Associations between mood, anxiety or substance use disorders and inflammatory markers after adjustment for multiple covariates in a population-based study.

Inflammation is one possible mechanism underlying the associations between mental disorders and cardiovascular diseases (CVD). However, studies on mental disorders and inflammation have yielded inconsistent results and the majority did not adjust for potential confounding factors. We examined the associations of several pro-inflammatory cytokines (IL-1β, IL-6 and TNF-α) and high sensitive C-reactive protein (hsCRP) with lifetime and current mood, anxiety and substance use disorders (SUD), while adjusting for multiple covariates. The sample included 3719 subjects, randomly selected from the general population, who underwent thorough somatic and psychiatric evaluations. Psychiatric diagnoses were made with a semi-structured interview. Major depressive disorder was subtyped into "atypical", "melancholic", "combined atypical-melancholic" and "unspecified". Associations between inflammatory markers and psychiatric diagnoses were assessed using multiple linear and logistic regression models. Lifetime bipolar disorders and atypical depression were associated with increased levels of hsCRP, but not after multivariate adjustment. After multivariate adjustment, SUD remained associated with increased hsCRP levels in men (β = 0.13 (95% CI: 0.03,0.23)) but not in women. After multivariate adjustment, lifetime combined and unspecified depression were associated with decreased levels of IL-6 (β = -0.27 (-0.51,-0.02); β = -0.19 (-0.34,-0.05), respectively) and TNF-α (β = -0.16 (-0.30,-0.01); β = -0.10 (-0.19,-0.02), respectively), whereas current combined and unspecified depression were associated with decreased levels of hsCRP (β = -0.20 (-0.39,-0.02); β = -0.12 (-0.24,-0.01), respectively). Our data suggest that the significant associations between increased hsCRP levels and mood disorders are mainly attributable to the effects of comorbid disorders, medication as well as behavioral and physical CVRFs.

Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models

We study the problem of testing the error distribution in a multivariate linear regression (MLR) model. The tests are functions of appropriately standardized multivariate least squares residuals whose distribution is invariant to the unknown cross-equation error covariance matrix. Empirical multivariate skewness and kurtosis criteria are then compared to simulation-based estimate of their expected value under the hypothesized distribution. Special cases considered include testing multivariate normal, Student t; normal mixtures and stable error models. In the Gaussian case, finite-sample versions of the standard multivariate skewness and kurtosis tests are derived. To do this, we exploit simple, double and multi-stage Monte Carlo test methods. For non-Gaussian distribution families involving nuisance parameters, confidence sets are derived for the the nuisance parameters and the error distribution. The procedures considered are evaluated in a small simulation experi-ment. Finally, the tests are applied to an asset pricing model with observable risk-free rates, using monthly returns on New York Stock Exchange (NYSE) portfolios over five-year subperiods from 1926-1995.

Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions

In this paper, we propose exact inference procedures for asset pricing models that can be formulated in the framework of a multivariate linear regression (CAPM), allowing for stable error distributions. The normality assumption on the distribution of stock returns is usually rejected in empirical studies, due to excess kurtosis and asymmetry. To model such data, we propose a comprehensive statistical approach which allows for alternative - possibly asymmetric - heavy tailed distributions without the use of large-sample approximations. The methods suggested are based on Monte Carlo test techniques. Goodness-of-fit tests are formally incorporated to ensure that the error distributions considered are empirically sustainable, from which exact confidence sets for the unknown tail area and asymmetry parameters of the stable error distribution are derived. Tests for the efficiency of the market portfolio (zero intercepts) which explicitly allow for the presence of (unknown) nuisance parameter in the stable error distribution are derived. The methods proposed are applied to monthly returns on 12 portfolios of the New York Stock Exchange over the period 1926-1995 (5 year subperiods). We find that stable possibly skewed distributions provide statistically significant improvement in goodness-of-fit and lead to fewer rejections of the efficiency hypothesis.

Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form

In this paper, we study the asymptotic distribution of a simple two-stage (Hannan-Rissanen-type) linear estimator for stationary invertible vector autoregressive moving average (VARMA) models in the echelon form representation. General conditions for consistency and asymptotic normality are given. A consistent estimator of the asymptotic covariance matrix of the estimator is also provided, so that tests and confidence intervals can easily be constructed.

Local influence for Student-t partially linear models

In this paper we extend partial linear models with normal errors to Student-t errors Penalized likelihood equations are applied to derive the maximum likelihood estimates which appear to be robust against outlying observations in the sense of the Mahalanobis distance In order to study the sensitivity of the penalized estimates under some usual perturbation schemes in the model or data the local influence curvatures are derived and some diagnostic graphics are proposed A motivating example preliminary analyzed under normal errors is reanalyzed under Student-t errors The local influence approach is used to compare the sensitivity of the model estimates (C) 2010 Elsevier B V All rights reserved

Influence diagnostics for linear models with first-order autoregressive elliptical errors

We introduce in this paper the class of linear models with first-order autoregressive elliptical errors. The score functions and the Fisher information matrices are derived for the parameters of interest and an iterative process is proposed for the parameter estimation. Some robustness aspects of the maximum likelihood estimates are discussed. The normal curvatures of local influence are also derived for some usual perturbation schemes whereas diagnostic graphics to assess the sensitivity of the maximum likelihood estimates are proposed. The methodology is applied to analyse the daily log excess return on the Microsoft whose empirical distributions appear to have AR(1) and heavy-tailed errors. (C) 2008 Elsevier B.V. All rights reserved.

Breeding value accuracy estimates for growth traits using random regression and multi-trait models in Nelore cattle

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

Response plateau models fitting via isotonic regression

Within the nutritional context, the supplementation of microminerals in bird food is often made in quantities exceeding those required in the attempt to ensure the proper performance of the animals. The experiments of type dosage x response are very common in the determination of levels of nutrients in optimal food balance and include the use of regression models to achieve this objective. Nevertheless, the regression analysis routine, generally, uses a priori information about a possible relationship between the response variable. The isotonic regression is a method of estimation by least squares that generates estimates which preserves data ordering. In the theory of isotonic regression this information is essential and it is expected to increase fitting efficiency. The objective of this work was to use an isotonic regression methodology, as an alternative way of analyzing data of Zn deposition in tibia of male birds of Hubbard lineage. We considered the models of plateau response of polynomial quadratic and linear exponential forms. In addition to these models, we also proposed the fitting of a logarithmic model to the data and the efficiency of the methodology was evaluated by Monte Carlo simulations, considering different scenarios for the parametric values. The isotonization of the data yielded an improvement in all the fitting quality parameters evaluated. Among the models used, the logarithmic presented estimates of the parameters more consistent with the values reported in literature.

On Wald Residuals in Generalized Linear Models

A rigorous asymptotic theory for Wald residuals in generalized linear models is not yet available. The authors provide matrix formulae of order O(n(-1)), where n is the sample size, for the first two moments of these residuals. The formulae can be applied to many regression models widely used in practice. The authors suggest adjusted Wald residuals to these models with approximately zero mean and unit variance. The expressions were used to analyze a real dataset. Some simulation results indicate that the adjusted Wald residuals are better approximated by the standard normal distribution than the Wald residuals.

Influence diagnostics in Gaussian spatial linear models

Spatial linear models have been applied in numerous fields such as agriculture, geoscience and environmental sciences, among many others. Spatial dependence structure modelling, using a geostatistical approach, is an indispensable tool to estimate the parameters that define this structure. However, this estimation may be greatly affected by the presence of atypical observations in the sampled data. The purpose of this paper is to use diagnostic techniques to assess the sensitivity of the maximum-likelihood estimators, covariance functions and linear predictor to small perturbations in the data and/or the spatial linear model assumptions. The methodology is illustrated with two real data sets. The results allowed us to conclude that the presence of atypical values in the sample data have a strong influence on thematic maps, changing the spatial dependence structure.

