Equivalence of truncated count mixture distributions and mixtures of truncated count distributions

This article is about modeling count data with zero truncation. A parametric count density family is considered. The truncated mixture of densities from this family is different from the mixture of truncated densities from the same family. Whereas the former model is more natural to formulate and to interpret, the latter model is theoretically easier to treat. It is shown that for any mixing distribution leading to a truncated mixture, a (usually different) mixing distribution can be found so that the associated mixture of truncated densities equals the truncated mixture, and vice versa. This implies that the likelihood surfaces for both situations agree, and in this sense both models are equivalent. Zero-truncated count data models are used frequently in the capture-recapture setting to estimate population size, and it can be shown that the two Horvitz-Thompson estimators, associated with the two models, agree. In particular, it is possible to achieve strong results for mixtures of truncated Poisson densities, including reliable, global construction of the unique NPMLE (nonparametric maximum likelihood estimator) of the mixing distribution, implying a unique estimator for the population size. The benefit of these results lies in the fact that it is valid to work with the mixture of truncated count densities, which is less appealing for the practitioner but theoretically easier. Mixtures of truncated count densities form a convex linear model, for which a developed theory exists, including global maximum likelihood theory as well as algorithmic approaches. Once the problem has been solved in this class, it might readily be transformed back to the original problem by means of an explicitly given mapping. Applications of these ideas are given, particularly in the case of the truncated Poisson family.     

A Comparison of Population Size Estimators under the Truncated Count Model With and Without Allowance for Contaminations

The purpose of the study is to estimate the population size under a homogeneous truncated count model and under model contaminations via the Horvitz‐Thompson approach on the basis of a count capture‐recapture experiment. The proposed estimator is based on a mixture of zero‐truncated Poisson distributions. The benefit of using the proposed model is statistical inference of the long‐tailed or skewed distributions and the concavity of the likelihood function with strong results available on the nonparametric maximum likelihood estimator (NPMLE). The results of comparisons, for finding the appropriate estimator among McKendrick's, Mantel‐Haenszel's, Zelterman's, Chao's, the maximum likelihood, and the proposed methods in a simulation study, reveal that under model contaminations the proposed estimator provides the best choice according to its smallest bias and smallest mean square error for a situation of sufficiently large population sizes and the further results show that the proposed estimator performs well even for a homogeneous situation. The empirical examples, containing the cholera epidemic in India based on homogeneity and the heroin user data in Bangkok 2002 based on heterogeneity, are fitted with an excellent goodness‐of‐fit of the models and the confidence interval estimations may also be of considerable interest. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Estimating population size for a continuous time frailty model with covariates in a capture-recapture study

A continuous time frailty capture-recapture model is proposed for estimating population size of a closed population with the use of observed covariates to explain individuals' heterogeneity in presence of a random effect. A conditional likelihood approach is used to derive the estimate of parameters, and the Horvitz-Thompson estimator is adopted to estimate the unknown population size. Asymptotic normality of the estimates is obtained. Simulation results and a real example show that the proposed method works satisfactorily.     

A unified parametric regression model for recapture studies with random removals in continuous time

Conditional likelihood based on counting processes are combined with a Horvitz-Thompson estimator to yield a population size estimator that is more efficient than the existing ones. Random removals are allowed in the recapturing process. Simulation studies are shown to assess the performance of the proposed estimators. Examples on a bird banding and a small mammal recapturing study are given.     

Minimum Hellinger distance estimation for finite mixtures of Poisson regression models and its applications

Minimum Hellinger distance estimation (MHDE) has been shown to discount anomalous data points in a smooth manner with first-order efficiency for a correctly specified model. An estimation approach is proposed for finite mixtures of Poisson regression models based on MHDE. Evidence from Monte Carlo simulations suggests that MHDE is a viable alternative to the maximum likelihood estimator when the mixture components are not well separated or the model parameters are near zero. Biometrical applications also illustrate the practical usefulness of the MHDE method.     

Logistic regression in capture-recapture models

The effect of population heterogeneity in capture-recapture, or dual registration, models is discussed. An estimator of the unknown population size based on a logistic regression model is introduced. The model allows different capture probabilities across individuals and across capture times. The probabilities are estimated from the observed data using conditional maximum likelihood. The resulting population estimator is shown to be consistent and asymptotically normal. A variance estimator under population heterogeneity is derived. The finite-sample properties of the estimators are studied via simulation. An application to Finnish occupational disease registration data is presented.     

