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Emergency care usage and longevity have opposite effects on health insurance rates

KYBERNETES 2017年第1期46卷 102-113页

作者： Piulachs, Xavier Alemany, Ramon Guillen, Montserrat Univ Barcelona Dept Econometr Barcelona Spain

Purpose - This paper aimed to study the price of health insurance for individuals aged 65 years and over. Design/methodology/approach - A sample of private health policyholders in Spain is analysed. Joint models are estimated for men and women, separately. A log-linear model of the transformed cumulated number of claims associated with emergency room occupation, ambulance use and hospitalization is estimated, together with a proportional hazard survival model. Findings - The association between the longitudinal process of severe medical care and the survival time process is positive and highly significant for both men and women. An increase in the price of health insurance because of the effect of a larger number of emergency care demand events is slightly offset by the decrease in expected longevity. Research limitations/implications - The effect of an increase in the number of claims is small compared to the reduction in survival, so age still plays a central role in ratemaking. Practical implications - High rates of health insurance for elderly insureds should be compensated with younger insureds in the portfolio. Social implications - Affordable health insurance premiums for elderly people are difficult to obtain only with strict actuarial principles. Originality/value - The proposed methodology allows dynamic rates to be designed, so that the price of health insurance can change as new usage information becomes available.

关键词： Risk Pricing Survival analysis Longitudinal data log-linear models

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Winter Space Partitioning of Woodpeckers and Nuthatches in Wisconsin

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NORTHEASTERN NATURALIST 2017年第Spe1期24卷 B32-B41页

作者： Richardson, Bree L. Cava, Jenna A. Thiel, Richard P. Riddle, Jason D. 2599 Paradise Rd Milladore WI 54454 USA W174N8473 Schneider Dr Menomonee Falls WI 53051 USA 7167 Deuce Rd Tomah WI 54660 USA Univ Wisconsin Coll Nat Resources Wildlife Ecol & Management Discipline Stevens Point WI 54481 USA

Woodpeckers and nuthatches are resident species sharing similar year-round habitat in northeastern North America, but little is known about how these species distribute themselves within the same wintering area. From 2009 to 2015, we conducted a mark-recapture study of 7 Downy Woodpeckers, 15 Hairy Woodpeckers, 9 Red-bellied Woodpeckers, and 39 White-breasted Nuthatches to determine geographical winter home-range partitioning between and within species. We used multinomial log-linear models to estimate the likelihood of capturing each species in a particular baited trap when other species had been caught in the same trap during the same year. Our results show the presence of each species influenced the likelihood at least 1 other species would inhabit the same area. Most of these relationships were positive and indicate active sharing of the same space. However, Hairy Woodpeckers appeared to deter White-breasted Nuthatches, and Red-bellied Woodpeckers avoided conspecifics. Little evidence of space partitioning suggests minimal competition occurs during winter months between these species. Since these species occupy similar habitats, the appearance of one may indicate suitable habitat influencing the presence of others.

关键词： HAIRY woodpecker NUTHATCHES WHITE-breasted nuthatch log-linear models

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Explicating Top-Down Causation Using Networks and Dynamics

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PHILOSOPHY OF SCIENCE 2017年第2期84卷 253-274页

作者： Bechtel, William Univ Calif San Diego Dept Philosophy 9500 Gilman Dr La Jolla CA 92093 USA

In many fields in the life sciences investigators refer to downward or top-down causal effects. Craver and I defended the view that such cases should be understood in terms of a constitution relation between levels in a mechanism and intralevel causal relations (occurring at any level). We did not, however, specify when entities constitute a higher level mechanism. In this article I appeal to graph-theoretic representations of networks, now widely employed in systems biology and neuroscience, and associate mechanisms with modules that exhibit high clustering. As a result of interconnections within clusters, mechanisms often exhibit complex dynamic behaviors that constrain how individual components respond to external inputs, a central feature of top-down causation.

关键词： CAUSATION (Philosophy) GRANGER causality test CAUSAL models log-linear models PATH analysis (Statistics)

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Unimodular binary hierarchical models

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JOURNAL OF COMBINATORIAL THEORY SERIES B 2017年 123卷 97-125页

作者： Bernstein, Daniel Irving Sullivant, Seth North Carolina State Univ Dept Math Box 8205 Raleigh NC 27695 USA

Associated to each simplicial complex is a binary hierarchical model. We classify the simplicial complexes that yield unimodular binary hierarchical models. Our main theorem provides both a construction of all unimodular binary hierarchical models, together with a characterization in terms of excluded minors, where our definition of a minor allows the taking of links and induced complexes. A key tool in the proof is the lemma that the class of unimodular binary hierarchical models is closed under the Alexander duality operation on simplicial complexes. (C) 2016 Elsevier Inc. All rights reserved.

