Improved maximum-likelihood estimation in a regression model with general parametrization

We analyse the finite-sample behaviour of two second-order bias-corrected alternatives to the maximum-likelihood estimator of the parameters in a multivariate normal regression model with general parametrization proposed by Patriota and Lemonte [A. G. Patriota and A. J. Lemonte, Bias correction in a multivariate regression model with genereal parameterization, Stat. Prob. Lett. 79 (2009), pp. 1655-1662]. The two finite-sample corrections we consider are the conventional second-order bias-corrected estimator and the bootstrap bias correction. We present the numerical results comparing the performance of these estimators. Our results reveal that analytical bias correction outperforms numerical bias corrections obtained from bootstrapping schemes.

Versatile microanalytical system with porous polypropylene capillary membrane for calibration gas generation and trace gaseous pollutants sampling applied to the analysis of formaldehyde, formic acid, acetic acid and ammonia in outdoor air

The analytical determination of atmospheric pollutants still presents challenges due to the low-level concentrations (frequently in the mu g m(-3) range) and their variations with sampling site and time In this work a capillary membrane diffusion scrubber (CMDS) was scaled down to match with capillary electrophoresis (CE) a quick separation technique that requires nothing more than some nanoliters of sample and when combined with capacitively coupled contactless conductometric detection (C(4)D) is particularly favorable for ionic species that do not absorb in the UV-vis region like the target analytes formaldehyde formic acid acetic acid and ammonium The CMDS was coaxially assembled inside a PTFE tube and fed with acceptor phase (deionized water for species with a high Henry s constant such as formaldehyde and carboxylic acids or acidic solution for ammonia sampling with equilibrium displacement to the non-volatile ammonium ion) at a low flow rate (8 3 nLs(-1)) while the sample was aspirated through the annular gap of the concentric tubes at 25 mLs(-1) A second unit in all similar to the CMDS was operated as a capillary membrane diffusion emitter (CMDE) generating a gas flow with know concentrations of ammonia for the evaluation of the CMDS The fluids of the system were driven with inexpensive aquarium air pumps and the collected samples were stored in vials cooled by a Peltier element Complete protocols were developed for the analysis in air of NH(3) CH(3)COOH HCOOH and with a derivatization setup CH(2)O by associating the CMDS collection with the determination by CE-C(4)D The ammonia concentrations obtained by electrophoresis were checked against the reference spectrophotometric method based on Berthelot s reaction Sensitivity enhancements of this reference method were achieved by using a modified Berthelot reaction solenoid micro-pumps for liquid propulsion and a long optical path cell based on a liquid core waveguide (LCW) All techniques and methods of this work are in line with the green analytical chemistry trends (C) 2010 Elsevier B V All rights reserved

Evidence for diffusional coupling in electrochemical thin layers: implications for surface coverage calibration via electrochemical infrared spectroscopy

The time dependence of the concentration of CO2 in an electrochemical thin layer cavity is studied with Fourier transform infrared spectroscopy (FTIR) in order to evaluate the extent to which the thin layer cavity is diffusionally decoupled from the surrounding bulk electrolyte. For the model system of CO on Pt(111) in 0.1 M HClO4, it is found that the concentration of CO2, formed by electro-oxidation of CO, equilibrates rapidly with the surrounding bulk electrolyte. This rapid equilibration indicates that there is diffusion out of the thin layer, even on the short time scales of typical infrared experiments (1-3 min). However, since the measured CO2 absorbance intensity as a function of time is reproducible to within 10%, a new time-dependent method for surface coverage calibration using solution-phase species is proposed.

Modified Fixed Effects Estimation of Technical Inefficiency

We consider method of moment fixed effects (FE) estimation of technical inefficiency. When N, the number of cross sectional observations, is large it ispossible to obtain consistent central moments of the population distribution of the inefficiencies. It is well-known that the traditional FE estimator may be seriously upward biased when N is large and T, the number of time observations, is small. Based on the second central moment and a single parameter distributional assumption on the inefficiencies, we obtain unbiased technical inefficiencies in large N settings. The proposed methodology bridges traditional FE and maximum likelihood estimation – bias is reduced without the random effects assumption.

