Minority type matters : ethnic diversity and tolerance in 29 European democracies

Past research has shown that having a large population of ethnic minorities beyond the neighborhood level arouses intolerance in the majority. However, this paper presents the argument that the effect of minority size on tolerance depends on minority type: the less subject the minority is to negative stereotyping, the more favorable the effect that minority size has on tolerance. In this study, a hierarchical linear model was applied to a dataset on advanced and emerging democracies in Europe. The analysis shows that when the duration and level of democracy are controlled for, ethnic tolerance was associated positively with native minority size and negatively with foreign population size.

The seasonal forecast of electricity demand: A hierarchical Bayesian model with climatological weather generator

In this paper we focus on the one year ahead prediction of the electricity peak-demand daily trajectory during the winter season in Central England and Wales. We define a Bayesian hierarchical model for predicting the winter trajectories and present results based on the past observed weather. Thanks to the flexibility of the Bayesian approach, we are able to produce the marginal posterior distributions of all the predictands of interest. This is a fundamental progress with respect to the classical methods. The results are encouraging in both skill and representation of uncertainty. Further extensions are straightforward at least in principle. The main two of those consist in conditioning the weather generator model with respect to additional information like the knowledge of the first part of the winter and/or the seasonal weather forecast. Copyright (C) 2006 John Wiley & Sons, Ltd.

A hierarchical Bayesian model for predicting the functional consequences of amino-acid polymorphisms

Genetic polymorphisms in deoxyribonucleic acid coding regions may have a phenotypic effect on the carrier, e.g. by influencing susceptibility to disease. Detection of deleterious mutations via association studies is hampered by the large number of candidate sites; therefore methods are needed to narrow down the search to the most promising sites. For this, a possible approach is to use structural and sequence-based information of the encoded protein to predict whether a mutation at a particular site is likely to disrupt the functionality of the protein itself. We propose a hierarchical Bayesian multivariate adaptive regression spline (BMARS) model for supervised learning in this context and assess its predictive performance by using data from mutagenesis experiments on lac repressor and lysozyme proteins. In these experiments, about 12 amino-acid substitutions were performed at each native amino-acid position and the effect on protein functionality was assessed. The training data thus consist of repeated observations at each position, which the hierarchical framework is needed to account for. The model is trained on the lac repressor data and tested on the lysozyme mutations and vice versa. In particular, we show that the hierarchical BMARS model, by allowing for the clustered nature of the data, yields lower out-of-sample misclassification rates compared with both a BMARS and a frequen-tist MARS model, a support vector machine classifier and an optimally pruned classification tree.

The seasonal forecast of electricity demand: A hierarchical Bayesian model with climatological weather generator

In this paper we focus on the one year ahead prediction of the electricity peak-demand daily trajectory during the winter season in Central England and Wales. We define a Bayesian hierarchical model for predicting the winter trajectories and present results based on the past observed weather. Thanks to the flexibility of the Bayesian approach, we are able to produce the marginal posterior distributions of all the predictands of interest. This is a fundamental progress with respect to the classical methods. The results are encouraging in both skill and representation of uncertainty. Further extensions are straightforward at least in principle. The main two of those consist in conditioning the weather generator model with respect to additional information like the knowledge of the first part of the winter and/or the seasonal weather forecast. Copyright (C) 2006 John Wiley & Sons, Ltd.

Genetic heterogeneity of residual variance : estimation of variance components using double hierarchical generalized linear models

Background: The sensitivity to microenvironmental changes varies among animals and may be under genetic control. It is essential to take this element into account when aiming at breeding robust farm animals. Here, linear mixed models with genetic effects in the residual variance part of the model can be used. Such models have previously been fitted using EM and MCMC algorithms. Results: We propose the use of double hierarchical generalized linear models (DHGLM), where the squared residuals are assumed to be gamma distributed and the residual variance is fitted using a generalized linear model. The algorithm iterates between two sets of mixed model equations, one on the level of observations and one on the level of variances. The method was validated using simulations and also by re-analyzing a data set on pig litter size that was previously analyzed using a Bayesian approach. The pig litter size data contained 10,060 records from 4,149 sows. The DHGLM was implemented using the ASReml software and the algorithm converged within three minutes on a Linux server. The estimates were similar to those previously obtained using Bayesian methodology, especially the variance components in the residual variance part of the model. Conclusions: We have shown that variance components in the residual variance part of a linear mixed model can be estimated using a DHGLM approach. The method enables analyses of animal models with large numbers of observations. An important future development of the DHGLM methodology is to include the genetic correlation between the random effects in the mean and residual variance parts of the model as a parameter of the DHGLM.

