Estimation and diagnostics for heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributions

An extension of some standard likelihood based procedures to heteroscedastic nonlinear regression models under scale mixtures of skew-normal (SMSN) distributions is developed. This novel class of models provides a useful generalization of the heteroscedastic symmetrical nonlinear regression models (Cysneiros et al., 2010), since the random term distributions cover both symmetric as well as asymmetric and heavy-tailed distributions such as skew-t, skew-slash, skew-contaminated normal, among others. A simple EM-type algorithm for iteratively computing maximum likelihood estimates of the parameters is presented and the observed information matrix is derived analytically. In order to examine the performance of the proposed methods, some simulation studies are presented to show the robust aspect of this flexible class against outlying and influential observations and that the maximum likelihood estimates based on the EM-type algorithm do provide good asymptotic properties. Furthermore, local influence measures and the one-step approximations of the estimates in the case-deletion model are obtained. Finally, an illustration of the methodology is given considering a data set previously analyzed under the homoscedastic skew-t nonlinear regression model. (C) 2012 Elsevier B.V. All rights reserved.

Bivariate gamma-geometric law and its induced Levy process

In this article we introduce a three-parameter extension of the bivariate exponential-geometric (BEG) law (Kozubowski and Panorska, 2005) [4]. We refer to this new distribution as the bivariate gamma-geometric (BGG) law. A bivariate random vector (X, N) follows the BGG law if N has geometric distribution and X may be represented (in law) as a sum of N independent and identically distributed gamma variables, where these variables are independent of N. Statistical properties such as moment generation and characteristic functions, moments and a variance-covariance matrix are provided. The marginal and conditional laws are also studied. We show that BBG distribution is infinitely divisible, just as the BEG model is. Further, we provide alternative representations for the BGG distribution and show that it enjoys a geometric stability property. Maximum likelihood estimation and inference are discussed and a reparametrization is proposed in order to obtain orthogonality of the parameters. We present an application to a real data set where our model provides a better fit than the BEG model. Our bivariate distribution induces a bivariate Levy process with correlated gamma and negative binomial processes, which extends the bivariate Levy motion proposed by Kozubowski et al. (2008) [6]. The marginals of our Levy motion are a mixture of gamma and negative binomial processes and we named it BMixGNB motion. Basic properties such as stochastic self-similarity and the covariance matrix of the process are presented. The bivariate distribution at fixed time of our BMixGNB process is also studied and some results are derived, including a discussion about maximum likelihood estimation and inference. (C) 2012 Elsevier Inc. All rights reserved.

Can neuroimaging be used as a support to diagnosis of borderline personality disorder? An approach based on computational neuroanatomy and machine learning

Several recent studies in literature have identified brain morphological alterations associated to Borderline Personality Disorder (BPD) patients. These findings are reported by studies based on voxel-based-morphometry analysis of structural MRI data, comparing mean gray-matter concentration between groups of BPD patients and healthy controls. On the other hand, mean differences between groups are not informative about the discriminative value of neuroimaging data to predict the group of individual subjects. In this paper, we go beyond mean differences analyses, and explore to what extent individual BPD patients can be differentiated from controls (25 subjects in each group), using a combination of automated-morphometric tools for regional cortical thickness/volumetric estimation and Support Vector Machine classifier. The approach included a feature selection step in order to identify the regions containing most discriminative information. The accuracy of this classifier was evaluated using the leave-one-subject-out procedure. The brain regions indicated as containing relevant information to discriminate groups were the orbitofrontal, rostral anterior cingulate, posterior cingulate, middle temporal cortices, among others. These areas, which are distinctively involved in emotional and affect regulation of BPD patients, were the most informative regions to achieve both sensitivity and specificity values of 80% in SVM classification. The findings suggest that this new methodology can add clinical and potential diagnostic value to neuroimaging of psychiatric disorders. (C) 2012 Elsevier Ltd. All rights reserved.

The polysurvival model with long-term survivors

Long-term survival models have historically been considered for analyzing time-to-event data with long-term survivors fraction. However, situations in which a fraction (1 - p) of systems is subject to failure from independent competing causes of failure, while the remaining proportion p is cured or has not presented the event of interest during the time period of the study, have not been fully considered in the literature. In order to accommodate such situations, we present in this paper a new long-term survival model. Maximum likelihood estimation procedure is discussed as well as interval estimation and hypothesis tests. A real dataset illustrates the methodology.

