Transformed symmetric models

For the first time, we introduce a class of transformed symmetric models to extend the Box and Cox models to more general symmetric models. The new class of models includes all symmetric continuous distributions with a possible non-linear structure for the mean and enables the fitting of a wide range of models to several data types. The proposed methods offer more flexible alternatives to Box-Cox or other existing procedures. We derive a very simple iterative process for fitting these models by maximum likelihood, whereas a direct unconditional maximization would be more difficult. We give simple formulae to estimate the parameter that indexes the transformation of the response variable and the moments of the original dependent variable which generalize previous published results. We discuss inference on the model parameters. The usefulness of the new class of models is illustrated in one application to a real dataset.

Measurement error models with a general class of error distribution

In general, the normal distribution is assumed for the surrogate of the true covariates in the classical error model. This paper considers a class of distributions, which includes the normal one, for the variables subject to error. An estimation approach yielding consistent estimators is developed and simulation studies reported.

Self-rated oral health and associated factors in Brazilian elders

Objective: Self-rating provides a simple direct way of capturing perceptions of health. The objective of this study was to estimate the prevalence and associated factors of poor self-rated oral health among elders. Methods: National data from a cross-sectional population-based study with a multistage random sample of 4786 Brazilian older adults (aged 65-74) in 250 towns were analysed. Data collection included oral examinations (WHO 1997) and struct-ured interviews at elderly households. The outcome was measured by a single five-point-response-scale question dichotomized into `poor` (fair/poor/very poor) and `good` (good/very good) self-rated oral health. Data analyses used Poisson regression models stratified by sex. Results: The prevalence of poor self-rated oral health was 46.6% (95% CI: 45.2-48%) in the whole sample, 50.3% (48-52.5) in men and 44.2% (42.4-46) in women. Higher prevalence ratios (PR) were found in elders reporting unfavourable dental appearance (PR = 2.31; 95% CI: 2.02-2.65), poor chewing ability (PR = 1.64; CI: 1.48-1.8) and dental pain (PR = 1.44; CI: 1.04-1.23) in adjusted analysis. Poor self-perception was also associated with being men, black, unfavourable socioeconomic circumstances, unfavourable clinical oral health and with not using or needing a dental prosthesis. Conclusion: Assessment and understanding of self-rated oral health should take into account social factors, subjective and clinical oral symptoms.

Seasonal drought stress in the Amazon: Reconciling models and observations

The Amazon Basin is crucial to global circulatory and carbon patterns due to the large areal extent and large flux magnitude. Biogeophysical models have had difficulty reproducing the annual cycle of net ecosystem exchange (NEE) of carbon in some regions of the Amazon, generally simulating uptake during the wet season and efflux during seasonal drought. In reality, the opposite occurs. Observational and modeling studies have identified several mechanisms that explain the observed annual cycle, including: (1) deep soil columns that can store large water amount, (2) the ability of deep roots to access moisture at depth when near-surface soil dries during annual drought, (3) movement of water in the soil via hydraulic redistribution, allowing for more efficient uptake of water during the wet season, and moistening of near-surface soil during the annual drought, and (4) photosynthetic response to elevated light levels as cloudiness decreases during the dry season. We incorporate these mechanisms into the third version of the Simple Biosphere model (SiB3) both singly and collectively, and confront the results with observations. For the forest to maintain function through seasonal drought, there must be sufficient water storage in the soil to sustain transpiration through the dry season in addition to the ability of the roots to access the stored water. We find that individually, none of these mechanisms by themselves produces a simulation of the annual cycle of NEE that matches the observed. When these mechanisms are combined into the model, NEE follows the general trend of the observations, showing efflux during the wet season and uptake during seasonal drought.

EXACT AND QUASI-EXACT MODELS OF STRANGE STARS

We construct and compare in this work a variety of simple models for strange stars, namely, hypothetical self-bound objects made of a cold stable version of the quark-gluon plasma. Exact, quasi-exact and numerical models are examined to find the most economical description for these objects. A simple and successful parametrization of them is given in terms of the central density, and the differences among the models are explicitly shown and discussed. In particular, we present a model starting with a Gaussian ansatz for the density profile that provides a very accurate and almost complete analytical integration of the problem, modulo a small difference for one of the metric potentials.

