Horizontal and vertical tree community structure in a lowland atlantic rain forest, southeastern Brazil

The horizontal and vertical tree community structure in a lowland Atlantic Rain Forest was investigated through a phytosociological survey in two 0.99 ha plots in the Intervales State Park, São Paulo State. All trees > 5 cm diameter at breast height were recorded. 3,078 individuals belonging to 172 species were identified and recorded. The Shannon diversity index was H' = 3.85 nat.ind.-1. The Myrtaceae family showed the greatest floristic richness (38 species) and the highest density (745 individuals) in the stand. Euterpe edulis Mart. had the highest importance value (33.98%) accounting for 21.8% of all individuals recorded. The quantitative similarity index was higher than the qualitative index, showing little structural variation between plots. However, the large number of uncommon species resulted in pronounced floristic differences. A detrended correspondence analysis (DCA) generated three arbitrary vertical strata. Stratum A (> 26 m), where Sloanea guianensis (Aubl.) Benth. and Virola bicuhyba (Schott. ex A.DC.) Warb. were predominant showed the lowest density. Stratum B (8 m < h < 26 m) had the greatest richness and diversity, and stratum C (< 8 m) showed the highest density. Euterpe edulis, Guapira opposita (Vell.) Reitz, Garcinia gardneriana (Planch. & Triana) Zappi, and Eugenia mosenii (Kausel) Sobral were abundant in strata B and C. The occurrence of strata in tropical forests is discussed and we recommend the use of DCA for others studies of the vertical distribution of tropical forest tree communities.

Characterization and classification of pequi trees (Caryocar brasiliense Camb.) based on the profile of volatile constituents using headspace solid-phase microextraction - gas chromatography - mass spectrometry and multivariate analysis

In order to determine the variability of pequi tree (Caryocar brasiliense Camb.) populations, volatile compounds from fruits of eighteen trees representing five populations were extracted by headspace solid-phase microextraction and analyzed by gas chromatography-mass spectrometry. Seventy-seven compounds were identified, including esters, hydrocarbons, terpenoids, ketones, lactones, and alcohols. Several compounds had not been previously reported in the pequi fruit. The amount of total volatile compounds and the individual compound contents varied between plants. The volatile profile enabled the differentiation of all of the eighteen plants, indicating that there is a characteristic profile in terms of their origin. The use of Principal Component Analysis and Cluster Analysis enabled the establishment of markers (dendrolasin, ethyl octanoate, ethyl 2-octenoate and β-cis-ocimene) that discriminated among the pequi trees. According to the Cluster Analysis, the plants were classified into three main clusters, and four other plants showed a tendency to isolation. The results from multivariate analysis did not always group plants from the same population together, indicating that there is greater variability within the populations than between pequi tree populations.

Simulation-Based Finite and Large Sample Tests in Multivariate Regressions.

In the context of multivariate linear regression (MLR) models, it is well known that commonly employed asymptotic test criteria are seriously biased towards overrejection. In this paper, we propose a general method for constructing exact tests of possibly nonlinear hypotheses on the coefficients of MLR systems. For the case of uniform linear hypotheses, we present exact distributional invariance results concerning several standard test criteria. These include Wilks' likelihood ratio (LR) criterion as well as trace and maximum root criteria. The normality assumption is not necessary for most of the results to hold. Implications for inference are two-fold. First, invariance to nuisance parameters entails that the technique of Monte Carlo tests can be applied on all these statistics to obtain exact tests of uniform linear hypotheses. Second, the invariance property of the latter statistic is exploited to derive general nuisance-parameter-free bounds on the distribution of the LR statistic for arbitrary hypotheses. Even though it may be difficult to compute these bounds analytically, they can easily be simulated, hence yielding exact bounds Monte Carlo tests. Illustrative simulation experiments show that the bounds are sufficiently tight to provide conclusive results with a high probability. Our findings illustrate the value of the bounds as a tool to be used in conjunction with more traditional simulation-based test methods (e.g., the parametric bootstrap) which may be applied when the bounds are not conclusive.

Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models

In this paper, we propose several finite-sample specification tests for multivariate linear regressions (MLR) with applications to asset pricing models. We focus on departures from the assumption of i.i.d. errors assumption, at univariate and multivariate levels, with Gaussian and non-Gaussian (including Student t) errors. The univariate tests studied extend existing exact procedures by allowing for unspecified parameters in the error distributions (e.g., the degrees of freedom in the case of the Student t distribution). The multivariate tests are based on properly standardized multivariate residuals to ensure invariance to MLR coefficients and error covariances. We consider tests for serial correlation, tests for multivariate GARCH and sign-type tests against general dependencies and asymmetries. The procedures proposed provide exact versions of those applied in Shanken (1990) which consist in combining univariate specification tests. Specifically, we combine tests across equations using the MC test procedure to avoid Bonferroni-type bounds. Since non-Gaussian based tests are not pivotal, we apply the “maximized MC” (MMC) test method [Dufour (2002)], where the MC p-value for the tested hypothesis (which depends on nuisance parameters) is maximized (with respect to these nuisance parameters) to control the test’s significance level. The tests proposed are applied to an asset pricing model with observable risk-free rates, using monthly returns on New York Stock Exchange (NYSE) portfolios over five-year subperiods from 1926-1995. Our empirical results reveal the following. Whereas univariate exact tests indicate significant serial correlation, asymmetries and GARCH in some equations, such effects are much less prevalent once error cross-equation covariances are accounted for. In addition, significant departures from the i.i.d. hypothesis are less evident once we allow for non-Gaussian errors.

Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models

We study the problem of testing the error distribution in a multivariate linear regression (MLR) model. The tests are functions of appropriately standardized multivariate least squares residuals whose distribution is invariant to the unknown cross-equation error covariance matrix. Empirical multivariate skewness and kurtosis criteria are then compared to simulation-based estimate of their expected value under the hypothesized distribution. Special cases considered include testing multivariate normal, Student t; normal mixtures and stable error models. In the Gaussian case, finite-sample versions of the standard multivariate skewness and kurtosis tests are derived. To do this, we exploit simple, double and multi-stage Monte Carlo test methods. For non-Gaussian distribution families involving nuisance parameters, confidence sets are derived for the the nuisance parameters and the error distribution. The procedures considered are evaluated in a small simulation experi-ment. Finally, the tests are applied to an asset pricing model with observable risk-free rates, using monthly returns on New York Stock Exchange (NYSE) portfolios over five-year subperiods from 1926-1995.

Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions

In this paper, we propose exact inference procedures for asset pricing models that can be formulated in the framework of a multivariate linear regression (CAPM), allowing for stable error distributions. The normality assumption on the distribution of stock returns is usually rejected in empirical studies, due to excess kurtosis and asymmetry. To model such data, we propose a comprehensive statistical approach which allows for alternative - possibly asymmetric - heavy tailed distributions without the use of large-sample approximations. The methods suggested are based on Monte Carlo test techniques. Goodness-of-fit tests are formally incorporated to ensure that the error distributions considered are empirically sustainable, from which exact confidence sets for the unknown tail area and asymmetry parameters of the stable error distribution are derived. Tests for the efficiency of the market portfolio (zero intercepts) which explicitly allow for the presence of (unknown) nuisance parameter in the stable error distribution are derived. The methods proposed are applied to monthly returns on 12 portfolios of the New York Stock Exchange over the period 1926-1995 (5 year subperiods). We find that stable possibly skewed distributions provide statistically significant improvement in goodness-of-fit and lead to fewer rejections of the efficiency hypothesis.

Regression models for bivariate survival data

Multivariate lifetime data arise in various forms including recurrent event data when individuals are followed to observe the sequence of occurrences of a certain type of event; correlated lifetime when an individual is followed for the occurrence of two or more types of events, or when distinct individuals have dependent event times. In most studies there are covariates such as treatments, group indicators, individual characteristics, or environmental conditions, whose relationship to lifetime is of interest. This leads to a consideration of regression models.The well known Cox proportional hazards model and its variations, using the marginal hazard functions employed for the analysis of multivariate survival data in literature are not sufficient to explain the complete dependence structure of pair of lifetimes on the covariate vector. Motivated by this, in Chapter 2, we introduced a bivariate proportional hazards model using vector hazard function of Johnson and Kotz (1975), in which the covariates under study have different effect on two components of the vector hazard function. The proposed model is useful in real life situations to study the dependence structure of pair of lifetimes on the covariate vector . The well known partial likelihood approach is used for the estimation of parameter vectors. We then introduced a bivariate proportional hazards model for gap times of recurrent events in Chapter 3. The model incorporates both marginal and joint dependence of the distribution of gap times on the covariate vector . In many fields of application, mean residual life function is considered superior concept than the hazard function. Motivated by this, in Chapter 4, we considered a new semi-parametric model, bivariate proportional mean residual life time model, to assess the relationship between mean residual life and covariates for gap time of recurrent events. The counting process approach is used for the inference procedures of the gap time of recurrent events. In many survival studies, the distribution of lifetime may depend on the distribution of censoring time. In Chapter 5, we introduced a proportional hazards model for duration times and developed inference procedures under dependent (informative) censoring. In Chapter 6, we introduced a bivariate proportional hazards model for competing risks data under right censoring. The asymptotic properties of the estimators of the parameters of different models developed in previous chapters, were studied. The proposed models were applied to various real life situations.

