Francesco Bartolucci

Bio: Francesco Bartolucci is an academic researcher from University of Perugia. The author has contributed to research in topics: Latent class model & Expectation–maximization algorithm. The author has an hindex of 31, co-authored 214 publications receiving 2629 citations. Previous affiliations of Francesco Bartolucci include University of Urbino.

Latent Ignorability and Item Selection for Nursing Home Case-Mix Evaluation

Abstract: In the social, behavioral, and health sciences it is often of interest to identify latent or unobserved groups in the population with the group membership of the individuals depending on a set of observed variables. In particular, we focus on the field of nursing home assessment in which the response variables typically come from the administration of questionnaires made of categorical items. These types of data may suffer from missing values and the use of lengthy questionnaires may be problematic as a large number of items could have a negative impact on the responses. In such a context, we introduce an extended version of the Latent Class (LC) model aimed at dealing with missing values, by assuming a form of latent ignorability. Moreover, we propose an item selection algorithm, based on the LC model, for finding the smallest subset of items providing an amount of information close to that of the initial set. The proposed approach is illustrated through an application to a dataset collected within an Italian project on the quality-of-life of nursing home patients.

A generalized Multiple-try Metropolis version of the Reversible Jump algorithm

Abstract: The Reversible Jump algorithm is one of the most widely used Markov chain Monte Carlo algorithms for Bayesian estimation and model selection. A generalized multiple-try version of this algorithm is proposed. The algorithm is based on drawing several proposals at each step and randomly choosing one of them on the basis of weights (selection probabilities) that may be arbitrary chosen. Among the possible choices, a method is employed which is based on selection probabilities depending on a quadratic approximation of the posterior distribution. Moreover, the implementation of the proposed algorithm for challenging model selection problems, in which the quadratic approximation is not feasible, is considered. The resulting algorithm leads to a gain in efficiency with respect to the Reversible Jump algorithm, and also in terms of computational effort. The performance of this approach is illustrated for real examples involving a logistic regression model and a latent class model.

Preterm Birth: Analysis of Longitudinal Data on Siblings Based on Random-Effects Logit Models.

Abstract: Background The literature about the determinants of a preterm birth is still controversial. We effort the analysis of these determinants distinguishing between woman's observable characteristics, which may change over time, and unobservable woman's characteristics, which are time invariant and explain the dependence between the typology (normal or preterm) of consecutive births. Methods We rely on a longitudinal dataset about 28,603 women who delivered for the first time in the period 2005-2013 in the Region of Umbria (IT). We consider singleton physiological pregnancies originating from natural conceptions with birthweight of at least 500 grams and gestational age between 24 and 42 weeks; the overall number of deliveries is 34,224. The dataset is based on the Standard Certificates of Life Birth collected in the region in the same period. We estimate two types of logit models for the event that the birth is preterm. The first model is pooled and accounts for the information about possible previous preterm deliveries including the lagged response among the covariates. The second model takes explicitly into account the longitudinal structure of data through the introduction of a random effect that summarizes all the (time-invariant) unobservable characteristics of a woman affecting the probability of preterm birth. Results The estimated models provide evidence that the probability of a preterm birth depends on certain woman's demographic and socio-economic characteristics, other than on the previous history in terms of miscarriages and the baby's gender. Besides, as the random-effects model has a significant better goodness-of-fit than the pooled model with lagged response, we conclude for a spurious state dependence between repeated preterm deliveries. Conclusions The proposed analysis represents a useful tool to detect profiles of women with a high risk of preterm delivery. Such profiles are detected taking into account observable woman's demographic and socio-economic characteristics as well as unobservable and time-constant characteristics, possibly related to the woman's genetic makeup.

Modelling quality of life variables with non‐parametric mixtures

Abstract: We present a new methodology for modelling the joint distribution of ordered categorical variables with finite mixtures where hypotheses of interest may be expressed by linear equality and inequality constraints on the parameters. The connection with non-parametric polytomous item response theory models is outlined and an application to the quality of life of asthmatic patients is examined. An algorithm for constrained maximum likelihood estimation is described and an analysis of deviance table for hypotheses testing based on the asymptotic distribution of the likelihood ratio statistic is outlined.

Evaluating time-varying treatment effects in latent Markov models: An application to the effect of remittances on poverty dynamics

Abstract: To assess the effectiveness of remittances on the poverty level of recipient households, we propose a causal inference approach that may be applied with longitudinal data and time-varying treatments. The method relies on the integration of a propensity score based technique, the inverse propensity weighting, with a general Latent Markov (LM) framework. It is particularly useful when the interest is in an individual characteristic that is not directly observable and the analysis is focused on: (i) clustering individuals in a finite number of classes according to this latent characteristic and (ii) modelling its evolution across time depending on the received treatment. Parameter estimation is based on a two-step procedure in which individual weights are computed for each time period based on predetermined covariates and a weighted version of the standard LM model likelihood based on such weights is maximised by means of an expectation-maximisation algorithm. Finite-sample properties of the estimator are studied by simulation. The application is focused on the effect of remittances on the poverty status of Ugandan households, based on a longitudinal survey spanning the period 2009-2014 and where response variables are indicators of deprivation.

