Robust linear mixed models with skew-normal independent distributions from a Bayesian perspective

Linear mixed models were developed to handle clustered data and have been a topic of increasing interest in statistics for the past 50 years. Generally. the normality (or symmetry) of the random effects is a common assumption in linear mixed models but it may, sometimes, be unrealistic, obscuring important features of among-subjects variation. In this article, we utilize skew-normal/independent distributions as a tool for robust modeling of linear mixed models under a Bayesian paradigm. The skew-normal/independent distributions is an attractive class of asymmetric heavy-tailed distributions that includes the skew-normal distribution, skew-t, skew-slash and the skew-contaminated normal distributions as special cases, providing an appealing robust alternative to the routine use of symmetric distributions in this type of models. The methods developed are illustrated using a real data set from Framingham cholesterol study. (C) 2009 Elsevier B.V. All rights reserved.

Extending the use of canonical and microcanonical Monte Carlo algorithms to spin models

We describe the canonical and microcanonical Monte Carlo algorithms for different systems that can be described by spin models. Sites of the lattice, chosen at random, interchange their spin values, provided they are different. The canonical ensemble is generated by performing exchanges according to the Metropolis prescription whereas in the microcanonical ensemble, exchanges are performed as long as the total energy remains constant. A systematic finite size analysis of intensive quantities and a comparison with results obtained from distinct ensembles are performed and the quality of results reveal that the present approach may be an useful tool for the study of phase transitions, specially first-order transitions. (C) 2009 Elsevier B.V. All rights reserved.

Bayesian inference for a skew-normal IRT model under the centred parameterization

Item response theory (IRT) comprises a set of statistical models which are useful in many fields, especially when there is interest in studying latent variables. These latent variables are directly considered in the Item Response Models (IRM) and they are usually called latent traits. A usual assumption for parameter estimation of the IRM, considering one group of examinees, is to assume that the latent traits are random variables which follow a standard normal distribution. However, many works suggest that this assumption does not apply in many cases. Furthermore, when this assumption does not hold, the parameter estimates tend to be biased and misleading inference can be obtained. Therefore, it is important to model the distribution of the latent traits properly. In this paper we present an alternative latent traits modeling based on the so-called skew-normal distribution; see Genton (2004). We used the centred parameterization, which was proposed by Azzalini (1985). This approach ensures the model identifiability as pointed out by Azevedo et al. (2009b). Also, a Metropolis Hastings within Gibbs sampling (MHWGS) algorithm was built for parameter estimation by using an augmented data approach. A simulation study was performed in order to assess the parameter recovery in the proposed model and the estimation method, and the effect of the asymmetry level of the latent traits distribution on the parameter estimation. Also, a comparison of our approach with other estimation methods (which consider the assumption of symmetric normality for the latent traits distribution) was considered. The results indicated that our proposed algorithm recovers properly all parameters. Specifically, the greater the asymmetry level, the better the performance of our approach compared with other approaches, mainly in the presence of small sample sizes (number of examinees). Furthermore, we analyzed a real data set which presents indication of asymmetry concerning the latent traits distribution. The results obtained by using our approach confirmed the presence of strong negative asymmetry of the latent traits distribution. (C) 2010 Elsevier B.V. All rights reserved.

Versatile microanalytical system with porous polypropylene capillary membrane for calibration gas generation and trace gaseous pollutants sampling applied to the analysis of formaldehyde, formic acid, acetic acid and ammonia in outdoor air

The analytical determination of atmospheric pollutants still presents challenges due to the low-level concentrations (frequently in the mu g m(-3) range) and their variations with sampling site and time In this work a capillary membrane diffusion scrubber (CMDS) was scaled down to match with capillary electrophoresis (CE) a quick separation technique that requires nothing more than some nanoliters of sample and when combined with capacitively coupled contactless conductometric detection (C(4)D) is particularly favorable for ionic species that do not absorb in the UV-vis region like the target analytes formaldehyde formic acid acetic acid and ammonium The CMDS was coaxially assembled inside a PTFE tube and fed with acceptor phase (deionized water for species with a high Henry s constant such as formaldehyde and carboxylic acids or acidic solution for ammonia sampling with equilibrium displacement to the non-volatile ammonium ion) at a low flow rate (8 3 nLs(-1)) while the sample was aspirated through the annular gap of the concentric tubes at 25 mLs(-1) A second unit in all similar to the CMDS was operated as a capillary membrane diffusion emitter (CMDE) generating a gas flow with know concentrations of ammonia for the evaluation of the CMDS The fluids of the system were driven with inexpensive aquarium air pumps and the collected samples were stored in vials cooled by a Peltier element Complete protocols were developed for the analysis in air of NH(3) CH(3)COOH HCOOH and with a derivatization setup CH(2)O by associating the CMDS collection with the determination by CE-C(4)D The ammonia concentrations obtained by electrophoresis were checked against the reference spectrophotometric method based on Berthelot s reaction Sensitivity enhancements of this reference method were achieved by using a modified Berthelot reaction solenoid micro-pumps for liquid propulsion and a long optical path cell based on a liquid core waveguide (LCW) All techniques and methods of this work are in line with the green analytical chemistry trends (C) 2010 Elsevier B V All rights reserved

