One-way Random Model Research Articles

Diagnostics for one-way random effects panel data models

In this paper we consider a random effects panel data model with one-way error components and derive methods for identifying outliers using the deletion technique. These outliers may be a single unit, a single time-point or a particular time-point in a particular unit. Expressions for the diagnostics for each of these three cases are derived and the technique is illustrated through an example. Journal of Statistical Research 2024, Vol. 58, No. 1, pp. 181-196.

Likelihood Ratio Processes under Nonstandard Settings

This paper establishes the LAN property for the curved normal families and the simultaneous equation systems. In addition, we show that one-way random ANOVA models fail to have the LAN property. We consider the two cases when the variance of random effect lies in the interior and boundary of parameter space. In the former case, the log-likelihood ratio converges to 0. In the latter case, the log-likelihood ratio has atypical limit distributions, which depend on the contiguity orders. The contiguity orders corresponding to the variances of random effects and disturbances can be equal to or greater than one, respectively, and that corresponding to the grand mean can be equal to or greater than one half. Consequently, we cannot use the ordinary optimal theory based on the LAN property. Meanwhile, the test based on the log-likelihood ratio is shown to be asymptotically most powerful with the benefit of the classical Neymann--Pearson framework.

Measuring the Reliability of Postural Sway Measurements for a Static Standing Task: The Effect of Age

Background: A force plate is used to determine the ability to balance ability. However, only some medical centers or laboratories are equipped with force plates because they are costly so a low-cost force plate is required for home care or health care institutes. Few studies compare the reliability of postural sway measurements in terms of age. This study proposes a low-cost force plate to select reliable parameters to evaluate postural sway. Objectives: To determine the intra-rater reliability of a novel force plate and the effect of age difference on the intra-rater test-retest reliability for the center of pressure (COP). Methods: Forty participants were enrolled for this study: 20 youths and 20 older adults. Participants stood on a custom-made and low-cost force plate with eyes opened and eyes closed to measure COP-related parameters. The within-day test-retest reliability was measured at two sessions on the same day and the between-days reliability was measured on two different days. The COP-related parameters include the average velocity of COP, the average velocity in the antero-posterior and medio-lateral directions, the mean distance of COP and the mean distance in the antero-posterior and medio-lateral directions. An intra-class correlation coefficient test with one-way random model was performed to determine the reliability of different variables within-days and between-days. The results were presented in single measurement of intraclass correlation coefficient (ICC), the standard error of measurements, and the minimal detectable changes of each COP-related parameters. Results: The novel low-cost force plate demonstrates excellent reliability in terms of the COP velocity related parameters for within- and between-day measurements. The ICC of COP distance related parameters were good to excellent reliability for between-day measurements (range: 0.43–0.84). Older adults demonstrated excellent reliability in terms of the mean distance for antero-posterior and the results were better than those for younger participants for the eyes-opened and eyes-closed conditions. The reliability in terms of the mean distance for medio-lateral was poor to good for older adults (range: 0.38–0.55), and excellent for younger participants. Conclusion: The novel and low-cost force plate reliably measured balance and age affects the reliability of different COP variables, so the results of this study were pertinent to the selection of COP measures.

Translation, Validation, and Psychometric Evaluation of the Diabetes Quality-of-Life Brief Clinical Inventory: The Urdu Version.

PurposeThe study is aimed to examine the psychometric properties of the Urdu version of the Diabetes Quality-of-Life Brief Clinical Inventory.MethodsWe adopted the forward–backward procedure to translate the Diabetes Quality-of-Life Brief Clinical Inventory (DQoL-BCI) into the Urdu language (lingua franca of Pakistan). The intraclass correlation (ICC) confirmed the consistency of retaining the items, and Cronbach’s alpha established the test–re-test reliability. The confirmatory factor analysis (principal axis factoring extraction and oblique rotation with Kaiser normalization) validated the DQoL-BCI in Urdu.ResultsA two-time point with an interval of 2 weeks was used, and the Urdu version of DQoL-BCI was piloted accordingly. The 15-item translated version (DQoL-BCI-U) exhibited a satisfactory Cronbach’s value of 0.866 (test) at week 1 and 0.850 at week 3 (re-test). Using the one-way random model with single measurements, the ICC for all 15 items exhibited coefficient values of >0.80. The Kaiser–Meyer–Olkin measure of sampling adequacy and Bartlett's Test of Sphericity revealed relationships of the data and suitability of CFA (0.899, p<0.05). Seven factors explaining the total variance of 69% were extracted. With acceptable communalities, all 15 items of DQoL-BCI-U were retained.ConclusionThe study concludes that the translated version of DQoL-BCI-U is a valid instrument in regions, where Urdu is a communal language of communication and can examine quality-of-life issues during the typical patient–provider encounter.

