166 resultados para marginal likelihood


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We consider the issue of performing accurate small-sample likelihood-based inference in beta regression models, which are useful for modelling continuous proportions that are affected by independent variables. We derive small-sample adjustments to the likelihood ratio statistic in this class of models. The adjusted statistics can be easily implemented from standard statistical software. We present Monte Carlo simulations showing that inference based on the adjusted statistics we propose is much more reliable than that based on the usual likelihood ratio statistic. A real data example is presented.

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The Birnbaum-Saunders regression model is commonly used in reliability studies. We address the issue of performing inference in this class of models when the number of observations is small. Our simulation results suggest that the likelihood ratio test tends to be liberal when the sample size is small. We obtain a correction factor which reduces the size distortion of the test. Also, we consider a parametric bootstrap scheme to obtain improved critical values and improved p-values for the likelihood ratio test. The numerical results show that the modified tests are more reliable in finite samples than the usual likelihood ratio test. We also present an empirical application. (C) 2009 Elsevier B.V. All rights reserved.

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In this paper we deal with the issue of performing accurate testing inference on a scalar parameter of interest in structural errors-in-variables models. The error terms are allowed to follow a multivariate distribution in the class of the elliptical distributions, which has the multivariate normal distribution as special case. We derive a modified signed likelihood ratio statistic that follows a standard normal distribution with a high degree of accuracy. Our Monte Carlo results show that the modified test is much less size distorted than its unmodified counterpart. An application is presented.

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Although the asymptotic distributions of the likelihood ratio for testing hypotheses of null variance components in linear mixed models derived by Stram and Lee [1994. Variance components testing in longitudinal mixed effects model. Biometrics 50, 1171-1177] are valid, their proof is based on the work of Self and Liang [1987. Asymptotic properties of maximum likelihood estimators and likelihood tests under nonstandard conditions. J. Amer. Statist. Assoc. 82, 605-610] which requires identically distributed random variables, an assumption not always valid in longitudinal data problems. We use the less restrictive results of Vu and Zhou [1997. Generalization of likelihood ratio tests under nonstandard conditions. Ann. Statist. 25, 897-916] to prove that the proposed mixture of chi-squared distributions is the actual asymptotic distribution of such likelihood ratios used as test statistics for null variance components in models with one or two random effects. We also consider a limited simulation study to evaluate the appropriateness of the asymptotic distribution of such likelihood ratios in moderately sized samples. (C) 2008 Elsevier B.V. All rights reserved.

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Likelihood ratio tests can be substantially size distorted in small- and moderate-sized samples. In this paper, we apply Skovgaard`s [Skovgaard, I.M., 2001. Likelihood asymptotics. Scandinavian journal of Statistics 28, 3-321] adjusted likelihood ratio statistic to exponential family nonlinear models. We show that the adjustment term has a simple compact form that can be easily implemented from standard statistical software. The adjusted statistic is approximately distributed as X(2) with high degree of accuracy. It is applicable in wide generality since it allows both the parameter of interest and the nuisance parameter to be vector-valued. Unlike the modified profile likelihood ratio statistic obtained from Cox and Reid [Cox, D.R., Reid, N., 1987. Parameter orthogonality and approximate conditional inference. journal of the Royal Statistical Society B49, 1-39], the adjusted statistic proposed here does not require an orthogonal parameterization. Numerical comparison of likelihood-based tests of varying dispersion favors the test we propose and a Bartlett-corrected version of the modified profile likelihood ratio test recently obtained by Cysneiros and Ferrari [Cysneiros, A.H.M.A., Ferrari, S.L.P., 2006. An improved likelihood ratio test for varying dispersion in exponential family nonlinear models. Statistics and Probability Letters 76 (3), 255-265]. (C) 2008 Elsevier B.V. All rights reserved.

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We discuss the connection between information and copula theories by showing that a copula can be employed to decompose the information content of a multivariate distribution into marginal and dependence components, with the latter quantified by the mutual information. We define the information excess as a measure of deviation from a maximum-entropy distribution. The idea of marginal invariant dependence measures is also discussed and used to show that empirical linear correlation underestimates the amplitude of the actual correlation in the case of non-Gaussian marginals. The mutual information is shown to provide an upper bound for the asymptotic empirical log-likelihood of a copula. An analytical expression for the information excess of T-copulas is provided, allowing for simple model identification within this family. We illustrate the framework in a financial data set. Copyright (C) EPLA, 2009

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We give a general matrix formula for computing the second-order skewness of maximum likelihood estimators. The formula was firstly presented in a tensorial version by Bowman and Shenton (1998). Our matrix formulation has numerical advantages, since it requires only simple operations on matrices and vectors. We apply the second-order skewness formula to a normal model with a generalized parametrization and to an ARMA model. (c) 2010 Elsevier B.V. All rights reserved.

