Linear vs. log-linear unit-root specification: an application of mis-specification encompassing

The objective of this paper is to apply the mis-specification (M-S) encompassing perspective to the problem of choosing between linear and log-linear unit-root models. A simple M-S encompassing test, based on an auxiliary regression stemming from the conditional second moment, is proposed and its empirical size and power are investigated using Monte Carlo simulations. It is shown that by focusing on the conditional process the sampling distributions of the relevant statistics are well behaved under both the null and alternative hypotheses. The proposed M-S encompassing test is illustrated using US total disposable income quarterly data.

The log-exponentiated Weibull regression model for interval-censored data

In interval-censored survival data, the event of interest is not observed exactly but is only known to occur within some time interval. Such data appear very frequently. In this paper, we are concerned only with parametric forms, and so a location-scale regression model based on the exponentiated Weibull distribution is proposed for modeling interval-censored data. We show that the proposed log-exponentiated Weibull regression model for interval-censored data represents a parametric family of models that include other regression models that are broadly used in lifetime data analysis. Assuming the use of interval-censored data, we employ a frequentist analysis, a jackknife estimator, a parametric bootstrap and a Bayesian analysis 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. Furthermore, for different parameter settings, sample sizes and censoring percentages, various 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 straightforwardly extended to a modified deviance residual in log-exponentiated Weibull regression models for interval-censored data. (C) 2009 Elsevier B.V. All rights reserved.

Generalized log-gamma regression models with cure fraction

In this paper, the generalized log-gamma regression model is modified to allow the possibility that long-term survivors may be present in the data. This modification leads to a generalized log-gamma regression model with a cure rate, encompassing, as special cases, the log-exponential, log-Weibull and log-normal regression models with a cure rate typically used to model such data. The models attempt to simultaneously estimate the effects of explanatory variables on the timing acceleration/deceleration of a given event and the surviving fraction, that is, the proportion of the population for which the event never occurs. The normal curvatures of local influence are derived under some usual perturbation schemes and two martingale-type residuals are proposed to assess departures from the generalized log-gamma error assumption as well as to detect outlying observations. Finally, a data set from the medical area is analyzed.

Log-Burr XII regression models with censored data

In survival analysis applications, the failure rate function may frequently present a unimodal shape. In such case, the log-normal or log-logistic distributions are used. In this paper, we shall be concerned only with parametric forms, so a location-scale regression model based on the Burr XII distribution is proposed for modeling data with a unimodal failure rate function as an alternative to the log-logistic regression model. Assuming censored data, we consider a classic analysis, a Bayesian analysis and a jackknife estimator for the parameters of the proposed model. For different parameter settings, sample sizes and censoring percentages, various simulation studies are performed and compared to the performance of the log-logistic and log-Burr XII regression models. Besides, we use sensitivity analysis to detect influential or outlying observations, and residual analysis is used to check the assumptions in the model. Finally, we analyze a real data set under log-Buff XII regression models. (C) 2008 Published by Elsevier B.V.

Deviance residuals in generalised log-gamma regression models with censored observations

In this article, we compare three residuals based on the deviance component in generalised log-gamma regression models with censored observations. For different parameter settings, sample sizes and censoring percentages, various simulation studies are performed and the empirical distribution of each residual is displayed and compared with the standard normal distribution. For all cases studied, the empirical distributions of the proposed residuals are in general symmetric around zero, but only a martingale-type residual presented negligible kurtosis for the majority of the cases studied. These studies suggest that the residual analysis usually performed in normal linear regression models can be straightforwardly extended for the martingale-type residual in generalised log-gamma regression models with censored data. A lifetime data set is analysed under log-gamma regression models and a model checking based on the martingale-type residual is performed.

Missing data mechanisms and their implications on the analysis of categorical data

We review some issues related to the implications of different missing data mechanisms on statistical inference for contingency tables and consider simulation studies to compare the results obtained under such models to those where the units with missing data are disregarded. We confirm that although, in general, analyses under the correct missing at random and missing completely at random models are more efficient even for small sample sizes, there are exceptions where they may not improve the results obtained by ignoring the partially classified data. We show that under the missing not at random (MNAR) model, estimates on the boundary of the parameter space as well as lack of identifiability of the parameters of saturated models may be associated with undesirable asymptotic properties of maximum likelihood estimators and likelihood ratio tests; even in standard cases the bias of the estimators may be low only for very large samples. We also show that the probability of a boundary solution obtained under the correct MNAR model may be large even for large samples and that, consequently, we may not always conclude that a MNAR model is misspecified because the estimate is on the boundary of the parameter space.

