939 resultados para multiple linear regression


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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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We consider model selection uncertainty in linear regression. We study theoretically and by simulation the approach of Buckland and co-workers, who proposed estimating a parameter common to all models under study by taking a weighted average over the models, using weights obtained from information criteria or the bootstrap. This approach is compared with the usual approach in which the 'best' model is used, and with Bayesian model averaging. The weighted predictor behaves similarly to model averaging, with generally more realistic mean-squared errors than the usual model-selection-based estimator.

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Considering the importance of spatial issues in transport planning, the main objective of this study was to analyze the results obtained from different approaches of spatial regression models. In the case of spatial autocorrelation, spatial dependence patterns should be incorporated in the models, since that dependence may affect the predictive power of these models. The results obtained with the spatial regression models were also compared with the results of a multiple linear regression model that is typically used in trips generation estimations. The findings support the hypothesis that the inclusion of spatial effects in regression models is important, since the best results were obtained with alternative models (spatial regression models or the ones with spatial variables included). This was observed in a case study carried out in the city of Porto Alegre, in the state of Rio Grande do Sul, Brazil, in the stages of specification and calibration of the models, with two distinct datasets.

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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.

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Estimates of evapotranspiration on a local scale is important information for agricultural and hydrological practices. However, equations to estimate potential evapotranspiration based only on temperature data, which are simple to use, are usually less trustworthy than the Food and Agriculture Organization (FAO)Penman-Monteith standard method. The present work describes two correction procedures for potential evapotranspiration estimates by temperature, making the results more reliable. Initially, the standard FAO-Penman-Monteith method was evaluated with a complete climatologic data set for the period between 2002 and 2006. Then temperature-based estimates by Camargo and Jensen-Haise methods have been adjusted by error autocorrelation evaluated in biweekly and monthly periods. In a second adjustment, simple linear regression was applied. The adjusted equations have been validated with climatic data available for the Year 2001. Both proposed methodologies showed good agreement with the standard method indicating that the methodology can be used for local potential evapotranspiration estimates.

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Background: We aimed to investigate the performance of five different trend analysis criteria for the detection of glaucomatous progression and to determine the most frequently and rapidly progressing locations of the visual field. Design: Retrospective cohort. Participants or Samples: Treated glaucoma patients with =8 Swedish Interactive Thresholding Algorithm (SITA)-standard 24-2 visual field tests. Methods: Progression was determined using trend analysis. Five different criteria were used: (A) =1 significantly progressing point; (B) =2 significantly progressing points; (C) =2 progressing points located in the same hemifield; (D) at least two adjacent progressing points located in the same hemifield; (E) =2 progressing points in the same Garway-Heath map sector. Main Outcome Measures: Number of progressing eyes and false-positive results. Results: We included 587 patients. The number of eyes reaching a progression endpoint using each criterion was: A = 300 (51%); B = 212 (36%); C = 194 (33%); D = 170 (29%); and E = 186 (31%) (P = 0.03). The numbers of eyes with positive slopes were: A = 13 (4.3%); B = 3 (1.4%); C = 3 (1.5%); D = 2 (1.1%); and E = 3 (1.6%) (P = 0.06). The global slopes for progressing eyes were more negative in Groups B, C and D than in Group A (P = 0.004). The visual field locations that progressed more often were those in the nasal field adjacent to the horizontal midline. Conclusions: Pointwise linear regression criteria that take into account the retinal nerve fibre layer anatomy enhances the specificity of trend analysis for the detection glaucomatous visual field progression.

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Background: Changes in heart rate during rest-exercise transition can be characterized by the application of mathematical calculations, such as deltas 0-10 and 0-30 seconds to infer on the parasympathetic nervous system and linear regression and delta applied to data range from 60 to 240 seconds to infer on the sympathetic nervous system. The objective of this study was to test the hypothesis that young and middle-aged subjects have different heart rate responses in exercise of moderate and intense intensity, with different mathematical calculations. Methods: Seven middle-aged men and ten young men apparently healthy were subject to constant load tests (intense and moderate) in cycle ergometer. The heart rate data were submitted to analysis of deltas (0-10, 0-30 and 60-240 seconds) and simple linear regression (60-240 seconds). The parameters obtained from simple linear regression analysis were: intercept and slope angle. We used the Shapiro-Wilk test to check the distribution of data and the "t" test for unpaired comparisons between groups. The level of statistical significance was 5%. Results: The value of the intercept and delta 0-10 seconds was lower in middle age in two loads tested and the inclination angle was lower in moderate exercise in middle age. Conclusion: The young subjects present greater magnitude of vagal withdrawal in the initial stage of the HR response during constant load exercise and higher speed of adjustment of sympathetic response in moderate exercise.

