Correcting Measurement Error Bias in Interaction Models with Small Samples

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

Atribuciones sobre la pareja: Su papel como variable mediadora entre el apego y la satisfacción marital en parejas heterosexuales

Esta investigación se propuso evaluar el papel mediador de atribuciones sobre eventos negativos en la relación entre dimensiones del apego y satisfacción marital, en parejas heterosexuales en cohabitación o legalmente casadas (n = 183 parejas). Se pusieron a prueba dos modelos en los cuales las atribuciones de causalidad y responsabilidad reportadas por hombres y mujeres mediaban el efecto de las dimensiones del apego sobre su satisfacción. los modelos tomaron como unidad de análisis a la díada (pareja). Se realizaron análisis de vías, empleando ecuaciones estructurales, para estimar los efectos de variables del individuo y de su pareja sobre la satisfacción de cada miembro de la pareja con la relación. Se encontró que la relación entre dimensiones del apego y satisfacción se encuentra mediada, al menos parcialmente, por atribuciones tanto de causalidad como de responsabilidad. los resultados indicaron diferentes patrones de asociación entre variables para hombres y mujeres. Así mismo, se evidenciaron relaciones de mediación entre dimensiones del apego y atribuciones de un individuo y la satisfacción del otro miembro de la pareja. los resultados se discuten con base en la literatura sobre apego, cogniciones y satisfacción marital, y se sugieren preguntas para futuras investigaciones.

ControlFluid: un mercado variable

Las estrategias de una empresa en un mercado pequeño donde hay pocos compradores y muchos vendedores se vuelven el centro y punto clave de éxito, de lo contrario la empresa solo sigue una tendencia de mercado que al mediano plazo no resultara efectiva y terminan desapareciendo. Es por ello que las estrategias de mercado en las empresas se vuelven la característica diferenciadora permitiendo tomar ventaja del hacinamiento de un sector. Para que una empresa sea exitosa debe tener en cuenta sus ventajas competitivas y potencializarlas al máximo según las condiciones del mercado en el que se desempeña, ya sean estas de estructura, recursos o talento humano. El estudio de caso pretende abordar las dinámicas de un mercado específico con tendencias particulares que definen la forma de competir y las costumbres de sus principales actores. Estas mismas tendencias fijan los modelos de negocio en el sector, que desde diversos análisis como el PESTEL o puntos de vista de autores como Kotler (1992) y sus estrategias competitivas según la participación de mercado o Miller (1986) y sus definiciones de mercados o Porter (1980) con sus fuerzas de mercado, lo que permite dar una guía o explicación del porqué de las situaciones particulares del mercado en un sector tan especifico como el de automatización y control de calidad.

Confidence sets for asset correlations in portfolio credit risk

Asset correlations are of critical importance in quantifying portfolio credit risk and economic capitalin financial institutions. Estimation of asset correlation with rating transition data has focusedon the point estimation of the correlation without giving any consideration to the uncertaintyaround these point estimates. In this article we use Bayesian methods to estimate a dynamicfactor model for default risk using rating data (McNeil et al., 2005; McNeil and Wendin, 2007).Bayesian methods allow us to formally incorporate human judgement in the estimation of assetcorrelation, through the prior distribution and fully characterize a confidence set for the correlations.Results indicate: i) a two factor model rather than the one factor model, as proposed bythe Basel II framework, better represents the historical default data. ii) importance of unobservedfactors in this type of models is reinforced and point out that the levels of the implied asset correlationscritically depend on the latent state variable used to capture the dynamics of default,as well as other assumptions on the statistical model. iii) the posterior distributions of the assetcorrelations show that the Basel recommended bounds, for this parameter, undermine the levelof systemic risk.

Aspectes metodològics i aplicacions de la modelització del temps de supervivència multivariant mitjançant models mixtes

