Small area estimation of the homeless in Los Angeles: An application of cost-sensitive stochastic gradient boosting

In many metropolitan areas efforts are made to count the homeless to ensure proper provision of social services. Some areas are very large, which makes spatial sampling a viable alternative to an enumeration of the entire terrain. Counts are observed in sampled regions but must be imputed in unvisited areas. Along with the imputation process, the costs of underestimating and overestimating may be different. For example, if precise estimation in areas with large homeless c ounts is critical, then underestimation should be penalized more than overestimation in the loss function. We analyze data from the 2004--2005 Los Angeles County homeless study using an augmentation of $L_1$ stochastic gradient boosting that can weight overestimates and underestimates asymmetrically. We discuss our choice to utilize stochastic gradient boosting over other function estimation procedures. In-sample fitted and out-of-sample imputed values, as well as relationships between the response and predictors, are analyzed for various cost functions. Practical usage and policy implications of these results are discussed briefly.Comment: Published in at http://dx.doi.org/10.1214/10-AOAS328 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

Longitudinal quantile regression in presence of informative drop-out through longitudinal-survival joint modeling

We propose a joint model for a time-to-event outcome and a quantile of a continuous response repeatedly measured over time. The quantile and survival processes are associated via shared latent and manifest variables. Our joint model provides a flexible approach to handle informative drop-out in quantile regression. A general Monte Carlo Expectation Maximization strategy based on importance sampling is proposed, which is directly applicable under any distributional assumption for the longitudinal outcome and random effects, and parametric and non-parametric assumptions for the baseline hazard. Model properties are illustrated through a simulation study and an application to an original data set about dilated cardiomyopathies

Risk factors for incidence and persistence of disability in chronic major depression and alcohol use disorders: longitudinal analyses of a population-based study

BackgroundMajor depression and alcohol use disorders are risk factors for incidence of disability. However, it is still unclear whether a chronic course of these health conditions is also prospectively associated with incidence of disability. The aim of the present study was, first, to confirm whether chronic major depression (MD) and alcohol use disorders (AUD) are, respectively, risk factors for persistence and incidence of disability in the general population; and then to analyze the role of help-seeking behavior in the course of disability among respondents with chronic MD and chronic AUD. MethodData from two assessments in the National Epidemiologic Survey on Alcohol and Related Conditions were analyzed. Disability was measured by eight domains of the Short Form 12 Health Survey version 2 (SF-12). Generalized estimating equations and logistic regression models were run to estimate risk factors for persistence and incidence of disability, respectively. ResultsAnalyses conducted on data from the US general population showed that chronic MD was the strongest risk factor for incidence and persistence of disability in the social functioning, emotional role and mental health domains. Chronic AUD were risk factors for incidence and persistence of disability in the vitality, social functioning, and emotional role domains. Within the group of chronic MD, physical comorbidity and help-seeking were associated with persistent disability in most of the SF-12 domains. Help-seeking behavior was also associated with incidence of problems in the mental health domain for the depression group. Regarding the AUD group, comorbidity with physical health problems was a strong risk factor for persistence of disability in all SF-12 domains. Help-seeking behavior was not related to either persistence or incidence of disability in the chronic alcohol group. ConclusionsChronic MD and chronic AUD are independent risk factors for persistence and incidence of disability in the US general population. People with chronic MD seek help for their problems when they experience persistent disability, whereas people with chronic AUD might not seek any help even if they are suffering from persistent disability.<br/

From the Hands of an Early Adopter's Avatar to Virtual Junkyards: Analysis of Virtual Goods' Lifetime Survival

One of the major questions in the study of economics, logistics, and business forecasting is the measurement and prediction of value creation, distribution, and lifetime in the form of goods. In "real" economies, a perfect model for the circulation of goods is impossible. However, virtual realities and economies pose a new frontier for the broad study of economics, since every good and transaction can be accurately tracked. Therefore, models that predict goods' circulation can be tested and confirmed before their introduction to "real life" and other scenarios. The present study is focused on the characteristics of early-stage adopters for virtual goods, and how they predict the lifespan of the goods. We employ machine learning and decision trees as the basis of our prediction models. Results provide evidence that the prediction of the lifespan of virtual objects is possible based just on data from early holders of those objects. Overall, communication and social activity are the main drivers for the effective propagation of virtual goods, and they are the most expected characteristics of early adopters.Comment: 28 page

Heterogeneity and behavioral response in continuous time capture-recapture, with application to street cannabis use in Italy

We propose a general and flexible capture-recapture model in continuous time. Our model incorporates time-heterogeneity, observed and unobserved individual heterogeneity, and behavioral response to capture. Behavioral response can possibly have a delayed onset and a finite-time memory. Estimation of the population size is based on the conditional likelihood after use of the EM algorithm. We develop an application to the estimation of the number of adult cannabinoid users in Italy.Comment: Published in at http://dx.doi.org/10.1214/13-AOAS672 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

Past trauma and future choices: Differences in discounting in low-income, urban African Americans

AbstractBackgroundExposure to traumatic events is surprisingly common, yet little is known about its effect on decision making beyond the fact that those with post-traumatic stress disorder are more likely to have substance-abuse problems. We examined the effects of exposure to severe trauma on decision making in low-income, urban African Americans, a group especially likely to have had such traumatic experiences.MethodParticipants completed three decision-making tasks that assessed the subjective value of delayed monetary rewards and payments and of probabilistic rewards. Trauma-exposed cases and controls were propensity-matched on demographic measures, treatment for psychological problems, and substance dependence.ResultsTrauma-exposed cases discounted the value of delayed rewards and delayed payments, but not probabilistic rewards, more steeply than controls. Surprisingly, given previous findings that suggested women are more affected by trauma when female and male participants’ data were analyzed separately, only the male cases showed steeper delay discounting. Compared with nonalcoholic males who were not exposed to trauma, both severe trauma and alcohol-dependence produced significantly steeper discounting of delayed rewards.ConclusionsThe current study shows that exposure to severe trauma selectively affects fundamental decision-making processes. Only males were affected, and effects were observed only on discounting delayed outcomes (i.e. intertemporal choice) and not on discounting probabilistic outcomes (i.e. risky choice). These findings are the first to show significant differences in the effects of trauma on men's and women's decision making, and the selectivity of these effects has potentially important implications for treatment and also provides clues as to underlying mechanisms.</jats:sec