Improved semiparametric estimation of the proportional rate model with recurrent event data

Owing to its robustness properties, marginal interpretations, and ease of implementation, the pseudo-partial likelihood method proposed in the seminal papers of Pepe and Cai and Lin et al. has become the default approach for analyzing recurrent event data with Cox-type proportional rate models. However, the construction of the pseudo-partial score function ignores the dependency among recurrent events and thus can be inefficient. An attempt to investigate the asymptotic efficiency of weighted pseudo-partial likelihood estimation found that the optimal weight function involves the unknown variance–covariance process of the recurrent event process and may not have closed-form expression. Thus, instead of deriving the optimal weights, we propose to combine a system of pre-specified weighted pseudo-partial score equations via the generalized method of moments and empirical likelihood estimation. We show that a substantial efficiency gain can be easily achieved without imposing additional model assumptions. More importantly, the proposed estimation procedures can be implemented with existing software. Theoretical and numerical analyses show that the empirical likelihood estimator is more appealing than the generalized method of moments estimator when the sample size is sufficiently large. An analysis of readmission risk in colorectal cancer patients is presented to illustrate the proposed methodology.     

N-mixture models for estimating population size from spatially replicated counts

Spatial replication is a common theme in count surveys of animals. Such surveys often generate sparse count data from which it is difficult to estimate population size while formally accounting for detection probability. In this article, I describe a class of models (N-mixture models) which allow for estimation of population size from such data. The key idea is to view site-specific population sizes, N, as independent random variables distributed according to some mixing distribution (e.g., Poisson). Prior parameters are estimated from the marginal likelihood of the data, having integrated over the prior distribution for N. Carroll and Lombard (1985, Journal of American Statistical Association 80, 423-426) proposed a class of estimators based on mixing over a prior distribution for detection probability. Their estimator can be applied in limited settings, but is sensitive to prior parameter values that are fixed a priori. Spatial replication provides additional information regarding the parameters of the prior distribution on N that is exploited by the N-mixture models and which leads to reasonable estimates of abundance from sparse data. A simulation study demonstrates superior operating characteristics (bias, confidence interval coverage) of the N-mixture estimator compared to the Caroll and Lombard estimator. Both estimators are applied to point count data on six species of birds illustrating the sensitivity to choice of prior on p and substantially different estimates of abundance as a consequence.     

Maximum likelihood estimation in the additive hazards model

The additive hazards model specifies the effect of covariates on the hazard in an additive way, in contrast to the popular Cox model, in which it is multiplicative. As the non-parametric model, additive hazards offer a very flexible way of modeling time-varying covariate effects. It is most commonly estimated by ordinary least squares. In this paper, we consider the case where covariates are bounded, and derive the maximum likelihood estimator under the constraint that the hazard is non-negative for all covariate values in their domain. We show that the maximum likelihood estimator may be obtained by separately maximizing the log-likelihood contribution of each event time point, and we show that the maximizing problem is equivalent to fitting a series of Poisson regression models with an identity link under non-negativity constraints. We derive an analytic solution to the maximum likelihood estimator. We contrast the maximum likelihood estimator with the ordinary least-squares estimator in a simulation study and show that the maximum likelihood estimator has smaller mean squared error than the ordinary least-squares estimator. An illustration with data on patients with carcinoma of the oropharynx is provided.     

Using maximum likelihood to estimate population size from temporal changes in allele frequencies.

We develop a maximum-likelihood framework for using temporal changes in allele frequencies to estimate the number of breeding individuals in a population. We use simulations to compare the performance of this estimator to an F-statistic estimator of variance effective population size. The maximum-likelihood estimator had a lower variance and smaller bias. Taking advantage of the likelihood framework, we extend the model to include exponential growth and show that temporal allele frequency data from three or more sampling events can be used to test for population growth.     

Penalized likelihood phylogenetic inference: bridging the parsimony-likelihood gap

The increasing diversity and heterogeneity of molecular data for phylogeny estimation has led to development of complex models and model-based estimators. Here, we propose a penalized likelihood (PL) framework in which the levels of complexity in the underlying model can be smoothly controlled. We demonstrate the PL framework for a four-taxon tree case and investigate its properties. The PL framework yields an estimator in which the majority of currently employed estimators such as the maximum-parsimony estimator, homogeneous likelihood estimator, gamma mixture likelihood estimator, etc., become special cases of a single family of PL estimators. Furthermore, using the appropriate penalty function, the complexity of the underlying models can be partitioned into separately controlled classes allowing flexible control of model complexity.     