Els estudis de supervivència s'interessen pel temps que passa des de l'inici de l'estudi (diagnòstic de la malaltia, inici del tractament,...) fins que es produeix l'esdeveniment d'interès (mort, curació, millora,...). No obstant això, moltes vegades aquest esdeveniment s'observa més d'una vegada en un mateix individu durant el període de seguiment (dades de supervivència multivariant). En aquest cas, és necessari utilitzar una metodologia diferent a la utilitzada en l'anàlisi de supervivència estàndard. El principal problema que l'estudi d'aquest tipus de dades comporta és que les observacions poden no ser independents. Fins ara, aquest problema s'ha solucionat de dues maneres diferents en funció de la variable dependent. Si aquesta variable segueix una distribució de la família exponencial s'utilitzen els models lineals generalitzats mixtes (GLMM); i si aquesta variable és el temps, variable amb una distribució de probabilitat no pertanyent a aquesta família, s'utilitza l'anàlisi de supervivència multivariant. El que es pretén en aquesta tesis és unificar aquests dos enfocs, és a dir, utilitzar una variable dependent que sigui el temps amb agrupacions d'individus o d'observacions, a partir d'un GLMM, amb la finalitat d'introduir nous mètodes pel tractament d'aquest tipus de dades.

Simulation of delamination in composites under quasi-static and fatigue loading using cohesive zone models

Es desenvolupa una eina de disseny per l'anàlisi de la tolerància al dany en composites. L'eina pot predir el inici i la propagació de fisures interlaminars. També pot ser utilitzada per avaluar i planificar la necessitat de reparar o reemplaçar components durant la seva vida útil. El model desenvolupat pot ser utilitzat tan per simular càrregues estàtiques com de fatiga. El model proposat és un model de dany termodinàmicament consistent que permet simular la delaminació en composites sota càrregues variables. El model es formula dins el context de la Mecànica del Dany, fent ús dels models de zona cohesiva. Es presenta un metodologia per determinar els paràmetres del model constitutiu que permet utilitzar malles d'elements finits més bastes de les que es poden usar típicament. Finalment, el model és també capaç de simular la delaminació produïda per càrregues de fatiga.

Variable mixed-mode delamination in composite laminates under fatigue conditions: testing & analysis

La majoria de les fallades en elements estructurals són degudes a càrrega per fatiga. En conseqüència, la fatiga mecànica és un factor clau per al disseny d'elements mecànics. En el cas de materials compòsits laminats, el procés de fallada per fatiga inclou diferents mecanismes de dany que resulten en la degradació del material. Un dels mecanismes de dany més importants és la delaminació entre capes del laminat. En el cas de components aeronàutics, les plaques de composit estan exposades a impactes i les delaminacions apareixen facilment en un laminat després d'un impacte. Molts components fets de compòsit tenen formes corbes, superposició de capes i capes amb diferents orientacions que fan que la delaminació es propagui en un mode mixt que depen de la grandària de la delaminació. És a dir, les delaminacions generalment es propaguen en mode mixt variable. És per això que és important desenvolupar nous mètodes per caracteritzar el creixement subcrític en mode mixt per fatiga de les delaminacions. El principal objectiu d'aquest treball és la caracterització del creixement en mode mixt variable de les delaminacions en compòsits laminats per efecte de càrregues a fatiga. Amb aquest fi, es proposa un nou model per al creixement per fatiga de la delaminació en mode mixt. Contràriament als models ja existents, el model que es proposa es formula d'acord a la variació no-monotònica dels paràmetres de propagació amb el mode mixt observada en diferents resultats experimentals. A més, es du a terme un anàlisi de l'assaig mixed-mode end load split (MMELS), la característica més important del qual és la variació del mode mixt a mesura que la delaminació creix. Per a aquest anàlisi, es tenen em compte dos mètodes teòrics presents en la literatura. No obstant, les expressions resultants per l'assaig MMELS no són equivalents i les diferències entre els dos mètodes poden ser importants, fins a 50 vegades. Per aquest motiu, en aquest treball es porta a terme un anàlisi alternatiu més acurat del MMELS per tal d'establir una comparació. Aquest anàlisi alternatiu es basa en el mètode dels elements finits i virtual crack closure technique (VCCT). D'aquest anàlisi en resulten importants aspectes a considerar per a la bona caracterització de materials utilitzant l'assaig MMELS. Durant l'estudi s'ha dissenyat i construït un utillatge per l'assaig MMELS. Per a la caracterització experimental de la propagació per fatiga de delaminacions en mode mixt variable s'utilitzen diferents provetes de laminats carboni/epoxy essencialment unidireccionals. També es du a terme un anàlisi fractogràfic d'algunes de les superfícies de fractura per delaminació. Els resultats experimentals són comparats amb les prediccions del model proposat per la propagació per fatiga d'esquerdes interlaminars.

