Improved likelihood inference for the shape parameter in Weibull regression

We obtain adjustments to the profile likelihood function in Weibull regression models with and without censoring. Specifically, we consider two different modified profile likelihoods: (i) the one proposed by Cox and Reid [Cox, D.R. and Reid, N., 1987, Parameter orthogonality and approximate conditional inference. Journal of the Royal Statistical Society B, 49, 1-39.], and (ii) an approximation to the one proposed by Barndorff-Nielsen [Barndorff-Nielsen, O.E., 1983, On a formula for the distribution of the maximum likelihood estimator. Biometrika, 70, 343-365.], the approximation having been obtained using the results by Fraser and Reid [Fraser, D.A.S. and Reid, N., 1995, Ancillaries and third-order significance. Utilitas Mathematica, 47, 33-53.] and by Fraser et al. [Fraser, D.A.S., Reid, N. and Wu, J., 1999, A simple formula for tail probabilities for frequentist and Bayesian inference. Biometrika, 86, 655-661.]. We focus on point estimation and likelihood ratio tests on the shape parameter in the class of Weibull regression models. We derive some distributional properties of the different maximum likelihood estimators and likelihood ratio tests. The numerical evidence presented in the paper favors the approximation to Barndorff-Nielsen`s adjustment.

Inference for a skew extension of the Grubbs model

In this paper, we discuss inferential aspects for the Grubbs model when the unknown quantity x (latent response) follows a skew-normal distribution, extending early results given in Arellano-Valle et al. (J Multivar Anal 96:265-281, 2005b). Maximum likelihood parameter estimates are computed via the EM-algorithm. Wald and likelihood ratio type statistics are used for hypothesis testing and we explain the apparent failure of the Wald statistics in detecting skewness via the profile likelihood function. The results and methods developed in this paper are illustrated with a numerical example.

Improved testing inference in mixed linear models

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.

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.

The generalized log-gamma mixture model with covariates: local influence and residual analysis

In a sample of censored survival times, the presence of an immune proportion of individuals who are not subject to death, failure or relapse, may be indicated by a relatively high number of individuals with large censored survival times. In this paper the generalized log-gamma model is modified for the possibility that long-term survivors may be present in the data. The model attempts to separately estimate the effects of covariates on the surviving fraction, that is, the proportion of the population for which the event never occurs. The logistic function is used for the regression model of the surviving fraction. Inference for the model parameters is considered via maximum likelihood. Some influence methods, such as the local influence and total local influence of an individual are derived, analyzed and discussed. Finally, a data set from the medical area is analyzed under the log-gamma generalized mixture model. A residual analysis is performed in order to select an appropriate model.

Inference and local influence assessment in skew-normal null intercept measurement error model

In this article, we discuss inferential aspects of the measurement error regression models with null intercepts when the unknown quantity x (latent variable) follows a skew normal distribution. We examine first the maximum-likelihood approach to estimation via the EM algorithm by exploring statistical properties of the model considered. Then, the marginal likelihood, the score function and the observed information matrix of the observed quantities are presented allowing direct inference implementation. In order to discuss some diagnostics techniques in this type of models, we derive the appropriate matrices to assessing the local influence on the parameter estimates under different perturbation schemes. The results and methods developed in this paper are illustrated considering part of a real data set used by Hadgu and Koch [1999, Application of generalized estimating equations to a dental randomized clinical trial. Journal of Biopharmaceutical Statistics, 9, 161-178].

Local Influence Under Parameter Constraints

Calculations of local influence curvatures and leverage have been well developed when the parameters are unrestricted. In this article, we discuss the assessment of local influence and leverage under linear equality parameter constraints with extensions to inequality constraints. Using a penalized quadratic function we express the normal curvature of local influence for arbitrary perturbation schemes and the generalized leverage matrix in interpretable forms, which depend on restricted and unrestricted components. The results are quite general and can be applied in various statistical models. In particular, we derive the normal curvature under three useful perturbation schemes for generalized linear models. Four illustrative examples are analyzed by the methodology developed in the article.

Local Influence Analysis for Skew-Normal Linear Mixed Models

In this article, we consider local influence analysis for the skew-normal linear mixed model (SN-LMM). As the observed data log-likelihood associated with the SN-LMM is intractable, Cook`s well-known approach cannot be applied to obtain measures of local influence. Instead, we develop local influence measures following the approach of Zhu and Lee (2001). This approach is based on the use of an EM-type algorithm and is measurement invariant under reparametrizations. Four specific perturbation schemes are discussed. Results obtained for a simulated data set and a real data set are reported, illustrating the usefulness of the proposed methodology.

