Estimating regression parameters and degree of dependence for multivariate failure time data

Multivariate failure time data are frequently encountered in longitudinal studies when subjects may experience several events or when there is a grouping of individuals into a cluster. To take into account the dependence of the failure times within the unit (the individual or the cluster) as well as censoring, two multivariate generalizations of the Cox proportional hazards model are commonly used. The marginal hazard model is used when the purpose is to estimate mean regression parameters, while the frailty model is retained when the purpose is to assess the degree of dependence within the unit. We propose a new approach based on the combination of the two aforementioned models to estimate both these quantities. This two-step estimation procedure is quicker and more simple to implement than the EM algorithm used in frailty models estimation. Simulation results are provided to illustrate robustness, consistency, and large-sample properties of estimators. Finally, this method is exemplified on a diabetic retinopathy study in order to assess the effect of photocoagulation in delaying the onset of blindness as well as the dependence between the two eyes blindness times of a patient.     

Estimating equations for a latent transition model with multiple discrete indicators

This paper proposes a two-part model for studying transitions between health states over time when multiple, discrete health indicators are available. The includes a measurement model positing underlying latent health states and a transition model between latent health states over time. Full maximum likelihood estimation procedures are computationally complex in this latent variable framework, making only a limited class of models feasible and estimation of standard errors problematic. For this reason, an estimating equations analogue of the pseudo-likelihood method for the parameters of interest, namely the transition model parameters, is considered. The finite sample properties of the proposed procedure are investigated through a simulation study and the importance of choosing strong indicators of the latent variable is demonstrated. The applicability of the methodology is illustrated with health survey data measuring disability in the elderly from the Longitudinal Study of Aging.     

Estimating the Mahalanobis distance from mixed continuous and discrete data

We present a method for estimating the Mahalanobis distance between two multivariate normal populations when a subset of the measurements is observed as ordered categorical responses. Asymptotic properties of the proposed estimator are developed. Two examples are discussed.     

Estimating equations for parameters in stochastic growth models from tag-recapture data

James (1991, Biometrics 47, 1519-1530) constructed unbiased estimating functions for estimating the two parameters in the von Bertalanffy growth curve from tag-recapture data. This paper provides unbiased estimating functions for a class of growth models that incorporate stochastic components and explanatory variables. A simulation study using seasonal growth models indicates that the proposed method works well while the least-squares methods that are commonly used in the literature may produce substantially biased estimates. The proposed model and method are also applied to real data from tagged rock lobsters to assess the possible seasonal effect on growth.     

Theory for modelling means and covariances in a two-breed population with dominance inheritance

This paper presents theory and methods to compute genotypic means and covariances in a two breed population under dominance inheritance, assuming multiple unlinked loci. It is shown that the genotypic mean is a linear function of five location parameters and that the genotypic covariance between relatives is a linear function of 25 dispersion parameters. Recursive procedures are given to compute the necessary identity coefficients. In the absence of inbreeding, the number of parameters for the mean is reduced from five to three and the number for the covariance is reduced from 25 to 12. In a two-breed population, for traits exhibiting dominance, the theory presented here can be used to obtain genetic evaluations by best linear unbiased prediction and to estimate genetic parameters by maximum likelihood.Supported in part by the Illinois Agricultural Experiment Station, Hatch Projects 35-0345 (R.L.F.) and 35-0367 (M.G.). A computer program implementing the methods described here is available upon request to R.L.F.     

Nonlinear selection and the evolution of variances and covariances for continuous characters in an anole

The pattern of genetic variances and covariances among characters, summarized in the additive genetic variance‐covariance matrix, G , determines how a population will respond to linear natural selection. However, G itself also evolves in response to selection. In particular, we expect that, over time, G will evolve correspondence with the pattern of multivariate nonlinear natural selection. In this study, we substitute the phenotypic variance‐covariance matrix ( P ) for G to determine if the pattern of multivariate nonlinear selection in a natural population of Anolis cristatellus, an arboreal lizard from Puerto Rico, has influenced the evolution of genetic variances and covariances in this species. Although results varied among our estimates of P and fitness, and among our analytic techniques, we find significant evidence for congruence between nonlinear selection and P , suggesting that natural selection may have influenced the evolution of genetic constraint in this species.     

An algorithm combining discrete and continuous methods for optical mapping.

Optical mapping is a novel technique for generating the restriction map of a DNA molecule by observing many single, partially digested copies of it, using fluorescence microscopy. The real-life problem is complicated by numerous factors: false positive and false negative cut observations, inaccurate location measurements, unknown orientations, and faulty molecules. We present an algorithm for solving the real-life problem. The algorithm combines continuous optimization and combinatorial algorithms applied to a nonuniform discretization of the data. We present encouraging results on real experimental data and on simulated data.     