The log-bimodal-skew-normal model. A geochemical application

The main objective of this paper is to study a logarithm extension of the bimodal skew normal model introduced by Elal-Olivero et al. [1]. The model can then be seen as an alternative to the log-normal model typically used for fitting positive data. We study some basic properties such as the distribution function and moments, and discuss maximum likelihood for parameter estimation. We report results of an application to a real data set related to nickel concentration in soil samples. Model fitting comparison with several alternative models indicates that the model proposed presents the best fit and so it can be quite useful in real applications for chemical data on substance concentration. Copyright (C) 2011 John Wiley & Sons, Ltd.

Solvatochromism in Binary Mixtures: First Report on a Solvation Free Energy Relationship between Solvent Exchange Equilibrium Constants and the Properties of the Medium

We have employed UV-vis spectroscopy in order to investigate details of the solvation of six solvatochromic indicators, hereafter designated as ""probes"", namely, 2,6-diphenyl-4-(2,4,6-triphenylpyridinium-1-yl) phenolate (RB); 4-[(E)-2-(1-methylpyridinium-4-yl)ethenyl] phenolate, MePM; 1-methylquinolinium-8-olate, QB; 2-bromo-4-[(E)-2-(1-methylpyridinium-4-yl)ethenyl] phenolate, MePMBr, 2,6-dichloro-4-(2,4,6-triphenylpyridinium-1-yl) phenolate (WB); and 2,6-dibromo-4-[(E)-2-(1-methylpyridinium-4-yl)ethenyl] phenolate, MePMBr,, respectively. These can be divided into three pairs, each includes two probes of similar pK(a) in water and different lipophilicity. Solvation has been studied in binary mixtures, BMs, of water, W, with 12 protic organic solvents, S, including mono- and bifunctional alcohols (2-alkoxyethanoles, unsaturated and chlorinated alcohols). Each medium was treated as a mixture of S, W, and a complex solvent, S-W, formed by hydrogen bonding. Values of lambda(max) (of the probe intramolecular charge transfer) were converted into empirical polarity scales, E(T)(probe) in kcal/mol, whose values were correlated with the effective mole fraction of water in the medium, chi w(effective). This correlation furnished three equilibrium constants for the exchange of solvents in the probe solvation shell; phi(W/S) (W substitutes S): phi(S-W/W) (S-W substitutes W), and phi(S-W/S) (S-W substitutes S), respectively. The values of these constants depend on the physicochemical properties of the probe and the medium. We tested, for the first time, the applicability of a new solvation free energy relationship: phi = constant + a alpha(BM) + b beta(BM) + s(pi*(BM) + d delta) + p log P(BM), where a, b, s, and p are regression coefficients alpha(BM), beta(BM), and pi*(BM) are solvatochromic parameters of the BM, delta is a correction term for pi*, and log P is an empirical scale of lipophilicity. Correlations were carried out with two-, three-, and four-medium descriptors. In all cases, three descriptors gave satisfactory correlations; use of four parameters gave only a marginal increase of the goodness of fit. For phi(W/S), the most important descriptor was found to be the lipophilicity of the medium; for phi(S-W/W) and phi(S-W/S), solvent basicity is either statistically relevant or is the most important descriptor. These responses are different from those of E(T)(probe) of many solvatochromic indicators in pure solvents, where the importance of solvent basicity is usually marginal, and can be neglected.

Ion pair stabilization effects on a series of procaine structural analogs

In this work, a series of 10 structural procaine analogs have been synthesized in order to investigate the structural features affecting the stability of ion pair formation and its influence on the lipophilicity of ionizable compounds. The structural variation within this series was focused on the terminal nitrogen substituents and on the intermediate chain linkage nature. The hydrophobic parameters log P(n) and log P(i) (partition coefficient of the neutral and ionic species, respectively), as well as the ionization constants pK(a) and pK(a)(oct), were obtained from log D-pH profiles measured at pH values ranging from 2 to 12. The difference between log P(i) and log P(n) values (i.e. difflog P) of each prepared compound was considered a measure of the stability of ion pair formation. In this set, the difflog P values varied nearly over one log unit, ranging from -2.40 to -3.37. It has been observed that the presence of hydrogen bonding groups (especially donor) and low steric hindrance around the terminal amine ionizable group increases the relative lipophilicity of the ionic species as compared to the corresponding neutral species. These results were interpreted as due to the increased stability of ion pairs of the compounds bearing these structural features. (C) 2010 Elsevier B.V. All rights reserved.