Design and assessment of a penile fracture simulation model

ObjectiveTo design and assess a novel penile fracture simulation model for teaching penile fracture repair. MethodsWe used a validated circumcision simulator to create a model. Foreskin for a circumcision was divided into two halves. A transverse slit (“simulated fracture”) was created on one part of the first half of the foreskin (mimicking “tunica”) and was applied over the penile model. A red jelly tablet (“clot”) was placed underneath the cut. A second full-length of foreskin was applied over it to cover the defect. The model was assessed by participants and expert faculty at the Urology Simulation Boot Camp. Evaluation was performed using a 5-point Likert Scale questionnaire. Data was analysed using Microsoft Excel and IBM SPSS Statistics V25. The intra-class correlation was calculated using a “One-way random model”. ResultsTwenty-two urology trainees and four experts participated in the evaluation. The majority of trainees strongly agreed (59%, n = 13) the model is useful for training with experts similarly agreeing in 75% of cases. The appearance of penile fracture was considered good by both trainees (68%, n = 14) and faculty (75%). Overall, the ability of the model to represent a realistic simulation of the task was considered excellent by 23% of participants and good by 64%. Personal confidence after simulation in managing a similar situation was considered high among trainees. The main difficulties reported were related to fascial planes and urethra. ConclusionThis is the first simulation model for penile fracture repair and has demonstrated face validity at a national urology bootcamp.

Diseño y evaluación de un modelo de simulación de fractura de pene

ObjectiveTo design and assess a novel penile fracture simulation model for teaching penile fracture repair. MethodsWe used a validated circumcision simulator to create a model. Foreskin for a circumcision was divided into two halves. A transverse slit (“simulated fracture”) was created on one part of the first half of the foreskin (mimicking “tunica”) and was applied over the penile model. A red jelly tablet (“clot”) was placed underneath the cut. A second full-length of foreskin was applied over it to cover the defect. The model was assessed by participants and expert faculty at the Urology Simulation Boot Camp. Evaluation was performed using a 5-point Likert Scale questionnaire. Data was analysed using Microsoft Excel and IBM SPSS Statistics V25. The intra-class correlation was calculated using a “One-way random model”. ResultsTwenty-two urology trainees and four experts participated in the evaluation. The majority of trainees strongly agreed (59%, n=13) the model is useful for training with experts similarly agreeing in 75% of cases. The appearance of penile fracture was considered good by both trainees (68%, n=14) and faculty (75%). Overall, the ability of the model to represent a realistic simulation of the task was considered excellent by 23% of participants and good by 64%. Personal confidence after simulation in managing a similar situation was considered high among trainees. The main difficulties reported were related to fascial planes and urethra. ConclusionThis is the first simulation model for penile fracture repair and has demonstrated face validity at a national urology bootcamp.

A training model to teach early management of priapism

BackgroundIschaemic priapism is a urological emergency. Early treatment is required to prevent irreversible loss of erectile function. Corporal aspiration is the first step in management. Currently, there are no satisfactory training models to develop skills in a controlled environment. We have therefore developed a novel training model to teach trainees the steps of penile aspiration in a safe and representative way. Materials and methodsWe have developed a priapism model using an old catheterisation teaching model. Face validity of the model was assessed by participants and experienced urologists teaching on a urology boot camp. All had managed at least 5 cases of actual priapism. Responses were reported using a 5-point Likert Scale. Data were analysed using IBM SPSS Statistics V25. The intra-class correlation was calculated using a «One-way Random model». ResultsEleven urologists and seven trainees participated in the evaluation. The model appearance was reported as the best simulation trait of the priapism model. Tactile feedback from needle insertion for aspiration was also felt to be realistic with 72.6% reporting it as «Good» or «very good» and 85.7% reported the model to be realistic for needle insertion. Intra-class correlation amongst experts was 0.552. Majority of trainees (83.3%) reported a realistic simulation. All evaluators agreed or strongly agreed that the model provided a good simulated experience that would be useful in training. ConclusionOur model provides a realistic simulation of corporal aspiration. It can be used repeatedly. Overall, the proposed model appears to be a promising tool for training junior doctors in the initial management of ischaemic priapism.

