Short Book Reviews
Short Book Reviews
Table of contents
1. Introduction 9. Forecasting
2. Fundamental concepts 10. Seasonal models
3. Trends 11. Time series regression models
4. Models for stationary time series 12. Time series models of heteroscedasticity
5. Models for nonstationary time series 13. Introduction to spectral analysis
6. Model specification 14. Estimating the spectrum
7. Parameter estimation 15. Threshold models
8. Model diagnostics 16. Appendix: An introduction to R
Readership: Later year undergraduates, beginning graduate students, and researchers and
graduate students in any discipline needing to explore and analyze time series data.
Chapters 1–2 give examples of time series, and introduce the mathematics needed for working
with the variance-covariance structure of time series models. Chapter 3 compares stochastic
with deterministic trends, introduces regression methods, and discusses residual analysis.
Chapters 4–11 expound ARIMA processes, starting with autoregressive and moving average
processes in Chapter 4, and successively adding further refinements and technicalities in later
chapters. An appendix to Chapter 11, on Forecasting, has a very brief discussion of state space
models.
Chapter 12 describes the ARCH and GARCH models for heteroscedasticity that are popular
for use with financial time series.
Chapters 13 and 14 describe the use of spectral analysis. Chapter 15 describes threshold
models.
Chapters 11–15 are new to this second edition. (The first edition appeared in 1986.)
An appendix lists R commands that can be used to reproduce the analyses and simulations.
These, and the data sets, are also available from the book’s web site. Users of the R system will
find it easiest to obtain the data sets from the R package TSA. This package has a number of
additional functions that are tailored to make it easy to reproduce the results in the text.
This is a careful and staged introduction both to the mathematical theory and to practical
time series analysis. Simulation, and associated plots, are used throughout as an aid to intuition.
There is extensive detailed comment on practical issues that arise in the application of the
C 2009 The Authors. Journal compilation
C 2009 International Statistical Institute. Published by Blackwell Publishing Ltd, 9600 Garsington Road,
Oxford OX4 2DQ, UK and 350 Main Street, Malden, MA 02148, USA.
SHORT BOOK REVIEWS 301
methodologies. Exercises at the end of each chapter mix theory, simulation and data analysis,
with a bias towards data analysis.
John H. Maindonald: john.maindonald@anu.edu.au
Centre for Mathematics & Its Applications
Australian National University
Canberra ACT 0200, Australia
Table of contents
Readership: The book will be very suitable for students of social science, for example political
science, who wish to analyze data using modern Bayesian methods.
One is tempted to think of this book as essentially consisting of two parts, Chapters 1 through 7
on basics of Bayesian Analysis, and Chapters 8 through 13 on MCMC and Hierarchical Bayesian
Analysis. However, this simplistic view is not wholly correct, since MCMC calculations are used
throughout the first six chapters at least by way of illustration. But this conceptual division into
two parts would help a reader as well as a teacher using it as a text.
Chapter 1 is a beautifully written introduction to the whole subject of Bayesian Analysis.
Along with some more material from the other chapters, it could serve as a crash course on
Bayesian Analysis. I have a small caveat about Section 1.7, where the scientific aspects of Social
Science are discussed. There are three more issues that could have been discussed here: (1)
the difficulties of replicability, (2) the hazards of trying to model human behavior (collective or
individual), and (3) the near impossibility of controlled experiments, where some factors leading
to variation are controlled at fixed levels.
Chapter 2 provides the first of several interesting examples, mostly from Political Science.
This one concerns the duration of cabinets of some chosen European countries. The posterior
analysis is simple but interesting.
Examples in the later chapters include French Labor Strikes, Ancient Chinese Conflicts, and
the ongoing Afghan war, where the analysis identifies the point of time when the Taliban began
to wrest the initiative from Afghan Government and its Allies.
Chapter 7 on Bayesian Testing is somewhat weak compared with other chapters, due in part
to the lack of consensus among Bayesians about sharp nulls. Gill uses Bayes Factors but not
for sharp nulls. He tries to avoid testing sharp nulls by reporting a credibility interval for the
parameter, but then notes if the interval contains zero or not, which is a form of testing advocated
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302 SHORT BOOK REVIEWS
by some Bayesians. He wavers between dismissing sharp nulls completely useless and helplessly
using them in bread and butter problems of variable selection in linear and generalized linear
models.
The second part has a lot of material on MCMC, some of which seems a bit too technical
and not strictly relevant for potential users of the book. But they could serve a useful purpose if
some readers are willing to supplement this material with more standard texts on MCMC like
Casella and Robert. Though the importance of Hierarchical Bayesian Analysis and MCMC is
explained at different places, the chapter on Hierarchical Bayes is good but surprisingly short.
Hopefully, it will grow in future chapters.
The book has a few typos or what appear to be typos. For example, the Jeffreys prior is
defined without a mention of a determinant and it isn’t easy to realize we are looking at a
determinant, not a matrix. The reference list is carefully compiled, it will be very useful for
a well-motivated reader. Altogether it is a very readable book, based on solid scholarship and
written with conviction, gusto, and a sense of fun.
