7 resultados para Covariance matrix estimation

em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP)


Relevância:

100.00% 100.00%

Publicador:

Resumo:

The Birnbaum-Saunders regression model is commonly used in reliability studies. We derive a simple matrix formula for second-order covariances of maximum-likelihood estimators in this class of models. The formula is quite suitable for computer implementation, since it involves only simple operations on matrices and vectors. Some simulation results show that the second-order covariances can be quite pronounced in small to moderate sample sizes. We also present empirical applications.

Relevância:

90.00% 90.00%

Publicador:

Resumo:

The study of the genetic variance/covariance matrix (G-matrix) is a recent and fruitful approach in evolutionary biology, providing a window of investigating for the evolution of complex characters. Although G-matrix studies were originally conducted for microevolutionary timescales, they could be extrapolated to macroevolution as long as the G-matrix remains relatively constant, or proportional, along the period of interest. A promising approach to investigating the constancy of G-matrices is to compare their phenotypic counterparts (P-matrices) in a large group of related species; if significant similarity is found among several taxa, it is very likely that the underlying G-matrices are also equivalent. Here we study the similarity of covariance and correlation structure in a broad sample of Old World monkeys and apes (Catarrhini). We made phylogenetically structured comparisons of correlation and covariance matrices derived from 39 skull traits, ranging from between species to the superfamily level. We also compared the overall magnitude of integration between skull traits (r(2)) for all Catarrhim genera. Our results show that P-matrices were not strictly constant among catarrhines, but the amount of divergence observed among taxa was generally low. There was significant and positive correlation between the amount of divergence in correlation and covariance patterns among the 30 genera and their phylogenetic distances derived from a recently proposed phylogenetic hypothesis. Our data demonstrate that the P-matrices remained relatively similar along the evolutionary history of catarrhines, and comparisons with the G-matrix available for a New World monkey genus (Saguinus) suggests that the same holds for all anthropoids. The magnitude of integration, in contrast, varied considerably among genera, indicating that evolution of the magnitude, rather than the pattern of inter-trait correlations, might have played an important role in the diversification of the catarrhine skull. (C) 2009 Elsevier Ltd. All rights reserved.

Relevância:

80.00% 80.00%

Publicador:

Resumo:

Morphological integration refers to the modular structuring of inter-trait relationships in an organism, which could bias the direction and rate of morphological change, either constraining or facilitating evolution along certain dimensions of the morphospace. Therefore, the description of patterns and magnitudes of morphological integration and the analysis of their evolutionary consequences are central to understand the evolution of complex traits. Here we analyze morphological integration in the skull of several mammalian orders, addressing the following questions: are there common patterns of inter-trait relationships? Are these patterns compatible with hypotheses based on shared development and function? Do morphological integration patterns and magnitudes vary in the same way across groups? We digitized more than 3,500 specimens spanning 15 mammalian orders, estimated the correspondent pooled within-group correlation and variance/covariance matrices for 35 skull traits and compared those matrices among the orders. We also compared observed patterns of integration to theoretical expectations based on common development and function. Our results point to a largely shared pattern of inter-trait correlations, implying that mammalian skull diversity has been produced upon a common covariance structure that remained similar for at least 65 million years. Comparisons with a rodent genetic variance/covariance matrix suggest that this broad similarity extends also to the genetic factors underlying phenotypic variation. In contrast to the relative constancy of inter-trait correlation/covariance patterns, magnitudes varied markedly across groups. Several morphological modules hypothesized from shared development and function were detected in the mammalian taxa studied. Our data provide evidence that mammalian skull evolution can be viewed as a history of inter-module parcellation, with the modules themselves being more clearly marked in those lineages with lower overall magnitude of integration. The implication of these findings is that the main evolutionary trend in the mammalian skull was one of decreasing the constraints to evolution by promoting a more modular architecture.

Relevância:

80.00% 80.00%

Publicador:

Resumo:

Mixed linear models are commonly used in repeated measures studies. They account for the dependence amongst observations obtained from the same experimental unit. Often, the number of observations is small, and it is thus important to use inference strategies that incorporate small sample corrections. In this paper, we develop modified versions of the likelihood ratio test for fixed effects inference in mixed linear models. In particular, we derive a Bartlett correction to such a test, and also to a test obtained from a modified profile likelihood function. Our results generalize those in [Zucker, D.M., Lieberman, O., Manor, O., 2000. Improved small sample inference in the mixed linear model: Bartlett correction and adjusted likelihood. Journal of the Royal Statistical Society B, 62,827-838] by allowing the parameter of interest to be vector-valued. Additionally, our Bartlett corrections allow for random effects nonlinear covariance matrix structure. We report simulation results which show that the proposed tests display superior finite sample behavior relative to the standard likelihood ratio test. An application is also presented and discussed. (C) 2008 Elsevier B.V. All rights reserved.

Relevância:

80.00% 80.00%

Publicador:

Resumo:

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.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

The issue of smoothing in kriging has been addressed either by estimation or simulation. The solution via estimation calls for postprocessing kriging estimates in order to correct the smoothing effect. Stochastic simulation provides equiprobable images presenting no smoothing and reproducing the covariance model. Consequently, these images reproduce both the sample histogram and the sample semivariogram. However, there is still a problem, which is the lack of local accuracy of simulated images. In this paper, a postprocessing algorithm for correcting the smoothing effect of ordinary kriging estimates is compared with sequential Gaussian simulation realizations. Based on samples drawn from exhaustive data sets, the postprocessing algorithm is shown to be superior to any individual simulation realization yet, at the expense of providing one deterministic estimate of the random function.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

The main object of this paper is to discuss the Bayes estimation of the regression coefficients in the elliptically distributed simple regression model with measurement errors. The posterior distribution for the line parameters is obtained in a closed form, considering the following: the ratio of the error variances is known, informative prior distribution for the error variance, and non-informative prior distributions for the regression coefficients and for the incidental parameters. We proved that the posterior distribution of the regression coefficients has at most two real modes. Situations with a single mode are more likely than those with two modes, especially in large samples. The precision of the modal estimators is studied by deriving the Hessian matrix, which although complicated can be computed numerically. The posterior mean is estimated by using the Gibbs sampling algorithm and approximations by normal distributions. The results are applied to a real data set and connections with results in the literature are reported. (C) 2011 Elsevier B.V. All rights reserved.