Orthogonal models, structure crossing, nesting and inference

We intend to study the algebraic structure of the simple orthogonal models to use them, through binary operations as building blocks in the construction of more complex orthogonal models. We start by presenting some matrix results considering Commutative Jordan Algebras of symmetric matrices, CJAs. Next, we use these results to study the algebraic structure of orthogonal models, obtained by crossing and nesting simpler ones. Then, we study the normal models with OBS, which can also be orthogonal models. We intend to study normal models with OBS (Orthogonal Block Structure), NOBS (Normal Orthogonal Block Structure), obtaining condition for having complete and suffcient statistics, having UMVUE, is unbiased estimators with minimal covariance matrices whatever the variance components. Lastly, see ([Pereira et al. (2014)]), we study the algebraic structure of orthogonal models, mixed models whose variance covariance matrices are all positive semi definite, linear combinations of known orthogonal pairwise orthogonal projection matrices, OPOPM, and whose least square estimators, LSE, of estimable vectors are best linear unbiased estimator, BLUE, whatever the variance components, so they are uniformly BLUE, UBLUE. From the results of the algebraic structure we will get explicit expressions for the LSE of these models.

Crossing balanced and stair nested desings

Balanced nesting is the most usual form of nesting and originates, when used singly or with crossing of such sub-models, orthogonal models. In balanced nesting we are forced to divide repeatedly the plots and we have few degrees of freedom for the first levels. If we apply stair nesting we will have plots all of the same size rendering the designs easier to apply. The stair nested designs are a valid alternative for the balanced nested designs because we can work with fewer observations, the amount of information for the different factors is more evenly distributed and we obtain good results. The inference for models with balanced nesting is already well studied. For models with stair nesting it is easy to carry out inference because it is very similar to that for balanced nesting. Furthermore stair nested designs being unbalanced have an orthogonal structure. Other alternative to the balanced nesting is the staggered nesting that is the most popular unbalanced nested design which also has the advantage of requiring fewer observations. However staggered nested designs are not orthogonal, unlike the stair nested designs. In this work we start with the algebraic structure of the balanced, the stair and the staggered nested designs and we finish with the structure of the cross between balanced and stair nested designs.

Random regression models to estimate genetic parameters for milk production of Guzerat cows using orthogonal Legendre polynomials

The objective of this work was to compare random regression models for the estimation of genetic parameters for Guzerat milk production, using orthogonal Legendre polynomials. Records (20,524) of test-day milk yield (TDMY) from 2,816 first-lactation Guzerat cows were used. TDMY grouped into 10-monthly classes were analyzed for additive genetic effect and for environmental and residual permanent effects (random effects), whereas the contemporary group, calving age (linear and quadratic effects) and mean lactation curve were analized as fixed effects. Trajectories for the additive genetic and permanent environmental effects were modeled by means of a covariance function employing orthogonal Legendre polynomials ranging from the second to the fifth order. Residual variances were considered in one, four, six, or ten variance classes. The best model had six residual variance classes. The heritability estimates for the TDMY records varied from 0.19 to 0.32. The random regression model that used a second-order Legendre polynomial for the additive genetic effect, and a fifth-order polynomial for the permanent environmental effect is adequate for comparison by the main employed criteria. The model with a second-order Legendre polynomial for the additive genetic effect, and that with a fourth-order for the permanent environmental effect could also be employed in these analyses.

Random regression models to estimate genetic parameters for milk production of Guzerat cows using orthogonal Legendre polynomials

