Local power properties of some asymptotic tests in symmetric linear regression models

In this paper we obtain asymptotic expansions, up to order n(-1/2) and under a sequence of Pitman alternatives, for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of symmetric linear regression models. This is a wide class of models which encompasses the t model and several other symmetric distributions with longer-than normal tails. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters. Furthermore, in order to compare the finite-sample performance of these tests in this class of models, Monte Carlo simulations are presented. An empirical application to a real data set is considered for illustrative purposes. (C) 2011 Elsevier B.V. All rights reserved.

Local power and size properties of the LR, Wald, score and gradient tests in dispersion models

We derive asymptotic expansions for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of dispersion models, under a sequence of Pitman alternatives. The asymptotic distributions of these statistics are obtained for testing a subset of regression parameters and for testing the precision parameter. Based on these nonnull asymptotic expansions, the power of all four tests, which are equivalent to first order, are compared. Furthermore, in order to compare the finite-sample performance of these tests in this class of models, Monte Carlo simulations are presented. An empirical application to a real data set is considered for illustrative purposes. (C) 2012 Elsevier B.V. All rights reserved.

THE LOG-BURR XII REGRESSION MODEL FOR GROUPED SURVIVAL DATA

The log-Burr XII regression model for grouped survival data is evaluated in the presence of many ties. The methodology for grouped survival data is based on life tables, where the times are grouped in k intervals, and we fit discrete lifetime regression models to the data. The model parameters are estimated by maximum likelihood and jackknife methods. To detect influential observations in the proposed model, diagnostic measures based on case deletion, so-called global influence, and influence measures based on small perturbations in the data or in the model, referred to as local influence, are used. In addition to these measures, the total local influence and influential estimates are also used. We conduct Monte Carlo simulation studies to assess the finite sample behavior of the maximum likelihood estimators of the proposed model for grouped survival. A real data set is analyzed using a regression model for grouped data.

Arbitrage-Free Conditions and Hedging Strategies for Markets with Penalty Costs on Short Positions

We consider a discrete-time financial model in a general sample space with penalty costs on short positions. We consider a friction market closely related to the standard one except that withdrawals from the portfolio value proportional to short positions are made. We provide necessary and sufficient conditions for the nonexistence of arbitrages in this situation and for a self-financing strategy to replicate a contingent claim. For the finite-sample space case, this result leads to an explicit and constructive procedure for obtaining perfect hedging strategies.

Prediction with measurement errors in finite populations

We address the problem of selecting the best linear unbiased predictor (BLUP) of the latent value (e.g., serum glucose fasting level) of sample subjects with heteroskedastic measurement errors. Using a simple example, we compare the usual mixed model BLUP to a similar predictor based on a mixed model framed in a finite population (FPMM) setup with two sources of variability, the first of which corresponds to simple random sampling and the second, to heteroskedastic measurement errors. Under this last approach, we show that when measurement errors are subject-specific, the BLUP shrinkage constants are based on a pooled measurement error variance as opposed to the individual ones generally considered for the usual mixed model BLUP. In contrast, when the heteroskedastic measurement errors are measurement condition-specific, the FPMM BLUP involves different shrinkage constants. We also show that in this setup, when measurement errors are subject-specific, the usual mixed model predictor is biased but has a smaller mean squared error than the FPMM BLUP which points to some difficulties in the interpretation of such predictors. (C) 2011 Elsevier By. All rights reserved.

A model of road effect using line integrals and a test of the performance of two new road indices using the distribution of small mammals in an Atlantic Forest landscape

Effects of roads on wildlife and its habitat have been measured using metrics, such as the nearest road distance, road density, and effective mesh size. In this work we introduce two new indices: (1) Integral Road Effect (IRE), which measured the sum effects of points in a road at a fixed point in the forest; and (2) Average Value of the Infinitesimal Road Effect (AVIRE), which measured the average of the effects of roads at this point. IRE is formally defined as the line integral of a special function (the infinitesimal road effect) along the curves that model the roads, whereas AVIRE is the quotient of IRE by the length of the roads. Combining tools of ArcGIS software with a numerical algorithm, we calculated these and other road and habitat cover indices in a sample of points in a human-modified landscape in the Brazilian Atlantic Forest, where data on the abundance of two groups of small mammals (forest specialists and habitat generalists) were collected in the field. We then compared through the Akaike Information Criterion (AIC) a set of candidate regression models to explain the variation in small mammal abundance, including models with our two new road indices (AVIRE and IRE) or models with other road effect indices (nearest road distance, mesh size, and road density), and reference models (containing only habitat indices, or only the intercept without the effect of any variable). Compared to other road effect indices, AVIRE showed the best performance to explain abundance of forest specialist species, whereas the nearest road distance obtained the best performance to generalist species. AVIRE and habitat together were included in the best model for both small mammal groups, that is, higher abundance of specialist and generalist small mammals occurred where there is lower average road effect (less AVIRE) and more habitat. Moreover, AVIRE was not significantly correlated with habitat cover of specialists and generalists differing from the other road effect indices, except mesh size, which allows for separating the effect of roads from the effect of habitat on small mammal communities. We suggest that the proposed indices and GIS procedures could also be useful to describe other spatial ecological phenomena, such as edge effect in habitat fragments. (C) 2012 Elsevier B.V. All rights reserved.

