15 resultados para Panel data probit model
em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP)
Resumo:
The deterpenation of bergamot essential oil can be performed by liquid liquid extraction using hydrous ethanol as the solvent. A ternary mixture composed of 1-methyl-4-prop-1-en-2-yl-cydohexene (limonene), 3,7-dimethylocta-1,6-dien-3-yl-acetate (linalyl acetate), and 3,7-dimethylocta-1,6-dien-3-ol (linalool), three major compounds commonly found in bergamot oil, was used to simulate this essential oil. Liquid liquid equilibrium data were experimentally determined for systems containing essential oil compounds, ethanol, and water at 298.2 K and are reported in this paper. The experimental data were correlated using the NRTL and UNIQUAC models, and the mean deviations between calculated and experimental data were lower than 0.0062 in all systems, indicating the good descriptive quality of the molecular models. To verify the effect of the water mass fraction in the solvent and the linalool mass fraction in the terpene phase on the distribution coefficients of the essential oil compounds, nonlinear regression analyses were performed, obtaining mathematical models with correlation coefficient values higher than 0.99. The results show that as the water content in the solvent phase increased, the kappa value decreased, regardless of the type of compound studied. Conversely, as the linalool content increased, the distribution coefficients of hydrocarbon terpene and ester also increased. However, the linalool distribution coefficient values were negatively affected when the terpene alcohol content increased in the terpene phase.
Resumo:
This article presents a statistical model of agricultural yield data based on a set of hierarchical Bayesian models that allows joint modeling of temporal and spatial autocorrelation. This method captures a comprehensive range of the various uncertainties involved in predicting crop insurance premium rates as opposed to the more traditional ad hoc, two-stage methods that are typically based on independent estimation and prediction. A panel data set of county-average yield data was analyzed for 290 counties in the State of Parana (Brazil) for the period of 1990 through 2002. Posterior predictive criteria are used to evaluate different model specifications. This article provides substantial improvements in the statistical and actuarial methods often applied to the calculation of insurance premium rates. These improvements are especially relevant to situations where data are limited.
Resumo:
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.
Resumo:
This paper uses a new panel of more than 2,000 Brazilian municipalities over 13 years to analyze the influence of public expenditures on the probability of mayors` reelection. We examine Brazilian municipal elections from 1988 to 2000 using a logit fixed-effects model. The results suggest that mayors who spend more during their terms of office increase the probability of their own reelection or of a successor of the same political party. In particular, higher capital spending over the years preceding elections and current expenditures in election years are beneficial to Brazilian incumbent mayors.
Resumo:
The object of this article is to estimate demand elasticities for a basket of staple food important for providing the caloric needs of Brazilian households. These elasticities are useful in the measurement of the impact of structural reforms on poverty. A two-stage demand system was constructed, based on data from Household Expenditure Surveys (POF) produced by IBGE (The Brazilian Bureau of Statistics) in 1987/88 and 1995/96. We have used panel data to estimate the model, and have calculated income, own-price, and cross-price elasticities for eight groups of goods and services and, in the second stage, for 11 sub groups of staple food products. We estimated those elasticities for the whole sample of consumers and for two income groups.
Resumo:
This paper addresses the investment decisions considering the presence of financial constraints of 373 large Brazilian firms from 1997 to 2004, using panel data. A Bayesian econometric model was used considering ridge regression for multicollinearity problems among the variables in the model. Prior distributions are assumed for the parameters, classifying the model into random or fixed effects. We used a Bayesian approach to estimate the parameters, considering normal and Student t distributions for the error and assumed that the initial values for the lagged dependent variable are not fixed, but generated by a random process. The recursive predictive density criterion was used for model comparisons. Twenty models were tested and the results indicated that multicollinearity does influence the value of the estimated parameters. Controlling for capital intensity, financial constraints are found to be more important for capital-intensive firms, probably due to their lower profitability indexes, higher fixed costs and higher degree of property diversification.