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

THE NATURAL AND ORTHOGONAL INTERACTION (NOIA) MODELS FOR QUANTITATIVE TRAITS (QTs) AND COMPLEX DISEASES

My dissertation focuses on developing methods for gene-gene/environment interactions and imprinting effect detections for human complex diseases and quantitative traits. It includes three sections: (1) generalizing the Natural and Orthogonal interaction (NOIA) model for the coding technique originally developed for gene-gene (GxG) interaction and also to reduced models; (2) developing a novel statistical approach that allows for modeling gene-environment (GxE) interactions influencing disease risk, and (3) developing a statistical approach for modeling genetic variants displaying parent-of-origin effects (POEs), such as imprinting. In the past decade, genetic researchers have identified a large number of causal variants for human genetic diseases and traits by single-locus analysis, and interaction has now become a hot topic in the effort to search for the complex network between multiple genes or environmental exposures contributing to the outcome. Epistasis, also known as gene-gene interaction is the departure from additive genetic effects from several genes to a trait, which means that the same alleles of one gene could display different genetic effects under different genetic backgrounds. In this study, we propose to implement the NOIA model for association studies along with interaction for human complex traits and diseases. We compare the performance of the new statistical models we developed and the usual functional model by both simulation study and real data analysis. Both simulation and real data analysis revealed higher power of the NOIA GxG interaction model for detecting both main genetic effects and interaction effects. Through application on a melanoma dataset, we confirmed the previously identified significant regions for melanoma risk at 15q13.1, 16q24.3 and 9p21.3. We also identified potential interactions with these significant regions that contribute to melanoma risk. Based on the NOIA model, we developed a novel statistical approach that allows us to model effects from a genetic factor and binary environmental exposure that are jointly influencing disease risk. Both simulation and real data analyses revealed higher power of the NOIA model for detecting both main genetic effects and interaction effects for both quantitative and binary traits. We also found that estimates of the parameters from logistic regression for binary traits are no longer statistically uncorrelated under the alternative model when there is an association. Applying our novel approach to a lung cancer dataset, we confirmed four SNPs in 5p15 and 15q25 region to be significantly associated with lung cancer risk in Caucasians population: rs2736100, rs402710, rs16969968 and rs8034191. We also validated that rs16969968 and rs8034191 in 15q25 region are significantly interacting with smoking in Caucasian population. Our approach identified the potential interactions of SNP rs2256543 in 6p21 with smoking on contributing to lung cancer risk. Genetic imprinting is the most well-known cause for parent-of-origin effect (POE) whereby a gene is differentially expressed depending on the parental origin of the same alleles. Genetic imprinting affects several human disorders, including diabetes, breast cancer, alcoholism, and obesity. This phenomenon has been shown to be important for normal embryonic development in mammals. Traditional association approaches ignore this important genetic phenomenon. In this study, we propose a NOIA framework for a single locus association study that estimates both main allelic effects and POEs. We develop statistical (Stat-POE) and functional (Func-POE) models, and demonstrate conditions for orthogonality of the Stat-POE model. We conducted simulations for both quantitative and qualitative traits to evaluate the performance of the statistical and functional models with different levels of POEs. Our results showed that the newly proposed Stat-POE model, which ensures orthogonality of variance components if Hardy-Weinberg Equilibrium (HWE) or equal minor and major allele frequencies is satisfied, had greater power for detecting the main allelic additive effect than a Func-POE model, which codes according to allelic substitutions, for both quantitative and qualitative traits. The power for detecting the POE was the same for the Stat-POE and Func-POE models under HWE for quantitative traits.

Deformed Gaussian-orthogonal-ensemble description of small-world networks

The study of spectral behavior of networks has gained enthusiasm over the last few years. In particular, random matrix theory (RMT) concepts have proven to be useful. In discussing transition from regular behavior to fully chaotic behavior it has been found that an extrapolation formula of the Brody type can be used. In the present paper we analyze the regular to chaotic behavior of small world (SW) networks using an extension of the Gaussian orthogonal ensemble. This RMT ensemble, coined the deformed Gaussian orthogonal ensemble (DGOE), supplies a natural foundation of the Brody formula. SW networks follow GOE statistics until a certain range of eigenvalue correlations depending upon the strength of random connections. We show that for these regimes of SW networks where spectral correlations do not follow GOE beyond a certain range, DGOE statistics models the correlations very well. The analysis performed in this paper proves the utility of the DGOE in network physics, as much as it has been useful in other physical systems.