Accuracy of Timed Up and Go Test for screening risk of falls among community-dwelling elderly

Objective: To determine the accuracy of the Timed Up and Go Test (TUGT) for screening the risk of falls among community-dwelling elderly individuals. Method: This is a prospective cohort study with a randomly by lots without reposition sample stratified by proportional partition in relation to gender involving 63 community-dwelling elderly individuals. Elderly individuals who reported having Parkinson's disease, a history of transitory ischemic attack, stroke and with a Mini Mental State Exam lower than the expected for the education level, were on a wheelchair and that reported a single fall in the previous six months were excluded. The TUGT, a mobility test, was the measure of interested and the occurrence of falls was the outcome. The performance of basic activities of daily living (ADL) and instrumental activities of daily living (IADL) was determined through the Older American Resources and Services, and the socio-demographic and clinical data were determined through the use of additional questionnaires. Receiver Operating Characteristic Curves were used to analyze the sensitivity and specificity of the TUGT. Results: Elderly individuals who fell had greater difficulties in ADL and IADL (p<0.01) and a slower performance on the TUGT (p=0.02). No differences were found in socio-demographic and clinical characteristics between fallers and non- fallers. Considering the different sensitivity and specificity, the best predictive value for discriminating elderly individuals who fell was 12.47 seconds [(RR= 3.2) 95% CI: 1.3- 7.7]. Conclusions: The TUGT proved to be an accurate measure for screening the risk of falls among elderly individuals. Although different from that reported in the international literature, the 12.47 second cutoff point seems to be a better predictive value for Brazilian elderly individuals.

Limiting the influence of friction on the split Hopkinson pressure bar tests by using a ring specimen

The deformation of a ring under axial compression is analyzed in order to estimate a favorable ring specimen geometry capable of limiting the influence of friction on the stress-strain curve obtained from SHPB tests. The analysis shows that the use of a ring specimen with a large inner diameter and a small radial thickness offers some advantages comparing with the traditional disk sample. In particular, it can improve the reliability of the test results for ductile materials in the presence of friction. Based on the deformation analysis of a ductile ring under compression, a correction coefficient is proposed to relate the actual material stress strain curve with the reading from the SHPB. It is shown using finite element simulation that the proposed correction can be used for a wide range of conventional ductile materials. Experimental results with steel alloys indicate that the correction procedure is an effective technique for an accurate measurement of the dynamic material strength response. (C) 2012 Elsevier Ltd. All rights reserved.

Effect of sample pre-cracking method and notch geometry in plane strain fracture toughness tests as applied to a PMMA resin

The influence of test method factors (notch shape, square or angular, and pre-cracking method, by tapping onto or pressing a razor blade) on the results obtained in plane strain fracture toughness test according to standard ASTM D5045 using SENB specimens made of a commercial PMMA resin were investigated. Results were analyzed quantitatively by comparing the obtained K-IC values and qualitatively by observing their effect on the Moire fringes observed using photoelasticity, showing that, at 95% significance level, the K-IC values are affected by the pre-cracking method, with the most conservative value being obtained when natural pre-cracks were introduced by tapping onto a razor blade (K-IC = 1.15 +/- 0.11 MPa.m(0.5)). This correlates with a perturbation in the stress field close to the pre-crack tip observed in the photoelasticity test sample when it was introduced by pressing the razor blade. Surprisingly, notch geometry only slightly affects the results. (C) 2012 Elsevier Ltd. All rights reserved.

On reducing test length for FSMs with extra states

A long-standing problem when testing from a deterministic finite state machine is to guarantee full fault coverage even if the faults introduce extra states in the implementations. It is well known that such tests should include the sequences in a traversal set which contains all input sequences of length defined by the number of extra states. This paper suggests the SPY method, which helps reduce the length of tests by distributing sequences of the traversal set and reducing test branching. It is also demonstrated that an additional assumption about the implementation under test relaxes the requirement of the complete traversal set. The results of the experimental comparison of the proposed method with an existing method indicate that the resulting reduction can reach 40%. Experimental results suggest that the additional assumption about the implementation can help in further reducing the test suite length. Copyright (C) 2011 John Wiley & Sons, Ltd.