Morphometrics with R
Julien Claude with contributions from Michel Baylac, Emmanuel Paradis, and Tristan Stayton
Springer, 2008, xviii + 316 pages, € 44.95 / £ 35.99 / US$ 59.95, softcover
ISBN: 978-0-387-77789-4
Table of contents
1. Introduction 6. Statistical analysis of shape using modern
2. Acquiring and manipulating morphometric data morphometrics
3. Traditional statistics for morphometrics 7. Going further with R
4. Modern morphometrics based on configurations of Appendix A: Functions developed in this text
landmarks Appendix B: Packages used in this text
5. Statistical analysis of outlines
Readership: Beginning graduate students, and researchers and graduate students in any discipline
needing to explore and analyze morphometric data.
Chapter 1 begins with a short introduction to geometric morphometrics. A key idea is landmark,
a position that is comparable across different organisms or other objects of study. For biological
organisms, it should reflect homology arising, usually, from a similar developmental origin. The
methodologies that are described here build on the pioneering work of D’Arcy Thompson. Shapes
are mapped to a grid, with changes between objects described by mathematical transformations.
Simple changes may for example include one or more of distending, flattening and shearing. An
introduction to the R system occupies the major part of the chapter.
Chapter 2 begins with a brief section on collecting and organizing morphometric data, then
moves on to data acquisition and manipulation with the R system. The final two sections discuss
missing values and measurement error issues.
Chapter 3 is a very brief introduction to the exploratory analysis of multivariate data such as
are used in morphometrics. It ends with brief overviews of principal components analysis, linear
discriminant analysis, MANOVA, clustering, and related techniques.
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Chapter 4 is an account of methods for describing and modeling shape changes, based on
the use of homologous landmarks. It starts with the truss network approach of Strauss and
Bookstein. These are somewhat akin to the truss networks that may be used in the construction
of, for example, bridges. Remaining sections describe Procrustes and other superimposition
methods, the use of thin-plate splines, distance matrix analysis, and angle-based methods.
Chapter 5 has sections on splines and other curve-fitting methods, Fourier analysis, and
eigenshape analysis.
Chapter 6 describes methods for visualizing shape change. Largely, this is a continuation
of Chapter 3. An interesting challenge is to combine morphometric data with phylogenetic
information that makes evolutionary connections.
Chapter 7 extends discussion of the use of R; there are sections on simulation, various
programming issues, and interfaces to other systems.
This is a highly useful guide to the literature and to the range of methodologies. A valuable
feature is the inclusion of R code that shows how to implement the methods that are described.
The quality of the writing and overview is, in places, uneven.
Table of contents
1. Introduction 9. Logistic regression
2. Diagnostics and remedial measures 10. Nonparametric regression
3. Regression with matrix algebra 11. Robust regression
4. Introduction to multiple linear regression 12. Ridge regression
5. Plots in multiple regression 13. Nonlinear regression
6. Transformations in multiple regression 14. Experimental designs for regression
7. Selection of regressors 15. Miscellaneous topics in regression
8. Polynomial and trigonometric terms 16. Analysis of real data sets
Table of contents
1. Basic models 6. Natural selection
2. Estimation and hypothesis testing 7. Diffusion processes
3. Recombination 8. Multidimensional diffusions
4. Population complications 9. Genome rearrangement
5. Stepping stone model
Table of contents
Part A: Basic Concepts Part C: Analytical Methods
1. Introduction 9. Basic principles of analysis
2. Variability between clusters 10. Analysis based on cluster-level summaries
3. Choosing whether to randomise by cluster 11. Regression analysis based on individual-level data
Part B: Design Issues 12. Analysis of trials with more complex designs
4. Choice of clusters Part D: Miscellaneous Topics
5. Matching and stratification 13. Ethical considerations
6. Randomisation procedures 14. Data monitoring
7. Sample size 15. Reporting and interpretation
8. Alternative study designs
Table of contents
1. Introduction 6. Multiple timescales
2. Basic convergence analysis 7. Asynchronous schemes
3. Stability criteria 8. A limit theorem for fluctuations
4. Lock-in probability 9. Constant stepsize algorithms
5. Stochastic recursive inclusions 10. Applications
Target readership areas: Computational statistics, adaptive signal processing, adaptive control
engineering, communication networks, neural networks, reinforcement learning.
The author notes in his Preface that Stochastic Approximation was born in the Statistics literature
but has grown up in Electrical Engineering. However, it is by no means fully grown: its
development continues apace in a wide variety of settings – see the readership areas listed
above. The author describes his book as ‘a compact account of the highlights’ of the subject
for ‘an interested, mathematically-literate reader’. Here, mathematically-literate entails a good
working knowledge of real analysis and ordinary differential equations, together with familiarity
with probability theory up to martingales.
There are two broad approaches to the subject: statisticians (more precisely, probabilists) come
from a background in martingale convergence behaviour, whereas (mathematically-inclined)
engineers travel a route through ordinary differential equations associated with dynamical
systems. As suggested by the subtitle of the book, the latter approach is predominant here.
