Swain: Stata module to correct the SEM chi-square overidentification test in small sample sizes or complex models. Statistical Software Components S457617, Boston College Department of Economics.

Swain corrects the chi-square overidentification test (i.e., likelihood ratio test of fit) for structural equation models whethr with or without latent variables. The chi-square statistic is asymptotically correct; however, it does not behave as expected in small samples and/or when the model is complex (cf. Herzog, Boomsma, & Reinecke, 2007). Thus, particularly in situations where the ratio of sample size (n) to the number of parameters estimated (p) is relatively small (i.e., the p to n ratio is large), the chi-square test will tend to overreject correctly specified models. To obtain a closer approximation to the distribution of the chi-square statistic, Swain (1975) developed a correction; this scaling factor, which converges to 1 asymptotically, is multiplied with the chi-square statistic. The correction better approximates the chi-square distribution resulting in more appropriate Type 1 reject error rates (see Herzog & Boomsma, 2009; Herzog, et al., 2007).

A finite-population revenue management model and a risk-ratio procedure for the joint estimation of population size and parameters

Many dynamic revenue management models divide the sale period into a finite number of periods T and assume, invoking a fine-enough grid of time, that each period sees at most one booking request. These Poisson-type assumptions restrict the variability of the demand in the model, but researchers and practitioners were willing to overlook this for the benefit of tractability of the models. In this paper, we criticize this model from another angle. Estimating the discrete finite-period model poses problems of indeterminacy and non-robustness: Arbitrarily fixing T leads to arbitrary control values and on the other hand estimating T from data adds an additional layer of indeterminacy. To counter this, we first propose an alternate finite-population model that avoids this problem of fixing T and allows a wider range of demand distributions, while retaining the useful marginal-value properties of the finite-period model. The finite-population model still requires jointly estimating market size and the parameters of the customer purchase model without observing no-purchases. Estimation of market-size when no-purchases are unobservable has rarely been attempted in the marketing or revenue management literature. Indeed, we point out that it is akin to the classical statistical problem of estimating the parameters of a binomial distribution with unknown population size and success probability, and hence likely to be challenging. However, when the purchase probabilities are given by a functional form such as a multinomial-logit model, we propose an estimation heuristic that exploits the specification of the functional form, the variety of the offer sets in a typical RM setting, and qualitative knowledge of arrival rates. Finally we perform simulations to show that the estimator is very promising in obtaining unbiased estimates of population size and the model parameters.

Sample size and statistical power in the hierarchical analysis of variance: applications in morphometry of the nervous system.

Analysis of variance is commonly used in morphometry in order to ascertain differences in parameters between several populations. Failure to detect significant differences between populations (type II error) may be due to suboptimal sampling and lead to erroneous conclusions; the concept of statistical power allows one to avoid such failures by means of an adequate sampling. Several examples are given in the morphometry of the nervous system, showing the use of the power of a hierarchical analysis of variance test for the choice of appropriate sample and subsample sizes. In the first case chosen, neuronal densities in the human visual cortex, we find the number of observations to be of little effect. For dendritic spine densities in the visual cortex of mice and humans, the effect is somewhat larger. A substantial effect is shown in our last example, dendritic segmental lengths in monkey lateral geniculate nucleus. It is in the nature of the hierarchical model that sample size is always more important than subsample size. The relative weight to be attributed to subsample size thus depends on the relative magnitude of the between observations variance compared to the between individuals variance.

What trees tell us: dendrochronological and statistical analysis of the data

Trees are a great bank of data, named sometimes for this reason as the "silentwitnesses" of the past. Due to annual formation of rings, which is normally influenced directly by of climate parameters (generally changes in temperature and moisture or precipitation) and other environmental factors; these changes, occurred in the past, are"written" in the tree "archives" and can be "decoded" in order to interpret what hadhappened before, mainly applied for the past climate reconstruction.Using dendrochronological methods for obtaining samples of Pinus nigra fromthe Catalonian PrePirineous region, the cores of 15 trees with total time spine of about 100 - 250 years were analyzed for the tree ring width (TRW) patterns and had quite high correlation between them (0.71 ¿ 0.84), corresponding to a common behaviour for the environmental changes in their annual growth.After different trials with raw TRW data for standardization in order to take outthe negative exponential growth curve dependency, the best method of doubledetrending (power transformation and smoothing line of 32 years) were selected for obtaining the indexes for further analysis.Analyzing the cross-correlations between obtained tree ring width indexes andclimate data, significant correlations (p<0.05) were observed in some lags, as forexample, annual precipitation in lag -1 (previous year) had negative correlation with TRW growth in the Pallars region. Significant correlation coefficients are between 0.27- 0.51 (with positive or negative signs) for many cases; as for recent (but very short period) climate data of Seu d¿Urgell meteorological station, some significant correlation coefficients were observed, of the order of 0.9.These results confirm the hypothesis of using dendrochronological data as aclimate signal for further analysis, such as reconstruction of climate in the past orprediction in the future for the same locality.

