113 resultados para score test information matrix artificial regression

em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP)


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We present simple matrix formulae for corrected score statistics in symmetric nonlinear regression models. The corrected score statistics follow more closely a chi (2) distribution than the classical score statistic. Our simulation results indicate that the corrected score tests display smaller size distortions than the original score test. We also compare the sizes and the powers of the corrected score tests with bootstrap-based score tests.

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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.

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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.

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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].

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The Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this paper we obtain asymptotic expansions, up to order n(-1/2) and under a sequence of Pitman alternatives, for the non-null distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the Birnbaum-Saunders regression model. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters and for testing the shape parameter. Monte Carlo simulation is presented in order to compare the finite-sample performance of these tests. We also present two empirical applications. (C) 2010 Elsevier B.V. All rights reserved.

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In this article, we deal with the issue of performing accurate small-sample inference in the Birnbaum-Saunders regression model, which can be useful for modeling lifetime or reliability data. We derive a Bartlett-type correction for the score test and numerically compare the corrected test with the usual score test and some other competitors.

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A retrospective survey was designed to identify diagnostic subgroups and clinical factors associated with odontogenic pain and discomfort in dental urgency patients. A consecutive sample of 1,765 patients seeking treatment for dental pain at the Urgency Service of the Dental School of the Federal University of Goiás, Brazil, was selected. Inclusion criteria were pulpal or periapical pain that occurred before dental treatment (minimum 6 months after the last dental appointment), and the exclusion criteria were teeth with odontogenic developmental anomalies and missing information or incomplete records. Clinical and radiographic examinations were performed to assess clinical presentation of pain complaints including origin, duration, frequency and location of pain, palpation, percussion and vitality tests, radiographic features, endodontic diagnosis and characteristics of teeth. Chi-square test and multiple logistic regression were used to analyze association between pulpal and periapical pain and independent variables. The most frequent endodontic diagnosis of pulpal pain were symptomatic pulpitis (28.3%) and hyperreactive pulpalgia (14.4%), and the most frequent periapical pain was symptomatic apical periodontitis of infectious origin (26.4%). Regression analysis revealed that closed pulp chamber and caries were highly associated with pulpal pain and, conversely, open pulp chamber was associated with periapical pain (p<0.001). Endodontic diagnosis and local factors associated with pulpal and periapical pain suggest that the important clinical factor of pulpal pain was closed pulp chamber and caries, and of periapical pain was open pulp chamber.

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Estimation of Taylor`s power law for species abundance data may be performed by linear regression of the log empirical variances on the log means, but this method suffers from a problem of bias for sparse data. We show that the bias may be reduced by using a bias-corrected Pearson estimating function. Furthermore, we investigate a more general regression model allowing for site-specific covariates. This method may be efficiently implemented using a Newton scoring algorithm, with standard errors calculated from the inverse Godambe information matrix. The method is applied to a set of biomass data for benthic macrofauna from two Danish estuaries. (C) 2011 Elsevier B.V. All rights reserved.

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Purpose. To describe the occurrence of self-reported problems of accessibility to health services used by persons with disabilities in terms of social and health services variables. Methods. We performed a cross-sectional household survey designed to assess problems with accessibility to health services faced by persons with disabilities. We interviewed 333 persons in Sao Paulo city, in 2007. Variables related to the presence of accessibility problems, disabilities, gender, age, family head income, ethnicity, use of health services and others were analysed using frequencies, percentages, chi(2)-test, ANOVA and Poisson regression models. Results. 15.92% of the interviewed persons reported problems with accessibility to health services. Persons having multiple (prevalence ratios; PR = 2.91) or mobility disability (PR = 6.46) had more problems with accessibility than persons with hearing disability. Persons younger than 78 years old had more problems with accessibility; those who needed help to go to the health service (PR = 3.01) also. Conclusions. Persons with multiple or mobility disability, younger than 78 years, and those who needed help of others to go to the health service were more likely to have problems with accessibility to health services. This information could be one of the first steps to the management and/or planning of appropriate health services for persons with disabilities.