STM probing of local oscillations of the Fano-Kondo effect: a Doniach-Sunjic approach for the Kondo peak

The use of the scanning tunneling microscope (STM) for the investigation of Kondo adatoms on normal metallic surfaces reveals a Fano-Kondo behavior of the conductance as a function of the tip bias. In this work, the Doniach-Sunjic expression is used to describe the Kondo peak and we analyze the effect of a complex Fano phase, arising from an external magnetic field, on the conductance pattern. It is demonstrated that such phase generates local oscillations of the Fano-Kondo line shape and can lead to the suppression of anti-resonances.

Técnicas de diagnóstico de influência local na análise espacial da produtividade da soja

A modelagem da estrutura de dependência espacial pela abordagem da geoestatística é fundamental para a definição de parâmetros que definem esta estrutura, e que são utilizados na interpolação de valores em locais não amostrados pela técnica de krigagem. Entretanto, a estimação de parâmetros pode ser muito afetada pela presença de observações atípicas nos dados amostrados. O desenvolvimento deste trabalho teve por objetivo utilizar técnicas de diagnóstico de influência local em modelos espaciais lineares gaussianos, utilizados em geoestatística, para avaliar a sensibilidade dos estimadores de máxima verossimilhança e máxima verossimilhança restrita na presença de dados discrepantes. Estudos com dados experimentais mostraram que tanto a presença de valores atípicos como de valores considerados influentes, pela análise de diagnóstico, pode exercer forte influência nos mapas temáticos, alterando, assim, a estrutura de dependência espacial. As aplicações de técnicas de diagnóstico de influência local devem fazer parte de toda análise geoestatística a fim de garantir que as informações contidas nos mapas temáticos tenham maior qualidade e possam ser utilizadas com maior segurança pelo agricultor.

Chemical similarities between Galactic bulge and local thick disk red giant stars

Context. The evolution of the Milky Way bulge and its relationship with the other Galactic populations is still poorly understood. The bulge has been suggested to be either a merger-driven classical bulge or the product of a dynamical instability of the inner disk. Aims. To probe the star formation history, the initial mass function and stellar nucleosynthesis of the bulge, we performed an elemental abundance analysis of bulge red giant stars. We also completed an identical study of local thin disk, thick disk and halo giants to establish the chemical differences and similarities between the various populations. Methods. High-resolution infrared spectra of 19 bulge giants and 49 comparison giants in the solar neighborhood were acquired with Gemini/Phoenix. All stars have similar stellar parameters but cover a broad range in metallicity. A standard 1D local thermodynamic equilibrium analysis yielded the abundances of C, N, O and Fe. A homogeneous and differential analysis of the bulge, halo, thin disk and thick disk stars ensured that systematic errors were minimized. Results. We confirm the well-established differences for [O/Fe] (at a given metallicity) between the local thin and thick disks. For the elements investigated, we find no chemical distinction between the bulge and the local thick disk, which is in contrast to previous studies relying on literature values for disk dwarf stars in the solar neighborhood. Conclusions. Our findings suggest that the bulge and local thick disk experienced similar, but not necessarily shared, chemical evolution histories. We argue that their formation timescales, star formation rates and initial mass functions were similar.

Recovery of the star formation history of the LMC from the VISTA survey of the Magellanic system

