924 resultados para indirect inference
Resumo:
The (2)H(d,p)(3)H and (2)H(d,n)(3)He reactions have been indirectly studied by means of the Trojan Horse Method applied to the quasi-free (2)H((3)He, p(3)H)(1)H (2)H((3)He, n(3)He)(1)H reaction at 18 MeV of beam energy. This is the first experiment where the spectator (here (1)H) has been detected in coincidence with the charged participant, avoiding the limitations of standard neutron detectors. The d - d relative energy has been measured from 1.5 MeV down to 2 keV, at center of mass angles from 40A degrees to 170A degrees. Indirect angular distributions are compared with the direct behaviour in the overlapping regions.
Resumo:
We obtain adjustments to the profile likelihood function in Weibull regression models with and without censoring. Specifically, we consider two different modified profile likelihoods: (i) the one proposed by Cox and Reid [Cox, D.R. and Reid, N., 1987, Parameter orthogonality and approximate conditional inference. Journal of the Royal Statistical Society B, 49, 1-39.], and (ii) an approximation to the one proposed by Barndorff-Nielsen [Barndorff-Nielsen, O.E., 1983, On a formula for the distribution of the maximum likelihood estimator. Biometrika, 70, 343-365.], the approximation having been obtained using the results by Fraser and Reid [Fraser, D.A.S. and Reid, N., 1995, Ancillaries and third-order significance. Utilitas Mathematica, 47, 33-53.] and by Fraser et al. [Fraser, D.A.S., Reid, N. and Wu, J., 1999, A simple formula for tail probabilities for frequentist and Bayesian inference. Biometrika, 86, 655-661.]. We focus on point estimation and likelihood ratio tests on the shape parameter in the class of Weibull regression models. We derive some distributional properties of the different maximum likelihood estimators and likelihood ratio tests. The numerical evidence presented in the paper favors the approximation to Barndorff-Nielsen`s adjustment.
Resumo:
In this article, we discuss inferential aspects of the measurement error regression models with null intercepts when the unknown quantity x (latent variable) follows a skew normal distribution. We examine first the maximum-likelihood approach to estimation via the EM algorithm by exploring statistical properties of the model considered. Then, the marginal likelihood, the score function and the observed information matrix of the observed quantities are presented allowing direct inference implementation. In order to discuss some diagnostics techniques in this type of models, we derive the appropriate matrices to assessing the local influence on the parameter estimates under different perturbation schemes. The results and methods developed in this paper are illustrated considering part of a real data set used by Hadgu and Koch [1999, Application of generalized estimating equations to a dental randomized clinical trial. Journal of Biopharmaceutical Statistics, 9, 161-178].
Resumo:
In this paper we introduce a new extension for the Birnbaum-Saunder distribution based on the family of the epsilon-skew-symmetric distributions studied in Arellano-Valle et al. (J Stat Plan Inference 128(2):427-443, 2005). The extension allows generating Birnbaun-Saunders type distributions able to deal with extreme or outlying observations (Dupuis and Mills, IEEE Trans Reliab 47:88-95, 1998). Basic properties such as moments and Fisher information matrix are also studied. Results of a real data application are reported illustrating good fitting properties of the proposed model.
Resumo:
We consider the issue of performing accurate small-sample likelihood-based inference in beta regression models, which are useful for modelling continuous proportions that are affected by independent variables. We derive small-sample adjustments to the likelihood ratio statistic in this class of models. The adjusted statistics can be easily implemented from standard statistical software. We present Monte Carlo simulations showing that inference based on the adjusted statistics we propose is much more reliable than that based on the usual likelihood ratio statistic. A real data example is presented.
Resumo:
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.
Resumo:
In this paper, we discuss inferential aspects for the Grubbs model when the unknown quantity x (latent response) follows a skew-normal distribution, extending early results given in Arellano-Valle et al. (J Multivar Anal 96:265-281, 2005b). Maximum likelihood parameter estimates are computed via the EM-algorithm. Wald and likelihood ratio type statistics are used for hypothesis testing and we explain the apparent failure of the Wald statistics in detecting skewness via the profile likelihood function. The results and methods developed in this paper are illustrated with a numerical example.
Resumo:
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.
Resumo:
In this article, we study some results related to a specific class of distributions, called skew-curved-symmetric family of distributions that depends on a parameter controlling the skewness and kurtosis at the same time. Special elements of this family which are studied include symmetric and well-known asymmetric distributions. General results are given for the score function and the observed information matrix. It is shown that the observed information matrix is always singular for some special cases. We illustrate the flexibility of this class of distributions with an application to a real dataset on characteristics of Australian athletes.
