Indirect likelihood inference

Given a sample from a fully specified parametric model, let Zn be a given finite-dimensional statistic - for example, an initial estimator or a set of sample moments. We propose to (re-)estimate the parameters of the model by maximizing the likelihood of Zn. We call this the maximum indirect likelihood (MIL) estimator. We also propose a computationally tractable Bayesian version of the estimator which we refer to as a Bayesian Indirect Likelihood (BIL) estimator. In most cases, the density of the statistic will be of unknown form, and we develop simulated versions of the MIL and BIL estimators. We show that the indirect likelihood estimators are consistent and asymptotically normally distributed, with the same asymptotic variance as that of the corresponding efficient two-step GMM estimator based on the same statistic. However, our likelihood-based estimators, by taking into account the full finite-sample distribution of the statistic, are higher order efficient relative to GMM-type estimators. Furthermore, in many cases they enjoy a bias reduction property similar to that of the indirect inference estimator. Monte Carlo results for a number of applications including dynamic and nonlinear panel data models, a structural auction model and two DSGE models show that the proposed estimators indeed have attractive finite sample properties.

Approximation algorithms for two-state anti-ferromagnetic spin systems on bounded degree graphs

In a seminal paper [10], Weitz gave a deterministic fully polynomial approximation scheme for counting exponentially weighted independent sets (which is the same as approximating the partition function of the hard-core model from statistical physics) in graphs of degree at most d, up to the critical activity for the uniqueness of the Gibbs measure on the innite d-regular tree. ore recently Sly [8] (see also [1]) showed that this is optimal in the sense that if here is an FPRAS for the hard-core partition function on graphs of maximum egree d for activities larger than the critical activity on the innite d-regular ree then NP = RP. In this paper we extend Weitz's approach to derive a deterministic fully polynomial approximation scheme for the partition function of general two-state anti-ferromagnetic spin systems on graphs of maximum degree d, up to the corresponding critical point on the d-regular tree. The main ingredient of our result is a proof that for two-state anti-ferromagnetic spin systems on the d-regular tree, weak spatial mixing implies strong spatial mixing. his in turn uses a message-decay argument which extends a similar approach proposed recently for the hard-core model by Restrepo et al [7] to the case of general two-state anti-ferromagnetic spin systems.

Volumetric quantification of atherosclerotic plaque in CT considering partial volume effect.

Coronary artery calcification (CAC) is quantified based on a computed tomography (CT) scan image. A calcified region is identified. Modified expectation maximization (MEM) of a statistical model for the calcified and background material is used to estimate the partial calcium content of the voxels. The algorithm limits the region over which MEM is performed. By using MEM, the statistical properties of the model are iteratively updated based on the calculated resultant calcium distribution from the previous iteration. The estimated statistical properties are used to generate a map of the partial calcium content in the calcified region. The volume of calcium in the calcified region is determined based on the map. The experimental results on a cardiac phantom, scanned 90 times using 15 different protocols, demonstrate that the proposed method is less sensitive to partial volume effect and noise, with average error of 9.5% (standard deviation (SD) of 5-7mm(3)) compared with 67% (SD of 3-20mm(3)) for conventional techniques. The high reproducibility of the proposed method for 35 patients, scanned twice using the same protocol at a minimum interval of 10 min, shows that the method provides 2-3 times lower interscan variation than conventional techniques.

Illicit drug profiling, reflection on statistical comparisons

This paper presents reflexions about statistical considerations on illicit drug profiling and more specifically about the calculation of threshold for determining of the seizure are linked or not. The specific case of heroin and cocaine profiling is presented with the necessary details on the target profiling variables (major alkaloids) selected and the analytical method used. Statistical approach to compare illicit drug seizures is also presented with the introduction of different scenarios dealing with different data pre-treatment or transformation of variables.The main aim consists to demonstrate the influence of data pre-treatment on the statistical outputs. A thorough study of the evolution of the true positive rate (TP) and the false positive rate (FP) in heroin and cocaine comparison is then proposed to investigate this specific topic and to demonstrate that there is no universal approach available and that the calculations have to be revaluate for each new specific application.

