Extending Zelterman’s approach for robust estimation of population size to zero-truncated clustered data

Estimation of population size with missing zero-class is an important problem that is encountered in epidemiological assessment studies. Fitting a Poisson model to the observed data by the method of maximum likelihood and estimation of the population size based on this fit is an approach that has been widely used for this purpose. In practice, however, the Poisson assumption is seldom satisfied. Zelterman (1988) has proposed a robust estimator for unclustered data that works well in a wide class of distributions applicable for count data. In the work presented here, we extend this estimator to clustered data. The estimator requires fitting a zero-truncated homogeneous Poisson model by maximum likelihood and thereby using a Horvitz-Thompson estimator of population size. This was found to work well, when the data follow the hypothesized homogeneous Poisson model. However, when the true distribution deviates from the hypothesized model, the population size was found to be underestimated. In the search of a more robust estimator, we focused on three models that use all clusters with exactly one case, those clusters with exactly two cases and those with exactly three cases to estimate the probability of the zero-class and thereby use data collected on all the clusters in the Horvitz-Thompson estimator of population size. Loss in efficiency associated with gain in robustness was examined based on a simulation study. As a trade-off between gain in robustness and loss in efficiency, the model that uses data collected on clusters with at most three cases to estimate the probability of the zero-class was found to be preferred in general. In applications, we recommend obtaining estimates from all three models and making a choice considering the estimates from the three models, robustness and the loss in efficiency. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)

Solving Large Location-Allocation problems by Clustering and Simulated Annealing

Globalization involves several facility location problems that need to be handled at large scale. Location Allocation (LA) is a combinatorial problem in which the distance among points in the data space matter. Precisely, taking advantage of the distance property of the domain we exploit the capability of clustering techniques to partition the data space in order to convert an initial large LA problem into several simpler LA problems. Particularly, our motivation problem involves a huge geographical area that can be partitioned under overall conditions. We present different types of clustering techniques and then we perform a cluster analysis over our dataset in order to partition it. After that, we solve the LA problem applying simulated annealing algorithm to the clustered and non-clustered data in order to work out how profitable is the clustering and which of the presented methods is the most suitable

Hedge-rahastojen menestyksen pysyvyys ja suhteellinen suoriutuminen sijoittajan näkökulmasta

The purpose of the thesis is to examine the long-term performance persistence and relative performance of hedge funds during bear and bull market periods. Performance metrics applied for fund rankings are raw return, Sharpe ratio, mean variance ratio and strategy distinctiveness index calculated of the original and clustered data correspondingly. Four different length combinations for selection and holding periods are employed. The persistence is examined using decile and quartile portfolio formatting approach and on the basis of Sharpe ratio and SKASR as performance metrics. The relative performance persistence is examined by comparing hedge portfolio returns during varying stock market conditions. The data is gathered from a private database covering 10,789 hedge funds and time horizon is set from January 1990 to December 2012. The results of this thesis suggest that long-term performance persistence of the hedge funds exists. The degree of persistence also depends on the performance metrics employed and length combination of selection and holding periods. The best results of performance persistence were obtained in the decile portfolio analysis on the basis of Sharpe ratio rankings for combination of 12-month selection period and the holding period of equal length. The results also suggest that the best performance persistence occurs in the Event Driven and Multi strategies. Dummy regression analysis shows that a relationship between hedge funds and stock market returns exists. Based on the results, Dedicated Short Bias, Global Macro, Managed Futures and Other strategies perform well during bear market periods. The results also indicate that the Market Neutral strategy is not absolutely market neutral and the Event Driven strategy has the best performance among all hedge strategies.

Spectral clustering independent component analysis for tissue classification from brain MRI

A spectral angle based feature extraction method, Spectral Clustering Independent Component Analysis (SC-ICA), is proposed in this work to improve the brain tissue classification from Magnetic Resonance Images (MRI). SC-ICA provides equal priority to global and local features; thereby it tries to resolve the inefficiency of conventional approaches in abnormal tissue extraction. First, input multispectral MRI is divided into different clusters by a spectral distance based clustering. Then, Independent Component Analysis (ICA) is applied on the clustered data, in conjunction with Support Vector Machines (SVM) for brain tissue analysis. Normal and abnormal datasets, consisting of real and synthetic T1-weighted, T2-weighted and proton density/fluid-attenuated inversion recovery images, were used to evaluate the performance of the new method. Comparative analysis with ICA based SVM and other conventional classifiers established the stability and efficiency of SC-ICA based classification, especially in reproduction of small abnormalities. Clinical abnormal case analysis demonstrated it through the highest Tanimoto Index/accuracy values, 0.75/98.8%, observed against ICA based SVM results, 0.17/96.1%, for reproduced lesions. Experimental results recommend the proposed method as a promising approach in clinical and pathological studies of brain diseases

