Statistical hypothesis testing and common misinterpretations: should we abandon p-value in forensic science applications?

Many people regard the concept of hypothesis testing as fundamental to inferential statistics. Various schools of thought, in particular frequentist and Bayesian, have promoted radically different solutions for taking a decision about the plausibility of competing hypotheses. Comprehensive philosophical comparisons about their advantages and drawbacks are widely available and continue to span over large debates in the literature. More recently, controversial discussion was initiated by an editorial decision of a scientific journal [1] to refuse any paper submitted for publication containing null hypothesis testing procedures. Since the large majority of papers published in forensic journals propose the evaluation of statistical evidence based on the so called p-values, it is of interest to expose the discussion of this journal's decision within the forensic science community. This paper aims to provide forensic science researchers with a primer on the main concepts and their implications for making informed methodological choices.

Worldwide trends in diabetes since 1980: a pooled analysis of 751 population-based studies with 4.4 million participants.

One of the global targets for non-communicable diseases is to halt, by 2025, the rise in the age-standardised adult prevalence of diabetes at its 2010 levels. We aimed to estimate worldwide trends in diabetes, how likely it is for countries to achieve the global target, and how changes in prevalence, together with population growth and ageing, are affecting the number of adults with diabetes. We pooled data from population-based studies that had collected data on diabetes through measurement of its biomarkers. We used a Bayesian hierarchical model to estimate trends in diabetes prevalence-defined as fasting plasma glucose of 7.0 mmol/L or higher, or history of diagnosis with diabetes, or use of insulin or oral hypoglycaemic drugs-in 200 countries and territories in 21 regions, by sex and from 1980 to 2014. We also calculated the posterior probability of meeting the global diabetes target if post-2000 trends continue. We used data from 751 studies including 4,372,000 adults from 146 of the 200 countries we make estimates for. Global age-standardised diabetes prevalence increased from 4.3% (95% credible interval 2.4-7.0) in 1980 to 9.0% (7.2-11.1) in 2014 in men, and from 5.0% (2.9-7.9) to 7.9% (6.4-9.7) in women. The number of adults with diabetes in the world increased from 108 million in 1980 to 422 million in 2014 (28.5% due to the rise in prevalence, 39.7% due to population growth and ageing, and 31.8% due to interaction of these two factors). Age-standardised adult diabetes prevalence in 2014 was lowest in northwestern Europe, and highest in Polynesia and Micronesia, at nearly 25%, followed by Melanesia and the Middle East and north Africa. Between 1980 and 2014 there was little change in age-standardised diabetes prevalence in adult women in continental western Europe, although crude prevalence rose because of ageing of the population. By contrast, age-standardised adult prevalence rose by 15 percentage points in men and women in Polynesia and Micronesia. In 2014, American Samoa had the highest national prevalence of diabetes (>30% in both sexes), with age-standardised adult prevalence also higher than 25% in some other islands in Polynesia and Micronesia. If post-2000 trends continue, the probability of meeting the global target of halting the rise in the prevalence of diabetes by 2025 at the 2010 level worldwide is lower than 1% for men and is 1% for women. Only nine countries for men and 29 countries for women, mostly in western Europe, have a 50% or higher probability of meeting the global target. Since 1980, age-standardised diabetes prevalence in adults has increased, or at best remained unchanged, in every country. Together with population growth and ageing, this rise has led to a near quadrupling of the number of adults with diabetes worldwide. The burden of diabetes, both in terms of prevalence and number of adults affected, has increased faster in low-income and middle-income countries than in high-income countries. Wellcome Trust.

