Random Coefficient Regression Research Articles

Optimal designs for prediction in random coefficient regression with one observation per individual

The subject of this work is random coefficient regression models with only one observation per observational unit (individual). An analytical solution in form of optimality conditions is proposed for optimal designs for the prediction of individual random effect for a group of selected individuals. The behavior of optimal designs is illustrated by the example of linear regression models.

Understanding the imperativeness of environmental-related technological innovations in the FDI – Environmental performance nexus

The inflow of foreign direct investment (FDI) is considered a veritable pathway to the developmental prospects of emerging economies. To some, FDI bridles environmental pollution, while to others, it enhances environmental performance. For updated insights, we critiqued the effect of FDI on environmental quality amidst environmental-related technological innovations (EVT) within the BRICS economies. On the basis of the random coefficients regression and the panel nonlinear-ARDL (PNARDL) technique notable for robust estimates even in the face of cross-sectional exigencies, it is rectified that the enlisted series trend towards long-run equilibrium. The estimates also indicate that carbon emissions in BRICS countries are systemic, and must be fought head-on to attain sustainable development. Furthermore, FDI and EVT, to an extent and with some variations across the countries, compromised environmental quality significantly, but with the passage of time, the interactions of both factors ensure cleaner environments. Additionally, human capital development and renewable energy consumption mitigate pollution in the BRICS countries against the negative impact of traditional energy consumptions. The outcome of the nonlinear specification also establishes that both positive and negative interactions of FDI and technology stimulate cleaner environments, but the effects are asymmetric in both the long and short run.

Remaining useful life prediction based on nonlinear random coefficient regression model with fusing failure time data

Remaining useful life (RUL) prediction is one of the most crucial elements in prognostics and health management (PHM). Aiming at the imperfect prior information, this paper proposes an RUL prediction method based on a nonlinear random coefficient regression (RCR) model with fusing failure time data. Firstly, some interesting natures of parameters estimation based on the nonlinear RCR model are given. Based on these natures, the failure time data can be fused as the prior information reasonably. Specifically, the fixed parameters are calculated by the field degradation data of the evaluated equipment and the prior information of random coefficient is estimated with fusing the failure time data of congeneric equipment. Then, the prior information of the random coefficient is updated online under the Bayesian framework, the probability density function (PDF) of the RUL with considering the limitation of the failure threshold is performed. Finally, two case studies are used for experimental verification. Compared with the traditional Bayesian method, the proposed method can effectively reduce the influence of imperfect prior information and improve the accuracy of RUL prediction.

Personal identity: How it moderates the relation between social identity and workplace performance

Abstract The present study benefits from social identity theory to argue that employees' organizational identity interacts with their trust propensity to predict affective organizational commitment and creativity. It used random coefficient regression procedures or multilevel modeling through the generalized linear mixed models command to test its hypothesis because the data that were collected in two of the studies were the nested or dependent data. Employing longitudinal data gathered from 153 participants and their 71 direct managers at a public organization in Study 1, the present study revealed that organizational identity had stronger positive influences on organizational commitment and creativity when participants' trust propensity was high. Employing longitudinal data collected from 210 employees of 32 business organizations and from 49 direct supervisors of the employees in Study 2, the present study reassured that trust propensity moderates the relationship between organizational identity and creativity. The present study contributes to the theory that employees' personal identity accentuates the positive relationship between their social identity and workplace outcomes such that the relationship becomes stronger as employees' personal identity increases.

Early caregiving adversity differentially shapes behavioral sensitivity to reward and risk during decision-making.

