934 resultados para Restricted maximum likelihood
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This article focuses on the relationship between private insurance status and dental service utilisation in Australia using data between 1995 and 2001. This article employs joint maximum likelihood to estimate models of time since last dental visit treating private ancillary health insurance (PAHI) as endogenous. The sensitivity of results to the choice between two different but related types of instrumental variables is examined. We find robust evidence in both 1995 and 2001 that individuals with a PAHI policy make significantly more frequent dental consultations relative to those without such coverage. A comparison of the 1995 and 2001 results, however, suggests that there has been an increasing role of PAHI in terms of the frequency of dental consultations over time. This seems intuitive given the trends in the price of unsubsidised private dental consultations. In terms of policy, our results suggest that while government measures to increase private health insurance coverage in Australia has been successful to a significant degree, it may have come at some cost in terms of socio-economic inequality as the privately insured are provided much better access to care and financial protection.
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Historical information can be used, in addition to pedigree, traits and genotypes, to map quantitative trait locus (QTL) in general populations via maximum likelihood estimation of variance components. This analysis is known as linkage disequilibrium (LD) and linkage mapping, because it exploits both linkage in families and LD at the population level. The search for QTL in the wild population of Soay sheep on St. Kilda is a proof of principle. We analysed the data from a previous study and confirmed some of the QTLs reported. The most striking result was the confirmation of a QTL affecting birth weight that had been reported using association tests but not when using linkage-based analyses. Copyright © Cambridge University Press 2010.
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Context: Anti-Müllerian hormone (AMH) concentration reflects ovarian aging and is argued to be a useful predictor of age at menopause (AMP). It is hypothesized that AMH falling below a critical threshold corresponds to follicle depletion, which results in menopause. With this threshold, theoretical predictions of AMP can be made. Comparisons of such predictions with observed AMP from population studies support the role for AMH as a forecaster of menopause. Objective: The objective of the study was to investigate whether previous relationships between AMH and AMP are valid using a much larger data set. Setting: AMH was measured in 27 563 women attending fertility clinics. Study Design: From these data a model of age-related AMH change was constructed using a robust regression analysis. Data on AMP from subfertile women were obtained from the population-based Prospect-European Prospective Investigation into Cancer and Nutrition (Prospect- EPIC) cohort (n � 2249). By constructing a probability distribution of age at which AMH falls below a critical threshold and fitting this to Prospect-EPIC menopausal age data using maximum likelihood, such a threshold was estimated. Main Outcome: The main outcome was conformity between observed and predicted AMP. Results: To get a distribution of AMH-predicted AMP that fit the Prospect-EPIC data, we found the critical AMH threshold should vary among women in such a way that women with low age-specific AMH would have lower thresholds, whereas women with high age-specific AMH would have higher thresholds (mean 0.075 ng/mL; interquartile range 0.038–0.15 ng/mL). Such a varying AMH threshold for menopause is a novel and biologically plausible finding. AMH became undetectable (�0.2 ng/mL) approximately 5 years before the occurrence of menopause, in line with a previous report. Conclusions: The conformity of the observed and predicted distributions of AMP supports the hypothesis that declining population averages of AMH are associated with menopause, making AMH an excellent candidate biomarker for AMP prediction. Further research will help establish the accuracy of AMH levels to predict AMP within individuals.
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Computer Experiments, consisting of a number of runs of a computer model with different inputs, are now common-place in scientific research. Using a simple fire model for illustration some guidelines are given for the size of a computer experiment. A graph is provided relating the error of prediction to the sample size which should be of use when designing computer experiments. Methods for augmenting computer experiments with extra runs are also described and illustrated. The simplest method involves adding one point at a time choosing that point with the maximum prediction variance. Another method that appears to work well is to choose points from a candidate set with maximum determinant of the variance covariance matrix of predictions.
