Likelihood prediction for generalized linear mixed models under covariate uncertainty

This paper presents the techniques of likelihood prediction for the generalized linear mixed models. Methods of likelihood prediction is explained through a series of examples; from a classical one to more complicated ones. The examples show, in simple cases, that the likelihood prediction (LP) coincides with already known best frequentist practice such as the best linear unbiased predictor. The paper outlines a way to deal with the covariate uncertainty while producing predictive inference. Using a Poisson error-in-variable generalized linear model, it has been shown that in complicated cases LP produces better results than already know methods.

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.

Perfil Socioeconômico dos Camelôs do shopping Popular

The phenomenon of the informality has been common in the quarrels that involve Sciences Social and Human. First for not corresponding to a temporary and isolated phenomenon, and on the other hand for dealing with a presente situation in the majority of the Brazilian urban centers. In Cuiabá municipality, the alternative commerce appears as a social answer to the problems caused for the economic crisis of the country and seems to be deep-rooted to the urban landscape. This assignment angles was the street peddlers, in special that ones who develop their in a specific location on lowered of Cuiabá. Researches pretending to fill a blank of information about this subject involve theoritical and empirical levels. The theory searched to raise in a generalized manner given pertinent the informality and the pratical level through field research searched to analyze excellent aspects on the economic and occupational situation of a composed sample for two hundred and theree workers who develope the pratical one of the informal commerce in Shopping Popular in Cuiaba/MT. The analysis of gotten data alllowed to appreciate some excellent aspects with regard to the activity os the peddler, as: origni, formation, income, perspectives with regard to activity among others. In las analysis it still alllowed to verify the factors that condition the permanence these workers in this type of informal activity