A score test for binary data with patient non-compliance

A score test is developed for binary clinical trial data, which incorporates patient non-compliance while respecting randomization. It is assumed in this paper that compliance is all-or-nothing, in the sense that a patient either accepts all of the treatment assigned as specified in the protocol, or none of it. Direct analytic comparisons of the adjusted test statistic for both the score test and the likelihood ratio test are made with the corresponding test statistics that adhere to the intention-to-treat principle. It is shown that no gain in power is possible over the intention-to-treat analysis, by adjusting for patient non-compliance. Sample size formulae are derived and simulation studies are used to demonstrate that the sample size approximation holds. Copyright © 2003 John Wiley & Sons, Ltd.

Using historical lesion volume data in the design of a new phase II clinical trial in acute stroke

Background and Purpose-Clinical research into the treatment of acute stroke is complicated, is costly, and has often been unsuccessful. Developments in imaging technology based on computed tomography and magnetic resonance imaging scans offer opportunities for screening experimental therapies during phase II testing so as to deliver only the most promising interventions to phase III. We discuss the design and the appropriate sample size for phase II studies in stroke based on lesion volume. Methods-Determination of the relation between analyses of lesion volumes and of neurologic outcomes is illustrated using data from placebo trial patients from the Virtual International Stroke Trials Archive. The size of an effect on lesion volume that would lead to a clinically relevant treatment effect in terms of a measure, such as modified Rankin score (mRS), is found. The sample size to detect that magnitude of effect on lesion volume is then calculated. Simulation is used to evaluate different criteria for proceeding from phase II to phase III. Results-The odds ratios for mRS correspond roughly to the square root of odds ratios for lesion volume, implying that for equivalent power specifications, sample sizes based on lesion volumes should be about one fourth of those based on mRS. Relaxation of power requirements, appropriate for phase II, lead to further sample size reductions. For example, a phase III trial comparing a novel treatment with placebo with a total sample size of 1518 patients might be motivated from a phase II trial of 126 patients comparing the same 2 treatment arms. Discussion-Definitive phase III trials in stroke should aim to demonstrate significant effects of treatment on clinical outcomes. However, more direct outcomes such as lesion volume can be useful in phase II for determining whether such phase III trials should be undertaken in the first place. (Stroke. 2009;40:1347-1352.)

Extending Zelterman’s approach for robust estimation of population size to zero-truncated clustered data

Estimation of population size with missing zero-class is an important problem that is encountered in epidemiological assessment studies. Fitting a Poisson model to the observed data by the method of maximum likelihood and estimation of the population size based on this fit is an approach that has been widely used for this purpose. In practice, however, the Poisson assumption is seldom satisfied. Zelterman (1988) has proposed a robust estimator for unclustered data that works well in a wide class of distributions applicable for count data. In the work presented here, we extend this estimator to clustered data. The estimator requires fitting a zero-truncated homogeneous Poisson model by maximum likelihood and thereby using a Horvitz-Thompson estimator of population size. This was found to work well, when the data follow the hypothesized homogeneous Poisson model. However, when the true distribution deviates from the hypothesized model, the population size was found to be underestimated. In the search of a more robust estimator, we focused on three models that use all clusters with exactly one case, those clusters with exactly two cases and those with exactly three cases to estimate the probability of the zero-class and thereby use data collected on all the clusters in the Horvitz-Thompson estimator of population size. Loss in efficiency associated with gain in robustness was examined based on a simulation study. As a trade-off between gain in robustness and loss in efficiency, the model that uses data collected on clusters with at most three cases to estimate the probability of the zero-class was found to be preferred in general. In applications, we recommend obtaining estimates from all three models and making a choice considering the estimates from the three models, robustness and the loss in efficiency. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)

Weather to disperse? Evidence that climatic conditions influence vertebrate dispersal

1. Dispersal is regarded as critical to the stability of existing populations and the spread of invading species, but empirical data on the effect of travelling conditions during the transfer phase are rare. We present evidence that both timing and distance of ex-natal dispersal in buzzards (Buteo buteo) are strongly affected by weather. 2. Dispersal was recorded more often when the wind changed to a more southerly direction from the more common westerly winds, and when minimum temperatures were lower. The effect of wind direction was greatest in the winter and minimum temperature was most important in the autumn. Poor weather did not appear to initiate dispersal. 3. Dispersal distance was most strongly correlated with maximum temperature during dispersal and wind direction in the following 5-day period. Combined with the sex of the buzzard these three variables accounted for 60% of the variation in dispersal distance. 4. These results are important for conservationists who manage species recovery programs and wildlife managers who model biological invasions.