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Currently there are ~3000 known species of Sarcophagidae (Diptera), which are classified into 173 genera in three subfamilies. Almost 25% of sarcophagids belong to the genus Sarcophaga (sensu lato) however little is known about the validity of, and relationships between the ~150 (or more) subgenera of Sarcophaga s.l. In this preliminary study, we evaluated the usefulness of three sources of data for resolving relationships between 35 species from 14 Sarcophaga s.l. subgenera: the mitochondrial COI barcode region, ~800. bp of the nuclear gene CAD, and 110 morphological characters. Bayesian, maximum likelihood (ML) and maximum parsimony (MP) analyses were performed on the combined dataset. Much of the tree was only supported by the Bayesian and ML analyses, with the MP tree poorly resolved. The genus Sarcophaga s.l. was resolved as monophyletic in both the Bayesian and ML analyses and strong support was obtained at the species-level. Notably, the only subgenus consistently resolved as monophyletic was Liopygia. The monophyly of and relationships between the remaining Sarcophaga s.l. subgenera sampled remain questionable. We suggest that future phylogenetic studies on the genus Sarcophaga s.l. use combined datasets for analyses. We also advocate the use of additional data and a range of inference strategies to assist with resolving relationships within Sarcophaga s.l.
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Phylogenetic relationships within the Tabanidae are largely unknown, despite their considerable medical and ecological importance. The first robust phylogenetic hypothesis for the horse fly tribe Scionini is provided, completing the systematic placement of all tribes in the subfamily Pangoniinae. The Scionini consists of seven mostly southern hemisphere genera distributed in Australia, New Guinea, New Zealand and South America. A 5757. bp alignment of 6 genes, including mitochondrial (COI and COII), ribosomal (28S) and nuclear (AATS and CAD regions 1, 3 and 4) genes, was analysed for 176 taxa using both Bayesian and maximum likelihood approaches. Results indicate the Scionini are strongly monophyletic, with the exclusion of the only northern hemisphere genus Goniops. The South American genera Fidena, Pityocera and Scione were strongly monophyletic, corresponding to current morphology-based classification schemes. The most widespread genus Scaptia was paraphyletic and formed nine strongly supported monophyletic clades, each corresponding to either the current subgenera or several previously synonymised genera that should be formally resurrected. Molecular results also reveal a newly recognised genus endemic to New Zealand, formerly placed within Scaptia. Divergence time estimation was employed to assess the global biogeographical patterns in the Pangoniinae. These analyses demonstrated that the Scionini are a typical Gondwanan group whose diversification was influenced by the fragmentation of that ancient land mass. Furthermore, results indicate that the Scionini most likely originated in Australia and subsequently radiated to New Zealand and South American by both long distance dispersal and vicariance. The phylogenetic framework of the Scionini provided herein will be valuable for taxonomic revisions of the Tabanidae.
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Bactrocera dorsalis sensu stricto, B. papayae, B. philippinensis and B. carambolae are serious pest fruit fly species of the B. dorsalis complex that predominantly occur in south-east Asia and the Pacific. Identifying molecular diagnostics has proven problematic for these four taxa, a situation that cofounds biosecurity and quarantine efforts and which may be the result of at least some of these taxa representing the same biological species. We therefore conducted a phylogenetic study of these four species (and closely related outgroup taxa) based on the individuals collected from a wide geographic range; sequencing six loci (cox1, nad4-3′, CAD, period, ITS1, ITS2) for approximately 20 individuals from each of 16 sample sites. Data were analysed within maximum likelihood and Bayesian phylogenetic frameworks for individual loci and concatenated data sets for which we applied multiple monophyly and species delimitation tests. Species monophyly was measured by clade support, posterior probability or bootstrap resampling for Bayesian and likelihood analyses respectively, Rosenberg's reciprocal monophyly measure, P(AB), Rodrigo's (P(RD)) and the genealogical sorting index, gsi. We specifically tested whether there was phylogenetic support for the four 'ingroup' pest species using a data set of multiple individuals sampled from a number of populations. Based on our combined data set, Bactrocera carambolae emerges as a distinct monophyletic clade, whereas B. dorsalis s.s., B. papayae and B. philippinensis are unresolved. These data add to the growing body of evidence that B. dorsalis s.s., B. papayae and B. philippinensis are the same biological species, which poses consequences for quarantine, trade and pest management.