La asociación estratégica Unión Europea-América Latina: ¿unas relaciones birregionales con geometría variable? (Tema Central)

Tras quince años de la “asociación estratégica UE-ALC”, los múltiples y profundos cambios en el sistema internacional han tenido gran impacto sobre estas relaciones birregionales. Por ello hay que replantear cuáles son los cambios en la percepciones mutuas de las dos regiones, y observar el nuevo contexto geopolítico, tomando nota de la pérdida de influencia de los EEUU en la región y el auge de Asia, especialmente China. La “asociación estratégica” no ha conducido ni a una convergencia de intereses ni a una reconocible compatibilidad normativa. Además, la UE ha perdido su papel de “modelo” para los procesos de integración, en una región que tiene aún más heterogeneidad por sus diferentes modelos de desarrollo. Por ello se hace necesario asumir una geometría variable para la adaptación de las relaciones birregionales a la realidad del siglo XXI.

Models to predict the distribution and abundance of breeding ducks in Canada

Detailed knowledge of waterfowl abundance and distribution across Canada is lacking, which limits our ability to effectively conserve and manage their populations. We used 15 years of data from an aerial transect survey to model the abundance of 17 species or species groups of ducks within southern and boreal Canada. We included 78 climatic, hydrological, and landscape variables in Boosted Regression Tree models, allowing flexible response curves and multiway interactions among variables. We assessed predictive performance of the models using four metrics and calculated uncertainty as the coefficient of variation of predictions across 20 replicate models. Maps of predicted relative abundance were generated from resulting models, and they largely match spatial patterns evident in the transect data. We observed two main distribution patterns: a concentrated prairie-parkland distribution and a more dispersed pan-Canadian distribution. These patterns were congruent with the relative importance of predictor variables and model evaluation statistics among the two groups of distributions. Most species had a hydrological variable as the most important predictor, although the specific hydrological variable differed somewhat among species. In some cases, important variables had clear ecological interpretations, but in some instances, e.g., topographic roughness, they may simply reflect chance correlations between species distributions and environmental variables identified by the model-building process. Given the performance of our models, we suggest that the resulting prediction maps can be used in future research and to guide conservation activities, particularly within the bounds of the survey area.

The influence of viscous and latent heating on crystal-rich magma flow in a conduit

The flow dynamics of crystal-rich high-viscosity magma is likely to be strongly influenced by viscous and latent heat release. Viscous heating is observed to play an important role in the dynamics of fluids with temperature-dependent viscosities. The growth of microlite crystals and the accompanying release of latent heat should play a similar role in raising fluid temperatures. Earlier models of viscous heating in magmas have shown the potential for unstable (thermal runaway) flow as described by a Gruntfest number, using an Arrhenius temperature dependence for the viscosity, but have not considered crystal growth or latent heating. We present a theoretical model for magma flow in an axisymmetric conduit and consider both heating effects using Finite Element Method techniques. We consider a constant mass flux in a 1-D infinitesimal conduit segment with isothermal and adiabatic boundary conditions and Newtonian and non-Newtonian magma flow properties. We find that the growth of crystals acts to stabilize the flow field and make the magma less likely to experience a thermal runaway. The additional heating influences crystal growth and can counteract supercooling from degassing-induced crystallization and drive the residual melt composition back towards the liquidus temperature. We illustrate the models with results generated using parameters appropriate for the andesite lava dome-forming eruption at Soufriere Hills Volcano, Montserrat. These results emphasize the radial variability of the magma. Both viscous and latent heating effects are shown to be capable of playing a significant role in the eruption dynamics of Soufriere Hills Volcano. Latent heating is a factor in the top two kilometres of the conduit and may be responsible for relatively short-term (days) transients. Viscous heating is less restricted spatially, but because thermal runaway requires periods of hundreds of days to be achieved, the process is likely to be interrupted. Our models show that thermal evolution of the conduit walls could lead to an increase in the effective diameter of flow and an increase in flux at constant magma pressure.

The role of atmosphere feedbacks during ENSO in the CMIP3 models

Several studies using ocean-atmosphere GCMs suggest that the atmospheric component plays a dominant role in the modelled ENSO. To help elucidate these findings, the two main atmosphere feedbacks relevant to ENSO, the Bjerknes positive feedback (µ) and the heat flux negative feedback (), are analysed here in 12 coupled GCMs. We find that the models generally underestimate both feedbacks, leading to an error compensation. The strength of is inversely related to the ENSO amplitude in the models and the latent heat and shortwave flux components of this feedback dominate. Furthermore, the shortwave component could help explain the model diversity in both overall and ENSO amplitude.