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We analyse the finite-sample behaviour of two second-order bias-corrected alternatives to the maximum-likelihood estimator of the parameters in a multivariate normal regression model with general parametrization proposed by Patriota and Lemonte [A. G. Patriota and A. J. Lemonte, Bias correction in a multivariate regression model with genereal parameterization, Stat. Prob. Lett. 79 (2009), pp. 1655-1662]. The two finite-sample corrections we consider are the conventional second-order bias-corrected estimator and the bootstrap bias correction. We present the numerical results comparing the performance of these estimators. Our results reveal that analytical bias correction outperforms numerical bias corrections obtained from bootstrapping schemes.

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We propose a likelihood ratio test ( LRT) with Bartlett correction in order to identify Granger causality between sets of time series gene expression data. The performance of the proposed test is compared to a previously published bootstrapbased approach. LRT is shown to be significantly faster and statistically powerful even within non- Normal distributions. An R package named gGranger containing an implementation for both Granger causality identification tests is also provided.

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The purpose of this study was to evaluate the clinical performance of glass ionomer cement (GIC) restorations comparing two minimally invasive methods in permanent teeth after 12 months. Fifty pregnant women (second trimester of pregnancy), mean age 22 ± 5.30 years, were treated by two previously trained operators. The treatment approaches tested were: chemomechanical method (CarisolvTM; MediTeam) and atraumatic restorative treatment (ART). A split-mouth study design was used in which the two treatments were randomly placed in 50 matched pairs of permanent teeth. The chemomechanical method (CM) was the test group and the ART was the control group. The treatments were performed in Public Health Centers. The tested restorative material was a high-strength GIC (Ketac Molar; 3M/ESPE). The restorations were placed according to the ART guidelines. Two calibrated independent examiners evaluated the restorations in accordance with ART criteria. The inter-examiner kappa was 0.97. Data were analyzed using 95% confidence interval on the binomial distribution and Fisher's exact test at 5% significance level. In a 12-month follow-up, 86% of the restorations were evaluated. In the test group (CM), 100% (CI=93.3-100%) of the restorations were considered successful. In the control group (ART) 97.6% (CI=87.4-99.9%) of the restorations were considered successful and 2.4% unsuccessful (marginal defect >0.5 mm). There was no statistically significant difference between the 12-mounth success rate for both groups (Fisher's exact test: P=0.49) and between the two operators (Fisher's exact test: P=1.00). Both minimally invasive methods, chemomechanical method and ART, showed a similar clinical performance after 12 months of follow up.

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Microleakage can be related to margin misfit. Also, traditional microleakage techniques are time-consuming. This study evaluated the existence of correlation between in vitro margin fit and a new microleakage technique for complete crowns cemented with 3 different luting agents. Thirty human premolars were prepared for full-coverage crowns with a convergence angle of 6 degrees, chamfer margin of 1.2 mm circumferentially, and occlusal reduction of 1.5 mm. Ni-Cr cast crowns were cemented with either zinc phosphate (ZP) (S.S. White), resin-modified glass-ionomer (RMGI) (Rely X Luting Cement) or a resin-based luting agent (RC) (Enforce). Margin fit (seating discrepancy and margin gap) was evaluated according to criteria in the literature under microscope with 0.001 mm accuracy. After thermal cycling, crowns were longitudinally sectioned and microleakage scores at tooth-cement interface were obtained and recorded at ×100 magnification. Margin fit parameters were compared with the one-way ANOVA test and microleakage scores with Kruskal-Wallis and Dunn's tests (alpha=0.05). Correlation between margin fit and microleakage was analyzed with the Spearman's test (alpha=0.05). Seating discrepancy and marginal gap values ranged from 81.82 µm to 137.22 µm (p=0.117), and from 75.42 µm to 78.49 µm (p=0.940), respectively. Marginal microleakage scores were ZP=3.02, RMGI=0.35 and RC=0.12 (p<0.001), with no differences between RMGI and RC scores. The correlation coefficient values ranged from -0.27 to 0.30 (p>0.05). Conclusion: Margin fit parameters and microleakage showed no strong correlations; cast crowns cemented with RMGI and RC had lower microleakage scores than ZP cement.