Resumo:
Mixed linear models are commonly used in repeated measures studies. They account for the dependence amongst observations obtained from the same experimental unit. Often, the number of observations is small, and it is thus important to use inference strategies that incorporate small sample corrections. In this paper, we develop modified versions of the likelihood ratio test for fixed effects inference in mixed linear models. In particular, we derive a Bartlett correction to such a test, and also to a test obtained from a modified profile likelihood function. Our results generalize those in [Zucker, D.M., Lieberman, O., Manor, O., 2000. Improved small sample inference in the mixed linear model: Bartlett correction and adjusted likelihood. Journal of the Royal Statistical Society B, 62,827-838] by allowing the parameter of interest to be vector-valued. Additionally, our Bartlett corrections allow for random effects nonlinear covariance matrix structure. We report simulation results which show that the proposed tests display superior finite sample behavior relative to the standard likelihood ratio test. An application is also presented and discussed. (C) 2008 Elsevier B.V. All rights reserved.
Resumo:
A capillary electrophoresis method for organic acids in wine was developed and validated. The optimal electrolyte consisted of 10 mmol/L 3,5-dinitrobenzoic acid (DNB) at pH 3.6 containing 0.2 mmol/L cetyltrimethylammonium bromide as flow reverser. DNB was chosen because it has an effective mobility similar to the organic acids under investigation, good buffering capacity at pH 3.6, and good chromophoric characteristics for indirect UV-absorbance detection at 254 nm. Sample preparation involved dilution and filtration. The method showed good performance characteristics: Linearity at 6 to 285 mg/L (r > 0.99); detection and quantification limits of 0.64 to 1.55 and 2.12 to 5.15 mg/L, respectively; separation time of less than 5.5 min. Coefficients of variation for ten injections were less than 5% and recoveries varied from 95% to 102%. Application to 23 samples of Brazilian wine confirmed good repeatability and demonstrated wide variation in the organic acid concentrations. (C) 2008 Elsevier Ltd. All rights reserved.
Resumo:
The electrochemical detection of the hazardous pollutant 4-nitrophenol (4-NP) at low potentials, in order to avoid matrix interferences, is an important research challenge. This study describes the development, electrochemical characterization and utilization of a multiwall carbon nanotube (MWCNT) film electrode for the quantitative determination of 4-NP in natural water. Electrochemical impedence spectroscopy measurements showed that the modified surface exhibits a decrease of ca. 13 times in the charge transfer resistance when compared with a bare glassy carbon (GC) surface. Voltammetric experiments showed the possibility to oxidize a hydroxylamine layer (produced by the electrochemical reduction of 4-NP on the GC/MWNCT surface) in a potential region which is approximately 700 mV less positive than that needed to oxidize 4-NP, thus minimizing the interference of matrix components. The limit of detection for 4-NP obtained using square-wave voltammetry (0.12 mu mol L(-1)) was lower than the value advised by EPA. A natural water sample from a dam located in Sao Carlos (Brazil) was spiked with 4-NP and analyzed by the standard addition method using thee GC/MWCNT electrode, without any further purification step. the recovery procedure yielded a value of 96.5% for such sample, thus confirming the suitability of the developed method to determine 4-NP in natural water samples. The electrochemical determination was compared with that obtained by HPLC with UV-vis detection.
Resumo:
A new electrochemical methodology has been developed for the detection of ozone using multiwalled carbon nanotubes (MWCNT). The method presented here is based on the reaction of ozone with indigo blue dye producing anthranilic acid (ATN). The electrochemical profile of ATN on an electrode of glassy carbon (GC) modified with MWCNT showed an oxidation peak potential at 750 mV vs. Ag/AgCl. An analytical method was developed using differential pulse voltammetry (DPV) to determine ATN in a range of 50-400 nmol L(-1), with a detection limit of 9.7 nmol L(-1). Ozonated water samples were successfully analyzed by GC/MWCNT electrode and the recovery procedure yielded values between of 96.5 and 102.3%.
Resumo:
This paper investigates common nonlinear features in multivariate nonlinear autore-gressive models via testing the estimated residuals. A Wald-type test is proposed and itis asymptotically Chi-squared distributed. Simulation studies are given to examine thefinite-sample properties of the proposed test.