Development of techniques for testing the effect of the E1 region on adenovirus integration /

Adenoviral vectors are currently the most widely used gene therapeutic vectors, but their inability to integrate into host chromosomal DNA shortened their transgene expression and limited their use in clinical trials. In this project, we initially planned to develop a technique to test the effect of the early region 1 (E1) on adenovirus integration by comparing the integration efficiencies between an E1-deleted adenoviral vector (SubE1) and an Elcontaining vector (SubE3). However, we did not harvest any SubE3 virus, even if we repeated the transfection and successfully rescued the SubE1 virus (2/4 transfections generated viruses) and positive control virus (6/6). The failure of rescuing SubE3 could be caused by the instability of the genomic plasmid pFG173, as it had frequent intemal deletions when we were purifying It. Therefore, we developed techniques to test the effect of E1 on homologous recombination (HR) since literature suggested that adenovirus integration is initiated by HR. We attempted to silence the E1 in 293 cells by transfecting E1A/B-specific small interfering RNA (siRNA). However, no silenced phenotype was observed, even if we varied the concentrations of E1A/B siRNA (from 30 nM to 270 nM) and checked the silencing effects at different time points (48, 72, 96 h). One possible explanation would be that the E1A/B siRNA sequences are not potent enough to Induce the silenced phenotype. For evaluating HR efficiencies, an HR assay system based on bacterial transfonmatJon was designed. We constmcted two plasmids ( designated as pUC19-dl1 and pUC19-dl2) containing different defective lacZa cassettes (forming white colonies after transformation) that can generate a functional lacZa cassette (forming blue colonies) through HR after transfecting into 293 cells. The HR efficiencies would be expressed as the percentages of the blue colonies among all the colonies. Unfortunately, after transfonnation of plasmid isolated from 293 cells, no colony was found, even at a transformation efficiency of 1.8x10^ colonies/pg pUC19, suggesting the sensitivity of this system was low. To enhance the sensitivity, PCR was used. We designed a set of primers that can only amplify the recombinant plasmid fomied through HR. Therefore, the HR efficiencies among different treatments can be evaluated by the amplification results, and this system could be used to test the effect of E1 region on adenovirus integration. In addition, to our knowledge there was no previous studies using PCR/ Realtime PCR to evaluate HR efficiency, so this system also provides a PCR-based method to carry out the HR assays.

Attachment and alcohol : testing a motivational model of problem drinking /

The purpose of this study was to replicate and extend a motivational model of problem drinking (Cooper, Frone, Russel, & Mudar, 1995; Read, Wood, Kahler, Maddock & Tibor, 2003), testing the notion that attachment is a common antecedent for both the affective and social paths to problem drinking. The model was tested with data from three samples, first-year university students (N=679), students about to graduate from university (N=206), and first-time clients at an addiction treatment facility (N=21 1). Participants completed a battery of questionnaires assessing alcohol use, alcohol-related consequences, drinking motives, peer models of alcohol use, positive and negative affect, attachment anxiety and attachment avoidance. Results underscored the importance of the affective path to problem drinking, while putting the social path to problem drinking into question. While drinking to cope was most prominent among the clinical sample, coping motives served as a risk factor for problem drinking for both individuals identified as problem drinkers and university students. Moreover, drinking for enhancement purposes appeared to be the strongest overall predictor of alcohol use. Results of the present study also supported the notion that attachment anxiety and avoidance are antecedents for the affective path to problem drinking, such that those with higher levels of attachment anxiety and avoidance were more vulnerable to experiencing adverse consequences related to their drinking, explained in terms of diminished affect regulation. Evidence that nonsecure attachment is a potent predictor of problem drinking was also demonstrated by the finding that attachment anxiety was directly related to alcohol-related consequences over and above its indirect relationship through affect regulation. However, results failed to show that attachment anxiety or attachment avoidance increased the risk of problem drinking via social influence.

