Methods to verify parameter equality in nonlinear regression models

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Fractional polynomial response surface models

Second-order polynomial models have been used extensively to approximate the relationship between a response variable and several continuous factors. However, sometimes polynomial models do not adequately describe the important features of the response surface. This article describes the use of fractional polynomial models. It is shown how the models can be fitted, an appropriate model selected, and inference conducted. Polynomial and fractional polynomial models are fitted to two published datasets, illustrating that sometimes the fractional polynomial can give as good a fit to the data and much more plausible behavior between the design points than the polynomial model. © 2005 American Statistical Association and the International Biometric Society.

Estimates of covariance functions for growth of Nelore cattle applying a parametric correlation structure to model within-animal correlations

A total of 20,065 weights recorded on 3016 Nelore animals were used to estimate covariance functions for growth from birth to 630 days of age, assuming a parametric correlation structure to model within-animal correlations. The model of analysis included fixed effects of contemporary groups and age of dam as quadratic covariable. Mean trends were taken into account by a cubic regression on orthogonal polynomials of animal age. Genetic effects of the animal and its dam and maternal permanent environmental effects were modelled by random regressions on Legendre polynomials of age at recording. Changes in direct permanent environmental effect variances were modelled by a polynomial variance function, together with a parametric correlation function to account for correlations between ages. Stationary and nonstationary models were used to model within-animal correlations between different ages. Residual variances were considered homogeneous or heterogeneous, with changes modelled by a step or polynomial function of age at recording. Based on Bayesian information criterion, a model with a cubic variance function combined with a nonstationary correlation function for permanent environmental effects, with 49 parameters to be estimated, fitted best. Modelling within-animal correlations through a parametric correlation structure can describe the variation pattern adequately. Moreover, the number of parameters to be estimated can be decreased substantially compared to a model fitting random regression on Legendre polynomial of age. © 2004 Elsevier B.V. All rights reserved.

Comparison of random regression models to estimate genetic parameters for milk production in Guzerat (Bos indicus) cows

Random regression models have been widely used to estimate genetic parameters that influence milk production in Bos taurus breeds, and more recently in B. indicus breeds. With the aim of finding appropriate random regression model to analyze milk yield, different parametric functions were compared, applied to 20,524 test-day milk yield records of 2816 first-lactation Guzerat (B. indicus) cows in Brazilian herds. The records were analyzed by random regression models whose random effects were additive genetic, permanent environmental and residual, and whose fixed effects were contemporary group, the covariable cow age at calving (linear and quadratic effects), and the herd lactation curve. The additive genetic and permanent environmental effects were modeled by the Wilmink function, a modified Wilmink function (with the second term divided by 100), a function that combined third-order Legendre polynomials with the last term of the Wilmink function, and the Ali and Schaeffer function. The residual variances were modeled by means of 1, 4, 6, or 10 heterogeneous classes, with the exception of the last term of the Wilmink function, for which there were 1, from 0.20 to 0.33. Genetic correlations between adjacent records were high values (0.83-0.99), but they declined when the interval between the test-day records increased, and were negative between the first and last records. The model employing the Ali and Schaeffer function with six residual variance classes was the most suitable for fitting the data. © FUNPEC-RP.

Predicting breeding values for milk yield of Guzera (Bos indicus) cows using random regression models

