Working-correlation-structure identification in generalized estimating equations

Selecting an appropriate working correlation structure is pertinent to clustered data analysis using generalized estimating equations (GEE) because an inappropriate choice will lead to inefficient parameter estimation. We investigate the well-known criterion of QIC for selecting a working correlation Structure. and have found that performance of the QIC is deteriorated by a term that is theoretically independent of the correlation structures but has to be estimated with an error. This leads LIS to propose a correlation information criterion (CIC) that substantially improves the QIC performance. Extensive simulation studies indicate that the CIC has remarkable improvement in selecting the correct correlation structures. We also illustrate our findings using a data set from the Madras Longitudinal Schizophrenia Study.

Smooth bootstrap methods for analysis of longitudinal data

In analysis of longitudinal data, the variance matrix of the parameter estimates is usually estimated by the 'sandwich' method, in which the variance for each subject is estimated by its residual products. We propose smooth bootstrap methods by perturbing the estimating functions to obtain 'bootstrapped' realizations of the parameter estimates for statistical inference. Our extensive simulation studies indicate that the variance estimators by our proposed methods can not only correct the bias of the sandwich estimator but also improve the confidence interval coverage. We applied the proposed method to a data set from a clinical trial of antibiotics for leprosy.

Generalized Query-By-Rule: a heterogeneous database query language

This paper describes the design and implementation of a high-level query language called Generalized Query-By-Rule (GQBR) which supports retrieval, insertion, deletion and update operations. This language, based on the formalism of database logic, enables the users to access each database in a distributed heterogeneous environment, without having to learn all the different data manipulation languages. The compiler has been implemented on a DEC 1090 system in Pascal.

A modified pseudolikelihood approach for analysis of longitudinal data

We consider the analysis of longitudinal data when the covariance function is modeled by additional parameters to the mean parameters. In general, inconsistent estimators of the covariance (variance/correlation) parameters will be produced when the "working" correlation matrix is misspecified, which may result in great loss of efficiency of the mean parameter estimators (albeit the consistency is preserved). We consider using different "Working" correlation models for the variance and the mean parameters. In particular, we find that an independence working model should be used for estimating the variance parameters to ensure their consistency in case the correlation structure is misspecified. The designated "working" correlation matrices should be used for estimating the mean and the correlation parameters to attain high efficiency for estimating the mean parameters. Simulation studies indicate that the proposed algorithm performs very well. We also applied different estimation procedures to a data set from a clinical trial for illustration.

A quasi-likelihood method for fractal-dimension estimation

We propose a simple method of constructing quasi-likelihood functions for dependent data based on conditional-mean-variance relationships, and apply the method to estimating the fractal dimension from box-counting data. Simulation studies were carried out to compare this method with the traditional methods. We also applied this technique to real data from fishing grounds in the Gulf of Carpentaria, Australia

Estimation of growth parameters from multiple-recapture data

This article develops a method for analysis of growth data with multiple recaptures when the initial ages for all individuals are unknown. The existing approaches either impute the initial ages or model them as random effects. Assumptions about the initial age are not verifiable because all the initial ages are unknown. We present an alternative approach that treats all the lengths including the length at first capture as correlated repeated measures for each individual. Optimal estimating equations are developed using the generalized estimating equations approach that only requires the first two moment assumptions. Explicit expressions for estimation of both mean growth parameters and variance components are given to minimize the computational complexity. Simulation studies indicate that the proposed method works well. Two real data sets are analyzed for illustration, one from whelks (Dicathais aegaota) and the other from southern rock lobster (Jasus edwardsii) in South Australia.

A generalized estimating equations approach for analysis of the impact of new technology on a trawl fishery

The article describes a generalized estimating equations approach that was used to investigate the impact of technology on vessel performance in a trawl fishery during 1988-96, while accounting for spatial and temporal correlations in the catch-effort data. Robust estimation of parameters in the presence of several levels of clustering depended more on the choice of cluster definition than on the choice of correlation structure within the cluster. Models with smaller cluster sizes produced stable results, while models with larger cluster sizes, that may have had complex within-cluster correlation structures and that had within-cluster covariates, produced estimates sensitive to the correlation structure. The preferred model arising from this dataset assumed that catches from a vessel were correlated in the same years and the same areas, but independent in different years and areas. The model that assumed catches from a vessel were correlated in all years and areas, equivalent to a random effects term for vessel, produced spurious results. This was an unexpected finding that highlighted the need to adopt a systematic strategy for modelling. The article proposes a modelling strategy of selecting the best cluster definition first, and the working correlation structure (within clusters) second. The article discusses the selection and interpretation of the model in the light of background knowledge of the data and utility of the model, and the potential for this modelling approach to apply in similar statistical situations.

