9,180 research outputs found
Improved testing inference in mixed linear models
Mixed linear models are commonly used in repeated measures studies. They
account for the dependence amongst observations obtained from the same
experimental unit. Oftentimes, the number of observations is small, and it is
thus important to use inference strategies that incorporate small sample
corrections. In this paper, we develop modified versions of the likelihood
ratio test for fixed effects inference in mixed linear models. In particular,
we derive a Bartlett correction to such a test and also to a test obtained from
a modified profile likelihood function. Our results generalize those in Zucker
et al. (Journal of the Royal Statistical Society B, 2000, 62, 827-838) by
allowing the parameter of interest to be vector-valued. Additionally, our
Bartlett corrections allow for random effects nonlinear covariance matrix
structure. We report numerical evidence which shows that the proposed tests
display superior finite sample behavior relative to the standard likelihood
ratio test. An application is also presented and discussed.Comment: 17 pages, 1 figur
Fitting Linear Mixed-Effects Models using lme4
Maximum likelihood or restricted maximum likelihood (REML) estimates of the
parameters in linear mixed-effects models can be determined using the lmer
function in the lme4 package for R. As for most model-fitting functions in R,
the model is described in an lmer call by a formula, in this case including
both fixed- and random-effects terms. The formula and data together determine a
numerical representation of the model from which the profiled deviance or the
profiled REML criterion can be evaluated as a function of some of the model
parameters. The appropriate criterion is optimized, using one of the
constrained optimization functions in R, to provide the parameter estimates. We
describe the structure of the model, the steps in evaluating the profiled
deviance or REML criterion, and the structure of classes or types that
represents such a model. Sufficient detail is included to allow specialization
of these structures by users who wish to write functions to fit specialized
linear mixed models, such as models incorporating pedigrees or smoothing
splines, that are not easily expressible in the formula language used by lmer.Comment: 51 pages, including R code, and an appendi
Spike-and-Slab Priors for Function Selection in Structured Additive Regression Models
Structured additive regression provides a general framework for complex
Gaussian and non-Gaussian regression models, with predictors comprising
arbitrary combinations of nonlinear functions and surfaces, spatial effects,
varying coefficients, random effects and further regression terms. The large
flexibility of structured additive regression makes function selection a
challenging and important task, aiming at (1) selecting the relevant
covariates, (2) choosing an appropriate and parsimonious representation of the
impact of covariates on the predictor and (3) determining the required
interactions. We propose a spike-and-slab prior structure for function
selection that allows to include or exclude single coefficients as well as
blocks of coefficients representing specific model terms. A novel
multiplicative parameter expansion is required to obtain good mixing and
convergence properties in a Markov chain Monte Carlo simulation approach and is
shown to induce desirable shrinkage properties. In simulation studies and with
(real) benchmark classification data, we investigate sensitivity to
hyperparameter settings and compare performance to competitors. The flexibility
and applicability of our approach are demonstrated in an additive piecewise
exponential model with time-varying effects for right-censored survival times
of intensive care patients with sepsis. Geoadditive and additive mixed logit
model applications are discussed in an extensive appendix
Simultaneous inference for misaligned multivariate functional data
We consider inference for misaligned multivariate functional data that
represents the same underlying curve, but where the functional samples have
systematic differences in shape. In this paper we introduce a new class of
generally applicable models where warping effects are modeled through nonlinear
transformation of latent Gaussian variables and systematic shape differences
are modeled by Gaussian processes. To model cross-covariance between sample
coordinates we introduce a class of low-dimensional cross-covariance structures
suitable for modeling multivariate functional data. We present a method for
doing maximum-likelihood estimation in the models and apply the method to three
data sets. The first data set is from a motion tracking system where the
spatial positions of a large number of body-markers are tracked in
three-dimensions over time. The second data set consists of height and weight
measurements for Danish boys. The third data set consists of three-dimensional
spatial hand paths from a controlled obstacle-avoidance experiment. We use the
developed method to estimate the cross-covariance structure, and use a
classification setup to demonstrate that the method outperforms
state-of-the-art methods for handling misaligned curve data.Comment: 44 pages in total including tables and figures. Additional 9 pages of
supplementary material and reference
Fixed Effect Estimation of Large T Panel Data Models
This article reviews recent advances in fixed effect estimation of panel data
models for long panels, where the number of time periods is relatively large.
