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Bayesian inference for the correlation coefficient in two seemingly unrelated regressions

February 5, 2012
Publication year: 2012
Source: Computational Statistics & Data Analysis, Available online 4 February 2012

Min Wang, Xiaoqian Sun

We study the problems of hypothesis testing and point estimation for the correlation coefficient between the disturbances in the system of two seemingly unrelated regression equations. An objective Bayesian solution to each problem is proposed based on combined use of the invariant loss function and the objective prior distribution for the unknown model parameters. It is shown that this new solution possesses an invariance property under monotonic reparameterization of the quantity of interest. The performance of the proposed solution is examined through a simulation study. Furthermore, the solution is illustrated by an application to the real annual data for analyzing the investment model.
Categories: Statistical Journals

Editorial Board

February 3, 2012
Publication year: 2012
Source: Computational Statistics & Data Analysis, Volume 56, Issue 4, 1 April 2012, Pages iii-v

[No author name available]
Categories: Statistical Journals

Contents

February 3, 2012
Publication year: 2012
Source: Computational Statistics & Data Analysis, Volume 56, Issue 4, 1 April 2012, Pages vi-vii

[No author name available]
Categories: Statistical Journals

Analysis of nanofluid heat transfer in parallel-plate vertical channels partially filled with porous medium

February 3, 2012
Publication year: 2012
Source: International Journal of Thermal Sciences, Available online 31 January 2012

Mastaneh Hajipour, Asghar Molaei Dehkordi

In this article, mixed-convective heat transfer of nanofluids in a vertical channel partially filled with highly porous medium was studied. In the porous region, the Brinkman–Forchheimer extended Darcy model was used to describe the fluid flow pattern. Different viscous dissipation models were also applied to account for viscous heating. At the porous medium–fluid interface, interfacial coupling conditions for the fluid velocity and temperature were used to derive the analytical solution using a two-parameter perturbation method. The model used for the nanofluids incorporates the effects of Brownian motion and thermophoresis. With constant wall temperature, velocity and temperature profiles and expressions for the Nusselt number values were obtained for fully-developed fluid flow. In addition, a numerical analysis was conducted using finite-difference method to compare the obtained results. Finally, a parametric study was conducted to investigate the influences of various parameters on the fluid flow pattern and heat-transfer performance. The predicted results clearly indicate that the presence of nanoparticles in the base fluid enhances the heat-transfer process significantly.

Highlights► We present an analysis of mixed-convective heat transfer of nanofluids. ► Brinkman–Forchheimer extended Darcy model is used to describe fluid flow pattern. ► Different viscous dissipation models are applied to account for viscous heating. ► We present an analytical approximate solution using a perturbation method. ► Effects of Brownian motion and thermophoresis are included.

Categories: Statistical Journals

Effects of the channel geometry and of the fluid composition on the performances of DC electro-osmotic pumps

January 31, 2012
Publication year: 2012
Source: International Journal of Thermal Sciences, Available online 31 January 2012

M. Geri, M. Lorenzini, G.L. Morini

The operational behavior of silicon open channel DC electro-osmotic (EO) pumps is numerically investigated to highlight the role of the micro channel cross-sectional geometry and the influence of the electrical properties that characterize the fluid/wall interaction on the fluid-dynamic performances. The mathematical formulation is based on the classical theory for isothermal electro-osmotic flows but all the modeling assumptions have been deeply discussed, since they represent the limit to the application of the model itself. The equations that determine the electric potential and the local velocity field have been numerically solved using a specific in-house code. The model has been applied to micro and nano channels, manufactured by chemical etching on silicon wafers, that feature rectangular or trapezoidal cross-sections and a broad range of operating conditions has been examined. The interactions between the channel geometry and the fluid/wall electrical properties have been deeply analyzed and their role on the pumps performance is discussed in terms of macroscopic parameters, namely the volumetric flow rate and the pressure head. With the aim of giving a useful tool to designers, numerical results have been processed to develop two simple correlations that enable the computation of the characteristic curve of the EO pump. Their formulation directly stems from the comparison between results obtained using the model and analytical results for parallel plates and it puts in evidence the effect of the flow confinement due to a finite cross-section. Such correlations can be used for both rectangular and trapezoidal channels in the whole range of the operating conditions considered within this work.

Highlights► Performances depends on: non-dimensional zeta-potential and electrokinetic diameter. ► Geometry plays a role by: the aspect ratio and the cross-sectional area. ► Narrow cross-sections cannot always be approximated as two infinite parallel plates. ► Two correlations have been derived to draw characteristic curves of EOPs.

