Copula-based regression models: A survey

In this review paper we collect several results about copula-based models, especially concerning regression models, by focusing on some insurance applications. (C) 2009 Elsevier B.V. All rights reserved.

Regression analysis of mean quality-adjusted survival time based on pseudo-observations

Regression models for the mean quality-adjusted survival time are specified from hazard functions of transitions between two states and the mean quality-adjusted survival time may be a complex function of covariates. We discuss a regression model for the mean quality-adjusted survival (QAS) time based on pseudo-observations, which has the advantage of directly modeling the effect of covariates in the QAS time. Both Monte Carlo Simulations and a real data set are studied. Copyright (C) 2009 John Wiley & Sons, Ltd.

Multi-trait and random regression mature weight heritability and breeding value estimates in Nelore cattle

Mature weight breeding values were estimated using a multi-trait animal model (MM) and a random regression animal model (RRM). Data consisted of 82 064 weight records from 8 145 animals, recorded from birth to eight years of age. Weights at standard ages were considered in the MM. All models included contemporary groups as fixed effects, and age of dam (linear and quadratic effects) and animal age as covariates. In the RRM, mean trends were modelled through a cubic regression on orthogonal polynomials of animal age and genetic maternal and direct and maternal permanent environmental effects were also included as random. Legendre polynomials of orders 4, 3, 6 and 3 were used for animal and maternal genetic and permanent environmental effects, respectively, considering five classes of residual variances. Mature weight (five years) direct heritability estimates were 0.35 (MM) and 0.38 (RRM). Rank correlation between sires' breeding values estimated by MM and RRM was 0.82. However, selecting the top 2% (12) or 10% (62) of the young sires based on the MM predicted breeding values, respectively 71% and 80% of the same sires would be selected if RRM estimates were used instead. The RRM modelled the changes in the (co) variances with age adequately and larger breeding value accuracies can be expected using this model.

Biaxial strain-induced suppression of spinodal decomposition in GaMnAs and GaCrAs

The thermodynamic properties of the magnetic semiconductors GaMnAs and GaCrAs are studied under biaxial strain. The calculations are based on the projector augmented wave method combined with the generalized quasichemical approach to treat the disorder and composition effects. Considering the influence of biaxial strain, we find a tendency to the suppression of binodal decomposition mainly for GaMnAs under compressive strain. For a substrate with a lattice constant 5% smaller than the one of GaAs, for GaMnAs, the solubility limit increases up to 40%. Thus, the strain can be a useful tool for tailoring magnetic semiconductors to the formation or not of embedded nanoclusters. (C) 2010 American Institute of Physics. [doi:10.1063/1.3448025]

Chemiluminescence-based uphill energy conversion

The conversion of red excitation light into blue emission light (uphill energy conversion) using unstable 1,2-dioxetanes is described. The method is based on 1,2-dioxetane formation by red-light sensitized photooxygenation of adequate alkenes and subsequent blue-light emission due to thermal 1,2-dioxetane cleavage. The energy gain resulting from the chemical energy obtained in the transformation of an alkene into two carbonyl compounds transforms a red-light excitation laser beam into a blue-light chemiluminescence emission, producing thereby a formal anti-Stokes shift of 200-250 nm, opening up a whole spectrum of possible applications.

Optimization of modal filters based on arrays of piezoelectric sensors

Modal filters may be obtained by a properly designed weighted sum of the output signals of an array of sensors distributed on the host structure. Although several research groups have been interested in techniques for designing and implementing modal filters based on a given array of sensors, the effect of the array topology on the effectiveness of the modal filter has received much less attention. In particular, it is known that some parameters, such as size, shape and location of a sensor, are very important in determining the observability of a vibration mode. Hence, this paper presents a methodology for the topological optimization of an array of sensors in order to maximize the effectiveness of a set of selected modal filters. This is done using a genetic algorithm optimization technique for the selection of 12 piezoceramic sensors from an array of 36 piezoceramic sensors regularly distributed on an aluminum plate, which maximize the filtering performance, over a given frequency range, of a set of modal filters, each one aiming to isolate one of the first vibration modes. The vectors of the weighting coefficients for each modal filter are evaluated using QR decomposition of the complex frequency response function matrix. Results show that the array topology is not very important for lower frequencies but it greatly affects the filter effectiveness for higher frequencies. Therefore, it is possible to improve the effectiveness and frequency range of a set of modal filters by optimizing the topology of an array of sensors. Indeed, using 12 properly located piezoceramic sensors bonded on an aluminum plate it is shown that the frequency range of a set of modal filters may be enlarged by 25-50%.