Cognitive systems that track, update, and utilize information about reward (consequences) and risk (uncertainty) are critical for adaptive decision-making as well as everyday functioning and well-being. However, it remains unclear how individual differences in reward and risk sensitivity are independently shaped by environmental influences and give rise to decision-making. Here, we investigated the impact of early life experience-a potent sculptor of development-on behavioral sensitivity to reward and risk. We administered a widely used decision-making paradigm to 55 adolescents and young adults who were exposed to early deprivation in the form of early institutional (orphanage) care (a type of early life adversity) and 81 comparison individuals who were reared by their biological parents and did not experience institutional care. Leveraging random coefficient regression and computational models, we observed that previously institutionalized individuals displayed general reward hyposensitivity, contributing to a decreased propensity to make decisions that stood to earn relatively large rewards relative to comparison individuals. By contrast, group differences in risk sensitivity were selectively observed on loss, but not gain, trials. These results are the first to independently and explicitly link early experiences to reward and risk sensitivity during decision-making. As such, they lay the groundwork for therapeutic efforts to identify and treat adversity-exposed individuals at risk for psychiatric disorders characterized by aberrant decision-making processes. (PsycInfo Database Record (c) 2022 APA, all rights reserved).

The psychological and financial impacts of an emotional culture of anxiety and its antidote, an emotional culture of companionate love

RationaleAnxiety is an increasingly common problem in society, including at work, yet the effects of an emotional culture of anxiety remain unexplored. We offer a new lens on anxiety in the workplace, examining its collective enactment in the form of an emotional culture of anxiety. ObjectiveThis study examines the implications of an emotional culture of anxiety for psychological and financial outcomes within a poorly performing healthcare organization. We also examine whether an emotional culture of companionate love, which helps people “calm and connect”, can counteract the negative effects of an emotional culture of anxiety. MethodsDrawing on survey data of 822 employees from 85 departments in a large US medical center and a time-lagged archival measure of financial performance across those departments, we used ordinary least squares regression and random coefficient regression modeling to examine the main effects of these two emotional cultures and the buffering effect of an emotional culture of companionate love on an emotional culture of anxiety for department costs, department psychological safety, and individual employee burnout and satisfaction. ResultsWe find significant direct relationships between an emotional culture of anxiety and an emotional culture of companionate love on employee burnout and satisfaction in the predicted directions. We also find a significant interaction between the two emotional cultures, with a culture of companionate love attenuating the relationship of a culture of anxiety on job satisfaction, burnout, and financial performance in the form of time-lagged department costs. ConclusionsOur results indicate that a culture of companionate love can be a protective force against the negative outcomes of an emotional culture of anxiety. Examining these two emotional cultures concurrently offers a better understanding of how to address the pernicious effects of anxiety in organizations.

Joint Optimization Strategy of Condition-Based Maintenance and Spare Parts Ordering for Nonlinear Degraded Equipment under Imperfect Maintenance

When existing methods consider the impact of the imperfect maintenance activities on random degraded equipment, they usually assume that the degraded equipment is linear, and set the number of imperfect maintenance activities in advance. However, in engineering practice, most of the degraded equipment is nonlinear, and the number of imperfect maintenance activities has an impact on the development of maintenance strategies. Therefore, this paper proposes a new joint maintenance strategy considering the uncertainty of the number of imperfect maintenance activities for nonlinear degraded equipment. First, nonlinear degradation data are linearized based on Box-Cox transformation (BCT), and the degradation model under the influence of imperfect activities is constructed by the random coefficient regression model. Accordingly, the remaining useful life (RUL) probability distribution can be derived. Secondly, the number of maintenances is calculated by imperfect maintenance level and success probability. Then, the detection cycle, preventive maintenance threshold and maintenance times are taken as decision variables. The optimization objective is to minimize the expected average cost. However, this is restricted by availability and probability of success for imperfect maintenance activities. A multi-objective joint optimization model of condition-based maintenance and spare parts ordering is constructed. Finally, the analysis results based on numerical examples verify the feasibility of the proposed joint optimization strategy.