Statistical mechanics in the extended Gaussian ensemble

The extended Gaussian ensemble (EGE) is introduced as a generalization of the canonical ensemble. This ensemble is a further extension of the Gaussian ensemble introduced by Hetherington [J. Low Temp. Phys. 66, 145 (1987)]. The statistical mechanical formalism is derived both from the analysis of the system attached to a finite reservoir and from the maximum statistical entropy principle. The probability of each microstate depends on two parameters ß and ¿ which allow one to fix, independently, the mean energy of the system and the energy fluctuations, respectively. We establish the Legendre transform structure for the generalized thermodynamic potential and propose a stability criterion. We also compare the EGE probability distribution with the q-exponential distribution. As an example, an application to a system with few independent spins is presented.

Evaluation of ammonia volatilization losses by adjusted parameters of a logistic function

The dynamics of N losses in fertilizer by ammonia volatilization is affected by several factors, making investigation of these dynamics more complex. Moreover, some features of the behavior of the variable can lead to deviation from normal distribution, making the main commonly adopted statistical strategies inadequate for data analysis. Thus, the purpose of this study was to evaluate the patterns of cumulative N losses from urea through ammonia volatilization in order to find a more adequate and detailed way of assessing the behavior of the variable. For that reason, changes in patterns of ammonia volatilization losses as a result of applying different combinations of two soil classes [Planossolo and Chernossolo (Typic Albaqualf and Vertic Argiaquolls)] and different rates of urea (50, 100 and 150 kg ha-1 N), in the presence or absence of a urease inhibitor, were evaluated, adopting a 2 × 3 × 2 factorial design with four replications. Univariate and multivariate analysis of variance were performed using the adjusted parameter values of a logistic function as a response variable. The results obtained from multivariate analysis indicated a prominent effect of the soil class factor on the set of parameters, indicating greater relevance of soil adsorption potential on ammonia volatilization losses. Univariate analysis showed that the parameters related to total N losses and rate of volatilization were more affected by soil class and the rate of urea applied. The urease inhibitor affected only the rate and inflection point parameters, decreasing the rate of losses and delaying the beginning of the process, but had no effect on total ammonia losses. Patterns of ammonia volatilization losses provide details on behavior of the variable, details which can be used to develop and adopt more accurate techniques for more efficient use of urea.

Estimation of the parameters of the gravitational-wage signal of a coalescing binary system

The statistical theory of signal detection and the estimation of its parameters are reviewed and applied to the case of detection of the gravitational-wave signal from a coalescing binary by a laser interferometer. The correlation integral and the covariance matrix for all possible static configurations are investigated numerically. Approximate analytic formulas are derived for the case of narrow band sensitivity configuration of the detector.

MDCT arthrography of the hip: value of the adaptive statistical iterative reconstruction technique and potential for radiation dose reduction.

OBJECTIVE: The purpose of this article is to assess the effect of the adaptive statistical iterative reconstruction (ASIR) technique on image quality in hip MDCT arthrography and to evaluate its potential for reducing radiation dose. SUBJECTS AND METHODS: Thirty-seven patients examined with hip MDCT arthrography were prospectively randomized into three different protocols: one with a regular dose (volume CT dose index [CTDIvol], 38.4 mGy) and two with a reduced dose (CTDIvol, 24.6 or 15.4 mGy). Images were reconstructed using filtered back projection (FBP) and four increasing percentages of ASIR (30%, 50%, 70%, and 90%). Image noise and contrast-to-noise ratio (CNR) were measured. Two musculoskeletal radiologists independently evaluated several anatomic structures and image quality parameters using a 4-point scale. They also jointly assessed acetabular labrum tears and articular cartilage lesions. RESULTS: With decreasing radiation dose level, image noise statistically significantly increased (p=0.0009) and CNR statistically significantly decreased (p=0.001). We also found a statistically significant reduction in noise (p=0.0001) and increase in CNR (p≤0.003) with increasing percentage of ASIR; in addition, we noted statistically significant increases in image quality scores for the labrum and cartilage, subchondral bone, overall diagnostic quality (up to 50% ASIR), and subjective noise (p≤0.04), and statistically significant reductions for the trabecular bone and muscles (p≤0.03). Regardless of the radiation dose level, there were no statistically significant differences in the detection and characterization of labral tears (n=24; p=1) and cartilage lesions (n=40; p≥0.89) depending on the ASIR percentage. CONCLUSION: The use of up to 50% ASIR in hip MDCT arthrography helps to reduce radiation dose by approximately 35-60%, while maintaining diagnostic image quality comparable to that of a regular-dose protocol using FBP.

