Robust response transformations based on optimal prediction

Nonlinear regression problems can often be reduced to linearity by transforming the response variable (e.g., using the Box-Cox family of transformations). The classic estimates of the parameter defining the transformation as well as of the regression coefficients are based on the maximum likelihood criterion, assuming homoscedastic normal errors for the transformed response. These estimates are nonrobust in the presence of outliers and can be inconsistent when the errors are nonnormal or heteroscedastic. This article proposes new robust estimates that are consistent and asymptotically normal for any unimodal and homoscedastic error distribution. For this purpose, a robust version of conditional expectation is introduced for which the prediction mean squared error is replaced with an M scale. This concept is then used to develop a nonparametric criterion to estimate the transformation parameter as well as the regression coefficients. A finite sample estimate of this criterion based on a robust version of smearing is also proposed. Monte Carlo experiments show that the new estimates compare favorably with respect to the available competitors.

Finance versus costs for teaching hospitals in Spain

In this paper we analyse the observed systematic differences incosts for teaching hospitals (THhenceforth) in Spain. Concernhas been voiced regarding the existence of a bias in thefinancing of TH s has been raised once prospective budgets arein the arena for hospital finance, and claims for adjusting totake into account the legitimate extra costs of teaching onhospital expenditure are well grounded. We focus on theestimation of the impact of teaching status on average cost. Weused a version of a multiproduct hospital cost function takinginto account some relevant factors from which to derive theobserved differences. We assume that the relationship betweenthe explanatory and the dependent variables follows a flexibleform for each of the explanatory variables. We also model theunderlying covariance structure of the data. We assumed twoqualitatively different sources of variation: random effects andserial correlation. Random variation refers to both general levelvariation (through the random intercept) and the variationspecifically related to teaching status. We postulate that theimpact of the random effects is predominant over the impact ofthe serial correlation effects. The model is estimated byrestricted maximum likelihood. Our results show that costs are 9%higher (15% in the case of median costs) in teaching than innon-teaching hospitals. That is, teaching status legitimatelyexplains no more than half of the observed difference in actualcosts. The impact on costs of the teaching factor depends on thenumber of residents, with an increase of 51.11% per resident forhospitals with fewer than 204 residents (third quartile of thenumber of residents) and 41.84% for hospitals with more than 204residents. In addition, the estimated dispersion is higher amongteaching hospitals. As a result, due to the considerable observedheterogeneity, results should be interpreted with caution. From apolicy making point of view, we conclude that since a higherrelative burden for medical training is under public hospitalcommand, an explicit adjustment to the extra costs that theteaching factor imposes on hospital finance is needed, beforehospital competition for inpatient services takes place.

Efectos de la reforma del IRPF sobre la oferta laboral de las mujeres

The aim of this paper is to simulate the effects of the Spanish 1999 taxreform on the married women s labour behaviour and welfare in a partialequilibrium context. We estimate by maximum likelihood two models of laboursupply which take into account of the characteristics of the budgetconstraint. The simulation exercises suggest that the new tax can havesignificant effects on female s labour supply decisions and seems toincrease the individual s welfare.

Firm investment in imperfect capital markets: A structural estimation

We set up a dynamic model of firm investment in which liquidity constraintsenter explicity into the firm's maximization problem. The optimal policyrules are incorporated into a maximum likelihood procedure which estimatesthe structural parameters of the model. Investment is positively related tothe firm's internal financial position when the firm is relatively poor. This relationship disappears for wealthy firms, which can reach theirdesired level of investment. Borrowing is an increasing function of financial position for poor firms. This relationship is reversed as a firm's financial position improves, and large firms hold little debt.Liquidity constrained firms may be unused credits lines and the capacity toinvest further if they desire. However the fear that liquidity constraintswill become binding in the future induces them to invest only when internalresources increase.We estimate the structural parameters of the model and use them to quantifythe importance of liquidity constraints on firms' investment. We find thatliquidity constraints matter significantly for the investment decisions of firms. If firms can finance investment by issuing fresh equity, rather than with internal funds or debt, average capital stock is almost 35% higher overa period of 20 years. Transitory shocks to internal funds have a sustained effect on the capital stock. This effect lasts for several periods and ismore persistent for small firms than for large firms. A 10% negative shock to firm fundamentals reduces the capital stock of firms which face liquidityconstraints by almost 8% over a period as opposed to only 3.5% for firms which do not face these constraints.