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This book provides a general framework for specifying, estimating, and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalized method of moments estimation, nonparametric estimation, and estimation by simulation. An important advantage of adopting the principle of maximum likelihood as the unifying framework for the book is that many of the estimators and test statistics proposed in econometrics can be derived within a likelihood framework, thereby providing a coherent vehicle for understanding their properties and interrelationships. In contrast to many existing econometric textbooks, which deal mainly with the theoretical properties of estimators and test statistics through a theorem-proof presentation, this book squarely addresses implementation to provide direct conduits between the theory and applied work.
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A "self-exciting" market is one in which the probability of observing a crash increases in response to the occurrence of a crash. It essentially describes cases where the initial crash serves to weaken the system to some extent, making subsequent crashes more likely. This thesis investigates if equity markets possess this property. A self-exciting extension of the well-known jump-based Bates (1996) model is used as the workhorse model for this thesis, and a particle-filtering algorithm is used to facilitate estimation by means of maximum likelihood. The estimation method is developed so that option prices are easily included in the dataset, leading to higher quality estimates. Equilibrium arguments are used to price the risks associated with the time-varying crash probability, and in turn to motivate a risk-neutral system for use in option pricing. The option pricing function for the model is obtained via the application of widely-used Fourier techniques. An application to S&P500 index returns and a panel of S&P500 index option prices reveals evidence of self excitation.
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The aim of this study was to determine whether declines in knee flexor strength following overground repeat sprints were related to changes in hamstrings myoelectrical activity. Seventeen recreationally active males completed maximal isokinetic concentric and eccentric knee flexor strength assessments at 1800.s-1 before and after repeat sprint running. Myoelectrical activity of the biceps femoris (BF) and medial hamstrings (MH) was measured during all isokinetic contractions. Repeated measures mixed model (Fixed factors = time [pre- and post- repeat sprint] and leg [dominant and non-dominant], random factor = participants) design was fitted with the restricted maximal likelihood method. Repeat sprint running resulted in significant declines in eccentric, and concentric, knee flexor strength (eccentric = 25 ± 34 Nm, 15% p<0.001; concentric 11 Nm± 22 Nm, 10% p = 0.001). Eccentric BF myoelectrical activity was significantly reduced (10%; p= 0.033). Concentric BF and all MH myoelectrical activity were not altered. The declines in maximal eccentric torque were associated with the change in eccentric biceps femoris myoelectrical activity (p = 0.013). Following repeat sprint running there were preferential declines in the myoelectrical activity of the BF, which explained declines in eccentric knee flexor strength.
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In this paper, we propose a novel online hidden Markov model (HMM) parameter estimator based on Kerridge inaccuracy rate (KIR) concepts. Under mild identifiability conditions, we prove that our online KIR-based estimator is strongly consistent. In simulation studies, we illustrate the convergence behaviour of our proposed online KIR-based estimator and provide a counter-example illustrating the local convergence properties of the well known recursive maximum likelihood estimator (arguably the best existing solution).
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We provide the first molecular phylogeny of the clerid lineage (Coleoptera: Cleridae, Thanerocleridae) within the superfamily Cleroidea to examine the two most recently-proposed hypotheses of higher-level classification. Phylogenetic relationships of checkered beetles were inferred from approximately ~5,000nt of both nuclear and mitochondrial rDNA (28S, 16S, and 12S) and the mitochondrial protein-coding gene COI. A worldwide sample of ~70 genera representing almost a quarter of generic diversity of the clerid lineage was included and phylogenies were reconstructed using Bayesian and Maximum Likelihood approaches. Results support the monophyly of many proposed subfamilies but were not entirely congruent with either current classification system. The subfamilial relationships within the Cleridae are resolved with support for three main lineages. Tillinae are supported as the sister group to all other subfamilies within the Cleridae, whereas Thaneroclerinae, Korynetinae and a new subfamily formally described here, Epiclininae subf. n, form a sister group to Clerinae + Hydnocerinae.
