Scheffy's Confidence Intervals in the Models of Analysis of Covariance

Scheffe's confidence intervals for linear functions of some subvectors of a vector of parameters are presented. The considered subvectors are such that covariance matrices of their estimators are known non-negative definite matrices multiplied by unknown positive constants. This property is characteristic of the least squares estimators of vectors of main and interaction effects in the analysis of covariance models of the following experimental designs: split-block, split-plot, completely randomized two-factor design and randomized complete block design. The formulas for confidence intervals for linear functions of vectors of main or interaction effects in the designs mentioned above are given in the paper. The practical example is given as an illustration.     

A Variance Components Model for Analyzing Repeated Measures Designs with Non-Stationary Error Structure

When data are collected in the form of multiple measurements on several subjects, they are often analyzed as repeated measures data with some stationary error structure assumed for the errors. For data with non-stationary error structure, the multivariate model is often used. The multivariate model imposes restrictions that are often not met in practice by data of such type. At the same time, they ignore valuable information in the data that are related to time dependencies and time relations. In this paper, we propose a model that is a reparametrization of the multivariate model and is suitable to analyze general repeated measures designs with non-stationary error structure. The model is shown to be a variance components model whose components are estimated using the method of maximum likelihood. Several other properties of the model are derived and discussed including tests of significance. Finally, an example on neurological data is included to demonstrate its application in biological sciences.     

A Parameter-Elimination Method for Nonlinear Regression with Linear Parameters and Autocorrelated Errors

In this study, we are interested in the problem of estimating the parameters in a nonlinear regression model when the error terms are correlated. Throughout this work, we restrict ourselves to the special case when the error terms follow a pth order stationary autoregressive model (AR(p)). Following the idea of LAWTON and SYLVESTRE (1971) and GALLANT and GOEBEL (1976), a parameter-elimination method is proposed, which has the advantages that it is not sensitive to the initial values and convergence of the procedure may be more stable because of the reduced dimension of the problem. The parameter-elimination method is compared with the methods by GALLANT and GOEBEL (1976) and GLASBEY (1980) by Monte Carlo Simulation, and the results of applying the first two methods to the real data obtained from the Environmental Protection Administration of the Executive Yuan of the Republic of China are presented.     

Analysis of Covariance Models for Data From Observational Field Studies

Abstract We outline the features of a general class of statistical models (i.e., analysis of covariance [ANCOVA] models) that has proven to be effective for the analysis of data from observational studies. In observational studies, treatments are assigned by Nature in a decidedly nonrandom manner; consequently, many of the crucial assumptions and safeguards of the classic experimental design either fail or are absent. Hence, inferences (causal or associative) are more difficult to justify. Typically, investigators can expect the primary factors of interest, which are usually called environmental exposures rather than treatments, to be involved in complex interactions with each other and with other factors, and these factors will be confounded with still other factors. We provide examples illustrating the application of ANCOVA models to adjust for confounding factors and complex interactions, thereby providing relatively clean estimates of association between exposure and response. We summarize information on available software and supporting literature for implementing ANCOVA models for the analysis of cross-sectional and longitudinal observational field data. We conclude with a brief discussion of critical model fitting issues, including proper specification of the functional form of continuous covariates and problems associated with overfitted models and misspecified models that lack important covariates.     

Analyzing Variety by Environment Data Using Multiplicative Mixed Models and Adjustments for Spatial Field Trend

The recommendation of new plant varieties for commercial use requires reliable and accurate predictions of the average yield of each variety across a range of target environments and knowledge of important interactions with the environment. This information is obtained from series of plant variety trials, also known as multi-environment trials (MET). Cullis, Gogel, Verbyla, and Thompson (1998) presented a spatial mixed model approach for the analysis of MET data. In this paper we extend the analysis to include multiplicative models for the variety effects in each environment. The multiplicative model corresponds to that used in the multivariate technique of factor analysis. It allows a separate genetic variance for each environment and provides a parsimonious and interpretable model for the genetic covariances between environments. The model can be regarded as a random effects analogue of AMMI (additive main effects and multiplicative interactions). We illustrate the method using a large set of MET data from a South Australian barley breeding program.     