Detection of frailty in Weibull lifetime data using Outlier tests

Heterogeneity in lifetime data may be modelled by multiplying an individual's hazard by an unobserved frailty. We test for the presence of frailty of this kind in univariate and bivariate data with Weibull distributed lifetimes, using statistics based on the ordered Cox-Snell residuals from the null model of no frailty. The form of the statistics is suggested by outlier testing in the gamma distribution. We find through simulation that the sum of the k largest or k smallest order statistics, for suitably chosen k , provides a powerful test when the frailty distribution is assumed to be gamma or positive stable, respectively. We provide recommended values of k for sample sizes up to 100 and simple formulae for estimated critical values for tests at the 5% level.

Crystal and molecular structure of the thioether-analogue of PEEK from X-ray powder data and diffraction-modelling

Analysis of X-ray powder data for the melt-crystallisable aromatic poly(thioether thioether ketone) [-S-Ar-S-Ar-CO-Ar](n), ('PTTK', Ar= 1,4-phenylene), reveals that it adopts a crystal structure very different from that established for its ether-analogue PEEK. Molecular modelling and diffraction-simulation studies of PTTK show that the structure of this polymer is analogous to that of melt-crystallised poly(thioetherketone) [-SAr-CO-Ar](n) in which the carbonyl linkages in symmetry-related chains are aligned anti-parallel to one another. and that these bridging units are crystallographically interchangeable. The final model for the crystal structure of PTTK is thus disordered, in the monoclinic space group 121a (two chains per unit cell), with cell dimensions a = 7.83, b = 6.06, c = 10.35 angstrom, beta = 93.47 degrees. (c) 2005 Elsevier Ltd. All rights reserved.

Collaborative grid infrastructure for molecular simulations: The eMinerals minigrid as a prototype integrated computer and data grid

This paper describes a prototype grid infrastructure, called the eMinerals minigrid, for molecular simulation scientists. which is based on an integration of shared compute and data resources. We describe the key components, namely the use of Condor pools, Linux/Unix clusters with PBS and IBM's LoadLeveller job handling tools, the use of Globus for security handling, the use of Condor-G tools for wrapping globus job submit commands, Condor's DAGman tool for handling workflow, the Storage Resource Broker for handling data, and the CCLRC dataportal and associated tools for both archiving data with metadata and making data available to other workers.

OFDM joint data detection and phase noise cancellation for constant modulus modulations

This correspondence proposes a new algorithm for the OFDM joint data detection and phase noise (PHN) cancellation for constant modulus modulations. We highlight that it is important to address the overfitting problem since this is a major detrimental factor impairing the joint detection process. In order to attack the overfitting problem we propose an iterative approach based on minimum mean square prediction error (MMSPE) subject to the constraint that the estimated data symbols have constant power. The proposed constrained MMSPE algorithm (C-MMSPE) significantly improves the performance of existing approaches with little extra complexity being imposed. Simulation results are also given to verify the proposed algorithm.

Geodetic mass balance of Azarova glacier, Kodar Mountains, eastern Siberia, and its links to observed and projected climatic change

The Kodar Mountains in eastern Siberia accommodate 30 small, cold-based glaciers with a combined surface area of about 19 km2. Very little is known about these glaciers, with the first survey conducted in the late 1950s. In this paper, we use terrestrial photogrammetry to calculate changes in surface area, elevation, volume and geodetic mass balance of the Azarova Glacier between 1979 and 2007 and relate these to meteorological data from nearby Chara weather station (1938-2007). The glacier surface area declined by 20±6.9% and surface lowered on average by 20±1.8 m (mean thinning: 0.71 m a-1) resulting in a strongly negative cumulative and average mass balance of -18±1.6 m w.e. and -640±60 mm w.e.a-1 respectively. The July-August air temperature increased at a rate of 0.036oC a-1 between 1979 and 2007 and the 1980-2007 period was, on average, around 1oC warmer than 1938-1979. The regional climate projections for A2 and B2 CO2 emission scenarios developed using PRECIS regional climate model indicate that summer temperatures will increase in 2071–2100 by 2.6-4.7°C and 4.9-6.2°C respectively in comparison with 1961–1990. The annual total of solid precipitation will increase by 20% under B2 scenario but decline by 3% under A2 scenario. The length of the ablation season will extend from July–August to June-September. The Azarova Glacier exhibits high sensitivity to climatic warming due to its low elevation, exposure to comparatively high summer temperatures, and the absence of a compensating impact of cold season precipitation. Further summer warming and decline of solid precipitation projected under the A2 scenario will force Azarova to retreat further while impacts of an increase in solid precipitation projected under the B2 scenario require further investigation.