Statistical modeling of bowing control applied to violin sound synthesis

Excitation-continuous music instrument control patterns are often not explicitly represented in current sound synthesis techniques when applied to automatic performance. Both physical model-based and sample-based synthesis paradigmswould benefit from a flexible and accurate instrument control model, enabling the improvement of naturalness and realism. Wepresent a framework for modeling bowing control parameters inviolin performance. Nearly non-intrusive sensing techniques allow for accurate acquisition of relevant timbre-related bowing control parameter signals.We model the temporal contour of bow velocity, bow pressing force, and bow-bridge distance as sequences of short Bézier cubic curve segments. Considering different articulations, dynamics, and performance contexts, a number of note classes are defined. Contours of bowing parameters in a performance database are analyzed at note-level by following a predefined grammar that dictates characteristics of curve segment sequences for each of the classes in consideration. As a result, contour analysis of bowing parameters of each note yields an optimal representation vector that is sufficient for reconstructing original contours with significant fidelity. From the resulting representation vectors, we construct a statistical model based on Gaussian mixtures suitable for both the analysis and synthesis of bowing parameter contours. By using the estimated models, synthetic contours can be generated through a bow planning algorithm able to reproduce possible constraints caused by the finite length of the bow. Rendered contours are successfully used in two preliminary synthesis frameworks: digital waveguide-based bowed stringphysical modeling and sample-based spectral-domain synthesis.

Outcome evaluation of ankle osteoarthritis treatments using spatio-temporal gait parameters and plantar pressure during unconstrained long distance walking : P25

Introduction: Ankle arthrodesis (AD) and total ankle replacement (TAR) are typical treatments for ankle osteoarthritis (AO). Despite clinical interest, there is a lack of their outcome evaluation using objective criteria. Gait analysis and plantar pressure assessment are appropriate to detect pathologies in orthopaedics but they are mostly used in lab with few gait cycles. In this study, we propose an ambulatory device based on inertial and plantar pressure sensors to compare the gait during long-distance trials between healthy subjects (H) and patients with AO or treated by AD and TAR. Methods: Our study included four groups: 11 patients with AO, 9 treated by TAR, 7 treated by AD and 6 control subjects. An ambulatory system (Physilog®, CH) was used for gait analysis; plantar pressure measurements were done using a portable insole (Pedar®-X, DE). The subjects were asked to walk 50 meters in two trials. Mean value and coefficient of variation of spatio-temporal gait parameters were calculated for each trial. Pressure distribution was analyzed in ten subregions of foot. All parameters were compared among the four groups using multi-level model-based statistical analysis. Results: Significant difference (p <0.05) with control was noticed for AO patients in maximum force in medial hindfoot and forefoot and in central forefoot. These differences were no longer significant in TAR and AD groups. Cadence and speed of all pathologic groups showed significant difference with control. Both treatments showed a significant improvement in double support and stance. TAR decreased variability in speed, stride length and knee ROM. Conclusions: In spite of a small sample size, this study showed that ankle function after AO treatments can be evaluated objectively based on plantar pressure and spatio-temporal gait parameters measured during unconstrained walking outside the lab. The combination of these two ambulatory techniques provides a promising way to evaluate foot function in clinics.

Statistical significance of quantitative PCR.

BACKGROUND: PCR has the potential to detect and precisely quantify specific DNA sequences, but it is not yet often used as a fully quantitative method. A number of data collection and processing strategies have been described for the implementation of quantitative PCR. However, they can be experimentally cumbersome, their relative performances have not been evaluated systematically, and they often remain poorly validated statistically and/or experimentally. In this study, we evaluated the performance of known methods, and compared them with newly developed data processing strategies in terms of resolution, precision and robustness. RESULTS: Our results indicate that simple methods that do not rely on the estimation of the efficiency of the PCR amplification may provide reproducible and sensitive data, but that they do not quantify DNA with precision. Other evaluated methods based on sigmoidal or exponential curve fitting were generally of both poor resolution and precision. A statistical analysis of the parameters that influence efficiency indicated that it depends mostly on the selected amplicon and to a lesser extent on the particular biological sample analyzed. Thus, we devised various strategies based on individual or averaged efficiency values, which were used to assess the regulated expression of several genes in response to a growth factor. CONCLUSION: Overall, qPCR data analysis methods differ significantly in their performance, and this analysis identifies methods that provide DNA quantification estimates of high precision, robustness and reliability. These methods allow reliable estimations of relative expression ratio of two-fold or higher, and our analysis provides an estimation of the number of biological samples that have to be analyzed to achieve a given precision.

