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Andrew T. Karl

Publications and source records attributed to Andrew T. Karl.

17 recordsLinked to original sources

Degrees-of-Freedom Approximations for Conditional-Mean Inference in Random-Lot Stability Analysis

Linear mixed models are widely used for pharmaceutical stability trending when sufficient lots are available. Expiry support is often based on whether lot-specific conditional-mean confidence limits remain within specification through a proposed expiry, and these limits depend on the denominator degrees-of-freedom (DDF) method used for $t$-based inference. We document an operationally important boundary-proximal phenomenon: when a fitted random-effect variance component is close to zero, Satterthwaite DDF---and, in sensitivity analyses, Kenward--Roger DDF---for conditional-mean predictions can collapse, inflating $t$ critical values and producing very wide and sometimes nonmonotone pointwise confidence limits on scheduled time grids. In the settings studied here, containment DDF yields stable degrees of freedom and avoids sharp discontinuities as variance components approach the boundary. In a balanced random-intercept design, a closed-form calculation gives the conditional prediction variance and delta-method Satterthwaite DDF, showing why DDF can be extremely small near the boundary when the prediction point is near the design centroid. A worked example and simulation studies show that DDF choice can materially change pass/fail conclusions even when the observed measurements themselves are not close to specification limits. Containment-based inference with the full random-effects model provides a single framework without model switching. When containment is unavailable, a 10\% variance-contribution reduction procedure mitigates extreme Satterthwaite behavior by simplifying only when fitted contributions at the proposed expiry are negligible. AICc step-down is best treated as a sensitivity analysis because it can be too aggressive when the proposed-expiry margin is small.

stat.ME

Insights into the Relationship Between D- and A-optimal Designs

For a fixed linear-model basis, we show that the $A$ criterion factors into an inverse-$D$ scale term and a dimensionless sphericity factor that depends only on eigenvalue dispersion. This factor isolates exactly the part of $A$ not controlled by the determinant, explaining why designs that are exact or near ties in $D$ can differ materially in coefficient-variance, aliasing, and prediction-variance behavior. We illustrate the factorization on a published $D$ tie and on screening settings with infinitely many $D$-optimal solutions, then use the same scale/shape viewpoint as a lightweight post-screen within a space-filling candidate pool. A final section connects the same idea to Kiefer's $Φ$-class and introduces sphericity profiles.

stat.ME

Order-Induced Variance in the Moving-Range Sigma Estimator: A Total-Variance Decomposition

I--MR charts commonly estimate the process standard deviation $σ$ via the span-2 average moving range divided by the unbiasing constant $d_2$; unlike the unbiased sample standard deviation ($S/c_4$), this estimator depends on ordering through adjacency, so permuting a fixed sample changes it. We formalize this by introducing an independent uniformly random permutation and applying the law of total variance, yielding an exact decomposition into a values component (variance of the permutation mean) and an adjacency component (expected conditional variance over permutations). The permutation mean is order-invariant and equals $\GMD/d_2$, where $\GMD$ is the sample Gini mean difference. Under i.i.d.\ Normal sampling, both components admit closed forms; the adjacency fraction converges to $0.3813$, and the familiar asymptotic efficiency loss relative to $S/c_4$ is almost entirely an adjacency effect.

math.ST

Parameter-Specific Bias Diagnostics in Random-Effects Panel Data Models

The Hausman specification test assesses the random-effects specification by comparing the random-effects estimator with a fixed-effects alternative. This note shows how a recently proposed bias diagnostic for linear mixed models can complement that test in random-effects panel-data applications. The diagnostic delivers parameter-specific internal estimates of finite-sample bias, together with permutation-based $p$-values, from a single fitted random-effects model. We illustrate its use in a gasoline-demand panel and in a value-added model for teacher evaluation using publicly available \textsf{R} packages, and we discuss how the resulting coefficient-specific bias summaries can be incorporated into routine practice.

stat.ME

Motivating REML via Prediction-Error Covariances in EM Updates for Linear Mixed Models

We present a computational motivation for restricted maximum likelihood (REML) estimation in linear mixed models using an expectation--maximization (EM) algorithm. At each iteration, maximum likelihood (ML) and REML solve the same mixed-model equations for the best linear unbiased estimator (BLUE) of the fixed effects and the best linear unbiased predictor (BLUP) of the random effects. They differ only in the trace adjustments used in the variance-component updates: ML uses conditional covariances of the random effects given the data, whereas REML uses prediction-error covariances from Henderson's C-matrix, reflecting uncertainty from estimating the fixed effects. Short R code makes this switch explicit, exposes the key matrices for classroom inspection, and reproduces lme4 ML and REML fits.

stat.CO

SVEMnet: An R package for Self-Validated Elastic-Net Ensembles and Multi-Response Optimization in Small-Sample Mixture-Process Experiments

