The use of scientific computing tools is currently customary for solving problems at several complexity levels in Applied Sciences. The great need for reliable software in the scientific community ...conveys a continuous stimulus to develop new and better performing numerical methods that are able to grasp the particular features of the problem at hand. This has been the case for many different settings of numerical analysis, and this Special Issue aims at covering some important developments in various areas of application.
This book describes the new generation of discrete choice methods, focusing on the many advances that are made possible by simulation. Researchers use these statistical methods to examine the choices ...that consumers, households, firms, and other agents make. Each of the major models is covered: logit, generalized extreme value, or GEV (including nested and cross-nested logits), probit, and mixed logit, plus a variety of specifications that build on these basics. Simulation-assisted estimation procedures are investigated and compared, including maximum simulated likelihood, method of simulated moments, and method of simulated scores. Procedures for drawing from densities are described, including variance reduction techniques such as anithetics and Halton draws. Recent advances in Bayesian procedures are explored, including the use of the Metropolis-Hastings algorithm and its variant Gibbs sampling. No other book incorporates all these fields, which have arisen in the past 20 years. The procedures are applicable in many fields, including energy, transportation, environmental studies, health, labor, and marketing.
Abstract We here present CLUES2, a full-likelihood method to infer natural selection from sequence data that is an extension of the method CLUES. We make several substantial improvements to the CLUES ...method that greatly increases both its applicability and its speed. We add the ability to use ancestral recombination graphs on ancient data as emissions to the underlying hidden Markov model, which enables CLUES2 to use both temporal and linkage information to make estimates of selection coefficients. We also fully implement the ability to estimate distinct selection coefficients in different epochs, which allows for the analysis of changes in selective pressures through time, as well as selection with dominance. In addition, we greatly increase the computational efficiency of CLUES2 over CLUES using several approximations to the forward–backward algorithms and develop a new way to reconstruct historic allele frequencies by integrating over the uncertainty in the estimation of the selection coefficients. We illustrate the accuracy of CLUES2 through extensive simulations and validate the importance sampling framework for integrating over the uncertainty in the inference of gene trees. We also show that CLUES2 is well-calibrated by showing that under the null hypothesis, the distribution of log-likelihood ratios follows a χ2 distribution with the appropriate degrees of freedom. We run CLUES2 on a set of recently published ancient human data from Western Eurasia and test for evidence of changing selection coefficients through time. We find significant evidence of changing selective pressures in several genes correlated with the introduction of agriculture to Europe and the ensuing dietary and demographic shifts of that time. In particular, our analysis supports previous hypotheses of strong selection on lactase persistence during periods of ancient famines and attenuated selection in more modern periods.
Difference-in-differences (DiD) is a powerful, quasi-experimental research design widely used in longitudinal policy evaluations with health outcomes. However, DiD designs face several challenges to ...ensuring reliable causal inference, such as when policy settings are more complex. Recent economics literature has revealed that DiD estimators may exhibit bias when heterogeneous treatment effects, a common consequence of staggered policy implementation, are present. To deepen our understanding of these advancements in epidemiology, in this methodologic primer, we start by presenting an overview of DiD methods. We then summarize fundamental problems associated with DiD designs with heterogeneous treatment effects and provide guidance on recently proposed heterogeneity-robust DiD estimators, which are increasingly being implemented by epidemiologists. We also extend the discussion to violations of the parallel trends assumption, which has received less attention. Last, we present results from a simulation study that compares the performance of several DiD estimators under different scenarios to enhance understanding and application of these methods.
When conducting database studies, researchers sometimes use an algorithm known as “case definition,” “outcome definition,” or “computable phenotype” to identify the outcome of interest. Generally, ...algorithms are created by combining multiple variables and codes, and we need to select the most appropriate one to apply to the database study. Validation studies compare algorithms with the gold standard and calculate indicators such as sensitivity and specificity to assess their validities. As the indicators are calculated for each algorithm, selecting an algorithm is equivalent to choosing a pair of sensitivity and specificity. Therefore, receiver operating characteristic curves can be utilized, and two intuitive criteria are commonly used. However, neither was conceived to reduce the biases of effect measures (e.g., risk difference and risk ratio), which are important in database studies. In this study, we evaluated two existing criteria from perspectives of the biases and found that one of them, called the Youden index always minimizes the bias of the risk difference regardless of the true incidence proportions under nondifferential outcome misclassifications. However, both criteria may lead to inaccurate estimates of absolute risks, and such property is undesirable in decision-making. Therefore, we propose a new criterion based on minimizing the sum of the squared biases of absolute risks to estimate them more accurately. Subsequently, we apply all criteria to the data from the actual validation study on postsurgical infections and present the results of a sensitivity analysis to examine the robustness of the assumption our proposed criterion requires.
Background: Causal graphs are an important tool for covariate selection but there is limited applied research on how best to create them. Here, we used data from the Coronary Drug Project trial to ...assess a range of approaches to directed acyclic graph (DAG) creation. We focused on the effect of adherence on mortality in the placebo arm, since the true causal effect is believed with a high degree of certainty. Methods: We created DAGs for the effect of placebo adherence on mortality using different approaches for identifying variables and links to include or exclude. For each DAG, we identified minimal adjustment sets of covariates for estimating our causal effect of interest and applied these to analyses of the Coronary Drug Project data. Results: When we used only baseline covariate values to estimate the cumulative effect of placebo adherence on mortality, all adjustment sets performed similarly. The specific choice of covariates had minimal effect on these (biased) point estimates, but including nonconfounding prognostic factors resulted in smaller variance estimates. When we additionally adjusted for time-varying covariates of adherence using inverse probability weighting, covariates identified from the DAG created by focusing on prognostic factors performed best. Conclusion: Theoretical advice on covariate selection suggests that including prognostic factors that are not exposure predictors can reduce variance without increasing bias. In contrast, for exposure predictors that are not prognostic factors, inclusion may result in less bias control. Our results empirically confirm this advice. We recommend that hand-creating DAGs begin with the identification of all potential outcome prognostic factors.
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