Recent developments in statistical methods for detecting genetic loci affecting phenotypic variability

A number of recent works have introduced statistical methods for detecting genetic loci that affect phenotypic variability, which we refer to as variability-controlling quantitative trait loci (vQTL). These are genetic variants whose allelic state predicts how much phenotype values will vary about their expected means. Such loci are of great potential interest in both human and non-human genetic studies, one reason being that a detected vQTL could represent a previously undetected interaction with other genes or environmental factors. The simultaneous publication of these new methods in different journals has in many cases precluded opportunity for comparison. We survey some of these methods, the respective trade-offs they imply, and the connections between them. The methods fall into three main groups: classical non-parametric, fully parametric, and semi-parametric two-stage approximations. Choosing between alternatives involves balancing the need for robustness, flexibility, and speed. For each method, we identify important assumptions and limitations, including those of practical importance, such as their scope for including covariates and random effects. We show in simulations that both parametric methods and their semi-parametric approximations can give elevated false positive rates when they ignore mean-variance relationships intrinsic to the data generation process. We conclude that choice of method depends on the trait distribution, the need to include non-genetic covariates, and the population size and structure, coupled with a critical evaluation of how these fit with the assumptions of the statistical model.

On the statistical estimation of diffusion processes: a survey

Data available on continuos-time diffusions are always sampled discretely in time. In most cases, the likelihood function of the observations is not directly computable. This survey covers a sample of the statistical methods that have been developed to solve this problem. We concentrate on some recent contributions to the literature based on three di§erent approaches to the problem: an improvement of the Euler-Maruyama discretization scheme, the use of Martingale Estimating Functions and the application of Generalized Method of Moments (GMM).

On the statistical estimation of diffusion processes - a partial survey

Data available on continuous-time diffusions are always sampled discretely in time. In most cases, the likelihood function of the observations is not directly computable. This survey covers a sample of the statistical methods that have been developed to solve this problem. We concentrate on some recent contributions to the literature based on three di§erent approaches to the problem: an improvement of the Euler-Maruyama discretization scheme, the employment of Martingale Estimating Functions, and the application of Generalized Method of Moments (GMM).

Robust statistical modeling of portfolios

Atypical points in the data may result in meaningless e±cient frontiers. This follows since portfolios constructed using classical estimates may re°ect neither the usual nor the unusual days patterns. On the other hand, portfolios constructed using robust approaches are able to capture just the dynamics of the usual days, which constitute the majority of the business days. In this paper we propose an statistical model and a robust estimation procedure to obtain an e±cient frontier which would take into account the behavior of both the usual and most of the atypical days. We show, using real data and simulations, that portfolios constructed in this way require less frequent rebalancing, and may yield higher expected returns for any risk level.

Factors affecting the technical efficiency of production of the Brazilian banking system : a comparison of four statistical models in the context of data envelopment analysis

This paper uses an output oriented Data Envelopment Analysis (DEA) measure of technical efficiency to assess the technical efficiencies of the Brazilian banking system. Four approaches to estimation are compared in order to assess the significance of factors affecting inefficiency. These are nonparametric Analysis of Covariance, maximum likelihood using a family of exponential distributions, maximum likelihood using a family of truncated normal distributions, and the normal Tobit model. The sole focus of the paper is on a combined measure of output and the data analyzed refers to the year 2001. The factors of interest in the analysis and likely to affect efficiency are bank nature (multiple and commercial), bank type (credit, business, bursary and retail), bank size (large, medium, small and micro), bank control (private and public), bank origin (domestic and foreign), and non-performing loans. The latter is a measure of bank risk. All quantitative variables, including non-performing loans, are measured on a per employee basis. The best fits to the data are provided by the exponential family and the nonparametric Analysis of Covariance. The significance of a factor however varies according to the model fit although it can be said that there is some agreements between the best models. A highly significant association in all models fitted is observed only for nonperforming loans. The nonparametric Analysis of Covariance is more consistent with the inefficiency median responses observed for the qualitative factors. The findings of the analysis reinforce the significant association of the level of bank inefficiency, measured by DEA residuals, with the risk of bank failure.

