Simultaneous estimation of indirect and interaction effects using structural equation models

Interaction effects are usually modeled by means of moderated regression analysis. Structural equation models with non-linear constraints make it possible to estimate interaction effects while correcting for measurement error. From the various specifications, Jöreskog and Yang's (1996, 1998), likely the most parsimonious, has been chosen and further simplified. Up to now, only direct effects have been specified, thus wasting much of the capability of the structural equation approach. This paper presents and discusses an extension of Jöreskog and Yang's specification that can handle direct, indirect and interaction effects simultaneously. The model is illustrated by a study of the effects of an interactive style of use of budgets on both company innovation and performance

A multivariate ultrastructural errors-in-variables model with equation error

This paper deals with asymptotic results on a multivariate ultrastructural errors-in-variables regression model with equation errors Sufficient conditions for attaining consistent estimators for model parameters are presented Asymptotic distributions for the line regression estimators are derived Applications to the elliptical class of distributions with two error assumptions are presented The model generalizes previous results aimed at univariate scenarios (C) 2010 Elsevier Inc All rights reserved

There's SEM and 'SEM' : a critique of the use of PLS regression in information systems research

In disciplines other than IS, the use of covariance-based structural equation modelling (SEM) is the mainstream method for SEM analysis, and for confirmatory factor analysis (CFA). Yet a body of IS literature has developed arguing that PLS regression is a superior tool for these analyses, and for establishing reliability and validity. Despite these claims, the views underlying this PLS literature are not universally shared. In this paper the authors review the PLS and mainstream SEM literatures, and describe the key differences between the two classes of tools. The paper also canvasses why PLS regression is rarely used in management, marketing, organizational behaviour, and that branch of psychology concerned with good measurement – psychometrics. The paper offers some practical options to Australasian researchers seeking greater mastery of SEM, and also acts as a roadmap for readers who want to check for themselves what the mainstream SEM literature has to say.

The addition of depression to the Framingham Risk Equation model for predicting coronary heart disease risk in women

BACKGROUND: Depression is widely considered to be an independent and robust predictor of Coronary Heart Disease (CHD), however is seldom considered in the context of formal risk assessment. We assessed whether the addition of depression to the Framingham Risk Equation (FRE) improved accuracy for predicting 10-year CHD in a sample of women.

DESIGN: A prospective, longitudinal design comprising an age-stratified, population-based sample of Australian women collected between 1993 and 2011 (n=862).

METHODS: Clinical depressive disorder was assessed using the Structured Clinical Interview for Diagnostic and Statistical Manual of Mental Disorders (SCID-I/NP), using retrospective age-of-onset data. A composite measure of CHD included non-fatal myocardial infarction, unstable angina coronary intervention or cardiac death. Cox proportional-hazards regression models were conducted and overall accuracy assessed using area under receiver operating characteristic (ROC) curve analysis.

RESULTS: ROC curve analyses revealed that the addition of baseline depression status to the FRE model improved its overall accuracy (AUC:0.77, Specificity:0.70, Sensitivity:0.75) when compared to the original FRE model (AUC:0.75, Specificity:0.73, Sensitivity:0.67). However, when calibrated against the original model, the predicted number of events generated by the augmented version marginally over-estimated the true number observed.

CONCLUSIONS: The addition of a depression variable to the FRE equation improves the overall accuracy of the model for predicting 10-year CHD events in women, however may over-estimate the number of events that actually occur. This model now requires validation in larger samples as it could form a new CHD risk equation for women.

Logistic regression analysis of potential prognostic factors for pulmonary thromboembolism

Objective: To identify potential prognostic factors for pulmonary thromboembolism (PTE), establishing a mathematical model to predict the risk for fatal PTE and nonfatal PTE.Method: the reports on 4,813 consecutive autopsies performed from 1979 to 1998 in a Brazilian tertiary referral medical school were reviewed for a retrospective study. From the medical records and autopsy reports of the 512 patients found with macroscopically and/or microscopically,documented PTE, data on demographics, underlying diseases, and probable PTE site of origin were gathered and studied by multiple logistic regression. Thereafter, the jackknife method, a statistical cross-validation technique that uses the original study patients to validate a clinical prediction rule, was performed.Results: the autopsy rate was 50.2%, and PTE prevalence was 10.6%. In 212 cases, PTE was the main cause of death (fatal PTE). The independent variables selected by the regression significance criteria that were more likely to be associated with fatal PTE were age (odds ratio [OR], 1.02; 95% confidence interval [CI], 1.00 to 1.03), trauma (OR, 8.5; 95% CI, 2.20 to 32.81), right-sided cardiac thrombi (OR, 1.96; 95% CI, 1.02 to 3.77), pelvic vein thrombi (OR, 3.46; 95% CI, 1.19 to 10.05); those most likely to be associated with nonfatal PTE were systemic arterial hypertension (OR, 0.51; 95% CI, 0.33 to 0.80), pneumonia (OR, 0.46; 95% CI, 0.30 to 0.71), and sepsis (OR, 0.16; 95% CI, 0.06 to 0.40). The results obtained from the application of the equation in the 512 cases studied using logistic regression analysis suggest the range in which logit p > 0.336 favors the occurrence of fatal PTE, logit p < - 1.142 favors nonfatal PTE, and logit P with intermediate values is not conclusive. The cross-validation prediction misclassification rate was 25.6%, meaning that the prediction equation correctly classified the majority of the cases (74.4%).Conclusions: Although the usefulness of this method in everyday medical practice needs to be confirmed by a prospective study, for the time being our results suggest that concerning prevention, diagnosis, and treatment of PTE, strict attention should be given to those patients presenting the variables that are significant in the logistic regression model.