The VISTA near infrared survey of the Magellanic System (VMC) will provide deep YJK(s) photometry reaching stars in the oldest turn-off point throughout the Magellanic Clouds (MCs). As part of the preparation for the survey, we aim to access the accuracy in the star formation history (SFH) that can be expected from VMC data, in particular for the Large Magellanic Cloud (LMC). To this aim, we first simulate VMC images containing not only the LMC stellar populations but also the foreground Milky Way (MW) stars and background galaxies. The simulations cover the whole range of density of LMC field stars. We then perform aperture photometry over these simulated images, access the expected levels of photometric errors and incompleteness, and apply the classical technique of SFH-recovery based on the reconstruction of colour-magnitude diagrams (CMD) via the minimisation of a chi-squared-like statistics. We verify that the foreground MW stars are accurately recovered by the minimisation algorithms, whereas the background galaxies can be largely eliminated from the CMD analysis due to their particular colours and morphologies. We then evaluate the expected errors in the recovered star formation rate as a function of stellar age, SFR(t), starting from models with a known age-metallicity relation (AMR). It turns out that, for a given sky area, the random errors for ages older than similar to 0.4 Gyr seem to be independent of the crowding. This can be explained by a counterbalancing effect between the loss of stars from a decrease in the completeness and the gain of stars from an increase in the stellar density. For a spatial resolution of similar to 0.1 deg(2), the random errors in SFR(t) will be below 20% for this wide range of ages. On the other hand, due to the lower stellar statistics for stars younger than similar to 0.4 Gyr, the outer LMC regions will require larger areas to achieve the same level of accuracy in the SFR( t). If we consider the AMR as unknown, the SFH-recovery algorithm is able to accurately recover the input AMR, at the price of an increase of random errors in the SFR(t) by a factor of about 2.5. Experiments of SFH-recovery performed for varying distance modulus and reddening indicate that these parameters can be determined with (relative) accuracies of Delta(m-M)(0) similar to 0.02 mag and Delta E(B-V) similar to 0.01 mag, for each individual field over the LMC. The propagation of these errors in the SFR(t) implies systematic errors below 30%. This level of accuracy in the SFR(t) can reveal significant imprints in the dynamical evolution of this unique and nearby stellar system, as well as possible signatures of the past interaction between the MCs and the MW.

Time correlation function in systems with two coexisting biological species

We study a stochastic lattice model describing the dynamics of coexistence of two interacting biological species. The model comprehends the local processes of birth, death, and diffusion of individuals of each species and is grounded on interaction of the predator-prey type. The species coexistence can be of two types: With self-sustained coupled time oscillations of population densities and without oscillations. We perform numerical simulations of the model on a square lattice and analyze the temporal behavior of each species by computing the time correlation functions as well as the spectral densities. This analysis provides an appropriate characterization of the different types of coexistence. It is also used to examine linked population cycles in nature and in experiment.

Observation of charge-dependent azimuthal correlations and possible local strong parity violation in heavy-ion collisions

Parity (P)-odd domains, corresponding to nontrivial topological solutions of the QCD vacuum, might be created during relativistic heavy-ion collisions. These domains are predicted to lead to charge separation of quarks along the orbital momentum of the system created in noncentral collisions. To study this effect, we investigate a three-particle mixed-harmonics azimuthal correlator which is a P-even observable, but directly sensitive to the charge-separation effect. We report measurements of this observable using the STAR detector in Au + Au and Cu + Cu collisions at root s(NN) = 200 and 62 GeV. The results are presented as a function of collision centrality, particle separation in rapidity, and particle transverse momentum. A signal consistent with several of the theoretical expectations is detected in all four data sets. We compare our results to the predictions of existing event generators and discuss in detail possible contributions from other effects that are not related to P violation.

Low nanomolar concentration of mercury chloride increases vascular reactivity to phenylephrine and local angiotensin production in rats

Exposure to mercury at nanomolar level affects cardiac function but its effects on vascular reactivity have yet to be investigated. Pressor responses to phenylephrine (PHE) were investigated in perfused rat tail arteries before and after treatment with 6 nM HgCl2 during 1 h,,in the presence (E+) and absence (E-) of endothelium, after L-NAME (10(-4) M), indomethacin (10(-5) M), enalaprilate (1 mu M), tempol (1 mu M) and deferoxamine (300 mu M) treatments. HgCl2 increased sensitivity (pD(2)) without modifying the maximum response (Em) to PHE, but the pD(2) increase was abolished after endothelial damage. L-NAME treatment increased pD(2) and Emax. However, in the presence of HgCl2, this increase was smaller, and it did not modify Emax. After indomethacin treatment, the increase of pD(2) induced by HgCl2 was maintained. Enalaprilate, tempol and deferoxamine reversed the increase of pD(2) evoked by HgCl2. HgCl2 increased the angiotensin converting enzyme (ACE) activity explaining the result obtained with enalaprilate. Results suggest that at nanomolar concentrations HgCl2 increase the vascular reactivity to PHE. This response is endothelium mediated and involves the reduction of NO bioavailability and the action of reactive oxygen species. The local ACE participates in mercury actions and depends on the angiotensin 11 generation. (c) 2007 Elsevier Inc. All rights reserved.