Model Checking for ROC Regression Analysis

The Receiver Operating Characteristic (ROC) curve is a prominent tool for characterizing the accuracy of continuous diagnostic test. To account for factors that might invluence the test accuracy, various ROC regression methods have been proposed. However, as in any regression analysis, when the assumed models do not fit the data well, these methods may render invalid and misleading results. To date practical model checking techniques suitable for validating existing ROC regression models are not yet available. In this paper, we develop cumulative residual based procedures to graphically and numerically assess the goodness-of-fit for some commonly used ROC regression models, and show how specific components of these models can be examined within this framework. We derive asymptotic null distributions for the residual process and discuss resampling procedures to approximate these distributions in practice. We illustrate our methods with a dataset from the Cystic Fibrosis registry.

Descriptive Statistics and Linear Regression

This morning Dr. Battle will introduce descriptive statistics and linear regression and how to apply these concepts in mathematical modeling. You will also learn how to use a spreadsheet to help with statistical analysis and to create graphs.

Regression analysis of top of descent location for idle-thrust descents

In this paper, multiple regression analysis is used to model the top of descent (TOD) location of user-preferred descent trajectories computed by the flight management system (FMS) on over 1000 commercial flights into Melbourne, Australia. In addition to recording TOD, the cruise altitude, final altitude, cruise Mach, descent speed, wind, and engine type were also identified for use as the independent variables in the regression analysis. Both first-order and second-order models are considered, where cross-validation, hypothesis testing, and additional analysis are used to compare models. This identifies the models that should give the smallest errors if used to predict TOD location for new data in the future. A model that is linear in TOD altitude, final altitude, descent speed, and wind gives an estimated standard deviation of 3.9 nmi for TOD location given the trajectory parame- ters, which means about 80% of predictions would have error less than 5 nmi in absolute value. This accuracy is better than demonstrated by other ground automation predictions using kinetic models. Furthermore, this approach would enable online learning of the model. Additional data or further knowledge of algorithms is necessary to conclude definitively that no second-order terms are appropriate. Possible applications of the linear model are described, including enabling arriving aircraft to fly optimized descents computed by the FMS even in congested airspace.

Regression analysis of ranked segment parameters for optic nerve head classification:a pilot study

Purpose: To determine whether curve-fitting analysis of the ranked segment distributions of topographic optic nerve head (ONH) parameters, derived using the Heidelberg Retina Tomograph (HRT), provide a more effective statistical descriptor to differentiate the normal from the glaucomatous ONH. Methods: The sample comprised of 22 normal control subjects (mean age 66.9 years; S.D. 7.8) and 22 glaucoma patients (mean age 72.1 years; S.D. 6.9) confirmed by reproducible visual field defects on the Humphrey Field Analyser. Three 10°-images of the ONH were obtained using the HRT. The mean topography image was determined and the HRT software was used to calculate the rim volume, rim area to disc area ratio, normalised rim area to disc area ratio and retinal nerve fibre cross-sectional area for each patient at 10°-sectoral intervals. The values were ranked in descending order, and each ranked-segment curve of ordered values was fitted using the least squares method. Results: There was no difference in disc area between the groups. The group mean cup-disc area ratio was significantly lower in the normal group (0.204 ± 0.16) compared with the glaucoma group (0.533 ± 0.083) (p < 0.001). The visual field indices, mean deviation and corrected pattern S.D., were significantly greater (p < 0.001) in the glaucoma group (-9.09 dB ± 3.3 and 7.91 ± 3.4, respectively) compared with the normal group (-0.15 dB ± 0.9 and 0.95 dB ± 0.8, respectively). Univariate linear regression provided the best overall fit to the ranked segment data. The equation parameters of the regression line manually applied to the normalised rim area-disc area and the rim area-disc area ratio data, correctly classified 100% of normal subjects and glaucoma patients. In this study sample, the regression analysis of ranked segment parameters method was more effective than conventional ranked segment analysis, in which glaucoma patients were misclassified in approximately 50% of cases. Further investigation in larger samples will enable the calculation of confidence intervals for normality. These reference standards will then need to be investigated for an independent sample to fully validate the technique. Conclusions: Using a curve-fitting approach to fit ranked segment curves retains information relating to the topographic nature of neural loss. Such methodology appears to overcome some of the deficiencies of conventional ranked segment analysis, and subject to validation in larger scale studies, may potentially be of clinical utility for detecting and monitoring glaucomatous damage. © 2007 The College of Optometrists.