关键词： Graver basis Algebraic statistics log-linear models Hierarchical models Toric ideal

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The pattern of social fluidity within the British class structure: a topological model

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JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY 2017年第3期180卷 841-862页

作者： Bukodi, Erzsebet Goldthorpe, John H. Kuha, Jouni Univ Oxford Oxford England London Sch Econ & Polit Sci London England

It has previously been shown that, across three British birth cohorts, relative rates of intergenerational social class mobility have remained at an essentially constant level among men and also among women who have worked only full time. We establish the pattern of this prevailing level of social fluidity and its sources and determine whether it also persists over time, and we bring out its implications for inequalities in relative mobility chances. We develop a parsimonious model for the log-odds-ratios which express the associations between individuals' class origins and destinations. This model is derived from a topological model that comprises three kinds of readily interpretable binary characteristics and eight effects in all, each of which does, or does not, apply to particular cells of the mobility table, i.e. effects of class hierarchy, class inheritance and status affinity. Results show that the pattern as well as the level of social fluidity are essentially unchanged across the cohorts, that gender differences in this prevailing pattern are limited and that marked differences in the degree of inequality in relative mobility chances arise with long-range transitions where inheritance effects are reinforced by hierarchy effects that are not offset by status affinity effects.

关键词： Indicator models log-linear models Social class Social mobility Topological models

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Strengthening analyses of line-up procedures: a log-linear model framework

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LAW PROBABILITY & RISK 2017年第4期16卷 241-257页

作者： Luby, Amanda S. Carnegie Mellon Univ Dept Stat Pittsburgh PA 15213 USA

Over the past three decades, there has been considerable interest among both researchers and the criminal justice system to reform line-up procedures to ensure eyewitness identifications are as accurate as possible. Recently, the Receiver Operating Characteristic (ROC) methodology has been adopted to analyse line-up procedures, but it has not been universally accepted in the field. This article examines the application of ROC methodology to line-up data and proposes an approach based on log-linear models as an alternative method to analyse line-up procedures. We find that log-linear models allow for non-binary classification schemes that are necessary for analysing line-up outcomes. Conditional independence relationships between variables can also be identified through a log-linear model. log-linear models also provide a natural framework to account for multiple sources of uncertainty present in eyewitness identification data. While the ROC analysis provides valuable insight into the changes in outcomes across different decision-making thresholds, incorporating a log-linear analysis allows us to examine these outcomes in finer detail.

关键词： eyewitness identification line-ups ROC log-linear models

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Previous GWAS hits in relation to young-onset breast cancer

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BREAST CANCER RESEARCH AND TREATMENT 2017年第2期161卷 333-344页

作者： Shi, Min O'Brien, Katie M. Sandler, Dale P. Taylor, Jack A. Zaykin, Dmitri V. Weinberg, Clarice R. NIEHS Biostat & Computat Biol Branch 111 TW Alexander Dr Durham NC 27709 USA NIEHS Epidemiol Branch 111 TW Alexander Fr Durham NC 27709 USA

Genome-wide association studies (GWAS) have identified dozens of single-nucleotide polymorphisms (SNPs) associated with breast cancer. Few studies focused on young-onset breast cancer, which exhibits etiologic and tumor-type differences from older-onset disease. Possible confounding by prenatal effects of the maternal genome has also not been considered. Using a family-based design for breast cancer before age 50, we assessed the relationship between breast cancer and 77 GWAS-identified breast cancer risk SNPs. We estimated relative risks (RR) for inherited and maternally mediated genetic effects. We also used published RR estimates to calculate genetic risk scores and model joint effects. Seventeen of the candidate SNPs were nominally associated with young-onset breast cancer in our 1296 non-Hispanic white affected families (uncorrected p value < 0.05). Top-ranked SNPs included rs3803662-A (TOX3, RR = 1.39;p = 7.0 x 10(-6)), rs12662670-G (ESR1, RR = 1.56;p = 5.7 x 10(-4)), rs2981579-A (FGFR2, RR = 1.24;p = 0.002), and rs999737-G (RAD51B, RR = 1.37;p = 0.003). No maternally mediated effects were found. A risk score based on all 77 SNPs indicated that their overall relationship to young-onset breast cancer risk was more than additive (additive-fit p = 2.2 x 10(-7)) and consistent with a multiplicative joint effect (multiplicative-fit p = 0.27). With the multiplicative formulation, the case sister's genetic risk score exceeded that of her unaffected sister in 59% of families. The results of this family-based study indicate that no effects of previously identified risk SNPs were explained by prenatal effects of maternal variants. Many of the known breast cancer risk variants were associated with young-onset breast cancer, with evidence that TOX3, ESR1, FGFR2, and RAD51B are important for young-onset disease.

