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Statistical Modelling (statistical + modelling)
Selected AbstractsSCALE MIXTURES DISTRIBUTIONS IN STATISTICAL MODELLINGAUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS, Issue 2 2008S.T. Boris Choy Summary This paper presents two types of symmetric scale mixture probability distributions which include the normal, Student t, Pearson Type VII, variance gamma, exponential power, uniform power and generalized t (GT) distributions. Expressing a symmetric distribution into a scale mixture form enables efficient Bayesian Markov chain Monte Carlo (MCMC) algorithms in the implementation of complicated statistical models. Moreover, the mixing parameters, a by-product of the scale mixture representation, can be used to identify possible outliers. This paper also proposes a uniform scale mixture representation for the GT density, and demonstrates how this density representation alleviates the computational burden of the Gibbs sampler. [source] Realistic Statistical Modelling of Financial DataINTERNATIONAL STATISTICAL REVIEW, Issue 3 2000Tina Hviid Rydberg Summary The aim of this paper is to present some of the stylized features of financial data which have received a lot of attention both from practitioners and those with more theoretical backgrounds. Some of the models resulting from these efforts are reviewed and discussed. To facilitate the discussion two data sets are used: one of these contains all US trades in IBM stocks in 1995 at NYSE. [source] Statistical modelling in the investigation of stranger rapeJOURNAL OF INVESTIGATIVE PSYCHOLOGY AND OFFENDER PROFILING, Issue 1 2010Mirjam ter Beek Abstract A sample of stranger rape offences (n = 271) registered in the Dutch Violence Crime Linkage Analysis System database in the Netherlands between 1997 and 2007 was studied with the objective of developing statistical models, which give an indication of the probability of basic offender characteristics. Observable crime characteristics concerning the modus operandi, interaction between the offender and the victim, violence, precautionary measures, and sexual behaviours were selected in the dataset. Offender characteristics were selected based on their usefulness for the police organisation in narrowing the scope of a criminal investigation. Spatial behaviour, criminal history, and living situation of the offender were selected. From the predictive models, four out of five achieved a correct rate of over 70%, and all models predicted better than the best guess method. The proposed models for distance and prior convictions for violence seem particularly promising. Both these models show an improvement of correctly predicted offender characteristics of more than 20 percentile points compared with that which could have been estimated based on the average in the total sample. The predictive value of the models needs to be tested further with ,new offences', which were not used to construct the model. In general, the current study supports the finding that crime characteristics can be used to get an indication of the probability of certain offender characteristics. Nevertheless, for an understanding of the relationship between the crime characteristics and offender characteristics, a further development of a theoretical framework is urgently necessary. Copyright © 2009 John Wiley & Sons, Ltd. [source] Statistical modelling of insect behavioural responses in relation to the chemical composition of test extractsPHYSIOLOGICAL ENTOMOLOGY, Issue 4 2001Alan Hern Abstract. The use of generalized linear models (GLM) for relating changes in insect behaviour to changes in the chemical composition of a plant extract is presented and applied to data from an experimental study of the olfactory response of Cydia pomonella L. (Lepidoptera: Tortricidae) to apple volatiles. The volatiles were collected from healthy apples, artificially damaged apples or apples infested with C. pomonella larvae (either instar I, IV or V). These treatments produced a blend of 23 major components and the chemical composition of the blends differed substantially amongst the treatments. A statistically significant relationship was found between the concentration of hexyl hexanoate and 2-methylbutyl acetate in each extract and the number of moths moving upwind. Statistically significant models were developed which suggested that a relationship exists between the concentration of Z,E -,-farnesene, hexyl hexanoate and 2-methylbutyl acetate and the number and duration of movements made by the moths. Subsequently Y-tube assays were carried out to validate the predictions made with respect to the orientation of mated female C. pomonella. The results of these assays confirm hexyl hexanoate as an attractant. There were indications that 2-methylbutyl acetate acted as a repellent although differences were not statistically significant. Previous bioassays have shown that C. pomonella displays a statistically significant negative linear dose,response to ,-farnesene (Hern & Dorn, 1999). The statistical methods employed are very flexible and fairly easy to implement, offering the potential to screen plant extracts for bioactive compounds with