The first part of my thesis is concerned with estimation for longitudinal data using generalized semi-parametric mixed models and multilevel generalized linear mixed models for a binary response. Likelihood based inferences are hindered by the lack of a closed form representation. Consequently, various integration approaches have been proposed. We propose a spherical radial integration based approach that takes advantage of the hierarchical structure of the data, which we call the 2 SR method. Compared to Pinheiro and Chao's multilevel Adaptive Gaussian quadrature, our proposed method has an improved time complexity with the number of functional evaluations scaling linearly in the number of subjects and in the dimension of random effects per level. Simulation studies show that our approach has similar to better accuracy compared to Gauss Hermite Quadrature (GHQ) and has better accuracy compared to PQL especially in the variance components. The second part of my thesis is concerned with identifying differentially expressed gene pathways/gene sets. We propose a logistic kernel machine to model the gene pathway effect with a binary response. Kernel machines were chosen since they account for gene interactions and clinical covariates. Furthermore, we established a connection between our logistic kernel machine with GLMMs allowing us to use ideas from the GLMM literature. For estimation and testing, we adopted Clarkson's spherical radial approach to perform the high dimensional integrations. For estimation, our performance in simulation studies is comparable to better than Bayesian approaches at a much lower computational cost. As for testing of the genetic pathway effect, our REML likelihood ratio test has increased power compared to a score test for simulated non-linear pathways. Additionally, our approach has three main advantages over previous methodologies: 1) our testing approach is self-contained rather than competitive, 2) our kernel machine approach can model complex pathway effects and gene-gene interactions, and 3) we test for the pathway effect adjusting for clinical covariates. Motivation for our work is the analysis of an Acute Lymphocytic Leukemia data set where we test for the genetic pathway effect and provide confidence intervals for the fixed effects.

Pathway is a set of genes which are predefined and serve a particular celluar or physiological function. Ranking pathways relevant to a particular phenotype can help researchers focus on a few sets of genes in pathways. In this thesis, a Bayesian hierarchical latent model was proposed using generalized linear random effects model. The advantage of the approach was that it can easily incorporate prior knowledges when the sample size was small and the number of genes was large. For the covariance matrix of a set of random variables, two Gaussian random processes were considered to construct the dependencies among genes in a pathway. One was based on the polynomial kernel and the other was based on the Gaussian kernel. Then these two kernels were compared with constant covariance matrix of the random effect by using the ratio, which was based on the joint posterior distribution with respect to each model. For mixture models, log-likelihood values were computed at different values of the mixture proportion, compared among mixtures of selected kernels and point-mass density (or constant covariance matrix). The approach was applied to a data set (Mootha et al., 2003) containing the expression profiles of type II diabetes where the motivation was to identify pathways that can discriminate between normal patients and patients with type II diabetes. / Master of Science

of the diploma thesis Title: Computational Methods for Maximum Likelihood Estimation in Generalized Linear Mixed Models Author: Bc. Martin Otava Department: Department of Probability and Mathematical Statistics Supervisor: RNDr. Arnošt Komárek, Ph.D., Department of Probability and Mathematical Statistics Abstract: Using maximum likelihood method for generalized linear mixed models, the analytically unsolvable problem of maximization can occur. As solution, iterative and ap- proximate methods are used. The latter ones are core of the thesis. Detailed and general introducing of the widely used methods is emphasized with algorithms useful in practical cases. Also the case of non-gaussian random effects is discussed. The approximate methods are demonstrated using the real data sets. Conclusions about bias and consistency are supported by the simulation study. Keywords: generalized linear mixed model, penalized quasi-likelihood, adaptive Gauss- Hermite quadrature 1

In this work we explored and proposed flexible models to analyze hierarchical and overdispersed data in agriculture. A semi-parametric generalized linear mixed model was applied and compared with the main standard models to assess count data and, a combined model that take into account overdispersion and clustering through two separate sets of random effects was proposed to model nominal outcomes. For all models, the computational codes were implemented using the SAS software and are available in the appendix. / Nesse trabalho, exploramos e propusemos modelos flexíveis para a análise de dados hierárquicos e superdispersos na agricultura. Um modelo linear generalizado semi- paramétrico misto foi aplicado e comparado com os principais modelos para a análise de dados de contagem e, um modelo combinado que leva em consideração a superdispersão e a hierarquia dos dados por meio de dois efeitos aleatórios distintos foi proposto para a análise de dados nominais. Todos os códigos computacionais foram implementados no software SAS sendo disponibilizados no apêndice.