A bayesian spatial individual effects probit model of the 2010 UK general election

The Conservative Party emerged from the 2010 United Kingdom General Election as the largest single party, but their support was not geographically uniform. In this paper, we estimate a hierarchical Bayesian spatial probit model that tests for the presence of regional voting effects. This model allows for the estimation of individual region-specic effects on the probability of Conservative Party success, incorporating information on the spatial relationships between the regions of the mainland United Kingdom. After controlling for a range of important covariates, we find that these spatial relationships are significant and that our individual region-specic effects estimates provide additional evidence of North-South variations in Conservative Party support.

Bayesian estimation of the spatial Durbin error model with an application to voter turnout in the 2004 presidential election

The potential for spatial dependence in models of voter turnout, although plausible from a theoretical perspective, has not been adequately addressed in the literature. Using recent advances in Bayesian computation, we formulate and estimate the previously unutilized spatial Durbin error model and apply this model to the question of whether spillovers and unobserved spatial dependence in voter turnout matters from an empirical perspective. Formal Bayesian model comparison techniques are employed to compare the normal linear model, the spatially lagged X model (SLX), the spatial Durbin model, and the spatial Durbin error model. The results overwhelmingly support the spatial Durbin error model as the appropriate empirical model.

Estimation of genetic variance for macro- and micro-environmental sensitivity using double hierarchical generalized linear models

Background: Genetic variation for environmental sensitivity indicates that animals are genetically different in their response to environmental factors. Environmental factors are either identifiable (e.g. temperature) and called macro-environmental or unknown and called micro-environmental. The objectives of this study were to develop a statistical method to estimate genetic parameters for macro- and micro-environmental sensitivities simultaneously, to investigate bias and precision of resulting estimates of genetic parameters and to develop and evaluate use of Akaike’s information criterion using h-likelihood to select the best fitting model. Methods: We assumed that genetic variation in macro- and micro-environmental sensitivities is expressed as genetic variance in the slope of a linear reaction norm and environmental variance, respectively. A reaction norm model to estimate genetic variance for macro-environmental sensitivity was combined with a structural model for residual variance to estimate genetic variance for micro-environmental sensitivity using a double hierarchical generalized linear model in ASReml. Akaike’s information criterion was constructed as model selection criterion using approximated h-likelihood. Populations of sires with large half-sib offspring groups were simulated to investigate bias and precision of estimated genetic parameters. Results: Designs with 100 sires, each with at least 100 offspring, are required to have standard deviations of estimated variances lower than 50% of the true value. When the number of offspring increased, standard deviations of estimates across replicates decreased substantially, especially for genetic variances of macro- and micro-environmental sensitivities. Standard deviations of estimated genetic correlations across replicates were quite large (between 0.1 and 0.4), especially when sires had few offspring. Practically, no bias was observed for estimates of any of the parameters. Using Akaike’s information criterion the true genetic model was selected as the best statistical model in at least 90% of 100 replicates when the number of offspring per sire was 100. Application of the model to lactation milk yield in dairy cattle showed that genetic variance for micro- and macro-environmental sensitivities existed. Conclusion: The algorithm and model selection criterion presented here can contribute to better understand genetic control of macro- and micro-environmental sensitivities. Designs or datasets should have at least 100 sires each with 100 offspring.

