18 resultados para variance ratio test

em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo


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The issue of assessing variance components is essential in deciding on the inclusion of random effects in the context of mixed models. In this work we discuss this problem by supposing nonlinear elliptical models for correlated data by using the score-type test proposed in Silvapulle and Silvapulle (1995). Being asymptotically equivalent to the likelihood ratio test and only requiring the estimation under the null hypothesis, this test provides a fairly easy computable alternative for assessing one-sided hypotheses in the context of the marginal model. Taking into account the possible non-normal distribution, we assume that the joint distribution of the response variable and the random effects lies in the elliptical class, which includes light-tailed and heavy-tailed distributions such as Student-t, power exponential, logistic, generalized Student-t, generalized logistic, contaminated normal, and the normal itself, among others. We compare the sensitivity of the score-type test under normal, Student-t and power exponential models for the kinetics data set discussed in Vonesh and Carter (1992) and fitted using the model presented in Russo et al. (2009). Also, a simulation study is performed to analyze the consequences of the kurtosis misspecification.

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In this article, we present a new control chart for monitoring the covariance matrix in a bivariate process. In this method, n observations of the two variables were considered as if they came from a single variable (as a sample of 2n observations), and a sample variance was calculated. This statistic was used to build a new control chart specifically as a VMIX chart. The performance of the new control chart was compared with its main competitors: the generalized sampled variance chart, the likelihood ratio test, Nagao's test, probability integral transformation (v(t)), and the recently proposed VMAX chart. Among these statistics, only the VMAX chart was competitive with the VMIX chart. For shifts in both variances, the VMIX chart outperformed VMAX; however, VMAX showed better performance for large shifts (higher than 10%) in one variance.

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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.

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This paper examines the local power of the likelihood ratio, Wald, score and gradient tests under the presence of a scalar parameter, phi say, that is orthogonal to the remaining parameters. We show that some of the coefficients that define the local powers remain unchanged regardless of whether phi is known or needs to be estimated, where as the others can be written as the sum of two terms, the first of which being the corresponding term obtained as if phi were known, and the second, an additional term yielded by the fact that phi is unknown. The contribution of each set of parameters on the local powers of the tests can then be examined. Various implications of our main result are stated and discussed. Several examples are presented for illustrative purposes

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Twelve participants ran (9 km . h(-1)) to test two types of running shoes: replica and original shoes. Ground reaction force, plantar pressure and electromyographic activity were recorded. The shoes were tested randomly and on different days. Comparisons between the two experimental conditions were made by analysis of variance (ANOVA) test (P <= 0.05). The time to first peak, loading rate of the first peak and impulse of the first 75 ms of stance were significantly different between the shoes (P <= 0.05), revealing an increase of impact forces for the replica shoes. The peak plantar pressure values were significantly higher (P <= 0.05) when wearing replica shoes. During running, the contact area was significantly smaller (P <= 0.05) for the replica shoe. The electromyographic activity of the analysed muscles did not show changes between the two shoes in running. These findings suggest that the use of replica running shoes can increase the external load applied to the human body, but may not change the muscle activity pattern during locomotion. This new mechanical situation may increase the risk of injuries in these movements.

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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.

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Ng and Kotz (1995) introduced a distribution that provides greater flexibility to extremes. We define and study a new class of distributions called the Kummer beta generalized family to extend the normal, Weibull, gamma and Gumbel distributions, among several other well-known distributions. Some special models are discussed. The ordinary moments of any distribution in the new family can be expressed as linear functions of probability weighted moments of the baseline distribution. We examine the asymptotic distributions of the extreme values. We derive the density function of the order statistics, mean absolute deviations and entropies. We use maximum likelihood estimation to fit the distributions in the new class and illustrate its potentiality with an application to a real data set.

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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.

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The Bernoulli's model for vibration of beams is often used to make predictions of bending modulus of elasticity when using dynamic tests. However this model ignores the rotary inertia and shear. Such effects can be added to the solution of Bernoulli's equation by means of the correction proposed by Goens (1931) or by Timoshenko (1953). But to apply these corrections it is necessary to know the E/G ratio of the material. The objective of this paper is the determination of the E/G ratio of wood logs by adjusting the analytical solution of the Timoshenko beam model to the dynamic testing data of 20 Eucalyptus citriodora logs. The dynamic testing was performed with the logs in free-free suspension. To find the stiffness properties of the logs, the residue minimization was carried out using the Genetic Algorithm (GA). From the result analysis one can reasonably assume E/G = 20 for wood logs.

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The fatigue crack behavior in metals and alloys under constant amplitude test conditions is usually described by relationships between the crack growth rate da/dN and the stress intensity factor range Delta K. In the present work, an enhanced two-parameter exponential equation of fatigue crack growth was introduced in order to describe sub-critical crack propagation behavior of Al 2524-T3 alloy, commonly used in aircraft engineering applications. It was demonstrated that besides adequately correlating the load ratio effects, the exponential model also accounts for the slight deviations from linearity shown by the experimental curves. A comparison with Elber, Kujawski and "Unified Approach" models allowed for verifying the better performance, when confronted to the other tested models, presented by the exponential model. (C) 2012 Elsevier Ltd. All rights reserved.

