Journal of Data Science

Traditionally z-scores specified from the WHO population growth curves have been used to describe a child’s growth in relation to his age- and sex-matched population distribution. We propose a new regression approach that offers a straightforward interpretation of the relative growth in terms of the original anthropometric variable. We create a hybrid data set consisting of the observations from the study of interest and counterpart pseudo-population observations imputed from the WHO population growth curves matched to each study participant. We then fit linear and quantile regression models to the hybrid data incorporating demographic variables (usually age and biological sex) corresponding to the growth curves of demographically-similar individuals, a study versus population indicator, and its interactions with demographic variables. We further control for confounding variables from the study by adding their interactions with the study indicator variable. The interaction terms between the study indicator and the demographic variables age and biologic sex can be interpreted as relative growth parameters that depict the differences in means (or quantiles) between the study participants and their pseudo-population counterparts of the original anthropometric variables, rather than the associated z-scores. We use anthropometric growth data from a prospective birth cohort study conducted in Uganda for illustration.

Mediation analysis plays an important role in many research fields, yet it is very challenging to perform estimation and hypothesis testing for high-dimensional mediation effects. We develop a user-friendly $\mathsf{R}$ package HIMA for high-dimensional mediation analysis with varying mediator and outcome specifications. The HIMA package is a comprehensive tool that accommodates various types of high-dimensional mediation models. This paper offers an overview of the functions within HIMA and demonstrates the practical utility of HIMA through simulated datasets. The HIMA package is publicly available from the Comprehensive $\mathsf{R}$ Archive Network at https://CRAN.R-project.org/package=HIMA.

Abstract: In the paper, we propose power weighted quantile regression(PWQR), which can reduce the effect of heterogeneous of the conditional densities of the response effectively and improve efficiency of quantile regression). In addition to PWQR, this article also proves that all the weighting of those that the actual value is less than the estimated value of PWQR and the proportion of all the weighting is very close to the corresponding quantile. At last, this article establishes the relationship between Geomagentic Indices and GIC. According to the problems of power system security operation, we make GIC risk value table. This table can have stronger practical operation ability, can provide power system security operation with important inferences.

The paper deals with robust ANCOVA when there are one or two covariates. Let Mj (Y |X) = β0j + β1j X1 + β2j X2 be some conditional measure of location associated with the random variable Y , given X, where β0j , β1j and β2j are unknown parameters. A basic goal is testing the hypothesis H0: M1(Y |X) = M2(Y |X). A classic ANCOVA method is aimed at addressing this goal, but it is well known that violating the underlying assumptions (normality, parallel regression lines and two types of homoscedasticity) create serious practical concerns. Methods are available for dealing with heteroscedasticity and nonnormality, and there are well-known techniques for controlling the probability of one or more Type I errors. But some practical concerns remain, which are reviewed in the paper. An alternative approach is suggested and found to have a distinct power advantage.

Abstract: Traditional loss reserves models focus on the mean of the conditional loss distribution. If the factors driving high claims differ systematically from those driving medium to low claims, alternative models that differentiate such differences are required. We propose quantile regression model loss reserving as the model offers potentially different solutions at distinct quantiles so that the effects of risk factors are differentiated at different points of the conditional loss distribution. Due to its nonparametric nature, quantile regression is free of the model assumptions for traditional mean regression models, including homogeneous variance across risk factors and symmetric and light tails, etc. These model assumptions have posed a great barrier in applications as they are often not met in the claim data. Using two sets of run-off triangle claim data from Israel and Queensland, Australia, we present the quantile regression approach that illustrates the sensitivity of claim size to risk factors, namely the trend pattern and initial claim level, in different quantiles. Trained models are applied to predict future claims in the lower run-off triangle. Findings suggest that reliance on standard loss reserves techniques gives rise to misleading inferences and that claim size is not homogeneously driven by the same risk factors across quantiles.