a minimum of biological constraints. Their general applicability has yet to be demonstrated and as such these analyses only offer evidence of statistical relationships; the results must be validated by additional bioassays before conclusions can be drawn. [source] Effects of seismic intensity and socioeconomic status on injury and displacement after the 2007 Peru earthquakeDISASTERS, Issue 4 2010Karen Milch Earthquakes are a major cause of displacement, particularly in developing countries. Models of injury and displacement can be applied to assist governments and aid organisations in effectively targeting preparedness and relief efforts. A stratified cluster survey was conducted in January 2008 to evaluate risk factors for injury and displacement following the 15 August 2007 earthquake in southern Peru. In statistical modelling, seismic intensity, distance to rupture, living conditions, and educational attainment collectively explained 54.9 per cent of the variability in displacement rates across clusters. Living conditions was a particularly significant predictor of injury and displacement, indicating a strong relationship between risk and socioeconomic status. Contrary to expectations, urban, periurban, and rural clusters did not exhibit significantly different injury and displacement rates. Proxies of socioeconomic status, particularly the living conditions index score, proved relevant in explaining displacement, likely due to unmeasured aspects of housing construction practices and building materials. [source] Rapid plant diversity assessment using a pixel nested plot design: A case study in Beaver Meadows, Rocky Mountain National Park, Colorado, USADIVERSITY AND DISTRIBUTIONS, Issue 4 2007Mohammed A. Kalkhan ABSTRACT Geospatial statistical modelling and thematic maps have recently emerged as effective tools for the management of natural areas at the landscape scale. Traditional methods for the collection of field data pertaining to questions of landscape were developed without consideration for the parameters of these applications. We introduce an alternative field sampling design based on smaller unbiased random plot and subplot locations called the pixel nested plot (PNP). We demonstrate the applicability of the PNP design of 15 m × 15 m to assess patterns of plant diversity and species richness across the landscape at Rocky Mountain National Park (RMNP), Colorado, USA in a time (cost)-efficient manner for field data collection. Our results produced comparable results to a previous study in the Beaver Meadow study (BMS) area within RMNP, where there was a demonstrated focus of plant diversity. Our study used the smaller PNP sampling design for field data collection which could be linked to geospatial information data and could be used for landscape-scale analyses and assessment applications. In 2003, we established 61 PNP in the eastern region of RMNP. We present a comparison between this approach using a sub-sample of 19 PNP from this data set and 20 of Modified Whittaker nested plots (MWNP) of 20 m × 50 m that were collected in the BMS area. The PNP captured 266 unique plant species while the MWNP captured 275 unique species. Based on a comparison of PNP and MWNP in the Beaver Meadows area, RMNP, the PNP required less time and area sampled to achieve a similar number of species sampled. Using the PNP approach for data collection can facilitate the ecological monitoring of these vulnerable areas at the landscape scale in a time- and therefore cost-effective manner. [source] Spatio-temporal statistical modelling of significant wave heightENVIRONMETRICS, Issue 1 2009A. Baxevani Abstract In this paper, we construct a homogeneous spatio-temporal model to describe the variability of significant wave height over small regions of the sea and over short periods of time. Then, the model is extended to a non-homogeneous one that is valid over larger areas of the sea and for time periods of up to 10 h. To validate the proposed model, we reconstruct the significant wave height surface under different scenarios and then compare it to satellite measurements and the C-ERA-40 field. Copyright © 2008 John Wiley & Sons, Ltd. [source] Modelling the benefits of American Mink Mustela vison management options for terns in west ScotlandIBIS, Issue 2008NORMAN RATCLIFFE American Mink Mustela vison is a semi-aquatic predator that has invaded the west coast of Scotland and many of its associated islands. We developed a GIS model of their potential range based on their dispersal abilities and habitat use, which revealed that most islands in west Scotland are accessible to Mink, and that these host a large proportion of the region's Common Sterna hirundo and Arctic Terns S. paradisaea. Mink are predators on tern eggs and chicks, and statistical modelling of long-term productivity data demonstrated that unprotected sites within their range have an average productivity of 0.33 chicks per pair, whereas that at sites where Mink were trapped was 253% higher. We assessed the benefits of current Mink control projects for terns in the Western Isles and the remainder of west Scotland using a population modelling approach. This showed that both projects delivered