103 resultados para Errors in variables models

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


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Considering the Wald, score, and likelihood ratio asymptotic test statistics, we analyze a multivariate null intercept errors-in-variables regression model, where the explanatory and the response variables are subject to measurement errors, and a possible structure of dependency between the measurements taken within the same individual are incorporated, representing a longitudinal structure. This model was proposed by Aoki et al. (2003b) and analyzed under the bayesian approach. In this article, considering the classical approach, we analyze asymptotic test statistics and present a simulation study to compare the behavior of the three test statistics for different sample sizes, parameter values and nominal levels of the test. Also, closed form expressions for the score function and the Fisher information matrix are presented. We consider two real numerical illustrations, the odontological data set from Hadgu and Koch (1999), and a quality control data set.

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In many epidemiological studies it is common to resort to regression models relating incidence of a disease and its risk factors. The main goal of this paper is to consider inference on such models with error-prone observations and variances of the measurement errors changing across observations. We suppose that the observations follow a bivariate normal distribution and the measurement errors are normally distributed. Aggregate data allow the estimation of the error variances. Maximum likelihood estimates are computed numerically via the EM algorithm. Consistent estimation of the asymptotic variance of the maximum likelihood estimators is also discussed. Test statistics are proposed for testing hypotheses of interest. Further, we implement a simple graphical device that enables an assessment of the model`s goodness of fit. Results of simulations concerning the properties of the test statistics are reported. The approach is illustrated with data from the WHO MONICA Project on cardiovascular disease. Copyright (C) 2008 John Wiley & Sons, Ltd.

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This paper develops a bias correction scheme for a multivariate heteroskedastic errors-in-variables model. The applicability of this model is justified in areas such as astrophysics, epidemiology and analytical chemistry, where the variables are subject to measurement errors and the variances vary with the observations. We conduct Monte Carlo simulations to investigate the performance of the corrected estimators. The numerical results show that the bias correction scheme yields nearly unbiased estimates. We also give an application to a real data set.

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This paper deals with asymptotic results on a multivariate ultrastructural errors-in-variables regression model with equation errors Sufficient conditions for attaining consistent estimators for model parameters are presented Asymptotic distributions for the line regression estimators are derived Applications to the elliptical class of distributions with two error assumptions are presented The model generalizes previous results aimed at univariate scenarios (C) 2010 Elsevier Inc All rights reserved

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In this paper we deal with the issue of performing accurate testing inference on a scalar parameter of interest in structural errors-in-variables models. The error terms are allowed to follow a multivariate distribution in the class of the elliptical distributions, which has the multivariate normal distribution as special case. We derive a modified signed likelihood ratio statistic that follows a standard normal distribution with a high degree of accuracy. Our Monte Carlo results show that the modified test is much less size distorted than its unmodified counterpart. An application is presented.

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In this paper we deal with robust inference in heteroscedastic measurement error models Rather than the normal distribution we postulate a Student t distribution for the observed variables Maximum likelihood estimates are computed numerically Consistent estimation of the asymptotic covariance matrices of the maximum likelihood and generalized least squares estimators is also discussed Three test statistics are proposed for testing hypotheses of interest with the asymptotic chi-square distribution which guarantees correct asymptotic significance levels Results of simulations and an application to a real data set are also reported (C) 2009 The Korean Statistical Society Published by Elsevier B V All rights reserved

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Background: There are several studies in the literature depicting measurement error in gene expression data and also, several others about regulatory network models. However, only a little fraction describes a combination of measurement error in mathematical regulatory networks and shows how to identify these networks under different rates of noise. Results: This article investigates the effects of measurement error on the estimation of the parameters in regulatory networks. Simulation studies indicate that, in both time series (dependent) and non-time series (independent) data, the measurement error strongly affects the estimated parameters of the regulatory network models, biasing them as predicted by the theory. Moreover, when testing the parameters of the regulatory network models, p-values computed by ignoring the measurement error are not reliable, since the rate of false positives are not controlled under the null hypothesis. In order to overcome these problems, we present an improved version of the Ordinary Least Square estimator in independent (regression models) and dependent (autoregressive models) data when the variables are subject to noises. Moreover, measurement error estimation procedures for microarrays are also described. Simulation results also show that both corrected methods perform better than the standard ones (i.e., ignoring measurement error). The proposed methodologies are illustrated using microarray data from lung cancer patients and mouse liver time series data. Conclusions: Measurement error dangerously affects the identification of regulatory network models, thus, they must be reduced or taken into account in order to avoid erroneous conclusions. This could be one of the reasons for high biological false positive rates identified in actual regulatory network models.

