of hierarchical F-statistics from a hierarchy with any numbers of levels. In addition, it allows testing the statistical significance of population differentiation for these different levels, using a generalized likelihood-ratio test. The package HIERFSTAT is available at http://www.unil.ch/popgen/softwares/hierfstat.htm.

Chasing performance persistence of hedge funds

The thesis examines the performance persistence of hedge funds using complement methodologies (namely cross-sectional regressions, quantile portfolio analysis and Spearman rank correlation test). In addition, six performance ranking metrics and six different combinations of selection and holding periods are compared. The data is gathered from HFI and Tremont databases covering over 14,000 hedge funds and time horizon is set from January 1996 to December 2007. The results suggest that there definitely exists performance persistence among hedge funds and the strength and existence of persistence vary among fund styles. The persistence depends on the metrics and combination of selection and prediction period applied. According to the results, the combination of 36-month selection and holding period outperforms other five period combinations in capturing performance persistence within the sample. Furthermore, model-free performance metrics capture persistence more sensitively than model-specific metrics. The study is the first one ever to use MVR as a performance ranking metric, and surprisingly MVR is more sensitive to detect persistence than other performance metrics employed.

Efficacy of the FEV1/FEV6 ratio compared to the FEV1/FVC ratio for the diagnosis of airway obstruction in subjects aged 40 years or over

The present cross-sectional, population-based study was designed to evaluate the performance of the FEV1/FEV6 ratio for the detection of airway-obstructed subjects compared to the FEV1/FVC <0.70 fixed ratio test, as well as the lower limit of normality (LLN) for 1000 subjects ³40 years of age in the metropolitan area of São Paulo, SP, Brazil. After the exclusion of 37 (3.7%) spirometries, a total of 963 pre-bronchodilator (BD) and 918 post-BD curves were constructed. The majority of the post-BD curves (93.1%) were of very good quality and achieved grade A (762 curves) or B (93 curves). The FEV1/FEV6 and FEV1/FVC ratios were highly correlated (r² = 0.92, P < 0.000). Two receiver operator characteristic curves were constructed in order to express the imbalance between the sensitivity and specificity of the FEV1/FEV6 ratio compared to two FEV1/FVC cut-off points for airway obstruction: equal to 70 (area under the curve = 0.98, P < 0.0001) and the LLN (area under the curve = 0.97, P < 0.0001), in the post-BD curves. According to an FEV1/FVC <0.70, the cut-off point for the FEV1/FEV6 ratio with the highest sum for sensitivity and specificity was 0.75. The FEV1/FEV6 ratio can be considered to be a good alternative to the FEV1/FVC ratio for the diagnosis of airway obstruction, both using a fixed cut-off point or below the LLN as reference. The FEV1/FEV6 ratio has the additional advantage of being an easier maneuver for the subjects and for the lung function technicians, providing a higher reproducibility than traditional spirometry maneuvers.

A score test for binary data with patient non-compliance

A score test is developed for binary clinical trial data, which incorporates patient non-compliance while respecting randomization. It is assumed in this paper that compliance is all-or-nothing, in the sense that a patient either accepts all of the treatment assigned as specified in the protocol, or none of it. Direct analytic comparisons of the adjusted test statistic for both the score test and the likelihood ratio test are made with the corresponding test statistics that adhere to the intention-to-treat principle. It is shown that no gain in power is possible over the intention-to-treat analysis, by adjusting for patient non-compliance. Sample size formulae are derived and simulation studies are used to demonstrate that the sample size approximation holds. Copyright © 2003 John Wiley & Sons, Ltd.

Sample size considerations in active-control non-inferiority trials with binary data based on the odds ratio

This paper presents an approximate closed form sample size formula for determining non-inferiority in active-control trials with binary data. We use the odds-ratio as the measure of the relative treatment effect, derive the sample size formula based on the score test and compare it with a second, well-known formula based on the Wald test. Both closed form formulae are compared with simulations based on the likelihood ratio test. Within the range of parameter values investigated, the score test closed form formula is reasonably accurate when non-inferiority margins are based on odds-ratios of about 0.5 or above and when the magnitude of the odds ratio under the alternative hypothesis lies between about 1 and 2.5. The accuracy generally decreases as the odds ratio under the alternative hypothesis moves upwards from 1. As the non-inferiority margin odds ratio decreases from 0.5, the score test closed form formula increasingly overestimates the sample size irrespective of the magnitude of the odds ratio under the alternative hypothesis. The Wald test closed form formula is also reasonably accurate in the cases where the score test closed form formula works well. Outside these scenarios, the Wald test closed form formula can either underestimate or overestimate the sample size, depending on the magnitude of the non-inferiority margin odds ratio and the odds ratio under the alternative hypothesis. Although neither approximation is accurate for all cases, both approaches lead to satisfactory sample size calculation for non-inferiority trials with binary data where the odds ratio is the parameter of interest.

Signed likelihood ratio tests in the Birnbaum-Saunders regression model

The Birnbaum-Saunders regression model is becoming increasingly popular in lifetime analyses and reliability studies. In this model, the signed likelihood ratio statistic provides the basis for testing inference and construction of confidence limits for a single parameter of interest. We focus on the small sample case, where the standard normal distribution gives a poor approximation to the true distribution of the statistic. We derive three adjusted signed likelihood ratio statistics that lead to very accurate inference even for very small samples. Two empirical applications are presented. (C) 2010 Elsevier B.V. All rights reserved.

Skovgaard`s adjustment to likelihood ratio tests in exponential family nonlinear models

Likelihood ratio tests can be substantially size distorted in small- and moderate-sized samples. In this paper, we apply Skovgaard`s [Skovgaard, I.M., 2001. Likelihood asymptotics. Scandinavian journal of Statistics 28, 3-321] adjusted likelihood ratio statistic to exponential family nonlinear models. We show that the adjustment term has a simple compact form that can be easily implemented from standard statistical software. The adjusted statistic is approximately distributed as X(2) with high degree of accuracy. It is applicable in wide generality since it allows both the parameter of interest and the nuisance parameter to be vector-valued. Unlike the modified profile likelihood ratio statistic obtained from Cox and Reid [Cox, D.R., Reid, N., 1987. Parameter orthogonality and approximate conditional inference. journal of the Royal Statistical Society B49, 1-39], the adjusted statistic proposed here does not require an orthogonal parameterization. Numerical comparison of likelihood-based tests of varying dispersion favors the test we propose and a Bartlett-corrected version of the modified profile likelihood ratio test recently obtained by Cysneiros and Ferrari [Cysneiros, A.H.M.A., Ferrari, S.L.P., 2006. An improved likelihood ratio test for varying dispersion in exponential family nonlinear models. Statistics and Probability Letters 76 (3), 255-265]. (C) 2008 Elsevier B.V. All rights reserved.

Preços futuros brasileiros seguem um passeio aleatório? um estudo empírico

A pesquisa teve como objetivo testar se preços no mercado futuro brasileiro seguem um passeio aleatório - uma das versões da chamada Hipótese do Mercado Eficiente. Foram estudados os preços dos contratos futuros de Ibovespa e de dólar comercial, de 30 de junho de 1994 a 31 de dezembro de 1998. Aplicação de testes paramétricos e não-paramétricos envolvendo a Relação de Variâncias (Variance Ratio) de Lo-MacKinlay levam à conclusão de que a hipótese testada não pode ser rejeitada, apontando, portanto, para eficiência em tais mercados.