bluuebunny/crossref_metadata_2025_split huggingface dataset:
Quantile Regression Methods for Longitudinal Data with Drop-outs: Application to CD4 Cell Counts of Patients Infected with the Human Immunodeficiency Virus
Authors: Lipsitz Stuart R. , Fitzmaurice Garrett M. , Molenberghs Geert , Zhao Lue Ping 
Published: March 2003

SUMMARY
Patients infected with the human immunodeficiency virus (HIV) generally experience a decline in their CD4 cell count (a count of certain white blood cells). We describe the use of quantile regression methods to analyse longitudinal data on CD4 cell counts from 1300 patients who participated in clinical trials that compared two therapeutic treatments: zidovudine and didanosine. It is of scientific interest to determine any treatment differences in the CD4 cell counts over a short treatment period. However, the analysis of the CD4 data is complicated by drop-outs: patients with lower CD4 cell counts at the base-line appear more likely to drop out at later measurement occasions. Motivated by this example, we describe the use of ‘weighted’ estimating equations in quantile regression models for longitudinal data with drop-outs. In particular, the conventional estimating equations for the quantile regression parameters are weighted inversely proportionally to the probability of drop-out. This approach requires the process generating the missing data to be estimable but makes no assumptions about the distribution of the responses other than those imposed by the quantile regression model. This method yields consistent estimates of the quantile regression parameters provided that the model for drop-out has been correctly specified. The methodology proposed is applied to the CD4 cell count data and the results are compared with those obtained from an ‘unweighted’ analysis. These results demonstrate how an analysis that fails to account for drop-outs can mislead.
Fitting Markov Chain Models to Discrete State Series such as DNA Sequences
Authors: Avery Peter J. , Henderson Daniel A. 
Published: March 2003

SUMMARY
Discrete state series such as DNA sequences can often be modelled by Markov chains. The analysis of such series is discussed in the context of log-linear models. The data produce contingency tables with similar margins due to the dependence of the observations. However, despite the unusual structure of the tables, the analysis is equivalent to that for data from multinomial sampling. The reason why the standard number of degrees of freedom is correct is explained by using theoretical arguments and the asymptotic distribution of the deviance is verified empirically. Problems involved with fitting high order Markov chain models, such as reduced power and computational expense, are also discussed.
Multilevel Modelling of the Geographical Distributions of Diseases
Authors: Langford Ian H. , Leyland Alistair H. , Rasbash Jon , Goldstein Harvey 
Published: March 2003

SUMMARY
Multilevel modelling is used on problems arising from the analysis of spatially distributed health data. We use three applications to demonstrate the use of multilevel modelling in this area. The first concerns small area all-cause mortality rates from Glasgow where spatial autocorrelation between residuals is examined. The second analysis is of prostate cancer cases in Scottish counties where we use a range of models to examine whether the incidence is higher in more rural areas. The third develops a multiple-cause model in which deaths from cancer and cardiovascular disease in Glasgow are examined simultaneously in a spatial model. We discuss some of the issues surrounding the use of complex spatial models and the potential for future developments.
Simple Principal Components
Authors: Vines S. K. 
Published: March 2003

SUMMARY
We introduce an algorithm for producing simple approximate principal components directly from a variance–covariance matrix. At the heart of the algorithm is a series of ‘simplicity preserving’ linear transformations. Each transformation seeks a direction within a two-dimensional subspace that has maximum variance. However, the choice of directions is limited so that the direction can be represented by a vector of integers whenever the subspace can also be represented by vector if integers. The resulting approximate components can therefore always be represented by integers. Furthermore the elements of these integer vectors are often small, particularly for the first few components. We demonstrate the performance of this algorithm on two data sets and show that good approximations to the principal components that are also clearly simple and interpretable can result.
Sensitivity Analysis for Incomplete Contingency Tables: The Slovenian Plebiscite Case
Authors: Molenberghs Geert , Kenward Michael G. , Goetghebeur Els 
Published: March 2003

SUMMARY
Classical inferential procedures induce conclusions from a set of data to a population of interest, accounting for the imprecision resulting from the stochastic component of the model. Less attention is devoted to the uncertainty arising from (unplanned) incompleteness in the data. Through the choice of an identifiable model for non-ignorable non-response, one narrows the possible data-generating mechanisms to the point where inference only suffers from imprecision. Some proposals have been made for assessing the sensitivity to these modelling assumptions; many are based on fitting several plausible but competing models. For example, we could assume that the missing data are missing at random in one model, and then fit an additional model where non-random missingness is assumed. On the basis of data from a Slovenian plebiscite, conducted in 1991, to prepare for independence, it is shown that such an ad hoc procedure may be misleading. We propose an approach which identifies and incorporates both sources of uncertainty in inference: imprecision due to finite sampling and ignorance due to incompleteness. A simple sensitivity analysis considers a finite set of plausible models. We take this idea one step further by considering more degrees of freedom than the data support. This produces sets of estimates (regions of ignorance) and sets of confidence regions (combined into regions of uncertainty).
On the Effect of the Number of Quadrature Points in a Logistic Random Effects Model: An Example
Authors: Lesaffre Emmanuel , Spiessens Bart 
Published: March 2003