Temporal Trends of Asthma Mortality Rates in Brazil from 1980 to 2010

Objective. Mortality from asthma has varied among countries during the last several decades. This study aimed to identify temporal trends of asthma mortality in Brazil from 1980 to 2010. Method. We analyzed 6840 deaths of patients aged 5-34 years that occurred in Brazil with the underlying cause of asthma. We applied a log-linear model using Poisson regression to verify peaks and trends. We also calculated the point estimation and 95% confidence interval (CI 95%) of the annual percent change (APC) of the mortality rates, and the average annual percent change (AAPC) for 2001-2010. Results. A decline was observed from 1980 to 1992 [APC = -3.4 (-5.0 to -1.8)], followed by a nonsignificant rise until 1996 [APC = 6.8 (-1.4 to 15.6)], and a new downward trend from 1997 to 2010 [APC = -2.7 (-3.9 to -1.6)]. The APCs varied according to age strata: 5-14 years from 1980 to 2010 [-0.3 (-1.1 to 0.5)]; 15-24 years from 1980 to 1991 [-2.1 (-5.0 to 0.9)], from 1992 to 1996 [6.8 (-6.7 to 22.2)], and from 1997 to 2010 [-3.9 (-5.7 to -2.0)]; 24-25 years from 1980 to 1992 [-2.5 (-4.6 to -0.3)], from 1993 to 1995 [12.0 (-21.1 to 59.1)], and from 1996-2010 [-1.7 (-3.0 to -0.4)]. AAPC from 2001 to 2010 was -1.7 (-3.0 to -0.4); the decline for this period was significant for patients over 15 years old, women, and those living in the Southeast region. Conclusion. Asthma mortality rates in Brazil have been declining since the late 1990s.

Suitability of distance metrics as indexes of home-range size in tropical rodent species

Estimators of home-range size require a large number of observations for estimation and sparse data typical of tropical studies often prohibit the use of such estimators. An alternative may be use of distance metrics as indexes of home range. However, tests of correlation between distance metrics and home-range estimators only exist for North American rodents. We evaluated the suitability of 3 distance metrics (mean distance between successive captures [SD], observed range length [ORL], and mean distance between all capture points [AD]) as indexes for home range for 2 Brazilian Atlantic forest rodents, Akodon montensis (montane grass mouse) and Delomys sublineatus (pallid Atlantic forest rat). Further, we investigated the robustness of distance metrics to low numbers of individuals and captures per individual. We observed a strong correlation between distance metrics and the home-range estimator. None of the metrics was influenced by the number of individuals. ORL presented a strong dependence on the number of captures per individual. Accuracy of SD and AD was not dependent on number of captures per individual, but precision of both metrics was low with numbers of captures below 10. We recommend the use of SD and AD instead of ORL and use of caution in interpretation of results based on trapping data with low captures per individual.

Influence diagnostics for elliptical semiparametric mixed models

In this paper we extend semiparametric mixed linear models with normal errors to elliptical errors in order to permit distributions with heavier and lighter tails than the normal ones. Penalized likelihood equations are applied to derive the maximum penalized likelihood estimates (MPLEs) which appear to be robust against outlying observations in the sense of the Mahalanobis distance. A reweighed iterative process based on the back-fitting method is proposed for the parameter estimation and the local influence curvatures are derived under some usual perturbation schemes to study the sensitivity of the MPLEs. Two motivating examples preliminarily analyzed under normal errors are reanalyzed considering some appropriate elliptical errors. The local influence approach is used to compare the sensitivity of the model estimates.

Occurrence of organochlorine compounds in Euphausia superba and unhatched eggs of Pygoscelis genus penguins from Admiralty Bay (King George Island, Antarctica) and estimation of biomagnification factors

Polychlorinated biphenyls (PCBs) and organochlorine pesticides are compounds that do not occur naturally in the environment and are not easily degraded by chemical or microbiological action. In the present work, those compounds were analysed in unhatched penguin eggs and whole krill collected in Admiralty Bay, King George Island, Antarctica in the austral summers of 2004-2005 and 2005-2006. The compounds found in higher levels (in a wet weight basis) were, in most of the egg samples, the PCBs (2.53-78.7 ng g(-1)), DDTs (2.07-38.0 ng g(-1)) and HCB (4.99-39.1 ng g(-1)) and after Kruskal-Wallis ANOVA, the occurrence seemed to be species-specific for the Pygoscelis genus. In all of the cases, the levels found were not higher than the ones in Arctic birds in a similar trophic level. The krill samples analysis allowed estimating the biomagnification factors (which resulted in up to 363 for HCB, one order of magnitude higher than DDTs and chlordanes and two orders of magnitude higher than the other groups) of the compounds found in eggs, whose only source of contamination is the female-offspring transfer. (C) 2009 Elsevier Ltd. All rights reserved.

