Detection of frailty in Weibull lifetime data using Outlier tests

Heterogeneity in lifetime data may be modelled by multiplying an individual's hazard by an unobserved frailty. We test for the presence of frailty of this kind in univariate and bivariate data with Weibull distributed lifetimes, using statistics based on the ordered Cox-Snell residuals from the null model of no frailty. The form of the statistics is suggested by outlier testing in the gamma distribution. We find through simulation that the sum of the k largest or k smallest order statistics, for suitably chosen k , provides a powerful test when the frailty distribution is assumed to be gamma or positive stable, respectively. We provide recommended values of k for sample sizes up to 100 and simple formulae for estimated critical values for tests at the 5% level.

Testing for unit roots in bounded time series

Many key economic and financial series are bounded either by construction or through policy controls. Conventional unit root tests are potentially unreliable in the presence of bounds, since they tend to over-reject the null hypothesis of a unit root, even asymptotically. So far, very little work has been undertaken to develop unit root tests which can be applied to bounded time series. In this paper we address this gap in the literature by proposing unit root tests which are valid in the presence of bounds. We present new augmented Dickey–Fuller type tests as well as new versions of the modified ‘M’ tests developed by Ng and Perron [Ng, S., Perron, P., 2001. LAG length selection and the construction of unit root tests with good size and power. Econometrica 69, 1519–1554] and demonstrate how these tests, combined with a simulation-based method to retrieve the relevant critical values, make it possible to control size asymptotically. A Monte Carlo study suggests that the proposed tests perform well in finite samples. Moreover, the tests outperform the Phillips–Perron type tests originally proposed in Cavaliere [Cavaliere, G., 2005. Limited time series with a unit root. Econometric Theory 21, 907–945]. An illustrative application to U.S. interest rate data is provided

Improved likelihood inference in Birnbaum-Saunders regressions

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.

Residual-based test for Nonlinear Cointegration with application in PPPs

Nested by linear cointegration first provided in Granger (1981), the definition of nonlinear cointegration is presented in this paper. Sequentially, a nonlinear cointegrated economic system is introduced. What we mainly study is testing no nonlinear cointegration against nonlinear cointegration by residual-based test, which is ready for detecting stochastic trend in nonlinear autoregression models. We construct cointegrating regression along with smooth transition components from smooth transition autoregression model. Some properties are analyzed and discussed during the estimation procedure for cointegrating regression, including description of transition variable. Autoregression of order one is considered as the model of estimated residuals for residual-based test, from which the teststatistic is obtained. Critical values and asymptotic distribution of the test statistic that we request for different cointegrating regressions with different sample sizes are derived based on Monte Carlo simulation. The proposed theoretical methods and models are illustrated by an empirical example, comparing the results with linear cointegration application in Hamilton (1994). It is concluded that there exists nonlinear cointegration in our system in the final results.

Testing common nonlinear features in vector nonlinear autoregressive models

This paper studies a special class of vector smooth-transition autoregressive (VSTAR) models that contains common nonlinear features (CNFs), for which we proposed a triangular representation and developed a procedure of testing CNFs in a VSTAR model. We first test a unit root against a stable STAR process for each individual time series and then examine whether CNFs exist in the system by Lagrange Multiplier (LM) test if unit root is rejected in the first step. The LM test has standard Chi-squared asymptotic distribution. The critical values of our unit root tests and small-sample properties of the F form of our LM test are studied by Monte Carlo simulations. We illustrate how to test and model CNFs using the monthly growth of consumption and income data of United States (1985:1 to 2011:11).

Testing Seasonal Unit Roots in Data at Any Frequency, an HEGY approach

This paper generalizes the HEGY-type test to detect seasonal unit roots in data at any frequency, based on the seasonal unit root tests in univariate time series by Hylleberg, Engle, Granger and Yoo (1990). We introduce the seasonal unit roots at first, and then derive the mechanism of the HEGY-type test for data with any frequency. Thereafter we provide the asymptotic distributions of our test statistics when different test regressions are employed. We find that the F-statistics for testing conjugation unit roots have the same asymptotic distributions. Then we compute the finite-sample and asymptotic critical values for daily and hourly data by a Monte Carlo method. The power and size properties of our test for hourly data is investigated, and we find that including lag augmentations in auxiliary regression without lag elimination have the smallest size distortion and tests with seasonal dummies included in auxiliary regression have more power than the tests without seasonal dummies. At last we apply the our test to hourly wind power production data in Sweden and shows there are no seasonal unit roots in the series.

The finite-sample size of the BDS test for GARCH standardized residuals

This paper uses a multivariate response surface methodology to analyze the size distortion of the BDS test when applied to standardized residuals of rst-order GARCH processes. The results show that the asymptotic standard normal distribution is an unreliable approximation, even in large samples. On the other hand, a simple log-transformation of the squared standardized residuals seems to correct most of the size problems. Nonethe-less, the estimated response surfaces can provide not only a measure of the size distortion, but also more adequate critical values for the BDS test in small samples.

