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In screening applications involving low-prevalence diseases, pooling specimens (e.g., urine, blood, swabs, etc.) through group testing can be far more cost effective than testing specimens individually. Estimation is a common goal in such applications and typically involves modeling the probability of disease as a function of available covariates. In recent years, several authors have developed regression methods to accommodate the complex structure of group testing data but often under the assumption that covariate effects are linear. Although linearity is a reasonable assumption in some applications, it can lead to model misspecification and biased inference in others. To offer a more flexible framework, we propose a Bayesian generalized additive regression approach to model the individual-level probability of disease with potentially misclassified group testing data. Our approach can be used to analyze data arising from any group testing protocol with the goal of estimating multiple unknown smooth functions of covariates, standard linear effects for other covariates, and assay classification accuracy probabilities. We illustrate the methods in this article using group testing data on chlamydia infection in Iowa. [ABSTRACT FROM AUTHOR]

A robust regression methodology is proposed via M-estimation. The approach adapts to the tail behavior and skewness of the distribution of the random error terms, providing for a reliable analysis under a broad class of distributions. This is accomplished by allowing the objective function, used to determine the regression parameter estimates, to be selected in a data driven manner. The asymptotic properties of the proposed estimator are established and a numerical algorithm is provided to implement the methodology. The finite sample performance of the proposed approach is exhibited through simulation and the approach was used to analyze two motivating datasets. [ABSTRACT FROM AUTHOR]

This article presents a new test for serial correlation in an observed stationary time series. Rather than using the traditional portmanteau tests based on the sample autocorrelation function, we propose a test based on the Cauchy estimator of correlation. A goodness-of-fit statistic for fitted autoregressive moving average models is also derived and the asymptotic distribution of this statistic is quantified. The test can be employed using either this asymptotic distribution or by using Monte-Carlo quantiles. The small sample behaviour is studied via simulation and the Monte-Carlo-based test seems to be more precise. The method is demonstrated on monthly asset returns for Facebook, Incorporated. [ABSTRACT FROM PUBLISHER]

Recent work in the literature has shown weighted variants of the classic portmanteau test for time series can be more powerful in many situations. In this article, we study the asymptotic distribution of weighted sums of the squared residual autocorrelations where both the sample size n and maximum lag of the statistic m grow large. Several weighting schemes are introduced, including a data-adaptive statistic in which the weights are determined by a function of the sample partial autocorrelations. These statistics can provide more power than other portmanteau tests found in the literature and are much less sensitive to the choice of the maximum correlation lag. The efficacy of the proposed methods is further demonstrated through an analysis of Australian red wine sales. [ABSTRACT FROM AUTHOR]

The problem of detecting multiple undocumented change-points in a historical temperature sequence with simple linear trend is formulated by a linear model. We apply adaptive least absolute shrinkage and selection operator (Lasso) to estimate the number and locations of change-points. Model selection criteria are used to choose the Lasso smoothing parameter. As adaptive Lasso may overestimate the number of change-points, we perform post-selection on change-points detected by adaptive Lasso using multivariatetsimultaneous confidence intervals. Our method is demonstrated on the annual temperature data (year: 1902–2000) from Tuscaloosa, Alabama. [ABSTRACT FROM AUTHOR]