Anthropogenic warming of the oceans: Observations and model results

Observations show the oceans have warmed over the past 40 yr. with appreciable regional variation and more warming at the surface than at depth. Comparing the observations with results from two coupled ocean-atmosphere climate models [the Parallel Climate Model version 1 (PCM) and the Hadley Centre Coupled Climate Model version 3 (HadCM3)] that include anthropogenic forcing shows remarkable agreement between the observed and model-estimated warming. In this comparison the models were sampled at the same locations as gridded yearly observed data. In the top 100 m of the water column the warming is well separated from natural variability, including both variability arising from internal instabilities of the coupled ocean-atmosphere climate system and that arising from volcanism and solar fluctuations. Between 125 and 200 m the agreement is not significant, but then increases again below this level, and remains significant down to 600 m. Analysis of PCM's heat budget indicates that the warming is driven by an increase in net surface heat flux that reaches 0.7 W m(-2) by the 1990s; the downward longwave flux increases bv 3.7 W m(-2). which is not fully compensated by an increase in the upward longwave flux of 2.2 W m(-2). Latent and net solar heat fluxes each decrease by about 0.6 W m(-2). The changes in the individual longwave components are distinguishable from the preindustrial mean by the 1920s, but due to cancellation of components. changes in the net surface heat flux do not become well separated from zero until the 1960s. Changes in advection can also play an important role in local ocean warming due to anthropogenic forcing, depending, on the location. The observed sampling of ocean temperature is highly variable in space and time. but sufficient to detect the anthropogenic warming signal in all basins, at least in the surface layers, bv the 1980s.

Mixture models for capture-recapture count data

The contribution investigates the problem of estimating the size of a population, also known as the missing cases problem. Suppose a registration system is targeting to identify all cases having a certain characteristic such as a specific disease (cancer, heart disease, ...), disease related condition (HIV, heroin use, ...) or a specific behavior (driving a car without license). Every case in such a registration system has a certain notification history in that it might have been identified several times (at least once) which can be understood as a particular capture-recapture situation. Typically, cases are left out which have never been listed at any occasion, and it is this frequency one wants to estimate. In this paper modelling is concentrating on the counting distribution, e.g. the distribution of the variable that counts how often a given case has been identified by the registration system. Besides very simple models like the binomial or Poisson distribution, finite (nonparametric) mixtures of these are considered providing rather flexible modelling tools. Estimation is done using maximum likelihood by means of the EM algorithm. A case study on heroin users in Bangkok in the year 2001 is completing the contribution.

Fitting models for the joint action of two drugs using SAS(R)

Combinations of drugs are increasingly being used for a wide variety of diseases and conditions. A pre-clinical study may allow the investigation of the response at a large number of dose combinations. In determining the response to a drug combination, interest may lie in seeking evidence of synergism, in which the joint action is greater than the actions of the individual drugs, or of antagonism, in which it is less. Two well-known response surface models representing no interaction are Loewe additivity and Bliss independence, and Loewe or Bliss synergism or antagonism is defined relative to these. We illustrate an approach to fitting these models for the case in which the marginal single drug dose-response relationships are represented by four-parameter logistic curves with common upper and lower limits, and where the response variable is normally distributed with a common variance about the dose-response curve. When the dose-response curves are not parallel, the relative potency of the two drugs varies according to the magnitude of the desired effect and the models for Loewe additivity and synergism/antagonism cannot be explicitly expressed. We present an iterative approach to fitting these models without the assumption of parallel dose-response curves. A goodness-of-fit test based on residuals is also described. Implementation using the SAS NLIN procedure is illustrated using data from a pre-clinical study. Copyright © 2007 John Wiley & Sons, Ltd.

Preventive maintenance models with random maintenance quality

In real-world environments it is usually difficult to specify the quality of a preventive maintenance (PM) action precisely. This uncertainty makes it problematic to optimise maintenance policy.-This problem is tackled in this paper by assuming that the-quality of a PM action is a random variable following a probability distribution. Two frequently studied PM models, a failure rate PM model and an age reduction PM model, are investigated. The optimal PM policies are presented and optimised. Numerical examples are also given.