Inference with the lognormal distribution

Several estimators of the expectation, median and mode of the lognormal distribution are derived. They aim to be approximately unbiased, efficient, or have a minimax property in the class of estimators we introduce. The small-sample properties of these estimators are assessed by simulations and, when possible, analytically. Some of these estimators of the expectation are far more efficient than the maximum likelihood or the minimum-variance unbiased estimator, even for substantial samplesizes.

Estimating learning models from experimental data

We study the statistical properties of three estimation methods for a model of learning that is often fitted to experimental data: quadratic deviation measures without unobserved heterogeneity, and maximum likelihood withand without unobserved heterogeneity. After discussing identification issues, we show that the estimators are consistent and provide their asymptotic distribution. Using Monte Carlo simulations, we show that ignoring unobserved heterogeneity can lead to seriously biased estimations in samples which have the typical length of actual experiments. Better small sample properties areobtained if unobserved heterogeneity is introduced. That is, rather than estimating the parameters for each individual, the individual parameters are considered random variables, and the distribution of those random variables is estimated.

Comparative phylogeography of mutualists and the effect of the host on the genetic structure of its partners.

Whether or not species participating in specialized and obligate interactions display similar and simultaneous demographic variations at the intraspecific level remains an open question in phylogeography. In the present study, we used the mutualistic nursery pollination occurring between the European globeflower Trollius europaeus and its specialized pollinators in the genus Chiastocheta as a case study. Explicitly, we investigated if the phylogeographies of the pollinating flies are significantly different from the expectation under a scenario of plant-insect congruence. Based on a large-scale sampling, we first used mitochondrial data to infer the phylogeographical histories of each fly species. Then, we defined phylogeographical scenarios of congruence with the plant history, and used maximum likelihood and Bayesian approaches to test for plant-insect phylogeographical congruence for the three Chiastocheta species. We show that the phylogeographical histories of the three fly species differ. Only Chiastocheta lophota and Chiastocheta dentifera display strong spatial genetic structures, which do not appear to be statistically different from those expected under scenarios of phylogeographical congruence with the plant. The results of the present study indicate that the fly species responded in independent and different ways to shared evolutionary forces, displaying varying levels of congruence with the plant genetic structure

Global Genomic Diversity of Human Papillomavirus 6 Based on 724 Isolates and 190 Complete Genome Sequences.

Human papillomavirus type 6 (HPV6) is the major etiological agent of anogenital warts and laryngeal papillomas and has been included in both the quadrivalent and nonavalent prophylactic HPV vaccines. This study investigated the global genomic diversity of HPV6, using 724 isolates and 190 complete genomes from six continents, and the association of HPV6 genomic variants with geographical location, anatomical site of infection/disease, and gender. Initially, a 2,800-bp E5a-E5b-L1-LCR fragment was sequenced from 492/530 (92.8%) HPV6-positive samples collected for this study. Among them, 130 exhibited at least one single nucleotide polymorphism (SNP), indel, or amino acid change in the E5a-E5b-L1-LCR fragment and were sequenced in full. A global alignment and maximum likelihood tree of 190 complete HPV6 genomes (130 fully sequenced in this study and 60 obtained from sequence repositories) revealed two variant lineages, A and B, and five B sublineages: B1, B2, B3, B4, and B5. HPV6 (sub)lineage-specific SNPs and a 960-bp representative region for whole-genome-based phylogenetic clustering within the L2 open reading frame were identified. Multivariate logistic regression analysis revealed that lineage B predominated globally. Sublineage B3 was more common in Africa and North and South America, and lineage A was more common in Asia. Sublineages B1 and B3 were associated with anogenital infections, indicating a potential lesion-specific predilection of some HPV6 sublineages. Females had higher odds for infection with sublineage B3 than males. In conclusion, a global HPV6 phylogenetic analysis revealed the existence of two variant lineages and five sublineages, showing some degree of ethnogeographic, gender, and/or disease predilection in their distribution. IMPORTANCE: This study established the largest database of globally circulating HPV6 genomic variants and contributed a total of 130 new, complete HPV6 genome sequences to available sequence repositories. Two HPV6 variant lineages and five sublineages were identified and showed some degree of association with geographical location, anatomical site of infection/disease, and/or gender. We additionally identified several HPV6 lineage- and sublineage-specific SNPs to facilitate the identification of HPV6 variants and determined a representative region within the L2 gene that is suitable for HPV6 whole-genome-based phylogenetic analysis. This study complements and significantly expands the current knowledge of HPV6 genetic diversity and forms a comprehensive basis for future epidemiological, evolutionary, functional, pathogenicity, vaccination, and molecular assay development studies.

