Browsing by Author "John Monahan, Co-Chair"

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    Bivariate Contours for Censored Data.
    (2011-11-03) Mathias, Jamila; John Monahan, Co-Chair; Huixia Wang, Co-Chair; Howard Bondell, Member; Sujit Ghosh, Member; Jerry Davis, Graduate School Representative
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    Comparing Bayesian, Maximum Likelihood and Classical Estimates for the Jolly-Seber Model
    (2001-05-30) Brown, George Gordon Jr.; John Monahan, Co-Chair; Ken Pollock, Co-Chair; Roger Berger, Member; Sujit Ghosh, Member
    In 1965 Jolly and Seber proposed a model to analyze data for open population capture-recapture studies. Despite frequent use of the Jolly-Seber model, likelihood-based inference is complicated by the presence of a number of unobservable variables that cannot be easily integrated from the likelihood. In order to avoid integration, various statistical methods have been employed to obtain meaningful parameter estimates. Conditional maximum likelihood, suggested by both Jolly and Seber, has become the standard method. Two new parameter estimation methods, applied to the Jolly-Seber Model D, are presented in this thesis. The first new method attempts to obtain maximum likelihood estimates after integrating all of the unobservable variables from the Jolly-Seber Model D likelihood. Most of the unobservable variables can be analytically integrated from the likelihood. However, the variables dealing with the abundance of uncaptured individuals must be numerically integrated. A FORTRAN program was constructed to perform the numerical integration and search for MLEs using a combination of fixed quadrature and Newton's method. Since numerical integration tends to be very time consuming, MLEs could only be obtained from capture-recapture studies with a small number of sampling periods. In order to test the validity of the MLE, a simulation experiment was conducted that obtained MLEs from simulated data for a wide variety of parameter values. Variance estimates for these MLEs were obtained using the Chapman-Robbins lower bound. These variances estimates were used to construct 90% confidence intervals with approximately correct coverage. However, in cases with few recaptures the MLEs performed poorly. In general, the MLEs tended to perform well on a wide variety of the simulated data sets and appears to be a valid tool for estimating population characteristics for open populations. The second new method employs the Gibbs sampler on an unintegrated and an integrated version of the Jolly-Seber Model D likelihood. For both version full conditional distributions are easily obtained for all parameters of interest. However, sampling from these distributions is non-trivial. Two FORTRAN programs were developed to run the Gibbs sampler for the unintegrated and the integrated likelihoods respectively. Means, medians, modes and variances were constructed from the resulting empirical posterior distributions and used for inference. Spectral density was used to construct a variance estimate for the posterior mean. Equal-tailed posterior density regions were directly calculated from the posteriors distributions. A simulation experiment was conducted to test the validity of density regions. These density regions also have approximately the proper coverage provided that the capture probability is not too small. Convergence to a stationary distribution is explored for both version of the likelihood. Often, convergence was difficult to detect, therefore a test of convergence was constructed by comparing two independent chains from both version of the Gibbs sampler. Finally, an experiment was constructed to compare these two new methods and the traditional conditional maximum likelihood estimates using data simulated from a capture-recapture experiment with 4 sampling periods. This experiment showed that there is little difference between the conditional maximum likelihood estimates and the 'true' maximum likelihood estimates when the population size is large. A second simulation experiment was conducted to determine which of the 3 estimation methods provided the 'best' estimators. This experiment was largely inconclusive as no single method routinely outperformed the others.
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    Computational approaches for maximum likelihood estimation for nonlinearmixed models.
    (2000-07-19) Hartford, Alan Hughes; Marie Davidian, Co-Chair; John Monahan, Co-Chair; Pierre Gremaud, Member; Sastry Pantula, Member; Carla Savage, Member
    The nonlinear mixed model is an important tool for analyzingpharmacokinetic and other repeated-measures data.In particular, these models are used when the measured response for anindividual,,has a nonlinear relationship with unknown, random, individual-specificparameters,.Ideally, the method of maximum likelihood is used to find estimates forthe parameters ofthe model after integrating out the random effects in the conditionallikelihood. However, closed form solutions tothe integral are generally not available. As a result, methods have beenpreviously developed to find approximatemaximum likelihood estimates for the parameters in the nonlinear mixedmodel. These approximate methods include FirstOrder linearization, Laplace's approximation, importance sampling, andGaussian quadrature. The methods are availabletoday in several software packages for models of limited sophistication;constant conditional error variance is requiredfor proper utilization of most software. In addition, distributionalassumptions are needed. This work investigates howrobust two of these methods, First Order linearization and Laplace'sapproximation, are to these assumptions. The findingis that Laplace's approximation performs well, resulting in betterestimation than first order linearization when bothmodels converge to a solution. A method must provide good estimates of the likelihood at points inthe parameter space near the solution. This workcompares this ability among the numerical integration techniques,Gaussian quadrature, importance sampling, and Laplace'sapproximation. A new "scaled" and "centered" version of Gaussianquadrature is found to be the most accurate technique.In addition, the technique requires evaluation of the integrand at onlya few abscissas. Laplace's method also performs well; it is more accurate than importance sampling with even 100importance samples over two dimensions. Even so, Laplace's method still does not perform as well as Gaussian quadrature.Overall, Laplace's approximation performs better than expected, and is shown to be a reliable method while stillcomputationally less demanding. This work also introduces a new method to maximize the likelihood.This method can be sharpened to any desired levelof accuracy. Stochastic approximation is incorporated to continuesampling until enough information is gathered to resultin accurate estimation. This new method is shown to work well for linear mixed models, but is not yet successful for thenonlinear mixed model.