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Commodity price modeling is normally approached in terms of structural time-series models, in which the different components (states) have a financial interpretation. The parameters of these models can be estimated using maximum likelihood. This approach results in a non-linear parameter estimation problem and thus a key issue is how to obtain reliable initial estimates. In this paper, we focus on the initial parameter estimation problem for the Schwartz-Smith two-factor model commonly used in asset valuation. We propose the use of a two-step method. The first step considers a univariate model based only on the spot price and uses a transfer function model to obtain initial estimates of the fundamental parameters. The second step uses the estimates obtained in the first step to initialize a re-parameterized state-space-innovations based estimator, which includes information related to future prices. The second step refines the estimates obtained in the first step and also gives estimates of the remaining parameters in the model. This paper is part tutorial in nature and gives an introduction to aspects of commodity price modeling and the associated parameter estimation problem.
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Background There are few theoretically derived questionnaires of physical activity determinants among youth, and the existing questionnaires have not been subjected to tests of factorial validity and invariance, The present study employed confirmatory factor analysis (CFA) to test the factorial validity and invariance of questionnaires designed to be unidimensional measures of attitudes, subjective norms, perceived behavioral control, and self-efficacy about physical activity. Methods Adolescent girls in eighth grade from two cohorts (N = 955 and 1,797) completed the questionnaires at baseline; participants from cohort 1 (N = 845) also completed the questionnaires in ninth grade (i.e., 1-year follow-up). Factorial validity and invariance were tested using CFA with full-information maximum likelihood estimation in AMOS 4.0, Initially, baseline data from cohort 1 were employed to test the fit and, when necessary, to modify the unidimensional models. The models were cross-validated using a multigroup analysis of factorial invariance on baseline data from cohorts 1 and 2, The models then were subjected to a longitudinal analysis of factorial invariance using baseline and follow-up data from cohort i, Results The CFAs supported the fit of unidimensional models to the four questionnaires, and the models were cross-validated, as indicated by evidence of multigroup factorial invariance, The models also possessed evidence of longitudinal factorial invariance. Conclusions Evidence was provided for the factorial validity and the invariance of the questionnaires designed to be unidimensional measures of attitudes, subjective norms, perceived behavioral control, and self-efficacy about physical activity among adolescent girls, (C) 2000 American Health Foundation and academic Press.
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As a sequel to a paper that dealt with the analysis of two-way quantitative data in large germplasm collections, this paper presents analytical methods appropriate for two-way data matrices consisting of mixed data types, namely, ordered multicategory and quantitative data types. While various pattern analysis techniques have been identified as suitable for analysis of the mixed data types which occur in germplasm collections, the clustering and ordination methods used often can not deal explicitly with the computational consequences of large data sets (i.e. greater than 5000 accessions) with incomplete information. However, it is shown that the ordination technique of principal component analysis and the mixture maximum likelihood method of clustering can be employed to achieve such analyses. Germplasm evaluation data for 11436 accessions of groundnut (Arachis hypogaea L.) from the International Research Institute of the Semi-Arid Tropics, Andhra Pradesh, India were examined. Data for nine quantitative descriptors measured in the post-rainy season and five ordered multicategory descriptors were used. Pattern analysis results generally indicated that the accessions could be distinguished into four regions along the continuum of growth habit (or plant erectness). Interpretation of accession membership in these regions was found to be consistent with taxonomic information, such as subspecies. Each growth habit region contained accessions from three of the most common groundnut botanical varieties. This implies that within each of the habit types there is the full range of expression for the other descriptors used in the analysis. Using these types of insights, the patterns of variability in germplasm collections can provide scientists with valuable information for their plant improvement programs.