68 resultados para Bayesian hierarchical linear model
em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP)
Resumo:
Joint generalized linear models and double generalized linear models (DGLMs) were designed to model outcomes for which the variability can be explained using factors and/or covariates. When such factors operate, the usual normal regression models, which inherently exhibit constant variance, will under-represent variation in the data and hence may lead to erroneous inferences. For count and proportion data, such noise factors can generate a so-called overdispersion effect, and the use of binomial and Poisson models underestimates the variability and, consequently, incorrectly indicate significant effects. In this manuscript, we propose a DGLM from a Bayesian perspective, focusing on the case of proportion data, where the overdispersion can be modeled using a random effect that depends on some noise factors. The posterior joint density function was sampled using Monte Carlo Markov Chain algorithms, allowing inferences over the model parameters. An application to a data set on apple tissue culture is presented, for which it is shown that the Bayesian approach is quite feasible, even when limited prior information is available, thereby generating valuable insight for the researcher about its experimental results.
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Here, we study the stable integration of real time optimization (RTO) with model predictive control (MPC) in a three layer structure. The intermediate layer is a quadratic programming whose objective is to compute reachable targets to the MPC layer that lie at the minimum distance to the optimum set points that are produced by the RTO layer. The lower layer is an infinite horizon MPC with guaranteed stability with additional constraints that force the feasibility and convergence of the target calculation layer. It is also considered the case in which there is polytopic uncertainty in the steady state model considered in the target calculation. The dynamic part of the MPC model is also considered unknown but it is assumed to be represented by one of the models of a discrete set of models. The efficiency of the methods presented here is illustrated with the simulation of a low order system. (C) 2010 Elsevier Ltd. All rights reserved.
Resumo:
Phylogenetic analyses of chloroplast DNA sequences, morphology, and combined data have provided consistent support for many of the major branches within the angiosperm, clade Dipsacales. Here we use sequences from three mitochondrial loci to test the existing broad scale phylogeny and in an attempt to resolve several relationships that have remained uncertain. Parsimony, maximum likelihood, and Bayesian analyses of a combined mitochondrial data set recover trees broadly consistent with previous studies, although resolution and support are lower than in the largest chloroplast analyses. Combining chloroplast and mitochondrial data results in a generally well-resolved and very strongly supported topology but the previously recognized problem areas remain. To investigate why these relationships have been difficult to resolve we conducted a series of experiments using different data partitions and heterogeneous substitution models. Usually more complex modeling schemes are favored regardless of the partitions recognized but model choice had little effect on topology or support values. In contrast there are consistent but weakly supported differences in the topologies recovered from coding and non-coding matrices. These conflicts directly correspond to relationships that were poorly resolved in analyses of the full combined chloroplast-mitochondrial data set. We suggest incongruent signal has contributed to our inability to confidently resolve these problem areas. (c) 2007 Elsevier Inc. All rights reserved.
Resumo:
A continuous version of the hierarchical spherical model at dimension d=4 is investigated. Two limit distributions of the block spin variable X(gamma), normalized with exponents gamma = d + 2 and gamma=d at and above the critical temperature, are established. These results are proven by solving certain evolution equations corresponding to the renormalization group (RG) transformation of the O(N) hierarchical spin model of block size L(d) in the limit L down arrow 1 and N ->infinity. Starting far away from the stationary Gaussian fixed point the trajectories of these dynamical system pass through two different regimes with distinguishable crossover behavior. An interpretation of this trajectories is given by the geometric theory of functions which describe precisely the motion of the Lee-Yang zeroes. The large-N limit of RG transformation with L(d) fixed equal to 2, at the criticality, has recently been investigated in both weak and strong (coupling) regimes by Watanabe (J. Stat. Phys. 115:1669-1713, 2004) . Although our analysis deals only with N = infinity case, it complements various aspects of that work.
Resumo:
Stream discharge-concentration relationships are indicators of terrestrial ecosystem function. Throughout the Amazon and Cerrado regions of Brazil rapid changes in land use and land cover may be altering these hydrochemical relationships. The current analysis focuses on factors controlling the discharge-calcium (Ca) concentration relationship since previous research in these regions has demonstrated both positive and negative slopes in linear log(10)discharge-log(10)Ca concentration regressions. The objective of the current study was to evaluate factors controlling stream discharge-Ca concentration relationships including year, season, stream order, vegetation cover, land use, and soil classification. It was hypothesized that land use and soil class are the most critical attributes controlling discharge-Ca concentration relationships. A multilevel, linear regression approach was utilized with data from 28 streams throughout Brazil. These streams come from three distinct regions and varied broadly in watershed size (< 1 to > 10(6) ha) and discharge (10(-5.7)-10(3.2) m(3) s(-1)). Linear regressions of log(10)Ca versus log(10)discharge in 13 streams have a preponderance of negative slopes with only two streams having significant positive slopes. An ANOVA decomposition suggests the effect of discharge on Ca concentration is large but variable. Vegetation cover, which incorporates aspects of land use, explains the largest proportion of the variance in the effect of discharge on Ca followed by season and year. In contrast, stream order, land use, and soil class explain most of the variation in stream Ca concentration. In the current data set, soil class, which is related to lithology, has an important effect on Ca concentration but land use, likely through its effect on runoff concentration and hydrology, has a greater effect on discharge-concentration relationships.
