Parameter estimation of Poisson generalized linear mixed models based on three different statistical principles : a simulation study

Generalized linear mixed models are flexible tools for modeling non-normal data and are useful for accommodating overdispersion in Poisson regression models with random effects. Their main difficulty resides in the parameter estimation because there is no analytic solution for the maximization of the marginal likelihood. Many methods have been proposed for this purpose and many of them are implemented in software packages. The purpose of this study is to compare the performance of three different statistical principles - marginal likelihood, extended likelihood, Bayesian analysis-via simulation studies. Real data on contact wrestling are used for illustration.

Forecasting electricity demand using generalized long memory

This paper studies the electricity hourly load demand in the area covered by a utility situated in the southeast of Brazil. We propose a stochastic model which employs generalized long memory (by means of Gegenbauer processes) to model the seasonal behavior of the load. The model is proposed for sectional data, that is, each hour’s load is studied separately as a single series. This approach avoids modeling the intricate intra-day pattern (load profile) displayed by the load, which varies throughout days of the week and seasons. The forecasting performance of the model is compared with a SARIMA benchmark using the years of 1999 and 2000 as the out-of-sample. The model clearly outperforms the benchmark. We conclude for general long memory in the series.

The not so generalized effects of nonreciprocal trade agreements

This dissertation uses an empirical gravity equation approach to study the relationship between nonreciprocal trade agreements (NRTAs) and members’ trade flows. Estimations relate bilateral imports to trade policy variables using a very comprehensive dataset with over fifty years of data. Results show that meager average trade effects exist only if members are excluded from the world trading system or if they are very poor. As trade flows between NRTA members are already rising before their creation, results also suggest a strong endogeneity concerning their formation. Moreover, estimations show that uncertainty and discretion tend to critically hinder NRTA’s performance. On the other hand, reciprocal trade agreements show the opposite pattern regardless of members’ income status.Encouraging developing countries’ openness to trade through reciprocal liberalization emerges consequently as a possible policy implication.

Studies in non-Gaussian analysis

This thesis presents general methods in non-Gaussian analysis in infinite dimensional spaces. As main applications we study Poisson and compound Poisson spaces. Given a probability measure μ on a co-nuclear space, we develop an abstract theory based on the generalized Appell systems which are bi-orthogonal. We study its properties as well as the generated Gelfand triples. As an example we consider the important case of Poisson measures. The product and Wick calculus are developed on this context. We provide formulas for the change of the generalized Appell system under a transformation of the measure. The L² structure for the Poisson measure, compound Poisson and Gamma measures are elaborated. We exhibit the chaos decomposition using the Fock isomorphism. We obtain the representation of the creation, annihilation operators. We construct two types of differential geometry on the configuration space over a differentiable manifold. These two geometries are related through the Dirichlet forms for Poisson measures as well as for its perturbations. Finally, we construct the internal geometry on the compound configurations space. In particular, the intrinsic gradient, the divergence and the Laplace-Beltrami operator. As a result, we may define the Dirichlet forms which are associated to a diffusion process. Consequently, we obtain the representation of the Lie algebra of vector fields with compact support. All these results extends directly for the marked Poisson spaces.

Generalized systemic cryptococcosis in a dog after immunosuppressive corticotherapy

Um cão da raça Boxer, macho, com 2 anos e 11 meses de idade foi encaminhado ao hospital veterinário com histórico de distúrbio gastroentérico de dois meses de duração, apatia, hiporexia, emagrecimento progressivo e deficiência visual. Ataxia e vocalização foram observadas posteriormente. O animal estava sendo tratado em outra clínica veterinária com antibióticos e doses imunossupressoras de corticóides, direcionados ao controle de provável enterite alimentar. A morte ocorreu após cinco dias. As observações macro e microscópica revelaram tratar-se de criptococose sistêmica, atingindo trato digestório, olhos, SNC, rins, pâncreas e linfonodos. O presente relato enfatiza a infecção fúngica criptocócica quanto aos seus aspectos grastrointestinais iniciais a serem considerados no diagnóstico clínico, ressaltando a imunossupressão induzida pela corticoterapia.

Generalized linear mixed models for the genetic evaluation of binary reproductive traits: a simulation study

The objective of this study was to evaluate the use of probit and logit link functions for the genetic evaluation of early pregnancy using simulated data. The following simulation/analysis structures were constructed: logit/logit, logit/probit, probit/logit, and probit/probit. The percentages of precocious females were 5, 10, 15, 20, 25 and 30% and were adjusted based on a change in the mean of the latent variable. The parametric heritability (h²) was 0.40. Simulation and genetic evaluation were implemented in the R software. Heritability estimates (ĥ²) were compared with h² using the mean squared error. Pearson correlations between predicted and true breeding values and the percentage of coincidence between true and predicted ranking, considering the 10% of bulls with the highest breeding values (TOP10) were calculated. The mean ĥ² values were under- and overestimated for all percentages of precocious females when logit/probit and probit/logit models used. In addition, the mean squared errors of these models were high when compared with those obtained with the probit/probit and logit/logit models. Considering ĥ², probit/probit and logit/logit were also superior to logit/probit and probit/logit, providing values close to the parametric heritability. Logit/probit and probit/logit presented low Pearson correlations, whereas the correlations obtained with probit/probit and logit/logit ranged from moderate to high. With respect to the TOP10 bulls, logit/probit and probit/logit presented much lower percentages than probit/probit and logit/logit. The genetic parameter estimates and predictions of breeding values of the animals obtained with the logit/logit and probit/probit models were similar. In contrast, the results obtained with probit/logit and logit/probit were not satisfactory. There is need to compare the estimation and prediction ability of logit and probit link functions.