Eigenvector selection indices for improving milk yield and persistency in Egyptian buffalo

The genetic gains were estimated for milk production and persistency, derived from random regression models, using eigenvector indices, and they were compared with the traditional selection index. The data set contained 4971 test day milk yield recorded for 691 buffalo cows, daughters of 120 sires and 532 dams. The model included the random effects of direct additive genetic, permanent environment and error, whereas the fixed effects were herd test day, year and season of calving and parity, and as a covariate, it was milk days. The first and the 2nd eigenvalues explained 73.1 and 22.9% of the variation of the random regression coefficients, respectively, suggesting that the use of the first two eigenvectors is sufficient. Genetic responses in total milk yield (TMY) based on the first eigenvector index (Ie1) and that based on the conventional selection (IMY) have close gain of about 171 kg in each index. The second eigenvector index (Ie2) showed an increase in TMY (9.91 kg), and thus an increase in the persistency (0.86 kg). The TMY and persistency are the two economically important traits in dairy production, additional genetic gains in persistency and high genetic gain for TMY could be obtained using the 2nd eigenvector index (I*2).

Direct genetic effects, maternal genetic effects, and maternal genetic sensitivity on prenatal heat stress for calf diseases and corresponding genomic loci in German Holsteins

The aim of this study was to infer the effects of heat stress (HS) of dams during late gestation on direct and maternal genetic parameters for pneumonia (PNEU, 112,563 observations), diarrhea (DIAR, 176,904 observations), and omphalitis (OMPH, 176,872 observations) in Holstein calves kept in large-scale co-operator herds. The genotype dataset included 41,135 SNPs from 19,247 male and female cattle. Temperature-humidity indices (THI) during the last 8 wk of pregnancy were calculated, using the climate data from the nearest public weather station for each herd. Heat load effects were considered for average weekly THI larger than 60. Phenotypically, regression coefficients of calf diseases on prenatal THI during the last 8 wk of gestation were estimated in 8 consecutive runs. The strongest detrimental effects of prenatal HS on PNEU and DIAR were identified for the last week of pregnancy (wk 1). Thus, only wk 1 was considered in ongoing genetic and genomic analyses. In an advanced model considering prenatal HS, random regression coefficients on THI in wk 1 nested within maternal genetic effects (maternal slope effects for heat load) were considered as parameters to infer maternal sensitivity in response to prenatal THI alterations. Direct heritabilities from the advanced model ranged from 0.10 (THI 60) to 0.08 (THI 74) for PNEU and were close to 0.16 for DIAR. Maternal heritabilities for PNEU increased from 0.03 to 0.10 along the THI gradient. For DIAR, the maternal heritability was largest (0.07) at the minimum THI (THI = 60) and decreased to 0.05 at THI 74. Genetic correlations smaller than 0.80 for PNEU and DIAR recorded at THI 60 with corresponding diseases at THI 74 indicated genotype by climate interactions for maternal genetic effects. Genome-wide associations studies were performed using de-regressed proofs of genotyped sires for direct genetic, maternal genetic, and maternal slope effects. Thirty suggestive and 2 significant SNPs were identified from the GWAS. Forty-three genes located close to the suggestive SNPs (±100 kb) were annotated as potential candidate genes. Three biological processes were inferred on the basis of the these genes, addressing the negative regulation of the viral life cycle, innate immune response, and protein ubiquitination. Hence, the genetics of prenatal heat stress mechanisms are associated with immune physiology and disease resistance mechanisms.

The Quantitative Analyses for the Effects of Two Wheat Varieties With Different Resistance Levels on the Fungicide Control Efficacies to Powdery Mildew.