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The aim of this article is to discuss the estimation of the systematic risk in capital asset pricing models with heavy-tailed error distributions to explain the asset returns. Diagnostic methods for assessing departures from the model assumptions as well as the influence of observations on the parameter estimates are also presented. It may be shown that outlying observations are down weighted in the maximum likelihood equations of linear models with heavy-tailed error distributions, such as Student-t, power exponential, logistic II, so on. This robustness aspect may also be extended to influential observations. An application in which the systematic risk estimate of Microsoft is compared under normal and heavy-tailed errors is presented for illustration.

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The aim of this study was to comparatively assess dental arch width, in the canine and molar regions, by means of direct measurements from plaster models, photocopies and digitized images of the models. The sample consisted of 130 pairs of plaster models, photocopies and digitized images of the models of white patients (n = 65), both genders, with Class I and Class II Division 1 malocclusions, treated by standard Edgewise mechanics and extraction of the four first premolars. Maxillary and mandibular intercanine and intermolar widths were measured by a calibrated examiner, prior to and after orthodontic treatment, using the three modes of reproduction of the dental arches. Dispersion of the data relative to pre- and posttreatment intra-arch linear measurements (mm) was represented as box plots. The three measuring methods were compared by one-way ANOVA for repeated measurements (α = 0.05). Initial / final mean values varied as follows: 33.94 to 34.29 mm / 34.49 to 34.66 mm (maxillary intercanine width); 26.23 to 26.26 mm / 26.77 to 26.84 mm (mandibular intercanine width); 49.55 to 49.66 mm / 47.28 to 47.45 mm (maxillary intermolar width) and 43.28 to 43.41 mm / 40.29 to 40.46 mm (mandibular intermolar width). There were no statistically significant differences between mean dental arch widths estimated by the three studied methods, prior to and after orthodontic treatment. It may be concluded that photocopies and digitized images of the plaster models provided reliable reproductions of the dental arches for obtaining transversal intra-arch measurements.

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Com o objetivo de comparar a satisfação das mulheres com a experiência do parto em três modelos assistenciais, foi realizada pesquisa descritiva, com abordagem quantitativa, em dois hospitais públicos de São Paulo, um promovendo o modelo "Típico" e o outro com um centro de parto intra-hospitalar (modelo "CPNIH") e um peri-hospitalar (modelo "CPNPH"). A amostra foi constituída por 90 puérperas, 30 de cada modelo. A comparação entre os resultados referentes à satisfação das mulheres com o atendimento prestado pelos profissionais de saúde, com a qualidade da assistência e os motivos de satisfação e insatisfação, com a indicação ou recomendação dos serviços recebidos, com a sensação de segurança no processo e com as sugestões de melhorias, mostrou que o modelo CPHPH foi o melhor avaliado, vindo em seguida o CPNIH e por último o Típico. Conclui-se que o modelo peri-hospitalar de assistência ao parto deveria receber maior apoio do SUS, por se constituir em serviço em que as mulheres se mostram satisfeitas com a atenção recebida

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Strawberries represent the main source of ellagic acid derivatives in the Brazilian diet, corresponding to more than 50% of all phenolic compounds found in the fruit. There is a particular interest in the determination of the ellagic acid content in fruits because of possible chemopreventive benefits. In the present study, the potential health benefits of purified ellagitannins from strawberries were evaluated in relation to the antiproliferative activity and in vitro inhibition of alpha-amylase, alpha-glucosidase, and angiotensin I-converting enzyme (ACE) relevant for potential management of hyperglycemia and hypertension. Therefore, a comparison among ellagic acid, purified ellagitannins, and a strawberry extract was done to evaluate the possible synergistic effects of phenolics. In relation to the antiproliferative activity, it was observed that ellagic acid had the highest percentage inhibition of cell proliferation. The strawberry extract had lower efficacy in inhibiting the cell proliferation, indicating that in the case of this fruit there is no synergism. Purified ellagitannins had high alpha-amylase and ACE inhibitory activities. However, these compounds had low alpha-glucosidase inhibitory activity. These results suggested that the ellagitannins and ellagic acid have good potential for the management of hyperglycemia and hypertension linked to type 2 diabetes. However, further studies with animal and human models are needed to advance the in vitro assay-based biochemical rationale from this study.