The stability of the Johnson-Mehl-Avrami equation parameters

The stability of the parameters of the Johnson-Mehl-Avrami equation was studied using two parametrizations of the sigmoidal function and its fit to some kinetic data. The results indicate that one of the forms of the function has more stable parameters and only for this form it is reasonable to use, as an approximation, the linear regression theory to analyse the parameters. © 1995 Chapman & Hall.

Estimating total body fat using a skinfold prediction equation in Brazilian children

Background: The double burden of obesity and underweight is increasing in developing countries and simple methods for the assessment of fat mass in children are needed. Aim: To develop and validate a new anthropometric predication equation for assessment of fat mass in children. Subjects and methods: Body composition was assessed in 145 children aged 9.8 +/- 1.3 (SD) years from Sao Paulo, Brazil using dual energy X-ray absorptiometry (DEXA) and skinfold measurements. The study sample was divided into development and validation sub-sets to develop a new prediction equation for FM (PE). Results: Using multiple linear regression analyses, the best equation for predicting FM (R-2 - 0.77) included body weight, triceps skinfold, height, gender and age as independent variables. When cross-validated, the new PE was valid in this sample (R-2 = 0.80), while previously published equations were not. Conclusion: The PE was more valid for Brazilian children that existing equations, but further studies are needed to assess the validity of this PE in other populations.

New Equation for Prediction of Reverse Remodeling after Cardiac Resynchronization Therapy

Objectives: To integrate data from two-dimensional echocardiography (2D ECHO), three-dimensional echocardiography (3D ECHO), and tissue Doppler imaging (TDI) for prediction of left ventricular (LV) reverse remodeling (LVRR) after cardiac resynchronization therapy (CRT). It was also compared the evaluation of cardiac dyssynchrony by TDI and 3D ECHO. Methods: Twenty-four consecutive patients with heart failure, sinus rhythm, QRS = 120 msec, functional class III or IV and LV ejection fraction (LVEF) = 0.35 underwent CRT. 2D ECHO, 3D ECHO with systolic dyssynchrony index (SDI) analysis, and TDI were performed before, 3 and 6 months after CRT. Cardiac dyssynchrony analyses by TDI and SDI were compared with the Pearson's correlation test. Before CRT, a univariate analysis of baseline characteristics was performed for the construction of a logistic regression model to identify the best predictors of LVRR. Results: After 3 months of CRT, there was a moderate correlation between TDI and SDI (r = 0.52). At other time points, there was no strong correlation. Nine of twenty-four (38%) patients presented with LVRR 6 months after CRT. After logistic regression analysis, SDI (SDI > 11%) was the only independent factor in the prediction of LVRR 6 months of CRT (sensitivity = 0.89 and specificity = 0.73). After construction of receiver operator characteristic (ROC) curves, an equation was established to predict LVRR: LVRR =-0.4LVDD (mm) + 0.5LVEF (%) + 1.1SDI (%), with responders presenting values >0 (sensitivity = 0.67 and specificity = 0.87). Conclusions: In this study, there was no strong correlation between TDI and SDI. An equation is proposed for the prediction of LVRR after CRT. Although larger trials are needed to validate these findings, this equation may be useful to candidates for CRT. (Echocardiography 2012;29:678-687)

Measuring fixed costs for firms' use of a free trade agreement : threshold regression approach

In this paper, by employing the threshold regression method, we estimate the average tariff equivalent of fixed costs for the use of a free trade agreement (FTA) among all existing FTAs in the world. It is estimated to be 3.2%. This global estimate serves as a reference rate in the evaluation of each FTA’s fixed costs.

