881 resultados para Generalized Least Squares Estimation
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Additive and nonadditive genetic effects on preweaning weight gain (PWG) of a commercial crossbred population were estimated using different genetic models and estimation methods. The data set consisted of 103,445 records on purebred and crossbred Nelore-Hereford calves raised under pasture conditions on farms located in south, southeast, and middle west Brazilian regions. In addition to breed additive and dominance effects, the models including different epistasis covariables were tested. Models considering joint additive and environment (latitude) by genetic effects interactions were also applied. In a first step, analyses were carried out under animal models. In a second step, preadjusted records were analyzed using ordinary least squares (OLS) and ridge regression (RR). The results reinforced evidence that breed additive and dominance effects are not sufficient to explain the observed variability in preweaning traits of Bos taurus x Bos indicus calves, and that genotype x environment interaction plays an important role in the evaluation of crossbred calves. Data were ill-conditioned to estimate the effects of genotype x environment interactions. Models including these effects presented multicolinearity problems. In this case, RR seemed to be a powerful tool for obtaining more plausible and stable estimates. Estimated prediction error variances and variance inflation factors were drastically reduced, and many effects that were not significant under ordinary least squares became significant under RR. Predictions of PWG based on RR estimates were more acceptable from a biological perspective. In temperate and subtropical regions, calves with intermediate genetic compositions (close to 1/2 Nelore) exhibited greater predicted PWG. In the tropics, predicted PWG increased linearly as genotype got closer to Nelore. ©2006 American Society of Animal Science. All rights reserved.
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Aerodynamic balances are employed in wind tunnels to estimate the forces and moments acting on the model under test. This paper proposes a methodology for the assessment of uncertainty in the calibration of an internal multi-component aerodynamic balance. In order to obtain a suitable model to provide aerodynamic loads from the balance sensor responses, a calibration is performed prior to the tests by applying known weights to the balance. A multivariate polynomial fitting by the least squares method is used to interpolate the calibration data points. The uncertainties of both the applied loads and the readings of the sensors are considered in the regression. The data reduction includes the estimation of the calibration coefficients, the predicted values of the load components and their corresponding uncertainties, as well as the goodness of fit.
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The objective of this study was to investigate, in a population of crossbred cattle, the obtainment of the non-additive genetic effects for the characteristics weight at 205 and 390 days and scrotal circumference, and to evaluate the consideration of these effects in the prediction of breeding values of sires using different estimation methodologies. In method 1, the data were pre-adjusted for the non-additive effects obtained by least squares means method in a model that considered the direct additive, maternal and non-additive fixed genetic effects, the direct and total maternal heterozygosities, and epistasis. In method 2, the non-additive effects were considered covariates in genetic model. Genetic values for adjusted and non-adjusted data were predicted considering additive direct and maternal effects, and for weight at 205 days, also the permanent environmental effect, as random effects in the model. The breeding values of the categories of sires considered for the weight characteristic at 205 days were organized in files, in order to verify alterations in the magnitude of the predictions and ranking of animals in the two methods of correction data for the non-additives effects. The non-additive effects were not similar in magnitude and direction in the two estimation methods used, nor for the characteristics evaluated. Pearson and Spearman correlations between breeding values were higher than 0.94, and the use of different methods does not imply changes in the selection of animals.
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A new control scheme has been presented in this thesis. Based on the NonLinear Geometric Approach, the proposed Active Control System represents a new way to see the reconfigurable controllers for aerospace applications. The presence of the Diagnosis module (providing the estimation of generic signals which, based on the case, can be faults, disturbances or system parameters), mean feature of the depicted Active Control System, is a characteristic shared by three well known control systems: the Active Fault Tolerant Controls, the Indirect Adaptive Controls and the Active Disturbance Rejection Controls. The standard NonLinear Geometric Approach (NLGA) has been accurately investigated and than improved to extend its applicability to more complex models. The standard NLGA procedure has been modified to take account of feasible and estimable sets of unknown signals. Furthermore the application of the Singular Perturbations approximation has led to the solution of Detection and Isolation problems in scenarios too complex to be solved by the standard NLGA. Also the estimation process has been improved, where multiple redundant measuremtent are available, by the introduction of a new algorithm, here called "Least Squares - Sliding Mode". It guarantees optimality, in the sense of the least squares, and finite estimation time, in the sense of the sliding mode. The Active Control System concept has been formalized in two controller: a nonlinear backstepping controller and a nonlinear composite controller. Particularly interesting is the integration, in the controller design, of the estimations coming from the Diagnosis module. Stability proofs are provided for both the control schemes. Finally, different applications in aerospace have been provided to show the applicability and the effectiveness of the proposed NLGA-based Active Control System.