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In this article, we study some results related to a specific class of distributions, called skew-curved-symmetric family of distributions that depends on a parameter controlling the skewness and kurtosis at the same time. Special elements of this family which are studied include symmetric and well-known asymmetric distributions. General results are given for the score function and the observed information matrix. It is shown that the observed information matrix is always singular for some special cases. We illustrate the flexibility of this class of distributions with an application to a real dataset on characteristics of Australian athletes.

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The two-parameter Birnbaum-Saunders distribution has been used successfully to model fatigue failure times. Although censoring is typical in reliability and survival studies, little work has been published on the analysis of censored data for this distribution. In this paper, we address the issue of performing testing inference on the two parameters of the Birnbaum-Saunders distribution under type-II right censored samples. The likelihood ratio statistic and a recently proposed statistic, the gradient statistic, provide a convenient framework for statistical inference in such a case, since they do not require to obtain, estimate or invert an information matrix, which is an advantage in problems involving censored data. An extensive Monte Carlo simulation study is carried out in order to investigate and compare the finite sample performance of the likelihood ratio and the gradient tests. Our numerical results show evidence that the gradient test should be preferred. Further, we also consider the generalized Birnbaum-Saunders distribution under type-II right censored samples and present some Monte Carlo simulations for testing the parameters in this class of models using the likelihood ratio and gradient tests. Three empirical applications are presented. (C) 2011 Elsevier B.V. All rights reserved.

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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.

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In this paper we obtain asymptotic expansions up to order n(-1/2) for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in exponential family nonlinear models (Cordeiro and Paula, 1989), under a sequence of Pitman alternatives. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters and for testing the dispersion parameter, thus generalising the results given in Cordeiro et al. (1994) and Ferrari et al. (1997). We also present Monte Carlo simulations in order to compare the finite-sample performance of these tests. (C) 2010 Elsevier B.V. All rights reserved.

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This study aimed at evaluating the thermal performance of a modular ceiling system for poultry houses. The reduced- and distorted-scale prototypes used ceiling modules made of reforested wood and were covered with recycled long-life package tiles. The following parameters were measured for 21 days: tile internal surface temperature (ST), globe temperature and humidity index (WBGT), and radiant heat load (RHL). Measurements were made at times of highest heat load (11:00 am, 13:00 pm, and 03:00 pm). Collected data were analyzed by "R" statistics software. Means were compared by multiple comparison test (Tukey) and linear regression was performed, both at 5% significance level. The results showed that the prototype with the ceiling was more efficient to reduce internal tile surface temperature; however, this was not sufficient to provide a comfortable environment for broilers during the growout. Therefore, other techniques to provide proper cooling are required in addition to the ceiling.

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FUNDAMENTOS: Os carcinomas espinocelulares da pele da cabeça têm como opção terapêutica mais segura a cirurgia micrográfica de Mohs, que apresenta os menores índices de recidiva e a máxima preservação tecidual. Características dos carcinomas espinocelulares podem estar relacionadas a maior número de estádios cirúrgicos. OBJETIVO: Definir características dos carcinomas espinocelulares que sejam preditoras de maior número de estádios na cirurgia de Mohs. MÉTODOS: Análise retrospectiva de 51 carcinomas espinocelulares da cabeça tratados pela cirurgia de Mohs para determinar fatores de risco de maior número de estádios. Foram analisados limites clínicos, morfologia, recidiva, histologia e tamanho, relacionando-os ao número de estádios cirúrgicos. A análise estatística foi realizada pelo teste exato de Fisher e regressão logística multivariada. RESULTADOS: Os carcinomas recidivados tiveram tendência a maior número de estádios (p=0,081). Os tumores com limites imprecisos apresentaram três vezes mais possibilidades de maior número de fases na análise da razão de chances. Esse achado foi compatível com dados da literatura, apesar de não ter sido estatisticamente significante. CONCLUSÃO: Características pré-operatórias dos carcinomas espinocelulares, como recidiva e limites imprecisos, apesar de não preditivas, indicaram tendência a maior número de estádios na cirurgia micrográfica de Mohs.