NONLINEAR ESTIMATION AND STATISTICAL TESTING OF PERIODS IN NONSINUSOIDAL LONGITUDINAL TIME SERIES WITH UNEQUIDISTANT OBSERVATIONS

The analysis of multiple components is often used to modelbiological variables that show nonsinusoidal predictable changes of knownperiods. In general, to anticipate the periods is not easy, and even in caseswhen we have some a priori information, it is advisable to have a statisticaltool to test the chosen periods. In this work, we introduce a statisticalprocedure to estimate periods of longitudinal series by applying nonlinearregression techniques to the multiple sinusoidal model, as well as to thegeneral linear model. Approximate inferences about the parameters of the modelare carried out under the usual hypothesis of normality, independence, andconstant variance of the errors. Confidence intervals (CIs) for each individualparameter, as well as for the amplitude-acrophase pair or for any other subgroupof parameters of interest, can be computed. As in the linear analysis of multiplecomponents, it is possible to check the existence of rhythm by means of azero-amplitude test. The method also allows statistical testing of severalhypotheses related to the periods. For example, it is possible to test ifthe periods are equal to certain values of chronobiologic interest and tocheck if some components included in the model are harmonically related. Onthe other hand, when the fitted components have proximal periods, the methodallows one to verify if they are modeling the same or different spectral peaks.The method, which was validated by a simulation study for a model of two componentsand is illustrated by an example of modeling the diastolic blood pressureof two subjects, represents a new step in the development of statistical proceduresin chronobiology. (Chronobiology International, 18(2),285–308, 2001)     

Comparison of Parameters from Rhythmometric Models with Multiple Components on Hybrid Data

Population multiple components is a statistical tool useful for the analysis of time-dependent hybrid data. With a small number of parameters, it is possible to model and to predict the periodic behavior of a population. In this article, we propose two methods to compare among populations rhythmometric parameters obtained by multiple component analysis. The first is a parametric method based in the usual statistical techniques for comparison of mean vectors in multivariate normal populations. The method, through MANOVA analysis, allows comparison of the MESOR and amplitude-acrophase pair of each component among two or more populations. The second is a nonparametric method, based in bootstrap techniques, to compare parameters from two populations. This test allows one to compare the MESOR, the amplitude, and the acrophase of each fitted component, as well as the global amplitude, orthophase, and bathyphase estimated when all fitted components are harmonics of a fundamental period. The idea is to calculate a confidence interval for the difference of the parameters of interest. If this interval does not contain zero, it can be concluded that the parameters from the two models are different with high probability. An estimation of p-value for the corresponding test can also be calculated. Both methods are illustrated with an example, based on clinical data. The nonparametric test can also be applied to paired data, a special situation of great interest in practice. By the use of similar bootstrap techniques, we illustrate how to construct confidence intervals for any rhythmometric parameter estimated from population multiple components models, including the orthophase, bathyphase, and global amplitude. These tests for comparison of parameters among populations are a needed tool when modeling the nonsinusoidal rhythmic behavior of hybrid data by population multiple component analysis.     

Comparison of parameters from rhythmometric models with multiple components on hybrid data

Population multiple components is a statistical tool useful for the analysis of time-dependent hybrid data. With a small number of parameters, it is possible to model and to predict the periodic behavior of a population. In this article, we propose two methods to compare among populations rhythmometric parameters obtained by multiple component analysis. The first is a parametric method based in the usual statistical techniques for comparison of mean vectors in multivariate normal populations. The method, through MANOVA analysis, allows comparison of the MESOR and amplitude-acrophase pair of each component among two or more populations. The second is a nonparametric method, based in bootstrap techniques, to compare parameters from two populations. This test allows one to compare the MESOR, the amplitude, and the acrophase of each fitted component, as well as the global amplitude, orthophase, and bathyphase estimated when all fitted components are harmonics of a fundamental period. The idea is to calculate a confidence interval for the difference of the parameters of interest. If this interval does not contain zero, it can be concluded that the parameters from the two models are different with high probability. An estimation of p-value for the corresponding test can also be calculated. Both methods are illustrated with an example, based on clinical data. The nonparametric test can also be applied to paired data, a special situation of great interest in practice. By the use of similar bootstrap techniques, we illustrate how to construct confidence intervals for any rhythmometric parameter estimated from population multiple components models, including the orthophase, bathyphase, and global amplitude. These tests for comparison of parameters among populations are a needed tool when modeling the nonsinusoidal rhythmic behavior of hybrid data by population multiple component analysis.     