Towards an assessment of character interdependence in avian RNA phylogenetics: A general secondary structure model for the avian mitochondrial 16S rRNA

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Heteroscedastic Nonlinear Regression Models

In this article, we present a generalization of the Bayesian methodology introduced by Cepeda and Gamerman (2001) for modeling variance heterogeneity in normal regression models where we have orthogonality between mean and variance parameters to the general case considering both linear and highly nonlinear regression models. Under the Bayesian paradigm, we use MCMC methods to simulate samples for the joint posterior distribution. We illustrate this algorithm considering a simulated data set and also considering a real data set related to school attendance rate for children in Colombia. Finally, we present some extensions of the proposed MCMC algorithm.

Using stochastic volatility models to analyse weekly ozone averages in Mexico City

In this paper we make use of some stochastic volatility models to analyse the behaviour of a weekly ozone average measurements series. The models considered here have been used previously in problems related to financial time series. Two models are considered and their parameters are estimated using a Bayesian approach based on Markov chain Monte Carlo (MCMC) methods. Both models are applied to the data provided by the monitoring network of the Metropolitan Area of Mexico City. The selection of the best model for that specific data set is performed using the Deviance Information Criterion and the Conditional Predictive Ordinate method.

Aging and stationary properties of non-equilibrium symmetrical three-state models

We consider a non-equilibrium three-state model whose dynamics is Markovian and displays the same symmetry as the three-state Potts model, i.e. the transition rates are invariant under the cyclic permutation of the states. Unlike the Potts model, detailed balance is, in general, not satisfied. The aging and the stationary properties of the model defined on a square lattice are obtained by means of large-scale Monte Carlo simulations. We show that the phase diagram presents a critical line, belonging to the three-state Potts universality class, that ends at a point whose universality class is that of the Voter model. Aging is considered on the critical line, at the Voter point and in the ferromagnetic phase.

Deviance residuals in generalised log-gamma regression models with censored observations

In this article, we compare three residuals based on the deviance component in generalised log-gamma regression models with censored observations. For different parameter settings, sample sizes and censoring percentages, various simulation studies are performed and the empirical distribution of each residual is displayed and compared with the standard normal distribution. For all cases studied, the empirical distributions of the proposed residuals are in general symmetric around zero, but only a martingale-type residual presented negligible kurtosis for the majority of the cases studied. These studies suggest that the residual analysis usually performed in normal linear regression models can be straightforwardly extended for the martingale-type residual in generalised log-gamma regression models with censored data. A lifetime data set is analysed under log-gamma regression models and a model checking based on the martingale-type residual is performed.

Bias-corrected estimators for dispersion models with dispersion covariates

In this paper we discuss bias-corrected estimators for the regression and the dispersion parameters in an extended class of dispersion models (Jorgensen, 1997b). This class extends the regular dispersion models by letting the dispersion parameter vary throughout the observations, and contains the dispersion models as particular case. General formulae for the O(n(-1)) bias are obtained explicitly in dispersion models with dispersion covariates, which generalize previous results obtained by Botter and Cordeiro (1998), Cordeiro and McCullagh (1991), Cordeiro and Vasconcellos (1999), and Paula (1992). The practical use of the formulae is that we can derive closed-form expressions for the O(n(-1)) biases of the maximum likelihood estimators of the regression and dispersion parameters when the information matrix has a closed-form. Various expressions for the O(n(-1)) biases are given for special models. The formulae have advantages for numerical purposes because they require only a supplementary weighted linear regression. We also compare these bias-corrected estimators with two different estimators which are also bias-free to order O(n(-1)) that are based on bootstrap methods. These estimators are compared by simulation. (C) 2011 Elsevier B.V. All rights reserved.

A note on influence diagnostics in nonlinear mixed-effects elliptical models

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.

Reduction of Models in the Presence of Nuisance Parameters

In many statistical inference problems, there is interest in estimation of only some elements of the parameter vector that defines the adopted model. In general, such elements are associated to measures of location and the additional terms, known as nuisance parameters, to control the dispersion and asymmetry of the underlying distributions. To estimate all the parameters of the model and to draw inferences only on the parameters of interest. Depending on the adopted model, this procedure can be both algebraically is common and computationally very costly and thus it is convenient to reduce it, so that it depends only on the parameters of interest. This article reviews estimation methods in the presence of nuisance parameters and consider some applications in models recently discussed in the literature.