Given the importance of Guzera breeding programs for milk production in the tropics, the objective of this study was to compare alternative random regression models for estimation of genetic parameters and prediction of breeding values. Test-day milk yields records (TDR) were collected monthly, in a maximum of 10 measurements. The database included 20,524 records of first lactation from 2816 Guzera cows. TDR data were analyzed by random regression models (RRM) considering additive genetic, permanent environmental and residual effects as random and the effects of contemporary group (CG), calving age as a covariate (linear and quadratic effects) and mean lactation curve as fixed. The genetic additive and permanent environmental effects were modeled by RRM using Wilmink, All and Schaeffer and cubic B-spline functions as well as Legendre polynomials. Residual variances were considered as heterogeneous classes, grouped differently according to the model used. Multi-trait analysis using finite-dimensional models (FDM) for testday milk records (TDR) and a single-trait model for 305-days milk yields (default) using the restricted maximum likelihood method were also carried out as further comparisons. Through the statistical criteria adopted, the best RRM was the one that used the cubic B-spline function with five random regression coefficients for the genetic additive and permanent environmental effects. However, the models using the Ali and Schaeffer function or Legendre polynomials with second and fifth order for, respectively, the additive genetic and permanent environmental effects can be adopted, as little variation was observed in the genetic parameter estimates compared to those estimated by models using the B-spline function. Therefore, due to the lower complexity in the (co)variance estimations, the model using Legendre polynomials represented the best option for the genetic evaluation of the Guzera lactation records. An increase of 3.6% in the accuracy of the estimated breeding values was verified when using RRM. The ranks of animals were very close whatever the RRM for the data set used to predict breeding values. Considering P305, results indicated only small to medium difference in the animals' ranking based on breeding values predicted by the conventional model or by RRM. Therefore, the sum of all the RRM-predicted breeding values along the lactation period (RRM305) can be used as a selection criterion for 305-day milk production. (c) 2014 Elsevier B.V. All rights reserved.

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.

Longitudinal familial analysis of blood pressure involving parametric (co)variance functions

Abstract Background For analyzing longitudinal familial data we adopted a log-linear form to incorporate heterogeneity in genetic variance components over the time, and additionally a serial correlation term in the genetic effects at different levels of ages. Due to the availability of multiple measures on the same individual, we permitted environmental correlations that may change across time. Results Systolic blood pressure from family members from the first and second cohort was used in the current analysis. Measures of subjects receiving hypertension treatment were set as censored values and they were corrected. An initial check of the variance and covariance functions proposed for analyzing longitudinal familial data, using empirical semi-variogram plots, indicated that the observed trait dispersion pattern follows the assumptions adopted. Conclusion The corrections for censored phenotypes based on ordinary linear models may be an appropriate simple model to correct the data, ensuring that the original variability in the data was retained. In addition, empirical semi-variogram plots are useful for diagnosis of the (co)variance model adopted.

Numerical models of trench migration for lateral heterogeneous subducting plates

The aim of this Thesis is to investigate the effect of heterogeneities within the subducting plate on the dynamics of subduction. In particular, I study the motion of the trench for oceanic and continental subduction, first, separately, and, then, together in the same system to understand how they interact. The understanding of these features is fundamental to reconstruct the evolution of complex subduction zones, such as the Central Mediterranean. For this purpose, I developed 2D and 3D numerical models of oceanic and continental subduction where the rheological, geometrical and compositional properties of the plates are varied. In these models, the trench and the overriding plate move self-consistently as a function of the dynamics of the system. The effect of continental subduction on trench migration is largely investigated. Results from a parametric study showed that despite different rheological properties of the plates, all models with a uniform continental crust share the same kinematic behaviour: the trench starts to advance once the continent arrives at the subduction zone. Hence, the advancing mode in continental collision scenarios is at least partly driven by an intrinsic feature of the system. Moreover, the presence of a weak lower crust within the continental plate can lead to the occurrence of delamination. Indeed, by changing the viscosity of the lower crust, both delamination and slab detachment can occur. Delamination is favoured by a low viscosity value of the lower crust, because this makes the mechanical decoupling easier between crust and lithospheric mantle. These features are observed both in 2D and 3D models, but the numerical results of the 3D models also showed that the rheology of the continental crust has a very strong effect on the dynamics of the whole system, since it influences not only the continental part of plate but also the oceanic sides.