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This study analyzed the reaction layer and measured the marginal crown fit of cast titanium applied to different phosphate-bonded investments, prepared under the following conditions (liquid concentration/casting temperature): Rema Exakt (RE) - 100%/237°C, 75%/287°C, Castorit Super C (CS)-100%/70°C, 75%/141°C and Rematitan Plus (RP)- 100%/430°C (special to titanium cast, as the control group). The reaction layer was studied using the Vickers hardness test, and analyzed by two way ANOVA and Tukey's HSD tests (α = 0.05). Digital photographs were taken of the crowns seated on the die, the misfit was measured using an image analysis system and One-way ANOVA, and Tukey's test was applied (α = 0.05). The hardness decreased from the surface (601.17 VHN) to 150 μm (204.03 VHN). The group CS 75%/141°C presented higher hardness than the other groups, revealing higher surface contamination, but there were no differences among the groups at measurements deeper than 150 μm. The castings made with CS - 100%/70°C presented the lowest levels of marginal misfit, followed by RE -100%/237°C. The conventional investments CS (100%) and RE (100%) showed better marginal fit than RP, but the CS (75%) had higher surface contamination.

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OBJECTIVE: To assess microleakage in conservative class V cavities prepared with aluminum-oxide air abrasion or turbine and restored with self-etching or etch-and-rinse adhesive systems. Materials and Methods: Forty premolars were randomly assigned to 4 groups (I and II: air abrasion; III and IV: turbine) and class V cavities were prepared on the buccal surfaces. Conditioning approaches were: groups I/III - 37% phosphoric acid; groups II/IV - self-priming etchant (Tyrian-SPE). Cavities were restored with One Step Plus/Filtek Z250. After finishing, specimens were thermocycled, immersed in 50% silver nitrate, and serially sectioned. Microleakage at the occlusal and cervical interfaces was measured in mm and calculated by a software. Data were subjected to ANOVA and Tukey's test (α=0.05). RESULTS: Marginal seal provided by air abrasion was similar to high-speed handpiece, except for group I. There was SIGNIFICANT difference between enamel and dentin/cementum margins for to group I and II: air abrasion. The etch-and-rinse adhesive system promoted a better marginal seal. At enamel and dentin/cementum margins, the highest microleakage values were found in cavities treated with the self-etching adhesive system. At dentin/cementum margins, high-speed handpiece preparations associated with etch-and-rinse system provided the least dye penetration. CONCLUSION: Marginal seal of cavities prepared with aluminum-oxide air abrasion was different from that of conventionally prepared cavities, and the etch-and-rinse system promoted higher marginal seal at both enamel and dentin margins.

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The aim of this study was to evaluate the bone repair using autogenous periosteum-derived cells (PDC) and bovine anorganic apatite and collagen (HA-COL). PDC from Wistar rats (n=10) were seeded on HA-COL discs and subjected to osteoinduction during 6 days. Critical-size defects in rat calvarias were treated with blood clot (G1), autogenous bone (G2), HA-COL (G3) and HA-COL combined with PDC (G4) (n=40), and then analyzed 1 and 3 months after surgeries. Radiographic analysis exhibited no significant temporal change. G1 and G2 had discrete new marginal bone, but the radiopacity of graft materials in G2, G3 and G4 impaired the detection of osteogenesis. At 3 months, histopathological analysis showed the presence of ossification islets in G1, which was more evident in G2, homogeneous new bone around HA-COL in G3 and heterogeneous new bone around HA-COL in G4 in addition to moderate presence of foreign body cells in G3 and G4. Histomorphometric analysis showed no change in the volume density of xenograft (p>0.05) and bone volume density in G2 was twice greater than in G1 and G4 after 3 months (p<0.05), but similar to G3. The PDC did not increase bone formation in vivo, although the biomaterial alone showed biocompatibility and osteoconduction capacity.

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Dados de bovinos compostos foram analisados para avaliar o efeito da epistasia nos modelos de avaliação genética. As características analisadas foram os pesos aos 205 (P205) e 390 dias (P390) e perímetro escrotal aos 390 dias (PE390). As análises foram realizadas pela metodologia de máxima verossimilhança considerando-se dois modelos: o modelo 1 incluiu como covariáveis os efeitos aditivos diretos e maternos, e os não aditivos das heterozigoses para os efeitos diretos e para o materno total, e o modelo 2 considerou também o efeito direto de epistasia. Para comparação dos modelos, foram utilizados o critério de informação de Akaike (AIC) e o critério de informação Bayesiano de Schwartz (BIC), e o teste de razão de verossimilhança. A inclusão da epistasia no modelo de avaliação genética pouco alterou as estimativas de componentes de (co)variâncias genéticas aditivas e, consequentemente, as herdabilidades. O teste de verossimilhança e o critério de Akaike sugeriram que o modelo 2, que inclui a epistasia, apresentou maior aderência aos dados para todas as características analisadas. O critério BIC indicou este modelo como o melhor apenas para P205. Para análise genética dessa população, o modelo que considerou o efeito de epistasia foi o mais adequado.