Parametric correlation functions to model the structure of permanent environmental (co)variances in milk yield random regression models

The objective of the present study was to estimate milk yield genetic parameters applying random regression models and parametric correlation functions combined with a variance function to model animal permanent environmental effects. A total of 152,145 test-day milk yields from 7,317 first lactations of Holstein cows belonging to herds located in the southeastern region of Brazil were analyzed. Test-day milk yields were divided into 44 weekly classes of days in milk. Contemporary groups were defined by herd-test-day comprising a total of 2,539 classes. The model included direct additive genetic, permanent environmental, and residual random effects. The following fixed effects were considered: contemporary group, age of cow at calving (linear and quadratic regressions), and the population average lactation curve modeled by fourth-order orthogonal Legendre polynomial. Additive genetic effects were modeled by random regression on orthogonal Legendre polynomials of days in milk, whereas permanent environmental effects were estimated using a stationary or nonstationary parametric correlation function combined with a variance function of different orders. The structure of residual variances was modeled using a step function containing 6 variance classes. The genetic parameter estimates obtained with the model using a stationary correlation function associated with a variance function to model permanent environmental effects were similar to those obtained with models employing orthogonal Legendre polynomials for the same effect. A model using a sixth-order polynomial for additive effects and a stationary parametric correlation function associated with a seventh-order variance function to model permanent environmental effects would be sufficient for data fitting.

Random regression models to estimate test-day milk yield genetic parameters Holstein cows in Southeastern Brazil

A total of 152,145 weekly test-day milk yield records from 7317 first lactations of Holstein cows distributed in 93 herds in southeastern Brazil were analyzed. Test-day milk yields were classified into 44 weekly classes of DIM. The contemporary groups were defined as herd-year-week of test-day. The model included direct additive genetic, permanent environmental and residual effects as random and fixed effects of contemporary group and age of cow at calving as covariable, linear and quadratic effects. Mean trends were modeled by a cubic regression on orthogonal polynomials of DIM. Additive genetic and permanent environmental random effects were estimated by random regression on orthogonal Legendre polynomials. Residual variances were modeled using third to seventh-order variance functions or a step function with 1, 6,13,17 and 44 variance classes. Results from Akaike`s and Schwarz`s Bayesian information criterion suggested that a model considering a 7th-order Legendre polynomial for additive effect, a 12th-order polynomial for permanent environment effect and a step function with 6 classes for residual variances, fitted best. However, a parsimonious model, with a 6th-order Legendre polynomial for additive effects and a 7th-order polynomial for permanent environmental effects, yielded very similar genetic parameter estimates. (C) 2008 Elsevier B.V. All rights reserved.

Exactly solvable quantum spin ladders associated with the orthogonal and symplectic Lie algebras

We extend the results of spin ladder models associated with the Lie algebras su(2(n)) to the case of the orthogonal and symplectic algebras o(2(n)), sp(2(n)) where n is the number of legs for the system. Two classes of models are found whose symmetry, either orthogonal or symplectic, has an explicit n dependence. Integrability of these models is shown for an arbitrary coupling of XX-type rung interactions and applied magnetic field term.

Assessing alternative models of individualism and collectivism: A confirmatory factor analysis

Six alternative structural models of individualism-collectivism are reviewed and empirically compared in a confirmatory factor analysis of questionnaire data from an Australian student sample (N=340). Central to the debate about the structure of this broad social attitude are the issues of (I) polarity (are individualism and collectivism bipolar opposites, or orthogonal factors?) and (2) dimensionality (are individualism and collectivism themselves higher-order constructs subsuming several more specific factors and, if so, what are they?). The data from this Australian sample support a model that represents individualism and collectivism as a higher-order bipolar factor hierarchically subsuming several bipolar reference-group-specific individualisms and collectivisms. Copyright (C) 2001 John Wiley & Sons, Ltd.