considerable benefits for Common Terns, because a large proportion of their numbers were within the area of the control programmes and in sites that would be accessible to Mink if no control were in operation. For Arctic Terns, the benefits were less clear, as a larger proportion of their numbers were outside the control areas, and many of these were in sites isolated from, or unsuitable for, Mink. We discuss the implications of these findings for future strategic planning of Mink management in west Scotland. [source] The technical quality of nonsurgical root canal treatment performed by a selected cohort of Australian endodontistsINTERNATIONAL ENDODONTIC JOURNAL, Issue 7 2008D. E. Bierenkrant Abstract Aim, To investigate the technical quality of nonsurgical root canal treatment performed by endodontists in Melbourne, Australia. Methodology, Clinical and radiographic records of 100 sequential nonsurgical patients were obtained from each of six endodontists working in private practice. The following variables were analysed: proximity of root filling to radiographic apex; homogeneity and radiodensity of root filling; lateral adaptation of the root filling to the canal walls; taper; extrusion of material; small, appropriate or excessive apical enlargement; presence of lateral canals; transportation; procedural errors. The radiographs were assessed by three independent evaluators. Exploratory data analysis was undertaken using simple frequencies and cross-tabulations. A generalised linear mixed model (GLMM) was used for the formal statistical modelling. Results, Of the 1351 canals that were examined, 91.7% were filled within 2 mm of the radiographic apex and 74% were within 1 mm. Homogeneity and adequate density were found along the entire length of the canal in 86.1% and 88.6% of cases respectively. Lateral adaptation was adequate in 95.6% of cases and the taper was ,smooth and continuous' in 83.8% of roots. No and/or small extrusion of sealer was noted in 98.3% of cases. Apical enlargement was ,appropriate' in 85% of roots. Both transportation (1.1%) and procedural errors (1.3%) were rare occurrences. Conclusions, The technical quality of root fillings performed by endodontists in Melbourne, Australia complied with current guidelines in 77.4%,91.0% of roots. All variables examined confirmed high levels of technical proficiency. There were very few instances of canal transportation and/or procedural errors. [source] A comparative study of the magnitude, frequency and distribution of intense rainfall in the United KingdomINTERNATIONAL JOURNAL OF CLIMATOLOGY, Issue 12 2010John C. Rodda Abstract During the 1960s, a study was made of the magnitude, frequency and distribution of intense rainfall over the United Kingdom, employing data from more than 120 daily read rain gauges covering the period 1911 to 1960. Using the same methodology, that study was recently updated utilizing data for the period 1961 to 2006 for the same gauges, or from those nearby. This paper describes the techniques applied to ensure consistency of data and statistical modelling. It presents a comparison of patterns of extreme rainfalls for the two periods and discusses the changes that have taken place. Most noticeably, increases up to 20% have occurred in the north-west of the country and in parts of East Anglia. There have also been changes in other areas, including decreases of the same magnitude over central England. The implications of these changes are considered. Copyright © 2009 Royal Meteorological Society [source] Causality and Causal Models: A Conceptual Perspective,INTERNATIONAL STATISTICAL REVIEW, Issue 3 2006Benito V. Frosini Summary This paper aims at displaying a synthetic view of the historical development and the current research concerning causal relationships, starting from the Aristotelian doctrine of causes, following with the main philosophical streams until the middle of the twentieth century, and commenting on the present intensive research work in the statistical domain. The philosophical survey dwells upon various concepts of cause, and some attempts towards picking out spurious causes. Concerning statistical modelling, factorial models and directed acyclic graphs are examined and compared. Special attention is devoted to randomization and pseudo-randomization (for observational studies) in view of avoiding the effect of possible confounders. An outline of the most common problems and pitfalls, encountered in modelling empirical data, closes the paper, with a warning to be very cautious in modelling and inferring conditional independence between variables. Résumé Le but de cet article est d'offrir une vue d'ensemble sur le thème des relations causales, à partir de la doctrine philosophique aristotélique, et ensuite étendues et formalisées dans le champ de l'analyse statistique multivarée. Dans la revue philosophique on analyse plusieurs conceptions de cause, et les essais de reconnâtre les causes "fausses". La partie centrale du travail s'occupe de modèles causals en forme graphique, qui constituent l'instrument électif de plusieurs recherches causales, et met en evidence la différence entre conditionnement et intervention sur une