Cox Regression with Incomplete Covariate Measurements using the EM-algorithm

Ibrahim (1990) used the EM-algorithm to obtain maximum likelihood estimates of the regression parameters in generalized linear models with partially missing covariates. The technique was termed EM by the method of weights. In this paper, we generalize this technique to Cox regression analysis with missing values in the covariates. We specify a full model letting the unobserved covariate values be random and then maximize the observed likelihood. The asymptotic covariance matrix is estimated by the inverse information matrix. The missing data are allowed to be missing at random but also the non-ignorable non-response situation may in principle be considered. Simulation studies indicate that the proposed method is more efficient than the method suggested by Paik & Tsai (1997). We apply the procedure to a clinical trials example with six covariates with three of them having missing values.     

A hybrid Markov chain for the Bayesian analysis of the multinomial probit model

Bayesian inference for the multinomial probit model, using the Gibbs sampler with data augmentation, has been recently considered by some authors. The present paper introduces a modification of the sampling technique, by defining a hybrid Markov chain in which, after each Gibbs sampling cycle, a Metropolis step is carried out along a direction of constant likelihood. Examples with simulated data sets motivate and illustrate the new technique. A proof of the ergodicity of the hybrid Markov chain is also given.     

Investigating the role of orthogonal and non – orthogonal rotation in multivariate factor analysis,in regard to the repeatability of the extracted factors: A simulation study

ABSTRACT

Factor analysis (FA) is the most commonly used pattern recognition methodology in social and health research. A technique that may help to better retrieve true information from FA is the rotation of the information axes. The main goal is to test the reliability of the results derived through FA and to reveal the best rotation method under various scenarios. Based on the results of the simulations, it was observed that when applying non-orthogonal rotation, the results were more repeatable as compared to the orthogonal rotation, and, when no rotation was applied.     

Risk analysis by the guided monte carlo technique

Risk assessment of modeling predictions is becoming increasingly important as input to decision makers. Probabilistic risk analysis is typically expensive to perform since it generallyrequires the calculation of a model output Probability Distribution Function (PDF) followed by the integration of the risk portion of the PDF. Here we describe the new risk analysis Guided Monte Carlo (GMC) technique. It maintains the global coverage of Monte Carlo (MC) while judiciously combining model reruns with efficient sensitivity analysis predictions to accurately evaluate the integrated risk portion of the PDF. This GMC technique will facilitate risk analysis of complex models, where the expense was previously prohibitive. Two examples are presented to illustrate the technique, its computational savings and broad applicability. These are an ordinary differential equation based chemical kinetics model and an analytic dosimetry model. For any particular example, the degree of savings will depend on the relative risk being evaluated. In general, the highest fractional degree of savings with the GMC technique will occur for estimating risk levels that are specified in the far wing of the PDF.If no savings are possible, the GMC technique defaults to the true MC limit. In the illustrations presented here, the GMC analysis saved approximately a factor of four in computational effort relative to that of a full MC analysis. Furthermore, the GMC technique can also be implemented with other possible sampling strategies, such as Latin Hypercube, when appropriate.     

Analysis of binary data in the randomized complete block design

The technique proposed by Shah and Claypool (1984) is extended here for the randomized complete block design with one binary observation per cell. In addition, it provides an al- ternative derivation of the distribution of Cochran's Q sta- tistic which is straightforward.     

The effect of the mechanism and amount of missingness on subset correspondence analysis

The application of subset correspondence analysis is a relatively new technique to deal with the analysis of categorical data with missingness. A simulation study is used to test the effects of Little and Rubin's missingness mechanisms, as well as missingness up to 50% on subset correspondence analysis. Missingness was simulated across 18 different scenarios and each scenario was repeated 10 times, with outcomes averaged across the 10 simulations. In this application, it was found that while missingness in excess of 30% has some effect on certain outcomes, there is no evidence to suggest that the missingness mechanism significantly affects results.     

Factor Analysis: An Overview

The basic underlying theory of factor analysis is presented and the results of an empirical study are reproduced and interpreted to illustrate application of the technique.     

A nonparametric method for analysis of variance

A nonparametric method for analyzing analysis of variance models is introduced which is highly resistant to outliers, computationally simple, and comprehensible to anyone with a rudimentary knowledge of classical analysis of variance. The methodology is based on Mood's median test and is highly useful as an exploratory technique.     

Forecasting before,during, and after recession with singular spectrum analysis

The aim of this research is to apply the singular spectrum analysis (SSA) technique, which is a relatively new and powerful technique in time series analysis and forecasting, to forecast the 2008 UK recession, using eight economic time series. These time series were selected as they represent the most important economic indicators in the UK. The ability to understand the underlying structure of these series and to quickly identify turning points such as the on-set of the recent recession is of key interest to users. In recent years, the SSA technique has been further developed and applied to many practical problems. Hence, these series will provide an ideal practical test of the potential benefits from SSA during one of the most challenging periods for econometric analyses of recent years. The results are compared with those obtained using the ARIMA and Holt–Winters models as these methods are currently used as standard forecasting methods in the Office for National Statistics in the UK.     

Fitting multiplicative models by robust alternating regressions

In this paper a robust approach for fitting multiplicative models is presented. Focus is on the factor analysis model, where we will estimate factor loadings and scores by a robust alternating regression algorithm. The approach is highly robust, and also works well when there are more variables than observations. The technique yields a robust biplot, depicting the interaction structure between individuals and variables. This biplot is not predetermined by outliers, which can be retrieved from the residual plot. Also provided is an accompanying robust R ²-plot to determine the appropriate number of factors. The approach is illustrated by real and artificial examples and compared with factor analysis based on robust covariance matrix estimators. The same estimation technique can fit models with both additive and multiplicative effects (FANOVA models) to two-way tables, thereby extending the median polish technique.     

