Random effects specifications in eigenvector spatial filtering: a simulation study

پتانسیل تجاری اتحادیه اکو: کاربردی از رگرسیون فضایی پویا با در نظرگرفتن اثرات سرریز فضایی

This study demonstrated the equivalence between the Rasch testlet model and the three‐level one‐parameter testlet model and explored the Markov Chain Monte Carlo (MCMC) method for model parameter estimation in WINBUGS. The estimation accuracy from the MCMC method was compared with those from the marginalized maximum likelihood estimation (MMLE) with the expectation‐maximization algorithm in ConQuest and the sixth‐order Laplace approximation estimation in HLM6. The results indicated that the estimation methods had significant effects on the bias of the testlet variance and ability variance estimation, the random error in the ability parameter estimation, and the bias in the item difficulty parameter estimation. The Laplace method best recovered the testlet variance while the MMLE best recovered the ability variance. The Laplace method resulted in the smallest random error in the ability parameter estimation while the MCMC method produced the smallest bias in item parameter estimates. Analyses of three real tests generally supported the findings from the simulation and indicated that the estimates for item difficulty and ability parameters were highly correlated across estimation methods.

ABSTRACTWe postulate a dynamic spatio-temporal model with constant covariate effect but with varying spatial effect over time and varying temporal effect across locations. To mitigate the effect of temporary structural change, the model can be estimated using the backfitting algorithm embedded with forward search algorithm and bootstrap. A simulation study is designed to evaluate structural optimality of the model with the estimation procedure. The fitted model exhibit superior predictive ability relative to the linear model. The proposed algorithm also consistently produced lower relative bias and standard errors for the spatial parameter estimates. While additional neighbourhoods do not necessarily improve predictive ability of the model, it trims down relative bias on the parameter estimates, specially for spatial parameter. Location of the temporary structural change along with the degree of structural change contributes to lower relative bias of parameter estimates and in better predictive ability of the model. The estimation procedure is able to produce parameter estimates that are robust to the occurrence of temporary structural change.

本研究は既存の様々な空間データに応用可能な,小地域補間のための空間計量経済モデルの開発を行うことを目的とする.空間計量経済モデルではゾーンスケールの違いによって可変単位地区問題の発生が避けられない.そこで,体積保存則を満たすように定義した空間集計行列・空間分配行列を用いてモデルを定式化し,提案モデルを実データに適用し,大地域データから小地域データの予測を行い,小地域補間への適用可能性を検討した.その結果,大地域単位で集計した空間データを用いて推計を行う提案モデルは,再現精度の高い小地域補間が可能であることが明らかとなった.

A convergence analysis of the angular position and velocity tracking errors and parametric estimation errors for a 2-link robot dynamics in the absence of noise exist in the literature (Slotine and Li in Applied nonlinear control. Prentice- Hall Inc, Englewood Cliffs, NJ, 1991). In this paper, we consider the effect of noise on the robot dynamics as well as on the parameter update equation. Noise in the robot dynamics arises due to errors in reading \(q,\dot{q}\), i.e., the angular positions and velocities of the robot link that are used for calculating the errors e, \(\dot{e}\) used to generate the feedback torque via the PD controller. Noise is chosen as Gaussian because it is produced as the cumulative effect of several small independent random effects like electrons moving in the motor wire and dust friction, and we know from the central limit theorem that the sum of a large number of small independent effects has a Gaussian distribution. Noise in the parametric update equation arises due to finite register effects in the digital computer. Both of these noises are modeled as white Gaussian, and the robot and parametric update dynamics have thus been modeled as nonlinear coupled stochastic differential equations. Using linearization of this coupled SDE system around the non-random components of the trajectory estimation error and parametric estimation errors, we first derive stochastic integral expressions for the random components in these errors. We then evaluate the average rate of change of the Lyapunov energy function using Ito calculus and obtain conditions on the noise amplitude so that the limiting value of this average rate of change is negative, guaranteeing asymptotic average stability of the system and parametric estimation algorithm. One of the novelties of this work is the new algorithm for parameter estimation which enables us to improve on the algorithm convergence rate as compared to previous work (Slotine and Li 1991). Finally, our stochastic algorithm is verified by performing hardware experiments with the actual PHANToM Omni robot.