An information ratio-based goodness-of-fit test for copula models on censored data

Copula is a popular method for modeling the dependence among marginal distributions in multivariate censored data. As many copula models are available, it is essential to check if the chosen copula model fits the data well for analysis. Existing approaches to testing the fitness of copula models are mainly for complete or right-censored data. No formal goodness-of-fit (GOF) test exists for interval-censored or recurrent events data. We develop a general GOF test for copula-based survival models using the information ratio (IR) to address this research gap. It can be applied to any copula family with a parametric form, such as the frequently used Archimedean, Gaussian, and D-vine families. The test statistic is easy to calculate, and the test procedure is straightforward to implement. We establish the asymptotic properties of the test statistic. The simulation results show that the proposed test controls the type-I error well and achieves adequate power when the dependence strength is moderate to high. Finally, we apply our method to test various copula models in analyzing multiple real datasets. Our method consistently separates different copula models for all these datasets in terms of model fitness.     

Bayesian analysis of mass spectrometry proteomic data using wavelet-based functional mixed models

Summary .   In this article, we apply the recently developed Bayesian wavelet-based functional mixed model methodology to analyze MALDI-TOF mass spectrometry proteomic data. By modeling mass spectra as functions, this approach avoids reliance on peak detection methods. The flexibility of this framework in modeling nonparametric fixed and random effect functions enables it to model the effects of multiple factors simultaneously, allowing one to perform inference on multiple factors of interest using the same model fit, while adjusting for clinical or experimental covariates that may affect both the intensities and locations of peaks in the spectra. For example, this provides a straightforward way to account for systematic block and batch effects that characterize these data. From the model output, we identify spectral regions that are differentially expressed across experimental conditions, in a way that takes both statistical and clinical significance into account and controls the Bayesian false discovery rate to a prespecified level. We apply this method to two cancer studies.     

Local Influence for Generalized Linear Models with Missing Covariates

Summary In the analysis of missing data, sensitivity analyses are commonly used to check the sensitivity of the parameters of interest with respect to the missing data mechanism and other distributional and modeling assumptions. In this article, we formally develop a general local influence method to carry out sensitivity analyses of minor perturbations to generalized linear models in the presence of missing covariate data. We examine two types of perturbation schemes (the single‐case and global perturbation schemes) for perturbing various assumptions in this setting. We show that the metric tensor of a perturbation manifold provides useful information for selecting an appropriate perturbation. We also develop several local influence measures to identify influential points and test model misspecification. Simulation studies are conducted to evaluate our methods, and real datasets are analyzed to illustrate the use of our local influence measures.     

A general approach for two-stage analysis of multilevel clustered non-Gaussian data