Prevalence of chronic conditions – Stroke

IPH has estimated and forecast clinical diagnosis rates of stroke among adults for the years 2010, 2015 and 2020. In the Republic of Ireland, the data are based on the Survey of Lifestyle, Attitudes and Nutrition (SLÁN) 2007. The data describe the number of adults who report that they have experienced doctor-diagnosed stroke in the previous 12 months. Data are available by age and sex for each Local Health Office of the Health Service Executive (HSE) in the Republic of Ireland. In Northern Ireland, the data are based on the Health and Social Wellbeing Survey 2005/06. The data describe the number of adults who report that they have experienced doctor-diagnosed stroke at any time in the past. Data are available by age and sex for each Local Government District in Northern Ireland. Clinical diagnosis rates in the Republic of Ireland relate to the previous 12 months and are not directly comparable with clinical diagnosis rates in Northern Ireland which relate to anytime in the past. The IPH estimated prevalence per cents may be marginally different to estimated prevalence per cents taken directly from the reference study. There are two reasons for this: 1) The IPH prevalence estimates relate to 2010 while the reference studies relate to earlier years (Northern Ireland Health and Social Wellbeing Survey 2005/06, Survey of Lifestyle, Attitudes and Nutrition 2007, Understanding Society 2009). Although we assume that the risk of the condition in the risk groups do not change over time, the distribution of the number of people in the risk groups in the population changes over time (eg the population ages).  This new distribution of the risk groups in the population means that the risk of the condition is weighted differently to the reference study and this results in a different overall prevalence estimate. 2) The IPH prevalence estimates are based on a statistical model of the reference study. The model includes a number of explanatory variables to predict the risk of the condition. Therefore the model does not include records from the reference study that are missing data on these explanatory variables. A prevalence estimate for a condition taken directly from the reference study would include these records.

Prevalence of chronic conditions – Diabetes

IPH has estimated and forecast clinical diagnosis rates of diabetes among adults for the years 2010, 2015 and 2020. In the Republic of Ireland, the data are based on the Survey of Lifestyle, Attitudes and Nutrition (SLÁN) 2007. The data describe the number of people who report that they have experienced doctor-diagnosed diabetes in the previous 12 months (annual clinical diagnosis).  Data are available by age and sex for each Local Health Office of the Health Service Executive (HSE) in the Republic of Ireland. Note that an adjustment was made for diabetes medication use recorded in the SLÁN physical examination sub-group of 45+ year olds. In Northern Ireland, the data is based on the Health and Social Wellbeing Survey 2005/06 . The data describe the number of people who report that they have experienced doctor-diagnosed diabetes at any time in the past (lifetime clinical diagnosis). Data are available by age and sex for each Local Government District in Northern Ireland.Clinical diagnosis rates in the Republic of Ireland relate to the previous 12 months and are not directly comparable with clinical diagnosis rates in Northern Ireland which relate to anytime in the past. Differences between IPH estimates and reference study estimates: The IPH estimated prevalence per cents may be marginally different to estimated prevalence per cents taken directly from the reference study. There are two reasons for this: 1) The IPH prevalence estimates relate to 2010 while the reference studies relate to earlier years (Northern Ireland Health and Social Wellbeing Survey 2005/06, Survey of Lifestyle, Attitudes and Nutrition 2007, Understanding Society 2009). Although we assume that the risk of the condition in the risk groups do not change over time, the distribution of the number of people in the risk groups in the population changes over time (eg the population ages).  This new distribution of the risk groups in the population means that the risk of the condition is weighted differently to the reference study and this results in a different overall prevalence estimate. 2) The IPH prevalence estimates are based on a statistical model of the reference study. The model includes a number of explanatory variables to predict the risk of the condition. Therefore the model does not include records from the reference study that are missing data on these explanatory variables. A prevalence estimate for a condition taken directly from the reference study would include these records.  

Heritability of renal function in hypertensive families of African descent in the Seychelles (Indian Ocean).

BACKGROUND: We estimated the heritability of three measures of glomerular filtration rate (GFR) in hypertensive families of African descent in the Seychelles (Indian Ocean). METHODS: Families with at least two hypertensive siblings and an average of two normotensive siblings were identified through a national hypertension register. Using the ASSOC program in SAGE (Statistical Analysis in Genetic Epidemiology), the age- and gender-adjusted narrow sense heritability of GFR was estimated by maximum likelihood assuming multivariate normality after power transformation. ASSOC can calculate the additive polygenic component of the variance of a trait from pedigree data in the presence of other familial correlations. The effects of body mass index (BMI), blood pressure, natriuresis, along with sodium to potassium ratio in urine and diabetes, were also tested as covariates. RESULTS: Inulin clearance, 24-hour creatinine clearance, and GFR based on the Cockcroft-Gault formula were available for 348 persons from 66 pedigrees. The age- and gender-adjusted correlations (+/- SE) were 0.51 (+/- 0.04) between inulin clearance and creatinine clearance, 0.53 (+/- 0.04) between inulin clearance and Cockcroft-Gault formula and 0.66 (+/- 0.03) between creatinine clearance and Cockcroft-Gault formula. The age- and gender-adjusted heritabilities (+/- SE) of GFR were 0.41 (+/- 0.10) for inulin clearance, 0.52 (+/- 0.13) for creatinine clearance, and 0.82 (+/- 0.09) for Cockcroft-Gault formula. Adjustment for BMI slightly lowered the correlations and heritabilities for all measurements whereas adjustment for blood pressure had virtually no effect. CONCLUSION: The significant heritability estimates of GFR in our sample of families of African descent confirm the familial aggregation of this trait and justify further analyses aimed at discovering genetic determinants of GFR.