The role of migration and domestic transmission in the spread of HIV-1 non-B subtypes in Switzerland.

BACKGROUND: By analyzing human immunodeficiency virus type 1 (HIV-1) pol sequences from the Swiss HIV Cohort Study (SHCS), we explored whether the prevalence of non-B subtypes reflects domestic transmission or migration patterns. METHODS: Swiss non-B sequences and sequences collected abroad were pooled to construct maximum likelihood trees, which were analyzed for Swiss-specific subepidemics, (subtrees including ≥80% Swiss sequences, bootstrap >70%; macroscale analysis) or evidence for domestic transmission (sequence pairs with genetic distance <1.5%, bootstrap ≥98%; microscale analysis). RESULTS: Of 8287 SHCS participants, 1732 (21%) were infected with non-B subtypes, of which A (n = 328), C (n = 272), CRF01_AE (n = 258), and CRF02_AG (n = 285) were studied further. The macroscale analysis revealed that 21% (A), 16% (C), 24% (CRF01_AE), and 28% (CRF02_AG) belonged to Swiss-specific subepidemics. The microscale analysis identified 26 possible transmission pairs: 3 (12%) including only homosexual Swiss men of white ethnicity; 3 (12%) including homosexual white men from Switzerland and partners from foreign countries; and 10 (38%) involving heterosexual white Swiss men and females of different nationality and predominantly nonwhite ethnicity. CONCLUSIONS: Of all non-B infections diagnosed in Switzerland, <25% could be prevented by domestic interventions. Awareness should be raised among immigrants and Swiss individuals with partners from high prevalence countries to contain the spread of non-B subtypes.

High-level molecular diversity of copper-zinc superoxide dismutase genes among and within species of arbuscular Mycorrhizal fungi.

In the ecologically important arbuscular mycorrhizal fungi (AMF), Sod1 encodes a functional polypeptide that confers increased tolerance to oxidative stress and that is upregulated inside the roots during early steps of the symbiosis with host plants. It is still unclear whether its expression is directed at scavenging reactive oxygen species (ROS) produced by the host, if it plays a role in the fungus-host dialogue, or if it is a consequence of oxidative stress from the surrounding environment. All these possibilities are equally likely, and molecular variation at the Sod1 locus can possibly have adaptive implications for one or all of the three mentioned functions. In this paper, we analyzed the diversity of the Sod1 gene in six AMF species, as well as 14 Glomus intraradices isolates from a single natural population. By sequencing this locus, we identified a large amount of nucleotide and amino acid molecular diversity both among AMF species and individuals, suggesting a rapid divergence of its codons. The Sod1 gene was monomorphic within each isolate we analyzed, and quantitative PCR strongly suggest this locus is present as a single copy in G. intraradices. Maximum-likelihood analyses performed using a variety of models for codon evolution indicated that a number of amino acid sites most likely evolved under the regime of positive selection among AMF species. In addition, we found that some isolates of G. intraradices from a natural population harbor very divergent orthologous Sod1 sequences, and our analysis suggested that diversifying selection, rather than recombination, was responsible for the persistence of this molecular diversity within the AMF population.