In this article, we propose a two-stage approach to modeling multilevel clustered non-Gaussian data with sufficiently large numbers of continuous measures per cluster. Such data are common in biological and medical studies utilizing monitoring or image-processing equipment. We consider a general class of hierarchical models that generalizes the model in the global two-stage (GTS) method for nonlinear mixed effects models by using any square-root-n-consistent and asymptotically normal estimators from stage 1 as pseudodata in the stage 2 model, and by extending the stage 2 model to accommodate random effects from multiple levels of clustering. The second-stage model is a standard linear mixed effects model with normal random effects, but the cluster-specific distributions, conditional on random effects, can be non-Gaussian. This methodology provides a flexible framework for modeling not only a location parameter but also other characteristics of conditional distributions that may be of specific interest. For estimation of the population parameters, we propose a conditional restricted maximum likelihood (CREML) approach and establish the asymptotic properties of the CREML estimators. The proposed general approach is illustrated using quartiles as cluster-specific parameters estimated in the first stage, and applied to the data example from a collagen fibril development study. We demonstrate using simulations that in samples with small numbers of independent clusters, the CREML estimators may perform better than conditional maximum likelihood estimators, which are a direct extension of the estimators from the GTS method.     

Discriminant analysis for longitudinal data with multiple continuous responses and possibly missing data

Summary .  Multiple outcomes are often used to properly characterize an effect of interest. This article discusses model-based statistical methods for the classification of units into one of two or more groups where, for each unit, repeated measurements over time are obtained on each outcome. We relate the observed outcomes using multivariate nonlinear mixed-effects models to describe evolutions in different groups. Due to its flexibility, the random-effects approach for the joint modeling of multiple outcomes can be used to estimate population parameters for a discriminant model that classifies units into distinct predefined groups or populations. Parameter estimation is done via the expectation-maximization algorithm with a linear approximation step. We conduct a simulation study that sheds light on the effect that the linear approximation has on classification results. We present an example using data from a study in 161 pregnant women in Santiago, Chile, where the main interest is to predict normal versus abnormal pregnancy outcomes.     

A model for thermograms

Thermograms are curves resulting from thermal analysis and are of great interest in the study of various food and biological products physical properties. A method to separate underlying peaks is proposed, and statistical properties of estimates for some characteristic parameters are derived. The total number of peaks can be estimated with a sequential analysis of the residual plots. For each new peak, a statistical criterion is proposed to check whether it is significantly different from the noise of the recording. As an example, the method is applied to a summer milk fat fusion thermogram.     

Methods for comparison of parameters from longitudinal rhythmometric models with multiple components

Multiple components linear least-squares methods have been proposed for the detection of periodic components in nonsinusoidal longitudinal time series. However, a proper test for comparison of parameters obtained from this method for two or more time series is not yet available. Accordingly, we propose two methods, one parametric and one nonparametric, to compare parameters from rhythmometric models with multiple components. The parametric method is based on techniques commonly and generally employed in linear regression analysis. The comparison of parameters among two or more time series is accomplished by the use of so-called dummy variables. The nonparametric method is based on bootstrap techniques. This approach basically tests if the difference in any given parameter obtained by fitting a model with the same periods to two different longitudinal time series differs from zero. This method calculates a confidence interval for the difference in the tested parameter. If this interval does not contain zero, it can be concluded that the parameters obtained from the two time series are different with high probability. An estimation of the p-value for the corresponding test can also be calculated. By the use of similar bootstrap techniques, confidence intervals can also be obtained for any parameter derived from the multiple component fit of several periods to nonsinusoidal longitudinal time series, including the orthophase (peak time), bathyphase (trough time), and global amplitude (difference between the maximum and the minimum) of the fitted model waveform. These methods represent a valuable tool for the comparison of rhythm parameters obtained by multiple component analysis, and they render this approach as a generally applicable one for waveform representation and detection of periodicities in nonsinusoidal, sparse, and noisy longitudinal time series sampled with either equidistant or unequidistant observations.     

Graphical representation of a generalized linear model-based statistical test estimating the fit of the single-hit Poisson model to limiting dilution assays.