variable. On a dedié une particulière attention aux procédures de randomization dans le but d'éviter de possible confusions. L'article termine en conseillant d'user de la prudence dans la modelage de l'independence conditionnelle et dans son contrôl empirique. [source] Competitive On-line StatisticsINTERNATIONAL STATISTICAL REVIEW, Issue 2 2001Volodya Vovk Summary A radically new approach to statistical modelling, which combines mathematical techniques of Bayesian statistics with the philosophy of the theory of competitive on-line algorithms, has arisen over the last decade in computer science (to a large degree, under the influence of Dawid's prequential statistics). In this approach, which we call "competitive on-line statistics", it is not assumed that data are generated by some stochastic mechanism; the bounds derived for the performance of competitive on-line statistical procedures are guaranteed to hold (and not just hold with high probability or on the average). This paper reviews some results in this area; the new material in it includes the proofs for the performance of the Aggregating Algorithm in the problem of linear regression with square loss. Résumé Cet article décrit une approch nouvelle à modelage statistique combinant les techniques mathematiques de statistique Bayesienne avec la philosophie de la theorie de algorithmes compétitives en ligne. Dans cette approche, qui émergeait durant le décennie derniére dans I'informatique, on ne suppose pas que les données sont produites par une mécanaisme stochastique; au lieu de cela, il est prouvé que les procédures statistiques compétitives en ligne atteignent toujours (et non, par exemple, avechaute probabilite) quelque but desirable (explicitant la bonne performance sur les données réeles). Cet article pass en revue des plusieurs résultats dans cette domaine; son matériel neuf comprend les preuves pour la performance de le àlgorithme agrégent dans le probléme de la régression linégression linéaire avec la perte carrée. [source] Inferential non-centred principal curve analysis of time-intensity curves in sensory analysis: the methodology and its application to beer astringency evaluationJOURNAL OF CHEMOMETRICS, Issue 5-6 2007Nancy François Abstract Improving technologies and better understanding of sensory phenomena have lead sensory analysts to develop statistical methods to assess sensations that endure over time (e.g. the bitterness or astringency of a beer) dynamically. The data produced by this type of experiment is classically a time-intensity (TI) curve, and their analysis remains an active research topic. The classical approach, widely used in this context, starts by extracting some significant parameters from the initial curves (maximum intensity, area under the curve (AUC), etc.). Descriptive data analysis or statistical modelling is then applied to get information from these summary parameters. This paper presents a different method, called inferential non-centred principal curve analysis (INCPCA), for the analysis of TI curves. It combines multivariate analysis (to visualise the curves in a space of smaller dimensions) with statistical modelling (aimed at enhancing the significance of factor effects). Non-centred principal curves (NCPCs) are first extracted from the curves matrix. They decompose the TI curves into different interpretable components. Score plots are used to represent the projection of the initial curves in the space of the first principal curves and allow factors and judge effects to be visualised. Mixed modelling is then applied to test the significance of these effects using PCA scores as model responses. The classical and INCPCA methods are illustrated on a TI experiment exploring the relation between beer astringency and three factors of interest: pH, O2 content and aging. Eight beers arranged in a 23 factorial design were tested in triplicate by eight trained judges. Copyright © 2007 John Wiley & Sons, Ltd. [source] Exit polling in a cold climate: the BBC,ITV experience in Britain in 2005JOURNAL OF THE ROYAL STATISTICAL SOCIETY: SERIES A (STATISTICS IN SOCIETY), Issue 3 2008John Curtice Summary., Conducting an exit poll to forecast the outcome of a national election in terms of both votes and seats is particularly difficult in Britain. No official information is available on how individual polling stations voted in the past, use of single-member plurality means that there is no consistent relationship between votes and seats, electors can choose to vote by post and most of those who vote in person do so late in the day. In addition, around one in every six intended exit poll respondents refuses to participate. Methods that were developed to overcome these problems, and their use in the successful 2005 British Broadcasting Corporation,Independent Television exit poll, are described and evaluated. The methodology included a panel design to allow the estimation of electoral change at local level, coherent multiple-regression modelling of multiparty electoral change to capture systematic patterns of variation, probabilistic prediction of constituency winners to account for uncertainty in projected constituency level shares, collection of information