Rank Covariance Methods for the Analysis of Survival Data

A procedure for comparing survival times between several groups of patients through rank analysis of covariance was introduced by WOOLSON and LACHENBRUCH (1983). It is a modification of Quade' rank analysis of covariance procedure (1967) and can be used for the analysis of right-censored data. In this paper, two additional modifications of Quade' original test statistic are proposed and compared to the original modification introduced by Woolson and Lachenbruch. These statistics are compared to one another and to the score test from Cox' proportional hazards model by way of a limited Monte Carlo study. One of the statistics, Q_R2, is recommended for general use for the rank analysis of covariance of right-censored survivorship data.     

一种评价脑循环动力学综合功能的新方法

目的通过对与脑循环功能相关的12个血液动力学参数进行分析,得出能够反映脑循环总体功能的一个综合指标。方法采用病例对照方法,获得120例脑血管疾病患者和130例正常者对照的流行病学资料,年龄在20岁至70岁。综合应用主成分分析、logistic回归分析等方法得到四种综合指标计算模型,并将这四种模型在临床上通过ROC曲线进行初步检验评价。结果在对原始计算数据250例人群的检验中,四个综合指标的ROC曲线下面积分别为0．905、0．901、0．942、0．911。在临床上对另外的年龄为20岁至70岁的775例人群的检验中,四个综合指标的ROC曲线下面积分别为0．943、0．940、0．969和0．945;在对年龄为50岁至60岁的144例人群的检验中,四个综合指标的ROC曲线下面积分别为0．866、0．862、0．935和0．847。讨论对12个参数进行主成分回归后选取前三个主成分进行logistic回归分析后得到的评价模型作为反应脑循环总体功能的综合指标具有较佳的评价能力与更好的稳定性。     

A Method of Moments Estimator for Random Effect Multivariate Meta‐Analysis

Summary Meta‐analysis is a powerful approach to combine evidence from multiple studies to make inference about one or more parameters of interest, such as regression coefficients. The validity of the fixed effect model meta‐analysis depends on the underlying assumption that all studies in the meta‐analysis share the same effect size. In the presence of heterogeneity, the fixed effect model incorrectly ignores the between‐study variance and may yield false positive results. The random effect model takes into account both within‐study and between‐study variances. It is more conservative than the fixed effect model and should be favored in the presence of heterogeneity. In this paper, we develop a noniterative method of moments estimator for the between‐study covariance matrix in the random effect model multivariate meta‐analysis. To our knowledge, it is the first such method of moments estimator in the matrix form. We show that our estimator is a multivariate extension of DerSimonian and Laird’s univariate method of moments estimator, and it is invariant to linear transformations. In the simulation study, our method performs well when compared to existing random effect model multivariate meta‐analysis approaches. We also apply our method in the analysis of a real data example.     

A General Nonlinear Least Squares Data Reconciliation and Estimation Method for Material Flow Analysis

The extraction, transformation, use, and disposal of materials can be represented by directed, weighted networks, known in the material flow analysis (MFA) community as Sankey or flow diagrams. However, the construction of such networks is dependent on data that are often scarce, conflicting, or do not directly map onto a Sankey diagram. By formalizing the forms of data entry, a nonlinear constrained optimization program for data estimation and reconciliation can be formulated for reconciling data sets for MFA problems where data are scarce, in conflict, do not directly map onto a Sankey diagram, and are of variable quality. This method is demonstrated by reanalyzing an existing MFA of global steel flows, and the resulting analytical solution measurably improves upon their manual solution.     