GE models and algorithms for condensed phase equilibrium data regression in ternary systems: limitations and proposals

Phase equilibrium data regression is an unavoidable task necessary to obtain the appropriate values for any model to be used in separation equipment design for chemical process simulation and optimization. The accuracy of this process depends on different factors such as the experimental data quality, the selected model and the calculation algorithm. The present paper summarizes the results and conclusions achieved in our research on the capabilities and limitations of the existing GE models and about strategies that can be included in the correlation algorithms to improve the convergence and avoid inconsistencies. The NRTL model has been selected as a representative local composition model. New capabilities of this model, but also several relevant limitations, have been identified and some examples of the application of a modified NRTL equation have been discussed. Furthermore, a regression algorithm has been developed that allows for the advisable simultaneous regression of all the condensed phase equilibrium regions that are present in ternary systems at constant T and P. It includes specific strategies designed to avoid some of the pitfalls frequently found in commercial regression tools for phase equilibrium calculations. Most of the proposed strategies are based on the geometrical interpretation of the lowest common tangent plane equilibrium criterion, which allows an unambiguous comprehension of the behavior of the mixtures. The paper aims to show all the work as a whole in order to reveal the necessary efforts that must be devoted to overcome the difficulties that still exist in the phase equilibrium data regression problem.

Exports and Capacity Constraints: A smooth transition regression model for six euro-area countries. CEPS Working Document No. 395/May 2014

The significant gains in export market shares made in a number of vulnerable euro-area crisis countries have not been accompanied by an appropriate improvement in price competitiveness. This paper argues that, under certain conditions, firms consider export activity as a substitute for serving domestic demand. The strength of the link between domestic demand and exports is dependent on capacity constraints. Our econometric model for six euro-area countries suggests domestic demand pressure and capacity-constraint restrictions as additional variables of a properly specified export equation. As an innovation to the literature, we assess the empirical significance through the logistic and the exponential variant of the non-linear smooth transition regression model. We find that domestic demand developments are relevant for the short-run dynamics of exports in particular during more extreme stages of the business cycle. A strong substitutive relationship between domestic and foreign sales can most clearly be found for Spain, Portugal and Italy, providing evidence of the importance of sunk costs and hysteresis in international trade.

Statnote 24: Multiple regression

In previous statnotes, the application of correlation and regression methods to the analysis of two variables (X,Y) was described. These methods can be used to determine whether there is a linear relationship between the two variables, whether the relationship is positive or negative, to test the degree of significance of the linear relationship, and to obtain an equation relating Y to X. This Statnote extends the methods of linear correlation and regression to situations where there are two or more X variables, i.e., 'multiple linear regression’.

Regression analysis of ranked segment parameters for optic nerve head classification:a pilot study

Purpose: To determine whether curve-fitting analysis of the ranked segment distributions of topographic optic nerve head (ONH) parameters, derived using the Heidelberg Retina Tomograph (HRT), provide a more effective statistical descriptor to differentiate the normal from the glaucomatous ONH. Methods: The sample comprised of 22 normal control subjects (mean age 66.9 years; S.D. 7.8) and 22 glaucoma patients (mean age 72.1 years; S.D. 6.9) confirmed by reproducible visual field defects on the Humphrey Field Analyser. Three 10°-images of the ONH were obtained using the HRT. The mean topography image was determined and the HRT software was used to calculate the rim volume, rim area to disc area ratio, normalised rim area to disc area ratio and retinal nerve fibre cross-sectional area for each patient at 10°-sectoral intervals. The values were ranked in descending order, and each ranked-segment curve of ordered values was fitted using the least squares method. Results: There was no difference in disc area between the groups. The group mean cup-disc area ratio was significantly lower in the normal group (0.204 ± 0.16) compared with the glaucoma group (0.533 ± 0.083) (p < 0.001). The visual field indices, mean deviation and corrected pattern S.D., were significantly greater (p < 0.001) in the glaucoma group (-9.09 dB ± 3.3 and 7.91 ± 3.4, respectively) compared with the normal group (-0.15 dB ± 0.9 and 0.95 dB ± 0.8, respectively). Univariate linear regression provided the best overall fit to the ranked segment data. The equation parameters of the regression line manually applied to the normalised rim area-disc area and the rim area-disc area ratio data, correctly classified 100% of normal subjects and glaucoma patients. In this study sample, the regression analysis of ranked segment parameters method was more effective than conventional ranked segment analysis, in which glaucoma patients were misclassified in approximately 50% of cases. Further investigation in larger samples will enable the calculation of confidence intervals for normality. These reference standards will then need to be investigated for an independent sample to fully validate the technique. Conclusions: Using a curve-fitting approach to fit ranked segment curves retains information relating to the topographic nature of neural loss. Such methodology appears to overcome some of the deficiencies of conventional ranked segment analysis, and subject to validation in larger scale studies, may potentially be of clinical utility for detecting and monitoring glaucomatous damage. © 2007 The College of Optometrists.

Using Amos graphics to enhance the understanding and communication of multiple regression

Support for the saying “a picture is worth a 1000 words’ has been consistently found within statistics education. Graphical images are effective in promoting understanding and communication of statistical concepts and results to a variety of audiences. The computer software package, AMOS, was developed for the analysis of structural equation models (SEM) and has a user-friendly graphical interface. However, courses in SEM are generally found only at the postgraduate level. This paper argues that the graphical interface of AMOS has the potential to enhance conceptual understanding and communication of results in undergraduate statistical courses. More specifically, approaches to the teaching and communication of results of multiple regression models when using SPSS and AMOS will be examined and compared.