Model-based estimation techniques have been widely used in small area estimation. This thesis focuses on the Hierarchical Bayes (HB) estimation techniques in application to small area estimation for survey data. We will study the impact of applying spatial structure to area-specific effects and utilizing a specific generalized linear mixed model in comparison with a traditional Fay-Herriot estimation model. We will also analyze different loss functions with applications to a small area estimation problem and compare estimates obtained under these loss functions. Overall, for the case study under consideration, area-specific geographical effects will be shown to have a significant effect on estimates. As well, using a generalized linear mixed model will prove to be more advantageous than the usual Fay-Herriot model. We will also demonstrate the benefits of using a weighted balanced-type loss function for the purpose of balancing the precision of estimates with their closeness to the direct estimates.

Model-based estimation techniques have been widely used in small area estimation. This thesis focuses on the Hierarchical Bayes (HB) estimation techniques in application to small area estimation for survey data. We will study the impact of applying spatial structure to area-specific effects and utilizing a specific generalized linear mixed model in comparison with a traditional Fay-Herriot estimation model. We will also analyze different loss functions with applications to a small area estimation problem and compare estimates obtained under these loss functions. Overall, for the case study under consideration, area-specific geographical effects will be shown to have a significant effect on estimates. As well, using a generalized linear mixed model will prove to be more advantageous than the usual Fay-Herriot model. We will also demonstrate the benefits of using a weighted balanced-type loss function for the purpose of balancing the precision of estimates with their closeness to the direct estimates.

This dissertation aims to develop statistical methodologies for estimating the effects of time-fixed and time-varying factors in recurrent events modeling context. The research is motivated by the traffic safety research question of evaluating the influence of crash on driving risk and driver behavior. The methodologies developed, however, are general and can be applied to other fields. Four alternative approaches based on various data settings are elaborated and applied to 100-Car Naturalistic Driving Study in the following Chapters. Chapter 1 provides a general introduction and background of each method, with a sketch of 100-Car Naturalistic Driving Study. In Chapter 2, I assessed the impact of crash on driving behavior by comparing the frequency of distraction events in per-defined windows. A count-based approach based on mixed-effect binomial regression models was used. In Chapter 3, I introduced intensity-based recurrent event models by treating number of Safety Critical Incidents and Near Crash over time as a counting process. Recurrent event models fit the natural generation scheme of the data in this study. Four semi-parametric models are explored: Andersen-Gill model, Andersen-Gill model with stratified baseline functions, frailty model, and frailty model with stratified baseline functions. I derived model estimation procedure and and conducted model comparison via simulation and application. The recurrent event models in Chapter 3 are all based on proportional assumption, where effects are constant. However, the change of effects over time is often of primary interest. In Chapter 4, I developed time-varying coefficient model using penalized B-spline function to approximate varying coefficients. Shared frailty terms was used to incorporate correlation within subjects. Inference and statistical test are also provided. Frailty representation was proposed to link time-varying coefficient model with regular frailty model. In Chapter 5, I further extended framework to accommodate multi-type recurrent events with time-varying coefficient. Two types of recurrent-event models were developed. These models incorporate correlation among intensity functions from different type of events by correlated frailty terms. Chapter 6 gives a general review on the contributions of this dissertation and discussion of future research directions. / Ph. D.