GENERALIZED FINITE ELEMENT METHOD ON NONCONVENTIONAL HYBRID-MIXED FORMULATION

The generalized finite element method (GFEM) is applied to a nonconventional hybrid-mixed stress formulation (HMSF) for plane analysis. In the HMSF, three approximation fields are involved: stresses and displacements in the domain and displacement fields on the static boundary. The GFEM-HMSF shape functions are then generated by the product of a partition of unity associated to each field and the polynomials enrichment functions. In principle, the enrichment can be conducted independently over each of the HMSF approximation fields. However, stability and convergence features of the resulting numerical method can be affected mainly by spurious modes generated when enrichment is arbitrarily applied to the displacement fields. With the aim to efficiently explore the enrichment possibilities, an extension to GFEM-HMSF of the conventional Zienkiewicz-Patch-Test is proposed as a necessary condition to ensure numerical stability. Finally, once the extended Patch-Test is satisfied, some numerical analyses focusing on the selective enrichment over distorted meshes formed by bilinear quadrilateral finite elements are presented, thus showing the performance of the GFEM-HMSF combination.

MODEL PARTITIONS AND COMPACT TEST CASE SUITES

We present a generalized test case generation method, called the G method. Although inspired by the W method, the G method, in contrast, allows for test case suite generation even in the absence of characterization sets for the specification models. Instead, the G method relies on knowledge about the index of certain equivalences induced at the implementation models. We show that the W method can be derived from the G method as a particular case. Moreover, we discuss some naturally occurring infinite classes of FSM models over which the G method generates test suites that are exponentially more compact than those produced by the W method.

Evaluation of Inductively Coupled Plasma Mass Spectrometry for Determining Ca, Cu, Fe, Mg, Mn, Se and Zn in Bovine Semen Samples using a Simple Sample Dilution Method

A simple and fast method for the determination of Ca, Cu, Fe, Mg, Mn, Se and Zn in bovine semen by quadrupole inductively coupled plasma spectrometry (q-ICP-MS) is described. Prior to analysis, samples (200 mu L) were diluted 1:50 in a solution containing 0.01% v/v Triton (R) X-100 and 0.5% v/v nitric acid and directly analyzed by ICP-MS. The limits of detection of the method are 0.3, 0.03, 0.2, 0.04, 0.04, 0.03 and 0.03 mu g L-1 for Ca-44, Cu-63, Fe-57, Mg-24, Zn-64, Se-82 and Mn-55, respectively. For purposes of comparison and method validation, four ordinary bovine semen samples were directly analyzed by ICP-MS and by flame atomic absorption spectrometry (FAAS) or graphite furnace atomic absorption spectrometry (GF AAS), with no statistical difference between the techniques at the 95% level when applying the t-test. Then, the proposed method was applied in the determinations of Ca, Cu, Fe, Mg, Mn, Se and Zn in collected samples of bovine semen from different breeds, which are used in reproduction programs and artificial insemination.

Orthorexia nervosa behavior in a sample of Brazilian dietitians assessed by the Portuguese version of ORTO-15

BACKGROUND: Orthorexia nervosa (ON) is described as an obsessive pathological behavior characterized by a strong preoccupation with healthy eating and the avoidance of foods or ingredients considered unhealthy by the subject. Although it is still not officially recognized as an eating disorder, previous studies have discussed its frequency in some groups and a fifteen-question test (ORTO-15) was developed elsewhere to assess ON behavior. OBJECTIVE: The present study aimed to evaluate ON behavior in a sample of Brazilian dietitians after testing the psychometric properties of the Portuguese version of ORTO-15. METHODS: A total of 392 dietitians answered an online version of the test. The answers were analyzed regarding ON tendency, according with the scoring grid proposed by its authors. Exploratory factor analysis was performed and internal consistency was assessed. RESULTS: It was found that three questions of the test presented loadings lower than 0.5. The 12 remaining question formed 3 factors with internal consistency of -0.51, 0.63 and 0.47. The answers of the participants to these questions revealed a tendency to orthorexic behavior, mainly regarding aspects such as: making food choices conditioned by worry about health status, evaluating food rather from nutritional quality than from its taste, believing that consuming healthy food may improve appearance, discrediting the influence of mood on eating behavior and banning food choices considered by them as eating transgressions. CONCLUSION: There is no evidence of the validity and reliability of the ORTO-15 with the initial psychometric evaluation performed. Further analyses are needed. Nevertheless, it was possible to observe a high frequency of orthorexic behavior among the studied Brazilian dietitians. However, additional studies are needed to completely understand dietitians behavior toward ON. (Eat. Weight Disord. 17: e29-c35, 2012). (C) 2012, Editrice Kurtis

The local power of the gradient test

The asymptotic expansion of the distribution of the gradient test statistic is derived for a composite hypothesis under a sequence of Pitman alternative hypotheses converging to the null hypothesis at rate n(-1/2), n being the sample size. Comparisons of the local powers of the gradient, likelihood ratio, Wald and score tests reveal no uniform superiority property. The power performance of all four criteria in one-parameter exponential family is examined.