Estimation and Inference in Econometrics

Abstract: Offering a unifying theoretical perspective not readily available in any other text, this innovative guide to econometrics uses simple geometrical arguments to develop students' intuitive understanding of basic and advanced topics, emphasizing throughout the practical applications of modern theory and nonlinear techniques of estimation. One theme of the text is the use of artificial regressions for estimation, reference, and specification testing of nonlinear models, including diagnostic tests for parameter constancy, serial correlation, heteroscedasticity, and other types of mis-specification. Explaining how estimates can be obtained and tests can be carried out, the authors go beyond a mere algebraic description to one that can be easily translated into the commands of a standard econometric software package. Covering an unprecedented range of problems with a consistent emphasis on those that arise in applied work, this accessible and coherent guide to the most vital topics in econometrics today is indispensable for advanced students of econometrics and students of statistics interested in regression and related topics. It will also suit practising econometricians who want to update their skills. Flexibly designed to accommodate a variety of course levels, it offers both complete coverage of the basic material and separate chapters on areas of specialized interest.

Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations

Abstract: Structured additive regression models are perhaps the most commonly used class of models in statistical applications. It includes, among others, (generalized) linear models, (generalized) additive models, smoothing spline models, state space models, semiparametric regression, spatial and spatiotemporal models, log-Gaussian Cox processes and geostatistical and geoadditive models. We consider approximate Bayesian inference in a popular subset of structured additive regression models, latent Gaussian models, where the latent field is Gaussian, controlled by a few hyperparameters and with non-Gaussian response variables. The posterior marginals are not available in closed form owing to the non-Gaussian response variables. For such models, Markov chain Monte Carlo methods can be implemented, but they are not without problems, in terms of both convergence and computational time. In some practical applications, the extent of these problems is such that Markov chain Monte Carlo sampling is simply not an appropriate tool for routine analysis. We show that, by using an integrated nested Laplace approximation and its simplified version, we can directly compute very accurate approximations to the posterior marginals. The main benefit of these approximations is computational: where Markov chain Monte Carlo algorithms need hours or days to run, our approximations provide more precise estimates in seconds or minutes. Another advantage with our approach is its generality, which makes it possible to perform Bayesian analysis in an automatic, streamlined way, and to compute model comparison criteria and various predictive measures so that models can be compared and the model under study can be challenged.

Handbook of Markov Chain Monte Carlo

Abstract: Foreword Stephen P. Brooks, Andrew Gelman, Galin L. Jones, and Xiao-Li Meng Introduction to MCMC, Charles J. Geyer A short history of Markov chain Monte Carlo: Subjective recollections from in-complete data, Christian Robert and George Casella Reversible jump Markov chain Monte Carlo, Yanan Fan and Scott A. Sisson Optimal proposal distributions and adaptive MCMC, Jeffrey S. Rosenthal MCMC using Hamiltonian dynamics, Radford M. Neal Inference and Monitoring Convergence, Andrew Gelman and Kenneth Shirley Implementing MCMC: Estimating with confidence, James M. Flegal and Galin L. Jones Perfection within reach: Exact MCMC sampling, Radu V. Craiu and Xiao-Li Meng Spatial point processes, Mark Huber The data augmentation algorithm: Theory and methodology, James P. Hobert Importance sampling, simulated tempering and umbrella sampling, Charles J.Geyer Likelihood-free Markov chain Monte Carlo, Scott A. Sisson and Yanan Fan MCMC in the analysis of genetic data on related individuals, Elizabeth Thompson A Markov chain Monte Carlo based analysis of a multilevel model for functional MRI data, Brian Caffo, DuBois Bowman, Lynn Eberly, and Susan Spear Bassett Partially collapsed Gibbs sampling & path-adaptive Metropolis-Hastings in high-energy astrophysics, David van Dyk and Taeyoung Park Posterior exploration for computationally intensive forward models, Dave Higdon, C. Shane Reese, J. David Moulton, Jasper A. Vrugt and Colin Fox Statistical ecology, Ruth King Gaussian random field models for spatial data, Murali Haran Modeling preference changes via a hidden Markov item response theory model, Jong Hee Park Parallel Bayesian MCMC imputation for multiple distributed lag models: A case study in environmental epidemiology, Brian Caffo, Roger Peng, Francesca Dominici, Thomas A. Louis, and Scott Zeger MCMC for state space models, Paul Fearnhead MCMC in educational research, Roy Levy, Robert J. Mislevy, and John T. Behrens Applications of MCMC in fisheries science, Russell B. Millar Model comparison and simulation for hierarchical models: analyzing rural-urban migration in Thailand, Filiz Garip and Bruce Western

Education at a Glance

Abstract: A detailed review of the education sector in Australia as in the data provided by the 2006 edition of the OECD's annual publication, 'Education at a Glance' is presented. While the data has shown that in almost all OECD countries educational attainment levels are on the rise, with countries showing impressive gains in university qualifications, it also reveals that a large of share of young people still do not complete secondary school, which remains a baseline for successful entry into the labour market.