Likelihood Inference for Models with Unobservables: Another View

There have been controversies among statisticians on (i) what to model and (ii) how to make inferences from models with unobservables. One such controversy concerns the difference between estimation methods for the marginal means not necessarily having a probabilistic basis and statistical models having unobservables with a probabilistic basis. Another concerns likelihood-based inference for statistical models with unobservables. This needs an extended-likelihood framework, and we show how one such extension, hierarchical likelihood, allows this to be done. Modeling of unobservables leads to rich classes of new probabilistic models from which likelihood-type inferences can be made naturally with hierarchical likelihood.Comment: This paper discussed in: [arXiv:1010.0804], [arXiv:1010.0807], [arXiv:1010.0810]. Rejoinder at [arXiv:1010.0814]. Published in at http://dx.doi.org/10.1214/09-STS277 the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org

Linear, generalized, hierarchical, bayesian and random regression mixed models in genetics/genomics in plant breeding.

This paper presents the state of the art of the statistical modelling as applied to plant breeding. Classes of inference, statistical models, estimation methods and model selection are emphasized in a practical way. Restricted Maximum Likelihood (REML), Hierarchical Maximum Likelihood (HIML) and Bayesian (BAYES) are highlighted. Distributions of data and effects, and dimension and structure of the models are considered for model selection and parameters estimation. Theory and practical examples referring to selection between models with different fixed effects factors are given using the Full Maximum Likelihood (FML). An analytical FML way of defining random or fixed effects is presented to avoid the subjective or conceptual usual definitions. Examples of the applications of the Hierarchical Maximum Likelihood/Hierarchical Generalized Best Linear Unbiased Prediction (HIML/HG-BLUP) procedure are also presented. Sample sizes for achieving high experimental quality and accuracy are indicated and simple interpretation of the estimates of key genetic parameters are given. Phenomics and genomics are approached. Maximum accuracy under the truest model is the key for achieving efficacy in plant breeding programs

A mixture model for payments and payment numbers in claims reserving

We consider a Tweedie's compound Poisson regression model with fixed and random effects, to describe the payment numbers and the incremental payments, jointly, in claims reserving. The parameter estimates are obtained within the framework of hierarchical generalized linear models, by applying the h-likelihood approach. Regression structures are allowed for the means and also for the dispersions. Predictions and prediction errors of the claims reserves are evaluated. Through the parameters of the distributions of the random effects, some external information (e.g. a development pattern of industry wide-data) can be incorporated into the model. A numerical example shows the impact of external data on the reserve and prediction error evaluations

Statistical Modelling

The book collects the proceedings of the 19th International Workshop on Statistical Modelling held in Florence on July 2004. Statistical modelling is an important cornerstone in many scientific disciplines, and the workshop has provided a rich environment for cross-fertilization of ideas from different disciplines. It consists in four invited lectures, 48 contributed papers and 47 posters. The contributions are arranged in sessions: Statistical Modelling; Statistical Modelling in Genomics; Semi-parametric Regression Models; Generalized Linear Mixed Models; Correlated Data Modelling; Missing Data, Measurement of Error and Survival Analysis; Spatial Data Modelling and Time Series and Econometrics

Assuming Data Integrity and Empirical Evidence to The Contrary

Background: Not all respondents to surveys apply their minds or understand the posed questions, and as such provide answers which lack coherence, and this threatens the integrity of the research. Casual inspection and limited research of the 10-item Big Five Inventory (BFI-10), included in the dataset of the World Values Survey (WVS), suggested that random responses may be common. Objective: To specify the percentage of cases in the BRI-10 which include incoherent or contradictory responses and to test the extent to which the removal of these cases will improve the quality of the dataset. Method: The WVS data on the BFI-10, measuring the Big Five Personality (B5P), in South Africa (N=3 531), was used. Incoherent or contradictory responses were removed. Then the cases from the cleaned-up dataset were analysed for their theoretical validity. Results: Only 1 612 (45.7%) cases were identified as not including incoherent or contradictory responses. The cleaned-up data did not mirror the B5P- structure, as was envisaged. The test for common method bias was negative. Conclusion: In most cases the responses were incoherent. Cleaning up the data did not improve the psychometric properties of the BFI-10. This raises concerns about the quality of the WVS data, the BFI-10, and the universality of B5P-theory. Given these results, it would be unwise to use the BFI-10 in South Africa. Researchers are alerted to do a proper assessment of the psychometric properties of instruments before they use it, particularly in a cross-cultural setting

Leading Towards Voice and Innovation: The Role of Psychological Contract

Background: Empirical evidence generally suggests that psychological contract breach (PCB) leads to negative outcomes. However, some literature argues that, occasionally, PCB leads to positive outcomes. Aim: To empirically determine when these positive outcomes occur, focusing on the role of psychological contract (PC) and leadership style (LS), and outcomes such as employ voice (EV) and innovative work behaviour (IWB). Method: A cross-sectional survey design was adopted, using reputable questionnaires on PC, PCB, EV, IWB, and leadership styles. Correlation analyses were used to test direct links within the model, while regression analyses were used to test for the moderation effects. Results: Data with acceptable psychometric properties were collected from 11 organisations (N=620). The results revealed that PCB does not lead to substantial changes in IWB. PCB correlated positively with prohibitive EV, but did not influence promotive EV, which was a significant driver of IWB. Leadership styles were weak predictors of EV and IWB, and LS only partially moderated the PCB-EV relationship. Conclusion: PCB did not lead to positive outcomes. Neither did LS influencing the relationships between PCB and EV or IWB. Further, LS only partially influenced the relationships between variables, and not in a manner which positively influence IWB