Tapered empirical likelihood for time series data in time and frequency domains

We investigate data tapering in two formulations of empiricallikelihood for time series. One empirical likelihood is formedfrom tapered data blocks in the time domain and a second isbased on the tapered periodogram in the frequency domain. Limitingdistributions are provided for both empirical likelihood versionsunder tapering. Theoretical and simulation evidence indicatesthat a data taper improves the coverage accuracy of empiricallikelihood confidence intervals for time series parameters,such as means and correlations.     

A regularized estimation approach for case-cohort periodic follow-up studies with an application to HIV vaccine trials

This paper discusses regression analysis of the failure time data arising from case-cohort periodic follow-up studies, and one feature of such data, which makes their analysis much more difficult, is that they are usually interval-censored rather than right-censored. Although some methods have been developed for general failure time data, there does not seem to exist an established procedure for the situation considered here. To address the problem, we present a semiparametric regularized procedure and develop a simple algorithm for the implementation of the proposed method. In addition, unlike some existing procedures for similar situations, the proposed procedure is shown to have the oracle property, and an extensive simulation is conducted and it suggests that the presented approach seems to work well for practical situations. The method is applied to an HIV vaccine trial that motivated this study.     

A Procedure for the Common Estimation of Parameters Corresponding to Several Treatment Groups

In this article we give a procedure for the common estimation of parameters corresponding to several treatment groups. Thereby we assume that the distribution functions of the groups belong to the same family and differ only in the parameter values. The procedure allows the common estimation of some of these parameters. The parameters themselves will be estimated by the maximum likelihood method; the estimators will be calculated iteratively by the Newton-Raphson method. To prove if the common estimation is possible, we propose as a suitable test the maximum likelihood ratio test. Finally we show the application of our procedure in the case of the probit analysis.     

A Rapid and Efficient Estimation Procedure for the Negative Binomial Distribution

This paper presents a new noniterative procedure for estimating the parameters of a negative binomial distribution. The procedure uses the first moment equation and an equation based on the weighted sample mean, with weights ω_x∝ α^z. The selection of a value for α is examined. A simulation study has been carried out and also the method has been applied to the 35 data sets analysed by Martin and Katti (1965, Biometrics) in order to compare it with the method of moments and with the method of maximum likelihood (ML). We conclude that the new procedure has greater relative efficiency than the method of moments; it gives estimates which are consistently close to ML and are easy to calculate.     

A concept of a general computer program for the iterative calculation of maximum likelihood estimators with application to qualitative dose response analyses

In this article we describe the construction of a general computer program for the iterative calculation of maximum likelihood estimators. The program is general in the sense that it allows the maximization of any given likelihood function. The user only has to write a subroutine LKLHD, in which the special likelihood function and their first and second derivatives will be calculated. This subroutine is an input parameter of the optimization program. This enables the user to employ one main program for the maximization of various likelihood functions. This advantage will be shown for the evaluation of qualitative dose response relationships (quantal assays: probit-, logit-analysis).     

Discussion on “Adaptive enrichment designs with a continuous biomarker” by Nigel Stallard

We congratulate Dr. Nigel Stallard on his stimulating paper on adaptive enrichment designs with a continuous biomarker. Dr. Stallard details a framework for a large and interesting class of enrichment procedures. His work has motivated us to offer some thoughts in response. Dr. Stallard's strategy is to use the maximum of a test statistic over a set of possible threshold values to define the enriched population to be sampled in a second stage. This reminds us of procedures for identifying a change point, a biomarker value beyond which the effect of treatment is increased. For simplicity we focus our comments on Dr. Stallard's Rule 1 for selecting the second-stage sampling threshold. Using this rule, we present the likelihood ratio approach for adaptive testing and compare it to Dr. Stallard's approach for a few scenarios.     

Maximum Likelihood Methods for Fitting the Burr Type XII Distribution to Life Test Data

This paper describes mathematical and computational methodology for estimating the parameters of the Burr Type XII distribution by the method of maximum likelihood. Expressions for the asymptotic variances and covariances of the parameter estimates are given, and the modality of the log-likelihood and conditional log-likelihood functions is analyzed. As a result of this analysis for various a priori known and unknown parameter combinations, conditions are given which guarantee that the parameter estimates obtained will, indeed, be maximum likelihood estimates. An efficient numerical method for maximizing the conditional log-likelihood function is described, and mathematical expressions are given for the various numerical approximations needed to evaluate the expressions given for the asymptotic variances and covariances of the parameter estimates. The methodology discussed is applied in a numerical example to life test data arising in a clinical setting.     