An exploratory study for the discovery of non-invasive hepatocellular carcinoma biomarkers among high-risk hepatitis C virus infected patients

Hepatocellular Carcinoma (HCC) is a major healthcare problem, representing the third most common cause of cancer-related mortality worldwide. Chronic infections with Hepatitis B virus (HBV) and/or Hepatitis C virus (HCV) are the major risk factors for the development of HCC. The incidence of HBV -associated HCC is in decline as a result of an effective HBV vaccine; however, since an equally effective HCV vaccine has not yet been developed, there are 130 million HCV infected patients worldwide who are at a high-risk for developing HCC. Because reliable parameters and/or tools for the early detection of HCC among high-risk individuals are severely lacking, HCC patients are always diagnosed at a late stage where surgical solutions or effective treatment are not possible. Using urine as a non-invasive sample source, two different approaches (proteomic-based and genomic-based approaches) were pursued with the common goal of discovering potential biomarker candidates for the early detection of HCC among high-risk chronic HCV infected patients. Urine was collected from 106 HCV infected Egyptian patients, 32 of whom had already developed HCC and 74 patients who were diagnosed as HCC-free at the time of initial sample collection. In addition to these patients, urine samples were also collected from 12 healthy control individuals. Total urinary proteins, Trans-renal nucleic acid (Tr-NA) and microRNA (miRNA) were isolated from urine using novel methodologies and silicon carbide-loaded spin columns. In the first, "proteomic-based", approach, liquid chromatography coupled with tandem mass spectrometry (LC-MS/MS) was used to identify potential candidates from pooled urine samples. This was followed by validating relative expression levels of proteins present in urine among all the patients using quantitative real time-PCR (qRT-PCR). This approach revealed that significant over-expression of three proteins: DJ-1, Chromatin Assembly Factor-1 (CAF-1) and 11 Moemen Abdalla HCC Biomarkers Heat Shock Protein 60 (HSP60), were characteristic events among HCC-post HCV infected patients. As a single-based HCC biomarker, CAF-1 over-expression identified HCC among HCV infected patients with a specificity of 90%, sensitivity of 66% and with an overall diagnostic accuracy of 78%. Moreover, the CAF-lIHSP60 tandem identified HCC among HCV infected patients with a specificity of 92%, sensitivity of 61 % and with an overall diagnostic accuracy of 77%. In the second genomic-based approach, two different approaches were processed. The first approach was the miRNA-based approach. The expression levels of miRNAs isolated from urine were studied using the Illumina MicroRNA Expression Profiling Assay. This was followed by qRT-PCR-based validation of deregulated expression of identified miRNA candidates among all the patients. This approach shed the light on the deregulated expression of a number of miRNAs, which may have a role in either the development of HCC among HCV infected patients (i.e. miR-640, miR-765, miR-200a, miR-521 and miR-520) or may allow for a better understanding of the viral-host interaction (miR-152, miR-486, miR-219, miR452, miR-425, miR-154 and miR-31). Moreover, the deregulated expression of both miR-618 and miR-650 appeared to be a common event among HCC-post HCV infected patients. The results of the search for putative targets of these two miRNA suggested that miR-618 may be a potent oncogene, as it targets the tumor-suppressor gene Low density lipoprotein-related protein 12 (LPR12), while miR-650 may be a potent tumor-suppressor gene, as it is supposed to downregulate the TNF receptor-associated factor-4 (TRAF4) oncogene. The specificity of miR-618 and miR-650 deregulated expression patterns for the early detection of HCC among HCV infected patients was 68% and 58%, respectively, whereas the sensitivity was 64% and 72%, respectively. When the deregulated expression of both miRNAs was combined as a tandem biomarker, the specificity and the sensitivity were 75% and 58% respectively. 111 Moemen Abdalla HCC Biomarkers In the second, "Trans-renal nucleic acid-based", approach, the urinary apoptotic nucleic acid (uaNA) levels of 70ng/mL or more were found to be a good predictor of HCC among chronic HCV infected patients. The specificity and the sensitivity of this diagnostic approach were 76% and 86%, respectively, with an overall diagnostic value of 81 %. The uaNA levels positively correlated to HCC disease progression as monitored by epigenetic changes of a panel of eight tumor-suppressor genes (TSGs) using methylation-sensitive PCR. Moreover, the pairing of high uaNA levels (:::: 70 ng/mL) and CAF-1 over-expreSSIOn produced a highly specific (l 00%) multiple-based HCC biomarker with an acceptable sensitivity of 64%, and with a diagnostic accuracy of 82%. In comparison to the previous pairing, the uaNA levels (:::: 70 ng/mL) in tandem with HSP60 over-expression was less specific (89%) but highly sensitive (72%), resulting in a diagnostic accuracy of 64%. The specificities of miR-650 deregulated expression in combination with either high uaNA content or HSP 60 over-expression were 82% and 79%, respectively, whereas, the sensitivities of these combinations were 64% and 58%, respectively. The potential biomarkers identified in this study compare favorably with the diagnostic accuracy of the a-fetoprotein levels test, which has a specificity of 75%, sensitivity of 68% and an overall diagnostic accuracy of 70%. Here we present an intriguing study which shows the significance of using urine as a noninvasive sample source for the identification of promising HCC biomarkers. We have also introduced new techniques for the isolation of different urinary macromolecules, especially miRNA, from urine. Furthermore, we strongly recommend the potential biomarkers indentified in this study as focal points of any future research on HCC diagnosis. A larger testing pool will determine if their use is practical for mass population screening. This explorative study identified potential targets that merit further investigation for the development of diagnostically accurate biomarkers isolated from 1-2 mL urine samples that were acquired in a non-invasive manner.