Categories: Statistical Journals

Analysis of a new cross flow heat exchanger flow arrangement – Extension to several rows

January 31, 2012
Publication year: 2012
Source: International Journal of Thermal Sciences, Available online 30 January 2012

Luben Cabezas-Gómez, Hélio Aparecido Navarro, José Maria Sáiz-Jabardo, Sergio de Morais Hanriot, Cristiana Brasil Maia

The present paper presents a theoretical analysis of a cross flow heat exchanger with a new flow arrangement comprehending several tube rows. The thermal performance of the proposed flow arrangement is compared with the thermal performance of a typical counter cross flow arrangement that is used in chemical, refrigeration, automotive and air conditioning industries. The thermal performance comparison has been performed in terms of the following parameters: heat exchanger effectiveness and efficiency, dimensionless entropy generation, entransy dissipation number, and dimensionless local temperature differences. It is also shown that the uniformity of the temperature difference field leads to a higher thermal performance of the heat exchanger. In the present case this is accomplished thorough a different organization of the in-tube fluid circuits in the heat exchanger. The relation between the recently introduced “entransy dissipation number” and the conventional thermal effectiveness has been obtained in terms of the “number of transfer units”. A case study has been solved to quantitatively to obtain the temperature difference distribution over two rows units involving the proposed arrangement and the counter cross flow one. It has been shown that the proposed arrangement presents better thermal performance regardless the comparison parameter.

Highlights► We thermally characterize a cross flow heat exchanger with new flow arrangement. ► We show that the proposed arrangement presents better thermal performance. ► It is shown that a more uniform TDF leads to higher thermal performance. ► We obtain a new relation between entransy dissipation and thermal effectiveness. ► The proposed arrangement can be used in design single-phase heat exchangers.

Categories: Statistical Journals

Parametric bootstrap under model mis-specification

January 30, 2012
Publication year: 2012
Source: Computational Statistics & Data Analysis, Available online 30 January 2012

H.Y. Kevin Lu, G. Alastair Young

Under model correctness, highly accurate inference on a scalar interest parameter in the presence of a nuisance parameter can be achieved by several routes, among them considering the bootstrap distribution of the signed root likelihood ratio statistic. The context of model mis-specification is considered and inference based on a robust form of the signed root statistic is discussed in detail. Stability of the distribution of the statistic allows accurate inference, outperforming that based on first-order asymptotic approximation, by considering the bootstrap distribution of the statistic under the incorrectly assumed distribution. Comparisons of this simple approach with alternative analytic and non-parametric inference schemes are discussed.
Categories: Statistical Journals

Comparison and retrieval of process models using related cluster pairs

January 30, 2012
Publication year: 2012
Source: Computers in Industry, Available online 29 January 2012

Michael Niemann, Melanie Siebenhaar, Stefan Schulte, Ralf Steinmetz

Although increasingly IT-supported, effective techniques for process model retrieval and identification of process model differences or changes – needed for a variety of management and conformance purposes – are still challenging problems in business process management. Performing automated process comparison and finding relevant reference processes are not routine procedures for today's operational process repositories. Efficient combinations of similarity measures for various process model characteristics can still improve the performance of process comparison and retrieval. The approach at hand introduces the concept of related cluster pairs, parameterises it with semantic, string-based, and novel hybrid metrics for comparing process models, and defines a novel similarity notion for process model retrieval. Evaluations with process data from the SAP reference model show that our approach outperforms current related work and established text search engines.
Categories: Statistical Journals

Action patterns in business process model repositories

January 30, 2012
Publication year: 2012
Source: Computers in Industry, Available online 28 January 2012

Sergey Smirnov, Matthias Weidlich, Jan Mendling, Mathias Weske

Business process models are extensively used in companies to document and improve business operations. In essence, there are two major challenges. The increasing number of staff with little modeling expertise involved in model design requires new concepts for quality assurance. Moreover, the huge number of process models typically maintained in a model repository impedes extraction of general process knowledge, which can be used for assistance.This article investigates action patterns as a means to address these challenges. Action patterns capture chunks of actions often appearing together in business processes. We formalize the action pattern concept, including several types of behavioral connection, different abstraction levels, and varying action sensitivity to business objects. Our concepts are evaluated based on a prototypical implementation, which we use to extract various types of action patterns from two industrial process model collections. The results demonstrate that action patterns occurring in different application domains can be discovered.
Categories: Statistical Journals

On simultaneously identifying outliers and heteroscedasticity without specific form

January 28, 2012
Publication year: 2012
Source: Computational Statistics & Data Analysis, Available online 28 January 2012

