Estimating the parameters of mixed linear models with modal estimators

This paper presents a procedure to estimate the variance components and fixed effects of mixed linear models. The mode of the joint posterior distribution of all the parameters is obtained by an iterative technique.

The proposed method is illustrated with one-way and two-fold nested random models. Two numerical examples demonstrate the iterative solution.     

Good ridge estimators based on prior information

Ridge regression is re-examined and ridge estimators based on prior information are introduced. A necessary and sufficient condition is given for such ridge estimators to yield estimators of every nonnull linear combination of the regression coefficients with smaller mean square error than that of the Gauss-Markov best linear unbiased estimator.     

A Survey of Microcomputer Survival Analysis Software: The Need for an Integrated Framework

This paper surveys commercially available MS-DOS and Microsoft Windows based microcomputer software for survival analysis, especially for Cox proportional hazards regression and parametric survival models. Emphasis is given to functionality, documentation, generality, and flexibility of software. A discussion of the need for software integration is given, which leads to the conclusion that survival analysis software not closely tied to a well-designed package will not meet an analyst's general needs. Some standalone programs are good tools for teaching the theory of some survival analysis procedures, but they may not teach the student good data analysis techniques such as critically examining regression assumptions. We contrast typical software with a general, integrated, modeling framework that is available with S-PLUS.     

Empirical Likelihood for Threshold Autoregressive Models

This article develops empirical likelihood for threshold autoregressive models. We propose general estimating equations based on moment constraint. Under some suitable conditions, we show the empirical likelihood estimators for parameter are asymptotically normally distributed, and the proposed log empirical likelihood ratio statistic asymptotically follows a standard chi-squared distribution.     

Modelling lifetimes by quantile functions using Parzen's score function

The present paper introduces methods of constructing quantile functions as models of lifetimes with monotone and nonmonotone hazard functions. This is accomplished on the basis of the relationships the hazard quantile function has with the score function introduced by Parzen in connection with the tail heaviness of probability distributions. Three models illustrated here contain several existing models as particular cases. The appropriateness of the models in real situations is also demonstrated.     

Longitudinal data analysis of animal growth via multivariate dynamic models

We propose models to analyze animal growth data with the aim of estimating and predicting quantities of biological and economical interest such as the maturing rate and asymptotic weight. It is also studied the effect of environmental factors of relevant influence in the growth process. The models considered in this paper are based on an extension and specialization of the dynamic hierarchical model (Gamerman & Migon, 1993) to a non–linear growth curve setting, where some of the growth curve parameters are considered exchangeable among the units. The inference for these models are approximate conjugate analysis based on Taylor series expansions and linear Bayes procedures     

Numerical algorithms for solving nonlinear L р-norm estimation problems: part II - a mixture method for large residual and illo-conditioned problems

The nonlinear least squares algorithm of Gill and Murray (1978) is extended and modified to solve nonlinear L _р-norm estimation problems efficiently. The new algorithm uses a mixture of 1st-order derivative (Guass-Newton) and 2nd-order derivative (Newton) search directions. A new rule for selecting the “grade” r of the p-jacobiab matrix J_p was also incorporated. This brought about rapid convergence of the algorithm on previously reported test examples.     

Humps and Bumps in Lifetime Consumption

In this article we argue that the life-cycle model that allows demographics to affect household preferences and relaxes the assumption of certainty equivalence can generate hump-shaped consumption profiles over age that are very similar to those observed in household-level data sources and, in particular, match the differences in shape across different education groups. Liquidity constraints or myopia are not required to explain the empirical features of observed life-cycle patterns.     

Comparative Study of Predictive Computational Models for Nanoparticle‐Induced Cytotoxicity

With the increasing use of nanomaterials incorporated into consumer products, there is a need for developing approaches to establish “quantitative structure‐activity relationships” (QSARs). These relationships could be used to predict various biological responses after exposure to nanomaterials for the purposes of risk analysis. This risk analysis is applicable to manufacturers of nanomaterials in an effort to determine potential hazards. Because metal oxide materials are some of the most widely applicable and studied nanoparticle types for incorporation into cosmetics, food packaging, and paints and coatings, we focused on comparing different approaches for establishing QSARs for this class of materials. Metal oxide nanoparticles are believed, by some, to cause alterations in cellular function due to their size and/or surface area. Others have said that these nanomaterials, because of the oxidized state of the metal, do not induce stress in biological tests systems. This controversy highlights the need to systematically develop structure‐activity relationships (i.e., the relationship between physicochemical features to the cellular responses) and tools for predicting potential biological effects after a metal oxide nanomaterial exposure. Here, we attempt to identify a set of properties of two specific metal oxide nanomaterials—TiO₂ and ZnO—that could be used to characterize and predict the induced cellular membrane damage of immortalized human lung epithelial cells. We adopt a mathematical modeling approach that uses the engineered nanomaterial size characterized as a dry nanopowder and the nanomaterial behavior in ultrapure water, phosphate buffer, and cell culture media to predict nanomaterial‐induced cellular membrane damage (via lactate dehydrogenase release). Results of these studies provide insights on how engineered nanomaterial features influence cellular responses and thereby outline possible approaches for developing and applying predictive computational models for biological responses caused by exposure to nanomaterials.     

Prediction under uncertainty of degree of polynomial in growth curve models

Random coefficient polynomial regression model has been considered for prediction purpose when there is uncertainty about the degree of the polynomialo Expressions for mean square errors of two predictors based on simple estimators have been derived and their perfomaiices have been compared when parameters are estimated from the sample. A modified predictor has also been suggested when parameters in the predicting equations are to be estimated from the sample. Perform-ance ofseveral predictors haife been compared by cross validation technique from a real set of data.