SVEMnet is an R package for fitting Self-Validated Ensemble Models (SVEM) with elastic-net base learners and performing multi-response optimization in small-sample mixture-process design-of-experiments (DOE) studies with numeric, categorical, and mixture factors. SVEMnet wraps elastic-net and relaxed elastic-net models for Gaussian and binomial responses from glmnet in a fractional random-weight (FRW) resampling scheme with anti-correlated train/validation weights; penalties are selected by validation-weighted AIC- and BIC-type criteria, and predictions are averaged across replicates to stabilize fits near the interpolation boundary. In addition to the core SVEM engine, the package provides deterministic high-order formula expansion, a permutation-based whole-model test heuristic, and a mixture-constrained random-search optimizer that combines Derringer-Suich desirability functions, bootstrap-based uncertainty summaries, and optional mean-level specification-limit probabilities to generate scored candidate tables and diverse exploitation and exploration medoids for sequential fit-score-run-refit workflows. A simulated lipid nanoparticle (LNP) formulation study illustrates these tools in a small-sample mixture-process DOE setting, and simulation experiments based on sparse quadratic response surfaces benchmark SVEMnet against repeated cross-validated elastic-net baselines.

stat.CO

A Randomized Permutation Whole-Model Test Heuristic for Self-Validated Ensemble Models (SVEM)

We introduce a heuristic to test the significance of fit of Self-Validated Ensemble Models (SVEM) against the null hypothesis of a constant response. A SVEM model averages predictions from nBoot fits of a model, applied to fractionally weighted bootstraps of the target dataset. It tunes each fit on a validation copy of the training data, utilizing anti-correlated weights for training and validation. The proposed test computes SVEM predictions centered by the response column mean and normalized by the ensemble variability at each of nPoint points spaced throughout the factor space. A reference distribution is constructed by refitting the SVEM model to nPerm randomized permutations of the response column and recording the corresponding standardized predictions at the nPoint points. A reduced-rank singular value decomposition applied to the centered and scaled nPerm x nPoint reference matrix is used to calculate the Mahalanobis distance for each of the nPerm permutation results as well as the jackknife (holdout) Mahalanobis distance of the original response column. The process is repeated independently for each response in the experiment, producing a joint graphical summary. We present a simulation driven power analysis and discuss limitations of the test relating to model flexibility and design adequacy. The test maintains the nominal Type I error rate even when the base SVEM model contains more parameters than observations.

stat.ME

A Workflow for Lipid Nanoparticle (LNP) Formulation Optimization Using Designed Mixture-Process Experiments and Self-Validated Ensemble Models (SVEM)

We present a Quality by Design (QbD) styled approach for optimizing lipid nanoparticle (LNP) formulations, aiming to offer scientists an accessible workflow. The inherent restriction in these studies, where the molar ratios of ionizable, helper, and PEG lipids must add up to 100%, requires specialized design and analysis methods to accommodate this mixture constraint. Focusing on lipid and process factors that are commonly used in LNP design optimization, we provide steps that avoid many of the difficulties that traditionally arise in the design and analysis of mixture-process experiments by employing space-filling designs and utilizing the recently developed statistical framework of self-validated ensemble models (SVEM). In addition to producing candidate optimal formulations, the workflow also builds graphical summaries of the fitted statistical models that simplify the interpretation of the results. The newly identified candidate formulations are assessed with confirmation runs and optionally can be conducted in the context of a more comprehensive second-phase study.

stat.AP

Lessons Learned Applying Deep Learning Approaches to Forecasting Complex Seasonal Behavior

Deep learning methods have gained popularity in recent years through the media and the relative ease of implementation through open source packages such as Keras. We investigate the applicability of popular recurrent neural networks in forecasting call center volumes at a large financial services company. These series are highly complex with seasonal patterns - between hours of the day, day of the week, and time of the year - in addition to autocorrelation between individual observations. Though we investigate the financial services industry, the recommendations for modeling cyclical nonlinear behavior generalize across all sectors. We explore the optimization of parameter settings and convergence criteria for Elman (simple), Long Short-Term Memory (LTSM), and Gated Recurrent Unit (GRU) RNNs from a practical point of view. A designed experiment using actual call center data across many different "skills" (income call streams) compares performance measured by validation error rates of the best observed RNN configurations against other modern and classical forecasting techniques. We summarize the utility of and considerations required for using deep learning methods in forecasting.

stat.AP

A Diagnostic for Bias in Linear Mixed Model Estimators Induced by Dependence Between the Random Effects and the Corresponding Model Matrix

We explore how violations of the often-overlooked standard assumption that the random effects model matrix in a linear mixed model is fixed (and thus independent of the random effects vector) can lead to bias in estimators of estimable functions of the fixed effects. However, if the random effects of the original mixed model are instead also treated as fixed effects, or if the fixed and random effects model matrices are orthogonal with respect to the inverse of the error covariance matrix (with probability one), or if the random effects and the corresponding model matrix are independent, then these estimators are unbiased. The bias in the general case is quantified and compared to a randomized permutation distribution of the predicted random effects, producing an informative summary graphic for each estimator of interest. This is demonstrated through the examination of sporting outcomes used to estimate a home field advantage.

