相依模型参数估计的相对效率

本文考虑相依模型,对其未知参数向量给出了其最佳线性无偏估计相对于协方差改进估计的四种相对效率,同时,还给出了最小二乘估计相对于协方差改进估计的三种相对效率,在不同条件下,分别给出了相对效率的上界与下界。     

Estimation and comparison of changes in the presence of informative right censoring: conditional linear model

A general linear regression model for the usual least squares estimated rate of change (slope) on censoring time is described as an approximation to account for informative right censoring in estimating and comparing changes of a continuous variable in two groups. Two noniterative estimators for the group slope means, the linear minimum variance unbiased (LMVUB) estimator and the linear minimum mean squared error (LMMSE) estimator, are proposed under this conditional model. In realistic situations, we illustrate that the LMVUB and LMMSE estimators, derived under a simple linear regression model, are quite competitive compared to the pseudo maximum likelihood estimator (PMLE) derived by modeling the censoring probabilities. Generalizations to polynomial response curves and general linear models are also described.     

Comparative methods as a statistical fix: the dangers of ignoring an evolutionary model

Abstract Comparative methods are widely used in ecology and evolution. The most frequently used comparative methods are based on an explicit evolutionary model. However, recent approaches have been popularized that are without an evolutionary basis or an underlying null model. Here we highlight the limitations of such techniques in comparative analyses by using simulations to compare two commonly used comparative methods with and without evolutionary basis, respectively: generalized least squares (GLS) and phylogenetic eigenvector regression (PVR). We find that GLS methods are more efficient at estimating model parameters and produce lower variance in parameter estimates, lower phylogenetic signal in residuals, and lower Type I error rates than PVR methods. These results can very likely be generalized to eigenvector methods that control for space and both space and phylogeny. We highlight that GLS methods can be adapted in numerous ways and that the variance structure used in these models can be flexibly optimized to each data set.     

The Applicability of Ordinary Least Squares to Consistently Short Distances between Taxa in Phylogenetic Tree Construction and the Normal Distribution Test Consequences

Short phylogenetic distances between taxa occur, for example, in studies on ribosomal RNA-genes with slow substitution rates. For consistently short distances, it is proved that in the completely singular limit of the covariance matrix ordinary least squares (OLS) estimates are minimum variance or best linear unbiased (BLU) estimates of phylogenetic tree branch lengths. Although OLS estimates are in this situation equal to generalized least squares (GLS) estimates, the GLS chi-square likelihood ratio test will be inapplicable as it is associated with zero degrees of freedom. Consequently, an OLS normal distribution test or an analogous bootstrap approach will provide optimal branch length tests of significance for consistently short phylogenetic distances. As the asymptotic covariances between branch lengths will be equal to zero, it follows that the product rule can be used in tree evaluation to calculate an approximate simultaneous confidence probability that all interior branches are positive.     

Semiparametric maximum likelihood for measurement error model regression

This paper presents an EM algorithm for semiparametric likelihood analysis of linear, generalized linear, and nonlinear regression models with measurement errors in explanatory variables. A structural model is used in which probability distributions are specified for (a) the response and (b) the measurement error. A distribution is also assumed for the true explanatory variable but is left unspecified and is estimated by nonparametric maximum likelihood. For various types of extra information about the measurement error distribution, the proposed algorithm makes use of available routines that would be appropriate for likelihood analysis of (a) and (b) if the true x were available. Simulations suggest that the semiparametric maximum likelihood estimator retains a high degree of efficiency relative to the structural maximum likelihood estimator based on correct distributional assumptions and can outperform maximum likelihood based on an incorrect distributional assumption. The approach is illustrated on three examples with a variety of structures and types of extra information about the measurement error distribution.     

COMPARATIVE METHODS FOR THE ANALYSIS OF CONTINUOUS VARIABLES: GEOMETRIC INTERPRETATIONS

Abstract This study is concerned with statistical methods used for the analysis of comparative data (in which observations are not expected to be independent because they are sampled across phylogenetically related species). The phylogenetically independent contrasts (PIC), phylogenetic generalized least‐squares (PGLS), and phylogenetic autocorrelation (PA) methods are compared. Although the independent contrasts are not orthogonal, they are independent if the data conform to the Brownian motion model of evolution on which they are based. It is shown that uncentered correlations and regressions through the origin using the PIC method are identical to those obtained using PGLS with an intercept included in the model. The PIC method is a special case of PGLS. Corrected standard errors are given for estimates of the ancestral states based on the PGLS approach. The treatment of trees with hard polytomies is discussed and is shown to be an algorithmic rather than a statistical problem. Some of the relationships among the methods are shown graphically using the multivariate space in which variables are represented as vectors with respect to OTUs used as coordinate axes. The maximum‐likelihood estimate of the autoregressive parameter, ρ, has not been computed correctly in previous studies (an appendix with MATLAB code provides a corrected algorithm). The importance of the eigenvalues and eigenvectors of the connection matrix, W, for the distribution of ρ is discussed. The PA method is shown to have several problems that limit its usefulness in comparative studies. Although the PA method is a generalized least‐squares procedure, it cannot be made equivalent to the PGLS method using a phylogenetic model.     