The first chapter gives a gentle, very readable, introduction to the essence of the subject. But
then, in chapters 2 to 9, one has to get down to work: the material is quite demanding, much
of it comprising theorems and proofs. Chapter 10 describes some applications and Chapter 11
contains some appendices on mathematical prerequisites.
There is no hiding the fact that this is a tough subject, not one for the lazy-minded. But, it’s
clearly a vital core subject, central to a variety of important applications. So, ‘an interested,
mathematically-literate reader’ looking for a rewarding area of work could do a lot worse than
study ‘this little book’, as the author modestly refers to it.
Martin Crowder: m.crowder@imperial.ac.uk
Mathematics Department, Imperial College
London SW7 2AZ, UK
Table of contents
1. Introduction 6. Hidden semi-Markov model and estimation
2. Discrete-time renewal processes A. Lemmas for semi-Markov chains
3. Semi-Markov chains B. Lemmas for hidden semi-Markov chains
4. Nonparametric estimation for semi-Markov chains C. Some proofs
5. Reliability theory for discrete-time semi-Markov D. Markov chains
systems E. Miscellaneous
Table of contents
1. An introduction to Bayesian evaluation of 8. The Bayes factor versus other model selection
informative hypotheses (Herbert Hoijtink, Irene criteria for the selection of constrained models
Klugkist, Paul A. Boelen) (Ming-Hui Chen, Sungduk Kim)
Part I. Bayesian Evaluation of Informative Hypotheses 9. Bayesian versus frequentist inference (Eric-Jan
2. Illustrative psychological data and hypotheses for Wagenmakers, Michael Lee, Tom Lodewyckx,
Bayesian inequality constrained analysis of Geoffrey J. Iverson)
variance (Paul A. Boelen, Herbert Hoijtink) Part III. Beyond Analysis of Variance
3. Bayesian estimation for inequality constrained 10. Inequality constrained analysis of covariance
analysis of variance (Irene Klugkist, Joris Mulder) (Irene Klugkist, Floryt van Wesel, Sonja van Well,
4. Encompassing prior based model selection for Annemarie Kolk)
inequality constrained analysis of variance (Irene 11. Inequality constrained latent class models
Klugkist) (Herbert Hoijtink, Jan Boom)
5. An evaluation of Bayesian inequality constrained 12. Inequality constrained contingency table analysis
analysis of variance (Herbert Hoijtink, Rafaele (Olav Laudy)
Huntjens, Albert Reijntjes, Rebecca Kuiper, Paul 13. Inequality constrained multilevel models (Bernet
A. Boelen) Sekasanvu Kato, Carl F.W. Peeters)
Part II. A Further Study of Prior Distributions and Part IV. Evaluations
the Bayes Factor 14. A psychologist’s view on Bayesian evaluation of
6. Bayes factors based on test statistics under order informative hypotheses (Marleen Rijkeboer,
restrections (David Rossell, Veerabhadran Marcel van der Hout)
Baladandayuthapani, Valen E. Johnson) 15. A statistician’s view on Bayesian evaluation of
7. Objective Bayes factors for informative informative hypotheses (Jay I. Myung, George
hypotheses: “Completing” the informative Karabatsos, Geoffrey J. Iverson)
hypothesis and “splitting” the Bayes factors (Luis 16. A philosopher’s view on Bayesian evaluation of
Raúl Pericchi Guerra, Guimei Liu, David Torres informative hypotheses (Jan-Willem Romeijn,
Núñez) Rens van de Schoot)
This book has been very imaginatively planned and anchored around analysis of challenging
problems of (Clinical) Psychology. Not only the analyses but the design of experiments and the
variables measured are very interesting.
The first problem, commonly known as Multiple Personality Disorder, is that of a person who
claims to have two or more separate identities, each of which forgets what the other does. Is
this real or simulated? In addition to the patients, there are three control groups, namely, true
controls, simulators of amnesia, and true amnesiacs. The hypothesis of interest is H 1 : μcon >
{μamn = μpat } > μsim , where μ = true mean of a memory score. H 1 implies the disorder is
genuine. The other hypothesis H 2 is that μcon > μamn > {μpat = μsim }, i.e., the disorder is
simulated by the patients.
The second problem concerns the effect of “peer evaluation on mood in children high and
low in depression.” The third is about “coping with loss: the influence of gender, kinship and
the time from loss.”
The problems of inequality constrained hypotheses are studied through Bayes factors. There
is also a study of robustness of the conclusions with respect to choice of priors. Bayesian readers
will recognize at least two well known Bayesian analysts among the authors.
A final part, namely Part IV of the book, sums up and evaluates these analyses by psychologists
and statisticians. There are three evaluations in this part, one by a psychologist, one by a
statistician and one by a philosopher.
This is an excellent book for psychologists and Bayesian statisticians. Strongly recommended
for both categories of readers.
