Cholesky Residuals for Assessing Normal Errors in a Linear Model with Correlated Outcomes: Technical Report

Despite the widespread popularity of linear models for correlated outcomes (e.g. linear mixed models and time series models), distribution diagnostic methodology remains relatively underdeveloped in this context. In this paper we present an easy-to-implement approach that lends itself to graphical displays of model fit. Our approach involves multiplying the estimated margional residual vector by the Cholesky decomposition of the inverse of the estimated margional variance matrix. The resulting "rotated" residuals are used to construct an empirical cumulative distribution function and pointwise standard errors. The theoretical framework, including conditions and asymptotic properties, involves technical details that are motivated by Lange and Ryan (1989), Pierce (1982), and Randles (1982). Our method appears to work well in a variety of circumstances, including models having independent units of sampling (clustered data) and models for which all observations are correlated (e.g., a single time series). Our methods can produce satisfactory results even for models that do not satisfy all of the technical conditions stated in our theory.

A Diagnostic Test for the Mixing Distribution in a Generalised Linear Mixed Model

We introduce a diagnostic test for the mixing distribution in a generalised linear mixed model. The test is based on the difference between the marginal maximum likelihood and conditional maximum likelihood estimates of a subset of the fixed effects in the model. We derive the asymptotic variance of this difference, and propose a test statistic that has a limiting chi-square distribution under the null hypothesis that the mixing distribution is correctly specified. For the important special case of the logistic regression model with random intercepts, we evaluate via simulation the power of the test in finite samples under several alternative distributional forms for the mixing distribution. We illustrate the method by applying it to data from a clinical trial investigating the effects of hormonal contraceptives in women.

Role of beta1-, beta2-, and beta3-adrenoceptors in contractile hypersensitivity in a model of small bowel transplantation

BACKGROUND: Chronic extrinsic denervation induced by small bowel transplantation (SBT) results in adrenergic hypersensitivity in rat ileum. This study evaluated the role of neuronal and/or muscular beta1-, beta2-, and beta3-adrenoceptor (AR) mechanisms on contractility. METHODS: Ileal longitudinal muscle strips from Lewis rats (n = 6 rats per group, 8 strips per rat): naive controls (NC), 4 months after sham operation (SC) or after syngeneic orthotopic SBT were studied in vitro. Spontaneous contractile activity and dose responses (10(-8)-10(-4) mol) to isoprenaline (IP), a nonspecific beta-AR agonist were studied with or without selective antagonists (10(-5) mol), for beta1- (atenolol), beta2- (ICI 118551), or beta3- (SR 59230A) AR subtypes in the presence or absence of tetrodotoxin (TTX; 10(-6) mol; nerve blocker). RESULTS: pEC50 (neg log of EC50, which is the concentration where 50% of inhibition was observed) of IP was 7.2 +/- 0.2 (mean value +/- SEM) in SBT vs 6.3 +/- 0.1 in SC and 6.3 +/- 0.2 in NC (both P < .05 vs SBT), reflecting adrenergic hypersensitivity. Beta1- and beta2-AR blockade induced a TTX-sensitive right shift of the curve only in SBT and normalized pEC50 values from 7.2 +/- 0.2 to 6.4 +/- 0.1 and 7.2 +/- 0.2 to 6.6 +/- 0.1, respectively (P < .05). Beta3-AR blockade shifted the curve independent of the presence of TTX to the right in all groups (all P < .05). CONCLUSIONS: In rat ileum, adrenergic inhibition of contractility was dependent on muscular beta3-AR pathways, whereas posttransplant hypersensitivity was due to upregulated neuronal beta1- and beta2-AR mechanisms that were inactive before SBT.

Publication and non-publication of clinical trials: longitudinal study of applications submitted to a research ethics committee

BACKGROUND: Not all clinical trials are published, which may distort the evidence that is available in the literature. We studied the publication rate of a cohort of clinical trials and identified factors associated with publication and nonpublication of results. METHODS: We analysed the protocols of randomized clinical trials of drug interventions submitted to the research ethics committee of University Hospital (Inselspital) Bern, Switzerland from 1988 to 1998. We identified full articles published up to 2006 by searching the Cochrane CENTRAL database (issue 02/2006) and by contacting investigators. We analyzed factors associated with the publication of trials using descriptive statistics and logistic regression models. RESULTS: 451 study protocols and 375 corresponding articles were analyzed. 233 protocols resulted in at least one publication, a publication rate of 52%. A total of 366 (81%) trials were commercially funded, 47 (10%) had non-commercial funding. 346 trials (77%) were multi-centre studies and 272 of these (79%) were international collaborations. In the adjusted logistic regression model non-commercial funding (Odds Ratio [OR] 2.42, 95% CI 1.14-5.17), multi-centre status (OR 2.09, 95% CI 1.03-4.24), international collaboration (OR 1.87, 95% CI 0.99-3.55) and a sample size above the median of 236 participants (OR 2.04, 95% CI 1.23-3.39) were associated with full publication. CONCLUSIONS: In this cohort of applications to an ethics committee in Switzerland, only about half of clinical drug trials were published. Large multi-centre trials with non-commercial funding were more likely to be published than other trials, but most trials were funded by industry.