The Effect of Trainer Muscularity and Expertise on Self-Presentational Concerns, Body Image, and Performance in College Men during One-Repetition Maximum Testing

This study attempted to manipulate self-presentational efficacy to examine the effect on social anxiety, social physique anxiety, drive for muscularity, and maximal strength performance during a one-repetition maximum (1-RM) chest press and leg press test. Ninety-nine college men with a minimum of six months of previous weight training experience were randomly assigned to complete a 1-RM protocol with either a muscular male trainer described as an expert or a lean male trainer described as a novice. Participants completed measures of self-presentation and body image prior to meeting their respective trainer, and following the completion of the 1-RM tests. Although the self-presentational efficacy manipulation was not successful, the trainers were perceived significantly differently on musculature and expertise. The group with the muscular, expert trainer reported higher social anxiety and attained higher 1-RM scores for the chest and leg press. Thus, trainer characteristics can affect strength performance and self-presentational concerns in this population.

Optimal and Robust Designs of Step-stress Accelerated Life Testing Experiments for Proportional Hazards Models

Accelerated life testing (ALT) is widely used to obtain reliability information about a product within a limited time frame. The Cox s proportional hazards (PH) model is often utilized for reliability prediction. My master thesis research focuses on designing accelerated life testing experiments for reliability estimation. We consider multiple step-stress ALT plans with censoring. The optimal stress levels and times of changing the stress levels are investigated. We discuss the optimal designs under three optimality criteria. They are D-, A- and Q-optimal designs. We note that the classical designs are optimal only if the model assumed is correct. Due to the nature of prediction made from ALT experimental data, attained under the stress levels higher than the normal condition, extrapolation is encountered. In such case, the assumed model cannot be tested. Therefore, for possible imprecision in the assumed PH model, the method of construction for robust designs is also explored.

Stress testing a complement of value-a-risk.

Rapport de stage (maîtrise en finance mathématique et computationnelle)

The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity.

This paper studies seemingly unrelated linear models with integrated regressors and stationary errors. By adding leads and lags of the first differences of the regressors and estimating this augmented dynamic regression model by feasible generalized least squares using the long-run covariance matrix, we obtain an efficient estimator of the cointegrating vector that has a limiting mixed normal distribution. Simulation results suggest that this new estimator compares favorably with others already proposed in the literature. We apply these new estimators to the testing of purchasing power parity (PPP) among the G-7 countries. The test based on the efficient estimates rejects the PPP hypothesis for most countries.