2000-2010年中国大陆地区建设用地扩张的驱动力分析

2000-2010年我国社会经济迅猛发展,城乡建设用地急剧扩张。分析建设用地扩张的驱动力,辨识关键驱动因素,能够为我国土地资源的可持续利用提供支撑。研究以地级行政区为基本分析单元,以建设用地面积百分比的变化为因变量,以14个地理、经济、人口和政策变量为解释变量,分别采用普通线性回归模型、空间滞后回归模型和空间误差回归模型,分析2000-2010年我国大陆地区建设用地扩张的驱动力。结果发现,我国各地区建设用地扩张具有显著的正向空间自相关性,使普通线性回归模型估计结果有偏。比较3种回归模型的拟合效果也发现,两种空间回归模型的拟合效果明显好于普通线性回归模型;考虑到建设用地扩张的空间传导性,研究认为空间滞后回归模型是我国建设用地扩张驱动力分析的最适合模型。模型回归结果显示研究期内我国建设用地扩张受到各种地理、经济、人口和政策因素的广泛影响。第二产业的迅猛发展、流动人口的迁移聚集、固定资产投资和外商直接投资的快速增长,以及投资驱动的大规模土地城镇化和路网等基础设施建设是驱动我国各地区建设用地扩张的主要驱动力;第三产业的发展、进口增长以及自然保护的区建设等对建设用地的扩张具有一定的抑制作用,是缓解建设用地过快扩张的重要因素。此外,海拔和坡度等地理因素也有一定的影响。如果扣除其他因素的影响,受西部大开发、中部崛起、东北振兴等区域均衡发展战略的影响,此间我国建设用地扩张更倾向于出现在平均海拔更高的地区;而平均坡度的升高则对建设用地的扩张具有明显的抑制作用。     

A likelihood ratio test for a patterned covariance matrix in a multivariate growth-curve model

In a multivariate growth-curve model, the estimator of the parameter matrix is a function of the matrix of the sums of squares and of the cross-products due to error. However, if the assumption of a patterned covariance matrix is valid, then the parameter estimator does not depend on the error matrix. A likelihood ratio test of this patterned covariance matrix is constructed and its distribution is discussed. A numerical example is provided in which the design consists of two treatment groups, with three repeated measures being taken of the three response variables.     

Iterative partial least squares with right-censored data analysis: a comparison to other dimension reduction techniques

In the linear model with right-censored responses and many potential explanatory variables, regression parameter estimates may be unstable or, when the covariates outnumber the uncensored observations, not estimable. We propose an iterative algorithm for partial least squares, based on the Buckley-James estimating equation, to estimate the covariate effect and predict the response for a future subject with a given set of covariates. We use a leave-two-out cross-validation method for empirically selecting the number of components in the partial least-squares fit that approximately minimizes the error in estimating the covariate effect of a future observation. Simulation studies compare the methods discussed here with other dimension reduction techniques. Data from the AIDS Clinical Trials Group protocol 333 are used to motivate the methodology.     

Estimation of Growth Norms from Incomplete Longitudinal Data

Longitudinal studies are rarely complete due to attrition, mistimed visits and observations missing at random. When the data are missing at random it is possible to estimate the primary location parameters of interest by constructing a modification of Zellner's (1962) seemingly unrelated regression estimator. Such a procedure is developed in this paper and is applied to a longitudinal study of coronary risk factors in children. The method consists of two stages in which the covariance matrix is estimated at the first stage. Using the estimated covariance matrix a generalized least squares estimator of the regression parameter vector is then determined at the second stage. Limitations of the procedure are also discussed.     

Phylogeny, regression, and the allometry of physiological traits

Physiological and ecological allometries often pose linear regression problems characterized by (1) noncausal, phylogenetically autocorrelated independent (x) and dependent (y) variables (characters); (2) random variation in both variables; and (3) a focus on regression slopes (allometric exponents). Remedies for the phylogenetic autocorrelation of species values (phylogenetically independent contrasts) and variance structure of the data (reduced major axis [RMA] regression) have been developed, but most functional allometries are reported as ordinary least squares (OLS) regression without use of phylogenetically independent contrasts. We simulated Brownian diffusive evolution of functionally related characters and examined the importance of regression methodologies and phylogenetic contrasts in estimating regression slopes for phylogenetically constrained data. Simulations showed that both OLS and RMA regressions exhibit serious bias in estimated regression slopes under different circumstances but that a modified orthogonal (least squares variance-oriented residual [LSVOR]) regression was less biased than either OLS or RMA regressions. For strongly phylogenetically structured data, failure to use phylogenetic contrasts as regression data resulted in overestimation of the strength of the regression relationship and a significant increase in the variance of the slope estimate. Censoring of data sets by simulated extinction of taxa did not affect the importance of appropriate regression models or the use of phylogenetic contrasts.     