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Over the years, crop insurance programs became the focus of agricultural policy in the USA, Spain, Mexico, and more recently in Brazil. Given the increasing interest in insurance, accurate calculation of the premium rate is of great importance. We address the crop-yield distribution issue and its implications in pricing an insurance contract considering the dynamic structure of the data and incorporating the spatial correlation in the Hierarchical Bayesian framework. Results show that empirical (insurers) rates are higher in low risk areas and lower in high risk areas. Such methodological improvement is primarily important in situations of limited data.
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This work aims to compare different nonlinear functions for describing the growth curves of Nelore females. The growth curve parameters, their (co) variance components, and environmental and genetic effects were estimated jointly through a Bayesian hierarchical model. In the first stage of the hierarchy, 4 nonlinear functions were compared: Brody, Von Bertalanffy, Gompertz, and logistic. The analyses were carried out using 3 different data sets to check goodness of fit while having animals with few records. Three different assumptions about SD of fitting errors were considered: constancy throughout the trajectory, linear increasing until 3 yr of age and constancy thereafter, and variation following the nonlinear function applied in the first stage of the hierarchy. Comparisons of the overall goodness of fit were based on Akaike information criterion, the Bayesian information criterion, and the deviance information criterion. Goodness of fit at different points of the growth curve was compared applying the Gelfand`s check function. The posterior means of adult BW ranged from 531.78 to 586.89 kg. Greater estimates of adult BW were observed when the fitting error variance was considered constant along the trajectory. The models were not suitable to describe the SD of fitting errors at the beginning of the growth curve. All functions provided less accurate predictions at the beginning of growth, and predictions were more accurate after 48 mo of age. The prediction of adult BW using nonlinear functions can be accurate when growth curve parameters and their (co) variance components are estimated jointly. The hierarchical model used in the present study can be applied to the prediction of mature BW in herds in which a portion of the animals are culled before adult age. Gompertz, Von Bertalanffy, and Brody functions were adequate to establish mean growth patterns and to predict the adult BW of Nelore females. The Brody model was more accurate in predicting the birth weight of these animals and presented the best overall goodness of fit.
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In this paper, we compare the performance of two statistical approaches for the analysis of data obtained from the social research area. In the first approach, we use normal models with joint regression modelling for the mean and for the variance heterogeneity. In the second approach, we use hierarchical models. In the first case, individual and social variables are included in the regression modelling for the mean and for the variance, as explanatory variables, while in the second case, the variance at level 1 of the hierarchical model depends on the individuals (age of the individuals), and in the level 2 of the hierarchical model, the variance is assumed to change according to socioeconomic stratum. Applying these methodologies, we analyze a Colombian tallness data set to find differences that can be explained by socioeconomic conditions. We also present some theoretical and empirical results concerning the two models. From this comparative study, we conclude that it is better to jointly modelling the mean and variance heterogeneity in all cases. We also observe that the convergence of the Gibbs sampling chain used in the Markov Chain Monte Carlo method for the jointly modeling the mean and variance heterogeneity is quickly achieved.
Resumo:
This work presents a Bayesian semiparametric approach for dealing with regression models where the covariate is measured with error. Given that (1) the error normality assumption is very restrictive, and (2) assuming a specific elliptical distribution for errors (Student-t for example), may be somewhat presumptuous; there is need for more flexible methods, in terms of assuming only symmetry of errors (admitting unknown kurtosis). In this sense, the main advantage of this extended Bayesian approach is the possibility of considering generalizations of the elliptical family of models by using Dirichlet process priors in dependent and independent situations. Conditional posterior distributions are implemented, allowing the use of Markov Chain Monte Carlo (MCMC), to generate the posterior distributions. An interesting result shown is that the Dirichlet process prior is not updated in the case of the dependent elliptical model. Furthermore, an analysis of a real data set is reported to illustrate the usefulness of our approach, in dealing with outliers. Finally, semiparametric proposed models and parametric normal model are compared, graphically with the posterior distribution density of the coefficients. (C) 2009 Elsevier Inc. All rights reserved.