DEVELOPMENT OF AN OPTIMIZATION MODEL FOR BIOFUEL FACILITY SIZE AND LOCATION AND A SIMULATION MODEL FOR DESIGN OF A BIOFUEL SUPPLY CHAIN

A range of societal issues have been caused by fossil fuel consumption in the transportation sector in the United States (U.S.), including health related air pollution, climate change, the dependence on imported oil, and other oil related national security concerns. Biofuels production from various lignocellulosic biomass types such as wood, forest residues, and agriculture residues have the potential to replace a substantial portion of the total fossil fuel consumption. This research focuses on locating biofuel facilities and designing the biofuel supply chain to minimize the overall cost. For this purpose an integrated methodology was proposed by combining the GIS technology with simulation and optimization modeling methods. The GIS based methodology was used as a precursor for selecting biofuel facility locations by employing a series of decision factors. The resulted candidate sites for biofuel production served as inputs for simulation and optimization modeling. As a precursor to simulation or optimization modeling, the GIS-based methodology was used to preselect potential biofuel facility locations for biofuel production from forest biomass. Candidate locations were selected based on a set of evaluation criteria, including: county boundaries, a railroad transportation network, a state/federal road transportation network, water body (rivers, lakes, etc.) dispersion, city and village dispersion, a population census, biomass production, and no co-location with co-fired power plants. The simulation and optimization models were built around key supply activities including biomass harvesting/forwarding, transportation and storage. The built onsite storage served for spring breakup period where road restrictions were in place and truck transportation on certain roads was limited. Both models were evaluated using multiple performance indicators, including cost (consisting of the delivered feedstock cost, and inventory holding cost), energy consumption, and GHG emissions. The impact of energy consumption and GHG emissions were expressed in monetary terms to keep consistent with cost. Compared with the optimization model, the simulation model represents a more dynamic look at a 20-year operation by considering the impacts associated with building inventory at the biorefinery to address the limited availability of biomass feedstock during the spring breakup period. The number of trucks required per day was estimated and the inventory level all year around was tracked. Through the exchange of information across different procedures (harvesting, transportation, and biomass feedstock processing procedures), a smooth flow of biomass from harvesting areas to a biofuel facility was implemented. The optimization model was developed to address issues related to locating multiple biofuel facilities simultaneously. The size of the potential biofuel facility is set up with an upper bound of 50 MGY and a lower bound of 30 MGY. The optimization model is a static, Mathematical Programming Language (MPL)-based application which allows for sensitivity analysis by changing inputs to evaluate different scenarios. It was found that annual biofuel demand and biomass availability impacts the optimal results of biofuel facility locations and sizes.

Anger and posttraumatic stress disorder symptoms in crime victims: A longitudinal analysis

Among trauma-exposed individuals, severity of posttraumatic stress disorder (PTSD) symptoms is strongly correlated with anger. The authors used 2 longitudinal data sets with 282 and 218 crime victims, respectively, to investigate the temporal sequence of anger and PTSD symptoms following the assault. Cross-lagged regression analyses indicated that PTSD symptoms predicted subsequent level of anger, but that anger did not predict subsequent PTSD symptoms. Testing alternative models (common factor model, unmeasured 3rd variable model) that might account for spuriousness of the relation strengthened confidence in the results of the cross-lagged analyses. Further analyses suggested that rumination mediates the effect of PTSD symptoms on anger.

Depressive symptoms from kindergarten to early school age: longitudinal associations with social skills deficits and peer victimization

BACKGROUND: Depressive symptoms in children are associated with social skills deficits and problems with peers. We propose a model which suggests different mechanisms for the impact of deficits in self-oriented social skills (assertiveness and social participation) and other-oriented social skills (pro-social, cooperative and non-aggressive behaviors) on children's depressive symptoms. We hypothesized that deficits in self-oriented social skills have a direct impact on children's depressive symptoms because these children have non-rewarding interactions with peers, whereas the impact of deficits in other-oriented social skills on depressive symptoms is mediated through negative reactions from peers such as peer victimization. METHOD: 378 kindergarten children (163 girls) participated at two assessments (Age at T1: M = 5.8, T2: M = 7.4). Teachers completed questionnaires on children's social skills at T1. Teacher reports on peer victimization and depressive symptoms were assessed at both assessment points. RESULTS: Our study partially confirmed the suggested conceptual model. Deficits in self-oriented social skills significantly predicted depressive symptoms, whereas deficits in other-oriented social skills were more strongly associated with peer victimization. Longitudinal associations between other-oriented social skills and depressive symptoms were mediated through peer victimization. CONCLUSION: The study emphasizes the role of deficits in self-oriented social skills and peer victimization for the development of internalizing disorders.

