Comparison of isotope-based linear and Bayesian mixing models in determining moisture recycling ratio

Stable water isotopes are natural tracers quantifying the contribution of moisture recycling to local precipitation,i.e.,the moisture recycling ratio,but various isotope-based models usually lead to different results,which affects the accuracy of local moisture recycling.In this study,a total of 18 stations from four typical areas in China were selected to compare the performance of isotope-based linear and Bayesian mixing models and to determine local moisture recycling ratio.Among the three vapor sources including advection,transpiration,and surface evaporation,the advection vapor usually played a dominant role,and the contribution of surface evaporation was less than that of transpiration.When the abnormal values were ignored,the arithmetic averages of differences between isotope-based linear and the Bayesian mixing models were 0.9%for transpiration,0.2%for surface evaporation,and–1.1%for advection,respectively,and the medians were 0.5%,0.2%,and–0.8%,respectively.The importance of transpiration was slightly less for most cases when the Bayesian mixing model was applied,and the contribution of advection was relatively larger.The Bayesian mixing model was found to perform better in determining an efficient solution since linear model sometimes resulted in negative contribution ratios.Sensitivity test with two isotope scenarios indicated that the Bayesian model had a relatively low sensitivity to the changes in isotope input,and it was important to accurately estimate the isotopes in precipitation vapor.Generally,the Bayesian mixing model should be recommended instead of a linear model.The findings are useful for understanding the performance of isotope-based linear and Bayesian mixing models under various climate backgrounds.

CLUSTERING POPULATIONS BY MIXED LINEAR MODELS

Two mixed linear models are proposed for grouping populations by a dissimilarity coefficent which has two parameters for squared difference of marginal mean and variance component of interaction.Cluster trees can be constructed by the mixed linear model approaches for experimental data with sampling errors within populations or with some missing values.Unweighted pair-group method ( UPGM ) is suggested as fusion method. Sampling variances of estimated dissimilarity coefficient can be obtained by the jackknife procedure.A one-tail t-test is applicable for detecting significance of dissimilarity of populaions within specific group.Unbiasedness and efficiency for estimation of dissimilarity coefficients are proved by Monte Carolo simulations.Worked example from cotton yield data is given for demonstration of the use of these cluster methods.

IMPROVED ESTIMATES OF THE COVARIANCE MATRIX IN GENERAL LINEAR MIXED MODELS

In this article, the problem of estimating the covariance matrix in general linear mixed models is considered. Two new classes of estimators obtained by shrinking the eigenvalues towards the origin and the arithmetic mean, respectively, are proposed. It is shown that these new estimators dominate the unbiased estimator under the squared error loss function. Finally, some simulation results to compare the performance of the proposed estimators with that of the unbiased estimator are reported. The simulation results indicate that these new shrinkage estimators provide a substantial improvement in risk under most situations.

ROBUST ESTIMATION IN PARTIAL LINEAR MIXED MODEL FOR LONGITUDINAL DATA

In this article, robust generalized estimating equation for the analysis of partial linear mixed model for longitudinal data is used. The authors approximate the nonparametric function by a regression spline. Under some regular conditions, the asymptotic properties of the estimators are obtained. To avoid the computation of high-dimensional integral, a robust Monte Carlo Newton-Raphson algorithm is used. Some simulations are carried out to study the performance of the proposed robust estimators. In addition, the authors also study the robustness and the efficiency of the proposed estimators by simulation. Finally, two real longitudinal data sets are analyzed.

Statistical Inference in Generalized Linear Mixed Models by Joint Modelling Mean and Covariance of Non-Normal Random Effects

Generalized linear mixed models (GLMMs) are typically constructed by incorporating random effects into the linear predictor. The random effects are usually assumed to be normally distributed with mean zero and variance-covariance identity matrix. In this paper, we propose to release random effects to non-normal distributions and discuss how to model the mean and covariance structures in GLMMs simultaneously. Parameter estimation is solved by using Quasi-Monte Carlo (QMC) method through iterative Newton-Raphson (NR) algorithm very well in terms of accuracy and stabilization, which is demonstrated by real binary salamander mating data analysis and simulation studies.