Understanding Foreign Masters : the examples of Rabindranath Tagore and Fyodor Dostoyevskiy

The Indian author Rabindranath Tagore was received like royalty during his visits to the West after winning the Nobel Prize in 1913. Dreams of foreign cultures offered a retreat from a complicated age. In a time when the West appeared to be living under threat of disintegration and when industrialism seemed like a cul-de-sac, he appeared to offer the promise of a return to a lost paradise, a spiritual abode that is superior to the restless Western culture. However, Tagore’s popularity faded rapidly, most notably in England, the main target of his criticism. Soon after Tagore had won the Nobel Prize, the English became indignant at Tagore’s anti-colonial attitude.Tagore visited Sweden in 1921 and 1926 and was given a warm reception. His visits to Sweden can be seen as an episode in a longer chain of events. It brought to life old conceptions of India as the abode of spirituality on earth. Nevertheless, interest in him was a relatively short-lived phenomenon in Sweden. Only a few of his admirers in Sweden appreciated the complexity of Tagore’s achievements. His “anathema of mammonism”, as a Swedish newspaper called it, was not properly received. After a steady stream of translations his popularity flagged towards the end of the 1920s and then almost disappeared entirely. Tagores visits in Sweden gave an indication that India was on the way to liberate itself from its colonial legacy, which consequently contributed to the waning of his popularity in the West. In the long run, his criticism of the drawbacks in the western world became too obvious to maintain permanent interest. The Russian author Fyodor Dostoyevskiy’s Crime and Punishment (1866) has enticed numerous interpretations such as the purely biographical approach. In the nervous main character of the novel, the young student Raskolnikov, one easily recognizes Dostoyevskiy himself. The novel can also be seen as a masterpiece of realistic fiction. It gives a broad picture of Saint Petersburg, a metropolis in decay. Crime and Punishment can also be seen as one of the first examples of a modern psychological novel, since it is focused on the inner drama of its main character, the young student Raskolnikov. His actions seem to be governed by mere coincidences, dreams and the spur of the moment. it seems fruitful to study the novel from a psychoanalytical approach. In his book Raskolnikov: the way of the divided towards unity in Crime and Punishment (1982), a Swedish scholar, Owe Wikström, has followed this line of interpretation all the way to Freud’s disciple C G Jung. In addition to this, the novel functions as an exciting crime story. To a large extent it is Viktor Sjklovskij and other Russian formalists from the 1920s and onwards who have taught the western audience to understand the specific nature of the crime story. The novel could be seen as a story about religious conversion. Like Lasarus in the Bible (whose story attracts a lot of attention in the novel) Raskolnikov is awakened from the dead, and together with Sonja he starts a completely new life. The theme of conversion has a special meaning for Dostoyevskiy. For him the conversion meant an acknowledgement of the specific nature of Russia itself. Crime and punishment mirrors the conflict between traditional Russian values and western influences that has been obvious in Russia throughout the history of the country. The novel reflects a dialogue that still continues in Russian society. The Russian literary historian Mikhail Bakhtin, who is probably the most famous interpreter of the works of Dostoyevskiy, has become famous precisely by emphasizing the importance of dialogues in novels like Crime and Punishment. According to Bakhtin, this novel is characterized by its multitude of voices. Various ideas are confronted with each other, and each one of them is personified by one of the characters in the novel. The author has resigned from his position as the superior monitor of the text, and he leaves it to the reader to decide what interpretation is the correct one..The aim of the present study is thus to analyze the complex reactions in the west to Tagore’s visits in Sweden and to Fyodor Dostoyevskiys novel Crime and Punishment.. This leads to more general conclusions on communication between cultures.