SUMMARY
Although generalized linear mixed models are recognized to be of major practical importance, it is also known that they can be computationally demanding. The problem is the evaluation of the integral in calculating the marginalized likelihood. The straightforward method is based on the Gauss–Hermite technique, based on Gaussian quadrature points. Another approach is provided by the class of penalized quasi-likelihood methods. It is commonly believed that the Gauss–Hermite method works relatively well in simple situations but fails in more complicated structures. However, we present here a strikingly simple example of a logistic random-intercepts model in the context of a longitudinal clinical trial where the method gives valid results only for a high number of quadrature points (Q). As a consequence, this result warns the practitioner to examine routinely the dependence of the results on Q. The adaptive Gaussian quadrature, as implemented in the new SAS procedure NLMIXED, offered the solution to our problem. However, even the adaptive version of Gaussian quadrature needs careful handling to ensure convergence.
Building Marginal Models for Multiple Ordinal Measurements
Authors: Huang Guan-Hua , Bandeen-Roche Karen , Rubin Gary S 
Published: March 2003

SummaryBiomedical and psychosocial researchers increasingly utilize multiple indicators to assess an outcome of interest. We apply the ordinal estimating equations model for analysing this kind of measurement. We detail the special complexities of using this model to analyse clustered non-identical items and propose a workable model building strategy. Three graphical methods— cumulative log-odds, partial residual and Pearson residual plotting—are developed to diagnose the adequacy of models. The benefit of incorporating interitem associations and the trade-off between simple versus complex models are evaluated. Throughout the paper, an analysis to determine how measured impairments affect visual disability is used for illustration.
The Bayesian Choice of Crop Variety and Fertilizer Dose
Authors: Theobald Chris M , Talbot Mike 
Published: March 2003

Summary
Recent contributions to the theory of optimizing fertilizer doses in agricultural crop production have introduced Bayesian ideas to incorporate information on crop yield from several environments and on soil nutrients from a soil test, but they have not used a fully Bayesian formulation. We present such a formulation and demonstrate how the resulting Bayes decision procedure can be evaluated in practice by using Markov chain Monte Carlo methods. The approach incorporates expert knowledge of the crop and of regional and local soil conditions and allows a choice of crop variety as well as of fertilizer level. Alternative dose–response functions are expressed in terms of a common interpretable set of parameters to facilitate model comparisons and the specification of prior distributions. The approach is illustrated with a set of yield data from spring barley nitrogen–response trials and is found to be robust to changes in the dose–response function and the prior distribution for indigenous soil nitrogen.
A Generalized Estimating Equation Approach to Modelling Incompatible Data Formats with Covariate Measurement Error: Application to Human Immunodeficiency Virus Immune Markers
Authors: Kowalski J , Tu X. M 
Published: March 2003

SummaryThe integration of technological advances into research studies often raises an issue of incompatibility of data. This problem is common to longitudinal and multicentre studies, taking the form of changes in the definitions, acquisition of data or measuring instruments of some study variables. In our case of studying the relationship between a marker of immune response to human immunodeficiency virus and human immunodeficiency virus infection status, using data from the Multi-Center AIDS Cohort Study, changes in the manufactured tests used for both variables occurred throughout the study, resulting in data with different manufactured scales. In addition, the latent nature of the immune response of interest necessitated a further consideration of a measurement error component. We address the general issue of incompatibility of data, together with the issue of covariate measurement error, in a unified, generalized linear model setting with inferences based on the generalized estimating equation framework. General conditions are constructed to ensure consistent estimates and their variances for the primary model of interest, with the asymptotic behaviour of resulting estimates examined under a variety of modelling scenarios. The approach is illustrated by modelling a repeated ordinal response with incompatible formats, as a function of a covariate with incompatible formats and measurement error, based on the Multi-Center AIDS Cohort Study data.
The Duration of Litigation
Authors: Spurr Stephen J. 
Published: March 2003