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Background: Combined oral contraceptives used in an extended regimen have been studied because of their potential benefits; however, there have been few publications on extended regimens of contraceptive vaginal rings. The aim of this study was to assess the effects of these two extended regimens on the lipid metabolism of women using these contraceptive methods during 1 year. Study Design: This prospective study enrolled 150 women: 75 used a vaginal contraceptive ring (11.7 mg etonogestrel and 2.7 mg ethinyl estradiol), and 75 used oral contraceptives (30 mcg ethinyl estradiol and 150 mg desogestrel). Both groups used their respective method for 84 days followed by a 7-day pause during I year. At baseline and every 3 months during the study period, blood was collected to assess total cholesterol, high-density lipoprotein cholesterol, low-density lipoprotein cholesterol, triglycerides and apolipoprotein (apo) A-I and B. The analysis of variance test was used to analyze differences in the results of these exams over time. Results: A total of 62 vaginal ring and 61 oral contraceptive users completed the study. There were no significant differences in the discontinuation rate, mean total cholesterol and fraction levels, apo B concentration or apo A-I/apo B ratio. Vaginal ring users had significantly higher apo A-I levels than oral contraceptive users. Conclusion: Despite the vaginal route of administration, the steroids released by the ring had the same effects on the lipid metabolism and lipoprotein levels typically seen with ethinyl estradiol given either by oral or parenteral routes. (C) 2012 Elsevier Inc. All rights reserved.

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Most biological systems are formed by component parts that are to some degree interrelated. Groups of parts that are more associated among themselves and are relatively autonomous from others are called modules. One of the consequences of modularity is that biological systems usually present an unequal distribution of the genetic variation among traits. Estimating the covariance matrix that describes these systems is a difficult problem due to a number of factors such as poor sample sizes and measurement errors. We show that this problem will be exacerbated whenever matrix inversion is required, as in directional selection reconstruction analysis. We explore the consequences of varying degrees of modularity and signal-to-noise ratio on selection reconstruction. We then present and test the efficiency of available methods for controlling noise in matrix estimates. In our simulations, controlling matrices for noise vastly improves the reconstruction of selection gradients. We also perform an analysis of selection gradients reconstruction over a New World Monkeys skull database to illustrate the impact of noise on such analyses. Noise-controlled estimates render far more plausible interpretations that are in full agreement with previous results.

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The concept of effective population size (N(e)) is an important measure of representativeness in many areas. In this research, we consider the statistical properties of the number of contributed gametes under practical situations by adapting Crow and Denninston's (1988) N(e) formulas for dioecious species. Three sampling procedures were considered. In all circumstances, results show that as the offspring sex ratio (r) deviates from 0.5, N(e) values become smaller, and the efficiency of gametic control for increasing N(e) is reduced. For finite populations, where all individuals are potentially functional parents, the reduction in N(e) due to an unequal sex ratio can be compensated for through female gametic control when 0.28 <= r <= 0.72. This outcome is important when r is unknown. When only a fraction of the individuals in a population is taken for reproduction, N(e) is meaningful only if the size of the reference population is clearly defined. Gametic control is a compensating factor in accession regeneration when the viability of the accession is around 70 or 75%. For germ-plasm collection, when parents are a very small fraction of the population, maximum N(e) will be approximately 47 and 57% of the total number of offspring sampled, with female gametic control, r varying between 0.3 and 0.5, and being constant over generations.

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OBJECTIVE: We sought to investigate the effects of antenatal retinoic acid on the pulmonary vasculature and vascular endothelial growth factor (VEGF) and VEGF receptors (VEGFR) expression in a nitrofen-induced congenital diaphragmatic hernia (CDH) model. STUDY DESIGN: Rat fetuses were exposed to nitrofen at gestational day 9.5 and/or all-trans retinoic acid (ATRA) at gestational days 18.5-20.5. We assessed lung growth, airway, and vascular morphometry. VEGF, VEGFR1, and VEGFR2 expression was analyzed by Western blotting and immunohistochemistry. Continuous data were analyzed by analysis of variance and Kruskal-Wallis test. RESULTS: CDH decreased lung to body weight ratio, increased mean linear intercept and mean transection length/airspace, and decreased mean airspace cord length. ATRA did not affect lung growth or morphometry. CDH increased proportional medial wall thickness of arterioles while ATRA reduced it. ATRA recovered expression of VEGF and receptors, which were reduced in CDH. CONCLUSION: Retinoic acid and VEGF may provide pathways for preventing pulmonary hypertension in CDH.

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O objetivo foi comparar conhecimento de homens idosos ao de adultos jovens sobre Aids, considerando escolaridade. Estudo epidemiológico, descritivo e de corte transversal, em que foram analisadas informações de 30 idosos e 62 adultos jovens sobre conceito, transmissão, prevenção, diagnóstico e tratamento de Aids, investigadas por entrevista estruturada baseada em questionário validado padronizado. Para análise de contingência e de variância, empregaram-se distribuições de frequências e testes de Qui quadrado ou exato de Fisher e teste t de Student ou Mann-Whitney em nível de significância de 0,05. Foram empregados o teste de Mantel-Haenszel, em nível de significância de 0,05, e os Odds Ratio com intervalos de confiança a 95%, para influência da escolaridade. Constataram-se percepção individual de boa saúde maior em jovens (61,3% contra 43,3% dos idosos) e atividade sexual maior em idosos (80% contra 62,9% dos jovens). Apesar disso foi menos frequente idosos afirmarem conhecimento satisfatório sobre Aids (26,7% contra 80,6% dos jovens); história de teste de HIV (13,3% contra 24,2% dos jovens) e ter recebido orientação sobre Aids (36,7% dos idosos e 98,4% dos jovens). Os idosos tinham informação insuficiente sobre HIV/Aids comparados a adultos jovens, reforçando a necessidade de maior atenção à população idosa.