Working covariance model selection for generalized estimating equations

We investigate methods for data-based selection of working covariance models in the analysis of correlated data with generalized estimating equations. We study two selection criteria: Gaussian pseudolikelihood and a geodesic distance based on discrepancy between model-sensitive and model-robust regression parameter covariance estimators. The Gaussian pseudolikelihood is found in simulation to be reasonably sensitive for several response distributions and noncanonical mean-variance relations for longitudinal data. Application is also made to a clinical dataset. Assessment of adequacy of both correlation and variance models for longitudinal data should be routine in applications, and we describe open-source software supporting this practice.

Discussion of “Generalized estimating equations: Notes on the choice of the working correlation matrix”

Objective To discuss generalized estimating equations as an extension of generalized linear models by commenting on the paper of Ziegler and Vens "Generalized Estimating Equations. Notes on the Choice of the Working Correlation Matrix". Methods Inviting an international group of experts to comment on this paper. Results Several perspectives have been taken by the discussants. Econometricians have established parallels to the generalized method of moments (GMM). Statisticians discussed model assumptions and the aspect of missing data Applied statisticians; commented on practical aspects in data analysis. Conclusions In general, careful modeling correlation is encouraged when considering estimation efficiency and other implications, and a comparison of choosing instruments in GMM and generalized estimating equations, (GEE) would be worthwhile. Some theoretical drawbacks of GEE need to be further addressed and require careful analysis of data This particularly applies to the situation when data are missing at random.

Working-correlation-structure identification in generalized estimating equations

Selecting an appropriate working correlation structure is pertinent to clustered data analysis using generalized estimating equations (GEE) because an inappropriate choice will lead to inefficient parameter estimation. We investigate the well-known criterion of QIC for selecting a working correlation Structure. and have found that performance of the QIC is deteriorated by a term that is theoretically independent of the correlation structures but has to be estimated with an error. This leads LIS to propose a correlation information criterion (CIC) that substantially improves the QIC performance. Extensive simulation studies indicate that the CIC has remarkable improvement in selecting the correct correlation structures. We also illustrate our findings using a data set from the Madras Longitudinal Schizophrenia Study.

Generalized Query-By-Rule: a heterogeneous database query language

This paper describes the design and implementation of a high-level query language called Generalized Query-By-Rule (GQBR) which supports retrieval, insertion, deletion and update operations. This language, based on the formalism of database logic, enables the users to access each database in a distributed heterogeneous environment, without having to learn all the different data manipulation languages. The compiler has been implemented on a DEC 1090 system in Pascal.

A generalized estimating equations approach for analysis of the impact of new technology on a trawl fishery

The article describes a generalized estimating equations approach that was used to investigate the impact of technology on vessel performance in a trawl fishery during 1988-96, while accounting for spatial and temporal correlations in the catch-effort data. Robust estimation of parameters in the presence of several levels of clustering depended more on the choice of cluster definition than on the choice of correlation structure within the cluster. Models with smaller cluster sizes produced stable results, while models with larger cluster sizes, that may have had complex within-cluster correlation structures and that had within-cluster covariates, produced estimates sensitive to the correlation structure. The preferred model arising from this dataset assumed that catches from a vessel were correlated in the same years and the same areas, but independent in different years and areas. The model that assumed catches from a vessel were correlated in all years and areas, equivalent to a random effects term for vessel, produced spurious results. This was an unexpected finding that highlighted the need to adopt a systematic strategy for modelling. The article proposes a modelling strategy of selecting the best cluster definition first, and the working correlation structure (within clusters) second. The article discusses the selection and interpretation of the model in the light of background knowledge of the data and utility of the model, and the potential for this modelling approach to apply in similar statistical situations.

Comment on path integration of a quadratic action with a generalized memory

Using the promeasure technique, we give an alternative evaluation of a path integral corresponding to a quadratic action with a generalized memory.

Coherence transfer via longitudinal spin order generalized pulse pair filtering for pure phase two-dimensional NMR spectroscopy

A generalized pulse pair has been suggested in which the longitudinal spin order is retained and the transverse components cancelled by random variation of the interval between pulses, in successive applications of the two-dimensional NMR algorithm. This method leads to pure phases and has been exploited to provide a simpler scheme for two-spin filtering and for pure phase spectroscopy in multiple-quantum-filtered two-dimensional NMR experiments.

