981 resultados para Generalized Least-squares


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Our study revisits and challenges two core conventional meta-regression estimators: the prevalent use of‘mixed-effects’ or random-effects meta-regression analysis and the correction of standard errors that defines fixed-effects meta-regression analysis (FE-MRA). We show how and explain why an unrestricted weighted least squares MRA (WLS-MRA) estimator is superior to conventional random-effects (or mixed-effects) meta-regression when there is publication (or small-sample) bias that is as good as FE-MRA in all cases and better than fixed effects in most practical applications. Simulations and statistical theory show that WLS-MRA provides satisfactory estimates of meta-regression coefficients that are practically equivalent to mixed effects or random effects when there is no publication bias. When there is publication selection bias, WLS-MRA always has smaller bias than mixed effects or random effects. In practical applications, an unrestricted WLS meta-regression is likely to give practically equivalent or superior estimates to fixed-effects, random-effects, and mixed-effects meta-regression approaches. However, random-effects meta-regression remains viable and perhaps somewhat preferable if selection for statistical significance (publication bias) can be ruled out and when random, additive normal heterogeneity is known to directly affect the ‘true’ regression coefficient.

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A finite-strain solid–shell element is proposed. It is based on least-squares in-plane assumed strains, assumed natural transverse shear and normal strains. The singular value decomposition (SVD) is used to define local (integration-point) orthogonal frames-of-reference solely from the Jacobian matrix. The complete finite-strain formulation is derived and tested. Assumed strains obtained from least-squares fitting are an alternative to the enhanced-assumed-strain (EAS) formulations and, in contrast with these, the result is an element satisfying the Patch test. There are no additional degrees-of-freedom, as it is the case with the enhanced-assumed-strain case, even by means of static condensation. Least-squares fitting produces invariant finite strain elements which are shear-locking free and amenable to be incorporated in large-scale codes. With that goal, we use automatically generated code produced by AceGen and Mathematica. All benchmarks show excellent results, similar to the best available shell and hybrid solid elements with significantly lower computational cost.

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A finite-strain solid–shell element is proposed. It is based on least-squares in-plane assumed strains, assumed natural transverse shear and normal strains. The singular value decomposition (SVD) is used to define local (integration-point) orthogonal frames-of- reference solely from the Jacobian matrix. The complete finite-strain formulation is derived and tested. Assumed strains obtained from least-squares fitting are an alternative to the enhanced-assumed-strain (EAS) formulations and, in contrast with these, the result is an element satisfying the Patch test. There are no additional degrees-of-freedom, as it is the case with the enhanced- assumed-strain case, even by means of static condensation. Least-squares fitting produces invariant finite strain elements which are shear-locking free and amenable to be incorporated in large-scale codes. With that goal, we use automatically generated code produced by AceGen and Mathematica. All benchmarks show excellent results, similar to the best available shell and hybrid solid elements with significantly lower computational cost.

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Two novelties are introduced: (i) a finite-strain semi-implicit integration algorithm compatible with current element technologies and (ii) the application to assumed-strain hexahedra. The Löwdin algo- rithm is adopted to obtain evolving frames applicable to finite strain anisotropy and a weighted least- squares algorithm is used to determine the mixed strain. Löwdin frames are very convenient to model anisotropic materials. Weighted least-squares circumvent the use of internal degrees-of-freedom. Het- erogeneity of element technologies introduce apparently incompatible constitutive requirements. Assumed-strain and enhanced strain elements can be either formulated in terms of the deformation gradient or the Green–Lagrange strain, many of the high-performance shell formulations are corotational and constitutive constraints (such as incompressibility, plane stress and zero normal stress in shells) also depend on specific element formulations. We propose a unified integration algorithm compatible with possibly all element technologies. To assess its validity, a least-squares based hexahedral element is implemented and tested in depth. Basic linear problems as well as 5 finite-strain examples are inspected for correctness and competitive accuracy.

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This paper compares the performance of the complex nonlinear least squares algorithm implemented in the LEVM/LEVMW software with the performance of a genetic algorithm in the characterization of an electrical impedance of known topology. The effect of the number of measured frequency points and of measurement uncertainty on the estimation of circuit parameters is presented. The analysis is performed on the equivalent circuit impedance of a humidity sensor.

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Many of the most interesting questions ecologists ask lead to analyses of spatial data. Yet, perhaps confused by the large number of statistical models and fitting methods available, many ecologists seem to believe this is best left to specialists. Here, we describe the issues that need consideration when analysing spatial data and illustrate these using simulation studies. Our comparative analysis involves using methods including generalized least squares, spatial filters, wavelet revised models, conditional autoregressive models and generalized additive mixed models to estimate regression coefficients from synthetic but realistic data sets, including some which violate standard regression assumptions. We assess the performance of each method using two measures and using statistical error rates for model selection. Methods that performed well included generalized least squares family of models and a Bayesian implementation of the conditional auto-regressive model. Ordinary least squares also performed adequately in the absence of model selection, but had poorly controlled Type I error rates and so did not show the improvements in performance under model selection when using the above methods. Removing large-scale spatial trends in the response led to poor performance. These are empirical results; hence extrapolation of these findings to other situations should be performed cautiously. Nevertheless, our simulation-based approach provides much stronger evidence for comparative analysis than assessments based on single or small numbers of data sets, and should be considered a necessary foundation for statements of this type in future.