Further results in J and CTOD estimation procedures for SE(T) fracture specimens - Part I: Homogeneous materials

This study provides further developments of the evaluation procedure for J and CTOD in SE(T) fracture specimens based on plastic eta-factors and load separation analysis. Non-linear finite element analyses for plane-strain and 3-D models provide the relationship between plastic work and crack driving forces which define the eta-values. Further analyses based on the load separation method define alternative eta-values for the analyzed specimen configurations. Overall, the present results provide improved estimation equations for J and CTOD as a function of loading condition (pin load vs. clamp ends), crack geometry and strain hardening properties. (C) 2011 Elsevier Ltd. All rights reserved.

Estimation methods of non-additive effects for characteristics of weight and scrotal circumference in crossbred beef cattle

The objective of this study was to investigate, in a population of crossbred cattle, the obtainment of the non-additive genetic effects for the characteristics weight at 205 and 390 days and scrotal circumference, and to evaluate the consideration of these effects in the prediction of breeding values of sires using different estimation methodologies. In method 1, the data were pre-adjusted for the non-additive effects obtained by least squares means method in a model that considered the direct additive, maternal and non-additive fixed genetic effects, the direct and total maternal heterozygosities, and epistasis. In method 2, the non-additive effects were considered covariates in genetic model. Genetic values for adjusted and non-adjusted data were predicted considering additive direct and maternal effects, and for weight at 205 days, also the permanent environmental effect, as random effects in the model. The breeding values of the categories of sires considered for the weight characteristic at 205 days were organized in files, in order to verify alterations in the magnitude of the predictions and ranking of animals in the two methods of correction data for the non-additives effects. The non-additive effects were not similar in magnitude and direction in the two estimation methods used, nor for the characteristics evaluated. Pearson and Spearman correlations between breeding values were higher than 0.94, and the use of different methods does not imply changes in the selection of animals.

DXA, bioelectrical impedance, ultrasonography and biometry for the estimation of fat and lean mass in cats during weight loss

Background: Few equations have been developed in veterinary medicine compared to human medicine to predict body composition. The present study was done to evaluate the influence of weight loss on biometry (BIO), bioimpedance analysis (BIA) and ultrasonography (US) in cats, proposing equations to estimate fat (FM) and lean (LM) body mass, as compared to dual energy x-ray absorptiometry (DXA) as the referenced method. For this were used 16 gonadectomized obese cats (8 males and 8 females) in a weight loss program. DXA, BIO, BIA and US were performed in the obese state (T0; obese animals), after 10% of weight loss (T1) and after 20% of weight loss (T2). Stepwise regression was used to analyze the relationship between the dependent variables (FM, LM) determined by DXA and the independent variables obtained by BIO, BIA and US. The better models chosen were evaluated by a simple regression analysis and means predicted vs. determined by DXA were compared to verify the accuracy of the equations. Results: The independent variables determined by BIO, BIA and US that best correlated (p < 0.005) with the dependent variables (FM and LM) were BW (body weight), TC (thoracic circumference), PC (pelvic circumference), R (resistance) and SFLT (subcutaneous fat layer thickness). Using Mallows'Cp statistics, p value and r(2), 19 equations were selected (12 for FM, 7 for LM); however, only 7 equations accurately predicted FM and one LM of cats. Conclusions: The equations with two variables are better to use because they are effective and will be an alternative method to estimate body composition in the clinical routine. For estimated lean mass the equations using body weight associated with biometrics measures can be proposed. For estimated fat mass the equations using body weight associated with bioimpedance analysis can be proposed.