Generalized Burgers equations and Euler-Painleve transcendents. II

It was proposed earlier [P. L. Sachdev, K. R. C. Nair, and V. G. Tikekar, J. Math. Phys. 27, 1506 (1986)] that the Euler Painlevé equation yy[script `]+ay[script ']2+ f(x)yy[script ']+g(x) y2+by[script ']+c=0 represents the generalized Burgers equations (GBE's) in the same manner as Painlevé equations do the KdV type. The GBE was treated with a damping term in some detail. In this paper another GBE ut+uaux+Ju/2t =(gd/2)uxx (the nonplanar Burgers equation) is considered. It is found that its self-similar form is again governed by the Euler Painlevé equation. The ranges of the parameter alpha for which solutions of the connection problem to the self-similar equation exist are obtained numerically and confirmed via some integral relations derived from the ODE's. Special exact analytic solutions for the nonplanar Burgers equation are also obtained. These generalize the well-known single hump solutions for the Burgers equation to other geometries J=1,2; the nonlinear convection term, however, is not quadratic in these cases. This study fortifies the conjecture regarding the importance of the Euler Painlevé equation with respect to GBE's. Journal of Mathematical Physics is copyrighted by The American Institute of Physics.

Generalized pencils of rays in statistical wave optics

The recently introduced generalized pencil of Sudarshan which gives an exact ray picture of wave optics is analysed in some situations of interest to wave optics. A relationship between ray dispersion and statistical inhomogeneity of the field is obtained. A paraxial approximation which preserves the rectilinear propagation character of the generalized pencils is presented. Under this approximation the pencils can be computed directly from the field conditions on a plane, without the necessity to compute the cross-spectral density function in the entire space as an intermediate quantity. The paraxial results are illustrated with examples. The pencils are shown to exhibit an interesting scaling behaviour in the far-zone. This scaling leads to a natural generalization of the Fraunhofer range criterion and of the classical van Cittert-Zernike theorem to planar sources of arbitrary state of coherence. The recently derived results of radiometry with partially coherent sources are shown to be simple consequences of this scaling.

Comment on “path integration of a quadratic action with a generalized memory

Using the promeasure technique, we give an alternative evaluation of a path integral corresponding to a quadratic action with a generalized memory.

Generalized Burgers equations and Euler-Painlev transcendents. I

Initial-value problems for the generalized Burgers equation (GBE) ut+u betaux+lambdaualpha =(delta/2)uxx are discussed for the single hump type of initial data both continuous and discontinuous. The numerical solution is carried to the self-similar ``intermediate asymptotic'' regime when the solution is given analytically by the self-similar form. The nonlinear (transformed) ordinary differential equations (ODE's) describing the self-similar form are generalizations of a class discussed by Euler and Painlevé and quoted by Kamke. These ODE's are new, and it is postulated that they characterize GBE's in the same manner as the Painlev equations categorize the Kortweg-de Vries (KdV) type. A connection problem for some related ODE's satisfying proper asymptotic conditions at x=±[infinity], is solved. The range of amplitude parameter is found for which the solution of the connection problem exists. The other solutions of the above GBE, which display several interesting features such as peaking, breaking, and a long shelf on the left for negative values of the damping coefficient lambda, are also discussed. The results are compared with those holding for the modified KdV equation with damping. Journal of Mathematical Physics is copyrighted by The American Institute of Physics.

Existence theorem for a generalized Hammerstein type equation

An existence theorem is obtained for a generalized Hammerstein type equation

A phase space approach to generalized Hamilton–Jacobi theory

Generalizations of H–J theory have been discussed before in the literature. The present approach differs from others in that it employs geometrical ideas on phase space and classical transformation theory to derive the basic equations. The relation between constants of motion and symmetries of the generalized H–J equations is then clarified. Journal of Mathematical Physics is copyrighted by The American Institute of Physics.

Solution of a generalized Korteweg—de Vries equation

The solitary-wavelike solution of the generalized Korteweg-de Vries equation with mixed nonlinearity is obtained. Two asymptotic cases of the solution have been discussed and solitary wave solutions have been derived. ©1974 American Institute of Physics.

Regularized numerical integration of multibody dynamics with the generalized alpha method*

This paper discusses the consistent regularization property of the generalized α method when applied as an integrator to an initial value high index and singular differential-algebraic equation model of a multibody system. The regularization comes from within the discretization itself and the discretization remains consistent over the range of values the regularization parameter may take. The regularization involves increase of the smallest singular values of the ill-conditioned Jacobian of the discretization and is different from Baumgarte and similar techniques which tend to be inconsistent for poor choice of regularization parameter. This regularization also helps where pre-conditioning the Jacobian by scaling is of limited effect, for example, when the scleronomic constraints contain multiple closed loops or singular configuration or when high index path constraints are present. The feed-forward control in Kane's equation models is additionally considered in the numerical examples to illustrate the effect of regularization. The discretization presented in this work is adopted to the first order DAE system (unlike the original method which is intended for second order systems) for its A-stability and same order of accuracy for positions and velocities.