Longitudinal Genetic Analysis of Plasma Lipids

The consensus from published studies is that plasma lipids are each influenced by genetic factors, and that this contributes to genetic variation in risk of cardiovascular disease. Heritability estimates for lipids and lipoproteins are in the range .48 to .87, when measured once per study participant. However, this ignores the confounding effects of biological variation measurement error and ageing, and a truer assessment of genetic effects on cardiovascular risk may be obtained from analysis of longitudinal twin or family data. We have analyzed information on plasma high-density lipoprotein (HDL) and low-density lipoprotein (LDL) cholesterol, and triglycerides, from 415 adult twins who provided blood on two to five occasions over 10 to 17 years. Multivariate modeling of genetic and environmental contributions to variation within and across occasions was used to assess the extent to which genetic and environmental factors have long-term effects on plasma lipids. Results indicated that more than one genetic factor influenced HDL and LDL components of cholesterol, and triglycerides over time in all studies. Nonshared environmental factors did not have significant long-term effects except for HDL. We conclude that when heritability of lipid risk factors is estimated on only one occasion, the existence of biological variation and measurement errors leads to underestimation of the importance of genetic factors as a cause of variation in long-term risk within the population. In addition our data suggest that different genes may affect the risk profile at different ages.

Issues of robustness and high dimensionality in cluster analysis

Finite mixture models are being increasingly used to model the distributions of a wide variety of random phenomena. While normal mixture models are often used to cluster data sets of continuous multivariate data, a more robust clustering can be obtained by considering the t mixture model-based approach. Mixtures of factor analyzers enable model-based density estimation to be undertaken for high-dimensional data where the number of observations n is very large relative to their dimension p. As the approach using the multivariate normal family of distributions is sensitive to outliers, it is more robust to adopt the multivariate t family for the component error and factor distributions. The computational aspects associated with robustness and high dimensionality in these approaches to cluster analysis are discussed and illustrated.

The identification of pathological subtypes of Alzheimer's disease using cluster analysis

A culster analysis was performed on 78 cases of Alzheimer's disease (AD) to identify possible pathological subtypes of the disease. Data on 47 neuropathological variables, inculding features of the gross brain and the density and distribution of senile plaques (SP) and neurofibrillary tangles (NFT) were used to describe each case. Cluster analysis is a multivariate statistical method which combines together in groups, AD cases with the most similar neuropathological characteristics. The majority of cases (83%) were clustered into five such groups. The analysis suggested that an initial division of the 78 cases could be made into two major groups: (1) a large group (68%) in which the distribution of SP and NFT was restricted to a relatively small number of brain regions, and (2) a smaller group (15%) in which the lesions were more widely disseminated throughout the neocortex. Each of these groups could be subdivided on the degree of capillary amyloid angiopathy (CAA) present. In addition, those cases with a restricted development of SP/NFT and CAA could be divided further into an early and a late onset form. Familial AD cases did not cluster as a separate group but were either distributed between four of the five groups or were cases with unique combinations of pathological features not closely related to any of the groups. It was concluded that multivariate statistical methods may be of value in the classification of AD into subtypes. © 1994 Springer-Verlag.

Statnote 29:discriminant analysis

Discriminant analysis (also known as discriminant function analysis or multiple discriminant analysis) is a multivariate statistical method of testing the degree to which two or more populations may overlap with each other. It was devised independently by several statisticians including Fisher, Mahalanobis, and Hotelling ). The technique has several possible applications in Microbiology. First, in a clinical microbiological setting, if two different infectious diseases were defined by a number of clinical and pathological variables, it may be useful to decide which measurements were the most effective at distinguishing between the two diseases. Second, in an environmental microbiological setting, the technique could be used to study the relationships between different populations, e.g., to what extent do the properties of soils in which the bacterium Azotobacter is found differ from those in which it is absent? Third, the method can be used as a multivariate ‘t’ test , i.e., given a number of related measurements on two groups, the analysis can provide a single test of the hypothesis that the two populations have the same means for all the variables studied. This statnote describes one of the most popular applications of discriminant analysis in identifying the descriptive variables that can distinguish between two populations.

Higher-order co-occurrences for exploratory point pattern analysis and decision tree clustering on spatial data

Analyzing geographical patterns by collocating events, objects or their attributes has a long history in surveillance and monitoring, and is particularly applied in environmental contexts, such as ecology or epidemiology. The identification of patterns or structures at some scales can be addressed using spatial statistics, particularly marked point processes methodologies. Classification and regression trees are also related to this goal of finding "patterns" by deducing the hierarchy of influence of variables on a dependent outcome. Such variable selection methods have been applied to spatial data, but, often without explicitly acknowledging the spatial dependence. Many methods routinely used in exploratory point pattern analysis are2nd-order statistics, used in a univariate context, though there is also a wide literature on modelling methods for multivariate point pattern processes. This paper proposes an exploratory approach for multivariate spatial data using higher-order statistics built from co-occurrences of events or marks given by the point processes. A spatial entropy measure, derived from these multinomial distributions of co-occurrences at a given order, constitutes the basis of the proposed exploratory methods. © 2010 Elsevier Ltd.

