Working covariance model selection for generalized estimating equations

We investigate methods for data-based selection of working covariance models in the analysis of correlated data with generalized estimating equations. We study two selection criteria: Gaussian pseudolikelihood and a geodesic distance based on discrepancy between model-sensitive and model-robust regression parameter covariance estimators. The Gaussian pseudolikelihood is found in simulation to be reasonably sensitive for several response distributions and noncanonical mean-variance relations for longitudinal data. Application is also made to a clinical dataset. Assessment of adequacy of both correlation and variance models for longitudinal data should be routine in applications, and we describe open-source software supporting this practice.

Discussion of “Generalized estimating equations: Notes on the choice of the working correlation matrix”

Objective To discuss generalized estimating equations as an extension of generalized linear models by commenting on the paper of Ziegler and Vens "Generalized Estimating Equations. Notes on the Choice of the Working Correlation Matrix". Methods Inviting an international group of experts to comment on this paper. Results Several perspectives have been taken by the discussants. Econometricians have established parallels to the generalized method of moments (GMM). Statisticians discussed model assumptions and the aspect of missing data Applied statisticians; commented on practical aspects in data analysis. Conclusions In general, careful modeling correlation is encouraged when considering estimation efficiency and other implications, and a comparison of choosing instruments in GMM and generalized estimating equations, (GEE) would be worthwhile. Some theoretical drawbacks of GEE need to be further addressed and require careful analysis of data This particularly applies to the situation when data are missing at random.

Working-correlation-structure identification in generalized estimating equations

Selecting an appropriate working correlation structure is pertinent to clustered data analysis using generalized estimating equations (GEE) because an inappropriate choice will lead to inefficient parameter estimation. We investigate the well-known criterion of QIC for selecting a working correlation Structure. and have found that performance of the QIC is deteriorated by a term that is theoretically independent of the correlation structures but has to be estimated with an error. This leads LIS to propose a correlation information criterion (CIC) that substantially improves the QIC performance. Extensive simulation studies indicate that the CIC has remarkable improvement in selecting the correct correlation structures. We also illustrate our findings using a data set from the Madras Longitudinal Schizophrenia Study.

Unbiased estimating equations from working correlation models for irregularly timed repeated measures

The method of generalized estimating equation-, (GEEs) has been criticized recently for a failure to protect against misspecification of working correlation models, which in some cases leads to loss of efficiency or infeasibility of solutions. However, the feasibility and efficiency of GEE methods can be enhanced considerably by using flexible families of working correlation models. We propose two ways of constructing unbiased estimating equations from general correlation models for irregularly timed repeated measures to supplement and enhance GEE. The supplementary estimating equations are obtained by differentiation of the Cholesky decomposition of the working correlation, or as score equations for decoupled Gaussian pseudolikelihood. The estimating equations are solved with computational effort equivalent to that required for a first-order GEE. Full details and analytic expressions are developed for a generalized Markovian model that was evaluated through simulation. Large-sample ".sandwich" standard errors for working correlation parameter estimates are derived and shown to have good performance. The proposed estimating functions are further illustrated in an analysis of repeated measures of pulmonary function in children.

A generalized estimating equations approach for analysis of the impact of new technology on a trawl fishery

The article describes a generalized estimating equations approach that was used to investigate the impact of technology on vessel performance in a trawl fishery during 1988-96, while accounting for spatial and temporal correlations in the catch-effort data. Robust estimation of parameters in the presence of several levels of clustering depended more on the choice of cluster definition than on the choice of correlation structure within the cluster. Models with smaller cluster sizes produced stable results, while models with larger cluster sizes, that may have had complex within-cluster correlation structures and that had within-cluster covariates, produced estimates sensitive to the correlation structure. The preferred model arising from this dataset assumed that catches from a vessel were correlated in the same years and the same areas, but independent in different years and areas. The model that assumed catches from a vessel were correlated in all years and areas, equivalent to a random effects term for vessel, produced spurious results. This was an unexpected finding that highlighted the need to adopt a systematic strategy for modelling. The article proposes a modelling strategy of selecting the best cluster definition first, and the working correlation structure (within clusters) second. The article discusses the selection and interpretation of the model in the light of background knowledge of the data and utility of the model, and the potential for this modelling approach to apply in similar statistical situations.