Estimating population size by spatially explicit capture–recapture

The number of animals in a population is conventionally estimated by capture–recapture without modelling the spatial relationships between animals and detectors. Problems arise with non‐spatial estimators when individuals differ in their exposure to traps or the target population is poorly defined. Spatially explicit capture–recapture (SECR) methods devised recently to estimate population density largely avoid these problems. Some applications require estimates of population size rather than density, and population size in a defined area may be obtained as a derived parameter from SECR models. While this use of SECR has potential benefits over conventional capture–recapture, including reduced bias, it is unfamiliar to field biologists and no study has examined the precision and robustness of the estimates. We used simulation to compare the performance of SECR and conventional estimators of population size with respect to bias and confidence interval coverage for several spatial scenarios. Three possible estimators for the sampling variance of realised population size all performed well. The precision of SECR estimates was nearly the same as that of the null‐model conventional population estimator. SECR estimates of population size were nearly unbiased (relative bias 0–10%) in all scenarios, including surveys in randomly generated patchy landscapes. Confidence interval coverage was near the nominal level. We used SECR to estimate the population of a species of skink Oligosoma infrapunctatum from pitfall trapping. The estimated number in the area bounded by the outermost traps differed little between a homogeneous density model and models with a quadratic trend in density or a habitat effect on density, despite evidence that the latter models fitted better. Extrapolation of trend models to a larger plot may be misleading. To avoid extrapolation, a large region of interest should be sampled throughout, either with one continuous trapping grid or with clusters of traps dispersed widely according to a probability‐based and spatially representative sampling design.     

A Scan Statistic for Binary Outcome Based on Hypergeometric Probability Model,with an Application to Detecting Spatial Clusters of Japanese Encephalitis

As a useful tool for geographical cluster detection of events, the spatial scan statistic is widely applied in many fields and plays an increasingly important role. The classic version of the spatial scan statistic for the binary outcome is developed by Kulldorff, based on the Bernoulli or the Poisson probability model. In this paper, we apply the Hypergeometric probability model to construct the likelihood function under the null hypothesis. Compared with existing methods, the likelihood function under the null hypothesis is an alternative and indirect method to identify the potential cluster, and the test statistic is the extreme value of the likelihood function. Similar with Kulldorff’s methods, we adopt Monte Carlo test for the test of significance. Both methods are applied for detecting spatial clusters of Japanese encephalitis in Sichuan province, China, in 2009, and the detected clusters are identical. Through a simulation to independent benchmark data, it is indicated that the test statistic based on the Hypergeometric model outweighs Kulldorff’s statistics for clusters of high population density or large size; otherwise Kulldorff’s statistics are superior.     

Improved methods for estimating abundance and related demographic parameters from mark‐resight data

Over the past decade, there has been much methodological development for the estimation of abundance and related demographic parameters using mark‐resight data. Often viewed as a less‐invasive and less‐expensive alternative to conventional mark recapture, mark‐resight methods jointly model marked individual encounters and counts of unmarked individuals, and recent extensions accommodate common challenges associated with imperfect detection. When these challenges include both individual detection heterogeneity and an unknown marked sample size, we demonstrate several deficiencies associated with the most widely used mark‐resight models currently implemented in the popular capture‐recapture freeware Program MARK. We propose a composite likelihood solution based on a zero‐inflated Poisson log‐normal model and find the performance of this new estimator to be superior in terms of bias and confidence interval coverage. Under Pollock's robust design, we also extend the models to accommodate individual‐level random effects across sampling occasions as a potentially more realistic alternative to models that assume independence. As a motivating example, we revisit a previous analysis of mark‐resight data for the New Zealand Robin (Petroica australis) and compare inferences from the proposed estimators. For the all‐too‐common situation where encounter rates are low, individual detection heterogeneity is non‐negligible, and the number of marked individuals is unknown, we recommend practitioners use the zero‐inflated Poisson log‐normal mark‐resight estimator as now implemented in Program MARK.     

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.     

