Cervical cancer precursors and hormonal contraceptive use in HIV-positive women: application of a causal model and semi-parametric estimation methods.

OBJECTIVE: To demonstrate the application of causal inference methods to observational data in the obstetrics and gynecology field, particularly causal modeling and semi-parametric estimation. BACKGROUND: Human immunodeficiency virus (HIV)-positive women are at increased risk for cervical cancer and its treatable precursors. Determining whether potential risk factors such as hormonal contraception are true causes is critical for informing public health strategies as longevity increases among HIV-positive women in developing countries. METHODS: We developed a causal model of the factors related to combined oral contraceptive (COC) use and cervical intraepithelial neoplasia 2 or greater (CIN2+) and modified the model to fit the observed data, drawn from women in a cervical cancer screening program at HIV clinics in Kenya. Assumptions required for substantiation of a causal relationship were assessed. We estimated the population-level association using semi-parametric methods: g-computation, inverse probability of treatment weighting, and targeted maximum likelihood estimation. RESULTS: We identified 2 plausible causal paths from COC use to CIN2+: via HPV infection and via increased disease progression. Study data enabled estimation of the latter only with strong assumptions of no unmeasured confounding. Of 2,519 women under 50 screened per protocol, 219 (8.7%) were diagnosed with CIN2+. Marginal modeling suggested a 2.9% (95% confidence interval 0.1%, 6.9%) increase in prevalence of CIN2+ if all women under 50 were exposed to COC; the significance of this association was sensitive to method of estimation and exposure misclassification. CONCLUSION: Use of causal modeling enabled clear representation of the causal relationship of interest and the assumptions required to estimate that relationship from the observed data. Semi-parametric estimation methods provided flexibility and reduced reliance on correct model form. Although selected results suggest an increased prevalence of CIN2+ associated with COC, evidence is insufficient to conclude causality. Priority areas for future studies to better satisfy causal criteria are identified.

Semi-parametric geolocation estimation in NLOS environments

The position of a stationary target can be determined using triangulation in combination with time of arrival measurements at several sensors. In urban environments, none-line-of-sight (NLOS) propagation leads to biased time estimation and thus to inaccurate position estimates. Here, a semi-parametric approach is proposed to mitigate the effects of NLOS propagation. The degree of contamination by NLOS components in the observations, which result in asymmetric noise statistics, is determined and incorporated into the estimator. The proposed method is adequate for environments where the NLOS error plays a dominant role and outperforms previous approaches that assume a symmetric noise statistic.

An EM-based Semi-Parametric Mixture Model Approach to the Regression Analysis of Competing-Risks Data

We consider a mixture model approach to the regression analysis of competing-risks data. Attention is focused on inference concerning the effects of factors on both the probability of occurrence and the hazard rate conditional on each of the failure types. These two quantities are specified in the mixture model using the logistic model and the proportional hazards model, respectively. We propose a semi-parametric mixture method to estimate the logistic and regression coefficients jointly, whereby the component-baseline hazard functions are completely unspecified. Estimation is based on maximum likelihood on the basis of the full likelihood, implemented via an expectation-conditional maximization (ECM) algorithm. Simulation studies are performed to compare the performance of the proposed semi-parametric method with a fully parametric mixture approach. The results show that when the component-baseline hazard is monotonic increasing, the semi-parametric and fully parametric mixture approaches are comparable for mildly and moderately censored samples. When the component-baseline hazard is not monotonic increasing, the semi-parametric method consistently provides less biased estimates than a fully parametric approach and is comparable in efficiency in the estimation of the parameters for all levels of censoring. The methods are illustrated using a real data set of prostate cancer patients treated with different dosages of the drug diethylstilbestrol. Copyright (C) 2003 John Wiley Sons, Ltd.

The reasons behind the progression in PISA scores: An education production function approach using semi-parametric techniques

Research Masters

Parametric estimation of pulse arrival time: a robust approach to pulse wave velocity.

Pulse wave velocity (PWV) is a surrogate of arterial stiffness and represents a non-invasive marker of cardiovascular risk. The non-invasive measurement of PWV requires tracking the arrival time of pressure pulses recorded in vivo, commonly referred to as pulse arrival time (PAT). In the state of the art, PAT is estimated by identifying a characteristic point of the pressure pulse waveform. This paper demonstrates that for ambulatory scenarios, where signal-to-noise ratios are below 10 dB, the performance in terms of repeatability of PAT measurements through characteristic points identification degrades drastically. Hence, we introduce a novel family of PAT estimators based on the parametric modeling of the anacrotic phase of a pressure pulse. In particular, we propose a parametric PAT estimator (TANH) that depicts high correlation with the Complior(R) characteristic point D1 (CC = 0.99), increases noise robustness and reduces by a five-fold factor the number of heartbeats required to obtain reliable PAT measurements.

Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off

Recent work shows that a low correlation between the instruments and the included variables leads to serious inference problems. We extend the local-to-zero analysis of models with weak instruments to models with estimated instruments and regressors and with higher-order dependence between instruments and disturbances. This makes this framework applicable to linear models with expectation variables that are estimated non-parametrically. Two examples of such models are the risk-return trade-off in finance and the impact of inflation uncertainty on real economic activity. Results show that inference based on Lagrange Multiplier (LM) tests is more robust to weak instruments than Wald-based inference. Using LM confidence intervals leads us to conclude that no statistically significant risk premium is present in returns on the S&P 500 index, excess holding yields between 6-month and 3-month Treasury bills, or in yen-dollar spot returns.

A Semi-Parametric Factor Model for Interest Rates.

Understanding the dynamics of interest rates and the term structure has important implications for issues as diverse as real economic activity, monetary policy, pricing of interest rate derivative securities and public debt financing. Our paper follows a longstanding tradition of using factor models of interest rates but proposes a semi-parametric procedure to model interest rates.

A (semi-)parametric functional coefficient autoregressive conditional duration model

In this paper, we propose a class of ACD-type models that accommodates overdispersion, intermittent dynamics, multiple regimes, and sign and size asymmetries in financial durations. In particular, our functional coefficient autoregressive conditional duration (FC-ACD) model relies on a smooth-transition autoregressive specification. The motivation lies on the fact that the latter yields a universal approximation if one lets the number of regimes grows without bound. After establishing that the sufficient conditions for strict stationarity do not exclude explosive regimes, we address model identifiability as well as the existence, consistency, and asymptotic normality of the quasi-maximum likelihood (QML) estimator for the FC-ACD model with a fixed number of regimes. In addition, we also discuss how to consistently estimate using a sieve approach a semiparametric variant of the FC-ACD model that takes the number of regimes to infinity. An empirical illustration indicates that our functional coefficient model is flexible enough to model IBM price durations.

Non-parametric estimation of the diffusion coefficient of a branching diffusion with immigration

Wir betrachten Systeme von endlich vielen Partikeln, wobei die Partikel sich unabhängig voneinander gemäß eindimensionaler Diffusionen [dX_t = b(X_t),dt + sigma(X_t),dW_t] bewegen. Die Partikel sterben mit positionsabhängigen Raten und hinterlassen eine zufällige Anzahl an Nachkommen, die sich gemäß eines Übergangskerns im Raum verteilen. Zudem immigrieren neue Partikel mit einer konstanten Rate. Ein Prozess mit diesen Eigenschaften wird Verzweigungsprozess mit Immigration genannt. Beobachten wir einen solchen Prozess zu diskreten Zeitpunkten, so ist zunächst nicht offensichtlich, welche diskret beobachteten Punkte zu welchem Pfad gehören. Daher entwickeln wir einen Algorithmus, um den zugrundeliegenden Pfad zu rekonstruieren. Mit Hilfe dieses Algorithmus konstruieren wir einen nichtparametrischen Schätzer für den quadrierten Diffusionskoeffizienten $sigma^2(cdot),$ wobei die Konstruktion im Wesentlichen auf dem Auffüllen eines klassischen Regressionsschemas beruht. Wir beweisen Konsistenz und einen zentralen Grenzwertsatz.

Parametric estimation of pulse arrival time: a robust approach to pulse wave velocity

Pulse wave velocity (PWV) is a surrogate of arterial stiffness and represents a non-invasive marker of cardiovascular risk. The non-invasive measurement of PWV requires tracking the arrival time of pressure pulses recorded in vivo, commonly referred to as pulse arrival time (PAT). In the state of the art, PAT is estimated by identifying a characteristic point of the pressure pulse waveform. This paper demonstrates that for ambulatory scenarios, where signal-to-noise ratios are below 10 dB, the performance in terms of repeatability of PAT measurements through characteristic points identification degrades drastically. Hence, we introduce a novel family of PAT estimators based on the parametric modeling of the anacrotic phase of a pressure pulse. In particular, we propose a parametric PAT estimator (TANH) that depicts high correlation with the Complior(R) characteristic point D1 (CC = 0.99), increases noise robustness and reduces by a five-fold factor the number of heartbeats required to obtain reliable PAT measurements.

The spatial distribution of self-employment in India:evidence from semi-parametric geoadditive models

The spatial distribution of self-employment in India: evidence from semiparametric geoadditive models, Regional Studies. The entrepreneurship literature has rarely considered spatial location as a micro-determinant of occupational choice. It has also ignored self-employment in developing countries. Using Bayesian semiparametric geoadditive techniques, this paper models spatial location as a micro-determinant of self-employment choice in India. The empirical results suggest the presence of spatial occupational neighbourhoods and a clear north–south divide in self-employment when the entire sample is considered; however, spatial variation in the non-agriculture sector disappears to a large extent when individual factors that influence self-employment choice are explicitly controlled. The results further suggest non-linear effects of age, education and wealth on self-employment.