Bias-corrected estimators for dispersion models with dispersion covariates

In this paper we discuss bias-corrected estimators for the regression and the dispersion parameters in an extended class of dispersion models (Jorgensen, 1997b). This class extends the regular dispersion models by letting the dispersion parameter vary throughout the observations, and contains the dispersion models as particular case. General formulae for the O(n(-1)) bias are obtained explicitly in dispersion models with dispersion covariates, which generalize previous results obtained by Botter and Cordeiro (1998), Cordeiro and McCullagh (1991), Cordeiro and Vasconcellos (1999), and Paula (1992). The practical use of the formulae is that we can derive closed-form expressions for the O(n(-1)) biases of the maximum likelihood estimators of the regression and dispersion parameters when the information matrix has a closed-form. Various expressions for the O(n(-1)) biases are given for special models. The formulae have advantages for numerical purposes because they require only a supplementary weighted linear regression. We also compare these bias-corrected estimators with two different estimators which are also bias-free to order O(n(-1)) that are based on bootstrap methods. These estimators are compared by simulation. (C) 2011 Elsevier B.V. All rights reserved.

Transformed generalized linear models

The estimation of data transformation is very useful to yield response variables satisfying closely a normal linear model, Generalized linear models enable the fitting of models to a wide range of data types. These models are based on exponential dispersion models. We propose a new class of transformed generalized linear models to extend the Box and Cox models and the generalized linear models. We use the generalized linear model framework to fit these models and discuss maximum likelihood estimation and inference. We give a simple formula to estimate the parameter that index the transformation of the response variable for a subclass of models. We also give a simple formula to estimate the rth moment of the original dependent variable. We explore the possibility of using these models to time series data to extend the generalized autoregressive moving average models discussed by Benjamin er al. [Generalized autoregressive moving average models. J. Amer. Statist. Assoc. 98, 214-223]. The usefulness of these models is illustrated in a Simulation study and in applications to three real data sets. (C) 2009 Elsevier B.V. All rights reserved.

The impact of smoke from forest fires on the spectral dispersion of cloud droplet size distributions in the Amazonian region

In this paper, the main microphysical characteristics of clouds developing in polluted and clean conditions in the biomass-burning season of the Amazon region are examined, with special attention to the spectral dispersion of the cloud droplet size distribution and its potential impact on climate modeling applications. The dispersion effect has been shown to alter the climate cooling predicted by the so-called Twomey effect. In biomass-burning polluted conditions, high concentrations of low dispersed cloud droplets are found. Clean conditions revealed an opposite situation. The liquid water content (0.43 +/- 0.19 g m(-3)) is shown to be uncorrelated with the cloud drop number concentration, while the effective radius is found to be very much correlated with the relative dispersion of the size distribution (R(2) = 0.81). The results suggest that an increase in cloud condensation nuclei concentration from biomass-burning aerosols may lead to an additional effect caused by a decrease in relative dispersion. Since the dry season in the Amazonian region is vapor limiting, the dispersion effect of cloud droplet size distributions could be substantially larger than in other polluted regions.

THE ROLE OF DIFFUSIVITY QUENCHING IN FLUX-TRANSPORT DYNAMO MODELS

In the nonlinear phase of a dynamo process, the back-reaction of the magnetic field upon the turbulent motion results in a decrease of the turbulence level and therefore in a suppression of both the magnetic field amplification (the alpha-quenching effect) and the turbulent magnetic diffusivity (the eta-quenching effect). While the former has been widely explored, the effects of eta-quenching in the magnetic field evolution have rarely been considered. In this work, we investigate the role of the suppression of diffusivity in a flux-transport solar dynamo model that also includes a nonlinear alpha-quenching term. Our results indicate that, although for alpha-quenching the dependence of the magnetic field amplification with the quenching factor is nearly linear, the magnetic field response to eta-quenching is nonlinear and spatially nonuniform. We have found that the magnetic field can be locally amplified in this case, forming long-lived structures whose maximum amplitude can be up to similar to 2.5 times larger at the tachocline and up to similar to 2 times larger at the center of the convection zone than in models without quenching. However, this amplification leads to unobservable effects and to a worse distribution of the magnetic field in the butterfly diagram. Since the dynamo cycle period increases when the efficiency of the quenching increases, we have also explored whether the eta-quenching can cause a diffusion-dominated model to drift into an advection-dominated regime. We have found that models undergoing a large suppression in eta produce a strong segregation of magnetic fields that may lead to unsteady dynamo-oscillations. On the other hand, an initially diffusion-dominated model undergoing a small suppression in eta remains in the diffusion-dominated regime.