Estimating equations for removal data analysis

We consider the problem of estimating a population size from successive catches taken during a removal experiment and propose two estimating functions approaches, the traditional quasi-likelihood (TQL) approach for dependent observations and the conditional quasi-likelihood (CQL) approach using the conditional mean and conditional variance of the catch given previous catches. Asymptotic covariance of the estimates and the relationship between the two methods are derived. Simulation results and application to the catch data from smallmouth bass show that the proposed estimating functions perform better than other existing methods, especially in the presence of overdispersion.

A quasi-likelihood approach for ordered categorical data with overdispersion

Quasi-likelihood (QL) methods are often used to account for overdispersion in categorical data. This paper proposes a new way of constructing a QL function that stems from the conditional mean-variance relationship. Unlike traditional QL approaches to categorical data, this QL function is, in general, not a scaled version of the ordinary log-likelihood function. A simulation study is carried out to examine the performance of the proposed QL method. Fish mortality data from quantal response experiments are used for illustration.

Comment on path integration of a quadratic action with a generalized memory

Using the promeasure technique, we give an alternative evaluation of a path integral corresponding to a quadratic action with a generalized memory.

Coherence transfer via longitudinal spin order generalized pulse pair filtering for pure phase two-dimensional NMR spectroscopy

A generalized pulse pair has been suggested in which the longitudinal spin order is retained and the transverse components cancelled by random variation of the interval between pulses, in successive applications of the two-dimensional NMR algorithm. This method leads to pure phases and has been exploited to provide a simpler scheme for two-spin filtering and for pure phase spectroscopy in multiple-quantum-filtered two-dimensional NMR experiments.

Generalized Burgers equations and Euler-Painleve transcendents. II

It was proposed earlier [P. L. Sachdev, K. R. C. Nair, and V. G. Tikekar, J. Math. Phys. 27, 1506 (1986)] that the Euler Painlevé equation yy[script `]+ay[script ']2+ f(x)yy[script ']+g(x) y2+by[script ']+c=0 represents the generalized Burgers equations (GBE's) in the same manner as Painlevé equations do the KdV type. The GBE was treated with a damping term in some detail. In this paper another GBE ut+uaux+Ju/2t =(gd/2)uxx (the nonplanar Burgers equation) is considered. It is found that its self-similar form is again governed by the Euler Painlevé equation. The ranges of the parameter alpha for which solutions of the connection problem to the self-similar equation exist are obtained numerically and confirmed via some integral relations derived from the ODE's. Special exact analytic solutions for the nonplanar Burgers equation are also obtained. These generalize the well-known single hump solutions for the Burgers equation to other geometries J=1,2; the nonlinear convection term, however, is not quadratic in these cases. This study fortifies the conjecture regarding the importance of the Euler Painlevé equation with respect to GBE's. Journal of Mathematical Physics is copyrighted by The American Institute of Physics.

Generalized pencils of rays in statistical wave optics

The recently introduced generalized pencil of Sudarshan which gives an exact ray picture of wave optics is analysed in some situations of interest to wave optics. A relationship between ray dispersion and statistical inhomogeneity of the field is obtained. A paraxial approximation which preserves the rectilinear propagation character of the generalized pencils is presented. Under this approximation the pencils can be computed directly from the field conditions on a plane, without the necessity to compute the cross-spectral density function in the entire space as an intermediate quantity. The paraxial results are illustrated with examples. The pencils are shown to exhibit an interesting scaling behaviour in the far-zone. This scaling leads to a natural generalization of the Fraunhofer range criterion and of the classical van Cittert-Zernike theorem to planar sources of arbitrary state of coherence. The recently derived results of radiometry with partially coherent sources are shown to be simple consequences of this scaling.

Comment on “path integration of a quadratic action with a generalized memory

Using the promeasure technique, we give an alternative evaluation of a path integral corresponding to a quadratic action with a generalized memory.

Binary decompositions and acyclic schemes

It is well known that the notions of normal forms and acyclicity capture many practical desirable properties for database schemes. The basic schema design problem is to develop design methodologies that strive toward these ideals. The usual approach is to first normalize the database scheme as far as possible. If the resulting scheme is cyclic, then one tries to transform it into an acyclic scheme. In this paper, we argue in favor of carrying out these two phases of design concurrently. In order to do this efficiently, we need to be able to incrementally analyze the acyclicity status of a database scheme as it is being designed. To this end, we propose the formalism of "binary decompositions". Using this, we characterize design sequences that exactly generate theta-acyclic schemes, for theta = agr,beta. We then show how our results can be put to use in database design. Finally, we also show that our formalism above can be effectively used as a proof tool in dependency theory. We demonstrate its power by showing that it leads to a significant simplification of the proofs of some previous results connecting sets of multivalued dependencies and acyclic join dependencies.