Prevalence of chronic conditions – Hypertension

IPH has estimated and forecast clinical diagnosis rates of hypertension among adults for the years 2010, 2015 and 2020. In the Republic of Ireland, the data are based on the Survey of Lifestyle, Attitudes and Nutrition (SLÁN) 2007. The data describe the number of people who report that they have experienced doctor-diagnosed hypertension in the previous 12 months (annual clinical diagnosis). Data are available by age and sex for each Local Health Office of the Health Service Executive (HSE) in the Republic of Ireland. In Northern Ireland, the data is based on the Health and Social Wellbeing Survey 2005/06. The data describe the number of people who report that they have experienced doctor/nurse-diagnosed hypertension at any time in the past (lifetime clinical diagnosis). Data are available by age and sex for each Local Government District in Northern Ireland. Clinical diagnosis rates in the Republic of Ireland relate to the previous 12 months and are not directly comparable with clinical diagnosis rates in Northern Ireland which relate to anytime in the past.   The IPH estimated prevalence per cents may be marginally different to estimated prevalence per cents taken directly from the reference study. There are two reasons for this: 1) The IPH prevalence estimates relate to 2010 while the reference studies relate to earlier years (Northern Ireland Health and Social Wellbeing Survey 2005/06, Survey of Lifestyle, Attitudes and Nutrition 2007, Understanding Society 2009). Although we assume that the risk of the condition in the risk groups do not change over time, the distribution of the number of people in the risk groups in the population changes over time (eg the population ages).  This new distribution of the risk groups in the population means that the risk of the condition is weighted differently to the reference study and this results in a different overall prevalence estimate. 2) The IPH prevalence estimates are based on a statistical model of the reference study. The model includes a number of explanatory variables to predict the risk of the condition. Therefore the model does not include records from the reference study that are missing data on these explanatory variables. A prevalence estimate for a condition taken directly from the reference study would include these records.

Prevalence of chronic conditions – Coronary Heart Disease

IPH has estimated and forecast clinical diagnosis rates of CHD (heart attack and/or angina) among adults for the years 2010, 2015 and 2020. In the Republic of Ireland, the data are based on the Survey of Lifestyle, Attitudes and Nutrition (SLÁN) 2007 . The data describe the number of people who report that they have experienced doctor-diagnosed heart attack and/or angina in the previous 12 months (annual clinical diagnosis). Data is available by age and sex for each Local Health Office of the Health Service Executive (HSE) in the Republic of Ireland. In Northern Ireland, the data are based on the Health and Social Wellbeing Survey 2005/06 . The data describe the number of people who report that they have experienced doctor-diagnosed heart attack and/or angina at any time in the past (lifetime clinical diagnosis). Data are available by age and sex for each Local Government District in Northern Ireland. Clinical diagnosis rates in the Republic of Ireland relate to the previous 12 months and are not directly comparable with clinical diagnosis rates in Northern Ireland which relate to anytime in the past. The IPH estimated prevalence per cents may be marginally different to estimated prevalence per cents taken directly from the reference study. There are two reasons for this: 1) The IPH prevalence estimates relate to 2010 while the reference studies relate to earlier years (Northern Ireland Health and Social Wellbeing Survey 2005/06, Survey of Lifestyle, Attitudes and Nutrition 2007, Understanding Society 2009). Although we assume that the risk of the condition in the risk groups do not change over time, the distribution of the number of people in the risk groups in the population changes over time (eg the population ages).  This new distribution of the risk groups in the population means that the risk of the condition is weighted differently to the reference study and this results in a different overall prevalence estimate. 2) The IPH prevalence estimates are based on a statistical model of the reference study. The model includes a number of explanatory variables to predict the risk of the condition. Therefore the model does not include records from the reference study that are missing data on these explanatory variables. A prevalence estimate for a condition taken directly from the reference study would include these records.