Associations between mood, anxiety or substance use disorders and inflammatory markers after adjustment for multiple covariates in a population-based study.

Inflammation is one possible mechanism underlying the associations between mental disorders and cardiovascular diseases (CVD). However, studies on mental disorders and inflammation have yielded inconsistent results and the majority did not adjust for potential confounding factors. We examined the associations of several pro-inflammatory cytokines (IL-1β, IL-6 and TNF-α) and high sensitive C-reactive protein (hsCRP) with lifetime and current mood, anxiety and substance use disorders (SUD), while adjusting for multiple covariates. The sample included 3719 subjects, randomly selected from the general population, who underwent thorough somatic and psychiatric evaluations. Psychiatric diagnoses were made with a semi-structured interview. Major depressive disorder was subtyped into "atypical", "melancholic", "combined atypical-melancholic" and "unspecified". Associations between inflammatory markers and psychiatric diagnoses were assessed using multiple linear and logistic regression models. Lifetime bipolar disorders and atypical depression were associated with increased levels of hsCRP, but not after multivariate adjustment. After multivariate adjustment, SUD remained associated with increased hsCRP levels in men (β = 0.13 (95% CI: 0.03,0.23)) but not in women. After multivariate adjustment, lifetime combined and unspecified depression were associated with decreased levels of IL-6 (β = -0.27 (-0.51,-0.02); β = -0.19 (-0.34,-0.05), respectively) and TNF-α (β = -0.16 (-0.30,-0.01); β = -0.10 (-0.19,-0.02), respectively), whereas current combined and unspecified depression were associated with decreased levels of hsCRP (β = -0.20 (-0.39,-0.02); β = -0.12 (-0.24,-0.01), respectively). Our data suggest that the significant associations between increased hsCRP levels and mood disorders are mainly attributable to the effects of comorbid disorders, medication as well as behavioral and physical CVRFs.

Models for Internal Quality Fruit Sorting, Based on Time- Domain Laser Reflectance Spectroscopy (TDRS)

Time domain laser reflectance spectroscopy (TDRS) was applied for the first time to evaluate internal fruit quality. This technique, known in medicine-related knowledge areas, has not been used before in agricultural or food research. It allows the simultaneous non-destructive measuring of two optical characteristics of the tissues: light scattering and absorption. Models to measure firmness, sugar & acid contents in kiwifruit, tomato, apple, peach, nectarine and other fruits were built using sequential statistical techniques: principal component analysis, multiple stepwise linear regression, clustering and discriminant analysis. Consistent correlations were established between the two parameters measured with TDRS, i.e. absorption & transport scattering coefficients, with chemical constituents (sugars and acids) and firmness, respectively. Classification models were built to sort fruits into three quality grades, according to their firmness, soluble solids and acidity.

Allometric models for estimating the phytomass of a secondary Atlantic Forest area of southeastern Brazil

The purpose of this study was to develop and validate equations to estimate the aboveground phytomass of a 30 years old plot of Atlantic Forest. In two plots of 100 m², a total of 82 trees were cut down at ground level. For each tree, height and diameter were measured. Leaves and woody material were separated in order to determine their fresh weights in field conditions. Samples of each fraction were oven dried at 80 °C to constant weight to determine their dry weight. Tree data were divided into two random samples. One sample was used for the development of the regression equations, and the other for validation. The models were developed using single linear regression analysis, where the dependent variable was the dry mass, and the independent variables were height (h), diameter (d) and d²h. The validation was carried out using Pearson correlation coefficient, paired t-Student test and standard error of estimation. The best equations to estimate aboveground phytomass were: lnDW = -3.068+2.522lnd (r² = 0.91; s y/x = 0.67) and lnDW = -3.676+0.951ln d²h (r² = 0.94; s y/x = 0.56).