A hierarchical Bayesian model for predicting the functional consequences of amino-acid polymorphisms

Genetic polymorphisms in deoxyribonucleic acid coding regions may have a phenotypic effect on the carrier, e.g. by influencing susceptibility to disease. Detection of deleterious mutations via association studies is hampered by the large number of candidate sites; therefore methods are needed to narrow down the search to the most promising sites. For this, a possible approach is to use structural and sequence-based information of the encoded protein to predict whether a mutation at a particular site is likely to disrupt the functionality of the protein itself. We propose a hierarchical Bayesian multivariate adaptive regression spline (BMARS) model for supervised learning in this context and assess its predictive performance by using data from mutagenesis experiments on lac repressor and lysozyme proteins. In these experiments, about 12 amino-acid substitutions were performed at each native amino-acid position and the effect on protein functionality was assessed. The training data thus consist of repeated observations at each position, which the hierarchical framework is needed to account for. The model is trained on the lac repressor data and tested on the lysozyme mutations and vice versa. In particular, we show that the hierarchical BMARS model, by allowing for the clustered nature of the data, yields lower out-of-sample misclassification rates compared with both a BMARS and a frequen-tist MARS model, a support vector machine classifier and an optimally pruned classification tree.

Multivariate relationships between groundwater chemistry and toxicity in an urban aquifer

Multivariate statistical methods were used to investigate file Causes of toxicity and controls on groundwater chemistry from 274 boreholes in an Urban area (London) of the United Kingdom. The groundwater was alkaline to neutral, and chemistry was dominated by calcium, sodium, and Sulfate. Contaminants included fuels, solvents, and organic compounds derived from landfill material. The presence of organic material in the aquifer caused decreases in dissolved oxygen, sulfate and nitrate concentrations. and increases in ferrous iron and ammoniacal nitrogen concentrations. Pearson correlations between toxicity results and the concentration of individual analytes indicated that concentrations of ammoinacal nitrogen, dissolved oxygen, ferrous iron, and hydrocarbons were important where present. However, principal component and regression analysis suggested no significant correlation between toxicity and chemistry over the whole area. Multidimensional Scaling was used to investigate differences in sites caused by historical use, landfill gas status, or position within the sample area. Significant differences were observed between sites with different historical land use and those with different gas status. Examination of the principal component matrix revealed that these differences are related to changes in the importance of reduced chemical species.

Rapid quality assessment of wheat cultivars registered in Poland using the 2-g mixograph and multivariate statistical analysis

Baking and 2-g mixograph analyses were performed for 55 cultivars (19 spring and 36 winter wheat) from various quality classes from the 2002 harvest in Poland. An instrumented 2-g direct-drive mixograph was used to study the mixing characteristics of the wheat cultivars. A number of parameters were extracted automatically from each mixograph trace and correlated with baking volume and flour quality parameters (protein content and high molecular weight glutenin subunit [HMW-GS] composition by SDS-PAGE) using multiple linear regression statistical analysis. Principal component analysis of the mixograph data discriminated between four flour quality classes, and predictions of baking volume were obtained using several selected mixograph parameters, chosen using a best subsets regression routine, giving R-2 values of 0.862-0.866. In particular, three new spring wheat strains (CHD 502a-c) recently registered in Poland were highly discriminated and predicted to give high baking volume on the basis of two mixograph parameters: peak bandwidth and 10-min bandwidth.

Multivariate analysis of the Fugl-Meyer outcome measures assessing the effectiveness of GENTLE/S robot-mediated stroke therapy

Background: Robot-mediated therapies offer entirely new approaches to neurorehabilitation. In this paper we present the results obtained from trialling the GENTLE/S neurorehabilitation system assessed using the upper limb section of the Fugl-Meyer ( FM) outcome measure. Methods: We demonstrate the design of our clinical trial and its results analysed using a novel statistical approach based on a multivariate analytical model. This paper provides the rational for using multivariate models in robot-mediated clinical trials and draws conclusions from the clinical data gathered during the GENTLE/S study. Results: The FM outcome measures recorded during the baseline ( 8 sessions), robot-mediated therapy ( 9 sessions) and sling-suspension ( 9 sessions) was analysed using a multiple regression model. The results indicate positive but modest recovery trends favouring both interventions used in GENTLE/S clinical trial. The modest recovery shown occurred at a time late after stroke when changes are not clinically anticipated. Conclusion: This study has applied a new method for analysing clinical data obtained from rehabilitation robotics studies. While the data obtained during the clinical trial is of multivariate nature, having multipoint and progressive nature, the multiple regression model used showed great potential for drawing conclusions from this study. An important conclusion to draw from this paper is that this study has shown that the intervention and control phase both caused changes over a period of 9 sessions in comparison to the baseline. This might indicate that use of new challenging and motivational therapies can influence the outcome of therapies at a point when clinical changes are not expected. Further work is required to investigate the effects arising from early intervention, longer exposure and intensity of the therapies. Finally, more function-oriented robot-mediated therapies or sling-suspension therapies are needed to clarify the effects resulting from each intervention for stroke recovery.

