Analysis of ordered probit model with surrogate response data and measurement error in covariates

ABSTRACT

Often in data arising out of epidemiologic studies, covariates are subject to measurement error. In addition ordinal responses may be misclassified into a category that does not reflect the true state of the respondents. The goal of the present work is to develop an ordered probit model that corrects for the classification errors in ordinal responses and/or measurement error in covariates. Maximum likelihood method of estimation is used. Simulation study reveals the effect of ignoring measurement error and/or classification errors on the estimates of the regression coefficients. The methodology developed is illustrated through a numerical example.     

Time series analysis of stratospheric ozone

Time series analyses of monthly average total ozone measured at 37 stations throughout the world were used to estimate the extent to which the average ozone trend correlates with the depletion curve hypothesized as due to chlorofluorocarbons (CFCs). Statistical characteristics of stations in the ensemble were used to help define appropriate model and station selection criteria. The maximum likelihood procedure developed herein estimates the weighted average trend, its. variance, and the intra- and inter-station variance components of the trend. Correlations among trends at different stations are also taken into account. The models were subjected to much checking and criticism. Variations in statistical methodology are used to show that the results are insensitive to details of the model selection criteria. The method does not discriminate well between the hypothesized CFC trend and a linear trend. The trend estimates represent the sum of all long-term global effects. The variance includes all effects that differ from station-to-station. The estimated trend and 2α limits for 14 stations with 20-year records (1958-79) is an ozone increase through 1979 of (1.5+1.0) percent. At the 23 stations with shorter records, the trend is (1.0=1.7) percent. It is concluded that no significant depletion in stratospheric ozone has occurred from any cause through the end of 1979.     

A direct derivation of the REML likelihood function

The original derivation of the widely cited form of the REML likelihood function for mixed linear models is difficult and indirect. This paper derives it directly using familiar operations with matrices and determinants.     

Cox regression analysis in presence of collinearity: an application to assessment of health risks associated with occupational radiation exposure

This paper considers the analysis of time to event data in the presence of collinearity between covariates. In linear and logistic regression models, the ridge regression estimator has been applied as an alternative to the maximum likelihood estimator in the presence of collinearity. The advantage of the ridge regression estimator over the usual maximum likelihood estimator is that the former often has a smaller total mean square error and is thus more precise. In this paper, we generalized this approach for addressing collinearity to the Cox proportional hazards model. Simulation studies were conducted to evaluate the performance of the ridge regression estimator. Our approach was motivated by an occupational radiation study conducted at Oak Ridge National Laboratory to evaluate health risks associated with occupational radiation exposure in which the exposure tends to be correlated with possible confounders such as years of exposure and attained age. We applied the proposed methods to this study to evaluate the association of radiation exposure with all-cause mortality.     

Semiparametric Additive Accelerated Life Models

In this paper we investigate the asymptotic properties of estimators obtained for the semiparametric additive accelerated life model proposed by Bagdonavicius & Nikulin (1995). This model generalizes the well known additive hazards model of survival analysis and is close to the general transformation model (see Dabrowska & Doksum, 1988). Asymptotic properties of the estimator of the regression parameter and the estimator of the reliability function are given in the case of right censoring for discretized data and a numerical example illustrates these results.     

Die Bedeutung der Zinsschranke

The German Corporate Tax Reform Act of 2008 requires an adjustment of classic valuation concepts because it limits interest deduction from taxable income depending on the operating performance of the company. By using time- and state-contingent discount rates in a risk-neutral valuation with predetermined debt levels, a theoretically sound valuation result is obtained. However, a modified APV-concept which assumes deterministic debt over the planning horizon and constant leverage in the terminal value phase also yields consistent valuation results when two types of tax shields with different levels of risk are distinguished.     

Development of a Quantitative Microbial Risk Assessment for Human Salmonellosis Through Household Consumption of Fresh Minced Pork Meat in Belgium

A quantitative microbial risk assessment (QMRA) according to the Codex Alimentarius Principles is conducted to evaluate the risk of human salmonellosis through household consumption of fresh minced pork meat in Belgium. The quantitative exposure assessment is carried out by building a modular risk model, called the METZOON-model, which covers the pork production from farm to fork. In the METZOON-model, the food production pathway is split up in six consecutive modules: (1) primary production, (2) transport and lairage, (3) slaughterhouse, (4) postprocessing, (5) distribution and storage, and (6) preparation and consumption. All the modules are developed to resemble as closely as possible the Belgian situation, making use of the available national data. Several statistical refinements and improved modeling techniques are proposed. The model produces highly realistic results. The baseline predicted number of annual salmonellosis cases is 20,513 ( SD 9061.45). The risk is estimated higher for the susceptible population (estimate  4.713 × 10⁻⁵; SD 1.466 × 10⁻⁵  ) compared to the normal population  (estimate 7.704 × 10⁻⁶; SD 5.414 × 10⁻⁶)  and is mainly due to undercooking and to a smaller extent to cross-contamination in the kitchen via cook's hands.     

On some consistent tests of mutual independence among several random vectors of arbitrary dimensions

Statistics and Computing - Testing for mutual independence among several random vectors is a challenging problem, and in recent years, it has gained significant attention in statistics and machine...     

Development and evaluation of the physical activity questionnaire for elderly Japanese: the Nakanojo study

The Physical Activity Questionnaire for Elderly Japanese (PAQ-EJ) is a self-administered physical activity questionnaire for elderly Japanese; the authors report here on its repeatability and direct and indirect validity. Reliability was assessed by repeat administration after 1 month. Direct validation was based on accelerometer data collected every 4 s for 1 month in 147 individuals age 65-85 years. Indirect validation against a 10-item Barthel index (activities of daily living [ADL]) was completed in 3,084 individuals age 65-99 years. The test-retest coefficient was high (r = .64-.71). Total and subtotal scores for lower (transportation, housework, and labor) and higher intensity activities (exercise/sports) were significantly correlated with step counts and durations of physical activity <3 and >or=3 METs (r = .41, .28, .53), respectively. Controlling for age and ADL, scores for transportation, exercise/sports, and labor were greater in men, but women performed more housework. Sex- and ADL- or age-adjusted PAQ-EJ scores were significantly lower in older and dependent people. PAQ-EJ repeatability and validity seem comparable to those of instruments used in Western epidemiological studies.