Likelihood approximations and discrete models for tied survival data

Ties among event times are often recorded in survival studies. For example, in a two week laboratory study where event times are measured in days, ties are very likely to occur. The proportional hazards model might be used in this setting using an approximated partial likelihood function. This approximation works well when the number of ties is small. on the other hand, discrete regression models are suggested when the data are heavily tied. However, in many situations it is not clear which approach should be used in practice. In this work, empirical guidelines based on Monte Carlo simulations are provided. These recommendations are based on a measure of the amount of tied data present and the mean square error. An example illustrates the proposed criterion.

Comments about some species abundance patterns: classic, neutral, and niche partitioning models

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Fractional polynomial response surface models

Second-order polynomial models have been used extensively to approximate the relationship between a response variable and several continuous factors. However, sometimes polynomial models do not adequately describe the important features of the response surface. This article describes the use of fractional polynomial models. It is shown how the models can be fitted, an appropriate model selected, and inference conducted. Polynomial and fractional polynomial models are fitted to two published datasets, illustrating that sometimes the fractional polynomial can give as good a fit to the data and much more plausible behavior between the design points than the polynomial model. © 2005 American Statistical Association and the International Biometric Society.

The impact of structural reforms on growth in Latin America and the Caribbean: an empirical estimation

Includes bibliography

Informative Radio Models in Brazil: The All-News Networks

This study analyzes the particularities of Brazilian radio networks that adopt the all-news format and briefly presents the main national and international experiences for the implementation of the model and its conceptualization. Besides the bibliographic review, we use the multiple-case study, analyzing as the empirical objects CBN and BandNews FM networks. Also, we apply methodological procedures of systematic non-participant observation, supplemented by interviews and surveys. We conclude that the different all-news programming models and network organizations influence the processes of production, information structure, broadcasting language, and therefore the stations' profile. © 2011 Copyright Taylor and Francis Group, LLC.

Extrapolation of zircon fission-track annealing models

One of the purposes of this study is to give further constraints on the temperature range of the zircon partial annealing zone over a geological time scale using data from borehole zircon samples, which have experienced stable temperatures for ∼1 Ma. In this way, the extrapolation problem is explicitly addressed by fitting the zircon annealing models with geological timescale data. Several empirical model formulations have been proposed to perform these calibrations and have been compared in this work. The basic form proposed for annealing models is the Arrhenius-type model. There are other annealing models, that are based on the same general formulation. These empirical model equations have been preferred due to the great number of phenomena from track formation to chemical etching that are not well understood. However, there are two other models, which try to establish a direct correlation between their parameters and the related phenomena. To compare the response of the different annealing models, thermal indexes, such as closure temperature, total annealing temperature and the partial annealing zone, have been calculated and compared with field evidence. After comparing the different models, it was concluded that the fanning curvilinear models yield the best agreement between predicted index temperatures and field evidence. © 2012 Elsevier Ltd. All rights reserved.

An empirical analysis of technology absorption capacity of the Brazilian industry

Includes bibliography.

The bias in reversing the Box-Cox transformation in time series forecasting: An empirical study based on neural networks

The Box-Cox transformation is a technique mostly utilized to turn the probabilistic distribution of a time series data into approximately normal. And this helps statistical and neural models to perform more accurate forecastings. However, it introduces a bias when the reversion of the transformation is conducted with the predicted data. The statistical methods to perform a bias-free reversion require, necessarily, the assumption of Gaussianity of the transformed data distribution, which is a rare event in real-world time series. So, the aim of this study was to provide an effective method of removing the bias when the reversion of the Box-Cox transformation is executed. Thus, the developed method is based on a focused time lagged feedforward neural network, which does not require any assumption about the transformed data distribution. Therefore, to evaluate the performance of the proposed method, numerical simulations were conducted and the Mean Absolute Percentage Error, the Theil Inequality Index and the Signal-to-Noise ratio of 20-step-ahead forecasts of 40 time series were compared, and the results obtained indicate that the proposed reversion method is valid and justifies new studies. (C) 2014 Elsevier B.V. All rights reserved.

Tool Condition Monitoring of Single-Point Dresser Using Acoustic Emission and Neural Networks Models

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

The current financial and economic crisis: empirical and methodological issues

In this paper we describe the main causes of the recent financial crisis as a result of many theoretical, methodological, and practical shortcomings mostly according to heterodox, but also including some important orthodox economists. At theoretical level, there are problems concerning teaching and using economic models with overly unrealistic assumptions. In the methodological front, we find the unsuspected shadow of Milton Friedman’s ‘unrealisticism of assumptions’ thesis lurking behind the construction of this kind of models and the widespread neglect of methodological issues. Of course, the most evident shortcomings are at the practical level: (i) huge interests of the participants in the financial markets (banks, central bankers, regulators, rating agencies mortgage brokers, politicians, governments, executives, economists, etc. mainly in the US, Canada and Europe, but also in Japan and the rest of the world), (ii) in an almost completely free financial and economic market, that is, one (almost) without any regulation or supervision, (iii) decision-taking upon some not well regarded qualities, like irresponsibility, ignorance, and inertia; and (iv) difficulties to understand the current crisis as well as some biases directing economic rescues by governments. Following many others, we propose that we take this episode as an opportunity to reflect on, and hopefully redirect, economic theory and practice.

