96 resultados para nonlinear errors


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We consider the issue of assessing influence of observations in the class of Birnbaum-Saunders nonlinear regression models, which is useful in lifetime data analysis. Our results generalize those in Galea et al. [8] which are confined to Birnbaum-Saunders linear regression models. Some influence methods, such as the local influence, total local influence of an individual and generalized leverage are discussed. Additionally, the normal curvatures for studying local influence are derived under some perturbation schemes. We also give an application to a real fatigue data set.

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This paper provides general matrix formulas for computing the score function, the (expected and observed) Fisher information and the A matrices (required for the assessment of local influence) for a quite general model which includes the one proposed by Russo et al. (2009). Additionally, we also present an expression for the generalized leverage on fixed and random effects. The matrix formulation has notational advantages, since despite the complexity of the postulated model, all general formulas are compact, clear and have nice forms. (C) 2010 Elsevier B.V. All rights reserved.

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The family of distributions proposed by Birnbaum and Saunders (1969) can be used to model lifetime data and it is widely applicable to model failure times of fatiguing materials. We give a simple matrix formula of order n(-1/2), where n is the sample size, for the skewness of the distributions of the maximum likelihood estimates of the parameters in Birnbaum-Saunders nonlinear regression models, recently introduced by Lemonte and Cordeiro (2009). The formula is quite suitable for computer implementation, since it involves only simple operations on matrices and vectors, in order to obtain closed-form skewness in a wide range of nonlinear regression models. Empirical and real applications are analyzed and discussed. (C) 2010 Elsevier B.V. All rights reserved.

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This paper derives the second-order biases Of maximum likelihood estimates from a multivariate normal model where the mean vector and the covariance matrix have parameters in common. We show that the second order bias can always be obtained by means of ordinary weighted least-squares regressions. We conduct simulation studies which indicate that the bias correction scheme yields nearly unbiased estimators. (C) 2009 Elsevier B.V. All rights reserved.

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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.

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This work investigates neural network models for predicting the trypanocidal activity of 28 quinone compounds. Artificial neural networks (ANN), such as multilayer perceptrons (MLP) and Kohonen models, were employed with the aim of modeling the nonlinear relationship between quantum and molecular descriptors and trypanocidal activity. The calculated descriptors and the principal components were used as input to train neural network models to verify the behavior of the nets. The best model for both network models (MLP and Kohonen) was obtained with four descriptors as input. The descriptors were T(5) (torsion angle), QTS1 (sum of absolute values of the atomic charges), VOLS2 (volume of the substituent at region B) and HOMO-1 (energy of the molecular orbital below HOMO). These descriptors provide information on the kind of interaction that occurs between the compounds and the biological receptor. Both neural network models used here can predict the trypanocidal activity of the quinone compounds with good agreement, with low errors in the testing set and a high correctness rate. Thanks to the nonlinear model obtained from the neural network models, we can conclude that electronic and structural properties are important factors in the interaction between quinone compounds that exhibit trypanocidal activity and their biological receptors. The final ANN models should be useful in the design of novel trypanocidal quinones having improved potency.