Adaptively weighted maximum likelihood estimation of discrete distributions

SummaryDiscrete data arise in various research fields, typically when the observations are count data.I propose a robust and efficient parametric procedure for estimation of discrete distributions. The estimation is done in two phases. First, a very robust, but possibly inefficient, estimate of the model parameters is computed and used to indentify outliers. Then the outliers are either removed from the sample or given low weights, and a weighted maximum likelihood estimate (WML) is computed.The weights are determined via an adaptive process such that if the data follow the model, then asymptotically no observation is downweighted.I prove that the final estimator inherits the breakdown point of the initial one, and that its influence function at the model is the same as the influence function of the maximum likelihood estimator, which strongly suggests that it is asymptotically fully efficient.The initial estimator is a minimum disparity estimator (MDE). MDEs can be shown to have full asymptotic efficiency, and some MDEs have very high breakdown points and very low bias under contamination. Several initial estimators are considered, and the performances of the WMLs based on each of them are studied.It results that in a great variety of situations the WML substantially improves the initial estimator, both in terms of finite sample mean square error and in terms of bias under contamination. Besides, the performances of the WML are rather stable under a change of the MDE even if the MDEs have very different behaviors.Two examples of application of the WML to real data are considered. In both of them, the necessity for a robust estimator is clear: the maximum likelihood estimator is badly corrupted by the presence of a few outliers.This procedure is particularly natural in the discrete distribution setting, but could be extended to the continuous case, for which a possible procedure is sketched.RésuméLes données discrètes sont présentes dans différents domaines de recherche, en particulier lorsque les observations sont des comptages.Je propose une méthode paramétrique robuste et efficace pour l'estimation de distributions discrètes. L'estimation est faite en deux phases. Tout d'abord, un estimateur très robuste des paramètres du modèle est calculé, et utilisé pour la détection des données aberrantes (outliers). Cet estimateur n'est pas nécessairement efficace. Ensuite, soit les outliers sont retirés de l'échantillon, soit des faibles poids leur sont attribués, et un estimateur du maximum de vraisemblance pondéré (WML) est calculé.Les poids sont déterminés via un processus adaptif, tel qu'asymptotiquement, si les données suivent le modèle, aucune observation n'est dépondérée.Je prouve que le point de rupture de l'estimateur final est au moins aussi élevé que celui de l'estimateur initial, et que sa fonction d'influence au modèle est la même que celle du maximum de vraisemblance, ce qui suggère que cet estimateur est pleinement efficace asymptotiquement.L'estimateur initial est un estimateur de disparité minimale (MDE). Les MDE sont asymptotiquement pleinement efficaces, et certains d'entre eux ont un point de rupture très élevé et un très faible biais sous contamination. J'étudie les performances du WML basé sur différents MDEs.Le résultat est que dans une grande variété de situations le WML améliore largement les performances de l'estimateur initial, autant en terme du carré moyen de l'erreur que du biais sous contamination. De plus, les performances du WML restent assez stables lorsqu'on change l'estimateur initial, même si les différents MDEs ont des comportements très différents.Je considère deux exemples d'application du WML à des données réelles, où la nécessité d'un estimateur robuste est manifeste : l'estimateur du maximum de vraisemblance est fortement corrompu par la présence de quelques outliers.La méthode proposée est particulièrement naturelle dans le cadre des distributions discrètes, mais pourrait être étendue au cas continu.

Health at work and risk factors related to ergonomics: some results from the Swiss sample of the 4th European working conditions survey