Tsung-Chi Cheng

Assuming homogenous variance in a normal regression model is not always appropriate as invalid standard inference procedures may result from the improper estimation of the standard error when the disturbance process in a regression model presents heteroscedasticity. When both outliers and heteroscedasticity exist, the inflation of the scale’s estimate can deteriorate. Using graphical analysis, this study identifies outliers under heteroscedastic error without specifying a functional form. A jigsaw plot with two kinds of cut-off points differentiates both outlying and heteroscedastic characteristics for each observation in the data. The proposed approach is based on the concept of the weighted least absolute deviation estimator. Furthermore, plugging the resulting residuals into the estimation of the heteroscedasticity-consistent covariance matrix leads to a robust quasi-test for the estimated coefficients.
Categories: Statistical Journals

Commentary: Characterizing meta-level mathematical discourse and accounting theoretically for its development – The instructional and the spontaneous

January 28, 2012
Publication year: 2012
Source: International Journal of Educational Research, Available online 28 January 2012

Carolyn Kieran
Categories: Statistical Journals

Lung Imaging – two dimensional gamma scintigraphy, SPECT, CT and PET

January 28, 2012
Publication year: 2012
Source: Advanced Drug Delivery Reviews, Available online 28 January 2012

Joy Conway

This review will cover the principles of imaging the deposition of inhaled drugs and some of the state-of-the art imaging techniques being used today. Aerosol deposition can be imaged and quantified by the addition of a radiolabel to the aerosol formulation. The subsequent imaging of the inhaled deposition pattern can be acquired by different imaging techniques. Specifically, this review will focus on the use of two-dimensional planar, gamma scintigraphy, SPECT, CT and PET.This review will look at how these imaging techniques are used to investigate the mechanisms of drug delivery in the lung and how the lung anatomy and physiology has the potential to alter therapeutic outcomes.





Categories: Statistical Journals

Targeting polymer therapeutics to bone

January 28, 2012
Publication year: 2012
Source: Advanced Drug Delivery Reviews, Available online 28 January 2012

Stewart Low, Jindřich Kopeček

An aging population in the developing world has led to an increase in musculoskeletal diseases such as osteoporosis and bone metastases. Left untreated many bone diseases cause debilitating pain and in the case of cancer, death. Many potential drugs are effective in treating diseases but result in side effects preventing their efficacy in the clinic. Bone, however, provides an unique environment of inorganic solids, which can be exploited in order to effectively target drugs to diseased tissue. By integration of bone targeting moieties to drug-carrying water-soluble polymers, the payload to diseased area can be increased while side effects decreased. The realization of clinically relevant bone targeted polymer therapeutics depends on (1) understanding bone targeting moiety interactions, (2) development of controlled drug delivery systems, as well as (3) understanding drug interactions. The latter makes it possible to develop bone targeted synergistic drug delivery systems.





Categories: Statistical Journals

A magnificent journey

January 28, 2012
Publication year: 2012
Source: Advanced Drug Delivery Reviews, Available online 28 January 2012

Vincent H.L. Lee
Categories: Statistical Journals

Joint adaptive mean-variance regularization and variance stabilization of high dimensional data

January 27, 2012
Publication year: 2012
Source: Computational Statistics & Data Analysis, Available online 25 January 2012

Jean-Eudes Dazard, J. Sunil Rao

The paper addresses a common problem in the analysis of high-dimensional high-throughput “omics” data, which is parameter estimation across multiple variables in a set of data where the number of variables is much larger than the sample size. Among the problems posed by this type of data are that variable-specific estimators of variances are not reliable and variable-wise tests statistics have low power, both due to a lack of degrees of freedom. In addition, it has been observed in this type of data that the variance increases as a function of the mean. We introduce a non-parametric adaptive regularization procedure that is innovative in that : (i) it employs a novel “similarity statistic”-based clustering technique to generatelocal-pooled orregularizedshrinkage estimators of population parameters, (ii) the regularization is donejointlyon population moments, benefiting from C. Stein’s result oninadmissibility, which implies that usual sample variance estimator is improved by a shrinkage estimator using information contained in the sample mean. From thesejoint regularizedshrinkage estimators, we derived regularizedt-like statistics and show in simulation studies that they offer more statistical power in hypothesis testing than their standard sample counterparts, or regular common value-shrinkage estimators, or when the information contained in the sample mean is simply ignored. Finally, we show that these estimators feature interesting properties of variance stabilization and normalization that can be used for preprocessing high-dimensional multivariate data. The method is available as an R package, called ‘MVR’ (‘Mean-Variance Regularization’), downloadable from the CRAN website.
Categories: Statistical Journals

Robust fitting of mixture regression models

January 27, 2012
Publication year: 2012
Source: Computational Statistics & Data Analysis, Available online 25 January 2012