Statistical modelling of extreme rainfall in Madeira Island

Extreme rainfall events have triggered a significant number of flash floods in Madeira Island along its past and recent history. Madeira is a volcanic island where the spatial rainfall distribution is strongly affected by its rugged topography. In this thesis, annual maximum of daily rainfall data from 25 rain gauge stations located in Madeira Island were modelled by the generalised extreme value distribution. Also, the hypothesis of a Gumbel distribution was tested by two methods and the existence of a linear trend in both distributions parameters was analysed. Estimates for the 50– and 100–year return levels were also obtained. Still in an univariate context, the assumption that a distribution function belongs to the domain of attraction of an extreme value distribution for monthly maximum rainfall data was tested for the rainy season. The available data was then analysed in order to find the most suitable domain of attraction for the sampled distribution. In a different approach, a search for thresholds was also performed for daily rainfall values through a graphical analysis. In a multivariate context, a study was made on the dependence between extreme rainfall values from the considered stations based on Kendall’s τ measure. This study suggests the influence of factors such as altitude, slope orientation, distance between stations and their proximity of the sea on the spatial distribution of extreme rainfall. Groups of three pairwise associated stations were also obtained and an adjustment was made to a family of extreme value copulas involving the Marshall–Olkin family, whose parameters can be written as a function of Kendall’s τ association measures of the obtained pairs.

Predição da maturação puberal de indivíduos do sexo masculino a partir de variáveis antropométricas

The methods of analysis of the selection system sports talent sometimes do not consider the biological age of the athletes, since that the assessment of maturational moment have several limitations The aim of this work is to develop a predictive equation of pubertal assessment in male subjects, based on anthropometric measurements. We evaluated 206 young boys, aged between eight and 18 years, and studing in public and private schools in Natal, Brazil. The sample selection was done randomly, being used the anthropometric measurements and pubertal maturation evaluation according to the Tanner stages. Statistical analysis followed the presentation of central tendency measures and their derivatives. The inferential analysis was performed according to the ANOVA test, multivariate discriminant analysis and weighted Kappa. The advancement of pubertal stages was accompanied by significant changes in anthropometric variables, demonstrating the relationship presented in both. For this purpose, discriminant analysis selected eight variables with the highest prediction of pubertal maturation, and created an equation with a significance level of 75%. and concordance level of 0.840, considered as excellent. This shows that the prediction of pubertal maturation from anthropometric variables presented as a valid method, being used as a practical tool in sports talents selection

A comparison of statistical methods for genomic selection in a mice population

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Economic-statistical design of the (X)over-bar chart used to control a wandering process mean using genetic algorithm

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Study of charge transport in blends of natural rubber and poly(o-methoxyaniline) based on a resistor network statistical model

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Anatomic study of the mandibular foramen, lingula and antilingula in dry mandibles, and its statistical relationship between the true lingula and the antilingula

The authors verified the anatomical location of the mandibular foramen, lingula and antilingula in dry mandibles, aiming to obtain information that could be used when performing mandibular osteotomies. Forty-four mandibles (88 sides) were evaluated. The distances were measured using a sliding calliper, with the mandibles fixed in a reproducible position. Results showed that the mandibular foramen is on average 5.82 mm below the lingula. Regarding the statistical comparison between the mandibular foramen entrance and the anti lingula position, there is no correlation between the position of those two structures in the studied sample. The mandibular foramen is slightly posterior in relation to the centre of the ramus. The lingula is an important anatomic landmark for ramus surgery, and for determining the distance to the mandibular foramen entrance. The use of the antilingula as a landmark for the position of the vertical ramus osteotomy is not recommended.

Statistical methods for assessing agreement between double readings of clinical measurements

Statistical analysis of data is crucial in cephalometric investigations. There are certainly excellent examples of good statistical practice in the field, but some articles published worldwide have carried out inappropriate analyses. Objective: The purpose of this study was to show that when the double records of each patient are traced on the same occasion, a control chart for differences between readings needs to be drawn, and limits of agreement and coefficients of repeatability must be calculated. Material and methods: Data from a well-known paper in Orthodontics were used for showing common statistical practices in cephalometric investigations and for proposing a new technique of analysis. Results: A scatter plot of the two radiograph readings and the two model readings with the respective regression lines are shown. Also, a control chart for the mean of the differences between radiograph readings was obtained and a coefficient of repeatability was calculated. Conclusions: A standard error assuming that mean differences are zero, which is referred to in Orthodontics and Facial Orthopedics as the Dahlberg error, can be calculated only for estimating precision if accuracy is already proven. When double readings are collected, limits of agreement and coefficients of repeatability must be calculated. A graph with differences of readings should be presented and outliers discussed.

Prevalence of metabolic syndrome in elderly Japanese-Brazilians

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)