Introduction The European Foundation for the improvement of living and working conditions conducts a survey every 5 years since 1990. The foundation also offers the possibility to non-EU countries to be included in the survey: in 2005, Switzerland took part for the first time in the fourth edition of this survey. The Institute for Work and Health (IST) has been associated to the Swiss project conducted under the leadership of the SECO and the Fachhochschule Nordwestschweiz. The survey covers different aspects of work like job characteristics and employment conditions, health and safety, work organization, learning and development opportunities, and the balance between working and non-working life (Parent-Thirion, Fernandez Macias, Hurley, & Vermeylen, 2007). More particularly, one question assesses the worker's self-perception of the effects of work on health. We identified (for the Swiss sample) several factors affecting the risk to report health problems caused by work. The Swiss sample includes 1040 respondents. Selection of participants was based on a random multi-stage sampling and was carried out by M.I.S Trend S.A. (Lausanne). Participation rate was 59%. The database was weighted by household size, gender, age, region of domicile, occupational group, and economic sector. Specially trained interviewers carried out the interviews at the respondents home. The survey was carriedout between the 19th of September 2005 and the 30th of November 2005. As detailed in (Graf et al., 2007), 31% of the Swiss respondents identify work as the cause of health problems they experience. Most frequently reported health problems include back pain (18%), stress (17%), muscle pain (13%), and overall fatigue (11%). Ergonomic aspects associated with higher risk of reporting health problems caused by work include frequent awkward postures (odds ratio [OR] 4.7, 95% confidence interval [CI] 3.1 to 5.4), tasks involving lifting heavy loads (OR 2.7, 95% CI 2.0 to 3.6) or lifting people (OR 2.2, 95% CI 1.4 to 3.5), standing or walking (OR 1.4, 95% CI 1.1 to 1.9), as well as repetitive movements (OR 1.7, 95% CI 1.3 to 2.3). These results highlight the need to continue and intensify the prevention of work related health problems in occupations characterized by risk factors related to ergonomics.

Gender differences in premorbid, entry, treatment, and outcome characteristics in a treated epidemiological sample of 661 patients with first episode psychosis.

OBJECTIVES: Gender differences in psychotic disorder have been observed in terms of illness onset and course; however, past research has been limited by inconsistencies between studies and the lack of epidemiological representative of samples assessed. Thus, the aim of this study was to elucidate gender differences in a treated epidemiological sample of patients with first episode psychosis (FEP). METHODS: A medical file audit was used to collect data on premorbid, entry, treatment and 18-month outcome characteristics of 661 FEP consecutive patients treated at the Early Psychosis Prevention and Intervention Centre (EPPIC), Melbourne, Australia. RESULTS: Prior to onset of psychosis, females were more likely to have a history of suicide attempts (p=.011) and depression (p=.001). At service entry, females were more likely to have depressive symptoms (p=.007). Conversely, males had marked substance use problems that were evident prior to admission (p<.001) and persisted through treatment (p<.001). At service entry, males also experienced more severe psychopathology (p<.001) and lower levels of functioning (GAF, p=.008; unemployment/not studying p=.004; living with family, p=.003). Treatment non-compliance (p<.001) and frequent hospitalisations (p=.047) were also common for males with FEP. At service discharge males had significantly lower levels of functioning (GAF, p=.008; unemployment/not studying p=.040; living with family, p=.001) compared to females with FEP. CONCLUSIONS: Gender differences are evident in illness course of patients with FEP, particularly with respect to past history of psychopathology and functioning at presentation and at service discharge. Strategies to deal with these gender differences need to be considered in early intervention programs.

Tackling self-selection into treatment and self-selection into the sample biases in VAA research

Self‐selection into treatment and self‐selection into the sample are major concerns of VAA research and need to be controlled for if the aim is to deduce causal effects from VAA use in observational data. This paper focuses on the methodological aspects of VAA research and outlines omnipresent endogeneity issues, partly imposed through unobserved factors that affect both whether individuals chose to use VAAs and their electoral behavior. We promote using Heckman selection models and apply various versions of the model to data from the Swiss electorate and smartvote users in order to see to what extent selection biases interfere with the estimated effects of interest.

Selected configuration interaction with truncation energy error and application to the Ne atom

