Home About us Contact
|
Home About us Contact | ||
|
|
||
Variance Estimates (variance + estimate)
Selected AbstractsOn the accuracy of estimating living stature from skeletal length in the grave and by linear regressionINTERNATIONAL JOURNAL OF OSTEOARCHAEOLOGY, Issue 2 2005H. C. Petersen Abstract This study evaluates a method for obtaining stature estimates for populations represented by skeletal material, with individuals buried in a supine position. During the excavation of a Danish mediaeval cemetery, in situ skeletal length in the grave was measured from a point above the cranial point farthest from the body to the most distal point of the talus. The measurement was made with a folding rule placed on the sagittal midline of the skeleton, allowed to follow any curvature of the skeleton in situ. In the laboratory, stature was reconstructed anatomically, and this stature was regarded as an accurate estimate of living stature. Stature was also reconstructed from femur length by two linear regression procedures: 1) by sample and sex specific formulae, employing a leave-one-out approach, and 2) by sex wise formulae for Euro-Americans from Trotter & Gleser (1952, American Journal of Physical Anthropology10: 463,514). Skeletal length in the grave and the two stature estimates based on linear regression were compared to anatomically reconstructed stature. Skeletal length in the grave estimated anatomically reconstructed stature with practically no bias (95% CI: ,1.3,1.5,cm). Sample specific regression formulae estimated anatomically reconstructed stature also with no bias (95% CI: ,1.2,1.1,cm). In contrast, statures calculated from Trotter & Gleser's regression formulae estimated anatomically reconstructed stature with a bias of about 4,cm (95% CI: 3.3,5.0,cm). Estimates of stature variance were biased for all three estimation procedures. However, for samples of adults, an adjusted variance estimate can be obtained by subtracting 8.7,cm2 from the variance obtained from skeletal lengths in the grave. It is recommended to measure skeletal length in the grave whenever possible, and use this measurement for estimating statures for prehistoric and early historic populations. Copyright © 2005 John Wiley & Sons, Ltd. [source] Semiparametric Estimation Exploiting Covariate Independence in Two-Phase Randomized TrialsBIOMETRICS, Issue 1 2009James Y. Dai Summary Recent results for case,control sampling suggest when the covariate distribution is constrained by gene-environment independence, semiparametric estimation exploiting such independence yields a great deal of efficiency gain. We consider the efficient estimation of the treatment,biomarker interaction in two-phase sampling nested within randomized clinical trials, incorporating the independence between a randomized treatment and the baseline markers. We develop a Newton,Raphson algorithm based on the profile likelihood to compute the semiparametric maximum likelihood estimate (SPMLE). Our algorithm accommodates both continuous phase-one outcomes and continuous phase-two biomarkers. The profile information matrix is computed explicitly via numerical differentiation. In certain situations where computing the SPMLE is slow, we propose a maximum estimated likelihood estimator (MELE), which is also capable of incorporating the covariate independence. This estimated likelihood approach uses a one-step empirical covariate distribution, thus is straightforward to maximize. It offers a closed-form variance estimate with limited increase in variance relative to the fully efficient SPMLE. Our results suggest exploiting the covariate independence in two-phase sampling increases the efficiency substantially, particularly for estimating treatment,biomarker interactions. [source] The Wilcoxon Signed Rank Test for Paired Comparisons of Clustered DataBIOMETRICS, Issue 1 2006Bernard Rosner Summary The Wilcoxon signed rank test is a frequently used nonparametric test for paired data (e.g., consisting of pre- and posttreatment measurements) based on independent units of analysis. This test cannot be used for paired comparisons arising from clustered data (e.g., if paired comparisons are available for each of two eyes of an individual). To incorporate clustering, a generalization of the randomization test formulation for the signed rank test is proposed, where the unit of randomization is at the cluster level (e.g., person), while the individual paired units of analysis are at the subunit within cluster level (e.g., eye within person). An adjusted variance estimate of the signed rank