An Analysis of Two-Dimensional Agricultural Field Trials in the Presence of Outliers and Fertility Jumps

This paper proposes a model for outliers and fertility jumps in agricultural field trials when the fertility is correlated in two directions. Uncertainty concerning the occurrence of these anomalies can be substantial, especially when outliers occur near a fertility jump. The proposed estimation technique can take this uncertainty into account rather than condition on a particular set of anomalies. Diagnostics for the detection of these anomalies are also discussed. The procedures are illustrated with a wheat trial.     

On the inferential use of predictive sample reuse

The predicitive sample reuse (PSR) data analysis technique proposed by Geisser and Eddy (1979) is applied to the analysis of categorical data. This application yiclds a new approach which has a number of advantages over classical methods for analysis of such data. A PSR technique for comparing linear or nonlinar regressino relationships, for two or more populations, and a PSR ailernative to certain nonparaemetri statistical tesis are also proposed.     

Transformations and the Income Tax

Many of the more useful and powerful nonparametric procedures may be presented in a unified manner by treating them as rank transformation procedures. Rank transformation procedures are ones in which the usual parametric procedure is applied to the ranks of the data instead of to the data themselves. This technique should be viewed as a useful tool for developing nonparametric procedures to solve new problems.     

APPLICATIONS OF ROBUST ESTIMATION FOR VARIANCE COMPONENTS MODELS:THE DETECTION OF MAJOR GENE EFFECTS IN FINGER RIDGE COUNTS IN NORMAL AND FRAGILE X FAMILIES

A diagnostic technique is proposed to detect major gene effects and other systematic departures from a model for the trait means in the presence of outliers. The technique is based on the examination of residuals from fitting variance components models to quantitative pedigree data using robust statistical procedures. The approach is demonstrated using the total ridge count and ridge count of the middle finger from 54 extended families affected with the Fragile X syndrome, and a sample of 217 normal pedigrees.     

Missing data in principal component analysis of questionnaire data: a comparison of methods

Principal component analysis (PCA) is a widely used statistical technique for determining subscales in questionnaire data. As in any other statistical technique, missing data may both complicate its execution and interpretation. In this study, six methods for dealing with missing data in the context of PCA are reviewed and compared: listwise deletion (LD), pairwise deletion, the missing data passive approach, regularized PCA, the expectation-maximization algorithm, and multiple imputation. Simulations show that except for LD, all methods give about equally good results for realistic percentages of missing data. Therefore, the choice of a procedure can be based on the ease of application or purely the convenience of availability of a technique.     

On the Estimation of the Density of a Directional Data Stream

Many directional data such as wind directions can be collected extremely easily so that experiments typically yield a huge number of data points that are sequentially collected. To deal with such big data, the traditional nonparametric techniques rapidly require a lot of time to be computed and therefore become useless in practice if real time or online forecasts are expected. In this paper, we propose a recursive kernel density estimator for directional data which (i) can be updated extremely easily when a new set of observations is available and (ii) keeps asymptotically the nice features of the traditional kernel density estimator. Our methodology is based on Robbins–Monro stochastic approximations ideas. We show that our estimator outperforms the traditional techniques in terms of computational time while being extremely competitive in terms of efficiency with respect to its competitors in the sequential context considered here. We obtain expressions for its asymptotic bias and variance together with an almost sure convergence rate and an asymptotic normality result. Our technique is illustrated on a wind dataset collected in Spain. A Monte‐Carlo study confirms the nice properties of our recursive estimator with respect to its non‐recursive counterpart.     

对考试焦虑状况的Logistic回归模型分析

文章通过自编的考试焦虑自我检验问卷对在校大学生进行了抽样调查,并应用聚类分析和Logistic回归分析对影响考试焦虑的原因进行探讨。得出影响因素主要有担心他人对自己的评价,担心个人未来前途,担心个人对考试准备不足三个方面。     

Sensitivity analysis and related analyses: A review of some statistical techniques

This paper reviews five related types of analysis, namely (i) sensitivity or what-if analysis, (ii) uncertainty or risk analysis, (iii) screening, (iv) validation, and (v) optimization. The main questions are: when should which type of analysis be applied; which statistical techniques may then be used? This paper claims that the proper sequence to follow in the evaluation of simulation models is as follows. 1) Validation, in which the availability of data on the real system determines which type of statistical technique to use for validation. 2) Screening: in the simulation‘s pilot phase the really important inputs can be identified through a novel technique, called sequential bifurcation, which uses aggregation and sequential experimentation. 3) Sensitivity analysis: the really important inputs should be subjected to a more detailed analysis, which includes interactions between these inputs; relevant statistical techniques are design of experiments (DOE) and regression analysis. 4) Uncertainty analysis: the important environmental inputs may have values that are not precisely known, so the uncertainties of the model outputs that result from the uncertainties in these model inputs should be quantified; relevant techniques are the Monte Carlo method and Latin hypercube sampling. 5) Optimization: the policy variables should be controlled; a relevant technique is Response Surface Methodology (RSM), which combines DOE, regression analysis, and steepest-ascent hill-climbing. The recommended sequence implies that sensitivity analysis procede uncertainty analysis. Several case studies for each phase are briefly discussed in this paper.