Resumo:
The photo-Fenton process (Fe(2+)/Fe(3+), H(2)O(2), UV light) is one of the most efficient and advanced oxidation processes for the mineralization of the organic pollutants of industrial effluents and wastewater. The overall rate of the photo-Fenton process is controlled by the rate of the photolytic step that converts Fe(3+) back to Fe(2+). In this paper, the effect of sulfate or chloride ions on the net yield of Fe(2+) during the photolysis of Fe(3+) has been investigated in aqueous solution at pH 3.0 and 1.0 in the absence of hydrogen peroxide. A kinetic model based on the principal reactions that occur in the system fits the data for formation of Fe(2+) satisfactorily. Both experimental data and model prediction show that the availability of Fe(2+) produced by photolysis of Fe(3+) is inhibited much more in the presence of sulfate ion than in the presence of chloride ion as a function of the irradiation time at pH 3.0.
Resumo:
Despite modern weed control practices, weeds continue to be a threat to agricultural production. Considering the variability of weeds, a classification methodology for the risk of infestation in agricultural zones using fuzzy logic is proposed. The inputs for the classification are attributes extracted from estimated maps for weed seed production and weed coverage using kriging and map analysis and from the percentage of surface infested by grass weeds, in order to account for the presence of weed species with a high rate of development and proliferation. The output for the classification predicts the risk of infestation of regions of the field for the next crop. The risk classification methodology described in this paper integrates analysis techniques which may help to reduce costs and improve weed control practices. Results for the risk classification of the infestation in a maize crop field are presented. To illustrate the effectiveness of the proposed system, the risk of infestation over the entire field is checked against the yield loss map estimated by kriging and also with the average yield loss estimated from a hyperbolic model.
Resumo:
The zero-inflated negative binomial model is used to account for overdispersion detected in data that are initially analyzed under the zero-Inflated Poisson model A frequentist analysis a jackknife estimator and a non-parametric bootstrap for parameter estimation of zero-inflated negative binomial regression models are considered In addition an EM-type algorithm is developed for performing maximum likelihood estimation Then the appropriate matrices for assessing local influence on the parameter estimates under different perturbation schemes and some ways to perform global influence analysis are derived In order to study departures from the error assumption as well as the presence of outliers residual analysis based on the standardized Pearson residuals is discussed The relevance of the approach is illustrated with a real data set where It is shown that zero-inflated negative binomial regression models seems to fit the data better than the Poisson counterpart (C) 2010 Elsevier B V All rights reserved
Resumo:
Most regional programs focus on the supply side of regions, emphasizing the attraction conditions offered, such as infrastructure, labor skills, tax incentives, etc. This study analyzes one aspect of the demand side, that is, how investment decisions of private firms are made by asking the question: ""Do corporations decide the same way on investments in different parts of the territory?"" The paper analyzes the investments of 373 large Brazilian firms during 1996-2004. Based on the investment decisions of these firms, the role of sales, cash-flow, external financing, and working capital is investigated through regression analysis. The regional influence is captured by explanatory variables representing regional and firm characteristics, and by interaction dummies between the region and the main investment determinants. The results indicate significant differences across regions in the importance of investment determinants. This information is important for regional development policy, because different mechanisms should be used in different regions to foster private investments.
Resumo:
The purpose of this article is to examine the causality between government size and corruption, and to verify if there is a different pattern of causality between developed Organization for Economic Co-operation and Development (OECD) countries (excluding Mexico) and developing countries (Latin American countries) during the period 1996 to 2003. Applying Granger and Huang`s (1997) methodology we find evidence that size of government Granger causes corruption in both samples. Since a larger government involvement in private markets today will be followed in future by a higher level of corruption a policy advice would be to enhance governance. The promotion of good governance helps to combat corruption given that it complements efforts to reduce corruption more directly, and it is strongly recommended by the International Monetary Fund, other multilateral institutions, and all worried with the negative impacts of corruption on economic activity.
