57 resultados para Gibbs sampling

em CentAUR: Central Archive University of Reading - UK


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This note presents a robust method for estimating response surfaces that consist of linear response regimes and a linear plateau. The linear response-and-plateau model has fascinated production scientists since von Liebig (1855) and, as Upton and Dalton indicated, some years ago in this Journal, the response-and-plateau model seems to fit the data in many empirical studies. The estimation algorithm evolves from Bayesian implementation of a switching-regression (finite mixtures) model and demonstrates routine application of Gibbs sampling and data augmentation-techniques that are now in widespread application in other disciplines.

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The steadily accumulating literature on technical efficiency in fisheries attests to the importance of efficiency as an indicator of fleet condition and as an object of management concern. In this paper, we extend previous work by presenting a Bayesian hierarchical approach that yields both efficiency estimates and, as a byproduct of the estimation algorithm, probabilistic rankings of the relative technical efficiencies of fishing boats. The estimation algorithm is based on recent advances in Markov Chain Monte Carlo (MCMC) methods—Gibbs sampling, in particular—which have not been widely used in fisheries economics. We apply the method to a sample of 10,865 boat trips in the US Pacific hake (or whiting) fishery during 1987–2003. We uncover systematic differences between efficiency rankings based on sample mean efficiency estimates and those that exploit the full posterior distributions of boat efficiencies to estimate the probability that a given boat has the highest true mean efficiency.

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Cross-bred cow adoption is an important and potent policy variable precipitating subsistence household entry into emerging milk markets. This paper focuses on the problem of designing policies that encourage and sustain milkmarket expansion among a sample of subsistence households in the Ethiopian highlands. In this context it is desirable to measure households’ ‘proximity’ to market in terms of the level of deficiency of essential inputs. This problem is compounded by four factors. One is the existence of cross-bred cow numbers (count data) as an important, endogenous decision by the household; second is the lack of a multivariate generalization of the Poisson regression model; third is the censored nature of the milk sales data (sales from non-participating households are, essentially, censored at zero); and fourth is an important simultaneity that exists between the decision to adopt a cross-bred cow, the decision about how much milk to produce, the decision about how much milk to consume and the decision to market that milk which is produced but not consumed internally by the household. Routine application of Gibbs sampling and data augmentation overcome these problems in a relatively straightforward manner. We model the count data from two sites close to Addis Ababa in a latent, categorical-variable setting with known bin boundaries. The single-equation model is then extended to a multivariate system that accommodates the covariance between crossbred-cow adoption, milk-output, and milk-sales equations. The latent-variable procedure proves tractable in extension to the multivariate setting and provides important information for policy formation in emerging-market settings

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Data augmentation is a powerful technique for estimating models with latent or missing data, but applications in agricultural economics have thus far been few. This paper showcases the technique in an application to data on milk market participation in the Ethiopian highlands. There, a key impediment to economic development is an apparently low rate of market participation. Consequently, economic interest centers on the “locations” of nonparticipants in relation to the market and their “reservation values” across covariates. These quantities are of policy interest because they provide measures of the additional inputs necessary in order for nonparticipants to enter the market. One quantity of primary interest is the minimum amount of surplus milk (the “minimum efficient scale of operations”) that the household must acquire before market participation becomes feasible. We estimate this quantity through routine application of data augmentation and Gibbs sampling applied to a random-censored Tobit regression. Incorporating random censoring affects markedly the marketable-surplus requirements of the household, but only slightly the covariates requirements estimates and, generally, leads to more plausible policy estimates than the estimates obtained from the zero-censored formulation

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An important feature of agribusiness promotion programs is their lagged impact on consumption. Efficient investment in advertising requires reliable estimates of these lagged responses and it is desirable from both applied and theoretical standpoints to have a flexible method for estimating them. This note derives an alternative Bayesian methodology for estimating lagged responses when investments occur intermittently within a time series. The method exploits a latent-variable extension of the natural-conjugate, normal-linear model, Gibbs sampling and data augmentation. It is applied to a monthly time series on Turkish pasta consumption (1993:5-1998:3) and three, nonconsecutive promotion campaigns (1996:3, 1997:3, 1997:10). The results suggest that responses were greatest to the second campaign, which allocated its entire budget to television media; that its impact peaked in the sixth month following expenditure; and that the rate of return (measured in metric tons additional consumption per thousand dollars expended) was around a factor of 20.

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The steadily accumulating literature on technical efficiency in fisheries attests to the importance of efficiency as an indicator of fleet condition and as an object of management concern. In this paper, we extend previous work by presenting a Bayesian hierarchical approach that yields both efficiency estimates and, as a byproduct of the estimation algorithm, probabilistic rankings of the relative technical efficiencies of fishing boats. The estimation algorithm is based on recent advances in Markov Chain Monte Carlo (MCMC) methods— Gibbs sampling, in particular—which have not been widely used in fisheries economics. We apply the method to a sample of 10,865 boat trips in the US Pacific hake (or whiting) fishery during 1987–2003. We uncover systematic differences between efficiency rankings based on sample mean efficiency estimates and those that exploit the full posterior distributions of boat efficiencies to estimate the probability that a given boat has the highest true mean efficiency.