Selected configuration interaction (SCI) for atomic and molecular electronic structure calculations is reformulated in a general framework encompassing all CI methods. The linked cluster expansion is used as an intermediate device to approximate CI coefficients BK of disconnected configurations (those that can be expressed as products of combinations of singly and doubly excited ones) in terms of CI coefficients of lower-excited configurations where each K is a linear combination of configuration-state-functions (CSFs) over all degenerate elements of K. Disconnected configurations up to sextuply excited ones are selected by Brown's energy formula, ΔEK=(E-HKK)BK2/(1-BK2), with BK determined from coefficients of singly and doubly excited configurations. The truncation energy error from disconnected configurations, Δdis, is approximated by the sum of ΔEKS of all discarded Ks. The remaining (connected) configurations are selected by thresholds based on natural orbital concepts. Given a model CI space M, a usual upper bound ES is computed by CI in a selected space S, and EM=E S+ΔEdis+δE, where δE is a residual error which can be calculated by well-defined sensitivity analyses. An SCI calculation on Ne ground state featuring 1077 orbitals is presented. Convergence to within near spectroscopic accuracy (0.5 cm-1) is achieved in a model space M of 1.4× 109 CSFs (1.1 × 1012 determinants) containing up to quadruply excited CSFs. Accurate energy contributions of quintuples and sextuples in a model space of 6.5 × 1012 CSFs are obtained. The impact of SCI on various orbital methods is discussed. Since ΔEdis can readily be calculated for very large basis sets without the need of a CI calculation, it can be used to estimate the orbital basis incompleteness error. A method for precise and efficient evaluation of ES is taken up in a companion paper

Basis set superposition error-counterpoise corrected potential energy surfaces : application to hydrogen peroxide ... X (X=F-, Cl-, Br-, Li+, Na+) complexes

Møller-Plesset (MP2) and Becke-3-Lee-Yang-Parr (B3LYP) calculations have been used to compare the geometrical parameters, hydrogen-bonding properties, vibrational frequencies and relative energies for several X- and X+ hydrogen peroxide complexes. The geometries and interaction energies were corrected for the basis set superposition error (BSSE) in all the complexes (1-5), using the full counterpoise method, yielding small BSSE values for the 6-311 + G(3df,2p) basis set used. The interaction energies calculated ranged from medium to strong hydrogen-bonding systems (1-3) and strong electrostatic interactions (4 and 5). The molecular interactions have been characterized using the atoms in molecules theory (AIM), and by the analysis of the vibrational frequencies. The minima on the BSSE-counterpoise corrected potential-energy surface (PES) have been determined as described by S. Simón, M. Duran, and J. J. Dannenberg, and the results were compared with the uncorrected PES

A chemical Hamiltonian approach study of the basis set superposition error changes on electron densities and one- and two-center energy components

A comparision of the local effects of the basis set superposition error (BSSE) on the electron densities and energy components of three representative H-bonded complexes was carried out. The electron densities were obtained with Hartee-Fock and density functional theory versions of the chemical Hamiltonian approach (CHA) methodology. It was shown that the effects of the BSSE were common for all complexes studied. The electron density difference maps and the chemical energy component analysis (CECA) analysis confirmed that the local effects of the BSSE were different when diffuse functions were present in the calculations

Effect of basis set superposition error on the electron density of molecular complexes

The effect of basis set superposition error (BSSE) on molecular complexes is analyzed. The BSSE causes artificial delocalizations which modify the first order electron density. The mechanism of this effect is assessed for the hydrogen fluoride dimer with several basis sets. The BSSE-corrected first-order electron density is obtained using the chemical Hamiltonian approach versions of the Roothaan and Kohn-Sham equations. The corrected densities are compared to uncorrected densities based on the charge density critical points. Contour difference maps between BSSE-corrected and uncorrected densities on the molecular plane are also plotted to gain insight into the effects of BSSE correction on the electron density

Second-order Møller-Plesset perturbation theory without basis set superposition error : II : open-shell systems

The basis set superposition error-free second-order MØller-Plesset perturbation theory of intermolecular interactions was studied. The difficulties of the counterpoise (CP) correction in open-shell systems were also discussed. The calculations were performed by a program which was used for testing the new variants of the theory. It was shown that the CP correction for the diabatic surfaces should be preferred to the adiabatic ones

C-H···O H-bonded complexes: how does basis set superposition error change their potential-energy surfaces?

Geometries, vibrational frequencies, and interaction energies of the CNH⋯O3 and HCCH⋯O3 complexes are calculated in a counterpoise-corrected (CP-corrected) potential-energy surface (PES) that corrects for the basis set superposition error (BSSE). Ab initio calculations are performed at the Hartree-Fock (HF) and second-order Møller-Plesset (MP2) levels, using the 6-31G(d,p) and D95++(d,p) basis sets. Interaction energies are presented including corrections for zero-point vibrational energy (ZPVE) and thermal correction to enthalpy at 298 K. The CP-corrected and conventional PES are compared; the unconnected PES obtained using the larger basis set including diffuse functions exhibits a double well shape, whereas use of the 6-31G(d,p) basis set leads to a flat single-well profile. The CP-corrected PES has always a multiple-well shape. In particular, it is shown that the CP-corrected PES using the smaller basis set is qualitatively analogous to that obtained with the larger basis sets, so the CP method becomes useful to correctly describe large systems, where the use of small basis sets may be necessary

How does basis set superposition error change the potential surfaces for hydrogen-bonded dimers?