Sample Size Calculation for Clinical Studies on the Efficacy of a New Contraceptive Method

The current guideline of the European Agency for the Evaluation of Medicinal Products (EMEA) on the clinical investigation of steroid contraceptives in women, which was prepared by the Committee for Proprietary Medicinal Products (CPMP), calls for the calculation of a confidence interval for the Pearl Index, a widely used measure to describe the reliability of a contraceptive method. The key studies should be large enough to give a Pearl Index with a 95% confidence interval such that the difference between the upper limit of the confidence interval and the corresponding point estimate does not exceed a given margin. As a consequence of this guidance, the success probability of a Pearl Index study is given by its capability, i.e. probability to fulfil this criterion. The resulting power function based on the necessary exposure time does not increase strictly. The minimum exposure time T_min should be calculated such that this function exceeds a given probability for all T ≥ T_min. In this paper, the underlying model is discussed, and definitions and formulae are given for the assumption of a Poisson model. The necessary total exposure time is calculated as a function of a given true pregnancy rate. In addition, some simulations were conducted for the model where a drop‐out mechanism is incorporated into the process. Assuming an exponential distribution for the time to drop‐out the phenomenon that the power does not increase strictly with exposure time is less pronounced. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

A Novel Approach for Identifying Causal Models of Complex Diseases from Family Data

Causal models including genetic factors are important for understanding the presentation mechanisms of complex diseases. Familial aggregation and segregation analyses based on polygenic threshold models have been the primary approach to fitting genetic models to the family data of complex diseases. In the current study, an advanced approach to obtaining appropriate causal models for complex diseases based on the sufficient component cause (SCC) model involving combinations of traditional genetics principles was proposed. The probabilities for the entire population, i.e., normal–normal, normal–disease, and disease–disease, were considered for each model for the appropriate handling of common complex diseases. The causal model in the current study included the genetic effects from single genes involving epistasis, complementary gene interactions, gene–environment interactions, and environmental effects. Bayesian inference using a Markov chain Monte Carlo algorithm (MCMC) was used to assess of the proportions of each component for a given population lifetime incidence. This approach is flexible, allowing both common and rare variants within a gene and across multiple genes. An application to schizophrenia data confirmed the complexity of the causal factors. An analysis of diabetes data demonstrated that environmental factors and gene–environment interactions are the main causal factors for type II diabetes. The proposed method is effective and useful for identifying causal models, which can accelerate the development of efficient strategies for identifying causal factors of complex diseases.     

Marginal Models Via GLS: A Convenient Yet Neglected Tool for the Analysis of Correlated Data in the Behavioural Sciences

Behavioural research often produces data that have a complicated structure. For instance, data can represent repeated observations of the same individual and suffer from heteroscedasticity as well as other technical snags. The regression analysis of such data is often complicated by the fact that the observations (response variables) are mutually correlated. The correlation structure can be quite complex and might or might not be of direct interest to the user. In any case, one needs to take correlations into account (e.g. by means of random‐effect specification) in order to arrive at correct statistical inference (e.g. for construction of the appropriate test or confidence intervals). Over the last decade, such data have been more and more frequently analysed using repeated‐measures ANOVA and mixed‐effects models. Some researchers invoke the heavy machinery of mixed‐effects modelling to obtain the desired population‐level (marginal) inference, which can be achieved by using simpler tools – namely marginal models. This paper highlights marginal modelling (using generalized least squares [GLS] regression) as an alternative method. In various concrete situations, such marginal models can be based on fewer assumptions and directly generate estimates (population‐level parameters) which are of immediate interest to the behavioural researcher (such as population mean). Sometimes, they might be not only easier to interpret but also easier to specify than their competitors (e.g. mixed‐effects models). Using five examples from behavioural research, we demonstrate the use, advantages, limits and pitfalls of marginal and mixed‐effects models implemented within the functions of the ‘nlme’ package in R.     

