Some last thoughts on compositional data analysis

One of the disadvantages of old age is that there is more past than future: this,however, may be turned into an advantage if the wealth of experience and, hopefully,wisdom gained in the past can be reflected upon and throw some light on possiblefuture trends. To an extent, then, this talk is necessarily personal, certainly nostalgic,but also self critical and inquisitive about our understanding of the discipline ofstatistics. A number of almost philosophical themes will run through the talk: searchfor appropriate modelling in relation to the real problem envisaged, emphasis onsensible balances between simplicity and complexity, the relative roles of theory andpractice, the nature of communication of inferential ideas to the statistical layman, theinter-related roles of teaching, consultation and research. A list of keywords might be:identification of sample space and its mathematical structure, choices betweentransform and stay, the role of parametric modelling, the role of a sample spacemetric, the underused hypothesis lattice, the nature of compositional change,particularly in relation to the modelling of processes. While the main theme will berelevance to compositional data analysis we shall point to substantial implications forgeneral multivariate analysis arising from experience of the development ofcompositional data analysis…

Diagnostic techniques applied in geostatistics for agricultural data analysis

The structural modeling of spatial dependence, using a geostatistical approach, is an indispensable tool to determine parameters that define this structure, applied on interpolation of values at unsampled points by kriging techniques. However, the estimation of parameters can be greatly affected by the presence of atypical observations in sampled data. The purpose of this study was to use diagnostic techniques in Gaussian spatial linear models in geostatistics to evaluate the sensitivity of maximum likelihood and restrict maximum likelihood estimators to small perturbations in these data. For this purpose, studies with simulated and experimental data were conducted. Results with simulated data showed that the diagnostic techniques were efficient to identify the perturbation in data. The results with real data indicated that atypical values among the sampled data may have a strong influence on thematic maps, thus changing the spatial dependence structure. The application of diagnostic techniques should be part of any geostatistical analysis, to ensure a better quality of the information from thematic maps.

On the Schoenberg transformations in data analysis: theory and illustrations

The class of Schoenberg transformations, embedding Euclidean distances into higher dimensional Euclidean spaces, is presented, and derived from theorems on positive definite and conditionally negative definite matrices. Original results on the arc lengths, angles and curvature of the transformations are proposed, and visualized on artificial data sets by classical multidimensional scaling. A distance-based discriminant algorithm and a robust multidimensional centroid estimate illustrate the theory, closely connected to the Gaussian kernels of Machine Learning.

Missouri Work Zone Capacity: Results of Field Data Analysis, TPF-5(081), 2011

This report presents the results of work zone field data analyzed on interstate highways in Missouri to determine the mean breakdown and queue-discharge flow rates as measures of capacity. Several days of traffic data collected at a work zone near Pacific, Missouri with a speed limit of 50 mph were analyzed in both the eastbound and westbound directions. As a result, a total of eleven breakdown events were identified using average speed profiles. The traffic flows prior to and after the onset of congestion were studied. Breakdown flow rates ranged between 1194 to 1404 vphpl, with an average of 1295 vphpl, and a mean queue discharge rate of 1072 vphpl was determined. Mean queue discharge, as used by the Highway Capacity Manual 2000 (HCM), in terms of pcphpl was found to be 1199, well below the HCM’s average capacity of 1600 pcphpl. This reduced capacity found at the site is attributable mainly to narrower lane width and higher percentage of heavy vehicles, around 25%, in the traffic stream. The difference found between mean breakdown flow (1295 vphpl) and queue-discharge flow (1072 vphpl) has been observed widely, and is due to reduced traffic flow once traffic breaks down and queues start to form. The Missouri DOT currently uses a spreadsheet for work zone planning applications that assumes the same values of breakdown and mean queue discharge flow rates. This study proposes that breakdown flow rates should be used to forecast the onset of congestion, whereas mean queue discharge flow rates should be used to estimate delays under congested conditions. Hence, it is recommended that the spreadsheet be refined accordingly.

Thyroid antibody status, subclinical hypothyroidism, and the risk of coronary heart disease: an individual participant data analysis.

CONTEXT: Subclinical hypothyroidism has been associated with increased risk of coronary heart disease (CHD), particularly with thyrotropin levels of 10.0 mIU/L or greater. The measurement of thyroid antibodies helps predict the progression to overt hypothyroidism, but it is unclear whether thyroid autoimmunity independently affects CHD risk. OBJECTIVE: The objective of the study was to compare the CHD risk of subclinical hypothyroidism with and without thyroid peroxidase antibodies (TPOAbs). DATA SOURCES AND STUDY SELECTION: A MEDLINE and EMBASE search from 1950 to 2011 was conducted for prospective cohorts, reporting baseline thyroid function, antibodies, and CHD outcomes. DATA EXTRACTION: Individual data of 38 274 participants from six cohorts for CHD mortality followed up for 460 333 person-years and 33 394 participants from four cohorts for CHD events. DATA SYNTHESIS: Among 38 274 adults (median age 55 y, 63% women), 1691 (4.4%) had subclinical hypothyroidism, of whom 775 (45.8%) had positive TPOAbs. During follow-up, 1436 participants died of CHD and 3285 had CHD events. Compared with euthyroid individuals, age- and gender-adjusted risks of CHD mortality in subclinical hypothyroidism were similar among individuals with and without TPOAbs [hazard ratio (HR) 1.15, 95% confidence interval (CI) 0.87-1.53 vs HR 1.26, CI 1.01-1.58, P for interaction = .62], as were risks of CHD events (HR 1.16, CI 0.87-1.56 vs HR 1.26, CI 1.02-1.56, P for interaction = .65). Risks of CHD mortality and events increased with higher thyrotropin, but within each stratum, risks did not differ by TPOAb status. CONCLUSIONS: CHD risk associated with subclinical hypothyroidism did not differ by TPOAb status, suggesting that biomarkers of thyroid autoimmunity do not add independent prognostic information for CHD outcomes.