A Avenida Paulista como pólo de expressões públicas e coletivas na cidade de São Paulo

O presente relatório discute uma das significativas dimensões da avenida Paulista na cidade de São Paulo: sua crescente ocupação para manifestações políticas, articuladas principalmente por categorias profissionais como bancários, funcionários públicos, professores e metalúrgicos, além de outras mais abrangentes como os protestos pelo impeachment, liderados por setores estudantis. O principal objetivo é analisar a visibilidade privilegiada adquirida por essas manifestações, e por conseguinte a importância desse espaço em sua dimensão pública na metrópole.

O processo de elaboração da lei orçamentária do município do Rio de Janeiro: ficção ou realidade?

This study discusses the preparation and execution of the Municipal Annual Budget Law of the City of Rio de Janeiro. It tries to show how the City historically evolved and how its administrative structure was built, leading to the offer of public services to a residing population of approximately six million people today. By using processes of supplementary credits to the Budget, comparing results of the budget execution along a four-year period and with charts related to these years, answers are searched to explain the reasons for amendments to the Annual Budget Law, which modify it and change part of its initial objectives, in spite of hours of previous planning work dedicated to its preparation. This research shows a City in its context and puts together a few data, through a survey of budget management actions, to report on the administrative complexity of metropolis like Rio de Janeiro, although without the intent of being definitive in terms of exhausting the issue.

Participação de instituições locais em projetos de revitalização urbana : o caso do Projeto Porto Maravilha na cidade do Rio de Janeiro

Dentro do contexto do desenvolvimento urbano sustentável, diversas metrópoles estão revitalizando áreas centrais degradadas. Regiões portuárias são exemplos de áreas degradadas que têm passado por processos de revitalização. O envolvimento de diferentes atores locais (Poder Público, mercado e sociedade civil) no processo de decisão e também durante a implementação das obras de revitalização deve ser visto como ponto chave na garantia de um processo transparente e particular para cada revitalização executada. Para subsidiar tal abordagem, este trabalho utiliza como referencial teórico a gestão social e seus critérios do processo de discussão, pluralismo e bem-comum para a implementação de políticas públicas, onde a multiplicidade de atores deve participar em igualdade de direitos nos processos decisórios deliberativos na busca do bem-estar social. Na cidade do Rio de Janeiro, em 2009, a instituição por lei da Operação Urbana Consorciada da Área de Especial Interesse Urbanístico da Região Portuária do Rio de Janeiro garante que o projeto de revitalização chamado Porto Maravilha possa ser implementado. Por ser fruto de uma Operação Urbana Consorciada, o projeto deve contar com a participação de proprietários, moradores, usuários e dos investidores para revitalizar uma área de aproximadamente cinco milhões de metros quadrados. Assim, considerada a importância de diferentes atores para garantir um processo decisório legítimo e considerada a obrigatoriedade da participação de diferentes atores na implementação do projeto Porto Maravilha, o objetivo deste trabalho é identificar como as instituições locais participam no Projeto Porto Maravilha. Para tanto, realizou-se pesquisa de campo por meio da participação em reuniões das instâncias participativas na região portuária, da aplicação de questionários às instituições locais e da realização de entrevistas semiestruturadas com representantes das instituições locais e outros atores envolvidos com o projeto. Para o tratamento dos dados obtidos utilizou-se o método da análise de conteúdo com grade mista, cujas categorias definidas foram relacionadas com os critérios do processo de discussão, pluralismo e bem-comum da gestão social e um tratamento estatístico para a elaboração de uma matriz que permitiu relacionar o grau de participação e a posição das instituições locais frente ao projeto. Para o tratamento final, a triangulação metodológica foi utilizada e os resultados foram confrontados com o referencial teórico. Os resultados mostraram que a revitalização da região portuária despertou interesse para que instâncias participativas que já existiam na região se reestruturassem e que novas instâncias fossem criadas. Independente de serem a favor ou contra o projeto, há uma mobilização por parte das instituições locais em se envolverem no projeto, embora este não possa se caracterizar como um processo deliberativo de construção conjunta definido a partir de um consenso, pois, as diretrizes gerais do projeto Porto Maravilha foram instituídas por lei. A maioria das instituições locais concorda e participa do acompanhamento e da implementação do projeto por meio do compartilhamento com o Estado da responsabilidade de criar espaços educativos e investir em programas sociais que possam garantir a melhoria das condições de vida da população local.