A simplified mathematical model for urban microclimate simulation

Techniques for modelling urban microclimates and urban block surfaces temperatures are desired by urban planners and architects for strategic urban designs at the early design stages. This paper introduces a simplified mathematical model for urban simulations (UMsim) including urban surfaces temperatures and microclimates. The nodal network model has been developed by integrating coupled thermal and airflow model. Direct solar radiation, diffuse radiation, reflected radiation, long-wave radiation, heat convection in air and heat transfer in the exterior walls and ground within the complex have been taken into account. The relevant equations have been solved using the finite difference method under the Matlab platform. Comparisons have been conducted between the data produced from the simulation and that from an urban experimental study carried out in a real architectural complex on the campus of Chongqing University, China in July 2005 and January 2006. The results show a satisfactory agreement between the two sets of data. The UMsim can be used to simulate the microclimates, in particular the surface temperatures of urban blocks, therefore it can be used to assess the impact of urban surfaces properties on urban microclimates. The UMsim will be able to produce robust data and images of urban environments for sustainable urban design.

Effects of dendritic morphology on CA3 pyramidal cell electrophysiology: a simulation study

We investigated the effect of morphological differences on neuronal firing behavior within the hippocampal CA3 pyramidal cell family by using three-dimensional reconstructions of dendritic morphology in computational simulations of electrophysiology. In this paper, we report for the first time that differences in dendritic structure within the same morphological class can have a dramatic influence on the firing rate and firing mode (spiking versus bursting and type of bursting). Our method consisted of converting morphological measurements from three-dimensional neuroanatomical data of CA3 pyramidal cells into a computational simulator format. In the simulation, active channels were distributed evenly across the cells so that the electrophysiological differences observed in the neurons would only be due to morphological differences. We found that differences in the size of the dendritic tree of CA3 pyramidal cells had a significant qualitative and quantitative effect on the electrophysiological response. Cells with larger dendritic trees: (1) had a lower burst rate, but a higher spike rate within a burst, (2) had higher thresholds for transitions from quiescent to bursting and from bursting to regular spiking and (3) tended to burst with a plateau. Dendritic tree size alone did not account for all the differences in electrophysiological responses. Differences in apical branching, such as the distribution of branch points and terminations per branch order, appear to effect the duration of a burst. These results highlight the importance of considering the contribution of morphology in electrophysiological and simulation studies.

Use of the LMS adaptive signal processing technique to improve signal data rates from practical oil well logging equipment

The simulation and development work that has been undertaken to produce a signal equaliser used to improve the data rates from oil well logging instruments is presented. The instruments are lowered into the drill bore hole suspended by a cable which has poor electrical characteristics. The equaliser described in the paper corrects for the distortions that occur from the cable (dispersion and attenuation) with the result that the instrument can send data at 100 K.bits/second down its own suspension cable of 12 Km in length. The use of simulation techniques and tools were invaluable in generating a model for the distortions and proved to be a useful tool when site testing was not available.

Dynamic data reconciliation for sequential modular simulators

In this paper the implementation of dynamic data reconciliation techniques for sequential modular models is described. The paper is organised as follows. First, an introduction to dynamic data reconciliation is given. Then, the online use of rigorous process models is introduced. The sequential modular approach to dynamic simulation is briefly discussed followed by a short review of the extended Kalman filter. The second section describes how the modules are implemented. A simulation case study and its results are also presented.

Climatic and oceanic associations with daily rainfall extremes over southern Africa

Changes in climate variability and, in particular, changes in extreme climate events are likely to be of far more significance for environmentally vulnerable regions than changes in the mean state. It is generally accepted that sea-surface temperatures (SSTs) play an important role in modulating rainfall variability. Consequently, SSTs can be prescribed in global and regional climate modelling in order to study the physical mechanisms behind rainfall and its extremes. Using a satellite-based daily rainfall historical data set, this paper describes the main patterns of rainfall variability over southern Africa, identifies the dates when extreme rainfall occurs within these patterns, and shows the effect of resolution in trying to identify the location and intensity of SST anomalies associated with these extremes in the Atlantic and southwest Indian Ocean. Derived from a Principal Component Analysis (PCA), the results also suggest that, for the spatial pattern accounting for the highest amount of variability, extremes extracted at a higher spatial resolution do give a clearer indication regarding the location and intensity of anomalous SST regions. As the amount of variability explained by each spatial pattern defined by the PCA decreases, it would appear that extremes extracted at a lower resolution give a clearer indication of anomalous SST regions.

Random orthogonal matrix simulation

This paper introduces a method for simulating multivariate samples that have exact means, covariances, skewness and kurtosis. We introduce a new class of rectangular orthogonal matrix which is fundamental to the methodology and we call these matrices L matrices. They may be deterministic, parametric or data specific in nature. The target moments determine the L matrix then infinitely many random samples with the same exact moments may be generated by multiplying the L matrix by arbitrary random orthogonal matrices. This methodology is thus termed “ROM simulation”. Considering certain elementary types of random orthogonal matrices we demonstrate that they generate samples with different characteristics. ROM simulation has applications to many problems that are resolved using standard Monte Carlo methods. But no parametric assumptions are required (unless parametric L matrices are used) so there is no sampling error caused by the discrete approximation of a continuous distribution, which is a major source of error in standard Monte Carlo simulations. For illustration, we apply ROM simulation to determine the value-at-risk of a stock portfolio.