Study of a wind-wave numerical model and its integration with ocean and oil-spill numerical models

The ability to represent the transport and fate of an oil slick at the sea surface is a formidable task. By using an accurate numerical representation of oil evolution and movement in seawater, the possibility to asses and reduce the oil-spill pollution risk can be greatly improved. The blowing of the wind on the sea surface generates ocean waves, which give rise to transport of pollutants by wave-induced velocities that are known as Stokes’ Drift velocities. The Stokes’ Drift transport associated to a random gravity wave field is a function of the wave Energy Spectra that statistically fully describe it and that can be provided by a wave numerical model. Therefore, in order to perform an accurate numerical simulation of the oil motion in seawater, a coupling of the oil-spill model with a wave forecasting model is needed. In this Thesis work, the coupling of the MEDSLIK-II oil-spill numerical model with the SWAN wind-wave numerical model has been performed and tested. In order to improve the knowledge of the wind-wave model and its numerical performances, a preliminary sensitivity study to different SWAN model configuration has been carried out. The SWAN model results have been compared with the ISPRA directional buoys located at Venezia, Ancona and Monopoli and the best model settings have been detected. Then, high resolution currents provided by a relocatable model (SURF) have been used to force both the wave and the oil-spill models and its coupling with the SWAN model has been tested. The trajectories of four drifters have been simulated by using JONSWAP parametric spectra or SWAN directional-frequency energy output spectra and results have been compared with the real paths traveled by the drifters.

Advantages and Applications of Transforming Empirical Model Input Space with Dimensional Models

Model-based calibration of steady-state engine operation is commonly performed with highly parameterized empirical models that are accurate but not very robust, particularly when predicting highly nonlinear responses such as diesel smoke emissions. To address this problem, and to boost the accuracy of more robust non-parametric methods to the same level, GT-Power was used to transform the empirical model input space into multiple input spaces that simplified the input-output relationship and improved the accuracy and robustness of smoke predictions made by three commonly used empirical modeling methods: Multivariate Regression, Neural Networks and the k-Nearest Neighbor method. The availability of multiple input spaces allowed the development of two committee techniques: a 'Simple Committee' technique that used averaged predictions from a set of 10 pre-selected input spaces chosen by the training data and the "Minimum Variance Committee" technique where the input spaces for each prediction were chosen on the basis of disagreement between the three modeling methods. This latter technique equalized the performance of the three modeling methods. The successively increasing improvements resulting from the use of a single best transformed input space (Best Combination Technique), Simple Committee Technique and Minimum Variance Committee Technique were verified with hypothesis testing. The transformed input spaces were also shown to improve outlier detection and to improve k-Nearest Neighbor performance when predicting dynamic emissions with steady-state training data. An unexpected finding was that the benefits of input space transformation were unaffected by changes in the hardware or the calibration of the underlying GT-Power model.

Large Sample Theory for Semiparametric Regression Models with Two-Phase, Outcome Dependent Sampling

Outcome-dependent, two-phase sampling designs can dramatically reduce the costs of observational studies by judicious selection of the most informative subjects for purposes of detailed covariate measurement. Here we derive asymptotic information bounds and the form of the efficient score and influence functions for the semiparametric regression models studied by Lawless, Kalbfleisch, and Wild (1999) under two-phase sampling designs. We show that the maximum likelihood estimators for both the parametric and nonparametric parts of the model are asymptotically normal and efficient. The efficient influence function for the parametric part aggress with the more general information bound calculations of Robins, Hsieh, and Newey (1995). By verifying the conditions of Murphy and Van der Vaart (2000) for a least favorable parametric submodel, we provide asymptotic justification for statistical inference based on profile likelihood.