Crossbred cow adoption and milk market participation in a multivariate count data framework

Cross-bred cow adoption is an important and potent policy variable precipitating subsistence household entry into emerging milk markets. This paper focuses on the problem of designing policies that encourage and sustain milkmarket expansion among a sample of subsistence households in the Ethiopian highlands. In this context it is desirable to measure households’ ‘proximity’ to market in terms of the level of deficiency of essential inputs. This problem is compounded by four factors. One is the existence of cross-bred cow numbers (count data) as an important, endogenous decision by the household; second is the lack of a multivariate generalization of the Poisson regression model; third is the censored nature of the milk sales data (sales from non-participating households are, essentially, censored at zero); and fourth is an important simultaneity that exists between the decision to adopt a cross-bred cow, the decision about how much milk to produce, the decision about how much milk to consume and the decision to market that milk which is produced but not consumed internally by the household. Routine application of Gibbs sampling and data augmentation overcome these problems in a relatively straightforward manner. We model the count data from two sites close to Addis Ababa in a latent, categorical-variable setting with known bin boundaries. The single-equation model is then extended to a multivariate system that accommodates the covariance between crossbred-cow adoption, milk-output, and milk-sales equations. The latent-variable procedure proves tractable in extension to the multivariate setting and provides important information for policy formation in emerging-market settings

Multivariate analysis of the dielectric response of materials modeled using networks of resistors and capacitors

We discuss the modeling of dielectric responses of electromagnetically excited networks which are composed of a mixture of capacitors and resistors. Such networks can be employed as lumped-parameter circuits to model the response of composite materials containing conductive and insulating grains. The dynamics of the excited network systems are studied using a state space model derived from a randomized incidence matrix. Time and frequency domain responses from synthetic data sets generated from state space models are analyzed for the purpose of estimating the fraction of capacitors in the network. Good results were obtained by using either the time-domain response to a pulse excitation or impedance data at selected frequencies. A chemometric framework based on a Successive Projections Algorithm (SPA) enables the construction of multiple linear regression (MLR) models which can efficiently determine the ratio of conductive to insulating components in composite material samples. The proposed method avoids restrictions commonly associated with Archie’s law, the application of percolation theory or Kohlrausch-Williams-Watts models and is applicable to experimental results generated by either time domain transient spectrometers or continuous-wave instruments. Furthermore, it is quite generic and applicable to tomography, acoustics as well as other spectroscopies such as nuclear magnetic resonance, electron paramagnetic resonance and, therefore, should be of general interest across the dielectrics community.

Paleoamerican Morphology in the Context of European and East Asian Late Pleistocene Variation: Implications for Human Dispersion Into the New World

Early American crania show a different morphological pattern from the one shared by late Native Americans. Although the origin of the diachronic morphological diversity seen on the continents is still debated, the distinct morphology of early Americans is well documented and widely dispersed. This morphology has been described extensively for South America, where larger samples are available. Here we test the hypotheses that the morphology of Early Americans results from retention of the morphological pattern of Late Pleistocene modern humans and that the occupation of the New World precedes the morphological differentiation that gave rise to recent Eurasian and American morphology. We compare Early American samples with European Upper Paleolithic skulls, the East Asian Zhoukoudian Upper Cave specimens and a series of 20 modern human reference crania. Canonical Analysis and Minimum Spanning Tree were used to assess the morphological affinities among the series, while Mantel and Dow-Cheverud tests based on Mahalanobis Squared Distances were used to test different evolutionary scenarios. Our results show strong morphological affinities among the early series irrespective of geographical origin, which together with the matrix analyses results favor the scenario of a late morphological differentiation of modern humans. We conclude that the geographic differentiation of modern human morphology is a late phenomenon that occurred after the initial settlement of the Americas. Am J Phys Anthropol 144:442-453, 2011. (c) 2010 Wiley-Liss, Inc.

A Bayesian Analysis in the Presence of Covariates for Multivariate Survival Data: An example of Application

In this paper, we introduce a Bayesian analysis for survival multivariate data in the presence of a covariate vector and censored observations. Different ""frailties"" or latent variables are considered to capture the correlation among the survival times for the same individual. We assume Weibull or generalized Gamma distributions considering right censored lifetime data. We develop the Bayesian analysis using Markov Chain Monte Carlo (MCMC) methods.