Partial‐Likelihood Analysis of Spatio‐Temporal Point‐Process Data

Summary We investigate the use of a partial likelihood for estimation of the parameters of interest in spatio‐temporal point‐process models. We identify an important distinction between spatially discrete and spatially continuous models. We focus our attention on the spatially continuous case, which has not previously been considered. We use an inhomogeneous Poisson process and an infectious disease process, for which maximum‐likelihood estimation is tractable, to assess the relative efficiency of partial versus full likelihood, and to illustrate the relative ease of implementation of the former. We apply the partial‐likelihood method to a study of the nesting pattern of common terns in the Ebro Delta Natural Park, Spain.     

Parameter estimation for discretely observed linear birth‐and‐death processes

Birth‐and‐death processes are widely used to model the development of biological populations. Although they are relatively simple models, their parameters can be challenging to estimate, as the likelihood can become numerically unstable when data arise from the most common sampling schemes, such as annual population censuses. A further difficulty arises when the discrete observations are not equi‐spaced, for example, when census data are unavailable for some years. We present two approaches to estimating the birth, death, and growth rates of a discretely observed linear birth‐and‐death process: via an embedded Galton‐Watson process and by maximizing a saddlepoint approximation to the likelihood. We study asymptotic properties of the estimators, compare them on numerical examples, and apply the methodology to data on monitored populations.     

Copula‐based semiparametric models for spatiotemporal data

The joint analysis of spatial and temporal processes poses computational challenges due to the data's high dimensionality. Furthermore, such data are commonly non‐Gaussian. In this paper, we introduce a copula‐based spatiotemporal model for analyzing spatiotemporal data and propose a semiparametric estimator. The proposed algorithm is computationally simple, since it models the marginal distribution and the spatiotemporal dependence separately. Instead of assuming a parametric distribution, the proposed method models the marginal distributions nonparametrically and thus offers more flexibility. The method also provides a convenient way to construct both point and interval predictions at new times and locations, based on the estimated conditional quantiles. Through a simulation study and an analysis of wind speeds observed along the border between Oregon and Washington, we show that our method produces more accurate point and interval predictions for skewed data than those based on normality assumptions.     

Additive‐Multiplicative Regression Models for Spatio‐Temporal Epidemics

An extension of the stochastic susceptible–infectious–recovered (SIR) model is proposed in order to accommodate a regression context for modelling infectious disease data. The proposal is based on a multivariate counting process specified by conditional intensities, which contain an additive epidemic component and a multiplicative endemic component. This allows the analysis of endemic infectious diseases by quantifying risk factors for infection by external sources in addition to infective contacts. Inference can be performed by considering the full likelihood of the stochastic process with additional parameter restrictions to ensure non‐negative conditional intensities. Simulation from the model can be performed by Ogata's modified thinning algorithm. As an illustrative example, we analyse data provided by the Federal Research Centre for Virus Diseases of Animals, Wusterhausen, Germany, on the incidence of the classical swine fever virus in Germany during 1993–2004.     

On Combining Family‐Based and Population‐Based Case–Control Data in Association Studies

Summary Combining data collected from different sources can potentially enhance statistical efficiency in estimating effects of environmental or genetic factors or gene–environment interactions. However, combining data across studies becomes complicated when data are collected under different study designs, such as family‐based and unrelated individual‐based case–control design. In this article, we describe likelihood‐based approaches that permit the joint estimation of covariate effects on disease risk under study designs that include cases, relatives of cases, and unrelated individuals. Our methods accommodate familial residual correlation and a variety of ascertainment schemes. Extensive simulation experiments demonstrate that the proposed methods for estimation and inference perform well in realistic settings. Efficiencies of different designs are contrasted in the simulation. We applied the methods to data from the Colorectal Cancer Family Registry.     

Saddlepoint Approximations to the Moments of Multitype Age‐Dependent Branching Processes,with Applications

Summary This article proposes saddlepoint approximations to the expectation and variance–covariance function of multitype age‐dependent branching processes. The proposed approximations are found accurate, easy to implement, and much faster to compute than by simulating the process. Multiple applications are presented, including the analyses of clonal data on the generation of oligodendrocytes from their immediate progenitor cells, and on the proliferation of Hela cells. New estimators are also constructed to analyze clonal data. The proposed methods are finally used to approximate the distribution of the generation, which has recently found several applications in cell biology.     