Resumo:
OBJETIVO: Estimar a prevalência de hipertensão arterial entre militares jovens e fatores associados. MÉTODOS: Estudo transversal realizado com amostra de 380 militares do sexo masculino de 19 e 35 anos de idade em uma unidade da Força Aérea Brasileira em São Paulo, SP, entre 2000 e 2001. Os pontos de corte para hipertensão foram: >140mmHg para pressão sistólica e > 90mmHg para pressão diastólica. As variáveis estudadas incluíram fatores de risco e de proteção para hipertensão, como características comportamentais e nutricionais. Para análise das associações, utilizou-se regressão linear generalizada múltipla, com família binomial e ligação logarítmica, obtendo-se razões de prevalências com intervalo de 90% de confiança e seleção hierarquizada das variáveis. RESULTADOS: A prevalência de hipertensão arterial foi de 22% (IC 90%: 21;29). No modelo final da regressão múltipla verificou-se prevalência de hipertensão 68% maior entre os ex-fumantes em relação aos não fumantes (IC 90%: 1,13;2,50). Entre os indivíduos com sobrepeso (índice de massa corporal - IMC de 25 a 29kg/m2) e com obesidade (IMC>29kg/m2) as prevalências foram, respectivamente, 75% (IC 90%: 1,23;2,50) e 178% (IC 90%: 1,82;4,25) maiores do que entre os eutróficos. Entre os que praticavam atividade física regular, comparado aos que não praticavam, a prevalência foi 52% menor (IC 90%: 0,30;0,90). CONCLUSÕES: Ser ex-fumante e ter sobrepeso ou obesidade foram situações de risco para hipertensão, enquanto que a prática regular de atividade física foi fator de proteção em militares jovens.
Resumo:
This work deals with analysis of cracked structures using BEM. Two formulations to analyse the crack growth process in quasi-brittle materials are discussed. They are based on the dual formulation of BEM where two different integral equations are employed along the opposite sides of the crack surface. The first presented formulation uses the concept of constant operator, in which the corrections of the nonlinear process are made only by applying appropriate tractions along the crack surfaces. The second presented BEM formulation to analyse crack growth problems is an implicit technique based on the use of a consistent tangent operator. This formulation is accurate, stable and always requires much less iterations to reach the equilibrium within a given load increment in comparison with the classical approach. Comparison examples of classical problem of crack growth are shown to illustrate the performance of the two formulations. (C) 2009 Elsevier Ltd. All rights reserved.
Resumo:
This article presents a tool for the allocation analysis of complex systems of water resources, called AcquaNetXL, developed in the form of spreadsheet in which a model of linear optimization and another nonlinear were incorporated. The AcquaNetXL keeps the concepts and attributes of a decision support system. In other words, it straightens out the communication between the user and the computer, facilitates the understanding and the formulation of the problem, the interpretation of the results and it also gives a support in the process of decision making, turning it into a clear and organized process. The performance of the algorithms used for solving the problems of water allocation was satisfactory especially for the linear model.
Resumo:
We analyze the influence of time-, firm-, industry- and country-level determinants of capital structure. First, we apply hierarchical linear modeling in order to assess the relative importance of those levels. We find that time and firm levels explain 78% of firm leverage. Second, we include random intercepts and random coefficients in order to analyze the direct and indirect influences of firm/industry/country characteristics on firm leverage. We document several important indirect influences of variables at industry and country-levels on firm determinants of leverage, as well as several structural differences in the financial behavior between firms of developed and emerging countries. (C) 2010 Elsevier B.V. All rights reserved.
Resumo:
With a 41-society sample of 9990 managers and professionals, we used hierarchical linear modeling to investigate the impact of both macro-level and micro-level predictors on subordinate influence ethics. While we found that both macro-level and micro-level predictors contributed to the model definition, we also found global agreement for a subordinate influence ethics hierarchy. Thus our findings provide evidence that developing a global model of subordinate ethics is possible, and should be based upon multiple criteria and multilevel variables. Journal of International Business Studies (2009) 40, 1022-1045. doi:10.1057/jibs.2008.109
Resumo:
Prestes, J, Frollini, AB, De Lima, C, Donatto, FF, Foschini, D, de Marqueti, RC, Figueira Jr, A, and Fleck, SJ. Comparison between linear and daily undulating periodized resistance training to increase strength. J Strength Cond Res 23(9): 2437-2442, 2009-To determine the most effective periodization model for strength and hypertrophy is an important step for strength and conditioning professionals. The aim of this study was to compare the effects of linear (LP) and daily undulating periodized (DUP) resistance training on body composition and maximal strength levels. Forty men aged 21.5 +/- 8.3 and with a minimum 1-year strength training experience were assigned to an LP (n = 20) or DUP group (n = 20). Subjects were tested for maximal strength in bench press, leg press 45 degrees, and arm curl (1 repetition maximum [RM]) at baseline (T1), after 8 weeks (T2), and after 12 weeks of training (T3). Increases of 18.2 and 25.08% in bench press 1 RM were observed for LP and DUP groups in T3 compared with T1, respectively (p <= 0.05). In leg press 45 degrees, LP group exhibited an increase of 24.71% and DUP of 40.61% at T3 compared with T1. Additionally, DUP showed an increase of 12.23% at T2 compared with T1 and 25.48% at T3 compared with T2. For the arm curl exercise, LP group increased 14.15% and DUP 23.53% at T3 when compared with T1. An increase of 20% was also found at T2 when compared with T1, for DUP. Although the DUP group increased strength the most in all exercises, no statistical differences were found between groups. In conclusion, undulating periodized strength training induced higher increases in maximal strength than the linear model in strength-trained men. For maximizing strength increases, daily intensity and volume variations were more effective than weekly variations.