Estimation and hypothesis testing in mixed linear models

Dissertação apresentada para obtenção do Grau de Doutor em Matemática, Estatística, pela Universidade Nova de Lisboa, faculdade de Ciências e Tecnologia

Predictive analytical and numerical modeling for orthogonal cutting

In this thesis, a predictive analytical and numerical modeling approach for the orthogonal cutting process is proposed to calculate temperature distributions and subsequently, forces and stress distributions. The models proposed include a constitutive model for the material being cut based on the work of Weber, a model for the shear plane based on Merchants model, a model describing the contribution of friction based on Zorev’s approach, a model for the effect of wear on the tool based on the work of Waldorf, and a thermal model based on the works of Komanduri and Hou, with a fraction heat partition for a non-uniform distribution of the heat in the interfaces, but extended to encompass a set of contributions to the global temperature rise of chip, tool and work piece. The models proposed in this work, try to avoid from experimental based values or expressions, and simplifying assumptions or suppositions, as much as possible. On a thermo-physical point of view, the results were affected not only by the mechanical or cutting parameters chosen, but also by their coupling effects, instead of the simplifying way of modeling which is to contemplate only the direct effect of the variation of a parameter. The implementation of these models was performed using the MATLAB environment. Since it was possible to find in the literature all the parameters for AISI 1045 and AISI O2, these materials were used to run the simulations in order to avoid arbitrary assumption.

Generalized factor models: a bayesian approach

There is recent interest in the generalization of classical factor models in which the idiosyncratic factors are assumed to be orthogonal and there are identification restrictions on cross-sectional and time dimensions. In this study, we describe and implement a Bayesian approach to generalized factor models. A flexible framework is developed to determine the variations attributed to common and idiosyncratic factors. We also propose a unique methodology to select the (generalized) factor model that best fits a given set of data. Applying the proposed methodology to the simulated data and the foreign exchange rate data, we provide a comparative analysis between the classical and generalized factor models. We find that when there is a shift from classical to generalized, there are significant changes in the estimates of the structures of the covariance and correlation matrices while there are less dramatic changes in the estimates of the factor loadings and the variation attributed to common factors.

Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal

Spatial heterogeneity, spatial dependence and spatial scale constitute key features of spatial analysis of housing markets. However, the common practice of modelling spatial dependence as being generated by spatial interactions through a known spatial weights matrix is often not satisfactory. While existing estimators of spatial weights matrices are based on repeat sales or panel data, this paper takes this approach to a cross-section setting. Specifically, based on an a priori definition of housing submarkets and the assumption of a multifactor model, we develop maximum likelihood methodology to estimate hedonic models that facilitate understanding of both spatial heterogeneity and spatial interactions. The methodology, based on statistical orthogonal factor analysis, is applied to the urban housing market of Aveiro, Portugal at two different spatial scales.

Orthogonal higher order structure and confirmatory factor analysis of the French Wechsler Adult Intelligence Scale (WAIS-III).

According to the most widely accepted Cattell-Horn-Carroll (CHC) model of intelligence measurement, each subtest score of the Wechsler Intelligence Scale for Adults (3rd ed.; WAIS-III) should reflect both 1st- and 2nd-order factors (i.e., 4 or 5 broad abilities and 1 general factor). To disentangle the contribution of each factor, we applied a Schmid-Leiman orthogonalization transformation (SLT) to the standardization data published in the French technical manual for the WAIS-III. Results showed that the general factor accounted for 63% of the common variance and that the specific contributions of the 1st-order factors were weak (4.7%-15.9%). We also addressed this issue by using confirmatory factor analysis. Results indicated that the bifactor model (with 1st-order group and general factors) better fit the data than did the traditional higher order structure. Models based on the CHC framework were also tested. Results indicated that a higher order CHC model showed a better fit than did the classical 4-factor model; however, the WAIS bifactor structure was the most adequate. We recommend that users do not discount the Full Scale IQ when interpreting the index scores of the WAIS-III because the general factor accounts for the bulk of the common variance in the French WAIS-III. The 4 index scores cannot be considered to reflect only broad ability because they include a strong contribution of the general factor.