test statistic is then derived, which can be used for either balanced (same number of subunits per cluster) or unbalanced (different number of subunits per cluster) data, with an exchangeable correlation structure, with or without tied values. The resulting test statistic is shown to be asymptotically normal as the number of clusters becomes large, if the cluster size is bounded. Simulation studies are performed based on simulating correlated ranked data from a signed log-normal distribution. These studies indicate appropriate type I error for data sets with ,20 clusters and a superior power profile compared with either the ordinary signed rank test based on the average cluster difference score or the multivariate signed rank test of Puri and Sen (1971, Nonparametric Methods in Multivariate Analysis, New York: John Wiley). Finally, the methods are illustrated with two data sets, (i) an ophthalmologic data set involving a comparison of electroretinogram (ERG) data in retinitis pigmentosa (RP) patients before and after undergoing an experimental surgical procedure, and (ii) a nutritional data set based on a randomized prospective study of nutritional supplements in RP patients where vitamin E intake outside of study capsules is compared before and after randomization to monitor compliance with nutritional protocols. [source] Partial regression method to fit a generalized additive modelENVIRONMETRICS, Issue 6 2007Shui He Abstract Generalized additive models (GAMs) have been used as a standard analytic tool in studies of air pollution and health during the last decade. The air pollution measure is usually assumed to be linearly related to the health indicator and the effects of other covariates are modeled through smooth functions. A major statistical concern is the appropriateness of fitting GAMs in the presence of concurvity. Generalized linear models (GLM) with natural cubic splines as smoothers (GLM,+,NS) have been shown to perform better than GAM with smoothing splines (GAM,+,S), in regard to the bias and variance estimates using standard model fitting methods. As nonparametric smoothers are attractive for their flexibility and easy implementation, search for alternative methods to fit GAM,+,S is warranted. In this article, we propose a method using partial residuals to fit GAM,+,S and call it the "partial regression" method. Simulation results indicate better performance of the proposed method compared to gam.exact function in S-plus, the standard tool in air pollution studies, in regard to bias and variance estimates. In addition, the proposed method is less sensitive to the degree of smoothing and accommodates asymmetric smoothers. Copyright © 2007 John Wiley & Sons, Ltd. [source] Variance estimation for spatially balanced samples of environmental resourcesENVIRONMETRICS, Issue 6 2003Don L. Stevens Jr Abstract The spatial distribution of a natural resource is an important consideration in designing an efficient survey or monitoring program for the resource. We review a unified strategy for designing probability samples of discrete, finite resource populations, such as lakes within some geographical region; linear populations, such as a stream network in a drainage basin, and continuous, two-dimensional populations, such as forests. The strategy can be viewed as a generalization of spatial stratification. In this article, we develop a local neighborhood variance estimator based on that perspective, and examine its behavior via simulation. The simulations indicate that the local neighborhood estimator is unbiased and stable. The Horvitz,Thompson variance estimator based on assuming independent random sampling (IRS) may be two times the magnitude of the local neighborhood estimate. An example using data from a generalized random-tessellation stratified design on the Oahe Reservoir resulted in local variance estimates being 22 to 58 percent smaller than Horvitz,Thompson IRS variance estimates. Variables with stronger spatial patterns had greater reductions in variance, as expected. Copyright © 2003 John Wiley & Sons, Ltd. [source] Geostatistics in fisheries survey design and stock assessment: models, variances and applicationsFISH AND FISHERIES, Issue 3 2001Pierre Petitgas Abstract Over the past 10 years, fisheries scientists gradually adopted geostatistical tools when analysing fish stock survey data for estimating population abundance. First, the relation between model-based variance estimates and covariance structure enabled estimation of survey precision for non-random survey designs. The possibility