This paper analyzes the duration of litigation. The analysis of court congestion by Posner (1972) and Priest (1989) suggests that the effects of delay reduction programs may be only transitory, because initial improvements may be swamped by an offsetting increase in demand for litigation. However, we find some evidence that time to settlement was reduced in a Michigan court by a program that provided for early intervention in each case by a judge who imposed a time schedule on major events of the litigation.Using two new data sets on personal injury claims, we find that the time to settlement increases with the amount at stake but is sharply reduced when the case is referred to a specialist in personal injury litigation. Estimates of a duration model indicate that the likelihood of settlement is increased by the completion of discovery and especially by the settlement conference. We find that the hazard of settlement increases as the case gets closer to trial. This finding is in accord with the “deadline effect” derived from certain bargaining models.
Implementation Between Tradition and Management: Structuration and Styles of Implementation
Authors: Terpstra Jan , Havinga Tetty 
Published: March 2003

This article presents a diachronic perspective for implementation research. It analyzes implementation practices in relation to their changing institutional context. Therefore, a comparison is made between different styles of implementation.The relationship between implementation practices and institutional context is analyzed as a structuration process, following Giddens’s theory. Four styles of policy implementation are distinguished: a traditional, bureaucratic, professional, and managerial style. These four styles are connected with different phases in the development of the welfare state. This developmental model is illustrated with an analysis of policy implementation in Dutch public assistance between 1950 and the early 1990s.
When Does Convergence of Asset Price Processes Imply Convergence of Option Prices?
Authors: Hubalek Friedrich , Schachermayer Walter 
Published: March 2003

We consider weak convergence of a sequence of asset price models (Sn) to a limiting asset price model S. A typical case for this situation is the convergence of a sequence of binomial models to the Black–Scholes model, as studied by Cox, Ross, and Rubinstein. We put emphasis on two different aspects of this convergence: first we consider convergence with respect to the given “physical” probability measures (P^n) and second with respect to the “risk‐neutral” measures (Q^n) for the asset price processes (Sn). (In the case of nonuniqueness of the risk‐neutral measures the question of the “good choice” of (Qn) also arises.) In particular we investigate under which conditions the weak convergence of (Pn) to P implies the weak convergence of (Qn) to Q and thus the convergence of prices of derivative securities.The main theorem of the present paper exhibits an intimate relation of this question with contiguity properties of the sequences of measures (Pn) with respect to (Qn), which in turn is closely connected to asymptotic arbitrage properties of the sequence (Sn) of security price processes. We illustrate these results with general homogeneous binomial and some special trinomial models.
Robust Hedging of Barrier Options
Authors: Brown Haydyn , Hobson David , Rogers L. C. G. 
Published: March 2003

This article considers the pricing and hedging of barrier options in a market in which call options are liquidly traded and can be used as hedging instruments. This use of call options means that market preferences and beliefs about the future behavior of the underlying assets are in some sense incorporated into the hedge and do not need to be specified exogenously. Thus we are able to find prices for exotic derivatives which are independent of any model for the underlying asset. For example we do not need to assume that the underlying assets follow an exponential Brownian motion.We find model‐independent upper and lower bounds on the prices of knock‐in and knock‐out puts and calls. If the market prices the barrier options outside these limits then we give simple strategies for generating profits at zero risk. Examples illustrate that the bounds we give can be fairly tight.
2. Health Services Research for Children with Disabilities
Authors: Perrin James M. 
Published: March 2003

Growing numbers of children and adolescents have long‐term disabilities, but they often are excluded from health services research on people with disabilities because of concerns about risks and the special problems in studying this population. As a result, we have little information about the epidemiology and characteristics of children and adolescents; the use, organization, and financing of services for them; the best practices; methods of assessing and improving care; ways of keeping them safe and protecting them from medical errors; and basic issues of long‐term clinical management.By deciding on specific criteria for their inclusion, recent research has helped clarify the definition of children's chronic health conditions (McPherson, Arango, Fox, et al. 1998; Perrin, Newacheck, Pless, et al. 1993; Stein, Bauman, Westbrook, et al. 1993). Further work has improved the systematic specification and identification of this population and indicated how different purposes (e.g., epidemiologic research or program eligibility) may determine who is included (Newacheck, Strickland, Shonkoff, et al. 1998; Stein, Westbrook, and Bauman, 1997).Growing numbers of children and adolescents have long‐term disabilities. Research on the epidemiology, clinical care and its improvement, organization, and financing of care for children with disabilities is very limited. Given the cost burden of the nation's chronic diseases and disabilities, the lack of investigation into necessary clinical activities seems remarkable. This article reviews recent research on health services relating to children and adolescents with disabilities and outlines a research agenda in clinical and health services for this population in these study areas.
3. Uses of Evidence in Disability Outcomes and Effectiveness Research
Authors: Jette Alan M. , Keysor Julie J. 
Published: March 2003