Modelo de entrenamiento para el manejo precoz del priapismo

BackgroundIschaemic priapism is a urological emergency with early treatment required to prevent irreversible loss of erectile function. Corporal aspiration is the first step in management. Currently, there are no satisfactory training models to develop skills in a controlled environment. We have therefore developed a novel training model to teach trainees the steps of penile aspiration in a safe and representative way. Materials and methodsWe have developed a priapism model using an old catheterisation teaching model. Face validity of the model was assessed by participants and experienced urologists teaching on a urology boot camp. All had managed at least 5 cases of actual priapism. Responses were reported using a 5-point Likert Scale. Data were analysed using IBM SPSS Statistics V25. The intra-class correlation was calculated using a «One-way Random model». ResultsEleven urologists and seven trainees participated in the evaluation. The model appearance was reported as the best simulation trait of the priapism model. Tactile feedback from needle insertion for aspiration was also felt to be realistic with 72.6% reporting it as «Good» or «very good» and 85.7% reported the model to be realistic for needle insertion. Intra-class correlation amongst experts was 0.552. Majority of trainees (83.3%) reported a realistic simulation. All evaluators agreed or strongly agreed that the model provided a good simulated experience that would be useful in training. ConclusionOur model provides a realistic simulation of corporal aspiration. It can be used repeatedly. Overall, the proposed model appears to be a promising tool for training junior doctors in the initial management of ischaemic priapism.

Approximate test for testing a null variance ratio in the Unbalanced One-Way Random Model

The approximate test for testing the signicance of the random effect is presented in the unbalanced one-way random model in which both random effects and errors are from non-normal universes. The test is based on the asymptotic distribution of the F-statistic. Under the condition that the number of groups tends to infinity while the average of powers of the group sizes is bounded, the asymptotic dis tribution of the F-statistic is obtained. Robustness of the proposed test is given.

The Effect of Teaching quality and teaching practices on PISA 2012 Mathematics Achievement of Turkish Students

The purpose of this research is to explore the relationship mathematics teaching qualification and teaching activities with mathematics scores of 8th grade Turkish students who participated in PISA (Program for International Student Assessment) 2012 using Hierarchical Linear Modeling. PISA 2012 mathematics literacy test and student questionnaire were used to collect data and these were obtained from the official website of PISA. In this study, random effects one-way ANOVA and random coefficient regression model were developed to analyze the data. The results of the research show that there are significant differences in terms of mathematics literacy between schools. It also indicates that while the increase in the student-centered instructions within the context of classroom activities decreased students’ mathematics literacy scores, teachers’ frequency of activating cognitive processes and a good disciplined environment increased students’ mathematics literacy skill. The impacts of significant variables were discussed and implications for further research were provided.

Honest Importance Sampling With Multiple Markov Chains

Importance sampling is a classical Monte Carlo technique in which a random sample from one probability density, π1, is used to estimate an expectation with respect to another, π. The importance sampling estimator is strongly consistent and, as long as two simple moment conditions are satisfied, it obeys a central limit theorem (CLT). Moreover, there is a simple consistent estimator for the asymptotic variance in the CLT, which makes for routine computation of standard errors. Importance sampling can also be used in the Markov chain Monte Carlo (MCMC) context. Indeed, if the random sample from π1 is replaced by a Harris ergodic Markov chain with invariant density π1, then the resulting estimator remains strongly consistent. There is a price to be paid, however, as the computation of standard errors becomes more complicated. First, the two simple moment conditions that guarantee a CLT in the iid case are not enough in the MCMC context. Second, even when a CLT does hold, the asymptotic variance has a complex form and is difficult to estimate consistently. In this article, we explain how to use regenerative simulation to overcome these problems. Actually, we consider a more general setup, where we assume that Markov chain samples from several probability densities, π1, …, πk, are available. We construct multiple-chain importance sampling estimators for which we obtain a CLT based on regeneration. We show that if the Markov chains converge to their respective target distributions at a geometric rate, then under moment conditions similar to those required in the iid case, the MCMC-based importance sampling estimator obeys a CLT. Furthermore, because the CLT is based on a regenerative process, there is a simple consistent estimator of the asymptotic variance. We illustrate the method with two applications in Bayesian sensitivity analysis. The first concerns one-way random effect models under different priors. The second involves Bayesian variable selection in linear regression, and for this application, importance sampling based on multiple chains enables an empirical Bayes approach to variable selection.