of using spatial covariance for optimising sampling strategy has been a second motive for using geostatistics. Kriging also offers the advantage of weighting data values, which is useful when sample points are clustered. This paper discusses, with fisheries applications, the different geostatistical models that characterise spatial variation, and their variance formulae for many different survey designs. Some anticipated developments of geostatistics related to multivariate structures, temporal variability and adaptive sampling are discussed. [source] Gene-dropping vs. empirical variance estimation for allele-sharing linkage statisticsGENETIC EPIDEMIOLOGY, Issue 8 2006Jeesun Jung Abstract In this study, we compare the statistical properties of a number of methods for estimating P -values for allele-sharing statistics in non-parametric linkage analysis. Some of the methods are based on the normality assumption, using different variance estimation methods, and others use simulation (gene-dropping) to find empirical distributions of the test statistics. For variance estimation methods, we consider the perfect variance approximation and two empirical variance estimates. The simulation-based methods are gene-dropping with and without conditioning on the observed founder alleles. We also consider the Kong and Cox linear and exponential models and a Monte Carlo method modified from a method for finding genome-wide significance levels. We discuss the analytical properties of these various P -value estimation methods and then present simulation results comparing them. Assuming that the sample sizes are large enough to justify a normality assumption for the linkage statistic, the best P -value estimation method depends to some extent on the (unknown) genetic model and on the types of pedigrees in the sample. If the sample sizes are not large enough to justify a normality assumption, then gene-dropping is the best choice. We discuss the differences between conditional and unconditional gene-dropping. Genet. Epidemiol. 2006. © 2006 Wiley-Liss, Inc. [source] Downscaling of global climate models for flood frequency analysis: where are we now?HYDROLOGICAL PROCESSES, Issue 6 2002Christel Prudhomme Abstract The issues of downscaling the results from global climate models (GCMs) to a scale relevant for hydrological impact studies are examined. GCM outputs, typically at a spatial resolution of around 3° latitude and 4° longitude, are currently not considered reliable at time scales shorter than 1 month. Continuous rainfall-runoff modelling for flood regime assessment requires input at the daily or even hourly time-step. A review of the different methodologies suggested in the literature to downscale GCM results at smaller spatial and temporal resolutions is presented. The methods, from simple interpolation to more sophisticated dynamical modelling, through multiple regression and weather generators, are, however, mostly based directly on GCM outputs, sometimes at daily time-step. The approach adopted is a simple, empirical methodology based on modelled monthly changes from the HadCM2 greenhouse gases experiment for the time horizon 2050s. Three daily rainfall scenarios are derived from the same set of monthly changes, representing different possible changes in the rainfall regime. The first scenario represents an increase of the occurrence of frontal systems, corresponding to a decrease in the rainfall intensity; the second corresponds to an increase in convective storm-type rainfall, characterized by extreme events with higher intensity; the third one assumes an increase in the monthly rainfall without any change in rainfall variability. A continuous daily rainfall-runoff model, calibrated for the Severn catchment, was used to generate daily flow series for the 1961,90 baseline period and the 2050s, and a peaks-over-threshold analysis was undertaken to produce flood frequency distributions for the two time horizons. Though the three scenarios lead to an increase in the magnitude and the frequency of the extreme flood events, the impact is strongly influenced by the type of daily rainfall scenario applied. We conclude that if the next generation of GCMs produce more reliable rainfall variance estimates, then more appropriate ways of deriving rainfall scenarios could be developed using weather generators rather than empirical methods. Copyright © 2002 John Wiley & Sons, Ltd. [source] A randomisation program to compare species-richness valuesINSECT CONSERVATION AND DIVERSITY, Issue 3 2008JEAN M. L. RICHARDSON Abstract., 1Comparisons of biodiversity estimates among sites or through time are hampered by a focus on using mean and variance estimates for diversity measures. These estimators depend on both sampling effort and on the abundances of organisms in communities, which makes comparison of communities possible only through the use of rarefaction curves that reduce all samples to the lowest sample size. However, comparing species richness among communities does not demand absolute estimates of species richness and statistical tests of similarity among communities are potentially more straightforward. 