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Local food diversity and traditional crops are essential for cost-effective management of the global epidemic of type 2 diabetes and associated complications of hypertension. Water and 12% ethanol extracts of native Peruvian fruits such as Lucuma (Pouteria lucuma), Pacae (Inga feuille), Papayita arequipena (Carica pubescens), Capuli (Prunus capuli), Aguaymanto (Physalis peruviana), and Algarrobo (Prosopis pallida) were evaluated for total phenolics, antioxidant activity based on 2, 2-diphenyl-1-picrylhydrazyl radical scavenging assay, and functionality such as in vitro inhibition of alpha-amylase, alpha-glucosidase, and angiotensin I-converting enzyme (ACE) relevant for potential management of hyperglycemia and hypertension linked to type 2 diabetes. The total phenolic content ranged from 3.2 (Aguaymanto) to 11.4 (Lucuma fruit) mg/g of sample dry weight. A significant positive correlation was found between total phenolic content and antioxidant activity for the ethanolic extracts. No phenolic compound was detected in Lucuma (fruit and powder) and Pacae. Aqueous extracts from Lucuma and Algarrobo had the highest alpha-glucosidase inhibitory activities. Papayita arequipena and Algarrobo had significant ACE inhibitory activities reflecting antihypertensive potential. These in vitro results point to the excellent potential of Peruvian fruits for food-based strategies for complementing effective antidiabetes and antihypertension solutions based on further animal and clinical studies.

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Commonly consumed carbohydrate sweeteners derived from sugar cane, palm, and corn (syrups) were investigated to determine their potential to inhibit key enzymes relevant to Type 2 diabetes and hypertension based on the total phenolic content and antioxidant activity using in vitro models. Among sugar cane derivatives, brown sugars showed higher antidiabetes potential than white sugars; nevertheless, no angiotensin I-converting enzyme (ACE) inhibition was detected in both sugar classes. Brown sugar from Peru and Mauritius (dark muscovado) had the highest total phenolic content and 1,1-diphenyl-2-picrylhydrazyl radical scavenging activity, which correlated with a moderate inhibition of yeast alpha-glucosidase without showing a significant effect on porcine pancreatic alpha-amylase activity. In addition, chlorogenic acid quantified by high-performance liquid chromatography was detected in these sugars (128 +/- 6 and 144 +/- 2 mu g/g of sample weight, respectively). Date sugar exhibited high alpha-glucosidase, alpha-amylase, and ACE inhibitory activities that correlated with high total phenolic content and antioxidant activity. Neither phenolic compounds or antioxidant activity was detected in corn syrups, indicating that nonphenolic factors may be involved in their significant ability to inhibit alpha-glucosidase, alpha-amylase, and ACE. This study provides a strong biochemical rationale for further in vivo studies and useful information to make better dietary sweetener choices for Type 2 diabetes and hypertension management.

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The lightest supersymmetric particle may decay with branching ratios that correlate with neutrino oscillation parameters. In this case the CERN Large Hadron Collider (LHC) has the potential to probe the atmospheric neutrino mixing angle with sensitivity competitive to its low-energy determination by underground experiments. Under realistic detection assumptions, we identify the necessary conditions for the experiments at CERN's LHC to probe the simplest scenario for neutrino masses induced by minimal supergravity with bilinear R parity violation.

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We study the potential of the CERN large hadron collider to probe the spin of new massive vector boson resonances predicted by Higgsless models. We consider its production via weak boson fusion which relies only on the coupling between the new resonances and the weak gauge bosons. We show that the large hadron collider will be able to unravel the spin of the particles associated with the partial restoration of unitarity in vector boson scattering for integrated luminosities of 150-560 fb(-1), depending on the new state mass and on the method used in the analyses.