Parameter redundancy in discrete state‐space and integrated models

Discrete state‐space models are used in ecology to describe the dynamics of wild animal populations, with parameters, such as the probability of survival, being of ecological interest. For a particular parametrization of a model it is not always clear which parameters can be estimated. This inability to estimate all parameters is known as parameter redundancy or a model is described as nonidentifiable. In this paper we develop methods that can be used to detect parameter redundancy in discrete state‐space models. An exhaustive summary is a combination of parameters that fully specify a model. To use general methods for detecting parameter redundancy a suitable exhaustive summary is required. This paper proposes two methods for the derivation of an exhaustive summary for discrete state‐space models using discrete analogues of methods for continuous state‐space models. We also demonstrate that combining multiple data sets, through the use of an integrated population model, may result in a model in which all parameters are estimable, even though models fitted to the separate data sets may be parameter redundant.     

Inference for meta‐analysis with a suspected temporal trend

There is sometimes a clear evidence of a strong secular trend in the treatment effect of studies included in a meta‐analysis. In such cases, estimating the present‐day treatment effect by meta‐regression is both reasonable and straightforward. We however consider the more common situation where a secular trend is suspected, but is not strongly statistically significant. Typically, this lack of significance is due to the small number of studies included in the analysis, so that a meta‐regression could give wild point estimates. We introduce an empirical Bayes meta‐analysis methodology, which shrinks the secular trend toward zero. This has the effect that treatment effects are adjusted for trend, but where the evidence from data is weak, wild results are not obtained. We explore several frequentist approaches and a fully Bayesian method is also implemented. A measure of trend analogous to I² is described, and exact significance tests for trend are given. Our preferred method is one based on penalized or h‐likelihood, which is computationally simple, and allows invariance of predictions to the (arbitrary) choice of time origin. We suggest that a trendless standard random effects meta‐analysis should routinely be supplemented with an h‐likelihood analysis as a sensitivity analysis.     

Statistical Inference for a Two‐Stage Outcome‐Dependent Sampling Design with a Continuous Outcome

Summary The two‐stage case–control design has been widely used in epidemiology studies for its cost‐effectiveness and improvement of the study efficiency ( White, 1982 , American Journal of Epidemiology 115, 119–128; Breslow and Cain, 1988 , Biometrika 75, 11–20). The evolution of modern biomedical studies has called for cost‐effective designs with a continuous outcome and exposure variables. In this article, we propose a new two‐stage outcome‐dependent sampling (ODS) scheme with a continuous outcome variable, where both the first‐stage data and the second‐stage data are from ODS schemes. We develop a semiparametric empirical likelihood estimation for inference about the regression parameters in the proposed design. Simulation studies were conducted to investigate the small‐sample behavior of the proposed estimator. We demonstrate that, for a given statistical power, the proposed design will require a substantially smaller sample size than the alternative designs. The proposed method is illustrated with an environmental health study conducted at National Institutes of Health.     

Branching patterns in phylogenies cannot distinguish diversity‐dependent diversification from time‐dependent diversification

One of the primary goals of macroevolutionary biology has been to explain general trends in long‐term diversity patterns, including whether such patterns correspond to an upscaling of processes occurring at lower scales. Reconstructed phylogenies often show decelerated lineage accumulation over time. This pattern has often been interpreted as the result of diversity‐dependent (DD) diversification, where the accumulation of species causes diversification to decrease through niche filling. However, other processes can also produce such a slowdown, including time dependence without diversity dependence. To test whether phylogenetic branching patterns can be used to distinguish these two mechanisms, we formulated a time‐dependent, but diversity‐independent model that matches the expected diversity through time of a DD model. We simulated phylogenies under each model and studied how well likelihood methods could recover the true diversification mode. Standard model selection criteria always recovered diversity dependence, even when it was not present. We correct for this bias by using a bootstrap method and find that neither model is decisively supported. This implies that the branching pattern of reconstructed trees contains insufficient information to detect the presence or absence of diversity dependence. We advocate that tests encompassing additional data, for example, traits or range distributions, are needed to evaluate how diversity drives macroevolutionary trends.     

Convergence to Normality of the Asymptotic Quasi‐Score Function on a Linear Model

The asymptotic quasi‐likelihood method is considered for the model y_t = f_t(θ) + M_t, t = 0,1, …,T where f_tθ) is a linear predictable process of the parameter of interest θ, M_t is a martingale difference, and the nature of E(M_t² | ℱ_t–1) is unknown. This paper is concerned with the limiting distribution of the asymptotic quasi‐score function of such a model. Confidence intervals and hypothesis testing of θ is derived from the limiting distribution. Comparison is made between the estimates obtained through this method and those obtained through the least squares method.