Reliability-based evaluation of design code provisions for circular concrete-filled steel columns

This paper presents an investigation of design code provisions for steel-concrete composite columns. The study covers the national building codes of United States, Canada and Brazil, and the transnational EUROCODE. The study is based on experimental results of 93 axially loaded concrete-filled tubular steel columns. This includes 36 unpublished, full scale experimental results by the authors and 57 results from the literature. The error of resistance models is determined by comparing experimental results for ultimate loads with code-predicted column resistances. Regression analysis is used to describe the variation of model error with column slenderness and to describe model uncertainty. The paper shows that Canadian and European codes are able to predict mean column resistance, since resistance models of these codes present detailed formulations for concrete confinement by a steel tube. ANSI/AISC and Brazilian codes have limited allowance for concrete confinement, and become very conservative for short columns. Reliability analysis is used to evaluate the safety level of code provisions. Reliability analysis includes model error and other random problem parameters like steel and concrete strengths, and dead and live loads. Design code provisions are evaluated in terms of sufficient and uniform reliability criteria. Results show that the four design codes studied provide uniform reliability, with the Canadian code being best in achieving this goal. This is a result of a well balanced code, both in terms of load combinations and resistance model. The European code is less successful in providing uniform reliability, a consequence of the partial factors used in load combinations. The paper also shows that reliability indexes of columns designed according to European code can be as low as 2.2, which is quite below target reliability levels of EUROCODE. (C) 2009 Elsevier Ltd. All rights reserved.

A log-extended Weibull regression model

A bathtub-shaped failure rate function is very useful in survival analysis and reliability studies. The well-known lifetime distributions do not have this property. For the first time, we propose a location-scale regression model based on the logarithm of an extended Weibull distribution which has the ability to deal with bathtub-shaped failure rate functions. We use the method of maximum likelihood to estimate the model parameters and some inferential procedures are presented. We reanalyze a real data set under the new model and the log-modified Weibull regression model. We perform a model check based on martingale-type residuals and generated envelopes and the statistics AIC and BIC to select appropriate models. (C) 2009 Elsevier B.V. All rights reserved.

Log-modified Weibull regression models with censored data: Sensitivity and residual analysis

This paper proposes a regression model considering the modified Weibull distribution. This distribution can be used to model bathtub-shaped failure rate functions. Assuming censored data, we consider maximum likelihood and Jackknife estimators for the parameters of the model. We derive the appropriate matrices for assessing local influence on the parameter estimates under different perturbation schemes and we also present some ways to perform global influence. Besides, for different parameter settings, sample sizes and censoring percentages, various simulations are performed and the empirical distribution of the modified deviance residual is displayed and compared with the standard normal distribution. These studies suggest that the residual analysis usually performed in normal linear regression models can be straightforwardly extended for a martingale-type residual in log-modified Weibull regression models with censored data. Finally, we analyze a real data set under log-modified Weibull regression models. A diagnostic analysis and a model checking based on the modified deviance residual are performed to select appropriate models. (c) 2008 Elsevier B.V. All rights reserved.

On estimation and influence diagnostics for zero-inflated negative binomial regression models

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

Regression models for grouped survival data: Estimation and sensitivity analysis

In this study, regression models are evaluated for grouped survival data when the effect of censoring time is considered in the model and the regression structure is modeled through four link functions. The methodology for grouped survival data is based on life tables, and the times are grouped in k intervals so that ties are eliminated. Thus, the data modeling is performed by considering the discrete models of lifetime regression. The model parameters are estimated by using the maximum likelihood and jackknife methods. To detect influential observations in the proposed models, diagnostic measures based on case deletion, which are denominated global influence, and influence measures based on small perturbations in the data or in the model, referred to as local influence, are used. In addition to those measures, the local influence and the total influential estimate are also employed. Various simulation studies are performed and compared to the performance of the four link functions of the regression models for grouped survival data for different parameter settings, sample sizes and numbers of intervals. Finally, a data set is analyzed by using the proposed regression models. (C) 2010 Elsevier B.V. All rights reserved.

A Log-Linear Regression Model for the Beta-Weibull Distribution

We introduce the log-beta Weibull regression model based on the beta Weibull distribution (Famoye et al., 2005; Lee et al., 2007). We derive expansions for the moment generating function which do not depend on complicated functions. The new regression model represents a parametric family of models that includes as sub-models several widely known regression models that can be applied to censored survival data. We employ a frequentist analysis, a jackknife estimator, and a parametric bootstrap for the parameters of the proposed model. We derive the appropriate matrices for assessing local influences on the parameter estimates under different perturbation schemes and present some ways to assess global influences. Further, for different parameter settings, sample sizes, and censoring percentages, several simulations are performed. In addition, the empirical distribution of some modified residuals are displayed and compared with the standard normal distribution. These studies suggest that the residual analysis usually performed in normal linear regression models can be extended to a modified deviance residual in the proposed regression model applied to censored data. We define martingale and deviance residuals to evaluate the model assumptions. The extended regression model is very useful for the analysis of real data and could give more realistic fits than other special regression models.

