3 resultados para Incidental parameter bias

em Universitat de Girona, Spain


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The literature related to skew–normal distributions has grown rapidly in recent years but at the moment few applications concern the description of natural phenomena with this type of probability models, as well as the interpretation of their parameters. The skew–normal distributions family represents an extension of the normal family to which a parameter (λ) has been added to regulate the skewness. The development of this theoretical field has followed the general tendency in Statistics towards more flexible methods to represent features of the data, as adequately as possible, and to reduce unrealistic assumptions as the normality that underlies most methods of univariate and multivariate analysis. In this paper an investigation on the shape of the frequency distribution of the logratio ln(Cl−/Na+) whose components are related to waters composition for 26 wells, has been performed. Samples have been collected around the active center of Vulcano island (Aeolian archipelago, southern Italy) from 1977 up to now at time intervals of about six months. Data of the logratio have been tentatively modeled by evaluating the performance of the skew–normal model for each well. Values of the λ parameter have been compared by considering temperature and spatial position of the sampling points. Preliminary results indicate that changes in λ values can be related to the nature of environmental processes affecting the data

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Several methods have been suggested to estimate non-linear models with interaction terms in the presence of measurement error. Structural equation models eliminate measurement error bias, but require large samples. Ordinary least squares regression on summated scales, regression on factor scores and partial least squares are appropriate for small samples but do not correct measurement error bias. Two stage least squares regression does correct measurement error bias but the results strongly depend on the instrumental variable choice. This article discusses the old disattenuated regression method as an alternative for correcting measurement error in small samples. The method is extended to the case of interaction terms and is illustrated on a model that examines the interaction effect of innovation and style of use of budgets on business performance. Alternative reliability estimates that can be used to disattenuate the estimates are discussed. A comparison is made with the alternative methods. Methods that do not correct for measurement error bias perform very similarly and considerably worse than disattenuated regression

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This paper deals with fault detection and isolation problems for nonlinear dynamic systems. Both problems are stated as constraint satisfaction problems (CSP) and solved using consistency techniques. The main contribution is the isolation method based on consistency techniques and uncertainty space refining of interval parameters. The major advantage of this method is that the isolation speed is fast even taking into account uncertainty in parameters, measurements, and model errors. Interval calculations bring independence from the assumption of monotony considered by several approaches for fault isolation which are based on observers. An application to a well known alcoholic fermentation process model is presented