Feasible estimation of generalized linear mixed models (GLMM) with weak dependency between groups

This paper presents a two-step pseudo likelihood estimation technique for generalized linear mixed models with the random effects being correlated between groups. The core idea is to deal with the intractable integrals in the likelihood function by multivariate Taylor's approximation. The accuracy of the estimation technique is assessed in a Monte-Carlo study. An application of it with a binary response variable is presented using a real data set on credit defaults from two Swedish banks. Thanks to the use of two-step estimation technique, the proposed algorithm outperforms conventional pseudo likelihood algorithms in terms of computational time.

Estimation of Parameters in Random Effect Models with Incidence Matrix Uncertainty

Random effect models have been widely applied in many fields of research. However, models with uncertain design matrices for random effects have been little investigated before. In some applications with such problems, an expectation method has been used for simplicity. This method does not include the extra information of uncertainty in the design matrix is not included. The closed solution for this problem is generally difficult to attain. We therefore propose an two-step algorithm for estimating the parameters, especially the variance components in the model. The implementation is based on Monte Carlo approximation and a Newton-Raphson-based EM algorithm. As an example, a simulated genetics dataset was analyzed. The results showed that the proportion of the total variance explained by the random effects was accurately estimated, which was highly underestimated by the expectation method. By introducing heuristic search and optimization methods, the algorithm can possibly be developed to infer the 'model-based' best design matrix and the corresponding best estimates.

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.

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.

Parameter estimation of Poisson generalized linear mixed models based on three different statistical principles : a simulation study

Generalized linear mixed models are flexible tools for modeling non-normal data and are useful for accommodating overdispersion in Poisson regression models with random effects. Their main difficulty resides in the parameter estimation because there is no analytic solution for the maximization of the marginal likelihood. Many methods have been proposed for this purpose and many of them are implemented in software packages. The purpose of this study is to compare the performance of three different statistical principles - marginal likelihood, extended likelihood, Bayesian analysis-via simulation studies. Real data on contact wrestling are used for illustration.

The use of capital budgeting and cost of capital estimation methods in Swedish listed companies

In this paper Swedish listed companies’ use of capital budgeting and cost of capital estimation methods in 2005 and 2008 are examined. The relation between company characteristics and choice of methods is investigated and both within-country longitudinal and cross-country comparisons are made. Larger companies seem to have used capital budgeting methods more frequently than smaller companies. When compared to U.S. and continental European companies, Swedish listed companies employed capital budgeting methods less frequently. In 2005 the most common method for establishing the cost of equity was by asking the investors what return they required. By 2008 CAPM was instead the most utilised method, which could indicate greater sophistication. The use of project risk when evaluating investments also seems to have gained in popularity, while the use of company risk declined. Overall, the use of sophisticated capital budgeting and cost of capital estimation methods seem to be rising and the use of less sophisticated methods declining.

Data based Calibration System for Radar used by Vehicle Activated Signs

The accurate measurement of a vehicle’s velocity is an essential feature in adaptive vehicle activated sign systems. Since the velocities of the vehicles are acquired from a continuous wave Doppler radar, the data collection becomes challenging. Data accuracy is sensitive to the calibration of the radar on the road. However, clear methodologies for in-field calibration have not been carefully established. The signs are often installed by subjective judgment which results in measurement errors. This paper develops a calibration method based on mining the data collected and matching individual vehicles travelling between two radars. The data was cleaned and prepared in two ways: cleaning and reconstructing. The results showed that the proposed correction factor derived from the cleaned data corresponded well with the experimental factor done on site. In addition, this proposed factor showed superior performance to the one derived from the reconstructed data.