Multiple Treatment Comparisons in Linear Models When the Standard Error of a Difference is not Constant

Users of analysis of variance (ANOVA) procedures are accustomed to an ANOVA table, followed by a table of means. When the underlying linear model is variance‐balanced, i.e. the standard error of a difference is constant for all pairwise comparisons, non‐significant differences can be indicated by underlining. Unfortunately, when the design is unbalanced, it may turn out to be impossible to consistently represent all significant differences by standard underlining procedures. This paper proposes simple approaches, which allow a “connected lines” representation of treatment comparisons in the unbalanced case. The price for the improved display of results is a potential need to set‐aside some significances and report them separately. Experience shows that often all significances can be displayed by underlining, especially when variance‐imbalance is moderate. Alternatively, a “broken lines” representation can be used, which is guaranteed to allow a display of all significances. This type of display seems particularly suitable for implementation as a letters representation into statistical packages for linear models.     

A New Method for Nonlinear Dynamic Analysis of the Multi-kinetics Neural Mass Model

ObjectiveThe aim was to use a new method to analyze the nonlinear dynamic characteristics of the multi-kinetics neural mass model. We hope that this new method can be as an auxiliary judgment tool for the diagnosis of brain diseases and the identification of brain activity states.MethodsWe apply the Lorenz plot to analyze the nonlinear dynamic characteristics of electroencephalogram (EEG) signals from the multi-kinetics neural mass models. The standard deviations in two orthogonal directions of the Lorenz plot are further used to quantify the nonlinear dynamic characteristics of EEG signals.ResultsThe results show that the normalized signal frequency power spectrum may not be able to distinguish normal EEG signals and epileptiform spikes, but the Lorenz plot can distinguish the normal EEG signals and epileptiform spikes effectively. For EEG signals with multi-rhythms, the Lorenz plot of all the simulated signals are oval, but the value of SD1/SD2 increases monotonically when the multi-rhythm EEG signals change from low frequency to high frequency.ConclusionThe Lorenz plot of EEG signals with different rhythms presents different distribution. It is an effective nonlinear analysis method for EEG signals.     

A Bayesian Chi‐Squared Goodness‐of‐Fit Test for Censored Data Models

Summary We propose a Bayesian chi‐squared model diagnostic for analysis of data subject to censoring. The test statistic has the form of Pearson's chi‐squared test statistic and is easy to calculate from standard output of Markov chain Monte Carlo algorithms. The key innovation of this diagnostic is that it is based only on observed failure times. Because it does not rely on the imputation of failure times for observations that have been censored, we show that under heavy censoring it can have higher power for detecting model departures than a comparable test based on the complete data. In a simulation study, we show that tests based on this diagnostic exhibit comparable power and better nominal Type I error rates than a commonly used alternative test proposed by Akritas (1988, Journal of the American Statistical Association 83, 222–230). An important advantage of the proposed diagnostic is that it can be applied to a broad class of censored data models, including generalized linear models and other models with nonidentically distributed and nonadditive error structures. We illustrate the proposed model diagnostic for testing the adequacy of two parametric survival models for Space Shuttle main engine failures.     

Profile Analysis of Variance as a Tool for Analyzing Correlated Responses in Experimental Ecology

In ecological studies experiments are often designed in which the variables to be compared are not statistically independent. Examples include repeated measures of the same response by the same individual at different times, measurement of several traits on the same individual, and measurements taken from two or more types of organisms present together in the same experimental unit (e.g.) plot, cage, pond, etc.). This type of design violates several assumptions of the standard analysis of variance. These assumptions are examined and profile analysis, a modification of the standard analysis of variance which does not depend upon these assumptions, is presented. Simple instructions for performing profile analysis of variance using two common statistical packages for mainframe computers are provided in an appendix.     

A Generalized Concordance Correlation Coefficient Based on the Variance Components Generalized Linear Mixed Models for Overdispersed Count Data

Summary The classical concordance correlation coefficient (CCC) to measure agreement among a set of observers assumes data to be distributed as normal and a linear relationship between the mean and the subject and observer effects. Here, the CCC is generalized to afford any distribution from the exponential family by means of the generalized linear mixed models (GLMMs) theory and applied to the case of overdispersed count data. An example of CD34+ cell count data is provided to show the applicability of the procedure. In the latter case, different CCCs are defined and applied to the data by changing the GLMM that fits the data. A simulation study is carried out to explore the behavior of the procedure with a small and moderate sample size.