2This paper presents a program that uses randomisation methods to robustly test for differences in species richness among samples. Simulated data are used to show that the analysis has acceptable type I error rates and sufficient power to detect violations of the null hypothesis. An analysis of published bee data collected in 4 years shows how both sample size and hierarchical structure in sample type are incorporated into the analysis. 3The randomisation program is shown to be very robust to the presence of a dominant species, many rare species, and decreased sample size, giving quantitatively similar conclusions under all conditions. This method of testing for differences in biodiversity provides an important tool for researchers working on questions in community ecology and conservation biology. [source] Stability of genetic parameter estimates for production traits in pigsJOURNAL OF ANIMAL BREEDING AND GENETICS, Issue 3 2001J. Wolf Changes in variance component estimates in growing sets of performance data in two pig breeds were investigated. Data was used from the field and station test of Czech Landrace (LA: 75 099 observations) and the Slovakian breed, White Meaty swine (WM: 32 203 observations). In LA the traits analysed were estimated lean meat content (LM) and average daily gain (ADGF) on field test and average daily gain (ADGS) and weight of valuable cuts (VCW) on station test. In WM the traits analysed were backfat thickness on field and station test (BFF, BFS, respectively), proportion of valuable cuts (VCP) on station test, ADGF and ADGS. Covariance components were estimated from four- and five-trait animal models using the VCE software. Omitting data from factor levels with a low number of records led to 4.2% of LA records and 21.7% of WM records being deleted. Changes in genetic and residual variance estimates were less than 5% for all traits in LA and less than 12% for all traits except ADGS in WM. The changes in estimated genetic variances caused by 18 months (LA) or 24 months (WM) of new data were 2,25% and the changes in estimated residual variances were less than 5% in LA and less than 20% in WM. In both breeds, changes in heritability estimates did not exceed 0.06 in absolute value. In LA, it is reasonable to use genetic parameter estimates for 3 years before re-estimation. In WM the time interval should be shorter because of changes in the estimates caused by their lower accuracy arising from the smaller size of the data-set and smaller frequency of station testing. Stabilität der Schätzwerte genetischer Parameter für Produktionsmarkmale beim Schwein Für zwei Schweinerassen wurden Änderungen der Varianzkomponentenschätzwerte in wachsenden Leistungsprüfungsdatensätzen untersucht. Die beiden Ausgangsdatensätze bestanden aus Feld- und Stationsprüfdaten der Tschechischen Landrasse (LA , 75 099 Beobachtungen) bzw. der Slowakischen Rasse White Meaty (WM , 32 203 Beobachtungen). Folgende Merkmale wurden ausgewertet: Magerfleischanteil (LM) und Lebenstagszunahme (ADGF) aus der Feldprüfung sowie Prüftagszunahme (ADGS) und Gewicht wertvoller Teilstücke (VCW) aus der Stationsprüfung bei der LA; Rückenspeckdicke aus der Feld- und Stationsprüfung (BFF bzw. BFS), Anteil wertvoller Teilstücke (VCP) aus der Stationsprüfung sowie ADGF und ADGS bei der Rasse WM. Die Kovarianzkomponenten wurden für Vier- bzw. Fünf-Merkmals-Tiermodelle mit dem Programm VCE berechnet. Das Auslassen von Daten von Klassen mit geringer Besetzung führte dazu, daß in der LA 4,2% und in WM 21,7% der Daten gelöscht wurden. Die Änderungen in den genetischen und den Rest-Varianzen waren in der LA bei allen Merkmalen kleiner als 5% und in WM bei allen Merkmalen mit Ausnahme von ADGS kleiner als 12%. Durch Hinzufügen von Daten aus einem Zeitraum von 18 (LA) bzw. 24 (WM) Monaten änderten sich die genetischen Varianzen um 2 bis 25%. Die Änderungen in den Restvarianzen lagen unter 5% bei der LA und unter 20% bei WM. Die maximale Änderung der