Deep crustal structure of the Parana Basin from receiver functions and Rayleigh-wave dispersion: Evidence for a fragmented cratonic root

The deep crustal structure of the Parana Basin of southern Brazil is investigated by analyzing P- and PP-wave receiver functions at 17 Brazilian Lithosphere Seismic Project stations within the basin. The study area can be described as a typical Paleozoic intracratonic basin that hosts one of the largest Large Igneous Province of the world and makes a unique setting for investigating models of basin subsidence and their interaction with mantle plumes. Our study consists of (1) an analysis of the Moho interaction phases in the receiver functions to obtain the thickness and bulk Vp/Vs ratio of the basin`s underlying crust and (2) a joint inversion with Rayleigh-wave dispersion velocities from an independent tomographic study to delineate the detailed S-wave velocity variation with depth. The results of our analysis reveal that Moho depths and bulk Vp/Vs ratios (including sediments) vary between 41 and 48 km and between 1.70 and 1.76, respectively, with the largest values roughly coinciding with the basin`s axis, and that S-wave velocities in the lower crust are generally below 3.8 km/s. Select sites within the basin, however, show lower crustal S-wave velocities slightly above 3.9 km/s suggestive of underplated mafic material. We show that these observations are consistent with a fragmented cratonic root under the Parana basin that defined a zone of weakness for the initial Paleozoic subsidence of the basin and which allowed localized mafic underplating of the crust along the suture zones by Cenozoic magmatism.

Paleoamerican Morphology in the Context of European and East Asian Late Pleistocene Variation: Implications for Human Dispersion Into the New World

Early American crania show a different morphological pattern from the one shared by late Native Americans. Although the origin of the diachronic morphological diversity seen on the continents is still debated, the distinct morphology of early Americans is well documented and widely dispersed. This morphology has been described extensively for South America, where larger samples are available. Here we test the hypotheses that the morphology of Early Americans results from retention of the morphological pattern of Late Pleistocene modern humans and that the occupation of the New World precedes the morphological differentiation that gave rise to recent Eurasian and American morphology. We compare Early American samples with European Upper Paleolithic skulls, the East Asian Zhoukoudian Upper Cave specimens and a series of 20 modern human reference crania. Canonical Analysis and Minimum Spanning Tree were used to assess the morphological affinities among the series, while Mantel and Dow-Cheverud tests based on Mahalanobis Squared Distances were used to test different evolutionary scenarios. Our results show strong morphological affinities among the early series irrespective of geographical origin, which together with the matrix analyses results favor the scenario of a late morphological differentiation of modern humans. We conclude that the geographic differentiation of modern human morphology is a late phenomenon that occurred after the initial settlement of the Americas. Am J Phys Anthropol 144:442-453, 2011. (c) 2010 Wiley-Liss, Inc.

Destructive weighted Poisson cure rate models

In this paper, we develop a flexible cure rate survival model by assuming the number of competing causes of the event of interest to follow a compound weighted Poisson distribution. This model is more flexible in terms of dispersion than the promotion time cure model. Moreover, it gives an interesting and realistic interpretation of the biological mechanism of the occurrence of event of interest as it includes a destructive process of the initial risk factors in a competitive scenario. In other words, what is recorded is only from the undamaged portion of the original number of risk factors.

A hands-on approach for fitting long-term survival models under the GAMLSS framework

In many data sets from clinical studies there are patients insusceptible to the occurrence of the event of interest. Survival models which ignore this fact are generally inadequate. The main goal of this paper is to describe an application of the generalized additive models for location, scale, and shape (GAMLSS) framework to the fitting of long-term survival models. in this work the number of competing causes of the event of interest follows the negative binomial distribution. In this way, some well known models found in the literature are characterized as particular cases of our proposal. The model is conveniently parameterized in terms of the cured fraction, which is then linked to covariates. We explore the use of the gamlss package in R as a powerful tool for inference in long-term survival models. The procedure is illustrated with a numerical example. (C) 2009 Elsevier Ireland Ltd. All rights reserved.

Transformed symmetric models

For the first time, we introduce a class of transformed symmetric models to extend the Box and Cox models to more general symmetric models. The new class of models includes all symmetric continuous distributions with a possible non-linear structure for the mean and enables the fitting of a wide range of models to several data types. The proposed methods offer more flexible alternatives to Box-Cox or other existing procedures. We derive a very simple iterative process for fitting these models by maximum likelihood, whereas a direct unconditional maximization would be more difficult. We give simple formulae to estimate the parameter that indexes the transformation of the response variable and the moments of the original dependent variable which generalize previous published results. We discuss inference on the model parameters. The usefulness of the new class of models is illustrated in one application to a real dataset.

Dielectric Dispersion of Water in the Frequency Range from 10 mHz to 30 MHz

We investigate the dielectric dispersion of water, specially in the low-frequency range, by using the impedance spectroscopy technique. The frequency dependencies of the real R and imaginary Z parts of the impedance Could not be explained by means of the Usual description of the dielectric properties of the water as all insulating liquid containing ions. This is due to the incomplete knowledge of the parameters entering in the fundamental equations describing the evolution of the system, and oil the mechanisms regulating the exchange of charge of the cell with the external circuit. We propose a simple description of our experimental data based on the model of Debye, by invoking a dc conductivity of the cell, related to the nonblocking character of the electrodes. A discussion on the electric Circuits able to simulate the cell under investigation, based oil bulk and Surface elements, is also reported. We find that the simple circuit formed by a series of two parallels of resistance and capacitance is able to reproduce the experimental data concerning the real and imaginary part of the electrical impedance of the cell for frequency larger than 1 Hz. According to this description, one of the parallels takes into account the electrical properties of interface between the electrode and water, and the other of the bulk. For frequency lower than 1 Hz, a good agreement with the experimental data is obtained by simulating the electrical properties of the interface by means of the constant phase element.