Macroeconomic and Firm Specific Determinants of Stock Returns: A Comparative Analysis of Stock Markets in Sri Lanka and in the United Kingdom

This paper examines the relationship between macroeconomic and firm-specific determinants of stock returns of Sri Lanka and United Kingdom (UK). Our results are based on the fixed effects regression models since those perform statistically better than the random effects and pooled OLS models for Sri Lankan data and the fitted one-way fixed effects firm factor regression indicates that Return on Assets ( ROA) and sales growth rate play a significant role in explaining variation in stock returns in Sri Lankan companies while one-way random effect firm factor model in UK shows that E/P ratio, B/M ratio, fixed assets growth rate, size and ROA are the most dominants priced factors in London Stock Exchange (LSE). The explanatory power of regressions increases considerably when we incorporate macroeconomic indicators controlling for firm effects and results show that inflation, GDP and exchange rate remain leading predictors of stock returns variation in both Colombo Stock Exchange (CSE) and LSE whereas unemployment and Foreign Portfolio Investments (FPI) become statistically significant only in CSE. Thus, it is noted that stock prices of Sri Lankan and UK companies are sensitive to both company and macroeconomic fundamental changes hence, the stock market analysts and investors find that they can make fundamental base trading strategies as publicly available information play a key role in predicting future returns bringing the conclusions of the Sri Lankan stock market is in semi-strong form efficient in doubt.

Approximate one-sided tolerance limits in random effects model and in some mixed models and comparisons

An approximate closed-form one-sided tolerance limit (TL) in a general mixed model is proposed. One-sided TLs for the distribution of observable random variable and for the distribution of unobservable random variable in one-way random model are obtained as special cases from the one for the general mixed model. Applications to a two-way nested random model are also given. The merits of the TLs are evaluated using Monte Carlo simulation and compared with the existing ones. Our comparison studies indicate that the approximate TLs are quite satisfactory for all parameter and sample size configurations, and better than the existing ones in some cases. Approximate confidence intervals for exceedance probabilities in one-way random effects model are also proposed. The procedures are illustrated using three examples.

The Symmetric-Range Accuracy under a One-Way Random Model with Balanced or Unbalanced Data

The symmetric-range accuracy A of a sampler is defined as the fractional range, symmetric about the true concentration, that includes a specified proportion of sampler measurements. In this article, we give an explicit expression for A assuming that the sampler measurements follow a one-way random model so as to capture different components of variability, for example, variabilities among and within different laboratories or variabilities among and within exposed workers. We derive an upper confidence limit for A based on the concept of a 'generalized confidence interval'. A convenient approximation is also provided for computing the upper confidence limit. Both balanced and unbalanced data situations are investigated. Monte Carlo evaluation indicates that the proposed upper confidence limit is satisfactory even for small samples. The statistical procedures are illustrated using an example.

Inferences on the reliability in balanced and unbalanced one-way random models

In this article, the hypothesis testing and interval estimation for the reliability parameter are considered in balanced and unbalanced one-way random models. The tests and confidence intervals for the reliability parameter are developed using the concepts of generalized p-value and generalized confidence interval. Furthermore, some simulation results are presented to compare the performances between the proposed approach and the existing approach. For balanced models, the simulation results indicate that the proposed approach can provide satisfactory coverage probabilities and performs better than the existing approaches across the wide array of scenarios, especially for small sample sizes. For unbalanced models, the simulation results show that the two proposed approaches perform more satisfactorily than the existing approach in most cases. Finally, the proposed approaches are illustrated using two real examples.