Promoting the health and well‐being of all Americans—including those with disabilities—has emerged as a national priority since the passage of the Americans with Disabilities Act (ADA) more than ten years ago. The ADA marked the first explicit national goal of achieving equal opportunity, independent living, and economic self‐sufficiency for individuals with disabilities (Americans with Disabilities Act 1989). Its passage marked a growing recognition of the needs of people with disabilities. Achieving the ADA's goals, however, requires more than simply satisfying its specific provisions; it requires the careful management of the health needs of persons with disability (Patrick 1997).People with disabilities represent an increasingly recognized target population whose health care needs can be addressed and, it is hoped, improved through health services research. Health services research aims to improve health and health care systems through research on the structure, processes, and effects of health services (Hadley 2000; Shortell 1998).Outcomes and effectiveness research is a category of health services research that gauges how well the health care needs of persons with disabilities are being met. Using Patrick's Model of Health Promotion for people with disabilities as a framework for analysis, this article examines outcomes and effectiveness research related to the health care needs of persons with disabilities. The three most pressing research priorities are clear theoretical conceptualizations and qualitative research on health outcomes relevant to the needs of persons with disabilities; a systemic analysis of existing assessment instruments' utility for disability outcomes research; and the development and testing of new outcome instruments.
Utterance, Interpretation and the Logic of Indexicals
Authors: Predelli Stefano 
Published: March 2003

I argue that some utterances of sentences containing occurrences of indexical expressions should not be evaluated with respect to the context of utterance. I suggest that we distinguish between context of utterance and context of interpret‐ation, and I employ this distinction in the analysis of recorded messages and other interesting linguistic phenomena. I then discuss the implications of my views on contexts with respect to the logic of indexicals. Against the traditional view, I argue thatsentences such as ‘I am here now’ or ‘something exists’ should not be treated as logical truths.
New energy technologies: trends in the development of clean and efficient energy technologies
Authors: Shihab–Eldin Adnan 
Published: March 2003

This is an edited version of a background paper for the third session of the Eighth International Energy Forum, held in Osaka, Japan, on 21–23 September. The session was entitled: “Interaction among Energy Security, Environmental Issues and Economic Growth”.The paper highlights key technologies or features that are likely to have a significant impact on the world energy scene in the coming two–to–three decades. It begins with the consensus view among most forecasters that world energy demand will continue growing through 2020, with OPEC’s World Energy Model projecting average annual growth of two per cent during this period.The four principal sections of the paper focus on: upstream oil and gas technology; electric power technologies, with sub–divisions on clean fossil fuels, carbon dioxide sequestration, renewables and nuclear power; the transportation sector; and fuel cell technology, together with hydrogen, as a secondary energy–carrier.The paper concludes that, through 2020 and beyond, oil will continue to be the major source fuelling the forecast rise in energy demand, especially in the transportation sector. Gas will play an increasing role in electricity generation, which will continue growing at a faster rate than overall energy demand. The successful deployment of cleaner, more efficient technologies is expected to help coal retain its importance. However, widespread concern about climate change issues may threaten to constrain the growth in demand for fossil fuels, and this concern must be addressed through such measures as CO2 capture and storage sequestration technology.Nuclear power is unlikely to assume a larger role in the global energy mix, unless such fundamental obstacles as economic competitiveness and public acceptance are overcome. Most renewables face challenging environmental and sustainability constraints and require substantial cost reductions to be competitive. Moreover, while fuel cells have many attractive features, including high efficiency and reduced or near–zero emissions, they have many complex material and manufacturing problems and their commercial prospects are limited for the foreseeable future.Therefore, unless unexpected compelling reasons to do otherwise arise, cleaner fossil fuels will continue to dominate the power sector, as well as most other sectors, for decades to come.
Metropolitan Estates of the Middle Class, 1800–50: Probates and Death Duties Revisited*
Authors: Green David R. , Owens Alastair 
Published: March 2003

Abstract
This article compares the nature of probate records with the death duty registers and explores some of the ways in which these data can be used to analyse wealth‐holding in London in the first half of the nineteenth century. Shortcomings of the probate data are discussed and suggestions made as to how such data can be interpreted in relation to wealth‐holding in the urban middle class. In the context of London, the paper demonstrates how probate records can be used to examine the geography of wealth, the relationships between occupations and wealth, and the role of gender.
America and the French Revolution
Authors: Cogliano Francis D. 
Published: March 2003

Books reviewed in this article: American Aurora: A democratic‐Republican Returns. The Suppressed History of our Nation's Beginnings and the Heroic Newspaper that tried to Report it. By Richard N. Rosenfeld Transatlantic Radicals and the Early American Republic. By Michael Durey Parades and the Politics of the Street: Festive Culture in the Early American Republic. By Simon P. Newman In the Midst of Perpetual Fetes: The Making of American Nationalism 1776–1820. By David Waldstreicher.