Pt-RuO(2) electrodes prepared by thermal decomposition of polymeric precursors as catalysts for direct methanol fuel cell applications

The electrocatalytic activity of Pt and RuO(2) mixed electrodes of different compositions towards methanol oxidation was investigated. The catalysts were prepared by thermal decomposition of polymeric precursors and characterized by energy dispersive X-ray, scanning electronic microscopy, X-ray diffraction and cyclic voltammetry. This preparation method allowed obtaining uniform films with controlled stoichiometry and high surface area. Cyclic voltammetry experiments in the presence of methanol showed that mixed electrodes decreased the potential peak of methanol oxidation by approximately 100 mV (RHE) when compared to the electrode containing only Pt. In addition, voltammetric experiments indicated that the Pt(0.6)Ru(0.4)O(y) electrode led to higher oxidation current densities at lower potentials. Chronoamperometry experiments confirmed the contribution of RuO(2) to the catalytic activity as well as the better performance of the Pt(0.6)Ru(0.4)O(y) electrode composition. Formic acid and CO(2) were identified as being the reaction products formed in the electrolysis performed at 400 and 600 mV. The relative formation of CO(2) was favored in the electrolysis performed at 400 mV (RHE) with the Pt(0.6)Ru(0.4)O(y) electrode. The presence of RuO(2) in Pt-Ru-based electrodes is important for improving the catalytic activity towards methanol electrooxidation. Moreover, the thermal decomposition of polymeric precursors seems to be a promising route for the production of catalysts applicable to DMFC. (C) 2009 International Association for Hydrogen Energy. Published by Elsevier Ltd. All rights reserved.

Synthesis and Characterization of Semi-Interpenetrating Networks Based on Poly(dimethylsiloxane) and Poly(vinyl alcohol)

Semi-interpenetrating networks (Semi-IPNs) with different compositions were prepared from poly(dimethylsiloxane) (PDMS), tetraethylorthosilicate (TEOS), and poly (vinyl alcohol) (PVA) by the sol-gel process in this study. The characterization of the PDMS/PVA semi-IPN was carried out using Fourier transform infrared spectroscopy (FTIR), thermogravimetric analysis (TGA), differential scanning calorimetry (DSC), scanning electron microscopy (SEM), and swelling measurements. The presence of PVA domains dispersed in the PDMS network disrupted the network and allowed PDMS to crystallize, as observed by the crystallization and melting peaks in the DSC analyses. Because of the presence of hydrophilic (-OH) and hydrophobic (Si-(CH(3))(2)) domains, there was an appropriate hydrophylic/hydrophobic balance in the semi-IPNs prepared, which led to a maximum equilibrium water content of similar to 14 wt % without a loss in the ability to swell less polar solvents. (C) 2009 Wiley Periodicals, Inc. J Appl Polym Sci 115: 158-166, 2010

Education Level Explains Differences in Stroke Incidence among City Districts in Joinville, Brazil: A Three-Year Population-Based Study

Background: Current evidence suggests an inverse association between socioeconomic status and stroke incidence. Our aim was to measure the variation in incidence among different city districts (CD) and their association with socioeconomic variables. Methods: We prospectively ascertained all possible stroke cases occurring in the city of Joinville during the period 2005-2007. We determined the incidence for each of the 38 CD, age-adjusted to the population of Joinville. By linear regression analysis, we correlated incidence data with mean years of education (MYE) and mean income per month (MIPM). Results: Of the 1,734 stroke cases registered, 1,034 were first-ever strokes. In the study period, the crude incidence in Joinville was 69.5 per 100,000 (95% confidence interval, 65.3-73.9). The stroke incidence among CD ranged from 37.5 (22.2-64.6) to 151.0 per 100,000 (69.0-286.6). The stroke incidence was inversely correlated with years of education (r = -0.532; p<0.001). MYE and MIPM were strongly related (R = 0.958), resulting in exclusion of MIPM by collinearity. Conclusions: Years of education can explain a wide incidence variation among CD. These results may be useful to guide the allocation of resources in primary prevention policies. Copyright (C) 2011 S. Karger AG, Basel