Introduction: Quantile regression is a valuable alternative for survival data analysis, enabling flexible evaluations of covariate effects on survival outcomes with intuitive interpretations. It offers practical computation and reliability. However, challenges arise when applying quantile regression to censored data, particularly for upper quantiles. The minimum distance approach, utilizing dual-kernel estimation and the inverse cumulative distribution function, shows promise in addressing these challenges, especially with higher-dimensional covariates. Methods: This study contrasts two methods within the realm of quantile linear regression for survival analysis: check-based modeling and the minimum distance approach. Effectiveness is assessed across various scenarios through comprehensive simulation. Results: The simulation results showed that using the quantile regression model with the minimum distance approach reduces the percentage of root mean square error in parameter estimation compared to the quantile regression models based on the check loss function. Additionally, a larger sample size and reduced censoring percentage led to decreased root mean square error in parameter estimation. Conclusion: The research highlights the benefits of using the minimum distance approach for quantile regression. It reduces errors, improves model predictions, captures patterns, and optimizes parameters even with complete data. However, this approach has limitations. The accuracy of estimated quantiles can be influenced by the choice of distance metric and weighting scheme. The assumption of independence between censoring mechanism and survival time may not hold in real-world scenarios. Additionally, dealing with large datasets can be computationally complex.

Fitting N-mixture models to count data with unmodeled heterogeneity: Bias, diagnostics, and alternative approaches

Current methods used to analyze time to event data either rely on highly parametric assumptions which result in biased estimates of parameters which are purely chosen out of convenience, or are highly unstable because they ignore the global constraints of the true model. By using Targeted Maximum Likelihood Estimation (TMLE) one may consistently estimate parameters which directly answer the statistical question of interest. Targeted Maximum Likelihood Estimators are substitution estimators, which rely on estimating the underlying distribution. However, unlike other substitution estimators, the underlying distribution is estimated specifically to reduce bias in the estimate of the parameter of interest. We will present here an extension of TMLE for observational time to event data, the Collaborative Targeted Maximum Likelihood Estimator (C-TMLE) for the treatment specific survival curve. Through the use of a simulation study we will show that this method improves on commonly used methods in both robustness and efficiency. In fact, we will show that in certain situations the C-TMLE produces estimates whose mean square error is lower than the semi-parametric efficiency bound. We will also demonstrate that a semi-parametric efficient substitution estimator (TMLE) outperforms a semi-parametric efficient non-substitution estimator (the Augmented Inverse Probability Weighted estimator) in sparse data situations. Lastly, we will show that the bootstrap is able to produce valid 95 percent confidence intervals in sparse data situations, while influence curve based inference breaks down.

The misspecification of gravity spatial interaction models has recently been described by the author. The bias in parameter estimates that results from such misspecification appears to produce the ‘map pattern effect’ or ‘spatial structure bias’ in estimated distance-decay parameters. A further aspect of the misspecification bias in gravity parameter estimates is explored here. The severity of the bias is shown to vary in a predictable manner with variations in spatial structure. In particular, the bias is shown to be dependent upon the pattern of accessibility that exists within a spatial system. The relevant aspects of this pattern are discussed for intraurban and interurban (or interregional) flow matrices. It is shown that from an examination of the spatial structure of centres in a spatial system it is possible, a priori, to identify whether significant bias will arise in the calibration of a gravity model. Certain configurations of centres are shown theoretically to produce maximal bias. The author thus answers the question, “why do gravity parameter estimates appear to be biased in some systems but not in others?”

Finding a new drug which is both safe and efficient is an expensive and time-consuming endeavour. In particular, establishing the ‘dose-effect relationship’ – how beneficial a drug is at different dosages – can be challenging. Predicting this curve requires gathering experimental data by exposing and recording how cells respond to various levels of the drug. However, extreme values are often observed at low and high dosages, potentially introducing errors that are hard to correct in the prediction process. Yet, these extreme observations are sometimes genuine so researchers cannot just ignore them. To improve dose-effect estimation, Zhou, Liu, Fang et al. developed a new general-purpose approach. It uses advanced statistical modelling to account for extremes in lab data. This strategy outperformed other methods when dealing with these observations while also providing higher efficiency in data analysis with more uniform data in experiments. To facilitate implementation, Zhou, Liu, Fang et al. set up a user-friendly tool baptized ‘REAP’; this free online resource allows scientists without advanced statistical experience to harness the new approach and to perform dose-effect analysis more easily and accurately. This could boost research across many different disciplines that examine the effects of chemicals on cells.

