Skovgaard`s adjustment to likelihood ratio tests in exponential family nonlinear models

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.

Modifications and Alternatives to the Tests of Levene and Brown & Forsythe for Equality of Variances and Means

The usual tests to compare variances and means (e. g. Bartlett`s test and F-test) assume that the sample comes from a normal distribution. In addition, the test for equality of means requires the assumption of homogeneity of variances. In some situation those assumptions are not satisfied, hence we may face problems like excessive size and low power. In this paper, we describe two tests, namely the Levene`s test for equality of variances, which is robust under nonnormality; and the Brown and Forsythe`s test for equality of means. We also present some modifications of the Levene`s test and Brown and Forsythe`s test, proposed by different authors. We analyzed and applied one modified form of Brown and Forsythe`s test to a real data set. This test is a robust alternative under nonnormality, heteroscedasticity and also when the data set has influential observations. The equality of variance can be well tested by Levene`s test with centering at the sample median.

Some restriction tests in a new class of regression models for proportions

The main purpose of this work is to study the behaviour of Skovgaard`s [Skovgaard, I.M., 2001. Likelihood asymptotics. Scandinavian journal of Statistics 28, 3-32] adjusted likelihood ratio statistic in testing simple hypothesis in a new class of regression models proposed here. The proposed class of regression models considers Dirichlet distributed observations, and the parameters that index the Dirichlet distributions are related to covariates and unknown regression coefficients. This class is useful for modelling data consisting of multivariate positive observations summing to one and generalizes the beta regression model described in Vasconcellos and Cribari-Neto [Vasconcellos, K.L.P., Cribari-Neto, F., 2005. Improved maximum likelihood estimation in a new class of beta regression models. Brazilian journal of Probability and Statistics 19,13-31]. We show that, for our model, Skovgaard`s adjusted likelihood ratio statistics have a simple compact form that can be easily implemented in standard statistical software. The adjusted statistic is approximately chi-squared distributed with a high degree of accuracy. Some numerical simulations show that the modified test is more reliable in finite samples than the usual likelihood ratio procedure. An empirical application is also presented and discussed. (C) 2009 Elsevier B.V. All rights reserved.

A Character Formula for the Category (O)over-tilde of Modules for Affine sl(2)

One may construct, for any function on the integers, an irreducible module of level zero for affine sl(2) using the values of the function as structure constants. The modules constructed using exponential-polynomial functions realize the irreducible modules with finite-dimensional weight spaces in the category (O) over tilde of Chari. In this work, an expression for the formal character of such a module is derived using the highest weight theory of truncations of the loop algebra.

Local power of some tests in exponential family nonlinear models

In this paper we obtain asymptotic expansions up to order n(-1/2) for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in exponential family nonlinear models (Cordeiro and Paula, 1989), under a sequence of Pitman alternatives. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters and for testing the dispersion parameter, thus generalising the results given in Cordeiro et al. (1994) and Ferrari et al. (1997). We also present Monte Carlo simulations in order to compare the finite-sample performance of these tests. (C) 2010 Elsevier B.V. All rights reserved.

In vitro tests to establish LC(50) and discriminating concentrations for fipronil against Rhipicephalus (Boophilus) microplus (Acari: Ixodidae) and their standardization

Laboratory test was carried out on larvae and adults of the cattle tick, Rhipicephalus (Boophilus) microplus, to determine fipronil toxicity. Adult immersion test (AIT, N = 26), larval immersion test (LIT, N = 71) and larval packet test (LPT, N = 41) were standardized using susceptible strain (Mozo). Dose-response curves were compared with a fipronil resistant strain. Four variables were analyzed from AIT results: mortality, weight of eggs on day 7 and on day 14, index of fertility, and index of fecundity. For larval test, dose mortality curves were analyzed. In spite of the high LC(50) variability, all variables determined for AIT were appropriate to discriminate both strains. AIT and LIT had more sensitivity than LPT, with larger resistance factors. It was used two times LC(99.9) as discriminating doses (DCs) following FAO suggestion. For mortality by AIT, LIT and LPT the DCs were estimated: 4.98 ppm, 7.64 ppm and 2365.8 ppm, respectively, for Mozo strain. DCs mortality values estimated for resistant strain by AIT, LIT and LPT were: 6.96 x 10(5) ppm, 343.26 ppm and 5.7 x 10(3) ppm, respectively and their respective resistant factors were: 202.4, 5.36 and 1.52. Protocols for AIT, LIT and LPT have been presented in this paper. (C) 2009 Elsevier B.V. All rights reserved.

Cassava bagasse cellulose nanofibrils reinforced thermoplastic cassava starch

Cellulose cassava bagasse nanofibrils (CBN) were directly extracted from a by-product of the cassava starch (CS) industry, viz. the cassava bagasse (CB), The morphological structure of the ensuing nanoparticles was investigated by scanning electron microscopy (SEM), transmission electron microscopy (TEM), atomic force microscopy (AFM), presence of other components such as sugars by high performance liquid chromatography (HPLC), thermogravimetric analysis (TGA), and X-ray diffraction (XRD) experiments. The resulting nanofibrils display a relatively low crystallinity and were found to be around 2-11 nm thick and 360-1700 nm long. These nanofibrils were used as reinforcing nanoparticles in a thermoplastic cassava starch matrix plasticized using either glycerol or a mixture of glycerol/sorbitol (1:1) as plasticizer. Nanocomposite films were prepared by a melting process. The reinforcing effect of the filler evaluated by dynamical mechanical tests (DMA) and tensile tests was found to depend on the nature of the plasticizer employed. Thus, for the glycerol-plasticized matrix-based composites, it was limited especially due to additional plasticization by sugars originating from starch hydrolysis during the acid extraction. This effect was evidenced by the reduction of glass vitreous temperature of starch after the incorporation of nanofibrils in TPSG and by the increase of elongation at break in tensile test. On the other hand, for glycerol/sorbitol plasticized nanocomposites the transcrystallization of amylopectin in nanofibrils surface hindered good performances of CBN as reinforcing agent for thermoplastic cassava starch. The incorporation of cassava bagasse cellulose nanofibrils in the thermoplastic starch matrices has resulted in a decrease of its hydrophilic character especially for glycerol plasticized sample. (C) 2009 Elsevier Ltd. All rights reserved.