In this work, we study the so-called combined models, generalized linear mixed models with extension to allow for overdispersion, in the context of genetics and breeding. Such flexible models accommodates cluster-induced correlation and overdispersion through two separate sets of random effects and contain as special cases the generalized linear mixed models (GLMM) on the one hand, and commonly known overdispersion models on the other. We use such models while obtaining heritability coefficients for non-Gaussian characters. Heritability is one of the many important concepts that are often quantified upon fitting a model to hierarchical data. It is often of importance in plant and animal breeding. Knowledge of this attribute is useful to quantify the magnitude of improvement in the population. For data where linear models can be used, this attribute is conveniently defined as a ratio of variance components. Matters are less simple for non-Gaussian outcomes. The focus is on time-to-event and count traits, where the Weibull-Gamma-Normal and Poisson-Gamma-Normal models are used. The resulting expressions are sufficiently simple and appealing, in particular in special cases, to be of practical value. The proposed methodologies are illustrated using data from animal and plant breeding. Furthermore, attention is given to the occurrence of negative estimates of variance components in the Poisson-Gamma-Normal model. The occurrence of negative variance components in linear mixed models (LMM) has received a certain amount of attention in the literature whereas almost no work has been done for GLMM. This phenomenon can be confusing at first sight because, by definition, variances themselves are non-negative quantities. However, this is a well understood phenomenon in the context of linear mixed modeling, where one will have to make a choice between a hierarchical and a marginal view. The variance components of the combined model for count outcomes are studied theoretically and the plant breeding study used as illustration underscores that this phenomenon can be common in applied research. We also call attention to the performance of different estimation methods, because not all available methods are capable of extending the parameter space of the variance components. Then, when there is a need for inference on such components and they are expected to be negative, the accuracy of the method is not the only characteristic to be considered. / Neste trabalho foram estudados os chamados modelos combinados, modelos lineares generalizados mistos com extensão para acomodar superdispersão, no contexto de genética e melhoramento. Esses modelos flexíveis acomodam correlação induzida por agrupamento e superdispersão por meio de dois conjuntos separados de efeitos aleatórios e contem como casos especiais os modelos lineares generalizados mistos (MLGM) e os modelos de superdispersão comumente conhecidos. Tais modelos são usados na obtenção do coeficiente de herdabilidade para caracteres não Gaussianos. Herdabilidade é um dos vários importantes conceitos que são frequentemente quantificados com o ajuste de um modelo a dados hierárquicos. Ela é usualmente importante no melhoramento vegetal e animal. Conhecer esse atributo é útil para quantificar a magnitude do ganho na população. Para dados em que modelos lineares podem ser usados, esse atributo é convenientemente definido como uma razão de componentes de variância. Os problemas são menos simples para respostas não Gaussianas. O foco aqui é em características do tipo tempo-até-evento e contagem, em que os modelosWeibull-Gama-Normal e Poisson-Gama-Normal são usados. As expressões resultantes são suficientemente simples e atrativas, em particular nos casos especiais, pelo valor prático. As metodologias propostas são ilustradas usando dados de melhoramento animal e vegetal. Além disso, a atenção é voltada à ocorrência de estimativas negativas de componentes de variância no modelo Poisson-Gama- Normal. A ocorrência de componentes de variância negativos em modelos lineares mistos (MLM) tem recebido certa atenção na literatura enquanto quase nenhum trabalho tem sido feito para MLGM. Esse fenômeno pode ser confuso a princípio porque, por definição, variâncias são quantidades não-negativas. Entretanto, este é um fenômeno bem compreendido no contexto de modelagem linear mista, em que a escolha deverá ser feita entre uma interpretação hierárquica ou marginal. Os componentes de variância do modelo combinado para respostas de contagem são estudados teoricamente e o estudo de melhoramento vegetal usado como ilustração confirma que esse fenômeno pode ser comum em pesquisas aplicadas. A atenção também é voltada ao desempenho de diferentes métodos de estimação, porque nem todos aqueles disponíveis são capazes de estender o espaço paramétrico dos componentes de variância. Então, quando há a necessidade de inferência de tais componentes e é esperado que eles sejam negativos, a acurácia do método de estimação não é a única característica a ser considerada.