Effective strategies to reduce the occurrence of wheat powdery mildew include the use of resistant varieties and application of fungicides. However, most studies rarely focus on the quantitative value of fungicide reduction using resistant varieties. To explore how the fungicides performed on different resistant wheat varieties to powdery mildew, field experiments were conducted during wheat growing seasons in 2018/19 and 2019/20 to investigate the control efficacies of enostroburin⋅epoxiconazole 18% SC and triadimefon 20% EC to wheat powdery mildew on a highly resistant wheat variety (“Baofeng104”) and a highly susceptible wheat variety (“Jingshuang16”). The analyses of variance on control efficacies showed that the control efficacies of enostroburin⋅epoxiconazole 18% SC to wheat powdery mildew were mostly significantly higher than triadimefon 20% EC under the same conditions (i.e., varieties, dosages). However, both fungicide and variety resistance made variabilities in the mildew disease index and played a significant role in mildew management. Particularly, the variety resistance made the greatest contribution in mildew-reducing, and the disease index could significantly be reduced on the highly resistant variety even in the absence of fungicide treatment. The control efficacies to mildew on the highly susceptible variety mainly depended on the high efficiency of fungicides whereas the highly resistant variety were mainly by virtue of variety resistance through the comparative analyses of linear regression models. Furthermore, the random-coefficient regression models and quantile models quantificationally expounded that the relationships between active ingredient dosage and disease index or control efficacy varied from the effects of variety, fungicide, and year, particular from variety. Thus, a dosage reference table of enostroburin⋅epoxiconazole 18% SC or triadimefon 20% EC for different resistant wheat varieties were provided; it would be helpful for users to formulate an appropriate dosage of fungicide on mildew management in the field and avoid overusing or superfluous application. Further study needs to consider the effects of fungicide reduction on wheat yields, only then the maximum-economic benefits on mildew management can be determined.

Random regression test-day models to describe milk production and fatty acid traits in first lactation Walloon Holstein cows.

We investigated the use of different Legendre polynomial orders to estimate genetic parameters for milk production and fatty acid (FA) traits in the first lactation Walloon Holstein cows. The data set comprised 302,684 test-day records of milk yield, fat and protein contents, and FAs generated by mid-infrared (MIR) spectroscopy, C16:0 (palmitic acid), C18:1 cis-9 (oleic acid), LCFAs (long-chain FAs), SFAs (saturated FAs) and UFAs (unsaturated FAs) were studied. The models included random regression coefficients for herd-year of calving (h), additive genetic (a) and permanent environment (p) effects. The selection of the best random regression model (RRM) was based on the deviance information criterion (DIC), and genetic parameters were estimated via a Bayesian approach. For all analysed random effects, DIC values decreased as the order of the Legendre polynomials increased. Best-fit models had fifth-order (degree 4) for the p effect and ranged from second- to fifth-order (degree 1-4) for the a and h effects (LEGhap: LEG555 for milk yield and protein content; LEG335 for fat content and SFA; LEG545 for C16:0 and UFA; and LEG535 for C18:1 cis-9 and LCFA). Based on the best-fit models, an effect of overcorrection was observed in early lactation (5-35days in milk [DIM]). On the contrary, third-order (LEG333; degree 2) models showed flat residual trajectories throughout lactation. In general, the estimates of genetic variance tended to increase over DIM, for all traits. Heritabilities for milk production traits ranged from 0.11 to 0.58. Milk FA heritabilities ranged from low-to-high magnitude (0.03-0.56). High Spearman correlations (>0.90 for all bulls and >0.97 for top 100) were found among breeding values for 155 and 305 DIM between the best RRM and LEG333 model. Therefore, third-order Legendre polynomials seem to be most parsimonious and sufficient to describe milk production and FA traits in Walloon Holstein cows.

<p>Quantile Random-Coefficient Regression with Interactive Fixed Effects: <span>Heterogeneous Group-Level Policy Evaluation</span></p>

<p>Quantile Random-Coefficient Regression with Interactive Fixed Effects: <span>Heterogeneous Group-Level Policy Evaluation</span></p>

Longitudinal Changes in Swiss Adolescent's Mental Health Outcomes from before and during the COVID-19 Pandemic.

This study aimed to explore changes in mental health outcomes (depression, anxiety, home, and school stress) from before the first COVID-19 wave (autumn 2019) to the later stages of the same wave (autumn 2020) in a sample of N = 377 Swiss adolescents (Mage = 12.67; 47% female). It also examined whether students’ background characteristics (gender, immigrant status, and socio-economic status) and reported COVID-19 burden predicted students’ outcomes and their intra-individual changes. Student’s mental health, background characteristics, and reported COVID-19 burden were assessed by a self-report questionnaire. The intra-individual changes in students’ scores were estimated using random coefficients regression analyses, with time points nested in individuals. To examine the effects of predictors (students’ background characteristics and the reported COVID-19 burden) on outcome scores and changes, multilevel intercepts-and-slopes-as-outcomes models were used. The results showed that the expected impact of the pandemic on mental health was not noticeable in the later stages of the first COVID-19 wave. Only two effects were demonstrated in terms of intra-individual changes, namely, an effect of gender on depression and anxiety symptoms and an effect of reported COVID-19 burden on school stress symptoms. Moreover, few associations were found for selected predictors and students’ mean level scores, averaged across both time points.