Permutation tests for phylogenetic comparative analyses of high‐dimensional shape data: What you shuffle matters

Evaluating statistical trends in high‐dimensional phenotypes poses challenges for comparative biologists, because the high‐dimensionality of the trait data relative to the number of species can prohibit parametric tests from being computed. Recently, two comparative methods were proposed to circumvent this difficulty. One obtains phylogenetic independent contrasts for all variables, and statistically evaluates the linear model by permuting the phylogenetically independent contrasts (PICs) of the response data. The other uses a distance‐based approach to obtain coefficients for generalized least squares models (D‐PGLS), and subsequently permutes the original data to evaluate the model effects. Here, we show that permuting PICs is not equivalent to permuting the data prior to the analyses as in D‐PGLS. We further explain why PICs are not the correct exchangeable units under the null hypothesis, and demonstrate that this misspecification of permutable units leads to inflated type I error rates of statistical tests. We then show that simply shuffling the original data and recalculating the independent contrasts with each iteration yields significance levels that correspond to those found using D‐PGLS. Thus, while summary statistics from methods based on PICs and PGLS are the same, permuting PICs can lead to strikingly different inferential outcomes with respect to statistical and biological inferences.     

Factors influencing changes in trait correlations across species after using phylogenetic independent contrasts

Comparative interspecific data sets have been analyzed routinely by phylogenetic methods, generally using Felsenstein’s phylogenetic independent contrasts (PIC) method. However, some authors have suggested that it may not be always necessary to incorporate phylogenetic information into statistical analyses of comparative data due to the low influence of shared history on the distribution of␣character states. The main goal of this paper was to undertake a comparison of results from non-phylogenetic Pearson correlation of tip values (TIPs) and phylogenetic independent contrasts analyses (PICs), using 566 correlation coefficients derived from 65 published papers. From each study we collected the following data: taxonomic group, number of species, type of phylogeny, number of polytomies in the phylogenetic tree, if branch length was transformed or not, trait types, the original correlation coefficient between the traits (TIPs) and the correlation coefficient between the traits using the independent contrasts method (PICs). The slope estimated from a regression of PIC correlations on TIP correlations was lower than one, and a paired t-test showed that correlations from PIC are significantly smaller than those obtained by TIP. Thus, PIC analyses tend to decrease the correlation between traits and usually increases the P-value and, thus, favoring the acceptance of the null hypothesis. Multiple factors, including taxonomic group, trait type and use of branch length transformations affected the change in decision regarding the acceptance of the null hypotheses and differences between PIC and TIP results. Due to the variety of factors affecting the differences between results provided by these methods, we suggest that comparative methods should be applied as a conservative approach to cross-species studies. Despite difficulties in quantifying precisely why these factors affect the differences between PIC and TIP, we also suggest that a better evaluation of evolutionary models underlying trait evolution is still necessary in this context and might explain some of the observed patterns.     

Improved least squares topology testing and estimation

Generalized least squares (GLS) methods provide a relatively fast means of constructing a confidence set of topologies. Because they utilize information about the covariances between distances, it is reasonable to expect additional efficiency in estimation and confidence set construction relative to other least squares (LS) methods. Difficulties have been found to arise in a number of practical settings due to estimates of covariance matrices being ill conditioned or even noninvertible. We present here new ways of estimating the covariance matrices for distances that are much more likely to be positive definite, as the actual covariance matrices are. A thorough investigation of performance is also conducted. An alternative to GLS that has been proposed for constructing confidence sets of topologies is weighted least squares (WLS). As currently implemented, this approach is equivalent to the use of GLS but with covariances set to zero rather than being estimated. In effect, this approach assumes normality of the estimated distances and zero covariances. As the results here illustrate, this assumption leads to poor performance. A 95% confidence set is almost certain to contain the true topology but will contain many more topologies than are needed. On the other hand, the results here also indicate that, among LS methods, WLS performs quite well at estimating the correct topology. It turns out to be possible to improve the performance of WLS for confidence set construction through a relatively inexpensive normal parametric bootstrap that utilizes the same variances and covariances of GLS. The resulting procedure is shown to perform at least as well as GLS and thus provides a reasonable alternative in cases where covariance matrices are ill conditioned.     