Postglacial recolonization at a snail's pace (Trochulus villosus): confronting competing refugia hypotheses using model selection.

The localization of Last Glacial Maximum (LGM) refugia is crucial information to understand a species' history and predict its reaction to future climate changes. However, many phylogeographical studies often lack sampling designs intensive enough to precisely localize these refugia. The hairy land snail Trochulus villosus has a small range centred on Switzerland, which could be intensively covered by sampling 455 individuals from 52 populations. Based on mitochondrial DNA sequences (COI and 16S), we identified two divergent lineages with distinct geographical distributions. Bayesian skyline plots suggested that both lineages expanded at the end of the LGM. To find where the origin populations were located, we applied the principles of ancestral character reconstruction and identified a candidate refugium for each mtDNA lineage: the French Jura and Central Switzerland, both ice-free during the LGM. Additional refugia, however, could not be excluded, as suggested by the microsatellite analysis of a population subset. Modelling the LGM niche of T. villosus, we showed that suitable climatic conditions were expected in the inferred refugia, but potentially also in the nunataks of the alpine ice shield. In a model selection approach, we compared several alternative recolonization scenarios by estimating the Akaike information criterion for their respective maximum-likelihood migration rates. The 'two refugia' scenario received by far the best support given the distribution of genetic diversity in T. villosus populations. Provided that fine-scale sampling designs and various analytical approaches are combined, it is possible to refine our necessary understanding of species responses to environmental changes.

Evolutionary trajectories of primate genes involved in HIV pathogenesis.

The current availability of five complete genomes of different primate species allows the analysis of genetic divergence over the last 40 million years of evolution. We hypothesized that the interspecies differences observed in susceptibility to HIV-1 would be influenced by the long-range selective pressures on host genes associated with HIV-1 pathogenesis. We established a list of human genes (n = 140) proposed to be involved in HIV-1 biology and pathogenesis and a control set of 100 random genes. We retrieved the orthologous genes from the genome of humans and of four nonhuman primates (Pan troglodytes, Pongo pygmaeus abeli, Macaca mulatta, and Callithrix jacchus) and analyzed the nucleotide substitution patterns of this data set using codon-based maximum likelihood procedures. In addition, we evaluated whether the candidate genes have been targets of recent positive selection in humans by analyzing HapMap Phase 2 single-nucleotide polymorphisms genotyped in a region centered on each candidate gene. A total of 1,064 sequences were used for the analyses. Similar median K(A)/K(S) values were estimated for the set of genes involved in HIV-1 pathogenesis and for control genes, 0.19 and 0.15, respectively. However, genes of the innate immunity had median values of 0.37 (P value = 0.0001, compared with control genes), and genes of intrinsic cellular defense had K(A)/K(S) values around or greater than 1.0 (P value = 0.0002). Detailed assessment allowed the identification of residues under positive selection in 13 proteins: AKT1, APOBEC3G, APOBEC3H, CD4, DEFB1, GML, IL4, IL8RA, L-SIGN/CLEC4M, PTPRC/CD45, Tetherin/BST2, TLR7, and TRIM5alpha. A number of those residues are relevant for HIV-1 biology. The set of 140 genes involved in HIV-1 pathogenesis did not show a significant enrichment in signals of recent positive selection in humans (intraspecies selection). However, we identified within or near these genes 24 polymorphisms showing strong signatures of recent positive selection. Interestingly, the DEFB1 gene presented signatures of both interspecies positive selection in primates and intraspecies recent positive selection in humans. The systematic assessment of long-acting selective pressures on primate genomes is a useful tool to extend our understanding of genetic variation influencing contemporary susceptibility to HIV-1.

