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.

Improved likelihood inference in Birnbaum-Saunders regressions

The Birnbaum-Saunders regression model is commonly used in reliability studies. We address the issue of performing inference in this class of models when the number of observations is small. Our simulation results suggest that the likelihood ratio test tends to be liberal when the sample size is small. We obtain a correction factor which reduces the size distortion of the test. Also, we consider a parametric bootstrap scheme to obtain improved critical values and improved p-values for the likelihood ratio test. The numerical results show that the modified tests are more reliable in finite samples than the usual likelihood ratio test. We also present an empirical application. (C) 2009 Elsevier B.V. All rights reserved.

The Kumaraswamy Gumbel distribution

The Gumbel distribution is perhaps the most widely applied statistical distribution for problems in engineering. We propose a generalization-referred to as the Kumaraswamy Gumbel distribution-and provide a comprehensive treatment of its structural properties. We obtain the analytical shapes of the density and hazard rate functions. We calculate explicit expressions for the moments and generating function. The variation of the skewness and kurtosis measures is examined and the asymptotic distribution of the extreme values is investigated. Explicit expressions are also derived for the moments of order statistics. The methods of maximum likelihood and parametric bootstrap and a Bayesian procedure are proposed for estimating the model parameters. We obtain the expected information matrix. An application of the new model to a real dataset illustrates the potentiality of the proposed model. Two bivariate generalizations of the model are proposed.

A Functional-Based Distribution Diagnostic for a Linear Model with Correlated Outcomes: Technical Report

Despite the widespread popularity of linear models for correlated outcomes (e.g. linear mixed modesl and time series models), distribution diagnostic methodology remains relatively underdeveloped in this context. In this paper we present an easy-to-implement approach that lends itself to graphical displays of model fit. Our approach involves multiplying the estimated marginal residual vector by the Cholesky decomposition of the inverse of the estimated marginal variance matrix. Linear functions or the resulting "rotated" residuals are used to construct an empirical cumulative distribution function (ECDF), whose stochastic limit is characterized. We describe a resampling technique that serves as a computationally efficient parametric bootstrap for generating representatives of the stochastic limit of the ECDF. Through functionals, such representatives are used to construct global tests for the hypothesis of normal margional errors. In addition, we demonstrate that the ECDF of the predicted random effects, as described by Lange and Ryan (1989), can be formulated as a special case of our approach. Thus, our method supports both omnibus and directed tests. Our method works well in a variety of circumstances, including models having independent units of sampling (clustered data) and models for which all observations are correlated (e.g., a single time series).

A multiplicative model for standardizing vital rates without using external standards

Standardization is a common method for adjusting confounding factors when comparing two or more exposure category to assess excess risk. Arbitrary choice of standard population in standardization introduces selection bias due to healthy worker effect. Small sample in specific groups also poses problems in estimating relative risk and the statistical significance is problematic. As an alternative, statistical models were proposed to overcome such limitations and find adjusted rates. In this dissertation, a multiplicative model is considered to address the issues related to standardized index namely: Standardized Mortality Ratio (SMR) and Comparative Mortality Factor (CMF). The model provides an alternative to conventional standardized technique. Maximum likelihood estimates of parameters of the model are used to construct an index similar to the SMR for estimating relative risk of exposure groups under comparison. Parametric Bootstrap resampling method is used to evaluate the goodness of fit of the model, behavior of estimated parameters and variability in relative risk on generated sample. The model provides an alternative to both direct and indirect standardization method. ^

Bootstrap performance profiles in stochastic algorithms assessment

Optimization with stochastic algorithms has become a relevant research field. Due to its stochastic nature, its assessment is not straightforward and involves integrating accuracy and precision. Performance profiles for the mean do not show the trade-off between accuracy and precision, and parametric stochastic profiles require strong distributional assumptions and are limited to the mean performance for a large number of runs. In this work, bootstrap performance profiles are used to compare stochastic algorithms for different statistics. This technique allows the estimation of the sampling distribution of almost any statistic even with small samples. Multiple comparison profiles are presented for more than two algorithms. The advantages and drawbacks of each assessment methodology are discussed.

A Consistent Nonparametric Bootstrap Test of Exogeneity

This paper proposes a novel way of testing exogeneity of an explanatory variable without any parametric assumptions in the presence of a "conditional" instrumental variable. A testable implication is derived that if an explanatory variable is endogenous, the conditional distribution of the outcome given the endogenous variable is not independent of its instrumental variable(s). The test rejects the null hypothesis with probability one if the explanatory variable is endogenous and it detects alternatives converging to the null at a rate n..1=2:We propose a consistent nonparametric bootstrap test to implement this testable implication. We show that the proposed bootstrap test can be asymptotically justi.ed in the sense that it produces asymptotically correct size under the null of exogeneity, and it has unit power asymptotically. Our nonparametric test can be applied to the cases in which the outcome is generated by an additively non-separable structural relation or in which the outcome is discrete, which has not been studied in the literature.

Application of a double bootstrap to investigation of determinants of technical efficiency of farms in Central Europe

The paper provides one of the first applications of the double bootstrap procedure (Simar and Wilson 2007) in a two-stage estimation of the effect of environmental variables on non-parametric estimates of technical efficiency. This procedure enables consistent inference within models explaining efficiency scores, while simultaneously producing standard errors and confidence intervals for these efficiency scores. The application is to 88 livestock and 256 crop farms in the Czech Republic, split into individual and corporate.