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The beta-Birnbaum-Saunders (Cordeiro and Lemonte, 2011) and Birnbaum-Saunders (Birnbaum and Saunders, 1969a) distributions have been used quite effectively to model failure times for materials subject to fatigue and lifetime data. We define the log-beta-Birnbaum-Saunders distribution by the logarithm of the beta-Birnbaum-Saunders distribution. Explicit expressions for its generating function and moments are derived. We propose a new log-beta-Birnbaum-Saunders regression model that can be applied to censored data and be used more effectively in survival analysis. We obtain the maximum likelihood estimates of the model parameters for censored data and investigate influence diagnostics. The new location-scale regression model is modified for the possibility that long-term survivors may be presented in the data. Its usefulness is illustrated by means of two real data sets. (C) 2011 Elsevier B.V. All rights reserved.

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Various inference procedures for linear regression models with censored failure times have been studied extensively. Recent developments on efficient algorithms to implement these procedures enhance the practical usage of such models in survival analysis. In this article, we present robust inferences for certain covariate effects on the failure time in the presence of "nuisance" confounders under a semiparametric, partial linear regression setting. Specifically, the estimation procedures for the regression coefficients of interest are derived from a working linear model and are valid even when the function of the confounders in the model is not correctly specified. The new proposals are illustrated with two examples and their validity for cases with practical sample sizes is demonstrated via a simulation study.

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This morning Dr. Battle will introduce descriptive statistics and linear regression and how to apply these concepts in mathematical modeling. You will also learn how to use a spreadsheet to help with statistical analysis and to create graphs.

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This paper introduces and analyzes a stochastic search method for parameter estimation in linear regression models in the spirit of Beran and Millar [Ann. Statist. 15(3) (1987) 1131–1154]. The idea is to generate a random finite subset of a parameter space which will automatically contain points which are very close to an unknown true parameter. The motivation for this procedure comes from recent work of Dümbgen et al. [Ann. Statist. 39(2) (2011) 702–730] on regression models with log-concave error distributions.

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The counterfactual decomposition technique popularized by Blinder (1973, Journal of Human Resources, 436–455) and Oaxaca (1973, International Economic Review, 693–709) is widely used to study mean outcome differences between groups. For example, the technique is often used to analyze wage gaps by sex or race. This article summarizes the technique and addresses several complications, such as the identification of effects of categorical predictors in the detailed decomposition or the estimation of standard errors. A new command called oaxaca is introduced, and examples illustrating its usage are given.

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Interaction effect is an important scientific interest for many areas of research. Common approach for investigating the interaction effect of two continuous covariates on a response variable is through a cross-product term in multiple linear regression. In epidemiological studies, the two-way analysis of variance (ANOVA) type of method has also been utilized to examine the interaction effect by replacing the continuous covariates with their discretized levels. However, the implications of model assumptions of either approach have not been examined and the statistical validation has only focused on the general method, not specifically for the interaction effect.^ In this dissertation, we investigated the validity of both approaches based on the mathematical assumptions for non-skewed data. We showed that linear regression may not be an appropriate model when the interaction effect exists because it implies a highly skewed distribution for the response variable. We also showed that the normality and constant variance assumptions required by ANOVA are not satisfied in the model where the continuous covariates are replaced with their discretized levels. Therefore, naïve application of ANOVA method may lead to an incorrect conclusion. ^ Given the problems identified above, we proposed a novel method modifying from the traditional ANOVA approach to rigorously evaluate the interaction effect. The analytical expression of the interaction effect was derived based on the conditional distribution of the response variable given the discretized continuous covariates. A testing procedure that combines the p-values from each level of the discretized covariates was developed to test the overall significance of the interaction effect. According to the simulation study, the proposed method is more powerful then the least squares regression and the ANOVA method in detecting the interaction effect when data comes from a trivariate normal distribution. The proposed method was applied to a dataset from the National Institute of Neurological Disorders and Stroke (NINDS) tissue plasminogen activator (t-PA) stroke trial, and baseline age-by-weight interaction effect was found significant in predicting the change from baseline in NIHSS at Month-3 among patients received t-PA therapy.^