Who Gave You the Epsilon? & Other Tales of Mathematical History
Marlow Anderson, Victor Katz, Robin Wilson (Editors)
The Mathematical Association of America, 2009, x + 431 pages, £ 45.00 / US$ 65.50, hardcover
ISBN: 978-0-88385-569-0
Table of contents
Analysis (10 articles) Algebra and Number Theory (16 articles)
Geometry, Topology and Foundations (11 articles) Surveys (4 Articles)
pages 5–13. Did you know (p. 58) that the late well-known statistician I. J. (Jack) Good was Alan
Turing’s chief statistical assistant at the U.K. code-breakers’ Bletchly Park in 1942? Well known
chess masters C. H. O’D Alexander, P. S. Milner-Barry and Harry Golombek were also there
(see p. 58). I could go on, but you get the idea! This would be a great gift for any statistician or
mathematician.
Each of the four main sections has a brief foreword and afterword written by the editors.
Table of contents
implement these prominent models and methods in general statistical software packages, such
as R, in order to make them more accessible and more widely used in the future.
Kimmo Vehkalahti: kimmo.vehkalahti@helsinki.fi
Department of Mathematics and Statistics
FI-00014 University of Helsinki, Finland
Table of contents
1. Introduction 9. Marginal models
2. One-way classifications 10. Multivariate models
3. Single-predictor regression 11. Nonlinear models
4. Linear models (LMs) 12. Departures from assumptions
5. Generalized linear models (GLMs) 13. Prediction
6. Linear mixed models (LMMs) 14. Computing
7. Generalized linear mixed models Appendix M: Some matrix results
8. Models for longitudinal data Appendix S: Some statistical results
Table of contents
1. Biostatistics and microbiology: Introduction 5. Regression and correlation analysis
2. One-sample tests 6. Qualitative data analysis
3. Two sample statistical tests, normal distribution 7. Nonparametric statistical methods
4. Analysis of variance Appendix: Tables of mathematical values
Readership: Microbiologists who wish to carry out a statistical analysis of their own data.
This is a well-written elementary introduction to common statistical tests, estimates, and
confidence intervals, illustrated with data from microbiology. Also included are testing problems
involving bioequivalence, for example that a new drug is as effective as an old one. This, being a
claim by a drug company or a microbiologist, is treated as the alternative and the null hypothesis
is its negation. The discussion of this difficult problem as well as its one sided versions is also
both simple and illuminating.
Each problem and the suggested inference procedure are introduced with a brief but clear
discussion. This is followed by an algorithmic description of the inference procedure. The
strength of the book lies in its simple but clear presentation, its examples from microbiology,
and the insight of the author gained from working with scientists. For example, if a pilot
experiment for determining the optimal sample size leads to an unacceptably large sample size,
Paulson advises the scientist to redo the pilot experiment much more carefully. Most likely, the
pilot experiment was unreliable.
Table of contents
1. The science of fMRI 9. Bayesian methods in fMRI
2. Design of fMRI experiments 10. Multiple testing in fMRI: The problem of “thresholding”
3. Noise and data preprocessing 11. Additional statistical issues
4. Statistical issues in fMRI data analysis 12. Case study: Eye motion data
5. Basic statistical analysis A. Survey of major fMRI software packages
6. Temporal, spatial, spatiotemporal models B. Glossary of fMRI terms
7. Multivariate approaches
8. Basis function approaches
that a massive amount of effort went into it – in addition to the two editors-in-chief, it is the
product of the work of eleven section editors and nearly 360 authors. The publishers, too, are to
be commended: it is a rather beautiful work.
Table of contents
1. Introduction 7. Interpreting mixtures in the presence of relatives
2. Probability and statistics 8. Other issues
3. Population genetics Solutions to problems
4. Parentage testing Appendix A: The standard normal distribution
5. Testing for kinship Appendix B: Upper 1% and 5% points of χ 2 distributions
6. Interpreting mixtures
Readership: Statisticians and others who wish to learn the principles of DNA matching; advanced
students, researchers.
This is a volume in the Wiley Statistics in Practice series. It aims to introduce the key ideas of
probability and statistics which are necessary for the evaluation of DNA evidence.
No background is assumed in probability or statistics – an introductory chapter covers these –
although if this was one’s first exposure to such ideas I think the rest of the book would be hard
going. This chapter begins by introducing the basic laws of probability, and works up through
relevant statistical distributions to likelihood ratios, estimation, and testing, all in 18 pages. This
is followed by another introductory chapter on population genetic models, which allow one
to determine the probability of observing given profiles in a specified population. Subsequent
chapters focus on the three main applications of DNA profiling: identity testing, determination
of parentage and kinship, and interpretation of mixed DNA stains.
Computer programs are available on an associated website, and the text is illustrated using this
software, including screenshots from it, where appropriate. Mathematical proofs are included
where necessary, but these are relegated to appendices at the end of chapters, so as not to disrupt
the flow of the substantive ideas. Collections of problems are given at the end of each chapter,
and solutions are given at the end of the book.