Heritabilitätskoeffizienten überstieg in beiden Rassen nicht 0,06. Bei der LA sollte ein Zeitintervall von drei Jahren zu einer Neuschätzung der genetischen Parameter ausreichen, bei WM sollte wegen der beobachteten Änderungen der Schätzwerte, der kleineren Datenmenge und des geringeren Anteils stationsgeprüfter Tiere das Zeitintervall kürzer sein. [source] Genetic and morphological differentiation in Tephritis bardanae (Diptera: Tephritidae): evidence for host-race formationJOURNAL OF EVOLUTIONARY BIOLOGY, Issue 1 2004T. Diegisser Abstract The fruit fly Tephritis bardanae infests flower heads of two burdock hosts, Arctium tomentosum and A. minus. Observations suggest host-associated mating and behavioural differences at oviposition indicating host-race status. Previously, flies from each host plant were found to differ slightly in allozyme allele frequencies, but these differences could as well be explained by geographical separation of host plants. In the present study, we explicitly test whether genetic and morphological variance among T. bardanae are explained best by host-plant association or by geographical location, and if this pattern is stable over a 10-year period. Populations of A. tomentosum flies differed significantly from those of A. minus flies in (i) allozyme allele frequencies at the loci Pep-A and Pgd, (ii) mtDNA haplotype frequencies and (iii) wing size. In contrast, geographical location had no significant influence on the variance estimates. While it remains uncertain whether morphometric differentiation reflects genotypic variability or phenotypic plasticity, allozyme and mtDNA differentiation is genetically determined. This provides strong evidence for host-race formation in T. bardanae. However, the levels of differentiation are relatively low indicating that the system is in an early stage of divergence. This might be due to a lack of time (i.e. the host shift occurred recently) or due to relatively high gene flow preventing much differentiation at loci not experiencing selection. [source] A simplified approach to modeling the co-movement of asset returnsTHE JOURNAL OF FUTURES MARKETS, Issue 6 2007Richard D. F. Harris The authors propose a simplified multivariate GARCH (generalized autoregressive conditional heteroscedasticity) model (the S-GARCH model), which involves the estimation of only univariate GARCH models, both for the individual return series and for the sum and difference of each pair of series. The covariance between each pair of return series is then imputed from these variance estimates. The proposed model is considerably easier to estimate than existing multivariate GARCH models and does not suffer from the convergence problems that characterize many of these models. Moreover, the model can be easily extended to include more complex dynamics or alternative forms of the GARCH specification. The S-GARCH model is used to estimate the minimum-variance hedge ratio for the FTSE (Financial Times and the London Stock Exchange) 100 Index portfolio, hedged using index futures, and compared to four of the most widely used multivariate GARCH models. Using both statistical and economic evaluation criteria, it was found that the S-GARCH model performs at least as well as the other models that were considered, and in some cases it was better. © 2007 Wiley Periodicals, Inc. Jrl Fut Mark 27:575,598, 2007 [source] Distribution and sampling of adults of Rhabdoscelus obscurus (Boisduval) (Coleoptera: Curculionidae) and their damage in sugarcaneAUSTRALIAN JOURNAL OF ENTOMOLOGY, Issue 3 2001Mohamed N Sallam Abstract Sampling statistics and spatial distribution were determined for adults of the sugarcane weevil borer, Rhabdoscelus obscurus, and for their damage in cane fields. Insect counts were obtained from split-cane traps and pheromone-baited traps. Counts of damaged internodes per stalk were also obtained from the same plots. Density and variance estimates of the three variables were fitted to Taylor's power law, which provided significant regression in all three cases (R2 > 0.86). Spatial distributions of weevil borers as well as damage symptoms were clumped, which may explain the patchy nature of infestation in cane. Analysis of within-plant distribution of damage showed that older internodes at the base of the stalk were more frequently infested than younger ones. Optimal sample sizes were determined for split-cane and pheromone traps and damaged stalks. Sequential sampling plans and fixed-precision level stop lines for the three parameters were also determined. [source] | ||||||||||||||||