Application of a double bootstrap to investigation of determinants of technical efficiency of farms in Central Europe

The paper provides one of the first applications of the double bootstrap procedure (Simar and Wilson 2007) in a two-stage estimation of the effect of environmental variables on non-parametric estimates of technical efficiency. This procedure enables consistent inference within models explaining efficiency scores, while simultaneously producing standard errors and confidence intervals for these efficiency scores. The application is to 88 livestock and 256 crop farms in the Czech Republic, split into individual and corporate.

Métodos de bootstrap e aplicações em problemas biológicos

Pós-graduação em Matemática Universitária - IGCE

A Bootstrap Test for the Probability of Ruin in the Compound Poisson Risk Process

In this article we propose a bootstrap test for the probability of ruin in the compound Poisson risk process. We adopt the P-value approach, which leads to a more complete assessment of the underlying risk than the probability of ruin alone. We provide second-order accurate P-values for this testing problem and consider both parametric and nonparametric estimators of the individual claim amount distribution. Simulation studies show that the suggested bootstrap P-values are very accurate and outperform their analogues based on the asymptotic normal approximation.

Parametric model for the analysis of concrete expansion due to alkali-aggregate reaction

The alkali-aggregate reaction (AAR) is a chemical reaction that provokes a heterogeneous expansion of concrete and reduces important properties such as Young's modulus, leading to a reduction in the structure's useful life. In this study, a parametric model is employed to determine the spatial distribution of the concrete expansion, combining normalized factors that influence the reaction through an AAR expansion law. Optimization techniques were employed to adjust the numerical results and observations in a real structure. A three-dimensional version of the model has been implemented in a finite element commercial package (ANSYS(C)) and verified in the analysis of an accelerated mortar test. Comparisons were made between two AAR mathematical descriptions for the mechanical phenomenon, using the same methodology, and an expansion curve obtained from experiment. Some parametric studies are also presented. The numerical results compared very well with the experimental data validating the proposed method.

Effects of Variations in Nonlinear Damping Coefficients on the Parametric Vibration of a Cantilever Beam with a Lumped Mass

Uncertainties in damping estimates can significantly affect the dynamic response of a given flexible structure. A common practice in linear structural dynamics is to consider a linear viscous damping model as the major energy dissipation mechanism. However, it is well known that different forms of energy dissipation can affect the structure's dynamic response. The major goal of this paper is to address the effects of the turbulent frictional damping force, also known as drag force on the dynamic behavior of a typical flexible structure composed of a slender cantilever beam carrying a lumped-mass on the tip. First, the system's analytical equation is obtained and solved by employing a perturbation technique. The solution process considers variations of the drag force coefficient and its effects on the system's response. Then, experimental results are presented to demonstrate the effects of the nonlinear quadratic damping due to the turbulent frictional force on the system's dynamic response. In particular, the effects of the quadratic damping on the frequency-response and amplitude-response curves are investigated. Numerically simulated as well as experimental results indicate that variations on the drag force coefficient significantly alter the dynamics of the structure under investigation. Copyright (c) 2008 D. G. Silva and P. S. Varoto.

Precision of distances and ordering of microsatellite markers in consensus linkage maps of chromosomes 1, 3 and 4 from two reciprocal chicken populations using bootstrap sampling

Some factors complicate comparisons between linkage maps from different studies. This problem can be resolved if measures of precision, such as confidence intervals and frequency distributions, are associated with markers. We examined the precision of distances and ordering of microsatellite markers in the consensus linkage maps of chromosomes 1, 3 and 4 from two F 2 reciprocal Brazilian chicken populations, using bootstrap sampling. Single and consensus maps were constructed. The consensus map was compared with the International Consensus Linkage Map and with the whole genome sequence. Some loci showed segregation distortion and missing data, but this did not affect the analyses negatively. Several inversions and position shifts were detected, based on 95% confidence intervals and frequency distributions of loci. Some discrepancies in distances between loci and in ordering were due to chance, whereas others could be attributed to other effects, including reciprocal crosses, sampling error of the founder animals from the two populations, F(2) population structure, number of and distance between microsatellite markers, number of informative meioses, loci segregation patterns, and sex. In the Brazilian consensus GGA1, locus LEI1038 was in a position closer to the true genome sequence than in the International Consensus Map, whereas for GGA3 and GGA4, no such differences were found. Extending these analyses to the remaining chromosomes should facilitate comparisons and the integration of several available genetic maps, allowing meta-analyses for map construction and quantitative trait loci (QTL) mapping. The precision of the estimates of QTL positions and their effects would be increased with such information.

Scalable continuous-variable entanglement of light beams produced by optical parametric oscillators

We show that scalable multipartite entanglement among light fields may be generated by optical parametric oscillators (OPOs). The tripartite entanglement existent among the three bright beams produced by a single OPO-pump, signal, and idler-is scalable to a system of many OPOs by pumping them in cascade with the same optical field. This latter serves as an entanglement distributor. The special case of two OPOs is studied, as it is shown that the resulting five bright beams share genuine multipartite entanglement. In addition, the structure of entanglement distribution among the fields can be manipulated to some degree by tuning the incident pump power. The scalability to many fields is straightforward, allowing an alternative implementation of a multipartite quantum information network with continuous variables.