Testing Normality : A GMM Approach

In this paper, we consider testing marginal normal distributional assumptions. More precisely, we propose tests based on moment conditions implied by normality. These moment conditions are known as the Stein (1972) equations. They coincide with the first class of moment conditions derived by Hansen and Scheinkman (1995) when the random variable of interest is a scalar diffusion. Among other examples, Stein equation implies that the mean of Hermite polynomials is zero. The GMM approach we adopted is well suited for two reasons. It allows us to study in detail the parameter uncertainty problem, i.e., when the tests depend on unknown parameters that have to be estimated. In particular, we characterize the moment conditions that are robust against parameter uncertainty and show that Hermite polynomials are special examples. This is the main contribution of the paper. The second reason for using GMM is that our tests are also valid for time series. In this case, we adopt a Heteroskedastic-Autocorrelation-Consistent approach to estimate the weighting matrix when the dependence of the data is unspecified. We also make a theoretical comparison of our tests with Jarque and Bera (1980) and OPG regression tests of Davidson and MacKinnon (1993). Finite sample properties of our tests are derived through a comprehensive Monte Carlo study. Finally, three applications to GARCH and realized volatility models are presented.

Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach

In this paper we propose exact likelihood-based mean-variance efficiency tests of the market portfolio in the context of Capital Asset Pricing Model (CAPM), allowing for a wide class of error distributions which include normality as a special case. These tests are developed in the frame-work of multivariate linear regressions (MLR). It is well known however that despite their simple statistical structure, standard asymptotically justified MLR-based tests are unreliable. In financial econometrics, exact tests have been proposed for a few specific hypotheses [Jobson and Korkie (Journal of Financial Economics, 1982), MacKinlay (Journal of Financial Economics, 1987), Gib-bons, Ross and Shanken (Econometrica, 1989), Zhou (Journal of Finance 1993)], most of which depend on normality. For the gaussian model, our tests correspond to Gibbons, Ross and Shanken’s mean-variance efficiency tests. In non-gaussian contexts, we reconsider mean-variance efficiency tests allowing for multivariate Student-t and gaussian mixture errors. Our framework allows to cast more evidence on whether the normality assumption is too restrictive when testing the CAPM. We also propose exact multivariate diagnostic checks (including tests for multivariate GARCH and mul-tivariate generalization of the well known variance ratio tests) and goodness of fit tests as well as a set estimate for the intervening nuisance parameters. Our results [over five-year subperiods] show the following: (i) multivariate normality is rejected in most subperiods, (ii) residual checks reveal no significant departures from the multivariate i.i.d. assumption, and (iii) mean-variance efficiency tests of the market portfolio is not rejected as frequently once it is allowed for the possibility of non-normal errors.

Testing for a Unit Root in Panels with Dynamic Factors

This paper studies testing for a unit root for large n and T panels in which the cross-sectional units are correlated. To model this cross-sectional correlation, we assume that the data is generated by an unknown number of unobservable common factors. We propose unit root tests in this environment and derive their (Gaussian) asymptotic distribution under the null hypothesis of a unit root and local alternatives. We show that these tests have significant asymptotic power when the model has no incidental trends. However, when there are incidental trends in the model and it is necessary to remove heterogeneous deterministic components, we show that these tests have no power against the same local alternatives. Through Monte Carlo simulations, we provide evidence on the finite sample properties of these new tests.

Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing

Statistical tests in vector autoregressive (VAR) models are typically based on large-sample approximations, involving the use of asymptotic distributions or bootstrap techniques. After documenting that such methods can be very misleading even with fairly large samples, especially when the number of lags or the number of equations is not small, we propose a general simulation-based technique that allows one to control completely the level of tests in parametric VAR models. In particular, we show that maximized Monte Carlo tests [Dufour (2002)] can provide provably exact tests for such models, whether they are stationary or integrated. Applications to order selection and causality testing are considered as special cases. The technique developed is applied to quarterly and monthly VAR models of the U.S. economy, comprising income, money, interest rates and prices, over the period 1965-1996.