Impacts of the Minimum Purchase Price Policy for Grain on the Planting Area of Rice in Hubei Province Based on a Mixed Linear Model

Impacts of the minimum purchase price policy for grain on the planting area of rice in Hubei Province were analyzed based on a mixed linear model.After the indicator system containing the minimum purchase price policy and other factors influencing the planting area of rice was constructed,principal component analysis of the system was conducted,and then a mixed linear model where the planting area of rice was as the dependent variable was established.The results show that after the exclusion of the interference from other factors,the minimum purchase price policy for grain had a positive impact on the planting area of rice in Hubei Province.That is,the minimum purchase price policy significantly stimulated the growth of rice planting area in Hubei Province.

Nonparametric Estimation in Linear Mixed Models with Uncorrelated Homoscedastic Errors

Today, Linear Mixed Models (LMMs) are fitted, mostly, by assuming that random effects and errors have Gaussian distributions, therefore using Maximum Likelihood (ML) or REML estimation. However, for many data sets, that double assumption is unlikely to hold, particularly for the random effects, a crucial component in which assessment of magnitude is key in such modeling. Alternative fitting methods not relying on that assumption (as ANOVA ones and Rao’s MINQUE) apply, quite often, only to the very constrained class of variance components models. In this paper, a new computationally feasible estimation methodology is designed, first for the widely used class of 2-level (or longitudinal) LMMs with only assumption (beyond the usual basic ones) that residual errors are uncorrelated and homoscedastic, with no distributional assumption imposed on the random effects. A major asset of this new approach is that it yields nonnegative variance estimates and covariance matrices estimates which are symmetric and, at least, positive semi-definite. Furthermore, it is shown that when the LMM is, indeed, Gaussian, this new methodology differs from ML just through a slight variation in the denominator of the residual variance estimate. The new methodology actually generalizes to LMMs a well known nonparametric fitting procedure for standard Linear Models. Finally, the methodology is also extended to ANOVA LMMs, generalizing an old method by Henderson for ML estimation in such models under normality.

Responses of River Runoff to Climate Change Based on Nonlinear Mixed Regression Model in Chaohe River Basin of Hebei Province, China

Taking the nonlinear nature of runoff system into account,and combining auto-regression method and multi-regression method,a Nonlinear Mixed Regression Model (NMR) was established to analyze the impact of temperature and precipitation changes on annual river runoff process. The model was calibrated and verified by using BP neural network with observed meteorological and runoff data from Daiying Hydrological Station in the Chaohe River of Hebei Province in 1956–2000. Compared with auto-regression model,linear multi-regression model and linear mixed regression model,NMR can improve forecasting precision remarkably. Therefore,the simulation of climate change scenarios was carried out by NMR. The results show that the nonlinear mixed regression model can simulate annual river runoff well.

A study of the mixed layer of the South China Sea based on the multiple linear regression

Multiple linear regression （MLR） method was applied to quantify the effects of the net heat flux （NHF）, the net freshwater flux （NFF） and the wind stress on the mixed layer depth （MLD） of the South China Sea （SCS） based on the simple ocean data assimilation （SODA） dataset. The spatio-temporal distributions of the MLD, the buoyancy flux （combining the NHF and the NFF） and the wind stress of the SCS were presented. Then using an oceanic vertical mixing model, the MLD after a certain time under the same initial conditions but various pairs of boundary conditions （the three factors） was simulated. Applying the MLR method to the results, regression equations which modeling the relationship between the simulated MLD and the three factors were calculated. The equations indicate that when the NHF was negative, it was the primary driver of the mixed layer deepening; and when the NHF was positive, the wind stress played a more important role than that of the NHF while the NFF had the least effect. When the NHF was positive, the relative quantitative effects of the wind stress, the NHF, and the NFF were about i0, 6 and 2. The above conclusions were applied to explaining the spatio-temporal distributions of the MLD in the SCS and thus proved to be valid.

