共查询到20条相似文献,搜索用时 31 毫秒
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Spectral models for covariance matrices 总被引:1,自引:0,他引:1
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Unbalanced repeated-measures models with structured covariance matrices 总被引:32,自引:0,他引:32
The question of how to analyze unbalanced or incomplete repeated-measures data is a common problem facing analysts. We address this problem through maximum likelihood analysis using a general linear model for expected responses and arbitrary structural models for the within-subject covariances. Models that can be fit include standard univariate and multivariate models with incomplete data, random-effects models, and models with time-series and factor-analytic error structures. We describe Newton-Raphson and Fisher scoring algorithms for computing maximum likelihood estimates, and generalized EM algorithms for computing restricted and unrestricted maximum likelihood estimates. An example fitting several models to a set of growth data is included. 相似文献
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R. K. Misra 《Biometrical journal. Biometrische Zeitschrift》1980,22(8):755-758
Situations exist, as in the biological example of discriminant analysis for natural hybridization, cited in the text, where (a) not all populations have equal variances, and (b) comparisions based on single degrees of freedom must be planned. This paper presents a statistical methodology of estimating discriminant functions for linear comparisons among k(<2) multivariate normal populations, and of testing their significance, when these populations have unequal covariance matrices. 相似文献
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Traditional resampling-based tests for homogeneity in covariance matrices across multiple groups resample residuals, that is, data centered by group means. These residuals do not share the same second moments when the null hypothesis is false, which makes them difficult to use in the setting of multiple testing. An alternative approach is to resample standardized residuals, data centered by group sample means and standardized by group sample covariance matrices. This approach, however, has been observed to inflate type I error when sample size is small or data are generated from heavy-tailed distributions. We propose to improve this approach by using robust estimation for the first and second moments. We discuss two statistics: the Bartlett statistic and a statistic based on eigen-decomposition of sample covariance matrices. Both statistics can be expressed in terms of standardized errors under the null hypothesis. These methods are extended to test homogeneity in correlation matrices. Using simulation studies, we demonstrate that the robust resampling approach provides comparable or superior performance, relative to traditional approaches, for single testing and reasonable performance for multiple testing. The proposed methods are applied to data collected in an HIV vaccine trial to investigate possible determinants, including vaccine status, vaccine-induced immune response level and viral genotype, of unusual correlation pattern between HIV viral load and CD4 count in newly infected patients. 相似文献
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Karin Meyer 《遗传、选种与进化》2008,40(1):3-24
Parameter expanded and standard expectation maximisation algorithms are described for reduced rank estimation of covariance matrices by restricted maximum likelihood, fitting the leading principal components only. Convergence behaviour of these algorithms is examined for several examples and contrasted to that of the average information algorithm, and implications for practical analyses are discussed. It is shown that expectation maximisation type algorithms are readily adapted to reduced rank estimation and converge reliably. However, as is well known for the full rank case, the convergence is linear and thus slow. Hence, these algorithms are most useful in combination with the quadratically convergent average information algorithm, in particular in the initial stages of an iterative solution scheme. 相似文献
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Multivariate linear models are increasingly important in quantitative genetics. In high dimensional specifications, factor analysis (FA) may provide an avenue for structuring (co)variance matrices, thus reducing the number of parameters needed for describing (co)dispersion. We describe how FA can be used to model genetic effects in the context of a multivariate linear mixed model. An orthogonal common factor structure is used to model genetic effects under Gaussian assumption, so that the marginal likelihood is multivariate normal with a structured genetic (co)variance matrix. Under standard prior assumptions, all fully conditional distributions have closed form, and samples from the joint posterior distribution can be obtained via Gibbs sampling. The model and the algorithm developed for its Bayesian implementation were used to describe five repeated records of milk yield in dairy cattle, and a one common FA model was compared with a standard multiple trait model. The Bayesian Information Criterion favored the FA model. 相似文献
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Principal component analysis is a widely used ''dimension reduction'' technique, albeit generally at a phenotypic level. It is shown that we can estimate genetic principal components directly through a simple reparameterisation of the usual linear, mixed model. This is applicable to any analysis fitting multiple, correlated genetic effects, whether effects for individual traits or sets of random regression coefficients to model trajectories. Depending on the magnitude of genetic correlation, a subset of the principal component generally suffices to capture the bulk of genetic variation. Corresponding estimates of genetic covariance matrices are more parsimonious, have reduced rank and are smoothed, with the number of parameters required to model the dispersion structure reduced from k(k + 1)/2 to m(2k - m + 1)/2 for k effects and m principal components. Estimation of these parameters, the largest eigenvalues and pertaining eigenvectors of the genetic covariance matrix, via restricted maximum likelihood using derivatives of the likelihood, is described. It is shown that reduced rank estimation can reduce computational requirements of multivariate analyses substantially. An application to the analysis of eight traits recorded via live ultrasound scanning of beef cattle is given. 相似文献
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Eigenvalues and eigenvectors of covariance matrices are important statistics for multivariate problems in many applications, including quantitative genetics. Estimates of these quantities are subject to different types of bias. This article reviews and extends the existing theory on these biases, considering a balanced one-way classification and restricted maximum-likelihood estimation. Biases are due to the spread of sample roots and arise from ignoring selected principal components when imposing constraints on the parameter space, to ensure positive semidefinite estimates or to estimate covariance matrices of chosen, reduced rank. In addition, it is shown that reduced-rank estimators that consider only the leading eigenvalues and -vectors of the "between-group" covariance matrix may be biased due to selecting the wrong subset of principal components. In a genetic context, with groups representing families, this bias is inverse proportional to the degree of genetic relationship among family members, but is independent of sample size. Theoretical results are supplemented by a simulation study, demonstrating close agreement between predicted and observed bias for large samples. It is emphasized that the rank of the genetic covariance matrix should be chosen sufficiently large to accommodate all important genetic principal components, even though, paradoxically, this may require including a number of components with negligible eigenvalues. A strategy for rank selection in practical analyses is outlined. 相似文献
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We introduce covariance reducing models for studying the samplecovariance matrices of a random vector observed in differentpopulations. The models are based on reducing the sample covariancematrices to an informational core that is sufficient to characterizethe variance heterogeneity among the populations. They possessuseful equivariance properties and provide a clear alternativeto spectral models for covariance matrices. 相似文献