Statistical methods for river runoff prediction

Methods used to analyze one type of nonstationary stochastic processes?the periodically correlated process?are considered. Two methods of one-step-forward prediction of periodically correlated time series are examined. One-step-forward predictions made in accordance with an autoregression model and a model of an artificial neural network with one latent neuron layer and with an adaptation mechanism of network parameters in a moving time window were compared in terms of efficiency. The comparison showed that, in the case of prediction for one time step for time series of mean monthly water discharge, the simpler autoregression model is more efficient.

Statistical variation of weld profiles and their expected influence on fatigue strength

The general objective of this study was to conduct astatistical analysis on the variation of the weld profiles and their influence on the fatigue strength of the joint. Weld quality with respect to its fatigue strength is of importance which is the main concept behind this thesis. The intention of this study was to establish the influence of weld geometric parameters on the weld quality and fatigue strength. The effect of local geometrical variations of non-load carrying cruciform fillet welded joint under tensile loading wasstudied in this thesis work. Linear Elastic Fracture Mechanics was used to calculate fatigue strength of the cruciform fillet welded joints in as-welded condition and under cyclic tensile loading, for a range of weld geometries. With extreme value statistical analysis and LEFM, an attempt was made to relate the variation of the cruciform weld profiles such as weld angle and weld toe radius to respective FAT classes.

Statistical modelling of CSP solving algorithms performance

The goal of this work is to try to create a statistical model, based only on easily computable parameters from the CSP problem to predict runtime behaviour of the solving algorithms, and let us choose the best algorithm to solve the problem. Although it seems that the obvious choice should be MAC, experimental results obtained so far show, that with big numbers of variables, other algorithms perfom much better, specially for hard problems in the transition phase.

Meta-analysis of the influence of bonding parameters on the clinical outcome of tooth-colored cervical restorations

PURPOSE: To meta-analyze the literature on the clinical performance of Class V restorations to assess the factors that influence retention, marginal integrity, and marginal discoloration of cervical lesions restored with composite resins, glass-ionomer-cement-based materials [glass-ionomer cement (GIC) and resin-modified glass ionomers (RMGICs)], and polyacid-modified resin composites (PMRC). MATERIALS AND METHODS: The English literature was searched (MEDLINE and SCOPUS) for prospective clinical trials on cervical restorations with an observation period of at least 18 months. The studies had to report about retention, marginal discoloration, marginal integrity, and marginal caries and include a description of the operative technique (beveling of enamel, roughening of dentin, type of isolation). Eighty-one studies involving 185 experiments for 47 adhesives matched the inclusion criteria. The statistical analysis was carried out by using the following linear mixed model: log (-log (Y /100)) = β + α log(T ) + error with β = log(λ), where β is a summary measure of the non-linear deterioration occurring in each experiment, including a random study effect. RESULTS: On average, 12.3% of the cervical restorations were lost, 27.9% exhibited marginal discoloration, and 34.6% exhibited deterioration of marginal integrity after 5 years. The calculation of the clinical index was 17.4% of failures after 5 years and 32.3% after 8 years. A higher variability was found for retention loss and marginal discoloration. Hardly any secondary caries lesions were detected, even in the experiments with a follow-up time longer than 8 years. Restorations placed using rubber-dam in teeth whose dentin was roughened showed a statistically significantly higher retention rate than those placed in teeth with unprepared dentin or without rubber-dam (p < 0.05). However, enamel beveling had no influence on any of the examined variables. Significant differences were found between pairs of adhesive systems and also between pairs of classes of adhesive systems. One-step self-etching had a significantly worse clinically index than two-step self-etching and three-step etch-and-rinse (p = 0.026 and p = 0.002, respectively). CONCLUSION: The clinical performance is significantly influenced by the type of adhesive system and/or the adhesive class to which the system belongs. Whether the dentin/enamel is roughened or not and whether rubberdam isolation is used or not also significantly influenced the clinical performance. Composite resin restorations placed with two-step self-etching and three-step etch-and-rinse adhesive systems should be preferred over onestep self-etching adhesive systems, GIC-based materials, and PMRCs.