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Recurrent event data are largely characterized by the rate function but smoothing techniques for estimating the rate function have never been rigorously developed or studied in statistical literature. This paper considers the moment and least squares methods for estimating the rate function from recurrent event data. With an independent censoring assumption on the recurrent event process, we study statistical properties of the proposed estimators and propose bootstrap procedures for the bandwidth selection and for the approximation of confidence intervals in the estimation of the occurrence rate function. It is identified that the moment method without resmoothing via a smaller bandwidth will produce curve with nicks occurring at the censoring times, whereas there is no such problem with the least squares method. Furthermore, the asymptotic variance of the least squares estimator is shown to be smaller under regularity conditions. However, in the implementation of the bootstrap procedures, the moment method is computationally more efficient than the least squares method because the former approach uses condensed bootstrap data. The performance of the proposed procedures is studied through Monte Carlo simulations and an epidemiological example on intravenous drug users.
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The purpose of this study was to examine, in the context of an economic model of health production, the relationship between inputs (health influencing activities) and fitness.^ Primary data were collected from 204 employees of a large insurance company at the time of their enrollment in an industrially-based health promotion program. The inputs of production included medical care use, exercise, smoking, drinking, eating, coronary disease history, and obesity. The variables of age, gender and education known to affect the production process were also examined. Two estimates of fitness were used; self-report and a physiologic estimate based on exercise treadmill performance. Ordinary least squares and two-stage least squares regression analyses were used to estimate the fitness production functions.^ In the production of self-reported fitness status the coefficients for the exercise, smoking, eating, and drinking production inputs, and the control variable of gender were statistically significant and possessed theoretically correct signs. In the production of physiologic fitness exercise, smoking and gender were statistically significant. Exercise and gender were theoretically consistent while smoking was not. Results are compared with previous analyses of health production. ^
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We present a methodology for reducing a straight line fitting regression problem to a Least Squares minimization one. This is accomplished through the definition of a measure on the data space that takes into account directional dependences of errors, and the use of polar descriptors for straight lines. This strategy improves the robustness by avoiding singularities and non-describable lines. The methodology is powerful enough to deal with non-normal bivariate heteroscedastic data error models, but can also supersede classical regression methods by making some particular assumptions. An implementation of the methodology for the normal bivariate case is developed and evaluated.
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We propose a linear regression method for estimating Weibull parameters from life tests. The method uses stochastic models of the unreliability at each failure instant. As a result, a heteroscedastic regression problem arises that is solved by weighted least squares minimization. The main feature of our method is an innovative s-normalization of the failure data models, to obtain analytic expressions of centers and weights for the regression. The method has been Monte Carlo contrasted with Benard?s approximation, and Maximum Likelihood Estimation; and it has the highest global scores for its robustness, and performance.
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A Administração Financeira surge no início do século XIX juntamente com o movimento de consolidação das grandes empresas e a formação dos mercados nacionais americano enquanto que no Brasil os primeiros estudos ocorrem a partir da segunda metade do século XX. Desde entãoo país conseguiu consolidar alguns centros de excelência em pesquisa, formar grupo significativo de pesquisadores seniores e expandir as áreas de pesquisa no campo, contudo, ainda são poucos os trabalhos que buscam retratar as características da produtividade científica em Finanças. Buscando contribuir para a melhor compreensão do comportamento produtivo dessa área a presente pesquisa estuda sua produção científica, materializada na forma de artigos digitais, publicados em 24 conceituados periódicos nacionais classificados nos estratos Qualis/CAPES A2, B1 e B2 da Área de Administração, Ciências Contábeis e Turismo. Para tanto são aplicadas a Lei de Bradford, Lei do Elitismo de Price e Lei de Lotka. Pela Lei de Bradford são identificadas três zonas de produtividade sendo o núcleo formado por três revistas, estando uma delas classificada no estrato Qualis/CAPES B2, o que evidencia a limitação de um recorte tendo como único critério a classificação Qualis/CAPES. Para a Lei do Elitismo de Price, seja pela contagem direta ou completa, não identificamos comportamento de uma elite semelhante ao apontado pela teoria e que conta com grande número de autores com apenas uma publicação.Aplicando-se o modelo do Poder Inverso Generalizado, calculado por Mínimos Quadrados Ordinários (MQO), verificamos que produtividade dos pesquisadores, quando feita pela contagem direta, se adequa àquela definida pela Lei de Lotka ao nível de α = 0,01 de significância, contudo, pela contagem completa não podemos confirmar a hipótese de homogeneidade das distribuições, além do fato de que nas duas contagens a produtividade analisada pelo parâmetro n é maior que 2 e, portanto, a produtividade do pesquisadores de finanças é menor que a defendida pela teoria.
