Some restriction tests in a new class of regression models for proportions

The main purpose of this work is to study the behaviour of Skovgaard`s [Skovgaard, I.M., 2001. Likelihood asymptotics. Scandinavian journal of Statistics 28, 3-32] adjusted likelihood ratio statistic in testing simple hypothesis in a new class of regression models proposed here. The proposed class of regression models considers Dirichlet distributed observations, and the parameters that index the Dirichlet distributions are related to covariates and unknown regression coefficients. This class is useful for modelling data consisting of multivariate positive observations summing to one and generalizes the beta regression model described in Vasconcellos and Cribari-Neto [Vasconcellos, K.L.P., Cribari-Neto, F., 2005. Improved maximum likelihood estimation in a new class of beta regression models. Brazilian journal of Probability and Statistics 19,13-31]. We show that, for our model, Skovgaard`s adjusted likelihood ratio statistics have a simple compact form that can be easily implemented in standard statistical software. The adjusted statistic is approximately chi-squared distributed with a high degree of accuracy. Some numerical simulations show that the modified test is more reliable in finite samples than the usual likelihood ratio procedure. An empirical application is also presented and discussed. (C) 2009 Elsevier B.V. All rights reserved.

Birnbaum-Saunders nonlinear regression models

We introduce, for the first time, a new class of Birnbaum-Saunders nonlinear regression models potentially useful in lifetime data analysis. The class generalizes the regression model described by Rieck and Nedelman [Rieck, J.R., Nedelman, J.R., 1991. A log-linear model for the Birnbaum-Saunders distribution. Technometrics 33, 51-60]. We discuss maximum-likelihood estimation for the parameters of the model, and derive closed-form expressions for the second-order biases of these estimates. Our formulae are easily computed as ordinary linear regressions and are then used to define bias corrected maximum-likelihood estimates. Some simulation results show that the bias correction scheme yields nearly unbiased estimates without increasing the mean squared errors. Two empirical applications are analysed and discussed. Crown Copyright (C) 2009 Published by Elsevier B.V. All rights reserved.

Bias correction in a multivariate normal regression model with general parameterization

This paper derives the second-order biases Of maximum likelihood estimates from a multivariate normal model where the mean vector and the covariance matrix have parameters in common. We show that the second order bias can always be obtained by means of ordinary weighted least-squares regressions. We conduct simulation studies which indicate that the bias correction scheme yields nearly unbiased estimators. (C) 2009 Elsevier B.V. All rights reserved.

Pharmacogenetics of Warfarin: Development of a Dosing Algorithm for Brazilian Patients

A dosing algorithm including genetic (VKORC1 and CYP2C9 genotypes) and nongenetic factors (age, weight, therapeutic indication, and cotreatment with amiodarone or simvastatin) explained 51% of the variance in stable weekly warfarin doses in 390 patients attending an anticoagulant clinic in a Brazilian public hospital. The VKORC1 3673G>A genotype was the most important predictor of warfarin dose, with a partial R(2) value of 23.9%. Replacing the VKORC1 3673G>A genotype with VKORC1 diplotype did not increase the algorithm`s predictive power. We suggest that three other single-nucleotide polymorphisms (SNPs) (5808T>G, 6853G>C, and 9041G>A) that are in strong linkage disequilibrium (LD) with 3673G>A would be equally good predictors of the warfarin dose requirement. The algorithm`s predictive power was similar across the self-identified ""race/color"" subsets. ""Race/color"" was not associated with stable warfarin dose in the multiple regression model, although the required warfarin dose was significantly lower (P = 0.006) in white (29 +/- 13 mg/week, n = 196) than in black patients (35 +/- 15 mg/week, n = 76).

An Analysis of the Telecommunications Business in China by Linear Regression

In this paper, we study the influence of the National Telecom Business Volume by the data in 2008 that have been published in China Statistical Yearbook of Statistics. We illustrate the procedure of modeling “National Telecom Business Volume” on the following eight variables, GDP, Consumption Levels, Retail Sales of Social Consumer Goods Total Renovation Investment, the Local Telephone Exchange Capacity, Mobile Telephone Exchange Capacity, Mobile Phone End Users, and the Local Telephone End Users. The testing of heteroscedasticity and multicollinearity for model evaluation is included. We also consider AIC and BIC criterion to select independent variables, and conclude the result of the factors which are the optimal regression model for the amount of telecommunications business and the relation between independent variables and dependent variable. Based on the final results, we propose several recommendations about how to improve telecommunication services and promote the economic development.

A Note on Proxy Variables and Instrument Variable Regression

This is a note about proxy variables and instruments for identification of structural parameters in regression models. We have experienced that in the econometric textbooks these two issues are treated separately, although in practice these two concepts are very often combined. Usually, proxy variables are inserted in instrument variable regressions with the motivation they are exogenous. Implicitly meaning they are exogenous in a reduced form model and not in a structural model. Actually if these variables are exogenous they should be redundant in the structural model, e.g. IQ as a proxy for ability. Valid proxies reduce unexplained variation and increases the efficiency of the estimator of the structural parameter of interest. This is especially important in situations when the instrument is weak. With a simple example we demonstrate what is required of a proxy and an instrument when they are combined. It turns out that when a researcher has a valid instrument the requirements on the proxy variable is weaker than if no such instrument exists

Speed prediction for triggering vehicle activated signs

Accurate speed prediction is a crucial step in the development of a dynamic vehcile activated sign (VAS). A previous study showed that the optimal trigger speed of such signs will need to be pre-determined according to the nature of the site and to the traffic conditions. The objective of this paper is to find an accurate predictive model based on historical traffic speed data to derive the optimal trigger speed for such signs. Adaptive neuro fuzzy (ANFIS), classification and regression tree (CART) and random forest (RF) were developed to predict one step ahead speed during all times of the day. The developed models were evaluated and compared to the results obtained from artificial neural network (ANN), multiple linear regression (MLR) and naïve prediction using traffic speed data collected at four sites located in Sweden. The data were aggregated into two periods, a short term period (5-min) and a long term period (1-hour). The results of this study showed that using RF is a promising method for predicting mean speed in the two proposed periods.. It is concluded that in terms of performance and computational complexity, a simplistic input features to the predicitive model gave a marked increase in the response time of the model whilse still delivering a low prediction error.

Predictive models for chronic renal disease using decision trees, naïve bayes and case-based methods

Data mining can be used in healthcare industry to “mine” clinical data to discover hidden information for intelligent and affective decision making. Discovery of hidden patterns and relationships often goes intact, yet advanced data mining techniques can be helpful as remedy to this scenario. This thesis mainly deals with Intelligent Prediction of Chronic Renal Disease (IPCRD). Data covers blood, urine test, and external symptoms applied to predict chronic renal disease. Data from the database is initially transformed to Weka (3.6) and Chi-Square method is used for features section. After normalizing data, three classifiers were applied and efficiency of output is evaluated. Mainly, three classifiers are analyzed: Decision Tree, Naïve Bayes, K-Nearest Neighbour algorithm. Results show that each technique has its unique strength in realizing the objectives of the defined mining goals. Efficiency of Decision Tree and KNN was almost same but Naïve Bayes proved a comparative edge over others. Further sensitivity and specificity tests are used as statistical measures to examine the performance of a binary classification. Sensitivity (also called recall rate in some fields) measures the proportion of actual positives which are correctly identified while Specificity measures the proportion of negatives which are correctly identified. CRISP-DM methodology is applied to build the mining models. It consists of six major phases: business understanding, data understanding, data preparation, modeling, evaluation, and deployment.