Use of Linear Spectral Mixture Model to Estimate Rice Planted Area Based on MODIS Data

MODIS （Moderate Resolution Imaging Spectroradiometer） is a key instrument aboard the Terra （EOS AM） and Aqua （EOS PM） satellites. Linear spectral mixture models are applied to MOIDS data for the sub-pixel classification of land covers. Shaoxing county of Zhejiang Province in China was chosen to be the study site and early rice was selected as the study crop. The derived proportions of land covers from MODIS pixel using linear spectral mixture models were compared with unsupervised classification derived from TM data acquired on the same day, which implies that MODIS data could be used as satellite data source for rice cultivation area estimation, possibly rice growth monitoring and yield forecasting on the regional scale.

COMPLETE CONVERGENCE OF ERROR VARIANCE ESITIMATES UNDER Ф－MIXING ERROR IN LINEAR MODELS

In this paper,we consider the estimates d of error variance d2=Var(ei) in the linear models Yi=x' iβ+ei(i= 1, 2, ... ). We study the complete convergence of dm2-o2 when the error {ei }is a sequence of identically distributed p-mixing variables. And we also obtain the better convergence rates when {ei} is not identically distribution

Adaptive Random Effects/Coefficients Modeling

Adaptive fractional polynomial modeling of general correlated outcomes is formulated to address nonlinearity in means, variances/dispersions, and correlations. Means and variances/dispersions are modeled using generalized linear models in fixed effects/coefficients. Correlations are modeled using random effects/coefficients. Nonlinearity is addressed using power transforms of primary (untransformed) predictors. Parameter estimation is based on extended linear mixed modeling generalizing both generalized estimating equations and linear mixed modeling. Models are evaluated using likelihood cross-validation (LCV) scores and are generated adaptively using a heuristic search controlled by LCV scores. Cases covered include linear, Poisson, logistic, exponential, and discrete regression of correlated continuous, count/rate, dichotomous, positive continuous, and discrete numeric outcomes treated as normally, Poisson, Bernoulli, exponentially, and discrete numerically distributed, respectively. Example analyses are also generated for these five cases to compare adaptive random effects/coefficients modeling of correlated outcomes to previously developed adaptive modeling based on directly specified covariance structures. Adaptive random effects/coefficients modeling substantially outperforms direct covariance modeling in the linear, exponential, and discrete regression example analyses. It generates equivalent results in the logistic regression example analyses and it is substantially outperformed in the Poisson regression case. Random effects/coefficients modeling of correlated outcomes can provide substantial improvements in model selection compared to directly specified covariance modeling. However, directly specified covariance modeling can generate competitive or substantially better results in some cases while usually requiring less computation time.

Marginal Conceptual Predictive Statistic for Mixed Model Selection

We focus on the development of model selection criteria in linear mixed models. In particular, we propose the model selection criteria following the Mallows’ Conceptual Predictive Statistic (Cp) [1] [2] in linear mixed models. When correlation exists between the observations in data, the normal Gauss discrepancy in univariate case is not appropriate to measure the distance between the true model and a candidate model. Instead, we define a marginal Gauss discrepancy which takes the correlation into account in the mixed models. The model selection criterion, marginal Cp, called MCp, serves as an asymptotically unbiased estimator of the expected marginal Gauss discrepancy. An improvement of MCp, called IMCp, is then derived and proved to be a more accurate estimator of the expected marginal Gauss discrepancy than MCp. The performance of the proposed criteria is investigated in a simulation study. The simulation results show that in small samples, the proposed criteria outperform the Akaike Information Criteria (AIC) [3] [4] and Bayesian Information Criterion (BIC) [5] in selecting the correct model;in large samples, their performance is competitive. Further, the proposed criteria perform significantly better for highly correlated response data than for weakly correlated data.