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In the Radiative Atmospheric Divergence Using ARM Mobile Facility GERB and AMMA Stations (RADAGAST) project we calculate the divergence of radiative flux across the atmosphere by comparing fluxes measured at each end of an atmospheric column above Niamey, in the African Sahel region. The combination of broadband flux measurements from geostationary orbit and the deployment for over 12 months of a comprehensive suite of active and passive instrumentation at the surface eliminates a number of sampling issues that could otherwise affect divergence calculations of this sort. However, one sampling issue that challenges the project is the fact that the surface flux data are essentially measurements made at a point, while the top-of-atmosphere values are taken over a solid angle that corresponds to an area at the surface of some 2500 km2. Variability of cloud cover and aerosol loading in the atmosphere mean that the downwelling fluxes, even when averaged over a day, will not be an exact match to the area-averaged value over that larger area, although we might expect that it is an unbiased estimate thereof. The heterogeneity of the surface, for example, fixed variations in albedo, further means that there is a likely systematic difference in the corresponding upwelling fluxes. In this paper we characterize and quantify this spatial sampling problem. We bound the root-mean-square error in the downwelling fluxes by exploiting a second set of surface flux measurements from a site that was run in parallel with the main deployment. The differences in the two sets of fluxes lead us to an upper bound to the sampling uncertainty, and their correlation leads to another which is probably optimistic as it requires certain other conditions to be met. For the upwelling fluxes we use data products from a number of satellite instruments to characterize the relevant heterogeneities and so estimate the systematic effects that arise from the flux measurements having to be taken at a single point. The sampling uncertainties vary with the season, being higher during the monsoon period. We find that the sampling errors for the daily average flux are small for the shortwave irradiance, generally less than 5 W m−2, under relatively clear skies, but these increase to about 10 W m−2 during the monsoon. For the upwelling fluxes, again taking daily averages, systematic errors are of order 10 W m−2 as a result of albedo variability. The uncertainty on the longwave component of the surface radiation budget is smaller than that on the shortwave component, in all conditions, but a bias of 4 W m−2 is calculated to exist in the surface leaving longwave flux.

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The variogram is essential for local estimation and mapping of any variable by kriging. The variogram itself must usually be estimated from sample data. The sampling density is a compromise between precision and cost, but it must be sufficiently dense to encompass the principal spatial sources of variance. A nested, multi-stage, sampling with separating distances increasing in geometric progression from stage to stage will do that. The data may then be analyzed by a hierarchical analysis of variance to estimate the components of variance for every stage, and hence lag. By accumulating the components starting from the shortest lag one obtains a rough variogram for modest effort. For balanced designs the analysis of variance is optimal; for unbalanced ones, however, these estimators are not necessarily the best, and the analysis by residual maximum likelihood (REML) will usually be preferable. The paper summarizes the underlying theory and illustrates its application with data from three surveys, one in which the design had four stages and was balanced and two implemented with unbalanced designs to economize when there were more stages. A Fortran program is available for the analysis of variance, and code for the REML analysis is listed in the paper. (c) 2005 Elsevier Ltd. All rights reserved.

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The Representative Soil Sampling Scheme (RSSS) has monitored the soil of agricultural land in England and Wales since 1969. Here we describe the first spatial analysis of the data from these surveys using geostatistics. Four years of data (1971, 1981, 1991 and 2001) were chosen to examine the nutrient (available K, Mg and P) and pH status of the soil. At each farm, four fields were sampled; however, for the earlier years, coordinates were available for the farm only and not for each field. The averaged data for each farm were used for spatial analysis and the variograms showed spatial structure even with the smaller sample size. These variograms provide a reasonable summary of the larger scale of variation identified from the data of the more intensively sampled National Soil Inventory. Maps of kriged predictions of K generally show larger values in the central and southeastern areas (above 200 mg L-1) and an increase in values in the west over time, whereas Mg is fairly stable over time. The kriged predictions of P show a decline over time, particularly in the east, and those of pH show an increase in the east over time. Disjunctive kriging was used to examine temporal changes in available P using probabilities less than given thresholds of this element. The RSSS was not designed for spatial analysis, but the results show that the data from these surveys are suitable for this purpose. The results of the spatial analysis, together with those of the statistical analyses, provide a comprehensive view of the RSSS database as a basis for monitoring the soil. These data should be taken into account when future national soil monitoring schemes are designed.