Locally Efficient Estimation in Censored Data Models: Theory and Examples

In many applications the observed data can be viewed as a censored high dimensional full data random variable X. By the curve of dimensionality it is typically not possible to construct estimators that are asymptotically efficient at every probability distribution in a semiparametric censored data model of such a high dimensional censored data structure. We provide a general method for construction of one-step estimators that are efficient at a chosen submodel of the full-data model, are still well behaved off this submodel and can be chosen to always improve on a given initial estimator. These one-step estimators rely on good estimators of the censoring mechanism and thus will require a parametric or semiparametric model for the censoring mechanism. We present a general theorem that provides a template for proving the desired asymptotic results. We illustrate the general one-step estimation methods by constructing locally efficient one-step estimators of marginal distributions and regression parameters with right-censored data, current status data and bivariate right-censored data, in all models allowing the presence of time-dependent covariates. The conditions of the asymptotics theorem are rigorously verified in one of the examples and the key condition of the general theorem is verified for all examples.

Semiparametric Estimation of Models for Natural Direct and Indirect Effects

In recent years, researchers in the health and social sciences have become increasingly interested in mediation analysis. Specifically, upon establishing a non-null total effect of an exposure, investigators routinely wish to make inferences about the direct (indirect) pathway of the effect of the exposure not through (through) a mediator variable that occurs subsequently to the exposure and prior to the outcome. Natural direct and indirect effects are of particular interest as they generally combine to produce the total effect of the exposure and therefore provide insight on the mechanism by which it operates to produce the outcome. A semiparametric theory has recently been proposed to make inferences about marginal mean natural direct and indirect effects in observational studies (Tchetgen Tchetgen and Shpitser, 2011), which delivers multiply robust locally efficient estimators of the marginal direct and indirect effects, and thus generalizes previous results for total effects to the mediation setting. In this paper we extend the new theory to handle a setting in which a parametric model for the natural direct (indirect) effect within levels of pre-exposure variables is specified and the model for the observed data likelihood is otherwise unrestricted. We show that estimation is generally not feasible in this model because of the curse of dimensionality associated with the required estimation of auxiliary conditional densities or expectations, given high-dimensional covariates. We thus consider multiply robust estimation and propose a more general model which assumes a subset but not all of several working models holds.

Bayesian Hierarchical Distributed Lag Models for Summer Ozone Exposure and Cardio-Respiratory Mortality

In this paper, we develop Bayesian hierarchical distributed lag models for estimating associations between daily variations in summer ozone levels and daily variations in cardiovascular and respiratory (CVDRESP) mortality counts for 19 U.S. large cities included in the National Morbidity Mortality Air Pollution Study (NMMAPS) for the period 1987 - 1994. At the first stage, we define a semi-parametric distributed lag Poisson regression model to estimate city-specific relative rates of CVDRESP associated with short-term exposure to summer ozone. At the second stage, we specify a class of distributions for the true city-specific relative rates to estimate an overall effect by taking into account the variability within and across cities. We perform the calculations with respect to several random effects distributions (normal, t-student, and mixture of normal), thus relaxing the common assumption of a two-stage normal-normal hierarchical model. We assess the sensitivity of the results to: 1) lag structure for ozone exposure; 2) degree of adjustment for long-term trends; 3) inclusion of other pollutants in the model;4) heat waves; 5) random effects distributions; and 6) prior hyperparameters. On average across cities, we found that a 10ppb increase in summer ozone level for every day in the previous week is associated with 1.25 percent increase in CVDRESP mortality (95% posterior regions: 0.47, 2.03). The relative rate estimates are also positive and statistically significant at lags 0, 1, and 2. We found that associations between summer ozone and CVDRESP mortality are sensitive to the confounding adjustment for PM_10, but are robust to: 1) the adjustment for long-term trends, other gaseous pollutants (NO_2, SO_2, and CO); 2) the distributional assumptions at the second stage of the hierarchical model; and 3) the prior distributions on all unknown parameters. Bayesian hierarchical distributed lag models and their application to the NMMAPS data allow us estimation of an acute health effect associated with exposure to ambient air pollution in the last few days on average across several locations. The application of these methods and the systematic assessment of the sensitivity of findings to model assumptions provide important epidemiological evidence for future air quality regulations.