Approaching this from the perspective of a statistician who would like to learn more about
DNA profiling, I would have appreciated more detail about the background technology: the three
paragraph description in Chapter 1 proved inadequate for me to understand the basic principles,
and I had to resort to the web for a more detailed explanation. Having said that, once I had found
such an explanation, the remainder of the book was very clear. Overall, it provides an excellent
introduction to the statistics of DNA matching. I would certainly recommend it to anyone who
wishes to gain an in-depth understanding of the statistical ideals and tools which underlie the
technology. It would make a great text for a course in this topic.
David J. Hand: d.j.hand@imperial.ac.uk
Mathematics Department, Imperial College
London SW7 2AZ, UK
Table of contents
Part I. Introduction 11. Reduced forms and relationships with ARIMA
1. Basic concepts models
2. Getting started 12. Linear innovations state space models with
Part II. Essentials random seed states
3. Linear innovations state space models 13. Conventional state space models
4. Non-linear and heteroscedastic innovations 14. Time series with multiple seasonal patterns
state space models 15. Non-linear models for positive data
5. Estimation of innovations state space models 16. Models for count data
6. Prediction distributions and intervals 17. Vector exponential smoothing
7. Selection of models Part IV. Applications
Part III. Further Topics 18. Inventory control application
8. Normalizing seasonal components 19. Conditional heteroscedasticity and applications
9. Models with regressor variables in finance
10. Some properties of linear models 20. Economic applications: the Beveridge-Nelson
decomposition
Readership: People wanting to apply exponential smoothing methods in their own area of
interest, as well as for researchers wanting to take the ideas in new directions.
This book seeks to provide a comprehensive discussion of exponential smoothing forecasting
methods from the innovations state-space perspective. The authors integrate the state-space
approach to exponential smoothing forecasting into a coherent whole – and have done an
excellent job. This is certainly a book I would recommend to anyone who wishes to obtain a
sound grasp of the area, or to a PhD student about to begin research in the area.
Exponential forecasting is an intuitively attractive and very widely used approach, with a
long history. The state space framework is natural structure for developing prediction intervals,
maximum likelihood estimates, and procedures for model selection. The description here is
accessible, and at mathematical level which is just right to explain the ideas and methods from
a practical perspective, without labouring mathematical niceties.
I particularly appreciated the format of the outline of the book in the preface, which attempts
to cater for a wide readership, and which spells out clearly what parts could be read ‘if you
only want a snack’, or for ‘readers wanting a more substantial meal’, or those who ‘want the
full banquet’. Three concluding chapters then provide ‘after-dinner cocktails’ of applications to
inventory control, economics, and finance. Each chapter concludes with exercises
There is an associated website containing data sets, computer code, and additional exercises.
Details of public domain R software for the methods described in the book are given.
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In summary, this is a perfect introduction to the subject, and an ideal text for an advanced
undergraduate or beginning postgraduate course in the topic.
David J. Hand: d.j.hand@imperial.ac.uk
Mathematics Department, Imperial College
London SW7 2AZ, UK
Table of contents
1. Introduction 5. Nonparametric smoothing problems
2. Single parameter problems 6. Further applications
3. Multiple parameter problems 7. Connections and comparisons
4. Linear models and regression Appendix: Review of asymptotic statistics
Table of contents
1. Getting started 5. Simulation
2. Introduction to the R language 6. Computational linear algebra
3. Programming statistical graphics 7. Numerical optimization
4. Programming with R Appendix: Review of random variables and distributions
Table of contents
Part I. Overview 12. The functional delta method
1. Introduction 13. Z-estimators
2. An overview of empirical processes 14. M-estimators
3. Overview of semiparametric inference 15. Case studies II
4. Case studies I Part III. Semiparametric Inference
Part II. Empirical Processes 16. Introduction to semiparametric inference
5. Introduction to empirical processes 17. Preliminaries for semiparametric inference
6. Preliminaries for empirical processes 18. Semiparametric models and efficiency
7. Stochastic convergence 19. Efficient inference for finite-dimensional parameters
8. Empirical process methods 20. Efficient inference for infinite-dimensional parameters
9. Entropy calculation 21. Semiparametric M-estimation
10. Bootstrapping empirical processes 22. Case studies III
11. Additional empirical process results
Readership: Researchers who need to develop inferential tools for relatively complicated
mathematical or statistical modeling problems, statisticians and biostatisticians, advanced
students.
The main focus of this book is to introduce empirical processes and semiparametric inference
methods to researchers interested in developing inferential tools for relatively complicated
mathematical or statistical modeling problems. The material is mainly self-contained. Therefore
those with moderate knowledge of probability and mathematical statistics may become
acquainted with the areas with the aid of the book. The material is divided into three parts.
The first part consists of an overview of the topics avoiding basic mathematical definitions and
proofs, which are introduced in later parts. The second part introduces foundations of empirical
processes and the third part introduces foundations of semiparametric inference. Each part is
followed by a set of case studies of statistical or biostatistical modeling. The material is structured
in sensible way supporting the learning and understanding of useful and challenging techniques
of empirical processes and semiparametric inference. The book could well be very helpful for
those studying and applying these techniques.