Diagnostic techniques applied in geostatistics for agricultural data analysis

The structural modeling of spatial dependence, using a geostatistical approach, is an indispensable tool to determine parameters that define this structure, applied on interpolation of values at unsampled points by kriging techniques. However, the estimation of parameters can be greatly affected by the presence of atypical observations in sampled data. The purpose of this study was to use diagnostic techniques in Gaussian spatial linear models in geostatistics to evaluate the sensitivity of maximum likelihood and restrict maximum likelihood estimators to small perturbations in these data. For this purpose, studies with simulated and experimental data were conducted. Results with simulated data showed that the diagnostic techniques were efficient to identify the perturbation in data. The results with real data indicated that atypical values among the sampled data may have a strong influence on thematic maps, thus changing the spatial dependence structure. The application of diagnostic techniques should be part of any geostatistical analysis, to ensure a better quality of the information from thematic maps.

The evolutionary host switches of Polychromophilus: a multi-gene phylogeny of the bat malaria genus suggests a second invasion of mammals by a haemosporidian parasite.

BACKGROUND: The majority of Haemosporida species infect birds or reptiles, but many important genera, including Plasmodium, infect mammals. Dipteran vectors shared by avian, reptilian and mammalian Haemosporida, suggest multiple invasions of Mammalia during haemosporidian evolution; yet, phylogenetic analyses have detected only a single invasion event. Until now, several important mammal-infecting genera have been absent in these analyses. This study focuses on the evolutionary origin of Polychromophilus, a unique malaria genus that only infects bats (Microchiroptera) and is transmitted by bat flies (Nycteribiidae). METHODS: Two species of Polychromophilus were obtained from wild bats caught in Switzerland. These were molecularly characterized using four genes (asl, clpc, coI, cytb) from the three different genomes (nucleus, apicoplast, mitochondrion). These data were then combined with data of 60 taxa of Haemosporida available in GenBank. Bayesian inference, maximum likelihood and a range of rooting methods were used to test specific hypotheses concerning the phylogenetic relationships between Polychromophilus and the other haemosporidian genera. RESULTS: The Polychromophilus melanipherus and Polychromophilus murinus samples show genetically distinct patterns and group according to species. The Bayesian tree topology suggests that the monophyletic clade of Polychromophilus falls within the avian/saurian clade of Plasmodium and directed hypothesis testing confirms the Plasmodium origin. CONCLUSION: Polychromophilus' ancestor was most likely a bird- or reptile-infecting Plasmodium before it switched to bats. The invasion of mammals as hosts has, therefore, not been a unique event in the evolutionary history of Haemosporida, despite the suspected costs of adapting to a new host. This was, moreover, accompanied by a switch in dipteran host.

Modelos de tasas de interes en Chile: una revisión

Con este trabajo revisamos los Modelos de niveles de las tasas de intereses en Chile. Además de los Modelos de Nivel tradicionales por Chan, Karoly, Longstaff y Lijadoras (1992) en EE. UU, y Parisi (1998) en Chile, por el método de Probabilidad Maximun permitimos que la volatilidad condicional también incluya los procesos inesperados de la información (el modelo GARCH ) y también que la volatilidad sea la función del nivel de la tasa de intereses (modelo TVP-NIVELE) como en Brenner, Harjes y la Crona (1996). Para esto usamos producciones de mercado de bonos de reconocimiento, en cambio las producciones mensuales medias de subasta PDBC, y la ampliación del tamaño y la frecuencia de la muestra a 4 producciones semanales con términos(condiciones) diferentes a la madurez: 1 año, 5 años, 10 años y 15 años. Los resultados principales del estudio pueden ser resumidos en esto: la volatilidad de los cambios inesperados de las tarifas depende positivamente del nivel de las tarifas, sobre todo en el modelo de TVP-NIVEL. Obtenemos pruebas de reversión tacañas, tal que los incrementos en las tasas de intereses no eran independientes, contrariamente a lo obtenido por Brenner. en EE. UU. Los modelos de NIVELES no son capaces de ajustar apropiadamente la volatilidad en comparación con un modelo GARCH (1,1), y finalmente, el modelo de TVP-NIVEL no vence los resultados del modelo GARCH (1,1)