A panel data analysis of FDI and informal labor markets

The objective of this paper is to examine whether informal labor markets affect the flows of Foreign Direct Investment (FDI), and also whether this effect is similar in developed and developing countries. With this aim, different public data sources, such as the World Bank (WB), and the United Nations Conference on Trade and Development (UNCTAD) are used, and panel econometric models are estimated for a sample of 65 countries over a 14 year period (1996-2009). In addition, this paper uses a dynamic model as an extension of the analysis to establish whether such an effect exists and what its indicators and significance may be.

Subclinical Hypothyroidism and the Risk of Stroke Events and Fatal Stroke: An Individual Participant Data Analysis.

OBJECTIVE: The objective was to determine the risk of stroke associated with subclinical hypothyroidism. DATA SOURCES AND STUDY SELECTION: Published prospective cohort studies were identified through a systematic search through November 2013 without restrictions in several databases. Unpublished studies were identified through the Thyroid Studies Collaboration. We collected individual participant data on thyroid function and stroke outcome. Euthyroidism was defined as TSH levels of 0.45-4.49 mIU/L, and subclinical hypothyroidism was defined as TSH levels of 4.5-19.9 mIU/L with normal T4 levels. DATA EXTRACTION AND SYNTHESIS: We collected individual participant data on 47 573 adults (3451 subclinical hypothyroidism) from 17 cohorts and followed up from 1972-2014 (489 192 person-years). Age- and sex-adjusted pooled hazard ratios (HRs) for participants with subclinical hypothyroidism compared to euthyroidism were 1.05 (95% confidence interval [CI], 0.91-1.21) for stroke events (combined fatal and nonfatal stroke) and 1.07 (95% CI, 0.80-1.42) for fatal stroke. Stratified by age, the HR for stroke events was 3.32 (95% CI, 1.25-8.80) for individuals aged 18-49 years. There was an increased risk of fatal stroke in the age groups 18-49 and 50-64 years, with a HR of 4.22 (95% CI, 1.08-16.55) and 2.86 (95% CI, 1.31-6.26), respectively (p trend 0.04). We found no increased risk for those 65-79 years old (HR, 1.00; 95% CI, 0.86-1.18) or ≥ 80 years old (HR, 1.31; 95% CI, 0.79-2.18). There was a pattern of increased risk of fatal stroke with higher TSH concentrations. CONCLUSIONS: Although no overall effect of subclinical hypothyroidism on stroke could be demonstrated, an increased risk in subjects younger than 65 years and those with higher TSH concentrations was observed.

An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis

We empirically investigate the determinants of EMU sovereign bond yield spreads with respect to the German bund. Using panel data techniques, we examine the role of a wide set of potential drivers. To our knowledge, this paper presents one of the most exhaustive compilations of the variables used in the literature to study the behaviour of sovereign yield spreads and, in particular, to gauge the effect on these spreads of changes in market sentiment and risk aversion. We use a sample of both central and peripheral countries from January 1999 to December 2012 and assess whether there were significant changes after the outbreak of the euro area debt crisis. Our results suggest that the rise in sovereign risk in central countries can only be partially explained by the evolution of local macroeconomic variables in those countries.

An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis

We empirically investigate the determinants of EMU sovereign bond yield spreads with respect to the German bund. Using panel data techniques, we examine the role of a wide set of potential drivers. To our knowledge, this paper presents one of the most exhaustive compilations of the variables used in the literature to study the behaviour of sovereign yield spreads and, in particular, to gauge the effect on these spreads of changes in market sentiment and risk aversion. We use a sample of both central and peripheral countries from January 1999 to December 2012 and assess whether there were significant changes after the outbreak of the euro area debt crisis. Our results suggest that the rise in sovereign risk in central countries can only be partially explained by the evolution of local macroeconomic variables in those countries.

Compositional data analysis of vote shares in the 2001 Australian Federal election

First application of compositional data analysis techniques to Australian election data

The single principle of compositional data analysis, continuing fallacies, confusionsand misunderstandings and some suggested remedies

In any discipline, where uncertainty and variability are present, it is important to haveprinciples which are accepted as inviolate and which should therefore drive statisticalmodelling, statistical analysis of data and any inferences from such an analysis.Despite the fact that two such principles have existed over the last two decades andfrom these a sensible, meaningful methodology has been developed for the statisticalanalysis of compositional data, the application of inappropriate and/or meaninglessmethods persists in many areas of application. This paper identifies at least tencommon fallacies and confusions in compositional data analysis with illustrativeexamples and provides readers with necessary, and hopefully sufficient, arguments topersuade the culprits why and how they should amend their ways

A panel data analysis of FDI and informal labor markets

The objective of this paper is to examine whether informal labor markets affect the flows of Foreign Direct Investment (FDI), and also whether this effect is similar in developed and developing countries. With this aim, different public data sources, such as the World Bank (WB), and the United Nations Conference on Trade and Development (UNCTAD) are used, and panel econometric models are estimated for a sample of 65 countries over a 14 year period (1996-2009). In addition, this paper uses a dynamic model as an extension of the analysis to establish whether such an effect exists and what its indicators and significance may be.