Table of contents
1. Medical uncertainties 13. Inference from proportions
2. Basics of medical studies 14. Relative risk and odds ratio
3. Sampling methods 15. Inference from means
4. Designs of observational studies 16. Relationships: Quantitative data
5. Medical experiments 17. Relationships: Qualitative dependent
6. Clinical trials 18. Survival analysis
7. Numerical methods for representing variation 19. Simultaneous consideration of several variables
8. Presentation of variation by figures 20. Quality considerations
9. Some qualitative aspects of medicine 21. Statistical fallacies
10. Clinimetrics and evidence-based medicine Appendix 1: Statistical software
11. Measurement of community health Appendix 2: Some statistical tables
12. Confidence intervals, principles of tests of
significance, and sample size
Readership: Medical and health professionals, advanced and basic level students of health and
medicine, biostatisticians.
The book contains a fairly comprehensive introduction of basic statistical concepts and methods
used in medical and health sciences. The basic idea is to give clear verbal explanations with good
examples avoiding heavy mathematical definitions or formulations. My opinion is that the author
has succeeded very well in this challenging task. By the aid of the book it should be relatively
easy to get the main ideas, and if deeper understanding is needed a list of further references is
provided to each topic. As a marginal weak point I can mention that a very commonly adopted
free statistical software package R is not mentioned on the list of general purpose statistical
software. However, I can easily recommend this book for persons working on the area of medical
biostatistics.
Table of contents
Readership: This book is suitable for those with a basic knowledge of biostatistics and statistical
modeling. The intended audience includes epidemiologists and applied biostatisticians looking
for a practical guide to developing and testing clinical prediction models, or health care
professionals and health policy makers interested in critically appraising a clinical prediction
model.
Clinical Prediction Models is an excellent practical guide for developing, assessing and updating
clinical models both for disease prognosis and diagnosis. The book’s clinical focus in this era
of evidence-based medicine is refreshing and serves as a much-needed addition to statistical
modelling of clinical data. The book assumes a basic familiarity with modelling using generalized
linear models, focussing instead on the real challenges facing applied biostatisticians and
epidemiologists wanting to create useful models: dealing with a plethora of model choices,
small sample sizes, many candidate predictors and missing data. This is an example-based book
illuminating the vagaries of clinical data and offering sound practical advice on data exploration,
model selection and data presentation. Model selection is at the core of the text with in-depth
discussion of choices of candidate predictors, pre-specified models, models with interactions,
stepwise selection methods in linear models, as well as modelling using generalized additive
models (GAM), fractional polynomials and restricted cubic splines. There are also a few pages
devoted to more modern selection methods such as Bayesian model averaging (BMA). There
is an excellent discussion of estimation bias, over-fitting and optimism in prediction models
motivating the use of methods to correct for overestimation of model coefficients. Uniform
shrinkage methods, penalized maximum likelihood methods, and least absolute shrinkage and
selection operator (LASSO) shrinkage for selection are discussed in some detail.
The author considers many interesting examples of clinical data throughout the text, using
data from rich data sources like the GUSTO-1 and the SMART studies. These data sets are made
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Table of contents
1. The simplest case: one-way treatment structure in 14. Using the effects model to analyze two-way
a completely randomized design structure with treatment structures with missing treatment
homogeneous errors combinations
2. One-way treatment structure in a completely 15. Case study: two-way treatment structure with
randomized design structure with heterogeneous missing treatment combinations
errors 16. Analyzing three-way and higher-order treatment
3. Simultaneous inference procedures and multiple structures
comparisons 17. Case study: three-way treatment structure with
4. Basics for designing experiments many missing treatment combinations
5. Multi-level designs: split-plots, strip-plots, 18. Random effects models and variance components
repeated measures, and combinations 19. Methods for estimating variance components
6. Matrix form of the model 20. Methods for making inferences about variance
7. Balanced two-way treatment structures components
8. Case study: complete analyses of balanced 21. Case study: analysis of a random effects model
two-way experiments 22. Analysis of mixed models
9. Using the means model to analyze balanced two- 23. Case studies of a mixed model
way treatment structures with unequal subclass 24. Methods for analyzing split-plot type designs
numbers 25. Methods for analyzing strip-plot type designs
10. Using the effects model to analyze balanced two- 26. Methods for analyzing repeated measures
way treatment structures with unequal subclass experiments
numbers 27. Analysis of repeated measures experiments when
11. Analyzing large balanced two-way experiments the ideal conditions are not satisfied
having unequal subclass numbers 28. Case studies: complex examples having repeated
12. Case study: balanced two-way treatment structure measures
with unequal subclass numbers 29. Analysis of crossover designs
13. Using the means model to analyze two-way 30. Analysis of nested designs
treatment structures with missing treatment
combinations
Readership: Experimenters and statisticians involved with classic plot experiments and their
analyses.