In this article, an adaptive dynamic surface control approach is proposed for uncertain strict‐feedback systems (SFSs) to guarantee both the prescribed transient tracking performance and the asymptotic tracking while realizing the accurate parameter estimation. It is assumed that SFSs are subject to linearly parametric uncertainties in both the drift terms and the control coefficients. A new inequality on the arctangent function, which can be widely used in the robust or the adaptive control designs, is established. Owing to this inequality, nonlinear robust filters with arctangent functions are designed and embedded into the backstepping control algorithm to avoid the “differential explosion” problem. Moreover, an improved forgetting‐factor‐based parameter estimation error reconstruction mechanism is proposed. And the obtained parameter estimation errors are integrated into the adaptive laws to achieve the accurate parameter estimation. Furthermore, the projection operator is applied to avoid the singularity problem of the control law. Besides, an asymmetric error transformation is introduced to restrict the tracking error within the prescribed performance envelope. It is proved that the tracking error and the parameter estimation errors asymptotically converge to zero and the tracking error satisfies the prescribed transient performance. Finally, the effectiveness of the proposed control approach is validated in terms of the single‐link manipulator actuated by a brush DC motor.

Using Propensity Score Methods to Approximate Factorial Experimental Designs to Analyze the Relationship Between Two Variables and an Outcome

Overdispersion is common in models of count data in ecology and evolutionary biology, and can occur due to missing covariates, non-independent (aggregated) data, or an excess frequency of zeroes (zero-inflation). Accounting for overdispersion in such models is vital, as failing to do so can lead to biased parameter estimates, and false conclusions regarding hypotheses of interest. Observation-level random effects (OLRE), where each data point receives a unique level of a random effect that models the extra-Poisson variation present in the data, are commonly employed to cope with overdispersion in count data. However studies investigating the efficacy of observation-level random effects as a means to deal with overdispersion are scarce. Here I use simulations to show that in cases where overdispersion is caused by random extra-Poisson noise, or aggregation in the count data, observation-level random effects yield more accurate parameter estimates compared to when overdispersion is simply ignored. Conversely, OLRE fail to reduce bias in zero-inflated data, and in some cases increase bias at high levels of overdispersion. There was a positive relationship between the magnitude of overdispersion and the degree of bias in parameter estimates. Critically, the simulations reveal that failing to account for overdispersion in mixed models can erroneously inflate measures of explained variance (r2), which may lead to researchers overestimating the predictive power of variables of interest. This work suggests use of observation-level random effects provides a simple and robust means to account for overdispersion in count data, but also that their ability to minimise bias is not uniform across all types of overdispersion and must be applied judiciously.

In epidemiologic surveillance, counts of health outcomes are often censored in order to protect privacy when the number occurring in specific times and places is small. Several common approaches modeling such censored, hierarchically structured, over-dispersed count data neglect either the uncertainty in true counts from the censoring process or the hierarchical structure of the spatiotemporally clustered surveillance data. In this simulation study, we contrasted the performance of mixed-effects interval-censored negative binomial regression against three alternative approaches to illustrate how the extent of censoring, between-cluster variation, sample size, and true strength of association can affect model estimates, in the context of structured datasets where small nonzero counts may be censored. We assessed bias in parameter estimates and standard errors, 95% confidence interval coverage, statistical power, and type I error rates with simulated data. These four modeling approaches were then applied to a real-world uncensored dataset of aridity and mortality rates among black South Africans over 1997–2013, applying artificial censoring and deterministic imputation to mimic what would have been obtained had these methods been applied to a censored version of the dataset. The mixed-effects censored negative binomial regression models performed well in both the simulation study and South African aridity study. This approach may be useful in epidemiological research with longitudinal datasets that involve interval-censored exposures.

Performance analysis of government subsidies for photovoltaic industry: Based on spatial econometric model