Prevalence of chronic conditions – Chronic Airflow Obstruction

IPH has estimated and forecast clinical diagnosis rates of CAO among adults for the years 2010, 2015 and 2020. In the Republic of Ireland, the data are based on the Survey of Lifestyle, Attitudes and Nutrition (SLÁN) 2007. The data describe the number of people who report that they have experienced doctor-diagnosed chronic bronchitis, chronic obstructive lung (pulmonary) disease, or emphysema in the previous 12 months (annual clinical diagnosis). Data is available by age and sex for each Local Health Office of the Health Service Executive (HSE) in the Republic of Ireland. In Northern Ireland, the data are based on the Health and Social Wellbeing Survey 2005/06. The data describe the number of people who report that they have experienced doctor-diagnosed COPD or chronic obstructive pulmonary disease eg chronic bronchitis / emphysema or both disorders at any time in the past (lifetime clinical diagnosis). Data are available by age and sex for each Local Government District in Northern Ireland. Clinical diagnosis rates in the Republic of Ireland relate to the previous 12 months and are not directly comparable with clinical diagnosis rates in Northern Ireland which relate to anytime in the past.   The IPH estimated prevalence per cents may be marginally different to estimated prevalence per cents taken directly from the reference study. There are two reasons for this: 1) The IPH prevalence estimates relate to 2010 while the reference studies relate to earlier years (Northern Ireland Health and Social Wellbeing Survey 2005/06, Survey of Lifestyle, Attitudes and Nutrition 2007, Understanding Society 2009). Although we assume that the risk of the condition in the risk groups do not change over time, the distribution of the number of people in the risk groups in the population changes over time (eg the population ages).  This new distribution of the risk groups in the population means that the risk of the condition is weighted differently to the reference study and this results in a different overall prevalence estimate. 2) The IPH prevalence estimates are based on a statistical model of the reference study. The model includes a number of explanatory variables to predict the risk of the condition. Therefore the model does not include records from the reference study that are missing data on these explanatory variables. A prevalence estimate for a condition taken directly from the reference study would include these records.

Prevalence of chronic conditions – Musculoskeletal Conditions

IPH has estimated and forecast the number of adults with MSCs for the years 2010, 2015 and 2020. In the Republic of Ireland, the data are based on the Survey of Lifestyle, Attitudes and Nutrition (SLÁN) 2007 . The data describe the number of people who report that they have experienced doctor-diagnosed MSC in the previous 12 months:     Lower back pain or any other chronic back condition     Rheumatoid arthritis (inflammation of the joints)     Osteoarthritis (arthrosis, joint degradation) Data are  available by age and sex for each Local Health Office of the Health Service Executive (HSE) in the Republic of Ireland. In Northern Ireland, the data are based on the Health and Social Wellbeing Survey 2005/06 and Understanding Society 2009. The data describe the number of adults who:     Have ever consulted a doctor about back pain     Are currently receiving treatment for musculoskeletal problems (such as arthritis, rheumatism)     Have ever been told by a doctor or other health professional that they had have arthritis? Data are available by age and sex for each Local Government District in Northern Ireland. There are significant differences between the definitions used in RoI and NI and North-South comparisons are not valid. The RoI measures relate to specific MSCs in the previous 12 months that had been diagnosed by a doctor. The NI measures relate to doctor-consultations at any time in the past, doctor-diagnosis at any time in the past and current treatment. The IPH estimated prevalence per cents may be marginally different to estimated prevalence per cents taken directly from the reference study. There are two reasons for this: 1) The IPH prevalence estimates relate to 2010 while the reference studies relate to earlier years (Northern Ireland Health and Social Wellbeing Survey 2005/06, Survey of Lifestyle, Attitudes and Nutrition 2007, Understanding Society 2009). Although we assume that the risk of the condition in the risk groups do not change over time, the distribution of the number of people in the risk groups in the population changes over time (eg the population ages).  This new distribution of the risk groups in the population means that the risk of the condition is weighted differently to the reference study and this results in a different overall prevalence estimate. 2) The IPH prevalence estimates are based on a statistical model of the reference study. The model includes a number of explanatory variables to predict the risk of the condition. Therefore the model does not include records from the reference study that are missing data on these explanatory variables. A prevalence estimate for a condition taken directly from the reference study would include these records.