The 1984 first edition had 473 pages (32 chapters) compared with the second edition’s 674 (30),
and many of the chapter headings and many segments of text are the same or similar in both
editions. This might give a first impression that the new revision is perhaps not worth investing
in. However the exact opposite is true! New to the second edition are “modern suggestions
for multiple comparisons . . . additional examples of split plot and repeated measures designs
. . . and the use of SAS-GLM, . . . , SAS-MIXED and JMP” in various analyses. Every chapter
has been systematically re-written for greater clarity, and added explanatory material has been
inserted throughout. Many new diagrams and redrawn diagrams have been provided; those that
show how to lay out the experimental designs are just superb and extraordinarily clear. The
reference list has increased from 44 to 99. This revision is highly recommended to those who
plan and analyze experiments of the type described.
Statistical Misconceptions
Schuyler W. Huck
Psychology Press, 2009, xx + 288 pages, £ 19.95 / US$ 32.95, softcover (also available in
hardcover)
ISBN: 978-0-8058-5904-1
Table of contents
1. Descriptive statistics 9. t-Tests involving one or two means
2. Distributional shape 10. ANOVA and ANCOVA
3. Bivariate correlation 11. Practical significance, power, and effect size
4. Reliability and validity 12. Regression
5. Probability Appendix A: Citations for material referenced in the preface
6. Sampling Appendix B: References for quotations presented in the sections
7. Estimation entitled “Evidence that this misconception exists”
8. Hypothesis testing
The book is very highly structured, which some readers may find helpful and others may
find irritating after a while. Each chapter consists of three to six misconceptions. For each
misconception, there are five parts. Firstly, the misconception is stated in one or two sentences.
Then, evidence is given that the misconception exists. This is in the form of quotes from journals,
textbooks and websites. All the references are given in an appendix: I hope you do not find your
own work referred to there!
The third part is a section explaining why the misconception is dangerous. These sections are
short yet they manage to explain the dangers in an accessible manner to someone who has studied
an introductory statistics course. Next, the misconception is undone. Sometimes this involves
a graph or picture, sometimes it is simply a page or two of text describing helping readers
to confront and then dispel the misconception. Finally, an internet assignment is given. This
invariably points to the book’s website, http://www.psypress.com/statistical-misconceptions/.
These worked easily when I tested a handful of them, and some connected to applets produced
by well-known statistics educators such as Alan Rossman and Beth Chance. Some sections also
include a list of recommended reading.
Now for some details of the misconceptions themselves. Some of them are indeed dangerous
misunderstandings of statistical theory, such as “If the 95% confidence intervals that’s
constructed for one sample partially overlaps the 95% confidence interval that’s constructed
for a second sample, the two samples are not significantly different from each other at α =
0.05.”
Some of them are statistical paradoxes that have been widely written about e.g. the birthday
problem and the Monty Hall problem.
But some of them are not so much misconceptions as simplifications that many educators
would use to introduce a topic in an unequivocal manner, so as to leave exceptions and special
cases for later study. For instance, “The null hypothesis is always a statement of ‘no difference’”
would frequently be used by educators to introduce hypothesis testing. Or, “there are three
different measures of central tendency: the mean, the median and the mode”. Of course there
are others, but these three cover a wide variety of situations, and even three may be more than
is needed for an introductory statistics course.
This book has the potential to shake statisticians out of any complacency they have about
conveying the precise meaning of fundamental statistical theory and methods. Since the aim of
statistics is to be accurate and precise, this book could usefully find a place on the shelves of
most statisticians.
Alice Richardson: alice.richardson@canberra.edu.au
Faculty of Information Sciences and Engineering, University of Canberra
Bruce ACT 2601, Australia
Table of contents
Part I. Nonparametric Inference 14. Minimum description length model selection
1. Adaptive tests for the c-sample location problem in Gaussian regression under data constraints
(H. Büning) (E.P. Liski, A. Liski)
2. On nonparametric tests for trend detection in 15. Self-exciting extreme value models for stock
seasonal time series (O. Morell, R. Fried) market crashes (R. Herrera, B. Schipp)
3. Nonparametric trend tests for right-censored 16. Consumption and income: a spectral analysis
survival times (S. Leissen, U. Ligges, M. (D.S.G. Pollock)
Neuhäuser, L.A. Hothorn) Part V. Stochastic Processes
4. Penalty specialists among goalkeepers: a 17. Improved estimation strategy in multi-factor
nonparametric Bayesian analysis of 44 years of Vasicek model (S. Ejaz Ahmed, S. Nkurunziza,
German Bundesliga (B. Bornkamp, A. Fritsch, S. Liu)
O. Kuss, K. Ickstadt) 18. Bounds on expected coupling times in a Markov
5. Permutation tests for validating computer chain (J. J. Hunter)
experiments (T. Mühlenstädt, U. Gather) 19. Multiple self-decomposable laws on vector spaces
Part II. Parametric Inference and on groups: the existence of background
6. Exact and generalized confidence intervals in the driving processes (W. Hazod)