一般混合线性模型SAS的MIXED过程实现——混合线性模型及其SAS软件实现(一)

目的 系统结构数据在医学领域广泛存在 ,其统计分析方法各异 ,可统称之为混合模型。本文研讨其实现方法。方法 以多水平模型例证一般混合线性模型的SASMIXED实现过程。结果 以JSP数据为实例显示SAS的拟合结果与MLn相一致。结论 SASMIXED可灵活地拟合包括多水平模型的各类混合模型。

重复测量数据的混合模型及其MIXED过程实现——混合线性模型及其SAS软件实现(二)

目的 重复测量数据存在自相关及随机误差分布于不同层次 ,不宜使用常规分析方法 ,本文研讨使用混合线性模型及SAS软件实现的分析方法。方法 利用MIXED对多个处理组的重复测量数据进行混合模型分析。结果 通过固定效应与随机效应及对协方差矩阵的估计 ,使重复测量数据得以合理的分析。结论 MIXED可以有效地、全面地分析重复测量数据。

双反应变量重复测量资料分析及MIXED过程实现

目的探讨双反应变量重复测量资料的分析原理与方法及SAS软件PROCMIXED过程的应用。方法结合双反应变量重复测量数据的特点,采用SAS软件的MIXED过程对其进行分析,建立线性混合效应模型。结果该模型不仅考虑了每个变量多次重复测量结果之间的相关性,也考虑了两个变量之间的相关性,同时还引入固定效应和随机效应,结合数据特征分析,结果更为可信。结论对双反应变量非独立重复测量资料,可以把数据之间的相关性分解为重复测量间相关性和变量间相关性两部分,采用MIXED过程不仅可对其相关性做出明晰深入的分析,且可保证数据分析结果解释更符合实际。

基于SAS NLMIXED的广义线性混合效应模型在发病率数据Meta分析中的应用

目的:介绍利用SAS软件中的PROC NLMIXED过程步实现发病率数据的META分析方法。方法:基于广义线性混合效应模型(GLMM)的二项式-正态模型(BN)和泊松-正态模型(PNM)等,可方便地实现发病率数据的随机效应Meta分析,尤其当Meta分析纳入含0事件研究时。以Schutz等发表的血管内皮生长因子受体酪氨酸激酶抑制剂治疗的癌症患者发生致命不良事件风险的系统评价作为实例数据,利用SAS软件实现发病率数据的META分析,并提供编程代码。结果:对于含0事件研究,使用PNM模型进行Meta分析,无需进行连续校正法。删除0事件研究对于PNM模型影响较大。与标准正态模型相比,PNM和BNM模型给出的效应值更高,而P值则更小,具有更好的灵敏性。结论:基于广义线性混合效应模型,利用SAS的PROCNLMIXED实现发病率数据Meta分析是优选的方法。

带时依协变量的重复测量资料的混合线性模型分析及其MIXED过程实现

目的探讨混合线性模型在带有时依协变量的重复测量资料分析中的应用。方法以治疗轻、中度原发性高血压病临床试验资料为例,考虑到给药方案在各个时间点随病情而变化,利用SAS中的MIXED过程,选择合适的协方差结构来实现带有时依协变量的重复测量资料的统计分析。结果时依协变量(给药方案)对治疗轻、中度原发性高血压病有统计学意义(P<0.05);时间因素有统计学意义(P<0.05);给药方案与时间因素之间有交互效应(P<0.05)、给药方案与处理因素之间有交互效应(P<0.05)。结论采用混合线性模型对带有时依协变量的临床试验重复测量资料进行统计分析,可以更客观地进行药物疗效评价。

Estimation of Wave Crest Amplitudes Distribution and Freak Wave Occurrence in A Short Crested Mixed Sea

In this study we have for the first time proposed a novel transformed linear simulation method for the estimation of wave crest amplitudes distribution and freak wave occurrence in a short crested mixed sea with a bimodal 3D spectrum. For implementing the proposed transformed linear simulation method, a Hermite transformation model expressed in a monotonic cubic polynomial has been constructed so that the first four moments of the original true process match the corresponding moments of the transformed model. The proposed novel simulation method has been applied to forecast the freak wave occurrence in two short crested mixed sea states, one with a directional wave spectrum based on the measured surface elevation data at the coast of Yura, and the other one with a typical directional bimodal Torsethaugen wave spectrum. It is shown in the two cases that the proposed novel simulation method can offer more accurate forecasting results than those obtained from the traditional linear simulation method or by using Rayleigh distribution model. It is also demonstrated in this article that the proposed novel simulation method is more efficient than the nonlinear simulation method.