Multivariate measurement error models based on scale mixtures of the skew-normal distribution

Scale mixtures of the skew-normal (SMSN) distribution is a class of asymmetric thick-tailed distributions that includes the skew-normal (SN) distribution as a special case. The main advantage of these classes of distributions is that they are easy to simulate and have a nice hierarchical representation facilitating easy implementation of the expectation-maximization algorithm for the maximum-likelihood estimation. In this paper, we assume an SMSN distribution for the unobserved value of the covariates and a symmetric scale mixtures of the normal distribution for the error term of the model. This provides a robust alternative to parameter estimation in multivariate measurement error models. Specific distributions examined include univariate and multivariate versions of the SN, skew-t, skew-slash and skew-contaminated normal distributions. The results and methods are applied to a real data set.

Measurement error models with a general class of error distribution

In general, the normal distribution is assumed for the surrogate of the true covariates in the classical error model. This paper considers a class of distributions, which includes the normal one, for the variables subject to error. An estimation approach yielding consistent estimators is developed and simulation studies reported.

Influence Diagnostics for a Skew Extension of the Grubbs Measurement Error Model

Influence diagnostics methods are extended in this article to the Grubbs model when the unknown quantity x (latent variable) follows a skew-normal distribution. Diagnostic measures are derived from the case-deletion approach and the local influence approach under several perturbation schemes. The observed information matrix to the postulated model and Delta matrices to the corresponding perturbed models are derived. Results obtained for one real data set are reported, illustrating the usefulness of the proposed methodology.

A robust Bayesian approach to null intercept measurement error model with application to dental data

Measurement error models often arise in epidemiological and clinical research. Usually, in this set up it is assumed that the latent variable has a normal distribution. However, the normality assumption may not be always correct. Skew-normal/independent distribution is a class of asymmetric thick-tailed distributions which includes the Skew-normal distribution as a special case. In this paper, we explore the use of skew-normal/independent distribution as a robust alternative to null intercept measurement error model under a Bayesian paradigm. We assume that the random errors and the unobserved value of the covariate (latent variable) follows jointly a skew-normal/independent distribution, providing an appealing robust alternative to the routine use of symmetric normal distribution in this type of model. Specific distributions examined include univariate and multivariate versions of the skew-normal distribution, the skew-t distributions, the skew-slash distributions and the skew contaminated normal distributions. The methods developed is illustrated using a real data set from a dental clinical trial. (C) 2008 Elsevier B.V. All rights reserved.

Does mixed frequency vector error correction model add relevant information to exchange misalignment calculus? Evidence for United States

Real exchange rate is an important macroeconomic price in the economy and a ects economic activity, interest rates, domestic prices, trade and investiments ows among other variables. Methodologies have been developed in empirical exchange rate misalignment studies to evaluate whether a real e ective exchange is overvalued or undervalued. There is a vast body of literature on the determinants of long-term real exchange rates and on empirical strategies to implement the equilibrium norms obtained from theoretical models. This study seeks to contribute to this literature by showing that it is possible to calculate the misalignment from a mixed ointegrated vector error correction framework. An empirical exercise using United States' real exchange rate data is performed. The results suggest that the model with mixed frequency data is preferred to the models with same frequency variables

Effect of measurement error and autocorrelation on the (X)over-bar chart

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Safety illusion and error trap in a collectively-operated machine accident

Workplace accidents involving machines are relevant for their magnitude and their impacts on worker health. Despite consolidated critical statements, explanation centered on errors of operators remains predominant with industry professionals, hampering preventive measures and the improvement of production-system reliability. Several initiatives were adopted by enforcement agencies in partnership with universities to stimulate production and diffusion of analysis methodologies with a systemic approach. Starting from one accident case that occurred with a worker who operated a brake-clutch type mechanical press, the article explores cognitive aspects and the existence of traps in the operation of this machine. It deals with a large-sized press that, despite being endowed with a light curtain in areas of access to the pressing zone, did not meet legal requirements. The safety devices gave rise to an illusion of safety, permitting activation of the machine when a worker was still found within the operational zone. Preventive interventions must stimulate the tailoring of systems to the characteristics of workers, minimizing the creation of traps and encouraging safety policies and practices that replace judgments of behaviors that participate in accidents by analyses of reasons that lead workers to act in that manner.

Using error bounds to compare aggregated generalized transportation models

A comparative study of aggregation error bounds for the generalized transportation problem is presented. A priori and a posteriori error bounds were derived and a computational study was performed to (a) test the correlation between the a priori, the a posteriori, and the actual error and (b) quantify the difference of the error bounds from the actual error. Based on the results we conclude that calculating the a priori error bound can be considered as a useful strategy to select the appropriate aggregation level. The a posteriori error bound provides a good quantitative measure of the actual error.

Error function approximations of interest in electrochemistry.

The error function is present in several equations describing eletrode processes. But, only approximations of this function are used. In this work, these and other approximations are studied and evaluated according to precision.

Effects of direction and curvature on variable error pattern of reaching movements

A number of studies have analyzed various indices of the final position variability in order to provide insight into different levels of neuromotor processing during reaching movements. Yet the possible effects of movement kinematics on variability have often been neglected. The present study was designed to test the effects of movement direction and curvature on the pattern of movement variable errors. Subjects performed series of reaching movements over the same distance and into the same target. However, due either to changes in starting position or to applied obstacles, the movements were performed in different directions or along the trajectories of different curvatures. The pattern of movement variable errors was assessed by means of the principal component analysis applied on the 2-D scatter of movement final positions. The orientation of these ellipses demonstrated changes associated with changes in both movement direction and curvature. However, neither movement direction nor movement curvature affected movement variable errors assessed by area of the ellipses. Therefore it was concluded that the end-point variability depends partly, but not exclusively, on movement kinematics.

Use of the Normalized Absorbance Ratio as an Internal Standardization Approach To Minimize Measurement Error in Enzyme-Linked Immunosorbent Assays for Diagnosis of Human Papillomavirus Infection

The serological detection of antibodies against human papillomavirus (HPV) antigens is a useful tool to determine exposure to genital HPV infection and in predicting the risk of infection persistence and associated lesions. Enzyme-linked immunosorbent assays (ELISAs) are commonly used for seroepidemiological studies of HPV infection but are not standardized. Intra-and interassay performance variation is difficult to control, especially in cohort studies that require the testing of specimens over extended periods. We propose the use of normalized absorbance ratios (NARs) as a standardization procedure to control for such variations and minimize measurement error. We compared NAR and ELISA optical density (OD) values for the strength of the correlation between serological results for paired visits 4 months apart and HPV-16 DNA positivity in cervical specimens from a cohort investigation of 2,048 women tested with an ELISA using HPV-16 virus-like particles. NARs were calculated by dividing the mean blank-subtracted (net) ODs by the equivalent values of a control serum pool included in the same plate in triplicate, using different dilutions. Stronger correlations were observed with NAR values than with net ODs at every dilution, with an overall reduction in nonexplained regression variability of 39%. Using logistic regression, the ranges of odds ratios of HPV-16 DNA positivity contrasting upper and lower quintiles at different dilutions and their averages were 4.73 to 5.47 for NARs and 2.78 to 3.28 for net ODs, with corresponding significant improvements in seroreactivity-risk trends across quintiles when NARs were used. The NAR standardization is a simple procedure to reduce measurement error in seroepidemiological studies of HPV infection.