Shrinkage and Pretest Nonparametric Estimation of Regression Parameters from Censored Data with Multiple Observations at Each Level of Covariate

A simple linear regression model is considered where the independent variable assumes only a finite number of values and the response variable is randomly right censored. However, the censoring distribution may depend on the covariate values. A class of noniterative estimators for the slope parameter, namely, the noniterative unrestricted estimator, noniterative restricted estimator and noniterative improved pretest estimator are proposed. The asymptotic bias and mean squared errors of the proposed estimators are derived and compared. The relative dominance picture of the estimators is investigated. A simulation study is also performed to asses the properties of the various estimators for small samples.     

Analysis of Covariance in Split Block Design

In this paper the analysis of covariance in the split block design with many concomitant variables is presented. The problems concerning the estimation of parametric functions and testing hypotheses are discussed. In the presentation of the model three kinds of regression coefficients for individual sources of variation are taken into consideration. It is shown that for every estimable function of fixed effects, the best linear unbiased estimator under the assumed model is the same as the best linear unbiased estimator under the model with covariance matrix equal to identity matrix multiplied by a positive constant. A variance of this estimator can be calculated by the method presented here. Test functions for standard hypotheses concerning fixed effects are obtained.     

Inference for the proportional hazards model with misclassified discrete-valued covariates

We consider the Cox proportional hazards model with discrete-valued covariates subject to misclassification. We present a simple estimator of the regression parameter vector for this model. The estimator is based on a weighted least squares analysis of weighted-averaged transformed Kaplan-Meier curves for the different possible configurations of the observed covariate vector. Optimal weighting of the transformed Kaplan-Meier curves is described. The method is designed for the case in which the misclassification rates are known or are estimated from an external validation study. A hybrid estimator for situations with an internal validation study is also described. When there is no misclassification, the regression coefficient vector is small in magnitude, and the censoring distribution does not depend on the covariates, our estimator has the same asymptotic covariance matrix as the Cox partial likelihood estimator. We present results of a finite-sample simulation study under Weibull survival in the setting of a single binary covariate with known misclassification rates. In this simulation study, our estimator performed as well as or, in a few cases, better than the full Weibull maximum likelihood estimator. We illustrate the method on data from a study of the relationship between trans-unsaturated dietary fat consumption and cardiovascular disease incidence.     

Statistical analysis of nonlinear parameter estimation for Monod biodegradation kinetics using bivariate data

A nonlinear regression technique for estimating the Monod parameters describing biodegradation kinetics is presented and analyzed. Two model data sets were taken from a study of aerobic biodegradation of the polycyclic aromatic hydrocarbons (PAHs), naphthalene and 2-methylnaphthalene, as the growth-limiting substrates, where substrate and biomass concentrations were measured with time. For each PAH, the parameters estimated were: q(max), the maximum substrate utilization rate per unit biomass; K(S), the half-saturation coefficient; and Y, the stoichiometric yield coefficient. Estimating parameters when measurements have been made for two variables with different error structures requires a technique more rigorous than least squares regression. An optimization function is derived from the maximumlikelihood equation assuming an unknown, nondiagonal covariance matrix for the measured variables. Because the derivation is based on an assumption of normally distributed errors in the observations, the error structures of the regression variables were examined. Through residual analysis, the errors in the substrate concentration data were found to be distributed log-normally, demonstrating a need for log transformation of this variable. The covariance between ln C and X was found to be small but significantly nonzero at the 67% confidence level for NPH and at the 94% confidence level for 2MN. The nonlinear parameter estimation yielded unique values for q(max), K(S), and Y for naphthalene. Thus, despite the low concentrations of this sparingly soluble compound, the data contained sufficient information for parameter estimation. For 2-methylnaphthalene, the values of q(max) and K(S) could not be estimated uniquely; however, q(max)/K(S) was estimated. To assess the value of including the relatively imprecise biomass concentration data, the results from the bivariate method were compared with a univariate method using only the substrate concentration data. The results demonstrated that the bivariate data yielded a better confidence in the estimates and provided additional information about the model fit and model adequacy. The combination of the value of the bivariate data set and their nonzero covariance justifies the need for maximum likelihood estimation over the simpler nonlinear least squares regression.     

The Asymptotic Covariance Matrix of the Maximum Likelihood Parameter Estimator in Conditional Poisson Log-linear Models

The asymptotic covariance matrix of the maximum likelihood estimator for the log-linear model is given for a general class of conditional Poisson distributions which include the unconditional Poisson, multinomial and product-multinomial, as special cases. The general conditions are given under which the maximum likelihood covariance matrix is equal to the covariance matrix of an equivalent closed-form weighted least squares estimator.