We focus on semiparametric models with unobserved individual and time effects,
where the distribution of the outcome variable conditional on covariates and
unobserved effects is specified parametrically, while the distribution of the
unobserved effects is left unrestricted. Compared to existing reviews on long
panels (Arellano and Hahn 2007; a section in Arellano and Bonhomme 2011) we
discuss models with both individual and time effects, split-panel Jackknife
bias corrections, unbalanced panels, distribution and quantile effects, and
other extensions. Understanding and correcting the incidental parameter bias
caused by the estimation of many fixed effects is our main focus, and the
unifying theme is that the order of this bias is given by the simple formula
p/n for all models discussed, with p the number of estimated parameters and n
the total sample size.Comment: 40 pages, 1 tabl
Small sample inference for probabilistic index models
Probabilistic index models may be used to generate classical and new rank tests, with the additional advantage of supplementing them with interpretable effect size measures. The popularity of rank tests for small sample inference makes probabilistic index models also natural candidates for small sample studies. However, at present, inference for such models relies on asymptotic theory that can deliver poor approximations of the sampling distribution if the sample size is rather small. A bias-reduced version of the bootstrap and adjusted jackknife empirical likelihood are explored. It is shown that their application leads to drastic improvements in small sample inference for probabilistic index models, justifying the use of such models for reliable and informative statistical inference in small sample studies
Improving likelihood-based inference in control rate regression
Control rate regression is a diffuse approach to account for heterogeneity
among studies in meta-analysis by including information about the outcome risk
of patients in the control condition. Correcting for the presence of
measurement error affecting risk information in the treated and in the control
group has been recognized as a necessary step to derive reliable inferential
conclusions. Within this framework, the paper considers the problem of small
sample size as an additional source of misleading inference about the slope of
the control rate regression. Likelihood procedures relying on first-order
approximations are shown to be substantially inaccurate, especially when
dealing with increasing heterogeneity and correlated measurement errors. We
suggest to address the problem by relying on higher-order asymptotics. In
particular, we derive Skovgaard's statistic as an instrument to improve the
accuracy of the approximation of the signed profile log-likelihood ratio
statistic to the standard normal distribution. The proposal is shown to provide
much more accurate results than standard likelihood solutions, with no
appreciable computational effort. The advantages of Skovgaard's statistic in
control rate regression are shown in a series of simulation experiments and
illustrated in a real data example. R code for applying first- and second-order
statistic for inference on the slope on the control rate regression is
provided
Stochastic ordinary differential equations in applied and computational mathematics
Using concrete examples, we discuss the current and potential use of stochastic ordinary differential equations (SDEs) from the perspective of applied and computational mathematics. Assuming only a minimal background knowledge in probability and stochastic processes, we focus on aspects that distinguish SDEs from their deterministic counterparts. To illustrate a multiscale modelling framework, we explain how SDEs arise naturally as diffusion limits in the type of discrete-valued stochastic models used in chemical kinetics, population dynamics, and, most topically, systems biology. We outline some key issues in existence, uniqueness and stability that arise when SDEs are used as physical models, and point out possible pitfalls. We also discuss the use of numerical methods to simulate trajectories of an SDE and explain how both weak and strong convergence properties are relevant for highly-efficient multilevel Monte Carlo simulations. We flag up what we believe to be key topics for future research, focussing especially on nonlinear models, parameter estimation, model comparison and multiscale simulation
Modeling and inference of multisubject fMRI data
Functional magnetic resonance imaging (fMRI) is a
rapidly growing technique for studying the brain in
action. Since its creation [1], [2], cognitive scientists
have been using fMRI to understand how we remember,
manipulate, and act on information in our environment.
Working with magnetic resonance physicists, statisticians, and
engineers, these scientists are pushing the frontiers of knowledge
of how the human brain works.
The design and analysis of single-subject fMRI studies
has been well described. For example, [3], chapters 10
and 11 of [4], and chapters 11 and 14 of [5] all give accessible
overviews of fMRI methods for one subject. In contrast,
while the appropriate manner to analyze a group of
subjects has been the topic of several recent papers, we do
not feel it has been covered well in introductory texts and
review papers. Therefore, in this article, we bring together
old and new work on so-called group modeling of fMRI
data using a consistent notation to make the methods more
accessible and comparable
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