We describe a simple method to automate the geometric optimization of molecular orbital calculations of supermolecules on potential surfaces that are corrected for basis set superposition error using the counterpoise (CP) method. This method is applied to the H-bonding complexes HF/HCN, HF/H2O, and HCCH/H2O using the 6-31G(d,p) and D95 + + (d,p) basis sets at both the Hartree-Fock and second-order Møller-Plesset levels. We report the interaction energies, geometries, and vibrational frequencies of these complexes on the CP-optimized surfaces; and compare them with similar values calculated using traditional methods, including the (more traditional) single point CP correction. Upon optimization on the CP-corrected surface, the interaction energies become more negative (before vibrational corrections) and the H-bonding stretching vibrations decrease in all cases. The extent of the effects vary from extremely small to quite large depending on the complex and the calculational method. The relative magnitudes of the vibrational corrections cannot be predicted from the H-bond stretching frequencies alone

Intramolecular basis set superposition error effects on the planarity of benzene and other aromatic molecules: A solution to the problem

Recently, the surprising result that ab initio calculations on benzene and other planar arenes at correlated MP2, MP3, configuration interaction with singles and doubles (CISD), and coupled cluster with singles and doubles levels of theory using standard Pople’s basis sets yield nonplanar minima has been reported. The planar optimized structures turn out to be transition states presenting one or more large imaginary frequencies, whereas single-determinant-based methods lead to the expected planar minima and no imaginary frequencies. It has been suggested that such anomalous behavior can be originated by two-electron basis set incompleteness error. In this work, we show that the reported pitfalls can be interpreted in terms of intramolecular basis set superposition error (BSSE) effects, mostly between the C–H moieties constituting the arenes. We have carried out counterpoise-corrected optimizations and frequency calculations at the Hartree–Fock, B3LYP, MP2, and CISD levels of theory with several basis sets for a number of arenes. In all cases, correcting for intramolecular BSSE fixes the anomalous behavior of the correlated methods, whereas no significant differences are observed in the single-determinant case. Consequently, all systems studied are planar at all levels of theory. The effect of different intramolecular fragment definitions and the particular case of charged species, namely, cyclopentadienyl and indenyl anions, respectively, are also discussed

Right coronary artery flow velocity and volume assessment with spiral K-space sampled breathhold velocity-encoded MRI at 3 tesla: accuracy and reproducibility.

PURPOSE: To evaluate accuracy and reproducibility of flow velocity and volume measurements in a phantom and in human coronary arteries using breathhold velocity-encoded (VE) MRI with spiral k-space sampling at 3 Tesla. MATERIALS AND METHODS: Flow velocity assessment was performed using VE MRI with spiral k-space sampling. Accuracy of VE MRI was tested in vitro at five constant flow rates. Reproducibility was investigated in 19 healthy subjects (mean age 25.4 +/- 1.2 years, 11 men) by repeated acquisition in the right coronary artery (RCA). RESULTS: MRI-measured flow rates correlated strongly with volumetric collection (Pearson correlation r = 0.99; P < 0.01). Due to limited sample resolution, VE MRI overestimated the flow rate by 47% on average when nonconstricted region-of-interest segmentation was used. Using constricted region-of-interest segmentation with lumen size equal to ground-truth luminal size, less than 13% error in flow rate was found. In vivo RCA flow velocity assessment was successful in 82% of the applied studies. High interscan, intra- and inter-observer agreement was found for almost all indices describing coronary flow velocity. Reproducibility for repeated acquisitions varied by less than 16% for peak velocity values and by less than 24% for flow volumes. CONCLUSION: 3T breathhold VE MRI with spiral k-space sampling enables accurate and reproducible assessment of RCA flow velocity.