Robust linear mixed models with skew-normal independent distributions from a Bayesian perspective

Linear mixed models were developed to handle clustered data and have been a topic of increasing interest in statistics for the past 50 years. Generally. the normality (or symmetry) of the random effects is a common assumption in linear mixed models but it may, sometimes, be unrealistic, obscuring important features of among-subjects variation. In this article, we utilize skew-normal/independent distributions as a tool for robust modeling of linear mixed models under a Bayesian paradigm. The skew-normal/independent distributions is an attractive class of asymmetric heavy-tailed distributions that includes the skew-normal distribution, skew-t, skew-slash and the skew-contaminated normal distributions as special cases, providing an appealing robust alternative to the routine use of symmetric distributions in this type of models. The methods developed are illustrated using a real data set from Framingham cholesterol study. (C) 2009 Elsevier B.V. All rights reserved.

A Functional-Based Distribution Diagnostic for a Linear Model with Correlated Outcomes: Technical Report

Despite the widespread popularity of linear models for correlated outcomes (e.g. linear mixed modesl and time series models), distribution diagnostic methodology remains relatively underdeveloped in this context. In this paper we present an easy-to-implement approach that lends itself to graphical displays of model fit. Our approach involves multiplying the estimated marginal residual vector by the Cholesky decomposition of the inverse of the estimated marginal variance matrix. Linear functions or the resulting "rotated" residuals are used to construct an empirical cumulative distribution function (ECDF), whose stochastic limit is characterized. We describe a resampling technique that serves as a computationally efficient parametric bootstrap for generating representatives of the stochastic limit of the ECDF. Through functionals, such representatives are used to construct global tests for the hypothesis of normal margional errors. In addition, we demonstrate that the ECDF of the predicted random effects, as described by Lange and Ryan (1989), can be formulated as a special case of our approach. Thus, our method supports both omnibus and directed tests. Our method works well in a variety of circumstances, including models having independent units of sampling (clustered data) and models for which all observations are correlated (e.g., a single time series).

Asymptotics for Marginal Generalized Linear Models With Sparse Correlations

Marginal generalized linear models can be used for clustered and longitudinal data by fitting a model as if the data were independent and using an empirical estimator of parameter standard errors. We extend this approach to data where the number of observations correlated with a given one grows with sample size and show that parameter estimates are consistent and asymptotically Normal with a slower convergence rate than for independent data, and that an information sandwich variance estimator is consistent. We present two problems that motivated this work, the modelling of patterns of HIV genetic variation and the behavior of clustered data estimators when clusters are large.

Cholesky Residuals for Assessing Normal Errors in a Linear Model with Correlated Outcomes: Technical Report

Despite the widespread popularity of linear models for correlated outcomes (e.g. linear mixed models and time series models), distribution diagnostic methodology remains relatively underdeveloped in this context. In this paper we present an easy-to-implement approach that lends itself to graphical displays of model fit. Our approach involves multiplying the estimated margional residual vector by the Cholesky decomposition of the inverse of the estimated margional variance matrix. The resulting "rotated" residuals are used to construct an empirical cumulative distribution function and pointwise standard errors. The theoretical framework, including conditions and asymptotic properties, involves technical details that are motivated by Lange and Ryan (1989), Pierce (1982), and Randles (1982). Our method appears to work well in a variety of circumstances, including models having independent units of sampling (clustered data) and models for which all observations are correlated (e.g., a single time series). Our methods can produce satisfactory results even for models that do not satisfy all of the technical conditions stated in our theory.

Semiparametric Estimation in General Repeated Measures Problems

This paper considers a wide class of semiparametric problems with a parametric part for some covariate effects and repeated evaluations of a nonparametric function. Special cases in our approach include marginal models for longitudinal/clustered data, conditional logistic regression for matched case-control studies, multivariate measurement error models, generalized linear mixed models with a semiparametric component, and many others. We propose profile-kernel and backfitting estimation methods for these problems, derive their asymptotic distributions, and show that in likelihood problems the methods are semiparametric efficient. While generally not true, with our methods profiling and backfitting are asymptotically equivalent. We also consider pseudolikelihood methods where some nuisance parameters are estimated from a different algorithm. The proposed methods are evaluated using simulation studies and applied to the Kenya hemoglobin data.

