Signed likelihood ratio tests in the Birnbaum-Saunders regression model

The Birnbaum-Saunders regression model is becoming increasingly popular in lifetime analyses and reliability studies. In this model, the signed likelihood ratio statistic provides the basis for testing inference and construction of confidence limits for a single parameter of interest. We focus on the small sample case, where the standard normal distribution gives a poor approximation to the true distribution of the statistic. We derive three adjusted signed likelihood ratio statistics that lead to very accurate inference even for very small samples. Two empirical applications are presented. (C) 2010 Elsevier B.V. All rights reserved.

A matrix formula for the skewness of maximum likelihood estimators

We give a general matrix formula for computing the second-order skewness of maximum likelihood estimators. The formula was firstly presented in a tensorial version by Bowman and Shenton (1998). Our matrix formulation has numerical advantages, since it requires only simple operations on matrices and vectors. We apply the second-order skewness formula to a normal model with a generalized parametrization and to an ARMA model. (c) 2010 Elsevier B.V. All rights reserved.

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.

Genetic parameters of milk, fat, and protein yields in the first three lactations, using an animal model and restricted maximum likelihood

Milk, fat, and protein yields of Holstein cows from the States of New York and California in the United States were used to estimate (co)variances among yields in the first three lactations, using an animal model and a derivative-free restricted maximum likelihood (REML) algorithm, and to verify if yields in different lactations are the same trait. The data were split in 20 samples, 10 from each state, with means of 5463 and 5543 cows per sample from California and New York. Mean heritability estimates for milk, fat, and protein yields for California data were, respectively, 0.34, 0.35, and 0.40 for first; 0.31, 0.33, and 0.39 for second; and 0.28, 0.31, and 0.37 for third lactations. For New York data, estimates were 0.35, 0.40, and 0.34 for first; 0.34, 0.44, and 0.38 for second; and 0.32, 0.43, and 0.38 for third lactations. Means of estimates of genetic correlations between first and second, first and third, and second and third lactations for California data were 0.86, 0.77, and 0.96 for milk; 0.89, 0.84, and 0.97 for fat; and 0.90, 0.84, and 0.97 for protein yields. Mean estimates for New York data were 0.87, 0.81, and 0.97 for milk; 0.91, 0.86, and 0.98 for fat; and 0.88, 0.82, and 0.98 for protein yields. Environmental correlations varied from 0.30 to 0.50 and were larger between second and third lactations. Phenotypic correlations were similar for both states and varied from 0.52 to 0.66 for milk, fat and protein yields. These estimates are consistent with previous estimates obtained with animal models. Yields in different lactations are not statistically the same trait but for selection programs such yields can be modelled as the same trait because of the high genetic correlations.

Efficient and Ad Hoc Estimation in the Bivariate Censoring Model

A large number of proposals for estimating the bivariate survival function under random censoring has been made. In this paper we discuss nonparametric maximum likelihood estimation and the bivariate Kaplan-Meier estimator of Dabrowska. We show how these estimators are computed, present their intuitive background and compare their practical performance under different levels of dependence and censoring, based on extensive simulation results, which leads to a practical advise.

LIKELIHOOD ESTIMATION OF CONJUGACY RELATIONSHIPS IN LINEAR MODELS WITH APPLICATIONS TO HIGH-THROUGHPUT GENOMICS

In the simultaneous estimation of a large number of related quantities, multilevel models provide a formal mechanism for efficiently making use of the ensemble of information for deriving individual estimates. In this article we investigate the ability of the likelihood to identify the relationship between signal and noise in multilevel linear mixed models. Specifically, we consider the ability of the likelihood to diagnose conjugacy or independence between the signals and noises. Our work was motivated by the analysis of data from high-throughput experiments in genomics. The proposed model leads to a more flexible family. However, we further demonstrate that adequately capitalizing on the benefits of a well fitting fully-specified likelihood in the terms of gene ranking is difficult.

The human vestibular cortex revealed by coordinate-based activation likelihood estimation meta-analysis.