Detection of spatial change points in the mean and covariances of multivariate simultaneous autoregressive models

In this paper, we propose a test procedure to detect change points of multidimensional autoregressive processes. The considered process differs from typical applied spatial autoregressive processes in that it is assumed to evolve from a predefined center into every dimension. Additionally, structural breaks in the process can occur at a certain distance from the predefined center. The main aim of this paper is to detect such spatial changes. In particular, we focus on shifts in the mean and the autoregressive parameter. The proposed test procedure is based on the likelihood‐ratio approach. Eventually, the goodness‐of‐fit values of the estimators are compared for different shifts. Moreover, the empirical distribution of the test statistic of the likelihood‐ratio test is obtained via Monte Carlo simulations. We show that the generalized Gumbel distribution seems to be a suitable limiting distribution of the proposed test statistic. Finally, we discuss the detection of lung cancer in computed tomography scans and illustrate the proposed test procedure.     

Estimating synaptic parameters from mean, variance, and covariance in trains of synaptic responses

Fluctuation analysis of synaptic transmission using the variance-mean approach has been restricted in the past to steady-state responses. Here we extend this method to short repetitive trains of synaptic responses, during which the response amplitudes are not stationary. We consider intervals between trains, long enough so that the system is in the same average state at the beginning of each train. This allows analysis of ensemble means and variances for each response in a train separately. Thus, modifications in synaptic efficacy during short-term plasticity can be attributed to changes in synaptic parameters. In addition, we provide practical guidelines for the analysis of the covariance between successive responses in trains. Explicit algorithms to estimate synaptic parameters are derived and tested by Monte Carlo simulations on the basis of a binomial model of synaptic transmission, allowing for quantal variability, heterogeneity in the release probability, and postsynaptic receptor saturation and desensitization. We find that the combined analysis of variance and covariance is advantageous in yielding an estimate for the number of release sites, which is independent of heterogeneity in the release probability under certain conditions. Furthermore, it allows one to calculate the apparent quantal size for each response in a sequence of stimuli.     

Longitudinal data analysis for discrete and continuous outcomes

Longitudinal data sets are comprised of repeated observations of an outcome and a set of covariates for each of many subjects. One objective of statistical analysis is to describe the marginal expectation of the outcome variable as a function of the covariates while accounting for the correlation among the repeated observations for a given subject. This paper proposes a unifying approach to such analysis for a variety of discrete and continuous outcomes. A class of generalized estimating equations (GEEs) for the regression parameters is proposed. The equations are extensions of those used in quasi-likelihood (Wedderburn, 1974, Biometrika 61, 439-447) methods. The GEEs have solutions which are consistent and asymptotically Gaussian even when the time dependence is misspecified as we often expect. A consistent variance estimate is presented. We illustrate the use of the GEE approach with longitudinal data from a study of the effect of mothers' stress on children's morbidity.     

Mean-field equations,bifurcation map and chaos in discrete time,continuous state,random neural networks

The dynamical behaviour of a very general model of neural networks with random asymmetric synaptic weights is investigated in the presence of random thresholds. Using mean-field equations, the bifurcations of the fixed points and the change of regime when varying control parameters are established. Different areas with various regimes are defined in the parameter space. Chaos arises generically by a quasi-periodicity route.     

Estimating equations for spatially correlated data in multi-dimensional space

We use the quasilikelihood concept to propose an estimatingequation for spatial data with correlation across the studyregion in a multi-dimensional space. With appropriate mixingconditions, we develop a central limit theorem for a randomfield under various L_p metrics. The consistency and asymptoticnormality of quasilikelihood estimators can then be derived.We also conduct simulations to evaluate the performance of theproposed estimating equation, and a dataset from East LansingWoods is used to illustrate the method.     

Estimation of parameters of allometric equations.

Accurate parameter estimation of allometric equations is a question of considerable interest. Various techniques that address this problem exist. In this paper it is assumed that the measured values are normally distributed and a maximum likelihood estimation approach is used. The computations involved in this procedure are reducible to relatively simple forms, and an efficient numerical algorithm is used. A listing of the computer program is included as an appendix.     

Remarks on discrete and continuous large-scale models of DNA dynamics.

We present a comparison of the continuous versus discrete models of large-scale DNA conformation, focusing on issues of relevance to molecular dynamics. Starting from conventional expressions for elastic potential energy, we derive elastic dynamic equations in terms of Cartesian coordinates of the helical axis curve, together with a twist function representing the helical or excess twist. It is noted that the conventional potential energies for the two models are not consistent. In addition, we derive expressions for random Brownian forcing for the nonlinear elastic dynamics and discuss the nature of such forces in a continuous system.