Reduced Bayesian Hierarchical Models: Estimating Health Effects of Simultaneous Exposure to Multiple Pollutants

Quantifying the health effects associated with simultaneous exposure to many air pollutants is now a research priority of the US EPA. Bayesian hierarchical models (BHM) have been extensively used in multisite time series studies of air pollution and health to estimate health effects of a single pollutant adjusted for potential confounding of other pollutants and other time-varying factors. However, when the scientific goal is to estimate the impacts of many pollutants jointly, a straightforward application of BHM is challenged by the need to specify a random-effect distribution on a high-dimensional vector of nuisance parameters, which often do not have an easy interpretation. In this paper we introduce a new BHM formulation, which we call "reduced BHM", aimed at analyzing clustered data sets in the presence of a large number of random effects that are not of primary scientific interest. At the first stage of the reduced BHM, we calculate the integrated likelihood of the parameter of interest (e.g. excess number of deaths attributed to simultaneous exposure to high levels of many pollutants). At the second stage, we specify a flexible random-effect distribution directly on the parameter of interest. The reduced BHM overcomes many of the challenges in the specification and implementation of full BHM in the context of a large number of nuisance parameters. In simulation studies we show that the reduced BHM performs comparably to the full BHM in many scenarios, and even performs better in some cases. Methods are applied to estimate location-specific and overall relative risks of cardiovascular hospital admissions associated with simultaneous exposure to elevated levels of particulate matter and ozone in 51 US counties during the period 1999-2005.

ON MARGINALIZED MULTILEVEL MODELS AND THEIR COMPUTATION

Clustered data analysis is characterized by the need to describe both systematic variation in a mean model and cluster-dependent random variation in an association model. Marginalized multilevel models embrace the robustness and interpretations of a marginal mean model, while retaining the likelihood inference capabilities and flexible dependence structures of a conditional association model. Although there has been increasing recognition of the attractiveness of marginalized multilevel models, there has been a gap in their practical application arising from a lack of readily available estimation procedures. We extend the marginalized multilevel model to allow for nonlinear functions in both the mean and association aspects. We then formulate marginal models through conditional specifications to facilitate estimation with mixed model computational solutions already in place. We illustrate this approach on a cerebrovascular deficiency crossover trial.

Design and analysis for three level hierarchical structures with count response

In numerous intervention studies and education field trials, random assignment to treatment occurs in clusters rather than at the level of observation. This departure of random assignment of units may be due to logistics, political feasibility, or ecological validity. Data within the same cluster or grouping are often correlated. Application of traditional regression techniques, which assume independence between observations, to clustered data produce consistent parameter estimates. However such estimators are often inefficient as compared to methods which incorporate the clustered nature of the data into the estimation procedure (Neuhaus 1993).1 Multilevel models, also known as random effects or random components models, can be used to account for the clustering of data by estimating higher level, or group, as well as lower level, or individual variation. Designing a study, in which the unit of observation is nested within higher level groupings, requires the determination of sample sizes at each level. This study investigates the design and analysis of various sampling strategies for a 3-level repeated measures design on the parameter estimates when the outcome variable of interest follows a Poisson distribution. ^ Results study suggest that second order PQL estimation produces the least biased estimates in the 3-level multilevel Poisson model followed by first order PQL and then second and first order MQL. The MQL estimates of both fixed and random parameters are generally satisfactory when the level 2 and level 3 variation is less than 0.10. However, as the higher level error variance increases, the MQL estimates become increasingly biased. If convergence of the estimation algorithm is not obtained by PQL procedure and higher level error variance is large, the estimates may be significantly biased. In this case bias correction techniques such as bootstrapping should be considered as an alternative procedure. For larger sample sizes, those structures with 20 or more units sampled at levels with normally distributed random errors produced more stable estimates with less sampling variance than structures with an increased number of level 1 units. For small sample sizes, sampling fewer units at the level with Poisson variation produces less sampling variation, however this criterion is no longer important when sample sizes are large. ^ 1Neuhaus J (1993). “Estimation efficiency and Tests of Covariate Effects with Clustered Binary Data”. Biometrics , 49, 989–996^