The vestibular system contributes to the control of posture and eye movements and is also involved in various cognitive functions including spatial navigation and memory. These functions are subtended by projections to a vestibular cortex, whose exact location in the human brain is still a matter of debate (Lopez and Blanke, 2011). The vestibular cortex can be defined as the network of all cortical areas receiving inputs from the vestibular system, including areas where vestibular signals influence the processing of other sensory (e.g. somatosensory and visual) and motor signals. Previous neuroimaging studies used caloric vestibular stimulation (CVS), galvanic vestibular stimulation (GVS), and auditory stimulation (clicks and short-tone bursts) to activate the vestibular receptors and localize the vestibular cortex. However, these three methods differ regarding the receptors stimulated (otoliths, semicircular canals) and the concurrent activation of the tactile, thermal, nociceptive and auditory systems. To evaluate the convergence between these methods and provide a statistical analysis of the localization of the human vestibular cortex, we performed an activation likelihood estimation (ALE) meta-analysis of neuroimaging studies using CVS, GVS, and auditory stimuli. We analyzed a total of 352 activation foci reported in 16 studies carried out in a total of 192 healthy participants. The results reveal that the main regions activated by CVS, GVS, or auditory stimuli were located in the Sylvian fissure, insula, retroinsular cortex, fronto-parietal operculum, superior temporal gyrus, and cingulate cortex. Conjunction analysis indicated that regions showing convergence between two stimulation methods were located in the median (short gyrus III) and posterior (long gyrus IV) insula, parietal operculum and retroinsular cortex (Ri). The only area of convergence between all three methods of stimulation was located in Ri. The data indicate that Ri, parietal operculum and posterior insula are vestibular regions where afferents converge from otoliths and semicircular canals, and may thus be involved in the processing of signals informing about body rotations, translations and tilts. Results from the meta-analysis are in agreement with electrophysiological recordings in monkeys showing main vestibular projections in the transitional zone between Ri, the insular granular field (Ig), and SII.

Improved estimation of Weibull Parameters considering unreliability uncertainties

We propose a linear regression method for estimating Weibull parameters from life tests. The method uses stochastic models of the unreliability at each failure instant. As a result, a heteroscedastic regression problem arises that is solved by weighted least squares minimization. The main feature of our method is an innovative s-normalization of the failure data models, to obtain analytic expressions of centers and weights for the regression. The method has been Monte Carlo contrasted with Benard?s approximation, and Maximum Likelihood Estimation; and it has the highest global scores for its robustness, and performance.

Estimation of modal parameters in structures using multiple time history records

In Operational Modal Analysis of structures we often have multiple time history records of vibrations measured at different time instants. This work presents a procedure for estimating the modal parameters of the structure processing all the records, that is, using all available information to obtain a single estimate of the modal parameters. The method uses Maximum Likelihood Estimation and the Expectation Maximization algorithm. Finally, it has been applied to various problems for both simulated and real structures and the results show the advantage of the joint analysis proposed.

Cross-validated maximum likelihood enhances crystallographic simulated annealing refinement

Recently, the target function for crystallographic refinement has been improved through a maximum likelihood analysis, which makes proper allowance for the effects of data quality, model errors, and incompleteness. The maximum likelihood target reduces the significance of false local minima during the refinement process, but it does not completely eliminate them, necessitating the use of stochastic optimization methods such as simulated annealing for poor initial models. It is shown that the combination of maximum likelihood with cross-validation, which reduces overfitting, and simulated annealing by torsion angle molecular dynamics, which simplifies the conformational search problem, results in a major improvement of the radius of convergence of refinement and the accuracy of the refined structure. Torsion angle molecular dynamics and the maximum likelihood target function interact synergistically, the combination of both methods being significantly more powerful than each method individually. This is demonstrated in realistic test cases at two typical minimum Bragg spacings (dmin = 2.0 and 2.8 Å, respectively), illustrating the broad applicability of the combined method. In an application to the refinement of a new crystal structure, the combined method automatically corrected a mistraced loop in a poor initial model, moving the backbone by 4 Å.

Using rare mutations to estimate population divergence times: A maximum likelihood approach

In this paper we propose a method to estimate by maximum likelihood the divergence time between two populations, specifically designed for the analysis of nonrecurrent rare mutations. Given the rapidly growing amount of data, rare disease mutations affecting humans seem the most suitable candidates for this method. The estimator RD, and its conditional version RDc, were derived, assuming that the population dynamics of rare alleles can be described by using a birth–death process approximation and that each mutation arose before the split of a common ancestral population into the two diverging populations. The RD estimator seems more suitable for large sample sizes and few alleles, whose age can be approximated, whereas the RDc estimator appears preferable when this is not the case. When applied to three cystic fibrosis mutations, the estimator RD could not exclude a very recent time of divergence among three Mediterranean populations. On the other hand, the divergence time between these populations and the Danish population was estimated to be, on the average, 4,500 or 15,000 years, assuming or not a selective advantage for cystic fibrosis carriers, respectively. Confidence intervals are large, however, and can probably be reduced only by analyzing more alleles or loci.