The dorsal raphe nucleus exerts opposed control on generalized anxiety and panic-related defensive responses in rats

It has been proposed that the ascending dorsal raphe (DR)-serotonergic (5-HT) pathway facilitates conditioned avoidance responses to potential or distal threat, while the DR-periventricular 5-HT pathway inhibits unconditioned flight reactions to proximal danger. Dysfunction on these pathways would be, respectively, related to generalized anxiety (GAD) and panic disorder (PD). To investigate this hypothesis, we microinjected into the rat DR the benzodiazepine inverse receptor agonist FG 7142, the 5-HT1A receptor agonist 8-OH-DPAT or the GABA(A) receptor agonist muscimol. Animals were evaluated in the elevated T-maze (ETM) and light/dark transition test. These models generate defensive responses that have been related to GAD and PD. Experiments were also conducted in the ETM 14 days after the selective lesion of DR serotonergic neurons by 5,7-dihydroxytriptamine (DHT). In all cases, rats were pre-exposed to one of the open arms of the ETM 1 day before testing. The results showed that FG 7142 facilitated inhibitory avoidance, an anxiogenic effect, while impairing one-way escape, an anxiolytic effect. 8-OH-DPAT, muscimol, and 5,7-DHT-induced lesions acted in the opposite direction, impairing inhibitory avoidance while facilitating one-way escape from the open arm. In the light/dark transition, 8-OH-DPAT and muscimol increased the time spent in the lighted compartment, an anxiolytic effect. The data supports the view that distinct DR-5-HT pathways regulate neural mechanisms underlying GAD and PD. (C) 2002 Elsevier B.V. B.V. All rights reserved.

Involvement of median raphe nucleus 5-HT1A receptors in the regulation of generalized anxiety-related defensive behaviours in rats

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Condições de energia de hawking e ellis e a equação de raychaudhuri

In the Einstein s theory of General Relativity the field equations relate the geometry of space-time with the content of matter and energy, sources of the gravitational field. This content is described by a second order tensor, known as energy-momentum tensor. On the other hand, the energy-momentum tensors that have physical meaning are not specified by this theory. In the 700s, Hawking and Ellis set a couple of conditions, considered feasible from a physical point of view, in order to limit the arbitrariness of these tensors. These conditions, which became known as Hawking-Ellis energy conditions, play important roles in the gravitation scenario. They are widely used as powerful tools for analysis; from the demonstration of important theorems concerning to the behavior of gravitational fields and geometries associated, the gravity quantum behavior, to the analysis of cosmological models. In this dissertation we present a rigorous deduction of the several energy conditions currently in vogue in the scientific literature, such as: the Null Energy Condition (NEC), Weak Energy Condition (WEC), the Strong Energy Condition (SEC), the Dominant Energy Condition (DEC) and Null Dominant Energy Condition (NDEC). Bearing in mind the most trivial applications in Cosmology and Gravitation, the deductions were initially made for an energy-momentum tensor of a generalized perfect fluid and then extended to scalar fields with minimal and non-minimal coupling to the gravitational field. We also present a study about the possible violations of some of these energy conditions. Aiming the study of the single nature of some exact solutions of Einstein s General Relativity, in 1955 the Indian physicist Raychaudhuri derived an equation that is today considered fundamental to the study of the gravitational attraction of matter, which became known as the Raychaudhuri equation. This famous equation is fundamental for to understanding of gravitational attraction in Astrophysics and Cosmology and for the comprehension of the singularity theorems, such as, the Hawking and Penrose theorem about the singularity of the gravitational collapse. In this dissertation we derive the Raychaudhuri equation, the Frobenius theorem and the Focusing theorem for congruences time-like and null congruences of a pseudo-riemannian manifold. We discuss the geometric and physical meaning of this equation, its connections with the energy conditions, and some of its several aplications.

On the Generalized Mittag-Leffler Function and its Application in a Fractional Telegraph Equation

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

An approach to generalized holomorphic functions

A study of the generalized holomorphic functions, HG(Omega), having in mind its strict elements, i.e. those which are in HG(Omega) - H(Omega), as well as the possibility of the existence of hybrid elements, i.e. elements which have, in a part of a domain Omega subset of C-n, the strict behaviour and, in another part of the same domain, the classical behaviour, is carried out in this work. The study of hybrid elements is important in the approach of a concept of generalized domain of holomorphy.

On extension theorems for holomorphic generalized functions

We present two extension theorems for holomorphic generalized functions. The first one is a version of the classic Hartogs extension theorem. In this, we start from a holomorphic generalized function on an open neighbourhood of the bounded open boundary, extending it, holomorphically, to a full open. In the second theorem a generalized version of a classic result is obtained, done independently, in 1943, by Bochner and Severi. For this theorem, we start from a function that is holomorphic generalized and has a holomorphic representative on the bounded domain boundary, we extend it holomorphically the function, for the whole domain.