Comparison of Some Improved Estimators for Linear Regression Model under Different Conditions

Multiple linear regression model plays a key role in statistical inference and it has extensive applications in business, environmental, physical and social sciences. Multicollinearity has been a considerable problem in multiple regression analysis. When the regressor variables are multicollinear, it becomes difficult to make precise statistical inferences about the regression coefficients. There are some statistical methods that can be used, which are discussed in this thesis are ridge regression, Liu, two parameter biased and LASSO estimators. Firstly, an analytical comparison on the basis of risk was made among ridge, Liu and LASSO estimators under orthonormal regression model. I found that LASSO dominates least squares, ridge and Liu estimators over a significant portion of the parameter space for large dimension. Secondly, a simulation study was conducted to compare performance of ridge, Liu and two parameter biased estimator by their mean squared error criterion. I found that two parameter biased estimator performs better than its corresponding ridge regression estimator. Overall, Liu estimator performs better than both ridge and two parameter biased estimator.

Explaining dinophysis cf. acuminata abundance in Antifer (Normandy, France) using dynamic linear regression

Classical regression analysis can be used to model time series. However, the assumption that model parameters are constant over time is not necessarily adapted to the data. In phytoplankton ecology, the relevance of time-varying parameter values has been shown using a dynamic linear regression model (DLRM). DLRMs, belonging to the class of Bayesian dynamic models, assume the existence of a non-observable time series of model parameters, which are estimated on-line, i.e. after each observation. The aim of this paper was to show how DLRM results could be used to explain variation of a time series of phytoplankton abundance. We applied DLRM to daily concentrations of Dinophysis cf. acuminata, determined in Antifer harbour (French coast of the English Channel), along with physical and chemical covariates (e.g. wind velocity, nutrient concentrations). A single model was built using 1989 and 1990 data, and then applied separately to each year. Equivalent static regression models were investigated for the purpose of comparison. Results showed that most of the Dinophysis cf. acuminata concentration variability was explained by the configuration of the sampling site, the wind regime and tide residual flow. Moreover, the relationships of these factors with the concentration of the microalga varied with time, a fact that could not be detected with static regression. Application of dynamic models to phytoplankton time series, especially in a monitoring context, is discussed.

Seemingly unrelated linear regression for contaminated data based on Gaussian mixtures

In this thesis, new classes of models for multivariate linear regression defined by finite mixtures of seemingly unrelated contaminated normal regression models and seemingly unrelated contaminated normal cluster-weighted models are illustrated. The main difference between such families is that the covariates are treated as fixed in the former class of models and as random in the latter. Thus, in cluster-weighted models the assignment of the data points to the unknown groups of observations depends also by the covariates. These classes provide an extension to mixture-based regression analysis for modelling multivariate and correlated responses in the presence of mild outliers that allows to specify a different vector of regressors for the prediction of each response. Expectation-conditional maximisation algorithms for the calculation of the maximum likelihood estimate of the model parameters have been derived. As the number of free parameters incresases quadratically with the number of responses and the covariates, analyses based on the proposed models can become unfeasible in practical applications. These problems have been overcome by introducing constraints on the elements of the covariance matrices according to an approach based on the eigen-decomposition of the covariance matrices. The performances of the new models have been studied by simulations and using real datasets in comparison with other models. In order to gain additional flexibility, mixtures of seemingly unrelated contaminated normal regressions models have also been specified so as to allow mixing proportions to be expressed as functions of concomitant covariates. An illustration of the new models with concomitant variables and a study on housing tension in the municipalities of the Emilia-Romagna region based on different types of multivariate linear regression models have been performed.

Censored Linear Regression Models For Irregularly Observed Longitudinal Data Using The Multivariate-t Distribution.

In acquired immunodeficiency syndrome (AIDS) studies it is quite common to observe viral load measurements collected irregularly over time. Moreover, these measurements can be subjected to some upper and/or lower detection limits depending on the quantification assays. A complication arises when these continuous repeated measures have a heavy-tailed behavior. For such data structures, we propose a robust structure for a censored linear model based on the multivariate Student's t-distribution. To compensate for the autocorrelation existing among irregularly observed measures, a damped exponential correlation structure is employed. An efficient expectation maximization type algorithm is developed for computing the maximum likelihood estimates, obtaining as a by-product the standard errors of the fixed effects and the log-likelihood function. The proposed algorithm uses closed-form expressions at the E-step that rely on formulas for the mean and variance of a truncated multivariate Student's t-distribution. The methodology is illustrated through an application to an Human Immunodeficiency Virus-AIDS (HIV-AIDS) study and several simulation studies.