Higher-order co-occurrences for exploratory point pattern analysis and decision tree clustering on spatial data

Analyzing geographical patterns by collocating events, objects or their attributes has a long history in surveillance and monitoring, and is particularly applied in environmental contexts, such as ecology or epidemiology. The identification of patterns or structures at some scales can be addressed using spatial statistics, particularly marked point processes methodologies. Classification and regression trees are also related to this goal of finding "patterns" by deducing the hierarchy of influence of variables on a dependent outcome. Such variable selection methods have been applied to spatial data, but, often without explicitly acknowledging the spatial dependence. Many methods routinely used in exploratory point pattern analysis are2nd-order statistics, used in a univariate context, though there is also a wide literature on modelling methods for multivariate point pattern processes. This paper proposes an exploratory approach for multivariate spatial data using higher-order statistics built from co-occurrences of events or marks given by the point processes. A spatial entropy measure, derived from these multinomial distributions of co-occurrences at a given order, constitutes the basis of the proposed exploratory methods. © 2010 Elsevier Ltd.

A multivariate examination of the relationship between strategic planning and organisational performance

Strategic planning and more specifically, the impact of strategic planning on organisational performance has been the subject of significant academic interest since the early 1970's. However, despite the significant amount of previous work examining the relationship between strategic planning and organisational performance, a comprehensive literature review identified a number of areas where contributions to the domain of study could be made. In overview, the main areas for further study identified from the literature review were a) a further examination of both the dimensionality and conceptualisation of strategic planning and organisational performance and b) a further, multivariate, examination of the relationship between strategic planning and performance, to capture the newly identified dimensionality. In addition to the previously identified strategic planning and organisational performance constructs, a comprehensive literature based assessment was undertaken and five main areas were identified for further examination, these were a) organisational b) comprehensive strategic choice, c) the quality of strategic options generated, d) political behavior and e) implementation success. From this, a conceptual model incorporating a set of hypotheses to be tested was formulated. In order to test the conceptual model specified and also the stated hypotheses, data gathering was undertaken. The quantitative phase of the research involved a mail survey of senior managers in medium to large UK based organisations, of which a total of 366 fully useable responses were received. Following rigorous individual construct validity and reliability testing, the complete conceptual model was tested using latent variable path analysis. The results for the individual hypotheses and also the complete conceptual model were most encouraging. The findings, theoretical and managerial implications, limitations and directions for future research are discussed.

Statnote 28:Canonical Variate Analysis (CVA)

The pattern of correlation between two sets of variables can be tested using canonical variate analysis (CVA). CVA, like principal components analysis (PCA) and factor analysis (FA) (Statnote 27, Hilton & Armstrong, 2011b), is a multivariate analysis Essentially, as in PCA/FA, the objective is to determine whether the correlations between two sets of variables can be explained by a smaller number of ‘axes of correlation’ or ‘canonical roots’.

From cardinal spline wavelet bases to highly coherent dictionaries

Wavelet families arise by scaling and translations of a prototype function, called the mother wavelet. The construction of wavelet bases for cardinal spline spaces is generally carried out within the multi-resolution analysis scheme. Thus, the usual way of increasing the dimension of the multi-resolution subspaces is by augmenting the scaling factor. We show here that, when working on a compact interval, the identical effect can be achieved without changing the wavelet scale but reducing the translation parameter. By such a procedure we generate a redundant frame, called a dictionary, spanning the same spaces as a wavelet basis but with wavelets of broader support. We characterize the correlation of the dictionary elements by measuring their 'coherence' and produce examples illustrating the relevance of highly coherent dictionaries to problems of sparse signal representation.

Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis

This paper applies the vector AR-DCC-FIAPARCH model to eight national stock market indices' daily returns from 1988 to 2010, taking into account the structural breaks of each time series linked to the Asian and the recent Global financial crisis. We find significant cross effects, as well as long range volatility dependence, asymmetric volatility response to positive and negative shocks, and the power of returns that best fits the volatility pattern. One of the main findings of the model analysis is the higher dynamic correlations of the stock markets after a crisis event, which means increased contagion effects between the markets. The fact that during the crisis the conditional correlations remain on a high level indicates a continuous herding behaviour during these periods of increased market volatility. Finally, during the recent Global financial crisis the correlations remain on a much higher level than during the Asian financial crisis.

Application of the Multivariate Prediction Method to Time Series

* This work was financially supported by RFBR-04-01-00858.

An Approach to Variable Aggregation in Efficiency Analysis

In the nonparametric framework of Data Envelopment Analysis the statistical properties of its estimators have been investigated and only asymptotic results are available. For DEA estimators results of practical use have been proved only for the case of one input and one output. However, in the real world problems the production process is usually well described by many variables. In this paper a machine learning approach to variable aggregation based on Canonical Correlation Analysis is presented. This approach is applied for efficiency estimation of all the farms in Terceira Island of the Azorean archipelago.

Application of Regularized Discriminant Analysis

2000 Mathematics Subject Classification: 62H30, 62P99

Extended principal component analysis and its applications to image analysis

The objectives of this research are to analyze and develop a modified Principal Component Analysis (PCA) and to develop a two-dimensional PCA with applications in image processing. PCA is a classical multivariate technique where its mathematical treatment is purely based on the eigensystem of positive-definite symmetric matrices. Its main function is to statistically transform a set of correlated variables to a new set of uncorrelated variables over $\IR\sp{n}$ by retaining most of the variations present in the original variables.^ The variances of the Principal Components (PCs) obtained from the modified PCA form a correlation matrix of the original variables. The decomposition of this correlation matrix into a diagonal matrix produces a set of orthonormal basis that can be used to linearly transform the given PCs. It is this linear transformation that reproduces the original variables. The two-dimensional PCA can be devised as a two successive of one-dimensional PCA. It can be shown that, for an $m\times n$ matrix, the PCs obtained from the two-dimensional PCA are the singular values of that matrix.^ In this research, several applications for image analysis based on PCA are developed, i.e., edge detection, feature extraction, and multi-resolution PCA decomposition and reconstruction. ^