Random effect models for multivariate mixed data: A Parafac-based finite mixture approach

2021 ◽  
pp. 1471082X2110374
Author(s):  
Marco Alfò ◽  
Paolo Giordani

We discuss a flexible regression model for multivariate mixed responses. Dependence between outcomes is introduced via the joint distribution of discrete outcome- and individual-specific random effects that represent potential unobserved heterogeneity in each outcome profile. A different number of locations can be used for each margin, and the association structure is described by a tensor that can be further simplified by using the Parafac model. A case study illustrates the proposal.

Risks ◽  
2021 ◽  
Vol 9 (8) ◽  
pp. 150
Author(s):  
Ekaterina Koroleva ◽  
Shawuya Jigeer ◽  
Anqi Miao ◽  
Angi Skhvediani

The study examines the relationship between internal determinants, external determinants and the profitability of state-owned commercial banks. We use pooled regression, fixed effect, and random effect models on the case of the top five Chinese state-owned commercial banks from 2007 to 2019. The results show that internal factors, measured by size, credit quality, and liquidity, significantly positively influence banks’ profitability. State-owned banks that have larger sizes, higher credit quality, and higher liquidity have accordingly higher profitability than other banks. On the contrary, the external factor, measured by the natural logarithm of GDP, negatively influences banks’ profitability. The decrease in GDP leads to higher profitability of state-owned commercial banks in China. Our results provide insight into the profitability of state-owned commercial banks, considering the latest changes in the Chinese banking industry.


2021 ◽  
pp. 1-25
Author(s):  
Yu-Chin Hsu ◽  
Ji-Liang Shiu

Under a Mundlak-type correlated random effect (CRE) specification, we first show that the average likelihood of a parametric nonlinear panel data model is the convolution of the conditional distribution of the model and the distribution of the unobserved heterogeneity. Hence, the distribution of the unobserved heterogeneity can be recovered by means of a Fourier transformation without imposing a distributional assumption on the CRE specification. We subsequently construct a semiparametric family of average likelihood functions of observables by combining the conditional distribution of the model and the recovered distribution of the unobserved heterogeneity, and show that the parameters in the nonlinear panel data model and in the CRE specification are identifiable. Based on the identification result, we propose a sieve maximum likelihood estimator. Compared with the conventional parametric CRE approaches, the advantage of our method is that it is not subject to misspecification on the distribution of the CRE. Furthermore, we show that the average partial effects are identifiable and extend our results to dynamic nonlinear panel data models.


CJEM ◽  
2020 ◽  
Vol 22 (S1) ◽  
pp. S38-S38
Author(s):  
K. de Wit ◽  
D. Nishijima ◽  
S. Mason ◽  
R. Jeanmonod ◽  
S. Parpia ◽  
...  

Introduction: It is unclear whether anticoagulant or antiplatelet medications increase the risk for intracranial bleeding in older adults after a fall. Our aim was to report the incidence of intracranial bleeding among older adults presenting to the emergency department (ED) with a fall, among patients taking anticoagulants, antiplatelet medications, both medications and neither medication. Methods: This was a systematic review and meta-analysis, PROSPERO reference CRD42019122626. Medline, EMBASE (via OVID 1946 - July 2019), Cochrane, Database of Abstracts of Reviews of Effects databases and the grey literature were searched for studies reporting on older adults who were evaluated after a fall. We included prospective studies conducted in the ED where more than 80% of the cohort were 65 years or older and had fallen. We contacted study authors for aggregate data on intracranial bleeding in patients prescribed anticoagulant medication, antiplatelet medication and neither medication. Incidences of intracranial bleeding were pooled using random effect models, and I2 index was used to assess heterogeneity. Results: From 7,240 publication titles, 10 studies met inclusion criteria. The authors of 8 of these 10 studies provided data (on 9,489 patients). All studies scored low or moderate risk of bias. The pooled incidence of intracranial bleeding among patients taking an anticoagulant medication was 5.1% (n = 5,016, 95% Confidence Interval (CI): 4.1 to 6.3%) I2 = 42%, a single antiplatelet 6.4% (n = 2,148, 95% CI: 5.4 to 7.6%) I2 = 75%, both anticoagulant and antiplatelet medications 5.9% (n = 212, 95% CI: 1.3 to 13.5%) I2 = 72%, and neither of these medications 4.8% (n = 1,927, 95% CI: 3.5 to 6.2%) I2 = 50%. A sensitivity analysis restricted to patients who had a head CT in the ED reported incidences of 6.1% (n = 3,561, 95% CI: 3 to 8.3%), 8.4% (n = 1,781, 95% CI: 5.5 to 11.8%), 6.7% (n = 206, 95% CI 1.5 to 15.2%) and 6.6% (n = 1,310, 95% CI: 5.0 to 8.4%) respectively. Conclusion: The incidence of fall-related intracranial bleeding in older ED patients was similar among patients who take anticoagulant medication, antiplatelet medication, both and neither medication, although there was heterogeneity between study findings.


2019 ◽  
Vol 74 (3) ◽  
pp. 251-256 ◽  
Author(s):  
Hailong Su ◽  
Guo Zhang

Background: The correlation between methylenetetrahydrofolate reductase (MTHFR) gene polymorphisms and hepatocellular carcinoma (HCC) remains controversial. Objectives: We performed this study to better assess the relationship between MTHFR gene polymorphisms and the likelihood of HCC. Methods: A systematic research of PubMed, Medline, and Embase was performed to retrieve relevant articles. ORs and 95% CIs were calculated. Results: A total of 15 studies with 8,378 participants were analyzed. In overall analyses, a significant association with the likelihood of HCC was detected for the rs1801131 polymorphism with fixed-effect models (FEMs) in recessive comparison (p = 0.002, OR 0.62, 95% CI 0.43–0.82). However, no positive results were detected for the rs1801133 polymorphism in any comparison. Further subgroup analyses revealed that the rs1801131 polymorphism was significantly associated with the likelihood of HCC in Asians with both FEMs (recessive model: p < 0.0001, OR 0.42, 95% CI 0.29–0.62; allele model: p = 0.004, OR 1.20, 95% CI 1.06–1.35) and random-effect models (recessive model: p = 0.002, OR 0.47, 95% CI 0.29–0.75). Nevertheless, we failed to detect any significant correlation between the rs1801133 polymorphism and HCC. Conclusions: Our findings indicated that the rs1801131 polymorphism may serve as a genetic biomarker of HCC in Asians.


2012 ◽  
Vol 109 ◽  
pp. 146-155 ◽  
Author(s):  
James O. Chipperfield ◽  
David G. Steel

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