Standardized statistical and graphical methods for analysis of limiting dilution assays are highly desirable to enable investigators to compare and interpret results and conclusions with greater accuracy and precision. According to these requirements, we present in this work a powerful statistical slope test that estimates the fit of the single-hit Poisson model to limiting dilution experiments. This method is readily amenable to a graphical representation. This slope test is obtained by modeling limiting dilution data according to a linear log-log regression model, which is a generalized linear model specially designed for modeling binary data. The result of the statistical slope test can then be graphed to visualize whether the data are compatible or not with the single-hit Poisson model. We demonstrate this statistical test and its graphical representation by using two examples: a real limiting dilution experiment evaluating the growth frequency of IL-2-responsive tumor-infiltrating T cells in a malignant lymph node involved by a B cell non-Hodgkin's lymphoma, and a simulation of a limiting dilution assay corresponding to a theoretical non-single-hit Poisson model, suppressor two-target Poisson model.     

Machine learning methods without tears: a primer for ecologists

Machine learning methods, a family of statistical techniques with origins in the field of artificial intelligence, are recognized as holding great promise for the advancement of understanding and prediction about ecological phenomena. These modeling techniques are flexible enough to handle complex problems with multiple interacting elements and typically outcompete traditional approaches (e.g., generalized linear models), making them ideal for modeling ecological systems. Despite their inherent advantages, a review of the literature reveals only a modest use of these approaches in ecology as compared to other disciplines. One potential explanation for this lack of interest is that machine learning techniques do not fall neatly into the class of statistical modeling approaches with which most ecologists are familiar. In this paper, we provide an introduction to three machine learning approaches that can be broadly used by ecologists: classification and regression trees, artificial neural networks, and evolutionary computation. For each approach, we provide a brief background to the methodology, give examples of its application in ecology, describe model development and implementation, discuss strengths and weaknesses, explore the availability of statistical software, and provide an illustrative example. Although the ecological application of machine learning approaches has increased, there remains considerable skepticism with respect to the role of these techniques in ecology. Our review encourages a greater understanding of machin learning approaches and promotes their future application and utilization, while also providing a basis from which ecologists can make informed decisions about whether to select or avoid these approaches in their future modeling endeavors.     

The Path Integral Formulation of Climate Dynamics

The chaotic nature of the atmospheric dynamics has stimulated the applications of methods and ideas derived from statistical dynamics. For instance, ensemble systems are used to make weather predictions recently extensive, which are designed to sample the phase space around the initial condition. Such an approach has been shown to improve substantially the usefulness of the forecasts since it allows forecasters to issue probabilistic forecasts. These works have modified the dominant paradigm of the interpretation of the evolution of atmospheric flows (and oceanic motions to some extent) attributing more importance to the probability distribution of the variables of interest rather than to a single representation. The ensemble experiments can be considered as crude attempts to estimate the evolution of the probability distribution of the climate variables, which turn out to be the only physical quantity relevant to practice. However, little work has been done on a direct modeling of the probability evolution itself. In this paper it is shown that it is possible to write the evolution of the probability distribution as a functional integral of the same kind introduced by Feynman in quantum mechanics, using some of the methods and results developed in statistical physics. The approach allows obtaining a formal solution to the Fokker-Planck equation corresponding to the Langevin-like equation of motion with noise. The method is very general and provides a framework generalizable to red noise, as well as to delaying differential equations, and even field equations, i.e., partial differential equations with noise, for example, general circulation models with noise. These concepts will be applied to an example taken from a simple ENSO model.     

Flexible modeling via a hybrid estimation scheme in generalized mixed models for longitudinal data

To circumvent the computational complexity of likelihood inference in generalized mixed models that assume linear or more general additive regression models of covariate effects, Laplace's approximations to multiple integrals in the likelihood have been commonly used without addressing the issue of adequacy of the approximations for individuals with sparse observations. In this article, we propose a hybrid estimation scheme to address this issue. The likelihoods for subjects with sparse observations use Monte Carlo approximations involving importance sampling, while Laplace's approximation is used for the likelihoods of other subjects that satisfy a certain diagnostic check on the adequacy of Laplace's approximation. Because of its computational tractability, the proposed approach allows flexible modeling of covariate effects by using regression splines and model selection procedures for knot and variable selection. Its computational and statistical advantages are illustrated by simulation and by application to longitudinal data from a fecundity study of fruit flies, for which overdispersion is modeled via a double exponential family.     

