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Some restriction tests in a new class of regression models for proportions

The main purpose of this work is to study the behaviour of Skovgaard`s [Skovgaard, I.M., 2001. Likelihood asymptotics. Scandinavian journal of Statistics 28, 3-32] adjusted likelihood ratio statistic in testing simple hypothesis in a new class of regression models proposed here. The proposed class of regression models considers Dirichlet distributed observations, and the parameters that index the Dirichlet distributions are related to covariates and unknown regression coefficients. This class is useful for modelling data consisting of multivariate positive observations summing to one and generalizes the beta regression model described in Vasconcellos and Cribari-Neto [Vasconcellos, K.L.P., Cribari-Neto, F., 2005. Improved maximum likelihood estimation in a new class of beta regression models. Brazilian journal of Probability and Statistics 19,13-31]. We show that, for our model, Skovgaard`s adjusted likelihood ratio statistics have a simple compact form that can be easily implemented in standard statistical software. The adjusted statistic is approximately chi-squared distributed with a high degree of accuracy. Some numerical simulations show that the modified test is more reliable in finite samples than the usual likelihood ratio procedure. An empirical application is also presented and discussed. (C) 2009 Elsevier B.V. All rights reserved.

Statistical modelling of extreme rainfall in Madeira Island

Extreme rainfall events have triggered a significant number of flash floods in Madeira Island along its past and recent history. Madeira is a volcanic island where the spatial rainfall distribution is strongly affected by its rugged topography. In this thesis, annual maximum of daily rainfall data from 25 rain gauge stations located in Madeira Island were modelled by the generalised extreme value distribution. Also, the hypothesis of a Gumbel distribution was tested by two methods and the existence of a linear trend in both distributions parameters was analysed. Estimates for the 50– and 100–year return levels were also obtained. Still in an univariate context, the assumption that a distribution function belongs to the domain of attraction of an extreme value distribution for monthly maximum rainfall data was tested for the rainy season. The available data was then analysed in order to find the most suitable domain of attraction for the sampled distribution. In a different approach, a search for thresholds was also performed for daily rainfall values through a graphical analysis. In a multivariate context, a study was made on the dependence between extreme rainfall values from the considered stations based on Kendall’s τ measure. This study suggests the influence of factors such as altitude, slope orientation, distance between stations and their proximity of the sea on the spatial distribution of extreme rainfall. Groups of three pairwise associated stations were also obtained and an adjustment was made to a family of extreme value copulas involving the Marshall–Olkin family, whose parameters can be written as a function of Kendall’s τ association measures of the obtained pairs.

A Pesquisa sobre o ensino de probabilidade e estatística no Brasil: Um exercício de metacompreensão

This article presents an exercise in meta-comprehension of what has been researched on teaching probability and statistics in Brazil. This research was based on the work on this subject presented in the third International Symposium for Research in Mathematics Education (III SIPEM). Articles were selected from the proceedings of the event analyzed hermeneuticly according to the procedures of phenomenology. We observed no evidence of clustering of research on this topic in terms of region or institutions, and we also emphasize that research on the teaching of Probability and Statistics needs to advance toward a theoretical discussion that transcends the subjects being studied and makes broader and deeper links between theory and practice. Findings also indicate that this sub-area of research in mathematics education is in the process of constituting itself.

Indicadores de Avaliação de Programas de Pós-Graduação: um estudo comparativo na área da Matemática

The aim of this research is to analyze, in a comparative way, by category of grade, some indicators used by Coordination for the Improvement of Higher Education Personnel (CAPES) in evaluating the performance of Graduate Programs in Mathematics in Brazil, for the triennium 2007-2009, in order to contribute to understanding of the complex methodology involved in triennial evaluations of graduate programs. Based on the indicators present in the Comparative Worksheet of Triennial Assessment, Area Mathematics / Probability and Statistics, from 2007 to 2009, present at CAPES Portal, contingency tables were built for the 26 graduate programs in Mathematics, presenting each indicator and the program concepts. Overall, there was a trend of association of all indicators analyzed and the concept obtained, with older and larger programs with better grades in the assessment. Also, with the exception of journal articles Qualis B5, the article average per professor grows as grows the program grade.

Latent residual analysis in binary regression with skewed link

Model diagnostics is an integral part of model determination and an important part of the model diagnostics is residual analysis. We adapt and implement residuals considered in the literature for the probit, logistic and skew-probit links under binary regression. New latent residuals for the skew-probit link are proposed here. We have detected the presence of outliers using the residuals proposed here for different models in a simulated dataset and a real medical dataset.