Modelos dinâmicos e simulação estocástica

This paper presents new methodology for making Bayesian inference about dy~ o!s for exponential famiIy observations. The approach is simulation-based _~t> use of ~vlarkov chain Monte Carlo techniques. A yletropolis-Hastings i:U~UnLlllll 1::; combined with the Gibbs sampler in repeated use of an adjusted version of normal dynamic linear models. Different alternative schemes are derived and compared. The approach is fully Bayesian in obtaining posterior samples for state parameters and unknown hyperparameters. Illustrations to real data sets with sparse counts and missing values are presented. Extensions to accommodate for general distributions for observations and disturbances. intervention. non-linear models and rnultivariate time series are outlined.

Estrutura econômica, mercado de trabalho e evolução sócio-ocupacional no Rio Grande do Norte 2001 a 2008: reflexo de uma condição mercantil e estruturalmente periférica

The aim of this thesis was to investigate the evolution of the socio-occupational status in Rio Grande do Norte from 2001 to 2008, based on the characterization of the socio-economic status of this State from the analysis of labor market norte-rio-grandense . The study, specifically, drew a comparison between the dynamics of the labor market in Rio Grande do Norte and the capital city, Natal. From this perspective, the purpose was to make a relationship between the social division of labor and its effects on the socio-spatial division, represented in the "macro scale" by the federal unit and the "micro level" for the capital; locus of economic and population concentration. The collection of data on the labor market had as a major source PNAD/IBGE, characterizing the labor market in many ways: people of working age, economically active population and employed and unemployed people, classified by age, sex, color, education, income and social protection condition. However, as for the socio-occupational division, we follow the methodology used by the research group on national television, based in IPPUR /UFRJ, called Monitoring of the Metropolis," which rallied twenty-four groups that aggregate the occupations found in the PNAD/IBGE, in eight groups of socio-occupational categories, according to the similarity between them. It was used in the socio-spatial cutting two relevant discussions, which are inter-related and were characterized as crucial points in developing the research problem: the former was related to the influence of the hegemony of merchant capital in the labor market in Rio Grande North and, the latter, it referred the socio-economic relations between the territory and the variable occupation. Lastly, the results all indicated that in Rio Grande do Norte, as a peripheral state, has suffered the devastating influence of the hegemony of capital purely commercial basis, where "wealth" of capitalism is generated through the sphere of mere movement of goods and services rather than a productive process due to the social relations of production more advanced. We have a little advanced economic structure, with a tertiary sector that has propagated under-employment or disguised unemployment. Similarly, the agricultural sector has been presented as an example of greater social degradation of working conditions in the state. The secondary sector, in turn, also was not behind this uncertainty; on the contrary, confirmed that condition, with poor levels of income, low education of the workforce and a high degree of social helplessness, even in the state capital, space full urban area, which although always appear with a favorable condition compared to Province, in practically most of the variables studied, was also reflected at the same time the author of a structurally underdeveloped condition

Modos de ser e modos de viver : a trajetória dos estrangeiros em Natal/RN

This work aims to understand the trajectory of immigrants living in Natal / RN, between the years 1990 and 2009, their motivations for this change, their sociability relations, as well as the impact of this group in Natal and specifically, in the district of Ponta Negra, where most of them established their residences or work. Considering that the historical, political, economical and social environment where these immigrants are inserted, are different from that experienced by former immigrants who came to Brazil in the late nineteenth and early twentieth centuries, a period of mass migration, it was revealed that immigration studied in contemporary Natal constitutes a new configuration (Elias, 1994). This new configuration is represented by several characteristics that distinguish this contemporary immigration, as: the relationship established by these foreigners, both with their country of origin and the destination, the formation of social networks that offer support to newcomers and those already installed, the relations of sociability with locals and a new relationship of belonging with the space, since the possibility of coming and going from one country to the other, allows a (re)production of their original ?? social and economic life in the new space. The research methodology was based on the analysis of narrative interviews, in light of the theory of Schütze (1977) in order to understand the faces of this immigration. As theoretical support for the data analysis the theories of authors such as Norbert Elias, presentedin his work about the established and outsiders, Pierre Bourdieu, and his concept of habitus, distinction and style of life, Georg Simmel, and his study of life in the metropolis, his analysis of the foreigner and his theory of sociability, among others. This study attempted to give visibility to foreigners living in Natal, who experience the dynamics of the district of Ponta Negra and reconstruct their daily relations of sociability in this space. In fact, the presence of foreigners in this urban context allows for the construction of new configurations, both in terms of the physical space of the neighborhood, which has been modified by the touristification process and the real estate market, which is molded to meet this demand, but also in their social sphere, with regard to the relations established between foreign residents and locals. In seeking to characterize these migratory experiences it could be understood that the trajectories of each foreigner is part of a broader social structure, which cannot be evaluated neither disconnected from the contexts in which they operate, nor under a single point of view