common mean problem (J. Hartung, G. Knapp) Part VI. Matrix Algebra and Matrix Computations
7. Locally optimal tests of independence for 20. Further results on Samuelson’s inequality
archimedean copula families (J. Rahnenführer) (R.W. Farebrother)
Part III. Design of Experiments and Analysis of 21. Revisitation of generalized and hypergeneralized
Variance projectors (O.M. Baksalary)
8. Optimal designs for treatment-control 22. On singular periodic matrices (J. Groß)
comparisons in microarray experiments 23. Testing numerical methods solving the linear
(J. Kunert, R.J. Martin, S. Rothe) least squares problem (C. Weihs)
9. Improving Henderson’s method 3 approach when 24. On the computation of the Moore–Penrose
estimating variance components in a two-way inverse of matrices with symbolic elements
mixed linear model (R. al Sarraj, D. von Rosen) (K. Schmidt)
10. Implications of dimensionality on measurement 25. On permutations of matrix products (H.J. Werner,
reliability (K. Vehkalahti, S. Puntanen, I. Olkin)
L. Tarkkonen) Part VII. Special Topics
Part IV. Linear Models and Applied Econometrics 26. Some comments on Fisher’s α index of diversity
11. Robust moment based estimation and inference: and on the Kazwini cosmography (O.M. Baksalary,
the generalized Cressie–Read estimator K.L. Chu, S. Puntanen, G.P.H. Styan)
(R.C. Mittelhammer, G.G. Judge) 27. Ultimatum games and fuzzy information
12. More on the F-test under nonspherical (P. Sander, P. Stahlecker)
disturbances (W. Krämer, C. Hanck) 28. Are Bernstein’s examples on independent
13. Optimal estimation in a linear regression model events paradoxical? (C. Stepniak,
֒ T. Owsiany)
using incomplete prior information 29. A classroom example to demonstrate statistical
(H. Toutenburg, Shalabh, C. Heumann) concepts (D. Trenkler)
Selected Publications of Götz Trenkler
Readership: Researchers interested in statistics and econometrics, both theoretical and applied.
The book is dedicated to Professor Götz Trenkler on the occasion of his 65th birthday. It starts
with a short biography of Professor Trenkler, including main scientific achievements as well as
some personal details as his passion for chess and tennis.
In the first part one can find the list of contributors – there are 55 authors who published their
papers in the volume, and 17 of them are also Professor Trenkler’s co-authors.
The volume contains the collection of 29 articles, which are divided to seven sections, which
present Professor Trenkler’s interests, such as nonparametric and parametric inference, design
of experiments and analysis of variance, linear models and applied econometrics, stochastic
processes, matrix algebra and matrix computations in its relation to statistics. In the articles
published in the volume authors refer to the papers of Professor Trenkler, such as e.g. the
common papers with H. Toutenburg and E. P. Liski (1992), H. Büning (1994), J. Diersen (1996,
2001), D. Trenkler (1983), S. Puntanen (2006), J. Groß (1997), and K. Schmidt (2006).
Finally, the list of selected publications of Professor Götz Trenkler is presented. Götz Trenkler
is the author and coauthor of 8 monographs and 159 scientific articles in well known journals
as well as proceedings of conferences and festschrifts in honor of his colleagues. In his papers
Professor Trenkler presents both theoretical results and applications.
Katarzyna Filipiak: kasfil@up.poznan.pl
Department of Mathematical and Statistical Methods
Poznań University of Life Sciences
Wojska Polskiego 28, 60-637 Poznań, Poland
Table of contents
Part I. Background 6. Disease cluster detection
1. Introduction 7. Ecological analysis
2. Bayesian inference and modeling 8. Multiple scale analysis
3. Computational issues 9. Multivariate disease analysis
4. Residuals and goodness-of-fit 10. Spatial survival and longitudinal analysis
Part II. Themes 11. Spatiotemporal disease mapping
5. Disease map reconstruction and relative A. Basic R and WinBUGS
risk estimation B. Selected WinBUGS code
C. R code for thematic mapping
which appears later in this book, and the half Cauchy, a relatively new prior introduced by
Gelman.
The remaining seven chapters provide a thorough review of modeling relative risk, and its
analysis and mapping, different types of clustering in spatial (or spatiotemporal) distribution of
disease, multiple (spatial) scale analysis of disease distribution, and spatiotemporal modeling.
Other important topics include establishing relations between geo-referenced data and predictors
like poverty, exposure to hazardous material, etc. Also included are multivariate disease analysis
and spatial survival analysis.
Lawson provides well written reviews of many topics and many aspects of those topics are
covered in his reviews. The literature cited is huge and diverse, showing the current importance
of the subjects covered. One can also gain hands training in analysis and visual presentations, so
stressed in the book, by following carefully the detailed introduction to R and WinBUGS given
in the book.
Many important data sets used in the book are available at http://www.musc.edu/biometry/
people/lawsonab/Data%20and%20Programs.html but do not seem to be available at the site
given on p. 5 of the book.
Readers of this book might also consider reading the monograph by Banerjee, Carlin, and
Gelfand (Hierarchical Modeling and Analysis for Spatial Data, 2004), also published by
Chapman and Hall. This could be a good companion volume stressing more basic theory
and also models based on Gaussian processes and variograms.
Table of contents
about could be a rich source of information at the level of both individuals and the population
average.
Jayanta K. Ghosh: ghosh@stat.purdue.edu
Department of Statistics, Purdue University
West Lafayette, IN 47909, USA