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Objective

To examine whether early inflammation is related to cortisol levels at 18 months corrected age (CA) in children born very preterm.

Study Design

Infants born ≤ 32 weeks gestational age were recruited in the NICU, and placental histopathology, MRI, and chart review were obtained. At 18 months CA developmental assessment and collection of 3 salivary cortisol samples were carried out. Generalized least squares was used to analyze data from 85 infants providing 222 cortisol samples.

Results

Infants exposed to chorioamnionitis with funisitis had a significantly different pattern of cortisol across the samples compared to infants with chorioamnionitis alone or no prenatal inflammation (F[4,139] = 7.3996, P <.0001). Postnatal infections, necrotizing enterocolitis and chronic lung disease were not significantly associated with the cortisol pattern at 18 months CA.

Conclusion

In children born very preterm, prenatal inflammatory stress may contribute to altered programming of the HPA axis.

Keywords: preterm, chorioamnionitis, funisitis, premature infants, hypothalamic-pituitary-adrenal axis, infection, cortisol, stress

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A geostatistical version of the classical Fisher rule (linear discriminant analysis) is presented.This method is applicable when a large dataset of multivariate observations is available within a domain split in several known subdomains, and it assumes that the variograms (or covariance functions) are comparable between subdomains, which only differ in the mean values of the available variables. The method consists on finding the eigen-decomposition of the matrix W-1B, where W is the matrix of sills of all direct- and cross-variograms, and B is the covariance matrix of the vectors of weighted means within each subdomain, obtained by generalized least squares. The method is used to map peat blanket occurrence in Northern Ireland, with data from the Tellus
survey, which requires a minimal change to the general recipe: to use compositionally-compliant variogram tools and models, and work with log-ratio transformed data.

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This paper studies seemingly unrelated linear models with integrated regressors and stationary errors. By adding leads and lags of the first differences of the regressors and estimating this augmented dynamic regression model by feasible generalized least squares using the long-run covariance matrix, we obtain an efficient estimator of the cointegrating vector that has a limiting mixed normal distribution. Simulation results suggest that this new estimator compares favorably with others already proposed in the literature. We apply these new estimators to the testing of purchasing power parity (PPP) among the G-7 countries. The test based on the efficient estimates rejects the PPP hypothesis for most countries.

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This paper proposes finite-sample procedures for testing the SURE specification in multi-equation regression models, i.e. whether the disturbances in different equations are contemporaneously uncorrelated or not. We apply the technique of Monte Carlo (MC) tests [Dwass (1957), Barnard (1963)] to obtain exact tests based on standard LR and LM zero correlation tests. We also suggest a MC quasi-LR (QLR) test based on feasible generalized least squares (FGLS). We show that the latter statistics are pivotal under the null, which provides the justification for applying MC tests. Furthermore, we extend the exact independence test proposed by Harvey and Phillips (1982) to the multi-equation framework. Specifically, we introduce several induced tests based on a set of simultaneous Harvey/Phillips-type tests and suggest a simulation-based solution to the associated combination problem. The properties of the proposed tests are studied in a Monte Carlo experiment which shows that standard asymptotic tests exhibit important size distortions, while MC tests achieve complete size control and display good power. Moreover, MC-QLR tests performed best in terms of power, a result of interest from the point of view of simulation-based tests. The power of the MC induced tests improves appreciably in comparison to standard Bonferroni tests and, in certain cases, outperforms the likelihood-based MC tests. The tests are applied to data used by Fischer (1993) to analyze the macroeconomic determinants of growth.

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We study the role of natural resource windfalls in explaining the efficiency of public expenditures. Using a rich dataset of expenditures and public good provision for 1,836 municipalities in Peru for period 2001-2010, we estimate a non-monotonic relationship between the efficiency of public good provision and the level of natural resource transfers. Local governments that were extremely favored by the boom of mineral prices were more efficient in using fiscal windfalls whereas those benefited with modest transfers were more inefficient. These results can be explained by the increase in political competition associated with the boom. However, the fact that increases in efficiency were related to reductions in public good provision casts doubts about the beneficial effects of political competition in promoting efficiency.