用空间直观模型是否足以从斑块占据性资料中推断集合种群的动态过程?

在集合种群的研究中,经常要根据空间占据性数据应用斑块模型来推断种群的动态过程,在保护生物学应用中,斑块占据性模型的参数估测对于阐释集合种群动态和预测种群对生境破坏的反应极为重要。我们探讨了一种广泛应用的空间直观模型——率函数模型(Incidence function model)中参数估测的不确定性问题,通过构建由50个斑块组成的网络和两个假想的已知参数的集合种群,应用模拟模型产生集合种群随时间变化的斑块占据性数据系列：即快照(snapshot)。然后,根据这些快照,应用率函数模型和最大似然法估测种群动态参数。此外,我们还给出了传统的率函数模型的一个变形,这个变形包含了目标区效应(Target area effect)：即一个斑块的占据概率不但取决于空间隔离度,也取决于斑块本身面积的大小。结果表明：根据同一个集合种群不同的快照所估测的参数可以有很大差异,一个快照得出的参数提示的是占据性强但存活率低的集合种群,而另一个快照可能反映的是一个占据性弱但存活率高的集合种群。应用传统的率函数模型于一个包含了目标区效应的集合种群,导致斑块大小相关的灭绝率参数估测的正偏差。因此,仅根据一个快照的空间占据性数据来推测集合种群的过程有很大的不确定性[动物学报49(6)：787～794,2003]。     

Paleodemography: “Not quite dead”

As Kim Hill¹ recently noted in Evolutionary Anthropology, humans are unique among the hominoids with regard to the length of their lives, as well as other elements in the individual life histories. The evolutionary details that modified a basic pongid life history into a hominid one remain obscure, but aspects of recent human demographic history are assailable. Study of the last 10,000 years or so is an important part of ongoing anthropological discourse, for demographic changes may be intimately linked to such major developments as agriculture and urbanization.^2-8 Whether demographic changes are antecedents for or consequences of these major developments is a matter of great contention, but at the least we should attempt to document the nature of human demographic changes in the recent past. Although this documentation can take different forms, the principal sources are archeological information on past settlement patterns and analyses of prehistoric human skeletal material.     

An improved procedure of mapping a quantitative trait locus via the EM algorithm using posterior probabilities

Mapping a locus controlling a quantitative genetic trait (e.g. blood pressure) to a specific genomic region is of considerable contemporary interest. Data on the quantitative trait under consideration and several codominant genetic markers with known genomic locations are collected from members of families and statistically analysed to estimate the recombination fraction, θ, between the putative quantitative trait locus and a genetic marker. One of the major complications in estimating θ for a quantitative trait in humans is the lack of haplotype information on members of families. We have devised a computationally simple two-stage method of estimation of θ in the absence of haplotypic information using the expectation-maximization (EM) algorithm. In the first stage, parameters of the quantitative trait locus (QTL) are estimated on the basis of data of a sample of unrelated individuals and a Bayes’s rule is used to classify each parent into a QTL genotypic class. In the second stage, we have proposed an EM algorithm for obtaining the maximum-likelihood estimate of θ based on data of informative families (which are identified upon inferring parental QTL genotypes performed in the first stage). The purpose of this paper is to investigate whether, instead of using genotypically ‘classified’ data of parents, the use of posterior probabilities of QT genotypes of parents at the second stage yields better estimators. We show, using simulated data, that the proposed procedure using posterior probabilities is statistically more efficient than our earlier classification procedure, although it is computationally heavier.     

Ascertainment: An Overwiew of the Classical Segregation Analysis Model for Independent Sibships

Several different methodologies for parameter estimation under various ascertainment sampling schemes have been proposed in the past. In this article, some of the methodologies that have been proposed for independent sibships under the classical segregation analysis model are synthesized, and the general likelihoods derived for single, multiple and complete ascertainment. The issue of incorporating the sibship size distribution into the analysis is addressed, and the effect of conditioning the likelihood on the observed sibship sizes is discussed. It is shown that when the number of probands in a sibship is not specified, the corresponding likelihood can be used for a broader class of ascertainment schemes than is subsumed by the classical model.