Application of PZT and FBG impedance sensors for structural health monitoring of reinforced concrete beams strengthened with FRP composite materials

Esta Tesis tiene como objetivo principal el desarrollo de métodos de identificación del daño que sean robustos y fiables, enfocados a sistemas estructurales experimentales, fundamentalmente a las estructuras de hormigón armado reforzadas externamente con bandas fibras de polímeros reforzados (FRP). El modo de fallo de este tipo de sistema estructural es crítico, pues generalmente es debido a un despegue repentino y frágil de la banda del refuerzo FRP originado en grietas intermedias causadas por la flexión. La detección de este despegue en su fase inicial es fundamental para prevenir fallos futuros, que pueden ser catastróficos. Inicialmente, se lleva a cabo una revisión del método de la Impedancia Electro-Mecánica (EMI), de cara a exponer sus capacidades para la detección de daño. Una vez la tecnología apropiada es seleccionada, lo que incluye un analizador de impedancias así como novedosos sensores PZT para monitorización inteligente, se ha diseñado un procedimiento automático basado en los registros de impedancias de distintas estructuras de laboratorio. Basándonos en el hecho de que las mediciones de impedancias son posibles gracias a una colocación adecuada de una red de sensores PZT, la estimación de la presencia de daño se realiza analizando los resultados de distintos indicadores de daño obtenidos de la literatura. Para que este proceso sea automático y que no sean necesarios conocimientos previos sobre el método EMI para realizar un experimento, se ha diseñado e implementado un Interfaz Gráfico de Usuario, transformando la medición de impedancias en un proceso fácil e intuitivo. Se evalúa entonces el daño a través de los correspondientes índices de daño, intentando estimar no sólo su severidad, sino también su localización aproximada. El desarrollo de estos experimentos en cualquier estructura genera grandes cantidades de datos que han de ser procesados, y algunas veces los índices de daño no son suficientes para una evaluación completa de la integridad de una estructura. En la mayoría de los casos se pueden encontrar patrones de daño en los datos, pero no se tiene información a priori del estado de la estructura. En este punto, se ha hecho una importante investigación en técnicas de reconocimiento de patrones particularmente en aprendizaje no supervisado, encontrando aplicaciones interesantes en el campo de la medicina. De ahí surge una idea creativa e innovadora: detectar y seguir la evolución del daño en distintas estructuras como si se tratase de un cáncer propagándose por el cuerpo humano. En ese sentido, las lecturas de impedancias se emplean como información intrínseca de la salud de la propia estructura, de forma que se pueden aplicar las mismas técnicas que las empleadas en la investigación del cáncer. En este caso, se ha aplicado un algoritmo de clasificación jerárquica dado que ilustra además la clasificación de los datos de forma gráfica, incluyendo información cualitativa y cuantitativa sobre el daño. Se ha investigado la efectividad de este procedimiento a través de tres estructuras de laboratorio, como son una viga de aluminio, una unión atornillada de aluminio y un bloque de hormigón reforzado con FRP. La primera ayuda a mostrar la efectividad del método en sencillos escenarios de daño simple y múltiple, de forma que las conclusiones extraídas se aplican sobre los otros dos, diseñados para simular condiciones de despegue en distintas estructuras. Demostrada la efectividad del método de clasificación jerárquica de lecturas de impedancias, se aplica el procedimiento sobre las estructuras de hormigón armado reforzadas con bandas de FRP objeto de esta tesis, detectando y clasificando cada estado de daño. Finalmente, y como alternativa al anterior procedimiento, se propone un método para la monitorización continua de la interfase FRP-Hormigón, a través de una red de sensores FBG permanentemente instalados en dicha interfase. De esta forma, se obtienen medidas de deformación de la interfase en condiciones de carga continua, para ser implementadas en un modelo de optimización multiobjetivo, cuya solución se haya por medio de una expansión multiobjetivo del método Particle Swarm Optimization (PSO). La fiabilidad de este último método de detección se investiga a través de sendos ejemplos tanto numéricos como experimentales. ABSTRACT This thesis aims to develop robust and reliable damage identification methods focused on experimental structural systems, in particular Reinforced Concrete (RC) structures externally strengthened with Fiber Reinforced Polymers (FRP) strips. The failure mode of this type of structural system is critical, since it is usually due to sudden and brittle debonding of the FRP reinforcement originating from intermediate flexural cracks. Detection of the debonding in its initial stage is essential thus to prevent future failure, which might be catastrophic. Initially, a revision of the Electro-Mechanical Impedance (EMI) method is carried out, in order to expose its capabilities for local damage detection. Once the appropriate technology is selected, which includes impedance analyzer as well as novel PZT sensors for smart monitoring, an automated procedure has been design based on the impedance signatures of several lab-scale structures. On the basis that capturing impedance measurements is possible thanks to an adequately deployed PZT sensor network, the estimation of damage presence is done by analyzing the results of different damage indices obtained from the literature. In order to make this process automatic so that it is not necessary a priori knowledge of the EMI method to carry out an experimental test, a Graphical User Interface has been designed, turning the impedance measurements into an easy and intuitive procedure. Damage is then assessed through the analysis of the corresponding damage indices, trying to estimate not only the damage severity, but also its approximate location. The development of these tests on any kind of structure generates large amounts of data to be processed, and sometimes the information provided by damage indices is not enough to achieve a complete analysis of the structural health condition. In most of the cases, some damage patterns can be found in the data, but none a priori knowledge of the health condition is given for any structure. At this point, an important research on pattern recognition techniques has been carried out, particularly on unsupervised learning techniques, finding interesting applications in the medicine field. From this investigation, a creative and innovative idea arose: to detect and track the evolution of damage in different structures, as if it were a cancer propagating through a human body. In that sense, the impedance signatures are used to give intrinsic information of the health condition of the structure, so that the same clustering algorithms applied in the cancer research can be applied to the problem addressed in this dissertation. Hierarchical clustering is then applied since it also provides a graphical display of the clustered data, including quantitative and qualitative information about damage. The performance of this approach is firstly investigated using three lab-scale structures, such as a simple aluminium beam, a bolt-jointed aluminium beam and an FRP-strengthened concrete specimen. The first one shows the performance of the method on simple single and multiple damage scenarios, so that the first conclusions can be extracted and applied to the other two experimental tests, which are designed to simulate a debonding condition on different structures. Once the performance of the impedance-based hierarchical clustering method is proven to be successful, it is then applied to the structural system studied in this dissertation, the RC structures externally strengthened with FRP strips, where the debonding failure in the interface between the FRP and the concrete is successfully detected and classified, proving thus the feasibility of this method. Finally, as an alternative to the previous approach, a continuous monitoring procedure of the FRP-Concrete interface is proposed, based on an FBGsensors Network permanently deployed within that interface. In this way, strain measurements can be obtained under controlled loading conditions, and then they are used in order to implement a multi-objective model updating method solved by a multi-objective expansion of the Particle Swarm Optimization (PSO) method. The feasibility of this last proposal is investigated and successfully proven on both numerical and experimental RC beams strengthened with FRP.