Padrões nutricionais para lavouras arrozeiras irrigadas por inundação pelos métodos da CDN chance matemática

Para o arroz irrigado, poucos trabalhos utilizam métodos de diagnose foliar desenvolvidos para as condições locais de clima, solo ou cultivares. O objetivo deste trabalho foi avaliar os métodos da Diagnose da Composição Nutricional e da Chance Matemática na definição dos padrões nutricionais de lavouras arrozeiras do Estado do Rio Grande do Sul. Resultados de produtividade de grãos e teores foliares de N, P, K, Ca, Mg, S, B, Cu, Fe, Mn, Zn e Mo de 356 lavouras arrozeiras cultivadas sob sistema de irrigação por inundação foram utilizados para a determinação das faixas de suficiência calculadas pelo método da Chance Matemática. As faixas de suficiência foram comparadas com valores críticos propostos pela literatura e com o intervalo de confiança do teor médio dos nutrientes em lavouras consideradas nutricionalmente equilibradas, identificadas pelo método Diagnose da Composição Nutricional. Observou-se pouca concordância entre os valores das faixas de suficiência indicados pelos métodos da Chance Matemática e da Diagnose da Composição Nutricional e os respectivos valores indicados na literatura. A faixa de teores foliares adequados, consistentes com maior produtividade média das lavouras arrozeiras, foi indicada ser de 23 a 28 g kg-1 para N; 11 a 14 g kg-1 para K; 1,4 a 2,0 g kg-1 para S; 6 a 12 mg kg-1 para B; e 70 a 200 mg kg-1 para Fe. Para os teores foliares de P, Ca, Mg, B, Cu, Mn e Zn e Mo nenhuma das faixas adequadas testadas indicou capacidade para distinguir as lavouras arrozeiras quanto à produtividade média.

A solid paraffin-based carbon paste electrode modified with 2-aminothiazole organofunctionalized silica for differential pulse adsorptive stripping analysis of nickel in ethanol fuel

A solid paraffin-based carbon paste electrode modified with 2-aminothiazole organofunctionalized silica (SiAt-SPCPE) was applied to Ni2+ determination in commercial ethanol fuel samples. The proposed method comprised four steps: (1) Ni2+ preconcentration at open circuit potential directly in the ethanol fuel sample, (2) transference of the electrode to an electrochemical cell containing DMG, (3) differential pulse voltammogram registering and (4) surface regeneration by polishing the electrode. The proposed method combines the high Ni2+ adsorption capacity presented by 2-aminothiazole organofunctionalized silica with the electrochemical properties of the Ni(DMG)2 complex, whose electrochemical reduction provides the analytical signal.All experimental parameters involved in the proposed method were optimized. Using a preconcentration time of 20 min, it was obtained a linear range from 7.5 x 10(-9) to 1.0 x 10(-6) mol L-1 with detection limit of 2.0 x 10(-9) mol L-1. Recovery values between 96.5 and 102.4% were obtained for commercial samples spiked with 1.0 mu mol L-1 Ni2+ and the developed electrode was totally stable in ethanolic solutions. The contents of Ni2+ found in the commercial samples using the proposed method were compared to those obtained by graphite furnace atomic absorption spectroscopy by using the F- and t-test. Neither the F- nor t-values exceeded the critical values at 95% confidence level, confirming that there are not statistical differences between the results obtained by both methods. These results indicate that the developed electrode can be successfully employed to reliable Ni2+ determination in commercial ethanol fuel samples without any sample pretreatment or dilution step. (c) 2006 Elsevier B.V. All rights reserved.

Copper determination in ethanol fuel by differential pulse anodic stripping voltammetry at a solid paraffin-based carbon paste electrode modified with 2-aminothiazole organofunctionalized silica

Solid paraffin-based carbon paste electrodes modified with 2-aminothiazole organofunctionalized silica have been applied to the anodic stripping determination of copper ions in ethanol fuel samples without any sample treatment. The proposed method comprised four steps: (1) copper ions preconcentration at open circuit potential directly in the ethanol fuel sample; (2) exchange of the solution and immediate cathodic reduction of the absorbate at controlled potential; (3) differential pulse anodic stripping voltammetry; (4) electrochemical surface regeneration by applying a positive potential in acid media. Factors affecting the preconcentration, reduction and stripping steps were investigated and the optimum conditions were employed to develop the analytical procedure. Using a preconcentration time of 20 min and reduction time of 120 s at -0.3 V versus Ag/AgCl(sat) a linear range from 7.5 x 10(-8) to 2.5 x 10(-6) mol L(-1) with detection limit of 3.1 x 10(-8) mol L(-1) was obtained. Interference studies have shown a decrease in the interference effect according to the sequence: Ni > Zn > Cd > Pb > Fe. However, the interference effects of these ions have not forbidden the application of the proposed method. Recovery values between 98.8 and 102.3% were obtained for synthetic samples spiked with known amounts of Cu(2+) and interfering metallic ions. The developed electrode was successfully applied to the determination of Cu(2+) in commercial ethanol fuel samples. The results were compared to those obtained by flame atomic absorption spectroscopy by using the F-test and t-test. Neither F-value nor t-value have exceeded the critical values at 95% confidence level, confirming that there are no significant differences between the results obtained by both methods. (c) 2006 Elsevier B.V. All rights reserved.