Mercado de trabalho e estrutura sócio-ocupacional: estudo comparativo entre as regiões metropolitanas de Fortaleza, Recife e Salvador 2001-2008

The economic transformations in the world, the end of World War II, listing significant changes in production structures and labor market in the world. Initially developed countries realize these changes and subsequently developing countries. The changes in production patterns, especially with the crisis of Fordism, peripheral countries further accentuated the problems in the workplace. Flexible accumulation, in turn, was responsible for significant changes in the labor market at the periphery of global capitalism. This restructuring process, in Brazil, begun from the end of the 1980s and early 1990s, being more accentuated the impacts on the labor market in the poorest regions of the country, particularly the Northeast. In that sense, this thesis aims to evaluate the job market in the metropolitan areas of Fortaleza, Recife and Salvador in light of the transformation process in the production structures and labor market and its influences in the 2000s. The time frame are the years 2001-2008. Data are from the National Household Sample Survey - PNAD and were drawn from the study proposal developed by the Centre of the Metropolis. The study shows that the labor market of the three metropolitan areas continues to be affected by the restructuring process of the late twentieth century. It found high rates of unprotected busy at work is more precarious conditions of employment for non-whites, women, adolescents / young and old. We also highlight the high percentage of employed persons earning income up 1.00 minimum wage, and a large number of persons employed in the tertiary and tertiary non-specialist. With the picture observed in the three metropolitan areas you can see the major problems in the labor market that proliferate, especially in the metropolitan context of the Northeast, with characteristics similar to those observed in the literature that investigated the labor market in 1990

O Modelo de Ising inomogêneo: uma interrupção contínua entre as redes quadrada e triangular.

The ferromagnetic and antiferromagnetic Ising model on a two dimensional inhomogeneous lattice characterized by two exchange constants (J1 and J2) is investigated. The lattice allows, in a continuous manner, the interpolation between the uniforme square (J2 = 0) and triangular (J2 = J1) lattices. By performing Monte Carlo simulation using the sequential Metropolis algorithm, we calculate the magnetization and the magnetic susceptibility on lattices of differents sizes. Applying the finite size scaling method through a data colappse, we obtained the critical temperatures as well as the critical exponents of the model for several values of the parameter α = J2 J1 in the [0, 1] range. The ferromagnetic case shows a linear increasing behavior of the critical temperature Tc for increasing values of α. Inwhich concerns the antiferromagnetic system, we observe a linear (decreasing) behavior of Tc, only for small values of α; in the range [0.6, 1], where frustrations effects are more pronunciated, the critical temperature Tc decays more quickly, possibly in a non-linear way, to the limiting value Tc = 0, cor-responding to the homogeneous fully frustrated antiferromagnetic triangular case.

Estudo de propriedades críticas em sistemas complexos: método de procura automática em sistemas tipo Ising e percolação de longo alcance

The new technique for automatic search of the order parameters and critical properties is applied to several well-know physical systems, testing the efficiency of such a procedure, in order to apply it for complex systems in general. The automatic-search method is combined with Monte Carlo simulations, which makes use of a given dynamical rule for the time evolution of the system. In the problems inves¬tigated, the Metropolis and Glauber dynamics produced essentially equivalent results. We present a brief introduction to critical phenomena and phase transitions. We describe the automatic-search method and discuss some previous works, where the method has been applied successfully. We apply the method for the ferromagnetic fsing model, computing the critical fron¬tiers and the magnetization exponent (3 for several geometric lattices. We also apply the method for the site-diluted ferromagnetic Ising model on a square lattice, computing its critical frontier, as well as the magnetization exponent f3 and the susceptibility exponent 7. We verify that the universality class of the system remains unchanged when the site dilution is introduced. We study the problem of long-range bond percolation in a diluted linear chain and discuss the non-extensivity questions inherent to long-range-interaction systems. Finally we present our conclusions and possible extensions of this work