Trends in dermatomyositis- and polymyositis-related mortality in the state of Sao Paulo, Brazil, 1985-2007: multiple cause-of-death analysis

Background: Dermatomyositis (DM) and polymyositis (PM) are rare systemic autoimmune rheumatic diseases with high fatality rates. There have been few population-based mortality studies of dermatomyositis and polymyositis in the world, and none have been conducted in Brazil. The objective of the present study was to employ multiple-cause of-death methodology in the analysis of trends in mortality related to dermatomyositis and polymyositis in the state of Sao Paulo, Brazil, between 1985 and 2007. Methods: We analyzed mortality data from the Sao Paulo State Data Analysis System, selecting all death certificates on which DM or PM was listed as a cause of death. The variables sex, age and underlying, associated or total mentions of causes of death were studied using mortality rates, proportions and historical trends. Statistical analysis were performed by chi-square and H Kruskal-Wallis tests, variance analysis and linear regression. A p value less than 0.05 was regarded as significant. Results: Over a 23-year period, there were 318 DM-related deaths and 316 PM-related deaths. Overall, DM/PM was designated as an underlying cause in 55.2% and as an associated cause in 44.8%; among 634 total deaths females accounted for 71.5%. During the study period, age-and gender-adjusted DM mortality rates did not change significantly, although PM as an underlying cause and total mentions of PM trended lower (p < 0.05). The mean ages at death were 47.76 +/- 20.81 years for DM and 54.24 +/- 17.94 years for PM (p = 0.0003). For DM/PM, respectively, as underlying causes, the principal associated causes of death were as follows: pneumonia (in 43.8%/33.5%); respiratory failure (in 34.4%/32.3%); interstitial pulmonary diseases and other pulmonary conditions (in 28.9%/17.6%); and septicemia (in 22.8%/15.9%). For DM/PM, respectively, as associated causes, the following were the principal underlying causes of death: respiratory disorders (in 28.3%/26.0%); circulatory disorders (in 17.4%/20.5%); neoplasms (in 16.7%/13.7%); infectious and parasitic diseases (in 11.6%/9.6%); and gastrointestinal disorders (in 8.0%/4.8%). Of the 318 DM-related deaths, 36 involved neoplasms, compared with 20 of the 316 PM-related deaths (p = 0.03). Conclusions: Our study using multiple cause of deaths found that DM/PM were identified as the underlying cause of death in only 55.2% of the deaths, indicating that both diseases were underestimated in the primary mortality statistics. We observed a predominance of deaths in women and in older individuals, as well as a trend toward stability in the mortality rates. We have confirmed that the risk of death is greater when either disease is accompanied by neoplasm, albeit to lesser degree in individuals with PM. The investigation of the underlying and associated causes of death related to DM/PM broaden the knowledge of the natural history of both diseases and could help integrate mortality data for use in the evaluation of control measures for DM/PM.

Double generalized linear model for tissue culture proportion data: a Bayesian perspective

Joint generalized linear models and double generalized linear models (DGLMs) were designed to model outcomes for which the variability can be explained using factors and/or covariates. When such factors operate, the usual normal regression models, which inherently exhibit constant variance, will under-represent variation in the data and hence may lead to erroneous inferences. For count and proportion data, such noise factors can generate a so-called overdispersion effect, and the use of binomial and Poisson models underestimates the variability and, consequently, incorrectly indicate significant effects. In this manuscript, we propose a DGLM from a Bayesian perspective, focusing on the case of proportion data, where the overdispersion can be modeled using a random effect that depends on some noise factors. The posterior joint density function was sampled using Monte Carlo Markov Chain algorithms, allowing inferences over the model parameters. An application to a data set on apple tissue culture is presented, for which it is shown that the Bayesian approach is quite feasible, even when limited prior information is available, thereby generating valuable insight for the researcher about its experimental results.