Interpreting Stochastic Frontier Model as Random Coefficient Model and Vice Versa

Abstract This note explores the relationship between the stochastic frontier model and the random coefficient regression model. It shows how to interpret the former as a special case of the latter and vice versa. JEL classification numbers: C13, C51, D24. Keywords: Stochastic production frontier, Random coefficient regression, Composite error, Technical inefficiency.

Equivalence theorems for multiple-design problems with application in mixed models

In the present paper we consider design criteria which depend on several designs simultaneously. We formulate equivalence theorems based on information matrices (if criteria depend on designs via information matrices) or with respect to the designs themselves (for finite design regions). We apply the obtained optimality conditions to multiple-group random coefficient regression models and illustrate the results by simple examples.

Dealing with elite sport competition demands: an exploration of the dynamic relationships between stress appraisal, coping, emotion, and performance during fencing matches

ABSTRACT The present research aimed to provide a more holistic analysis of stressful experiences in sport by examining how stress appraisal, coping and emotion are dynamically inter-related constructs and the extent to which their dynamic relationship is associated with objective performance. Based on process-oriented methods, two studies were conducted with elite athletes in order to investigate the dynamic relationship between these constructs and performance in highly demanding sport situations (Study 1: simulated competitive fencing matches during a training session; Study 2: real-life competitive fencing matches during an international competition). The results of the random coefficient regression models emphasise the dynamic nature of the relationship between stress appraisal, coping behaviour, emotion and objective performance over the course of fencing matches. They allowed identification of additional mediating effects of coping and emotion within dynamic relationships between stress appraisal and performance. These studies contribute to a deeper understanding of psychological adaptation in performance environments. The implications of the findings are discussed in relation to the design of effective coping interventions to support the learning of performance-related coping skills and the attainment of performance goals among individuals in highly demanding environments.

Genomic-polygenic evaluations using random regression models with Legendre polynomials and linear splines for milk yield and fat percentage in the Thai multibreed dairy cattle population

This research aimed to compare single-step random regression models with third-order Legendre polynomials (RRLP) and splines with four (RRSP4) and five (RRSP5) knots for milk yield (MY) and fat percentage (FP) genomic-polygenic evaluations in the Thai multibreed dairy population. Models were compared using estimates of variance components, genetic parameters, goodness of fit, genomic-polygenic EBV (GPEBV) accuracies, and animal rankings. The dataset included pedigree and monthly test-day records (69,029 for MY; 29,878 for FP) of 7,206 first-lactation cows from 761 farms, and genotypic records (74,144 actual and imputed SNP) from 2,661 animals. Variance components and genetic parameters for MY and FP were estimated using REML procedures. Models contained contemporary group (herd-year-season), calving age, heterozygosity, and population lactation curve regression coefficients as fixed effects. Random effects were animal additive genetic, permanent environment random regression coefficients, and residual. The population lactation curve, additive genetic, and permanent environment effects were fitted using regression coefficients of third-order Legendre polynomials for RRLP, splines of four knots for RRSP4, and five knots for RRSP5. The estimates of 305-day additive genetic variances (σ^a2) and heritabilities (h^2) were higher for RRLP (MY: σ^a2 = 279,893.2 kg2, h^2 = 0.27; FP: σ^a2 = 0.10%2, h^2 = 0.16) than for RRSP4 (MY: σ^a2 = 260,178.1 kg2, h^2 = 0.19; FP: σ^a2 = 0.08%2, h^2 = 0.11), and for RRSP5 (MY: σ^a2 = 266,198.0 kg2, h^2 = 0.20; FP: σ^a2 = 0.08%2, h^2 = 0.12). Similarly, RRLP yielded better goodness of fit and higher GPEBV accuracies than RRSP4 and RRSP5. The goodness of fit values for RRLP were 293,813 for -2 log-likelihood (-2logL), 293,855 for the Akaike's information criterion (AIC), and 293,915 for the Bayesian information criterion (BIC). The corresponding values for RRSP4 were 362,738 for -2logL, 362,888 for AIC, and 363,101 for BIC, and those for RRSP5 were 354,473 for -2logL, 354,699 for AIC, and 355,020 for BIC. Lastly, the GPEBV accuracies for RRLP were 49.3% for MY and 38.6% for FP, those for RRSP4 were 47.2% for MY and 37.8% for FP, and the ones for RRSP5 were 47.4% for MY, 37.5% for FP. Rank correlations between animal GPEBV from these three models were high ranging from 0.91 to 0.98 for MY and 0.88 to 0.98 for FY. Results indicated that GPEBV from RRLP should be preferred to GPEBV from RRSP4 and RRSP5 to increase selection responses for MY and FP in the Thai multibreed dairy population.