Semiparametric estimation of the transformation model by leveraging external aggregate data in the presence of population heterogeneity

Leveraging information in aggregate data from external sources to improve estimation efficiency and prediction accuracy with smaller scale studies has drawn a great deal of attention in recent years. Yet, conventional methods often either ignore uncertainty in the external information or fail to account for the heterogeneity between internal and external studies. This article proposes an empirical likelihood-based framework to improve the estimation of the semiparametric transformation models by incorporating information about the t-year subgroup survival probability from external sources. The proposed estimation procedure incorporates an additional likelihood component to account for uncertainty in the external information and employs a density ratio model to characterize population heterogeneity. We establish the consistency and asymptotic normality of the proposed estimator and show that it is more efficient than the conventional pseudopartial likelihood estimator without combining information. Simulation studies show that the proposed estimator yields little bias and outperforms the conventional approach even in the presence of information uncertainty and heterogeneity. The proposed methodologies are illustrated with an analysis of a pancreatic cancer study.     

Estimation of fish abundance indices based on scientific research trawl surveys

The fish abundance index over an ocean region is defined here to be the integral of expected catch per unit effort (CPUE), approximated by the sum of expected CPUE over grid squares. When trawl surveys are done within grid squares selected according to a probability sampling design, several other sources of variation such as the fish population dynamics and the catching process are also involved. In such situations model-assisted methods for estimating abundance, assessed under both design and model perspectives, have some advantages over purely design-based methods such as the Horvitz-Thompson (HT) estimator or purely model-based prediction approaches. This article develops model-assisted empirical likelihood (EL) methods via loglinear regression and nonparametric smoothing. The methods are applied to grid surveys of the Grand Bank region carried out annually by Fishery Products International from 1996 through 2002. The HT and EL methods produce similar point estimates of abundance indices. Simulation results, however, indicate that the EL estimator under local linear smoothing is associated with smaller standard errors.     

A Likelihood Approach to Populations Samples of Microsatellite Alleles

This paper presents a likelihood approach to population samples of microsatellite alleles. A Markov chain recursion method previously published by GRIFFITHS and TAVARE is applied to estimate the likelihood function under different models of microsatellite evolution. The method presented can be applied to estimate a fundamental population genetics parameter θ as well as parameters of the mutational model. The new likelihood estimator provides a better estimator of θ in terms of the mean square error than previous approaches. Furthermore, it is demonstrated how the method may easily be applied to test models of microsatellite evolution. In particular it is shown how to compare a one-step model of microsatellite evolution to a multi-step model by a likelihood ratio test.     

Incorporating Estimates of Group Size in Sightability Models for Wildlife

ABSTRACT Sightability models have been used to estimate population size of many wildlife species; however, a limitation of these models is an assumption that groups of animals observed and counted during aerial surveys are enumerated completely. Replacing these unknown counts with maximum observed counts, as is typically done, produces population size estimates that are negatively biased. This bias can be substantial depending on the degree of undercounting occurring. We first investigated a method-of-moments estimator of group sizes. We then defined a population size estimator using the method-of-moments estimator of group sizes in place of maximum counts in the traditional sightability models, thereby correcting for bias associated with undercounting group size. We also provide associated equations for calculating the variance of our estimator. This estimator is an improvement over existing sightability model techniques because it significantly reduces bias, and variance estimates provide near nominal confidence interval coverage. The data needed for this estimator can be easily collected and implemented by wildlife managers with a field crew of only 3 individuals and little additional flight or personnel time beyond the normal requirements for developing sightability models.     

Estimation of a common effect parameter from sparse follow-up data

Breslow (1981, Biometrika 68, 73-84) has shown that the Mantel-Haenszel odds ratio is a consistent estimator of a common odds ratio in sparse stratifications. For cohort studies, however, estimation of a common risk ratio or risk difference can be of greater interest. Under a binomial sparse-data model, the Mantel-Haenszel risk ratio and risk difference estimators are consistent in sparse stratifications, while the maximum likelihood and weighted least squares estimators are biased. Under Poisson sparse-data models, the Mantel-Haenszel and maximum likelihood rate ratio estimators have equal asymptotic variances under the null hypothesis and are consistent, while the weighted least squares estimators are again biased; similarly, of the common rate difference estimators the weighted least squares estimators are biased, while the estimator employing "Mantel-Haenszel" weights is consistent in sparse data. Variance estimators that are consistent in both sparse data and large strata can be derived for all the Mantel-Haenszel estimators.