math.ST

Avoiding Bias Due to Nonrandom Scheduling When Modeling Trends in Home-Field Advantage

Existing approaches for estimating home-field advantage (HFA) include modeling the difference between home and away scores as a function of the difference between home and away team ratings that are treated either as fixed or random effects. We uncover an upward bias in the mixed model HFA estimates that is due to the nonrandom structure of the schedule -- and thus the random effect design matrix -- and explore why the fixed effects model is not subject to the same bias. Intraconference HFAs and standard errors are calculated for each of 3 college sports and 3 professional sports over 18 seasons and then fitted with conference-specific slopes and intercepts to measure the potential linear population trend in HFA.

stat.AP

Multivariate Generalized Linear Mixed Models for Joint Estimation of Sporting Outcomes

This paper explores improvements in prediction accuracy and inference capability when allowing for potential correlation in team-level random effects across multiple game-level responses from different assumed distributions. First-order and fully exponential Laplace approximations are used to fit normal-binary and Poisson-binary multivariate generalized linear mixed models with non-nested random effects structures. We have built these models into the R package mvglmmRank, which is used to explore several seasons of American college football and basketball data.

stat.AP

A Correlated Random Effects Model for Nonignorable Missing Data in Value-Added Assessment of Teacher Effects

Value-added models have been widely used to assess the contributions of individual teachers and schools to students' academic growth based on longitudinal student achievement outcomes. There is concern, however, that ignoring the presence of missing values, which are common in longitudinal studies, can bias teachers' value-added scores. In this article, a flexible correlated random effects model is developed that jointly models the student responses and the student missing data indicators. Both the student responses and the missing data mechanism depend on latent teacher effects as well as latent student effects, and the correlation between the sets of random effects adjusts teachers' value-added scores for informative missing data. The methods are illustrated with data from calculus classes at a large public university and with data from an elementary school district.

stat.ME

Using RngStreams for Parallel Random Number Generation in C++ and R

The RngStreams software package provides one viable solution to the problem of creating independent random number streams for simulations in parallel processing environments. Techniques are presented for effectively using RngStreams with C++ programs that are parallelized via OpenMP or MPI. Ways to access the backbone generator from RngStreams in R through the parallel and rstream packages are also described. The ideas in the paper are illustrated with both a simple running example and a Monte Carlo integration application.

cs.MS

Efficient Maximum Likelihood Estimation of Multiple Membership Linear Mixed Models, with an Application to Educational Value-Added Assessments

The generalized persistence (GP) model, developed in the context of estimating ``value added'' by individual teachers to their students' current and future test scores, is one of the most flexible value-added models in the literature. Although developed in the educational setting, the GP model can potentially be applied to any structure where each sequential response of a lower-level unit may be associated with a different higher-level unit, and the effects of the higher-level units may persist over time. The flexibility of the GP model, however, and its multiple membership random effects structure lead to computational challenges that have limited the model's availability. We develop an EM algorithm to compute maximum likelihood estimates efficiently for the GP model, making use of the sparse structure of the random effects and error covariance matrices. The algorithm is implemented in the package GPvam in R statistical software. We give examples of the computations and illustrate the gains in computational efficiency achieved by our estimation procedure.

stat.AP

Computation of Maximum Likelihood Estimates for Multiresponse Generalized Linear Mixed Models with Non-nested, Correlated Random Effects

Estimation of generalized linear mixed models (GLMMs) with non-nested random effects structures requires approximation of high-dimensional integrals. Many existing methods are tailored to the low-dimensional integrals produced by nested designs. We explore the modifications that are required in order to adapt an EM algorithm with first-order and fully exponential Laplace approximations to a non-nested, multiple response model. The equations in the estimation routine are expressed as functions of the first four derivatives of the conditional likelihood of an arbitrary GLMM, providing a template for future applications. We apply the method to a joint Poisson-binary model for ranking sporting teams, and discuss the estimation of a correlated random effects model designed to evaluate the sensitivity of value-added models for teacher evaluation to assumptions about the missing data process. Source code in R is provided in the online supplementary material.

stat.CO

The Sensitivity of College Football Rankings to Several Modeling Choices

This paper proposes a multiple-membership generalized linear mixed model for ranking college football teams using only their win/loss records. The model results in an intractable, high-dimensional integral due to the random effects structure and nonlinear link function. We use recent data sets to explore the effect of the choice of integral approximation and other modeling assumptions on the rankings. Varying the modeling assumptions sometimes leads to changes in the team rankings that could affect bowl assignments.

stat.AP