Deviance residuals in generalised log-gamma regression models with censored observations

In this article, we compare three residuals based on the deviance component in generalised log-gamma regression models with censored observations. For different parameter settings, sample sizes and censoring percentages, various simulation studies are performed and the empirical distribution of each residual is displayed and compared with the standard normal distribution. For all cases studied, the empirical distributions of the proposed residuals are in general symmetric around zero, but only a martingale-type residual presented negligible kurtosis for the majority of the cases studied. These studies suggest that the residual analysis usually performed in normal linear regression models can be straightforwardly extended for the martingale-type residual in generalised log-gamma regression models with censored data. A lifetime data set is analysed under log-gamma regression models and a model checking based on the martingale-type residual is performed.

On beta regression residuals

We propose two new residuals for the class of beta regression models, and numerically evaluate their behaviour relative to the residuals proposed by Ferrari and Cribari-Neto. Monte Carlo simulation results and empirical applications using real and simulated data are provided. The results favour one of the residuals we propose.

Testing for Seasonal Unit Roots when Residuals Contain Serial Correlations under HEGY Test Framework

This paper introduces a corrected test statistic for testing seasonal unit roots when residuals contain serial correlations, based on the HEGY test proposed by Hylleberg,Engle, Granger and Yoo (1990). The serial correlations in the residuals of test regressionare accommodated by making corrections to the commonly used HEGY t statistics. Theasymptotic distributions of the corrected t statistics are free from nuisance parameters.The size and power properties of the corrected statistics for quarterly and montly data are investigated. Based on our simulations, the corrected statistics for monthly data havemore power compared with the commonly used HEGY test statistics, but they also have size distortions when there are strong negative seasonal correlations in the residuals.

The finite-sample size of the BDS test for GARCH standardized residuals

This paper uses a multivariate response surface methodology to analyze the size distortion of the BDS test when applied to standardized residuals of rst-order GARCH processes. The results show that the asymptotic standard normal distribution is an unreliable approximation, even in large samples. On the other hand, a simple log-transformation of the squared standardized residuals seems to correct most of the size problems. Nonethe-less, the estimated response surfaces can provide not only a measure of the size distortion, but also more adequate critical values for the BDS test in small samples.

On Wald Residuals in Generalized Linear Models

A rigorous asymptotic theory for Wald residuals in generalized linear models is not yet available. The authors provide matrix formulae of order O(n(-1)), where n is the sample size, for the first two moments of these residuals. The formulae can be applied to many regression models widely used in practice. The authors suggest adjusted Wald residuals to these models with approximately zero mean and unit variance. The expressions were used to analyze a real dataset. Some simulation results indicate that the adjusted Wald residuals are better approximated by the standard normal distribution than the Wald residuals.

Use of bioassays and biomarkers in Daphnia magna to assess the effect of pharmaceutical residuals in freshwater ecosystems

Widespread occurrence of pharmaceuticals residues has been reported in aquatic ecosystems. However, their toxic effects on aquatic biota remain unclear. Generally, the acute toxicity has been assessed in laboratory experiments, while chronic toxicity studies have rarely been performed. Of importance appears also the assessment of mixture effects, since pharmaceuticals never occur in waters alone. The aim of the present work is to evaluate acute and chronic toxic response in the crustacean Daphnia magna exposed to single pharmaceuticals and mixtures. We tested fluoxetine, a SSRI widely prescribed as antidepressant, and propranolol, a non selective β-adrenergic receptor-blocking agent used to treat hypertension. Acute immobilization and chronic reproduction tests were performed according to OECD guidelines 202 and 211, respectively. Single chemicals were first tested separately. Toxicity of binary mixtures was then assessed using a fixed ratio experimental design with concentrations based on Toxic Units. The conceptual model of Concentration Addition was adopted in this study, as we assumed that the mixture effect mirrors the sum of the single substances for compounds having similar mode of action. The MixTox statistical method was applied to analyze the experimental results. Results showed a significant deviation from CA model that indicated antagonism between chemicals in both the acute and the chronic mixture tests. The study was integrated assessing the effects of fluoxetine on a battery of biomarkers. We wanted to evaluate the organism biological vulnerability caused by low concentrations of pharmaceutical occurring in the aquatic environment. We assessed the acetylcholinesterase and glutathione s-transferase enzymatic activities and the malondialdehyde production. No treatment induced significant alteration of biomarkers with respect to the control. Biological assays and the MixTox model application proved to be useful tools for pharmaceutical risk assessment. Although promising, the application of biomarkers in Daphnia magna needs further elucidation.

Postvoid residuals remain unchanged in patients with postoperative thoracic epidural analgesia after thoracotomy

We found in previous studies that thoracic epidural analgesia (TEA) after open renal surgery via lumbotomy significantly impaired bladder function with decreased detrusor contractility and increased postvoid residuals under urodynamic assessment. Here we evaluated the effect of TEA on bladder emptying in patients undergoing thoracotomy.

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.

(Supplement) Regeneration of Pinus sylvestris, disturbance residuals and soil properties 5 years after a mixed-severity wildfire in the inner Italian Alps

We analyzed the abundance of Scots pine regeneration in a 257 ha wildfire in an inner-alpine forest. We sampled regeneration, percent soil cover by classes, physical and chemical properties of topsoils (A horizon, 0-5 cm) under four fire severity levels (unburned, moderate, moderate/high, high severity). 5 plots per severity level, circular (R= 3m). Analysis methods for soil properties as described in the paper.