Local power properties of some asymptotic tests in symmetric linear regression models

In this paper we obtain asymptotic expansions, up to order n(-1/2) and under a sequence of Pitman alternatives, for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of symmetric linear regression models. This is a wide class of models which encompasses the t model and several other symmetric distributions with longer-than normal tails. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters. Furthermore, in order to compare the finite-sample performance of these tests in this class of models, Monte Carlo simulations are presented. An empirical application to a real data set is considered for illustrative purposes. (C) 2011 Elsevier B.V. All rights reserved.

Local power and size properties of the LR, Wald, score and gradient tests in dispersion models

We derive asymptotic expansions for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of dispersion models, under a sequence of Pitman alternatives. The asymptotic distributions of these statistics are obtained for testing a subset of regression parameters and for testing the precision parameter. Based on these nonnull asymptotic expansions, the power of all four tests, which are equivalent to first order, are compared. Furthermore, in order to compare the finite-sample performance of these tests in this class of models, Monte Carlo simulations are presented. An empirical application to a real data set is considered for illustrative purposes. (C) 2012 Elsevier B.V. All rights reserved.

Testing phenomenological and theoretical models of dark matter density profiles with galaxy clusters

We use the stacked gravitational lensingmass profile of four high-mass (M 1015M ) galaxy clusters around z≈0.3 from Umetsu et al. to fit density profiles of phenomenological [Navarro– Frenk–White (NFW), Einasto, S´ersic, Stadel, Baltz–Marshall–Oguri (BMO) and Hernquist] and theoretical (non-singular Isothermal Sphere, DARKexp and Kang & He) models of the dark matter distribution. We account for large-scale structure effects, including a two-halo term in the analysis.We find that the BMO model provides the best fit to the data as measured by the reduced χ2. It is followed by the Stadel profile, the generalized NFW profile with a free inner slope and by the Einasto profile. The NFW model provides the best fit if we neglect the two-halo term, in agreement with results from Umetsu et al. Among the theoretical profiles, the DARKexp model with a single form parameter has the best performance, very close to that of the BMO profile. This may indicate a connection between this theoretical model and the phenomenology of dark matter haloes, shedding light on the dynamical basis of empirical profiles which emerge from numerical simulations.

Do Academic and Private Entrepreneurs differ? An empirical analysis of the Micro-Foundation of Entrepreneurial Orientation

This Doctoral Thesis focuses on the study of individual behaviours as a result of organizational affiliation. The objective is to assess the Entrepreneurial Orientation of individuals proving the existence of a set of antecedents to that measure returning a structural model of its micro-foundation. Relying on the developed measurement model, I address the issue whether some Entrepreneurs experience different behaviours as a result of their academic affiliation, comparing a sample of ‘Academic Entrepreneurs’ to a control sample of ‘Private Entrepreneurs’ affiliated to a matched sample of Academic Spin-offs and Private Start-ups. Building on the Theory of the Planned Behaviour, proposed by Ajzen (1991), I present a model of causal antecedents of Entrepreneurial Orientation on constructs extensively used and validated, both from a theoretical and empirical perspective, in sociological and psychological studies. I focus my investigation on five major domains: (a) Situationally Specific Motivation, (b) Personal Traits and Characteristics, (c) Individual Skills, (d) Perception of the Business Environment and (e) Entrepreneurial Orientation Related Dimensions. I rely on a sample of 200 Entrepreneurs, affiliated to a matched sample of 72 Academic Spin-offs and Private Start-ups. Firms are matched by Industry, Year of Establishment and Localization and they are all located in the Emilia Romagna region, in northern Italy. I’ve gathered data by face to face interviews and used a Structural Equation Modeling technique (Lisrel 8.80, Joreskog, K., & Sorbom, D. 2006) to perform the empirical analysis. The results show that Entrepreneurial Orientation is a multi-dimensional micro-founded construct which can be better represented by a Second-Order Model. The t-tests on the latent means reveal that the Academic Entrepreneurs differ in terms of: Risk taking, Passion, Procedural and Organizational Skills, Perception of the Government, Context and University Supports. The Structural models also reveal that the main differences between the two groups lay in the predicting power of Technical Skills, Perceived Context Support and Perceived University Support in explaining the Entrepreneurial Orientation Related Dimensions.

An interdisciplinary analysis of obesity: theory and empirical evidence

The dissertation is structured in three parts. The first part compares US and EU agricultural policies since the end of WWII. There is not enough evidence for claiming that agricultural support has a negative impact on obesity trends. I discuss the possibility of an exchange in best practices to fight obesity. There are relevant economic, societal and legal differences between the US and the EU. However, partnerships against obesity are welcomed. The second part presents a socio-ecological model of the determinants of obesity. I employ an interdisciplinary model because it captures the simultaneous influence of several variables. Obesity is an interaction of pre-birth, primary and secondary socialization factors. To test the significance of each factor, I use data from the National Longitudinal Survey of Adolescent Health. I compare the average body mass index across different populations. Differences in means are statistically significant. In the last part I use the National Survey of Children Health. I analyze the effect that family characteristics, built environment, cultural norms and individual factors have on the body mass index (BMI). I use Ordered Probit models and I calculate the marginal effects. I use State and ethnicity fixed effects to control for unobserved heterogeneity. I find that southern US States tend have on average a higher probability of being obese. On the ethnicity side, White Americans have a lower BMI respect to Black Americans, Hispanics and American Indians Native Islanders; being Asian is associated with a lower probability of being obese. In neighborhoods where trust level and safety perception are higher, children are less overweight and obese. Similar results are shown for higher level of parental income and education. Breastfeeding has a negative impact. Higher values of measures of behavioral disorders have a positive and significant impact on obesity, as predicted by the theory.