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In various signal-channel-estimation problems, the channel being estimated may be well approximated by a discrete finite impulse response (FIR) model with sparsely separated active or nonzero taps. A common approach to estimating such channels involves a discrete normalized least-mean-square (NLMS) adaptive FIR filter, every tap of which is adapted at each sample interval. Such an approach suffers from slow convergence rates and poor tracking when the required FIR filter is "long." Recently, NLMS-based algorithms have been proposed that employ least-squares-based structural detection techniques to exploit possible sparse channel structure and subsequently provide improved estimation performance. However, these algorithms perform poorly when there is a large dynamic range amongst the active taps. In this paper, we propose two modifications to the previous algorithms, which essentially remove this limitation. The modifications also significantly improve the applicability of the detection technique to structurally time varying channels. Importantly, for sparse channels, the computational cost of the newly proposed detection-guided NLMS estimator is only marginally greater than that of the standard NLMS estimator. Simulations demonstrate the favourable performance of the newly proposed algorithm. © 2006 IEEE.
Resumo:
A Administração Financeira surge no início do século XIX juntamente com o movimento de consolidação das grandes empresas e a formação dos mercados nacionais americano enquanto que no Brasil os primeiros estudos ocorrem a partir da segunda metade do século XX. Desde entãoo país conseguiu consolidar alguns centros de excelência em pesquisa, formar grupo significativo de pesquisadores seniores e expandir as áreas de pesquisa no campo, contudo, ainda são poucos os trabalhos que buscam retratar as características da produtividade científica em Finanças. Buscando contribuir para a melhor compreensão do comportamento produtivo dessa área a presente pesquisa estuda sua produção científica, materializada na forma de artigos digitais, publicados em 24 conceituados periódicos nacionais classificados nos estratos Qualis/CAPES A2, B1 e B2 da Área de Administração, Ciências Contábeis e Turismo. Para tanto são aplicadas a Lei de Bradford, Lei do Elitismo de Price e Lei de Lotka. Pela Lei de Bradford são identificadas três zonas de produtividade sendo o núcleo formado por três revistas, estando uma delas classificada no estrato Qualis/CAPES B2, o que evidencia a limitação de um recorte tendo como único critério a classificação Qualis/CAPES. Para a Lei do Elitismo de Price, seja pela contagem direta ou completa, não identificamos comportamento de uma elite semelhante ao apontado pela teoria e que conta com grande número de autores com apenas uma publicação.Aplicando-se o modelo do Poder Inverso Generalizado, calculado por Mínimos Quadrados Ordinários (MQO), verificamos que produtividade dos pesquisadores, quando feita pela contagem direta, se adequa àquela definida pela Lei de Lotka ao nível de α = 0,01 de significância, contudo, pela contagem completa não podemos confirmar a hipótese de homogeneidade das distribuições, além do fato de que nas duas contagens a produtividade analisada pelo parâmetro n é maior que 2 e, portanto, a produtividade do pesquisadores de finanças é menor que a defendida pela teoria.
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Distributed Brillouin sensing of strain and temperature works by making spatially resolved measurements of the position of the measurand-dependent extremum of the resonance curve associated with the scattering process in the weakly nonlinear regime. Typically, measurements of backscattered Stokes intensity (the dependent variable) are made at a number of predetermined fixed frequencies covering the design measurand range of the apparatus and combined to yield an estimate of the position of the extremum. The measurand can then be found because its relationship to the position of the extremum is assumed known. We present analytical expressions relating the relative error in the extremum position to experimental errors in the dependent variable. This is done for two cases: (i) a simple non-parametric estimate of the mean based on moments and (ii) the case in which a least squares technique is used to fit a Lorentzian to the data. The question of statistical bias in the estimates is discussed and in the second case we go further and present for the first time a general method by which the probability density function (PDF) of errors in the fitted parameters can be obtained in closed form in terms of the PDFs of the errors in the noisy data.
Resumo:
Distributed Brillouin sensing of strain and temperature works by making spatially resolved measurements of the position of the measurand-dependent extremum of the resonance curve associated with the scattering process in the weakly nonlinear regime. Typically, measurements of backscattered Stokes intensity (the dependent variable) are made at a number of predetermined fixed frequencies covering the design measurand range of the apparatus and combined to yield an estimate of the position of the extremum. The measurand can then be found because its relationship to the position of the extremum is assumed known. We present analytical expressions relating the relative error in the extremum position to experimental errors in the dependent variable. This is done for two cases: (i) a simple non-parametric estimate of the mean based on moments and (ii) the case in which a least squares technique is used to fit a Lorentzian to the data. The question of statistical bias in the estimates is discussed and in the second case we go further and present for the first time a general method by which the probability density function (PDF) of errors in the fitted parameters can be obtained in closed form in terms of the PDFs of the errors in the noisy data.
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2000 Mathematics Subject Classification: 60J80, 62M05.
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2010 Mathematics Subject Classification: 62F12, 62M05, 62M09, 62M10, 60G42.