A Multiple Imputation Approach to Regression Analysis for Doubly Censored Data with Application to AIDS Studies

Sun, Liao, and Pagano (1999) proposed an interesting estimating equation approach to Cox regression with doubly censored data. Here we point out that a modification of their proposal leads to a multiple imputation approach, where the double censoring is reduced to single censoring by imputing for the censored initiating times. For each imputed data set one can take advantage of many existing techniques and software for singly censored data. Under the general framework of multiple imputation, the proposed method is simple to implement and can accommodate modeling issues such as model checking, which has not been adequately discussed previously in the literature for doubly censored data. Here we illustrate our method with an application to a formal goodness-of-fit test and a graphical check for the proportional hazards model for doubly censored data. We reanalyze a well-known AIDS data set.     

Variable selection – A review and recommendations for the practicing statistician

Statistical models support medical research by facilitating individualized outcome prognostication conditional on independent variables or by estimating effects of risk factors adjusted for covariates. Theory of statistical models is well‐established if the set of independent variables to consider is fixed and small. Hence, we can assume that effect estimates are unbiased and the usual methods for confidence interval estimation are valid. In routine work, however, it is not known a priori which covariates should be included in a model, and often we are confronted with the number of candidate variables in the range 10–30. This number is often too large to be considered in a statistical model. We provide an overview of various available variable selection methods that are based on significance or information criteria, penalized likelihood, the change‐in‐estimate criterion, background knowledge, or combinations thereof. These methods were usually developed in the context of a linear regression model and then transferred to more generalized linear models or models for censored survival data. Variable selection, in particular if used in explanatory modeling where effect estimates are of central interest, can compromise stability of a final model, unbiasedness of regression coefficients, and validity of p‐values or confidence intervals. Therefore, we give pragmatic recommendations for the practicing statistician on application of variable selection methods in general (low‐dimensional) modeling problems and on performing stability investigations and inference. We also propose some quantities based on resampling the entire variable selection process to be routinely reported by software packages offering automated variable selection algorithms.     

Joint Variable Selection for Fixed and Random Effects in Linear Mixed‐Effects Models

Summary It is of great practical interest to simultaneously identify the important predictors that correspond to both the fixed and random effects components in a linear mixed‐effects (LME) model. Typical approaches perform selection separately on each of the fixed and random effect components. However, changing the structure of one set of effects can lead to different choices of variables for the other set of effects. We propose simultaneous selection of the fixed and random factors in an LME model using a modified Cholesky decomposition. Our method is based on a penalized joint log likelihood with an adaptive penalty for the selection and estimation of both the fixed and random effects. It performs model selection by allowing fixed effects or standard deviations of random effects to be exactly zero. A constrained expectation–maximization algorithm is then used to obtain the final estimates. It is further shown that the proposed penalized estimator enjoys the Oracle property, in that, asymptotically it performs as well as if the true model was known beforehand. We demonstrate the performance of our method based on a simulation study and a real data example.     

Unbiasedness of the Estimator of the Function of Expected Value in the Mixed Linear Model

The traditional method for estimating the linear function of fixed parameters in mixed linear model is a two-stage procedure. In the first stage of this procedure the variance components estimators are calculated and next in the second stage these estimators are taken as true values of variance components to estimating the linear function of fixed parameters according to generalized least squares method. In this paper the general mixed linear model is considered in which a matrix related to fixed parameters and or/a dispersion matrix of observation vector may be deficient in rank. It is shown that the estimators of a set of functions of fixed parameters obtained in second stage are unbiased if only the observation vector is symmetrically distributed about its expected value and the estimators of variance components from first stage are translation-invariant and are even functions of the observation vector.