Hypotheses Testing on a Multivariate Null Intercept Errors-in-Variables Model

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.

Hypothesis testing in an errors-in-variables model with heteroscedastic measurement errors

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.

A modified signed likelihood ratio test in elliptical structural models

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.

NU-PROCESS IN EXOTIC MODELS

The exact physical conditions generating the abundances of r-elements in environments such as supernovae explosions are still under debate. We evaluated the characteristics expected for the neutrino wind in the proposed model of type-II supernova driven by conversion of nuclear matter to strange matter. Neutrinos will change the final abundance of elements after freeze out of r-process nucleosynthesis, specially those close to mass peaks.

Robust inference in an heteroscedastic measurement error model

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

Renormalization of the S parameter in holographic models of electroweak symmetry breaking

We show that the S parameter is not finite in theories of electroweak symmetry breaking in a slice of anti-de Sitter five-dimensional space, with the light fermions localized in the ultraviolet. We compute the one-loop contributions to S from the Higgs sector and show that they are logarithmically dependent on the cutoff of the theory. We discuss the renormalization of S, as well as the implications for bounds from electroweak precision measurements on these models. We argue that, although in principle the choice of renormalization condition could eliminate the S parameter constraint, a more consistent condition would still result in a large and positive S. On the other hand, we show that the dependence on the Higgs mass in S can be entirely eliminated by the renormalization procedure, making it impossible in these theories to extract a Higgs mass bound from electroweak precision constraints.

Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model

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.

A multivariate ultrastructural errors-in-variables model with equation error

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

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.

Systematic risk estimation in symmetric models

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.

ON AMINO ACID AND CODON ASSIGNMENT IN ALGEBRAIC MODELS FOR THE GENETIC CODE

We give a list of all possible schemes for performing amino acid and codon assignments in algebraic models for the genetic code, which are consistent with a few simple symmetry principles, in accordance with the spirit of the algebraic approach to the evolution of the genetic code proposed by Hornos and Hornos. Our results are complete in the sense of covering all the algebraic models that arise within this approach, whether based on Lie groups/Lie algebras, on Lie superalgebras or on finite groups.

Revisiting 2D numerical models for the 19th century outbursts of eta Carinae

We present here new results of two-dimensional hydrodynamical simulations of the eruptive events of the 1840s (the great) and the 1890s (the minor) eruptions suffered by the massive star eta Carinae (Car). The two bipolar nebulae commonly known as the Homunculus and the little Homunculus (LH) were formed from the interaction of these eruptive events with the underlying stellar wind. We assume here an interacting, non-spherical multiple-phase wind scenario to explain the shape and the kinematics of both Homunculi, but adopt a more realistic parametrization of the phases of the wind. During the 1890s eruptive event, the outflow speed decreased for a short period of time. This fact suggests that the LH is formed when the eruption ends, from the impact of the post-outburst eta Car wind (that follows the 1890s event) with the eruptive flow (rather than by the collision of the eruptive flow with the pre-outburst wind, as claimed in previous models; Gonzalez et al.). Our simulations reproduce quite well the shape and the observed expansion speed of the large Homunculus. The LH (which is embedded within the large Homunculus) becomes Rayleigh-Taylor unstable and develop filamentary structures that resemble the spatial features observed in the polar caps. In addition, we find that the interior cavity between the two Homunculi is partially filled by material that is expelled during the decades following the great eruption. This result may be connected with the observed double-shell structure in the polar lobes of the eta Car nebula. Finally, as in previous work, we find the formation of tenuous, equatorial, high-speed features that seem to be related to the observed equatorial skirt of eta Car.

Random sums of exchangeable variables and actuarial applications

In this paper we study the accumulated claim in some fixed time period, skipping the classical assumption of mutual independence between the variables involved. Two basic models are considered: Model I assumes that any pair of claims are equally correlated which means that the corresponding square-integrable sequence is exchangeable one. Model 2 states that the correlations between the adjacent claims are the same. Recurrence and explicit expressions for the joint probability generating function are derived and the impact of the dependence parameter (correlation coefficient) in both models is examined. The Markov binomial distribution is obtained as a particular case under assumptions of Model 2. (C) 2007 Elsevier B.V. All rights reserved.

Diagnostic tools in beta regression with varying dispersion

We consider the issue of performing residual and local influence analyses in beta regression models with varying dispersion, which are useful for modelling random variables that assume values in the standard unit interval. In such models, both the mean and the dispersion depend upon independent variables. We derive the appropriate matrices for assessing local influence on the parameter estimates under different perturbation schemes. An application using real data is presented and discussed.

Effects of Mate Tea (Ilex paraguariensis) Ingestion on mRNA Expression of Antioxidant Enzymes, Lipid Peroxidation, and Total Antioxidant Status in Healthy Young Women

The antioxidant activity of mate tea, the roasted product derived from yerba mate (Ilex paraguarienis), was observed in vitro and in animal models, but studies in humans are lacking. The aim of this study was to investigate the effects of mate tea supplementation on plasma susceptibility to oxidation and on antioxidant enzyme gene expression in healthy nonsmoking women, after acute or prolonged ingestion. We evaluated plasma total antioxidant status (TAS), the kinetics of diene conjugate generation, and thiobarbituric acid reactive substance (TBARS) contents in plasma, as well as mRNA levels of antioxidant gluthatione peroxidase (GPx), superoxide dismutase (SOD), and catalase (CAT). After the supplementation period with mate tea, lipid peroxidation was acutely lowered, an effect that was maintained after prolonged administration. Total antioxidant status and the level of antioxidant enzyme gene expression were also demonstrated after prolonged consumption. These results suggest that regular consumption of mate tea may increase antioxidant defense of the body by multiple mechanisms.