Influência da idade no comportamento da frequência cardíaca na transição repouso-exercício: uma análise por deltas e regressão linear

BACKGROUND: Changes in heart rate during rest-exercise transition can be characterized by the application of mathematical calculations, such as deltas 0-10 and 0-30 seconds to infer on the parasympathetic nervous system and linear regression and delta applied to data range from 60 to 240 seconds to infer on the sympathetic nervous system. The objective of this study was to test the hypothesis that young and middle-aged subjects have different heart rate responses in exercise of moderate and intense intensity, with different mathematical calculations. METHODS: Seven middle-aged men and ten young men apparently healthy were subject to constant load tests (intense and moderate) in cycle ergometer. The heart rate data were submitted to analysis of deltas (0-10, 0-30 and 60-240 seconds) and simple linear regression (60-240 seconds). The parameters obtained from simple linear regression analysis were: intercept and slope angle. We used the Shapiro-Wilk test to check the distribution of data and the t test for unpaired comparisons between groups. The level of statistical significance was 5%. RESULTS: The value of the intercept and delta 0-10 seconds was lower in middle age in two loads tested and the inclination angle was lower in moderate exercise in middle age. CONCLUSION: The young subjects present greater magnitude of vagal withdrawal in the initial stage of the HR response during constant load exercise and higher speed of adjustment of sympathetic response in moderate exercise.

Non-linear modal analysis for beams subjected to axial loads: Analytical and finite-element solutions

A rigorous derivation of non-linear equations governing the dynamics of an axially loaded beam is given with a clear focus to develop robust low-dimensional models. Two important loading scenarios were considered, where a structure is subjected to a uniformly distributed axial and a thrust force. These loads are to mimic the main forces acting on an offshore riser, for which an analytical methodology has been developed and applied. In particular, non-linear normal modes (NNMs) and non-linear multi-modes (NMMs) have been constructed by using the method of multiple scales. This is to effectively analyse the transversal vibration responses by monitoring the modal responses and mode interactions. The developed analytical models have been crosschecked against the results from FEM simulation. The FEM model having 26 elements and 77 degrees-of-freedom gave similar results as the low-dimensional (one degree-of-freedom) non-linear oscillator, which was developed by constructing a so-called invariant manifold. The comparisons of the dynamical responses were made in terms of time histories, phase portraits and mode shapes. (C) 2008 Elsevier Ltd. All rights reserved.

Predicting sprint running times from isokinetic and squat lift tests: A regression analysis

This study examined the relationship between isokinetic hip extensor/hip flexor strength, 1-RM squat strength, and sprint running performance for both a sprint-trained and non-sprint-trained group. Eleven male sprinters and 8 male controls volunteered for the study. On the same day subjects ran 20-m sprints from both a stationary start and with a 50-m acceleration distance, completed isokinetic hip extension/flexion exercises at 1.05, 4.74, and 8.42 rad.s(-1), and had their squat strength estimated. Stepwise multiple regression analysis showed that equations for predicting both 20-m maximum velocity nm time and 20-m acceleration time may be calculated with an error of less than 0.05 sec using only isokinetic and squat strength data. However, a single regression equation for predicting both 20-m acceleration and maximum velocity run times from isokinetic or squat tests was not found. The regression analysis indicated that hip flexor strength at all test velocities was a better predictor of sprint running performance than hip extensor strength.

Exploratory Approach to the use of Techniques of Regression Analysis and Pooled Analysis in Studies of Consumer Behavior

This paper is part of a large study to assess the adequacy of the use of multivariate statistical techniques in theses and dissertations of some higher education institutions in the area of marketing with theme of consumer behavior from 1997 to 2006. The regression and conjoint analysis are focused on in this paper, two techniques with great potential of use in marketing studies. The objective of this study was to analyze whether the employement of these techniques suits the needs of the research problem presented in as well as to evaluate the level of success in meeting their premisses. Overall, the results suggest the need for more involvement of researchers in the verification of all the theoretical precepts of application of the techniques classified in the category of investigation of dependence among variables.

High-breakdown linear discriminant analysis

The classification rules of linear discriminant analysis are defined by the true mean vectors and the common covariance matrix of the populations from which the data come. Because these true parameters are generally unknown, they are commonly estimated by the sample mean vector and covariance matrix of the data in a training sample randomly drawn from each population. However, these sample statistics are notoriously susceptible to contamination by outliers, a problem compounded by the fact that the outliers may be invisible to conventional diagnostics. High-breakdown estimation is a procedure designed to remove this cause for concern by producing estimates that are immune to serious distortion by a minority of outliers, regardless of their severity. In this article we motivate and develop a high-breakdown criterion for linear discriminant analysis and give an algorithm for its implementation. The procedure is intended to supplement rather than replace the usual sample-moment methodology of discriminant analysis either by providing indications that the dataset is not seriously affected by outliers (supporting the usual analysis) or by identifying apparently aberrant points and giving resistant estimators that are not affected by them.