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Models developed to identify the rates and origins of nutrient export from land to stream require an accurate assessment of the nutrient load present in the water body in order to calibrate model parameters and structure. These data are rarely available at a representative scale and in an appropriate chemical form except in research catchments. Observational errors associated with nutrient load estimates based on these data lead to a high degree of uncertainty in modelling and nutrient budgeting studies. Here, daily paired instantaneous P and flow data for 17 UK research catchments covering a total of 39 water years (WY) have been used to explore the nature and extent of the observational error associated with nutrient flux estimates based on partial fractions and infrequent sampling. The daily records were artificially decimated to create 7 stratified sampling records, 7 weekly records, and 30 monthly records from each WY and catchment. These were used to evaluate the impact of sampling frequency on load estimate uncertainty. The analysis underlines the high uncertainty of load estimates based on monthly data and individual P fractions rather than total P. Catchments with a high baseflow index and/or low population density were found to return a lower RMSE on load estimates when sampled infrequently than those with a tow baseflow index and high population density. Catchment size was not shown to be important, though a limitation of this study is that daily records may fail to capture the full range of P export behaviour in smaller catchments with flashy hydrographs, leading to an underestimate of uncertainty in Load estimates for such catchments. Further analysis of sub-daily records is needed to investigate this fully. Here, recommendations are given on load estimation methodologies for different catchment types sampled at different frequencies, and the ways in which this analysis can be used to identify observational error and uncertainty for model calibration and nutrient budgeting studies. (c) 2006 Elsevier B.V. All rights reserved.

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To provide reliable estimates for mapping soil properties for precision agriculture requires intensive sampling and costly laboratory analyses. If the spatial structure of ancillary data, such as yield, digital information from aerial photographs, and soil electrical conductivity (EC) measurements, relates to that of soil properties they could be used to guide the sampling intensity for soil surveys. Variograins of permanent soil properties at two study sites on different parent materials were compared with each other and with those for ancillary data. The ranges of spatial dependence identified by the variograms of both sets of properties are of similar orders of magnitude for each study site, Maps of the ancillary data appear to show similar patterns of variation and these seem to relate to those of the permanent properties of the soil. Correlation analysis has confirmed these relations. Maps of kriged estimates from sub-sampled data and the original variograrns showed that the main patterns of variation were preserved when a sampling interval of less than half the average variogram range of ancillary data was used. Digital data from aerial photographs for different years and EC appear to show a more consistent relation with the soil properties than does yield. Aerial photographs, in particular those of bare soil, seem to be the most useful ancillary data and they are often cheaper to obtain than yield and EC data.

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It has been generally accepted that the method of moments (MoM) variogram, which has been widely applied in soil science, requires about 100 sites at an appropriate interval apart to describe the variation adequately. This sample size is often larger than can be afforded for soil surveys of agricultural fields or contaminated sites. Furthermore, it might be a much larger sample size than is needed where the scale of variation is large. A possible alternative in such situations is the residual maximum likelihood (REML) variogram because fewer data appear to be required. The REML method is parametric and is considered reliable where there is trend in the data because it is based on generalized increments that filter trend out and only the covariance parameters are estimated. Previous research has suggested that fewer data are needed to compute a reliable variogram using a maximum likelihood approach such as REML, however, the results can vary according to the nature of the spatial variation. There remain issues to examine: how many fewer data can be used, how should the sampling sites be distributed over the site of interest, and how do different degrees of spatial variation affect the data requirements? The soil of four field sites of different size, physiography, parent material and soil type was sampled intensively, and MoM and REML variograms were calculated for clay content. The data were then sub-sampled to give different sample sizes and distributions of sites and the variograms were computed again. The model parameters for the sets of variograms for each site were used for cross-validation. Predictions based on REML variograms were generally more accurate than those from MoM variograms with fewer than 100 sampling sites. A sample size of around 50 sites at an appropriate distance apart, possibly determined from variograms of ancillary data, appears adequate to compute REML variograms for kriging soil properties for precision agriculture and contaminated sites. (C) 2007 Elsevier B.V. All rights reserved.

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Long-term monitoring of forest soils as part of a pan-European network to detect environmental change depends on an accurate determination of the mean of the soil properties at each monitoring event. Forest soil is known to be very variable spatially, however. A study was undertaken to explore and quantify this variability at three forest monitoring plots in Britain. Detailed soil sampling was carried out, and the data from the chemical analyses were analysed by classical statistics and geostatistics. An analysis of variance showed that there were no consistent effects from the sample sites in relation to the position of the trees. The variogram analysis showed that there was spatial dependence at each site for several variables and some varied in an apparently periodic way. An optimal sampling analysis based on the multivariate variogram for each site suggested that a bulked sample from 36 cores would reduce error to an acceptable level. Future sampling should be designed so that it neither targets nor avoids trees and disturbed ground. This can be achieved best by using a stratified random sampling design.

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As part of the European Commission (EC)'s revision of the Sewage Sludge Directive and the development of a Biowaste Directive, there was recognition of the difficulty of comparing data from Member States (MSs) because of differences in sampling and analytical procedures. The 'HORIZONTAL' initiative, funded by the EC and MSs, seeks to address these differences in approach and to produce standardised procedures in the form of CEN standards. This article is a preliminary investigation into aspects of the sampling of biosolids, composts and soils to which there is a history of biosolid application. The article provides information on the measurement uncertainty associated with sampling from heaps, large bags and pipes and soils in the landscape under a limited set of conditions, using sampling approaches in space and time and sample numbers based on procedures widely used in the relevant industries and when sampling similar materials. These preliminary results suggest that considerably more information is required before the appropriate sample design, optimum number of samples, number of samples comprising a composite, and temporal and spatial frequency of sampling might be recommended to achieve consistent results of a high level of precision and confidence. (C) 2004 Elsevier Ltd. All rights reserved.