Internal noise-driven generalized Langevin equation from a nonlocal continuum model

Starting with a micropolar formulation, known to account for nonlocal microstructural effects at the continuum level, a generalized Langevin equation (GLE) for a particle, describing the predominant motion of a localized region through a single displacement degree of freedom, is derived. The GLE features a memory-dependent multiplicative or internal noise, which appears upon recognizing that the microrotation variables possess randomness owing to an uncertainty principle. Unlike its classical version, the present GLE qualitatively reproduces the experimentally measured fluctuations in the steady-state mean square displacement of scattering centers in a polyvinyl alcohol slab. The origin of the fluctuations is traced to nonlocal spatial interactions within the continuum, a phenomenon that is ubiquitous across a broad class of response regimes in solids and fluids. This renders the proposed GLE a potentially useful model in such cases.

Generalized Langevin equation: An efficient approach to nonequilibrium molecular dynamics of open systems

The generalized Langevin equation (GLE) has been recently suggested to simulate the time evolution of classical solid and molecular systems when considering general nonequilibrium processes. In this approach, a part of the whole system (an open system), which interacts and exchanges energy with its dissipative environment, is studied. Because the GLE is derived by projecting out exactly the harmonic environment, the coupling to it is realistic, while the equations of motion are non-Markovian. Although the GLE formalism has already found promising applications, e. g., in nanotribology and as a powerful thermostat for equilibration in classical molecular dynamics simulations, efficient algorithms to solve the GLE for realistic memory kernels are highly nontrivial, especially if the memory kernels decay nonexponentially. This is due to the fact that one has to generate a colored noise and take account of the memory effects in a consistent manner. In this paper, we present a simple, yet efficient, algorithm for solving the GLE for practical memory kernels and we demonstrate its capability for the exactly solvable case of a harmonic oscillator coupled to a Debye bath.

Applications of the generalized Langevin equation: Towards a realistic description of the baths

The generalized Langevin equation (GLE) method, as developed previously [L. Stella et al., Phys. Rev. B 89, 134303 (2014)], is used to calculate the dissipative dynamics of systems described at the atomic level. The GLE scheme goes beyond the commonly used bilinear coupling between the central system and the bath, and permits us to have a realistic description of both the dissipative central system and its surrounding bath. We show how to obtain the vibrational properties of a realistic bath and how to convey such properties into an extended Langevin dynamics by the use of the mapping of the bath vibrational properties onto a set of auxiliary variables. Our calculations for a model of a Lennard-Jones solid show that our GLE scheme provides a stable dynamics, with the dissipative/relaxation processes properly described. The total kinetic energy of the central system always thermalizes toward the expected bath temperature, with appropriate fluctuation around the mean value. More importantly, we obtain a velocity distribution for the individual atoms in the central system which follows the expected canonical distribution at the corresponding temperature. This confirms that both our GLE scheme and our mapping procedure onto an extended Langevin dynamics provide the correct thermostat. We also examined the velocity autocorrelation functions and compare our results with more conventional Langevin dynamics.

Cutpoint selection for discretizing a continuous covariate for generalized estimating equations

We consider consider the problem of dichotomizing a continuous covariate when performing a regression analysis based on a generalized estimation approach. The problem involves estimation of the cutpoint for the covariate and testing the hypothesis that the binary covariate constructed from the continuous covariate has a significant impact on the outcome. Due to the multiple testing used to find the optimal cutpoint, we need to make an adjustment to the usual significance test to preserve the type-I error rates. We illustrate the techniques on one data set of patients given unrelated hematopoietic stem cell transplantation. Here the question is whether the CD34 cell dose given to patient affects the outcome of the transplant and what is the smallest cell dose which is needed for good outcomes. (C) 2010 Elsevier BM. All rights reserved.