Interval estimation of variance ratio in non-normal unbalanced one-way random models

Confidence intervals based on the harmonic mean method are proposed for estimating the ratio of variance components and/or the intraclass correlation coefficient (ρ) in unbalanced one-way random models without the normality assumptions. Since the proposed procedure is heavily dependent on the estimation of the kurtosis of the underlying distributions, bias-corrected estimators of kurtosis are proposed as well. Several asymptotic results concerning the proposed procedure are given along with simulation results to assess its performance in finite sample size situations. The proposed intervals are also compared with the corresponding confidence intervals based on the arithmetic mean method and were found to effectively maintain the nominal probability of coverage, except for leptokurtic distributions with fairly large kurtosis where the intervals tend to be liberal. According to the simulation results, the proposed harmonic mean intervals are recommended for use in practice. However, while computing the harmonic mean intervals, the bias-corrected estimators of kurtosis should be used when it is anticipated that ρ is small, but for large ρ the empirically corrected estimators of kurtosis should be adopted. The procedure is illustrated using a real data set.

On Confidence Intervals for Process Capability Indices in a One-Way Random Model

In this article, we investigated the bootstrap calibrated generalized confidence limits for process capability indices C pk for the one-way random effect model. Also, we derived Bissell's approximation formula for the lower confidence limit using Satterthwaite's method and calculated its coverage probabilities and expected values. Then we compared it with standard bootstrap (SB) method and generalized confidence interval method. The simulation results indicate that the confidence limit obtained offers satisfactory coverage probabilities. The proposed method is illustrated with the help of simulation studies and data sets.

The impact of territorial factors on the total non-response error in the European Union – Survey on Income and Living Condition (EU-SILC)

This paper discusses a framework for the evaluation of accuracy of the Italian section of EU-SILC data with focus on non-sampling errors related to several components of the total non-response at household level. Following a classical hierarchical approach, classes of quality indicators are obtained by aggregating some ad hoc basic quality rates. Subsequently, in order to investigate the territorial perspective and its effects on the total nonresponse, one-way random effects ANOVA model and a multinomial logistic regression model are estimated. In this light, the work aims at exploring the main demographic and socio-economic factors potentially correlated with the survey participation at a subnational level. The final goal is sketching a territorial quality profile to identify those crucial areas with a more difficulty to be interviewed in order to define some ad hoc corrective interventions.

Approximate interval for the between-group variance under heteroscedasticity

The paper presents an approximate confidence interval for the between-group variance in a one-way heteroscedastic random-effects model. Derivation of the interval is inspired by the ideas in Williams [A confidence intervals for variance components, Biometrika 49 (1962), pp. 278–281] for the homoscedastic case. Simulations suggest that the proposed interval performs better than or comparably to the other available procedures as studied in Wimmer and Witkovský [Between group variance component interval estimation for the unbalanced heteroscedastic one-way random effects model, J. Stat. Comput. Simul. 73 (2003), pp. 333–346], Hartung and Knapp [On confidence intervals for the among-group variance in the one-way random effects model with unequal error variances, J. Statist. Plann. Inference 127 (2005), pp. 157–177], Li [Comparison of confidence intervals on between group variance in unbalanced heteroscedastic one-way random models, Comm. Statist. Simulation Comput. 36 (2007), pp. 381–390]. Moreover, it is relatively easy to compute.

The Stability of Perceived Pubertal Timing Across Adolescence

It is unknown whether perceived pubertal timing changes as puberty progresses or whether it is an important component of adolescent identity formation that is fixed early in pubertal development. The purpose of this study is to examine the stability of perceived pubertal timing among a school-based sample of rural adolescents aged 11-17 (N=6,425; 50% female; 53% White). Two measures of pubertal timing were used, stage-normative, based on the Pubertal Development Scale, a self-report scale of secondary sexual characteristics, and peer-normative, a one-item measure of perceived pubertal timing. Two longitudinal methods were used: one-way random effects ANOVA models and latent class analysis. When calculating intraclass correlation coefficients using the one-way random effects ANOVA models, which is based on the average reliability from one time point to the next, both measures had similar, but poor, stability. In contrast, latent class analysis, which looks at the longitudinal response pattern of each individual and treats deviation from that pattern as measurement error, showed three stable and distinct response patterns for both measures: always early, always on-time, and always late. Study results suggest instability in perceived pubertal timing from one age to the next, but this instability is likely due to measurement error. Thus, it may be necessary to take into account the longitudinal pattern of perceived pubertal timing across adolescence rather than measuring perceived pubertal timing at one point in time.