关键词： Young-onset breast cancer Genome-wide association study Single-nucleotide polymorphism Family-based genetic methods log-linear models Genetic risk score

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Clustering of log-linear models using LRT p-values to assess homogeneous regions relative to drought class transitions

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JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION 2012年第2期82卷 293-308页

作者： Moreira, Elsa Mexia, Joao Tiago Pereira, Luis Santos Univ Nova Lisboa Fac Ciencias & Tecnol CMA Res Ctr Math & Applicat P-2829516 Caparica Portugal Univ Tecn Lisboa Inst Super Agron CEER Res Ctr Biosyst Engn P-1349017 Lisbon Portugal

In this study, a statistical method is used aiming at finding if Alentejo, southern Portugal, could be considered a homogeneous region for drought management purposes. Time series of the standardized precipitation index (SPI) were obtained for 40 locations in the region using precipitation data for the period 1932-1999 (67 years). Contingency tables for the transitions between SPI drought classes were obtained for these time series. log-linear models were fitted to these contingency tables to estimate the probabilities for drought class transitions. An approach of model clustering, where log-linear models were clustered using the asymptotic p-value of a likelihood ratio test (LRT) for the equality of parameters between pairs of models, was applied. Two types of LRT were performed: one considering all the parameters of the log-linear model of interest;another considering just some parameters of interest. Two p-value similarity matrices were computed to find similar models that could form clusters, however, the hypothesis of model clustering was not verified. No clustering was found, thus based on the presented technique, the Alentejo could be considered a homogeneous region relative to drought class transitions.

关键词： log-linear models likelihood ratio test model clustering asymptotic p-value

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Speaker-adapted confidence measures for speech recognition of video lectures

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COMPUTER SPEECH AND LANGUAGE 2016年 37卷 11-23页

作者： Sanchez-Cortina, Isaias Andres-Ferrer, Jesus Sanchis, Alberto Juan, Alfons Univ Politecn Valencia DSIC MLLP E-46022 Valencia Spain

Automatic speech recognition applications can benefit from a confidence measure (CM) to predict the reliability of the output. Previous works showed that a word-dependent native Bayes (NB) classifier outperforms the conventional word posterior probability as a CM. However, a discriminative formulation usually renders improved performance due to the available training techniques. Taking this into account, we propose a logistic regression (LR) classifier defined with simple input functions to approximate to the NB behaviour. Additionally, as a main contribution, we propose to adapt the CM to the speaker in cases in which it is possible to identify the speakers, such as online lecture repositories. The experiments have shown that speaker-adapted models outperform their non-adapted counterparts on two difficult tasks from English (***) and Spanish (poliMedia) educational lectures. They have also shown that the NB model is clearly superseded by the proposed LR classifier. (C) 2015 Elsevier Ltd. All rights reserved.

关键词： Confidence measures Speech recognition Speaker adaptation log-linear models Online video lectures

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Palindromic Bernoulli distributions

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ELECTRONIC JOURNAL OF STATISTICS 2016年第2期10卷 2435-2460页

作者： Marchetti, Giovanni M. Wermuth, Nanny Dipartimento Stat Informat Applicaz G Parenti Florence Italy Chalmers Math Stat Gothenburg Sweden Gutenberg Univ Mainz Med Psychol & Med Sociol Mainz Germany

We introduce and study a subclass of joint Bernoulli distributions which has the palindromic property. For such distributions the vector of joint probabilities is unchanged when the order of the elements is reversed. We prove for binary variables that the palindromic property is equivalent to zero constraints on all odd-order interaction parameters, be it in parameterizations which are log-linear, linear or multivariate logistic. In particular, we derive the one-to-one parametric transformations for these three types of model specifications and give simple closed forms of maximum likelihood estimates. Several special cases are discussed and a case study is described.

关键词： Central symmetry linear in probability models log-linear models multivariate logistic models median-dichotomization orthant probabilities odd-order interactions

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