Rainfall spatial predictions: a two-part model and its assessment

Spatial prediction of hourly rainfall via radar calibration is addressed. The change of support problem (COSP), arising when the spatial supports of different data sources do not coincide, is faced in a non-Gaussian setting; in fact, hourly rainfall in Emilia-Romagna region, in Italy, is characterized by abundance of zero values and right-skeweness of the distribution of positive amounts. Rain gauge direct measurements on sparsely distributed locations and hourly cumulated radar grids are provided by the ARPA-SIMC Emilia-Romagna. We propose a three-stage Bayesian hierarchical model for radar calibration, exploiting rain gauges as reference measure. Rain probability and amounts are modeled via linear relationships with radar in the log scale; spatial correlated Gaussian effects capture the residual information. We employ a probit link for rainfall probability and Gamma distribution for rainfall positive amounts; the two steps are joined via a two-part semicontinuous model. Three model specifications differently addressing COSP are presented; in particular, a stochastic weighting of all radar pixels, driven by a latent Gaussian process defined on the grid, is employed. Estimation is performed via MCMC procedures implemented in C, linked to R software. Communication and evaluation of probabilistic, point and interval predictions is investigated. A non-randomized PIT histogram is proposed for correctly assessing calibration and coverage of two-part semicontinuous models. Predictions obtained with the different model specifications are evaluated via graphical tools (Reliability Plot, Sharpness Histogram, PIT Histogram, Brier Score Plot and Quantile Decomposition Plot), proper scoring rules (Brier Score, Continuous Rank Probability Score) and consistent scoring functions (Root Mean Square Error and Mean Absolute Error addressing the predictive mean and median, respectively). Calibration is reached and the inclusion of neighbouring information slightly improves predictions. All specifications outperform a benchmark model with incorrelated effects, confirming the relevance of spatial correlation for modeling rainfall probability and accumulation.

Modeling multilevel sleep transitional data via Poisson log-linear multilevel models

This paper proposes Poisson log-linear multilevel models to investigate population variability in sleep state transition rates. We specifically propose a Bayesian Poisson regression model that is more flexible, scalable to larger studies, and easily fit than other attempts in the literature. We further use hierarchical random effects to account for pairings of individuals and repeated measures within those individuals, as comparing diseased to non-diseased subjects while minimizing bias is of epidemiologic importance. We estimate essentially non-parametric piecewise constant hazards and smooth them, and allow for time varying covariates and segment of the night comparisons. The Bayesian Poisson regression is justified through a re-derivation of a classical algebraic likelihood equivalence of Poisson regression with a log(time) offset and survival regression assuming piecewise constant hazards. This relationship allows us to synthesize two methods currently used to analyze sleep transition phenomena: stratified multi-state proportional hazards models and log-linear models with GEE for transition counts. An example data set from the Sleep Heart Health Study is analyzed.

A Bayesian approach to estimating the regression coefficients of a multinomial logit model

A Bayesian approach to estimation of the regression coefficients of a multinominal logit model with ordinal scale response categories is presented. A Monte Carlo method is used to construct the posterior distribution of the link function. The link function is treated as an arbitrary scalar function. Then the Gauss-Markov theorem is used to determine a function of the link which produces a random vector of coefficients. The posterior distribution of the random vector of coefficients is used to estimate the regression coefficients. The method described is referred to as a Bayesian generalized least square (BGLS) analysis. Two cases involving multinominal logit models are described. Case I involves a cumulative logit model and Case II involves a proportional-odds model. All inferences about the coefficients for both cases are described in terms of the posterior distribution of the regression coefficients. The results from the BGLS method are compared to maximum likelihood estimates of the regression coefficients. The BGLS method avoids the nonlinear problems encountered when estimating the regression coefficients of a generalized linear model. The method is not complex or computationally intensive. The BGLS method offers several advantages over Bayesian approaches. ^

Designs for generalized linear models with several variables and model uncertainty

Standard factorial designs sometimes may be inadequate for experiments that aim to estimate a generalized linear model, for example, for describing a binary response in terms of several variables. A method is proposed for finding exact designs for such experiments that uses a criterion allowing for uncertainty in the link function, the linear predictor, or the model parameters, together with a design search. Designs are assessed and compared by simulation of the distribution of efficiencies relative to locally optimal designs over a space of possible models. Exact designs are investigated for two applications, and their advantages over factorial and central composite designs are demonstrated.

Sparse hierarchical Bayesian models for detecting relevant antigenic sites in virus evolution