about the voting intentions of postal voters before polling day and access to interviewer guesses on the voting behaviour of refusals. The coverage and accuracy of the exit poll data are critically examined, the effect of key aspects of the statistical modelling of the data is assessed and some general lessons are drawn for the design and analysis of electoral exit polls. [source] Sure independence screening for ultrahigh dimensional feature spaceJOURNAL OF THE ROYAL STATISTICAL SOCIETY: SERIES B (STATISTICAL METHODOLOGY), Issue 5 2008Jianqing Fan Summary., Variable selection plays an important role in high dimensional statistical modelling which nowadays appears in many areas and is key to various scientific discoveries. For problems of large scale or dimensionality p, accuracy of estimation and computational cost are two top concerns. Recently, Candes and Tao have proposed the Dantzig selector using L1 -regularization and showed that it achieves the ideal risk up to a logarithmic factor log (p). Their innovative procedure and remarkable result are challenged when the dimensionality is ultrahigh as the factor log (p) can be large and their uniform uncertainty principle can fail. Motivated by these concerns, we introduce the concept of sure screening and propose a sure screening method that is based on correlation learning, called sure independence screening, to reduce dimensionality from high to a moderate scale that is below the sample size. In a fairly general asymptotic framework, correlation learning is shown to have the sure screening property for even exponentially growing dimensionality. As a methodological extension, iterative sure independence screening is also proposed to enhance its finite sample performance. With dimension reduced accurately from high to below sample size, variable selection can be improved on both speed and accuracy, and can then be accomplished by a well-developed method such as smoothly clipped absolute deviation, the Dantzig selector, lasso or adaptive lasso. The connections between these penalized least squares methods are also elucidated. [source] Simulation and extremal analysis of hurricane eventsJOURNAL OF THE ROYAL STATISTICAL SOCIETY: SERIES C (APPLIED STATISTICS), Issue 3 2000E. Casson In regions affected by tropical storms the damage caused by hurricane winds can be catastrophic. Consequently, accurate estimates of hurricane activity in such regions are vital. Unfortunately, the severity of events means that wind speed data are scarce and unreliable, even by standards which are usual for extreme value analysis. In contrast, records of atmospheric pressures are more complete. This suggests a two-stage approach: the development of a model describing spatiotemporal patterns of wind field behaviour for hurricane events; then the simulation of such events, using meteorological climate models, to obtain a realization of associated wind speeds whose extremal characteristics are summarized. This is not a new idea, but we apply careful statistical modelling for each aspect of the model development and simulation, taking the Gulf and Atlantic coastlines of the USA as our study area. Moreover, we address for the first time the issue of spatial dependence in extremes of hurricane events, which we find to have substantial implications for regional risk assessments. [source] A mathematical and statistical framework for modelling dispersalOIKOS, Issue 6 2007Tord Snäll Mechanistic and phenomenological dispersal modelling of organisms has long been an area of intensive research. Recently, there has been an increased interest in intermediate models between the two. Intermediate models include major mechanisms that affect dispersal, in addition to the dispersal curve of a phenomenological model. Here we review and describe the mathematical and statistical framework for phenomenological dispersal modelling. In the mathematical development we describe modelling of dispersal in two dimensions from a point source, and in one dimension from a line or area source. In the statistical development we describe applicable observation distributions, and the procedures of model fitting, comparison, checking, and prediction. The procedures are also demonstrated using data from dispersal experiments. The data are hierarchically structured, and hence, we fit hierarchical models. The Bayesian modelling approach is applied, which allows us to show the uncertainty in the parameter estimates and in predictions. Finally, we show how to account for the effect of wind speed on the estimates of the dispersal parameters. This serves as an example of how to strengthen the coupling in the modelling between the phenomenon observed in an experiment and the underlying process , something that should be striven for in the statistical modelling of dispersal. [source] Spatial analysis of solifluction landforms and process rates in the Abisko Mountains, northern SwedenPERMAFROST AND PERIGLACIAL PROCESSES, Issue 3 2010Hanna Ridefelt Abstract The occurrence of turf-banked solifluction landforms in the Abisko region was analysed using a grid-based approach and statistical modelling through logistic regression. Significant parameters in the