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The scaling of metabolic rates to body size is widely considered to be of great biological and ecological importance, and much attention has been devoted to determining its theoretical and empirical value. Most debate centers on whether the underlying power law describing metabolic rates is 2/3 (as predicted by scaling of surface area/volume relationships) or 3/4 ("Kleiber's law"). Although recent evidence suggests that empirically derived exponents vary among clades with radically different metabolic strategies, such as ectotherms and endotherms, models, such as the metabolic theory of ecology, depend on the assumption that there is at least a predominant, if not universal, metabolic scaling exponent. Most analyses claimed to support the predictions of general models, however, failed to control for phylogeny. We used phylogenetic generalized least-squares models to estimate allometric slopes for both basal metabolic rate (BMR) and field metabolic rate (FMR) in mammals. Metabolic rate scaling conformed to no single theoretical prediction, but varied significantly among phylogenetic lineages. In some lineages we found a 3/4 exponent, in others a 2/3 exponent, and in yet others exponents differed significantly from both theoretical values. Analysis of the phylogenetic signal in the data indicated that the assumptions of neither species-level analysis nor independent contrasts were met. Analyses that assumed no phylogenetic signal in the data (species-level analysis) or a strong phylogenetic signal (independent contrasts), therefore, returned estimates of allometric slopes that were erroneous in 30% and 50% of cases, respectively. Hence, quantitative estimation of the phylogenetic signal is essential for determining scaling exponents. The lack of evidence for a predominant scaling exponent in these analyses suggests that general models of metabolic scaling, and macro-ecological theories that depend on them, have little explanatory power.

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Roads and topography can determine patterns of land use and distribution of forest cover, particularly in tropical regions. We evaluated how road density, land use, and topography affected forest fragmentation, deforestation and forest regrowth in a Brazilian Atlantic Forest region near the city of Sao Paulo. We mapped roads and land use/land cover for three years (1962, 1981 and 2000) from historical aerial photographs, and summarized the distribution of roads, land use/land cover and topography within a grid of 94 non-overlapping 100 ha squares. We used generalized least squares regression models for data analysis. Our models showed that forest fragmentation and deforestation depended on topography, land use and road density, whereas forest regrowth depended primarily on land use. However, the relationships between these variables and forest dynamics changed in the two studied periods; land use and slope were the strongest predictors from 1962 to 1981, and past (1962) road density and land use were the strongest predictors for the following period (1981-2000). Roads had the strongest relationship with deforestation and forest fragmentation when the expansions of agriculture and buildings were limited to already deforested areas, and when there was a rapid expansion of development, under influence of Sao Paulo city. Furthermore, the past(1962)road network was more important than the recent road network (1981) when explaining forest dynamics between 1981 and 2000, suggesting a long-term effect of roads. Roads are permanent scars on the landscape and facilitate deforestation and forest fragmentation due to increased accessibility and land valorization, which control land-use and land-cover dynamics. Topography directly affected deforestation, agriculture and road expansion, mainly between 1962 and 1981. Forest are thus in peril where there are more roads, and long-term conservation strategies should consider ways to mitigate roads as permanent landscape features and drivers facilitators of deforestation and forest fragmentation. (C) 2009 Elsevier B.V. All rights reserved.

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In this paper we deal with robust inference in heteroscedastic measurement error models Rather than the normal distribution we postulate a Student t distribution for the observed variables Maximum likelihood estimates are computed numerically Consistent estimation of the asymptotic covariance matrices of the maximum likelihood and generalized least squares estimators is also discussed Three test statistics are proposed for testing hypotheses of interest with the asymptotic chi-square distribution which guarantees correct asymptotic significance levels Results of simulations and an application to a real data set are also reported (C) 2009 The Korean Statistical Society Published by Elsevier B V All rights reserved

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Aim  To identify the factors that contribute to variation in abundance (population density), and to investigate whether habitat breadth and diet breadth predict macroecological patterns in a suborder of passerine birds (Meliphagoidea).
Location  Australia (including Tasmania).
Methods  Mean abundance data were collated from site surveys of bird abundance (the Australian Bird Count); range size and latitudinal position data from published distribution maps; and body mass and diet breadth information from published accounts. A diversity index of habitats used (habitat breadth) was calculated from the bird census data. We used bivariate correlation and multiple regression techniques, employing two phylogenetic comparative methods: phylogenetic generalized least squares and independent contrasts.

Results  Body mass and latitude were the only strong predictors of abundance, with larger-bodied and lower-latitude species existing at lower densities. Together, however, body mass and latitude explained only 11.1% of the variation in mean abundance. Range size and habitat breadth were positively correlated, as were diet breadth and body mass. However, neither range size, nor habitat breadth and diet breadth, explained patterns in abundance either directly or indirectly.
Main conclusions  Levels of abundance (population density) in meliphagoid birds are most closely linked to body mass and latitudinal position, but not range size. As with many other macroecological analyses, we find little evidence for aspects of niche breadth having an effect on patterns of abundance. We hypothesize that evolutionary age may also have a determining effect on why species tend to be rarer (less abundant) in the tropics.