Submitted by JOÉL VILLAVICENCIO GASTELÚ null (tear_295@hotmail.com) on 2016-03-30T17:36:01Z No. of bitstreams: 1 Dissertação_Rev1_13 - Joel Gastelu.pdf: 3335802 bytes, checksum: 93fbe0689da0072cc77a9120a8e24b02 (MD5) / Rejected by Juliano Benedito Ferreira (julianoferreira@reitoria.unesp.br), reason: Solicitamos que realize uma nova submissão seguindo as orientações abaixo: O arquivo submetido está sem a ficha catalográfica. A versão submetida por você é considerada a versão final da dissertação/tese, portanto não poderá ocorrer qualquer alteração em seu conteúdo após a aprovação. Corrija estas informações e realize uma nova submissão contendo o arquivo correto. Agradecemos a compreensão. on 2016-04-01T13:14:50Z (GMT) / Submitted by JOÉL VILLAVICENCIO GASTELÚ null (tear_295@hotmail.com) on 2016-04-01T19:04:22Z No. of bitstreams: 1 Dissertação_Joel.pdf: 4253690 bytes, checksum: 75d9921d8416eec7341f8bf0e2182766 (MD5) / Rejected by Ana Paula Grisoto (grisotoana@reitoria.unesp.br), reason: Solicitamos que realize uma nova submissão seguindo as orientações abaixo: A data informada na capa do documento está diferente da data de defesa que consta na ficha catalográfica e folha de aprovação. Corrija esta informação no arquivo PDF e realize uma nova submissão contendo o arquivo correto. Agradecemos a compreensão. on 2016-04-05T13:53:33Z (GMT) / Submitted by JOÉL VILLAVICENCIO GASTELÚ null (tear_295@hotmail.com) on 2016-04-06T22:35:57Z No. of bitstreams: 1 Dissertação_Joel.pdf: 4231140 bytes, checksum: 4bd6143a52dc3a6846abd4f996ba9306 (MD5) / Approved for entry into archive by Juliano Benedito Ferreira (julianoferreira@reitoria.unesp.br) on 2016-04-07T12:21:23Z (GMT) No. of bitstreams: 1 gastelu_jv_me_ilha.pdf: 4231140 bytes, checksum: 4bd6143a52dc3a6846abd4f996ba9306 (MD5) / Made available in DSpace on 2016-04-07T12:21:23Z (GMT). No. of bitstreams: 1 gastelu_jv_me_ilha.pdf: 4231140 bytes, checksum: 4bd6143a52dc3a6846abd4f996ba9306 (MD5) Previous issue date: 2016-03-01 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) / No presente trabalho tem-se como objetivo estimar o potencial fotovoltaico devido à instalação de sistemas fotovoltaicos em telhados de áreas residenciais. Na estimação desse potencial foram consideradas quatro grandezas: o nível de irradiação solar, a área aproveitável de telhado para a instalação dos sistemas fotovoltaicos, a eficiência de conversão dos sistemas fotovoltaicos e as probabilidades de instalação dos sistemas fotovoltaicos, que caracterizam as preferências dos habitantes à instalação desses sistemas. Um modelo hierárquico bayesiano foi proposto para o cálculo das probabilidades de instalação dos sistemas fotovoltaicos. Nesse modelo bayesiano é estabelecida uma relação entre as probabilidades de instalação, as variáveis socioeconômicas e as interações entre as subáreas, através de um modelo linear generalizado misto. O cálculo do valor esperado das probabilidades de instalação foi realizado usando o método de Monte Carlo via cadeias de Markov. Os resultados do potencial fotovoltaico são apresentados através de mapas temáticos, que permitem a visualização da distribuição espacial do seu valor esperado. Esta informação pode ajudar as concessionárias de distribuição no planejamento e expansão de suas redes elétricas em regiões com maior potencial de geração fotovoltaica. / The present work aims to estimate the photovoltaic potential for installing solar panel on the rooftop of residential areas. The estimation of this potential considers four quantities: the solar radiation level, rooftop availability for installation of photovoltaic systems, conversion efficiency of the photovoltaic systems and the probabilities for the installation of photovoltaic systems that characterize the preferences of the inhabitants to the installation of such systems. A bayesian hierarchical model is proposed to calculate the installation probabilities of photovoltaic systems. This bayesian model establishes a relation among the installation probabilities, socioeconomic variables and interactions between subareas, through a generalized linear mixed model. The calculation of expected value of installation probabilities in each subarea is performed using the Markov Chain Monte Carlo method. Photovoltaic potential results are presented through thematic maps that allow the visualization of the spatial distribution of its expected value. This information can help to distribution utilities for planning and expansion of their networks in regions with the greatest potential for photovoltaic generation.

Orientador: Antônio Padilha Feltrin / Resumo: No presente trabalho tem-se como objetivo estimar o potencial fotovoltaico devido à instalação de sistemas fotovoltaicos em telhados de áreas residenciais. Na estimação desse potencial foram consideradas quatro grandezas: o nível de irradiação solar, a área aproveitável de telhado para a instalação dos sistemas fotovoltaicos, a eficiência de conversão dos sistemas fotovoltaicos e as probabilidades de instalação dos sistemas fotovoltaicos, que caracterizam as preferências dos habitantes à instalação desses sistemas. Um modelo hierárquico bayesiano foi proposto para o cálculo das probabilidades de instalação dos sistemas fotovoltaicos. Nesse modelo bayesiano é estabelecida uma relação entre as probabilidades de instalação, as variáveis socioeconômicas e as interações entre as subáreas, através de um modelo linear generalizado misto. O cálculo do valor esperado das probabilidades de instalação foi realizado usando o método de Monte Carlo via cadeias de Markov. Os resultados do potencial fotovoltaico são apresentados através de mapas temáticos, que permitem a visualização da distribuição espacial do seu valor esperado. Esta informação pode ajudar as concessionárias de distribuição no planejamento e expansão de suas redes elétricas em regiões com maior potencial de geração fotovoltaica. / Abstract: The present work aims to estimate the photovoltaic potential for installing solar panel on the rooftop of residential areas. The estimation of this potential considers four quantities: the solar radiation level, rooftop availability for installation of photovoltaic systems, conversion efficiency of the photovoltaic systems and the probabilities for the installation of photovoltaic systems that characterize the preferences of the inhabitants to the installation of such systems. A bayesian hierarchical model is proposed to calculate the installation probabilities of photovoltaic systems. This bayesian model establishes a relation among the installation probabilities, socioeconomic variables and interactions between subareas, through a generalized linear mixed model. The calculation of expected value of installation probabilities in each subarea is performed using the Markov Chain Monte Carlo method. Photovoltaic potential results are presented through thematic maps that allow the visualization of the spatial distribution of its expected value. This information can help to distribution utilities for planning and expansion of their networks in regions with the greatest potential for photovoltaic generation. / Mestre