model were the vegetation index NDVI, annual incoming potential radiation, wetness index, slope gradient and elevation. The model had an acceptable discrimination capacity and rather low model-fit values, but clearly showed the importance of vegetation patterns for the occurrence of solifluction at a regional scale. Solifluction movement rates measured at eight sites were combined with model parameters and the annual duration of sun hours to regionalise solifluction movement rates through an unsupervised terrain classification. For comparison, the linear relationship between the probability of solifluction occurrence and variations in movement rates was also used to regionalise movement rates. Potential geomorphic work was calculated for six different areas within the region, with the greatest being for Kärkevagge, the area with the highest precipitation. The combination of a logistic regression model of mapped landforms and field measurements of solifluction rates represents a promising methodology to assess the occurrence and activity of the process at a regional scale. Copyright © 2010 John Wiley & Sons, Ltd. [source] Restricted randomization and multiple responses in industrial experimentsQUALITY AND RELIABILITY ENGINEERING INTERNATIONAL, Issue 2 2008Frøydis Bjerke Abstract Two issues regarding designed experiments are discussed; restrictions on randomization and multiple responses. The former is typically related to hard-to-vary factors and factors appearing in separate stages of a process experiment. Randomization restrictions should be taken into account in the construction of the design as well as in the statistical modelling. In the paper, a case study of sausage production is discussed, having a split-plot model with correlated multiple responses. Multiple responses are handled in two ways, by principal component analysis (PCA) followed by ANOVA of the principal components, and by a newly developed alternative, the ,50,50 MANOVA'. Multiple tests of correlated response variables are also described. Practical aspects of the planning, performing, response measurements, and statistical analysis are emphasized throughout. Hence, the paper aims to extend the utility of statistical methods in industry by linking design of experiments to multivariate analysis of the responses. Copyright © 2007 John Wiley & Sons, Ltd. [source] Exploring the clinical utility of the Development And Well-Being Assessment (DAWBA) in the detection of hyperkinetic disorders and associated diagnoses in clinical practiceTHE JOURNAL OF CHILD PSYCHOLOGY AND PSYCHIATRY AND ALLIED DISCIPLINES, Issue 4 2009David Foreman Background:, The clinical diagnosis of ADHD is time-consuming and error-prone. Secondary care referral results in long waiting times, but primary care staff may not provide reliable diagnoses. The Development And Well-Being Assessment (DAWBA) is a standardised assessment for common child mental health problems, including attention deficit/hyperactivity disorder (ADHD), which can be rapidly scored by skilled specialist clinicians, who may be remote from the interview, thus avoiding referral. Method:, A representative clinic sample of routine cases suspected of ADHD underwent an assessment which included the DAWBA alongside a confirmatory assessment with a skilled clinician. Another clinician provided DAWBA-based diagnoses blind to the clinic view. Bayesian statistical modelling was used to include clinic diagnostic uncertainty in the analyses. Results:, Eighty-four cases were assessed. For ADHD, the predictive value of a positive or negative DAWBA diagnosis was greater than .8, with negligible bias. Non-hyperkinetic behaviour disorders had higher, emotional and autistic disorders lower predictive values, though all greater than .75: there was, however, evidence of bias. Conclusions:, Diagnoses of ADHD based on senior clinician review of the DAWBA completed by parents, teachers and young people aged 11 plus may be sufficiently accurate to permit clinical diagnosis without direct patient contact by the diagnosing clinician. This could improve access to accurate diagnoses of ADHD in primary care while freeing up senior clinicians to focus on complex and refractory cases in secondary care. [source] Imagining Europe: political identity and British television coverage of the European economyBRITISH JOURNAL OF POLITICS & INTERNATIONAL RELATIONS, Issue 3 2000Neil T. Gavin The article considers European economic news coverage on British television and its relationship with the UK public's perceptions of and identity with Europe. Stress is placed on the symbolic content of news about Europe; stories about the economic entitlements offered to citizens within the European Union; and portrayal of material benefits or losses for Britain. The results suggest that coverage offers mixed signals about Europe. As yet, they offer an unlikely platform for the development in the United Kingdom of European solidarity or identity. The results are assessed in the light of the way journalists approach political issues. The implications for statistical modelling of the media's relationship with attitudes towards Europe are also considered. [source] | ||||||||||||||||||||||