Modelling inpatient length of stay by a hierarchical mixture regression via the EM algorithm

The modelling of inpatient length of stay (LOS) has important implications in health care studies. Finite mixture distributions are usually used to model the heterogeneous LOS distribution, due to a certain proportion of patients sustaining-a longer stay. However, the morbidity data are collected from hospitals, observations clustered within the same hospital are often correlated. The generalized linear mixed model approach is adopted to accommodate the inherent correlation via unobservable random effects. An EM algorithm is developed to obtain residual maximum quasi-likelihood estimation. The proposed hierarchical mixture regression approach enables the identification and assessment of factors influencing the long-stay proportion and the LOS for the long-stay patient subgroup. A neonatal LOS data set is used for illustration, (C) 2003 Elsevier Science Ltd. All rights reserved.

Augmented Mixed Models For Clustered Proportion Data.

Often in biomedical research, we deal with continuous (clustered) proportion responses ranging between zero and one quantifying the disease status of the cluster units. Interestingly, the study population might also consist of relatively disease-free as well as highly diseased subjects, contributing to proportion values in the interval [0, 1]. Regression on a variety of parametric densities with support lying in (0, 1), such as beta regression, can assess important covariate effects. However, they are deemed inappropriate due to the presence of zeros and/or ones. To evade this, we introduce a class of general proportion density, and further augment the probabilities of zero and one to this general proportion density, controlling for the clustering. Our approach is Bayesian and presents a computationally convenient framework amenable to available freeware. Bayesian case-deletion influence diagnostics based on q-divergence measures are automatic from the Markov chain Monte Carlo output. The methodology is illustrated using both simulation studies and application to a real dataset from a clinical periodontology study.