Understanding how virus strains offer protection against closely related emerging strains is vital for creating effective vaccines. For many viruses, including Foot-and-Mouth Disease Virus (FMDV) and the Influenza virus where multiple serotypes often co-circulate, in vitro testing of large numbers of vaccines can be infeasible. Therefore the development of an in silico predictor of cross-protection between strains is important to help optimise vaccine choice. Vaccines will offer cross-protection against closely related strains, but not against those that are antigenically distinct. To be able to predict cross-protection we must understand the antigenic variability within a virus serotype, distinct lineages of a virus, and identify the antigenic residues and evolutionary changes that cause the variability. In this thesis we present a family of sparse hierarchical Bayesian models for detecting relevant antigenic sites in virus evolution (SABRE), as well as an extended version of the method, the extended SABRE (eSABRE) method, which better takes into account the data collection process. The SABRE methods are a family of sparse Bayesian hierarchical models that use spike and slab priors to identify sites in the viral protein which are important for the neutralisation of the virus. In this thesis we demonstrate how the SABRE methods can be used to identify antigenic residues within different serotypes and show how the SABRE method outperforms established methods, mixed-effects models based on forward variable selection or l1 regularisation, on both synthetic and viral datasets. In addition we also test a number of different versions of the SABRE method, compare conjugate and semi-conjugate prior specifications and an alternative to the spike and slab prior; the binary mask model. We also propose novel proposal mechanisms for the Markov chain Monte Carlo (MCMC) simulations, which improve mixing and convergence over that of the established component-wise Gibbs sampler. The SABRE method is then applied to datasets from FMDV and the Influenza virus in order to identify a number of known antigenic residue and to provide hypotheses of other potentially antigenic residues. We also demonstrate how the SABRE methods can be used to create accurate predictions of the important evolutionary changes of the FMDV serotypes. In this thesis we provide an extended version of the SABRE method, the eSABRE method, based on a latent variable model. The eSABRE method takes further into account the structure of the datasets for FMDV and the Influenza virus through the latent variable model and gives an improvement in the modelling of the error. We show how the eSABRE method outperforms the SABRE methods in simulation studies and propose a new information criterion for selecting the random effects factors that should be included in the eSABRE method; block integrated Widely Applicable Information Criterion (biWAIC). We demonstrate how biWAIC performs equally to two other methods for selecting the random effects factors and combine it with the eSABRE method to apply it to two large Influenza datasets. Inference in these large datasets is computationally infeasible with the SABRE methods, but as a result of the improved structure of the likelihood, we are able to show how the eSABRE method offers a computational improvement, leading it to be used on these datasets. The results of the eSABRE method show that we can use the method in a fully automatic manner to identify a large number of antigenic residues on a variety of the antigenic sites of two Influenza serotypes, as well as making predictions of a number of nearby sites that may also be antigenic and are worthy of further experiment investigation.

Bayesian ratemaking procedure of crop insurance contracts with skewed distribution

Over the years, crop insurance programs became the focus of agricultural policy in the USA, Spain, Mexico, and more recently in Brazil. Given the increasing interest in insurance, accurate calculation of the premium rate is of great importance. We address the crop-yield distribution issue and its implications in pricing an insurance contract considering the dynamic structure of the data and incorporating the spatial correlation in the Hierarchical Bayesian framework. Results show that empirical (insurers) rates are higher in low risk areas and lower in high risk areas. Such methodological improvement is primarily important in situations of limited data.

Comparison of different nonlinear functions to describe Nelore cattle growth

This work aims to compare different nonlinear functions for describing the growth curves of Nelore females. The growth curve parameters, their (co) variance components, and environmental and genetic effects were estimated jointly through a Bayesian hierarchical model. In the first stage of the hierarchy, 4 nonlinear functions were compared: Brody, Von Bertalanffy, Gompertz, and logistic. The analyses were carried out using 3 different data sets to check goodness of fit while having animals with few records. Three different assumptions about SD of fitting errors were considered: constancy throughout the trajectory, linear increasing until 3 yr of age and constancy thereafter, and variation following the nonlinear function applied in the first stage of the hierarchy. Comparisons of the overall goodness of fit were based on Akaike information criterion, the Bayesian information criterion, and the deviance information criterion. Goodness of fit at different points of the growth curve was compared applying the Gelfand`s check function. The posterior means of adult BW ranged from 531.78 to 586.89 kg. Greater estimates of adult BW were observed when the fitting error variance was considered constant along the trajectory. The models were not suitable to describe the SD of fitting errors at the beginning of the growth curve. All functions provided less accurate predictions at the beginning of growth, and predictions were more accurate after 48 mo of age. The prediction of adult BW using nonlinear functions can be accurate when growth curve parameters and their (co) variance components are estimated jointly. The hierarchical model used in the present study can be applied to the prediction of mature BW in herds in which a portion of the animals are culled before adult age. Gompertz, Von Bertalanffy, and Brody functions were adequate to establish mean growth patterns and to predict the adult BW of Nelore females. The Brody model was more accurate in predicting the birth weight of these animals and presented the best overall goodness of fit.