The attractiveness of the work is affected when production of handcrafted log houses moves indoors

Viewed from a historical perspective, a shift has occurred within the forestry and wood sector towards indoor work. In Sweden, the production of handcrafted log houses has now also begun to move indoors. With a point of departure in development processes within the log house sector involving working indoors, education, work attractiveness, between 2001-2005, the aim of this study was to compare indoor work with outdoor work, based on log house builders' experience of working on handcrafted log houses. Methods used in the interactive development project involving apprentices, experienced log house builders and researchers, were participation with continuous documentation of experiences and opinions; questions; interviews; and measurement of the work environment. The Attractive Work Model has been used in order to analyse perceptions and values. The changes, 15 out of 22 areas, were perceived both negatively and positively. Therefore, it can not be said that working on traditional, handcrafted log houses becomes more attractive if it is moved indoors. The majority wanted to work both outdoors and indoors, while most of the others only wanted to work outdoors. The results indicate that there is scope for developing more attractive work indoors by utilising experiences from log house builders and closely related activities such as the forestry and wood sector. Changes made within one area of work attractiveness affect other areas. Further research is needed both with regard to comparisons between indoor and outdoor work and regarding the interaction between the areas that are identified in the Attractive Work Model.

On the consistency of arbitrary money-demand functions with the Sidrauski and the shopping-time models

This paper investigates which properties money-demand functions have to satisfy to be consistent with multidimensional extensions of Lucasí(2000) versions of the Sidrauski (1967) and the shopping-time models. We also investigate how such classes of models relate to each other regarding the rationalization of money demands. We conclude that money demand functions rationalizable by the shoppingtime model are always rationalizable by the Sidrauski model, but that the converse is not true. The log-log money demand with an interest-rate elasticity greater than or equal to one and the semi-log money demand are counterexamples.

Long-term stability studies on protection against Newcastle disease by commercial live vaccine used in Brazil

The thermostability (TS) and efficacy offered by live vaccines against Newcastle disease strains B 1, La Sota, VG-GA and Ulster, produced or imported by four Brazilian laboratories, were evaluated during their validity period. Kinetic profiles were obtained from samples conserved in refrigerators during 0, 4, 8, 12, 16, 20 and 24 months after their manufacturing. The statistical analysis of the vaccine titre effect obtained by the fresh air (FA) method showed that the vaccine profiles were parallel and coincident, presenting a significant descending trend. The vaccine titres and efficiency proofs at the end of the validity period were above the level of legislation requirements and showed an average loss in titre of 0.40 and 0.66 log(10), within the first and second validity years, respectively. The titre obtained by TS, within the month after manufacturing, had no significant difference from the titre obtained by FA within 24 months after manufacturing, being their pairs of observations positively correlated (r = 0,49, p = 0.0003), showing that the TS method, which anticipates the vaccines' performance at the end of the validity period, can substitute the FA method 24 months after manufacturing. (C) 2009 The International Association for Biologicals. Published by Elsevier Ltd. All rights reserved.

Arranjos Log-Periódicos Compactos em Microfita com Elementos Fractais de Koch

This work aims to present how the application of fractal geometry to the elements of a log-periodic array can become a good alternative when one wants to reduce the size of the array. Two types of log-periodic arrays were proposed: one with fed by microstrip line and other fed by electromagnetic coupling. To the elements of these arrays were applied fractal Koch contours, at two levels. In order to validate the results obtained some prototypes were built, which were measured on a vector network analyzer and simulated in a software, for comparison. The results presented reductions of 60% in the total area of the arrays, for both types. By analyzing the graphs of return loss, it was observed that the application of fractal contours made different resonant frequencies appear in the arrays. Furthermore, a good agreement was observed between simulated and measured results. The array with feeding by electromagnetic coupling presented, after application of fractal contours, radiation pattern with more smooth forms than the array with feeding by microstrip line

Mineral supplementation and productivity of the Shiitake mushroom on eucalyptus logs

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Lumber quality of Eucalyptus grandis as a function of diametrical position and log steaming

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)