Xiuqin Bai, Weixin Yao, John E. Boyer

The existing methods for fitting mixture regression models assume a normal distribution for error and then estimate the regression parameters by the maximum likelihood estimate (MLE). In this article, we demonstrate that the MLE, like the least squares estimate, is sensitive to outliers and heavy-tailed error distributions. We propose a robust estimation procedure and an EM-type algorithm to estimate the mixture regression models. Using a Monte Carlo simulation study, we demonstrate that the proposed new estimation method is robust and works much better than the MLE when there are outliers or the error distribution has heavy tails. In addition, the proposed robust method works comparably to the MLE when there are no outliers and the error is normal. A real data application is used to illustrate the success of the proposed robust estimation procedure.
Categories: Statistical Journals

Bootstrap testing multiple changes in persistence for a heavy-tailed sequence

January 27, 2012
Publication year: 2012
Source: Computational Statistics & Data Analysis, Available online 25 January 2012

Zhanshou Chen, Zi Jin, Zheng Tian, Peiyan Qi

This paper tests the null hypothesis of stationarity against the alternative of changes in persistence for sequences in the domain of attraction of a stable law. The proposed moving ratio test is valid for multiple changes in persistence while the previous residual based ratio tests are designed for processes displaying only a single change. We show that the new test is consistent whether the process changes fromtoor vice versa. And it is easy to identify the direction of detected change points. In particular, a bootstrap approximation method is proposed to determine the critical values for the null distribution of the test statistic containing unknown tail index. We also propose a two step approach to estimate the change points. Numerical evidence suggests that our test performs well in finite samples. In addition, we show that our test is still powerful for changes between short and long memory, and displays no tendency to spuriously over-rejectnull in favor of a persistence change if the process is actuallythroughout. Finally, we illustrate our test using the US inflation rate data and a set of high frequency stock closing price data.
Categories: Statistical Journals

Endocrine clinical practice guidelines in North America. A systematic assessment of quality

January 27, 2012
Publication year: 2012
Source: Journal of Clinical Epidemiology, Available online 26 January 2012

Irina Bancos, Theresa Cheng, Larry J. Prokop, Victor M. Montori, Mohammad Hassan Murad

ObjectiveTo assess the quality of endocrine guidelines developed in North America.Study Design and SettingA systematic review of the literature was conducted to identify all endocrine clinical practice guidelines developed in North America and published between January 1, 2007 and January 13, 2010. Two independent reviewers used the Appraisal of Guidelines, Research and Evaluation instrument to evaluate the quality of the guidelines in six domains: scope and purpose, stakeholder involvement, rigor of development, clarity and presentation, applicability, and editorial independence.ResultsOne hundred eligible endocrine guidelines had high scores in the scope-and-purpose (mean pooled standardized score [MPSD] of 82 ± 14) and clarity domains (MPSD = 64 ± 17) and low scores in the stakeholder-involvement (MPSD of 36 ± 12) and editorial independence domains (MPSD = 36 ± 36). Only 29% of guidelines scored above 60% for more than three domains. Rigor-of-development domain score was significantly higher in guidelines using the GRADE (Grading of Recommendations, Assessment, Development, and Evaluation) approach, nondiabetes guidelines, and in published in-print vs. online publications.ConclusionsThe quality of endocrine guidelines published in 2007–2009 is moderate and can be improved by (1) using methodologically sound development frameworks, (2) increasing stakeholder involvement, and (3) paying more attention to resource implications of guideline implementation.
Categories: Statistical Journals

Positive educational responses to Indigenous student mobility

January 27, 2012
Publication year: 2012
Source: International Journal of Educational Research, Available online 27 January 2012

Angela Hill, Andrea Lynch, Leanne Dalley-Trim

Engaging positively with the mobility of Indigenous students has been the centre of a 5-year action research project in Queensland, Australia. Drawing on responses developed for other marginalised mobile populations, and with consideration for the extent of mobility amongst many Indigenous people in Australia, this paper focuses on the professional development of teachers to understand the needs of highly mobile Indigenous students. The paper outlines the introduction of a key support role within the school, a Mobility Support Teacher (MST). The role and the programme are reviewed in the context of a recent renewed commitment to ‘needs based funding’ in schools in Australia. Taking a critical view of the funding arrangements for Australian schools, it is argued that mobile Indigenous students, as an underserved population, require significant ongoing support.

Highlights► The provision of education to mobile Indigenous students is a significant issue. ► A range of programmes have been utilised but they are often short term projects that act to ‘fix’ mobile families. ► This action research trialled a range of proactive strategies that served to transform teachers’ practice. ► Transformed practice enables sustainability. ► Policy responses to the mobility of Indigenous students should be grounded in practical knowledge.

Categories: Statistical Journals

Editorial board

January 27, 2012
Publication year: 2012
Source: International Journal of Thermal Sciences, Volume 54, April 2012, Pages IFC

[No author name available]
Categories: Statistical Journals