Path integral approach to the full Dicke model

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

A family of stadium-like billiards with parabolic boundaries under scaling analysis

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

Proposta de pontos de corte para indicação da obesidade abdominal entre adolescentes

FUNDAMENTO: A ausência de valores críticos para a identificação de risco cardiovascular entre adolescentes brasileiros representa uma importante limitação. OBJETIVOS: Elaborar valores críticos para circunferência de cintura e analisar sua eficiência na indicação de valores elevados de pressão arterial. MÉTODOS: Estudo transversal que avaliou 1.145 adolescentes de 11 a 17 anos (536 do sexo masculino e 609 do feminino), dos quais foram coletados valores de peso corporal, estatura, resistência, reatância, dobra cutânea tricepital, circunferência de cintura e pressão arterial (n= 334). A obesidade abdominal foi indicada por meio de valores de circunferência de cintura. RESULTADOS: Os adolescentes obesos apresentaram valores mais altos de circunferência de cintura e, independentemente de gênero e grupo etário, houve relação significativa entre os valores de circunferência de cintura e todos os indicadores de adiposidade adotados no estudo. Os valores críticos propostos apresentaram maior sensibilidade na indicação de valores elevados de pressão arterial. CONCLUSÕES: Os valores críticos propostos para circunferência de cintura foram mais sensíveis na indicação de valores elevados de pressão arterial. Entretanto, ainda são necessários estudos para averiguar a eficiência dos mesmos na indicação de outros parâmetros clínicos e laboratoriais.

Diet, phylogeny, and basal metabolic rate in phyllostomid bats

Aside from the pervasive effects of body mass, much controversy exists as to what factors account for interspecific variation in basal metabolic rates (BMR) of mammals; however, both diet and phylogeny have been strongly implicated. We examined variation in BMR within the New World bat family Phyllostomidae, which shows the largest diversity of food habits among mammalian families, including frugivorous, nectarivorous, insectivorous, carnivorous and blood-eating species. For 27 species, diet was taken from the literature and BMR was either measured on animals captured in Brazil or extracted from the literature. Conventional (nonphylogenetic) analysis of covariance (ANCOVA), with body mass as the covariate, was first used to test the effects of diet on BMR. In this analysis, which assumes that all species evolved simultaneously from a single ancestor (i.e., a star phylogeny), diet exerted a strong effect on mass-in-dependent BMR: nectarivorous bats showed higher mass-independent BMR than other bats feeding on fruits, insects or blood. In phylogenetic ANCOVAs via Monte Carlo computer simulation, which assume that species are part of a branching hierarchical phylogeny, no statistically significant effect of diet on BMR was observed. Hence, results of the nonphylogenetic analysis were misleading because the critical values for testing the effect of diet were underestimated. However, in this sample of bats, diet is perfectly confounded with phylogeny, because the four dietary categories represent four separate subclades, which greatly reduces statistical power to detect a diet (= subclade) effect. But even if diet did appear to exert an influence on BMR in this sample of bats, it would not be logically possible to separate this effect from the possibility that the dietary categories differ for some other reason (i.e., another synapomorphy of one or more of the subclades). Examples such as this highlight the importance of considering phylogenetic relationships when designing new comparative studies, as well as when analyzing existing data sets. We also discuss some possible reasons why BMR may not coadapt with diet. © by Urban & Fischer Verlag.

Unbiased approach to diagnose the nutrient status of red guava (Psidium guajava)

Fertilization of guava relies on soil and tissue testing. The interpretation of tissue test is currently conducted by comparing nutrient concentrations or dual ratios with critical values or ranges. The critical value approach is affected by nutrient interactions. Nutrient interactions can be described by dual ratios where two nutrients are compressed into a single expression or a ternary diagrams where one redundant proportion can be computed by difference between 100% and the sum of the other two. There are D(D-1) possible dual ratios in a D-parts composition and most of them are thus redundant. Nutrients are components of a mixture that convey relative, not absolute information on the composition. There are D-1 balances between components or ingredients in any mixture. Compositional data are intrinsically redundant, scale dependent and non-normally distributed. Based on the principles of equilibrium and orthogonality, the nutrient balance concept projects D-1 isometric log ratio (ilr) coordinates into the Euclidean space. The D-1 balances between groups of nutrients are ordered to reflect knowledge in plant physiology, soil fertility and crop management. Our objective was to evaluate the ilr approach using nutrient data from a guava orchard survey and fertilizer trials across the state of São Paulo, Brazil. Cationic balances varied widely between orchards. We found that the Redfield N/P ratio of 13 was critical for high guava yield. We present guava yield maps in ternary diagrams. Although the ratio between nutrients changing in the same direction with time is often assumed to be stationary, most guava nutrient balances and dual ratios were found to be non-stationary. The ilr model provided an unbiased nutrient diagnosis of guava. © ISHS.