Power series generalized nonlinear models

We introduce in this paper a new class of discrete generalized nonlinear models to extend the binomial, Poisson and negative binomial models to cope with count data. This class of models includes some important models such as log-nonlinear models, logit, probit and negative binomial nonlinear models, generalized Poisson and generalized negative binomial regression models, among other models, which enables the fitting of a wide range of models to count data. We derive an iterative process for fitting these models by maximum likelihood and discuss inference on the parameters. The usefulness of the new class of models is illustrated with an application to a real data set. (C) 2008 Elsevier B.V. All rights reserved.

Framework for Skew-Probit Links in Binary Regression

We review several asymmetrical links for binary regression models and present a unified approach for two skew-probit links proposed in the literature. Moreover, under skew-probit link, conditions for the existence of the ML estimators and the posterior distribution under improper priors are established. The framework proposed here considers two sets of latent variables which are helpful to implement the Bayesian MCMC approach. A simulation study to criteria for models comparison is conducted and two applications are made. Using different Bayesian criteria we show that, for these data sets, the skew-probit links are better than alternative links proposed in the literature.

Modelling grouped survival times in toxicological studies using generalized additive models

A method for combining a proportional-hazards survival time model with a bioassay model where the log-hazard function is modelled as a linear or smoothing spline function of log-concentration combined with a smoothing spline function of time is described. The combined model is fitted to mortality numbers, resulting from survival times that are grouped due to a common set of observation times, using Generalized Additive Models (GAMs). The GAM fits mortalities as conditional binomials using an approximation to the log of the integral of the hazard function and is implemented using freely-available, general software for fitting GAMs. Extensions of the GAM are described to allow random effects to be fitted and to allow for time-varying concentrations by replacing time with a calibrated cumulative exposure variable with calibration parameter estimated using profile likelihood. The models are demonstrated using data from a studies of a marine and a, previously published, freshwater taxa. The marine study involved two replicate bioassays of the effect of zinc exposure on survival of an Antarctic amphipod, Orchomenella pinguides. The other example modelled survival of the daphnid, Daphnia magna, exposed to potassium dichromate and was fitted by both the GAM and the process-based DEBtox model. The GAM fitted with a cubic regression spline in time gave a 61 % improvement in fit to the daphnid data compared to DEBtox due to a non-monotonic hazard function. A simulation study using each of these hazard functions as operating models demonstrated that the GAM is overall more accurate in recovering lethal concentration values across the range of forms of the underlying hazard function compared to DEBtox and standard multiple endpoint probit analyses.

Marginal and Interaction Effects in Ordered Response Models

In discrete choice models the marginal effect of a variable of interest that is interacted with another variable differs from the marginal effect of a variable that is not interacted with any variable. The magnitude of the interaction effect is also not equal to the marginal effect of the interaction term. I present consistent estimators of both marginal and interaction effects in ordered response models. This procedure is general and can easily be extended to other discrete choice models.

STATISTICAL METHODS FOR ADVANCED ECONOMETRIC MODELS WITH APPLICATIONS TO VEHICLE HOLDING AND SPEED QUANTILES DISTRIBUTION

This dissertation proposes statistical methods to formulate, estimate and apply complex transportation models. Two main problems are part of the analyses conducted and presented in this dissertation. The first method solves an econometric problem and is concerned with the joint estimation of models that contain both discrete and continuous decision variables. The use of ordered models along with a regression is proposed and their effectiveness is evaluated with respect to unordered models. Procedure to calculate and optimize the log-likelihood functions of both discrete-continuous approaches are derived, and difficulties associated with the estimation of unordered models explained. Numerical approximation methods based on the Genz algortithm are implemented in order to solve the multidimensional integral associated with the unordered modeling structure. The problems deriving from the lack of smoothness of the probit model around the maximum of the log-likelihood function, which makes the optimization and the calculation of standard deviations very difficult, are carefully analyzed. A methodology to perform out-of-sample validation in the context of a joint model is proposed. Comprehensive numerical experiments have been conducted on both simulated and real data. In particular, the discrete-continuous models are estimated and applied to vehicle ownership and use models on data extracted from the 2009 National Household Travel Survey. The second part of this work offers a comprehensive statistical analysis of free-flow speed distribution; the method is applied to data collected on a sample of roads in Italy. A linear mixed model that includes speed quantiles in its predictors is estimated. Results show that there is no road effect in the analysis of free-flow speeds, which is particularly important for model transferability. A very general framework to predict random effects with few observations and incomplete access to model covariates is formulated and applied to predict the distribution of free-flow speed quantiles. The speed distribution of most road sections is successfully predicted; jack-knife estimates are calculated and used to explain why some sections are poorly predicted. Eventually, this work contributes to the literature in transportation modeling by proposing econometric model formulations for discrete-continuous variables, more efficient methods for the calculation of multivariate normal probabilities, and random effects models for free-flow speed estimation that takes into account the survey design. All methods are rigorously validated on both real and simulated data.