On anomalous diffusion and the fractional generalized Langevin equation for a harmonic oscillator

The fractional generalized Langevin equation (FGLE) is proposed to discuss the anomalous diffusive behavior of a harmonic oscillator driven by a two-parameter Mittag-Leffler noise. The solution of this FGLE is discussed by means of the Laplace transform methodology and the kernels are presented in terms of the three-parameter Mittag-Leffler functions. Recent results associated with a generalized Langevin equation are recovered.

The thermohydrodynamical picture of Brownian motion via a generalized Smoluchowsky equation

Via an operator continued fraction scheme, we expand Kramers equation in the high friction limit. Then all distribution moments are expressed in terms of the first momemt (particle density). The latter satisfies a generalized Smoluchowsky equation. As an application, we present the nonequilibrium thermodynamics and hydrodynamical picture for the one-dimensional Brownian motion. (C) 2000 Elsevier B.V. B.V. All rights reserved.

Generalized Metropolis dynamics with a generalized master equation: An approach for time-independent and time-dependent Monte Carlo simulations of generalized spin systems

The extension of Boltzmann-Gibbs thermostatistics, proposed by Tsallis, introduces an additional parameter q to the inverse temperature beta. Here, we show that a previously introduced generalized Metropolis dynamics to evolve spin models is not local and does not obey the detailed energy balance. In this dynamics, locality is only retrieved for q = 1, which corresponds to the standard Metropolis algorithm. Nonlocality implies very time-consuming computer calculations, since the energy of the whole system must be reevaluated when a single spin is flipped. To circumvent this costly calculation, we propose a generalized master equation, which gives rise to a local generalized Metropolis dynamics that obeys the detailed energy balance. To compare the different critical values obtained with other generalized dynamics, we perform Monte Carlo simulations in equilibrium for the Ising model. By using short-time nonequilibrium numerical simulations, we also calculate for this model the critical temperature and the static and dynamical critical exponents as functions of q. Even for q not equal 1, we show that suitable time-evolving power laws can be found for each initial condition. Our numerical experiments corroborate the literature results when we use nonlocal dynamics, showing that short-time parameter determination works also in this case. However, the dynamics governed by the new master equation leads to different results for critical temperatures and also the critical exponents affecting universality classes. We further propose a simple algorithm to optimize modeling the time evolution with a power law, considering in a log-log plot two successive refinements.

Preliminary spatiotemporal analysis of the association between socio-environmental factors and suicide

Background: The seasonality of suicide has long been recognised. However, little is known about the relative importance of socio-environmental factors in the occurrence of suicide in different geographical areas. This study examined the association of climate, socioeconomic and demographic factors with suicide in Queensland, Australia, using a spatiotemporal approach. Methods: Seasonal data on suicide, demographic variables and socioeconomic indexes for areas in each Local Government Area (LGA) between 1999 and 2003 were acquired from the Australian Bureau of Statistics. Climate data were supplied by the Australian Bureau of Meteorology. A multivariable generalized estimating equation model was used to examine the impact of socio-environmental factors on suicide. Results: The preliminary data analyses show that far north Queensland had the highest suicide incidence (e.g., Cook and Mornington Shires), while the south-western areas had the lowest incidence (e.g., Barcoo and Bauhinia Shires) in all the seasons. Maximum temperature, unemployment rate, the proportion of Indigenous population and the proportion of population with low individual income were statistically significantly and positively associated with suicide. There were weaker but not significant associations for other variables. Conclusions: Maximum temperature, the proportion of Indigenous population and unemployment rate appeared to be major determinants of suicide at a LGA level in Queensland.