Resumo:
This article tests the hypothesis of opportunistic and partisan cycle models using a new large data set of Brazilian municipalities over the 1989-2005 period. The results show an increase in total and current expenditures and a decrease in municipal investments, local tax revenues, and budget surplus in election years. They also show that partisan ideology exerts a relative influence on the performance of the local public accounts. These results confirm that both opportunistic and partisan cycles have occurred in the management of the budgets of Brazilian municipalities after the end of the military government.
Resumo:
beta-Carboline imine reductions mediated by Saccharomyces bayanus have been described achieving moderate to good enantiomeric excesses of the amine products. The enantiomeric excesses of the bioreduction showed a dependence on the imine substituents. Compounds presenting C(1)-C(11) aliphatic substituent groups afforded amines with an (S)-configuration, whereas C(15) and higher aliphatic, and aromatic substituted B-carboline imines achieved inversion of the configuration in the final (R)-2 amine products. Based on this data, a model for the Saccharomyces reduction is proposed. (C) 2010 Elsevier Ltd. All rights reserved.
Resumo:
In this paper, we study the variations of groups (galaxy properties according to the assembly history in Sloan Digital Sky Survey Data Release 6 (SDSS-DR6) selected groups. Using mock SDSS group catalogues, we find two suitable indicators of group formation time: (i) the isolation of the group, defined as the distance to the nearest neighbour ill terms of its virial radius and 00 the concentration. measured as the groups inner density calculated using the fifth nearest bright galaxy to the groups centre. Groups Within narrow ranges of Mass ill the mock catalO-Lie show increasing Ifl-OLIP alle With isolation and concentration. However, in the observational data the stellar age, as indicated by the spectral type, only shows a correlation with concentration. We study groups of similar mass and different assembly history. finding important differences ill their galaxy population. Particularly, ill high-mass SDSS groups. the number of members. mass-to-light ratios, red galaxy fractions and the magnitude difference between the brightest and second-brightest group galaxies, show different trends as a function of isolation and concentration, even when it is expected that the latter two quantities correlate with group age. Conversely. low-mass SDSS groups appear to be less sensitive to their assembly history. The correlations detected in the SDSS are not consistent with the trends measured in the mock catalogues. However, discrepancies can he explained in terms of the disagreement found in the a-e-isolation trends, suggesting that the model might be overestimating the effects of, environment, We discuss how the modelling of the cold gas ill satellite galaxies could be responsible for this problem. These results call be Used to improve our Understanding of the evolution of galaxies ill high-density environments.
Resumo:
In the quantum Hall regime, the longitudinal resistivity rho (xx) plotted as a density-magnetic-field (n (2D) -B) diagram displays ringlike structures due to the crossings of two sets of spin split Landau levels from different subbands [see, e.g., Zhang et al., in Phys. Rev. Lett. 95:216801, 2005. For tilted magnetic fields, some of these ringlike structures ""shrink"" as the tilt angle is increased and fully collapse at theta (c) a parts per thousand 6A degrees. Here we theoretically investigate the topology of these structures via a non-interacting model for the 2DEG. We account for the inter Landau-level coupling induced by the tilted magnetic field via perturbation theory. This coupling results in anticrossings of Landau levels with parallel spins. With the new energy spectrum, we calculate the corresponding n (2D) -B diagram of the density of states (DOS) near the Fermi level. We argue that the DOS displays the same topology as rho (xx) in the n (2D) -B diagram. For the ring with filling factor nu=4, we find that the anticrossings make it shrink for increasing tilt angles and collapse at a large enough angle. Using effective parameters to fit the theta=0A degrees data, we find a collapsing angle theta (c) a parts per thousand 3.6A degrees. Despite this factor-of-two discrepancy with the experimental data, our model captures the essential mechanism underlying the ring collapse.