Is low self-esteem a risk factor for depression? Findings from a longitudinal study of Mexican-origin youth

We examined the relation between low self-esteem and depression using longitudinal data from a sample of 674 Mexican-origin early adolescents who were assessed at age 10 and 12 years. Results supported the vulnerability model, which states that low self-esteem is a prospective risk factor for depression. Moreover, results suggested that the vulnerability effect of low self-esteem is driven, for the most part, by general evaluations of worth (i.e., global self-esteem), rather than by domain-specific evaluations of academic competence, physical appearance, and competence in peer relationships. The only domain-specific self-evaluation that showed a prospective effect on depression was honesty-trustworthiness. The vulnerability effect of low self-esteem held for male and female adolescents, for adolescents born in the United States versus Mexico, and across different levels of pubertal status. Finally, the vulnerability effect held when we controlled for several theoretically relevant 3rd variables (i.e., social support, maternal depression, stressful events, and relational victimization) and for interactive effects between self-esteem and the 3rd variables. The present study contributes to an emerging understanding of the link between self-esteem and depression and provides much needed data on the antecedents of depression in ethnic minority populations

Does low self-esteem predict depression and anxiety? A meta-analysis of longitudinal studies

Low self-esteem and depression are strongly related, but there is not yet consistent evidence on the nature of the relation. Whereas the vulnerability model states that low self-esteem contributes to depression, the scar model states that depression erodes self-esteem. Furthermore, it is unknown whether the models are specific for depression or whether they are also valid for anxiety. We evaluated the vulnerability and scar models of low self-esteem and depression, and low self-esteem and anxiety, by meta-analyzing the available longitudinal data (covering 77 studies on depression and 18 studies on anxiety). The mean age of the samples ranged from childhood to old age. In the analyses, we used a random-effects model and examined prospective effects between the variables, controlling for prior levels of the predicted variables. For depression, the findings supported the vulnerability model: The effect of self-esteem on depression (β = -.16) was significantly stronger than the effect of depression on self-esteem (β = -.08). In contrast, the effects between low self-esteem and anxiety were relatively balanced: Self-esteem predicted anxiety with β = -.10, and anxiety predicted self-esteem with β = -.08. Moderator analyses were conducted for the effect of low self-esteem on depression; these suggested that the effect is not significantly influenced by gender, age, measures of self-esteem and depression, or time lag between assessments. If future research supports the hypothesized causality of the vulnerability effect of low self-esteem on depression, interventions aimed at increasing self-esteem might be useful in reducing the risk of depression.

Participation in Further Education over the Life Course: a longitudinal study of three birth cohorts in the Federal Republic of Germany

In this paper we address the issue of who is most likely to participate in further training, for what reasons and at what stage of the life course. Special emphasis is given to the impact of labour-market policies to encourage further education and a person's individual or cohort possibilities to participate in further education. We apply a Cox proportional hazard model to data from the West German Life History Study, separately for women and men, within and outside the firm. Younger cohorts show not only higher proportions of participation in further education and training at early stages of the life course, they also continue to participate in higher numbers during later stages of the life course. General labour-force participation reduces and tenure with the same firm increases the propensity to participate in further education and training. Contrary to expectations, in Germany labour-market segmentation has been enhanced rather than reduced by further education and training policies, since in the firm-specific labour-market segment, i.e. skilled jobs in large firms, and in the public sector both women and men had a higher probability of participation. Particularly favourable conditions for participation in further education outside the firm prevailed during the first years of the labour promotion act (Arbeitsförderungsgesetz) between 1969 and 1974, but women did not benefit to the same extent as men. Training policies are, therefore, in need of continuous assessment based on a goal-achievement evaluation to avoid any unintended effects of such policies.