Integer and fractional microwave induced resistance oscillations in a 2D system with moderate mobility

We report on integer and fractional microwave-induced resistance oscillations in a 2D electron system with high density and moderate mobility, and present results of measurements at high microwave intensity and temperature. Fractional microwave-induced resistance oscillations occur up to fractional denominator 8 and are quenched independently of their fractional order. We discuss our results and compare them with existing theoretical models. (C) 2009 Elsevier B.V. All rights reserved.

Evaluation of petrogenetic models for intermediate and silicic plutonic rocks from the Sierra de Valle Fertil-La Huerta, Argentina: Petrologic constraints on the origin of igneous rocks in the Ordovician Famatinian-Puna paleoarc

The whole Valle Fertil-La Huerta section appears as a calc-alkaline plutonic suite typical of a destructive plate margin. New Sr and Nd isotopic whole-rock data and published whole-rock geochemistry suggest that the less-evolved intermediate (dioritic) rocks can be derived by magmatic differentiation, mainly by hornblende + plagioclase +/- Fe-Ti oxide fractional crystallization, from mafic (gabbroic) igneous precursors. Closed-system differentiation, however, cannot produce the typical intermediate (tonalitic) and silicic (granodioritic) plutonic rocks, which requires a preponderant contribution of crustal components. Intermediate and silicic plutonic rocks from Valle Fertil-La Huerta section have formed in a plate subduction setting where the thermal and material input of mantle-derived magmas promoted fusion of fertile metasedimentary rocks and favored mixing of gabbroic or dioritic magmas with crustal granitic melts. Magma mixing is observable in the field and evident in variations of chemical elemental parameters and isotopic ratios, revealing that hybridization coupled with fractionation of magmas took place in the crust. Consideration of the whole-rock geochemical and isotopic data in the context of the Famatinian-Puna magmatic belt as a whole demonstrates that the petrologic model postulated for the Sierra Valle Fertil-La Huerta section has the potential to explain the generation of plutonic and volcanic rocks across the Early Ordovician paleoarc from central and northwestern Argentina. As the petrologic model does not require the intervention of old Precambrian continental crust, the nature of the basement on which thick accretionary turbiditic sequences were deposited remains a puzzling aspect. Discussion in this paper provides insights into the nature of magmatic source rocks and mechanisms of magma generation in Cordilleran-type volcano-plutonic arcs of destructive plate margins. (C) 2010 Elsevier Ltd. All rights reserved.

Improved score tests in symmetric linear regression models

The class of symmetric linear regression models has the normal linear regression model as a special case and includes several models that assume that the errors follow a symmetric distribution with longer-than-normal tails. An important member of this class is the t linear regression model, which is commonly used as an alternative to the usual normal regression model when the data contain extreme or outlying observations. In this article, we develop second-order asymptotic theory for score tests in this class of models. We obtain Bartlett-corrected score statistics for testing hypotheses on the regression and the dispersion parameters. The corrected statistics have chi-squared distributions with errors of order O(n(-3/2)), n being the sample size. The corrections represent an improvement over the corresponding original Rao`s score statistics, which are chi-squared distributed up to errors of order O(n(-1)). Simulation results show that the corrected score tests perform much better than their uncorrected counterparts in samples of small or moderate size.

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.

Skovgaard`s adjustment to likelihood ratio tests in exponential family nonlinear models

Likelihood ratio tests can be substantially size distorted in small- and moderate-sized samples. In this paper, we apply Skovgaard`s [Skovgaard, I.M., 2001. Likelihood asymptotics. Scandinavian journal of Statistics 28, 3-321] adjusted likelihood ratio statistic to exponential family nonlinear models. We show that the adjustment term has a simple compact form that can be easily implemented from standard statistical software. The adjusted statistic is approximately distributed as X(2) with high degree of accuracy. It is applicable in wide generality since it allows both the parameter of interest and the nuisance parameter to be vector-valued. Unlike the modified profile likelihood ratio statistic obtained from Cox and Reid [Cox, D.R., Reid, N., 1987. Parameter orthogonality and approximate conditional inference. journal of the Royal Statistical Society B49, 1-39], the adjusted statistic proposed here does not require an orthogonal parameterization. Numerical comparison of likelihood-based tests of varying dispersion favors the test we propose and a Bartlett-corrected version of the modified profile likelihood ratio test recently obtained by Cysneiros and Ferrari [Cysneiros, A.H.M.A., Ferrari, S.L.P., 2006. An improved likelihood ratio test for varying dispersion in exponential family nonlinear models. Statistics and Probability Letters 76 (3), 255-265]. (C) 2008 Elsevier B.V. All rights reserved.