Multi-element determination in Brazilian honey samples by inductively coupled plasma mass spectrometry and estimation of geographic origin with data mining techniques

Multi-element analysis of honey samples was carried out with the aim of developing a reliable method of tracing the origin of honey. Forty-two chemical elements were determined (Al, Cu, Pb, Zn, Mn, Cd, Tl, Co, Ni, Rb, Ba, Be, Bi, U, V, Fe, Pt, Pd, Te, Hf, Mo, Sn, Sb, P, La, Mg, I, Sm, Tb, Dy, Sd, Th, Pr, Nd, Tm, Yb, Lu, Gd, Ho, Er, Ce, Cr) by inductively coupled plasma mass spectrometry (ICP-MS). Then, three machine learning tools for classification and two for attribute selection were applied in order to prove that it is possible to use data mining tools to find the region where honey originated. Our results clearly demonstrate the potential of Support Vector Machine (SVM), Multilayer Perceptron (MLP) and Random Forest (RF) chemometric tools for honey origin identification. Moreover, the selection tools allowed a reduction from 42 trace element concentrations to only 5. (C) 2012 Elsevier Ltd. All rights reserved.

TYPE-ZERO SADDLE-NODE BIFURCATIONS AND STABILITY REGION ESTIMATION OF NONLINEAR AUTONOMOUS DYNAMICAL SYSTEMS

A complete characterization of the stability boundary of a class of nonlinear dynamical systems that admit energy functions is developed in this paper. This characterization generalizes the existing results by allowing the type-zero saddle-node nonhyperbolic equilibrium points on the stability boundary. Conceptual algorithms to obtain optimal estimates of the stability region (basin of attraction) in the form of level sets of a given family of energy functions are derived. The behavior of the stability region and the corresponding estimates are investigated for parameter variation in the neighborhood of a type-zero saddle-node bifurcation value.

Biometry and fetal weight estimation by two-dimensional and three-dimensional ultrasonography: an intraobserver and interobserver reliability and agreement study

Objective To evaluate and compare the intraobserver and interobserver reliability and agreement for the biparietal diameter (BPD), abdominal circumference (AC), femur length (FL) and estimated fetal weight (EFW) obtained by two-dimensional ultrasound (2D-US) and three-dimensional ultrasound (3D-US). Methods Singleton pregnant women between 24 and 40 weeks were invited to participate in this study. They were examined using 2D-US in a blinded manner, twice by one observer, intercalated by a scan by a second observer, to determine BPD, AC and FL. In each of the three examinations, three 3D-US datasets (head, abdomen and thigh) were acquired for measurements of the same parameters. We determined EFW using Hadlock's formula. Systematic errors between 3D-US and 2D-US were examined using the paired t-test. Reliability and agreement were assessed by intraclass correlation coefficients (ICCs), limits of agreement (LoA), SD of differences and proportion of differences below arbitrary points. Results We evaluated 102 singleton pregnancies. No significant systematic error between 2D-US and 3D-US was observed. The ICC values were higher for 3D-US in both intra- and interobserver evaluations; however, only for FL was there no overlap in the 95% CI. The LoA values were wider for 2D-US, suggesting that random errors were smaller when using 3D-US. Additionally, we observed that the SD values determined from 3D-US differences were smaller than those obtained for 2D-US. Higher proportions of differences were below the arbitrarily defined cut-off points when using 3D-US. Conclusion 3D-US improved the reliability and agreement of fetal measurements and EFW compared with 2D-US.

Depletion study and estimation of the withdrawal period for oxytetracycline in tilapia cultured in Brazil

Defining pharmacokinetic parameters and depletion intervals for antimicrobials used in fish represents important guidelines for future regulation by Brazilian agencies of the use of these substances in fish farming. This article presents a depletion study for oxytetracycline (OTC) in tilapias (Orechromis niloticus) farmed under tropical conditions during the winter season. High performance liquid chromatography, with fluorescence detection for the quantitation of OTC in tilapia fillets and medicated feed, was developed and validated. The depletion study with fish was carried out under monitored environmental conditions. OTC was administered in the feed for five consecutive days at daily dosages of 80 mg/kg body weight. Groups of ten fish were slaughtered at 1, 2, 3, 4, 5, 8, 10, 15, 20, and 25 days after medication. After the 8th day posttreatment, OTC concentrations in the tilapia fillets were below the limit of quantitation (13 ng/g) of the method. Linear regression of the mathematical model of data analysis presented a coefficient of 0.9962. The elimination half- life for OTC in tilapia fillet and the withdrawal period were 1.65 and 6 days, respectively, considering a percentile of 99% with 95% of confidence and a maximum residue limit of 100 ng/g. Even though the study was carried out in the winter under practical conditions where water temperature varied, the results obtained are similar to others from studies conducted under controlled temperature.