Who is likely to develop persistent low back pain? A longitudinal analysis of prognostic occupational factors

OBJECTIVE: Occupational low back pain (LBP) is considered to be the most expensive form of work disability, with the socioeconomic costs of persistent LBP exceeding the costs of acute and subacute LBP by far. This makes the early identification of patients at risk of developing persistent LBP essential, especially in working populations. The aim of the study was to evaluate both risk factors (for the development of persistent LBP) and protective factors (preventing the development of persistent LBP) in the same cohort. PARTICIPANTS: An inception cohort of 315 patients with acute to subacute or with recurrent LBP was recruited from 14 health practitioners (twelve general practitioners and two physiotherapists) across New Zealand. METHODS: Patients with persistent LBP at six-month follow-up were compared to patients with non-persistent LBP looking at occupational, psychological, biomedical and demographic/lifestyle predictors at baseline using multiple logistic regression analyses. All significant variables from the different domains were combined into a one predictor model. RESULTS: A final two-predictor model with an overall predictive value of 78% included social support at work (OR 0.67; 95%CI 0.45 to 0.99) and somatization (OR 1.08; 95%CI 1.01 to 1.15). CONCLUSIONS: Social support at work should be considered as a resource preventing the development of persistent LBP whereas somatization should be considered as a risk factor for the development of persistent LBP. Further studies are needed to determine if addressing these factors in workplace interventions for patients suffering from acute, subacute or recurrent LBP prevents subsequent development of persistent LBP.

Left ventricular growth from age 8 to 18 and its anthropometric determinants: Longitudinal results from Project Heartbeat!

Left ventricular mass (LVM) is a strong predictor of cardiovascular disease (CVD) in adults. However, normal growth of LVM in healthy children is not well understood, and previous results on independent effects of body size and body fatness on LVM have been inconsistent. The purpose of this study was (1) to establish the normal growth curve of LVM from age 8 to age 18, and evaluate the determinants of change in LVM with age, and (2) to assess the independent effects of body size and body fatness on LVM.^ In Project HeartBeat!, 678 healthy children aged 8, 11 and 14 years at baseline were enrolled and examined at 4-monthly intervals for up to 4 years. A synthetic cohort with continuous observations from age 8 to 18 years was constructed. A total of 4608 LVM measurements was made from M-mode echocardiography. The multilevel linear model was used for analysis.^ Sex-specific trajectories of normal growth of LVM from age 8 to 18 was displayed. On average, LVM was 15 g higher in males than females. Average LVM increased linearly in males from 78 g at age 8 to 145 g at age 18. For females, the trajectory was curvilinear, nearly constant after age 14. No significant racial differences were found. After adjustment for the effects of body size and body fatness, average LVM decreased slightly from age 8 to 18, and sex differences in changes of LVM remained constant.^ The impact of body size on LVM was examined by adding to a basic LVM-sex-age model one of 9 body size indicators. The impact of body fatness was tested by further introducing into each of the 9 LVM models (with one or another of the body size indicators) one of 4 body fatness indicators, yielding 36 models with different body size and body fatness combinations. The results indicated that effects of body size on LVM can be distinguished between fat-free body mass and fat body mass, both being independent, positive predictors. The former is the stronger determinant. When a non-fat-free body size indicator is used as predictor, the estimated residual effect of body fatness on LVM becomes negative. ^

A longitudinal comparison of cardiovascular disease risk factors among children and adolescents in the U.S. and Japan: Project HeartBeat!

Blood cholesterol and blood pressure development in childhood and adolescence have important impact on the future adult level of cholesterol and blood pressure, and on increased risk of cardiovascular diseases. The U.S. has higher mortality rates of coronary heart diseases than Japan. A longitudinal comparison in children of risk factor development in the two countries provides more understanding about the causes of cardiovascular disease and its prevention. Such comparisons have not been reported in the past. ^ In Project HeartBeat!, 506 non-Hispanic white, 136 black and 369 Japanese children participated in the study in the U.S. and Japan from 1991 to 1995. A synthetic cohort of ages 8 to 18 years was composed by three cohorts with starting ages at 8, 11, and 14. A multilevel regression model was used for data analysis. ^ The study revealed that the Japanese children had significantly higher slopes of mean total cholesterol (TC) and high density lipoprotein (HDL) cholesterol levels than the U.S. children after adjusting for age and sex. The mean TC level of Japanese children was not significantly different from white and black children. The mean HDL level of Japanese children was significantly higher than white and black children after adjusting for age and sex. The ratio of HDL/TC in Japanese children was significantly higher than in U.S. whites, but not significantly different from the black children. The Japanese group had significantly lower mean diastolic blood pressure phase IV (DBP4) and phase V (DBP5) than the two U.S. groups. The Japanese group also showed significantly higher slopes in systolic blood pressure, DBP5 and DBP4 during the study period than both U.S. groups. The differences were independent from height and body mass index. ^ The study provided the first longitudinal comparison of blood cholesterol and blood pressure between the U.S. and Japanese children and adolescents. It revealed the dynamic process of these factors in the three ethnic groups. ^