The pacifying effect of energy dependence on interstate conflict: A Large-N analysis

Energy remains essential to all forms of economic and military activity and constitutes one of the most valuable and strategic commodities in international trade. Using the newly released Global Energy Relations Dataset, we assess whether trade in energy resources systematically affect bilateral relations between an importer and its exporter. More specifically, we contrast the liberal expectation that dependence on trade in energy pacifies with the realist expectation that the vulnerabilities created via dependence on energy trade will lead to conflictual relations. Our random coefficient regression models indicate that the more dependent an importer is to an exporter for energy, the more pacific the importer will be towards that exporter. Different types of energy resources pacify importers to varying degrees; importers are less reluctant to initiate conflict against their exporters of more fungible energy resources. Accordingly, our findings show that this pacifying effect is minimal for coal and oil. Trade in electricity emerges as a stronger pacifier. We find natural gas to be the most potent pacifying energy resource. Our study also contributes to the debate on the geopolitical implications of global energy flows by pointing out to regional variations in how countries manage their relations vis-à-vis their energy suppliers.

A robust random coefficient regression representation of the chain-ladder method

AbstractIt is well known that the presence of outliers can mis-estimate (underestimate or overestimate) the overall reserve in the chain-ladder method, when we consider a linear regression model, based on the assumption that the coefficients are fixed and identical from one observation to another. By relaxing the usual regression assumptions and applying a regression with randomly varying coefficients, we have a similar phenomenon, i.e., mis-estimation of the overall reserves. The lack of robustness of loss reserving regression with random coefficients on incremental payment estimators leads to the development of this paper, aiming to apply robust statistical procedures to the loss reserving estimation when regression coefficients are random. Numerical results of the proposed method are illustrated and compared with the results that were obtained by linear regression with fixed coefficients.

Is there a combined effect of depression and cognitive reserve on cognitive function? Findings from a population-based study

Objective To analyse the combined effect of depression and cognitive reserve (CR) on cognition over a three-year follow-up period; and to explore this relationship specifically in individuals aged 65+ years. Design Data from the ‘Edad con Salud’ project were analysed (n = 1,144; 50+ years). Main Outcome Measures The Composite International Diagnostic Interview was used to evaluate depression. CR was assessed with the Cognitive Reserve Questionnaire. Episodic memory was assessed with the word list memory and recall. Verbal fluency was measured through the animal naming task. Random coefficient regression analyses were performed. Results Depression was associated with lower scores in episodic memory, whereas increased levels of CR were related with higher scores across all the cognitive tests. Among older-aged individuals, cognition decreased at lower levels of CR regardless of depression, while participants with depression exhibited decreased values in both measures of memory at higher levels of CR. Conclusion Depression and CR were related with cognitive performance. Among older individuals, those with low levels of CR may constitute a vulnerable group with poor cognitive prognosis, whilst a harmful effect of depression on memory performance was observed among individuals with greater CR. Further evidence needs to be gathered to understand these associations.