997 resultados para RESIDUAL VARIANCE


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

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The objective of this paper is to model variations in test-day milk yields of first lactations of Holstein cows by RR using B-spline functions and Bayesian inference in order to fit adequate and parsimonious models for the estimation of genetic parameters. They used 152,145 test day milk yield records from 7317 first lactations of Holstein cows. The model established in this study was additive, permanent environmental and residual random effects. In addition, contemporary group and linear and quadratic effects of the age of cow at calving were included as fixed effects. Authors modeled the average lactation curve of the population with a fourth-order orthogonal Legendre polynomial. They concluded that a cubic B-spline with seven random regression coefficients for both the additive genetic and permanent environment effects was to be the best according to residual mean square and residual variance estimates. Moreover they urged a lower order model (quadratic B-spline with seven random regression coefficients for both random effects) could be adopted because it yielded practically the same genetic parameter estimates with parsimony. (C) 2012 Elsevier B.V. All rights reserved.

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Increasingly, regression models are used when residuals are spatially correlated. Prominent examples include studies in environmental epidemiology to understand the chronic health effects of pollutants. I consider the effects of residual spatial structure on the bias and precision of regression coefficients, developing a simple framework in which to understand the key issues and derive informative analytic results. When the spatial residual is induced by an unmeasured confounder, regression models with spatial random effects and closely-related models such as kriging and penalized splines are biased, even when the residual variance components are known. Analytic and simulation results show how the bias depends on the spatial scales of the covariate and the residual; bias is reduced only when there is variation in the covariate at a scale smaller than the scale of the unmeasured confounding. I also discuss how the scales of the residual and the covariate affect efficiency and uncertainty estimation when the residuals can be considered independent of the covariate. In an application on the association between black carbon particulate matter air pollution and birth weight, controlling for large-scale spatial variation appears to reduce bias from unmeasured confounders, while increasing uncertainty in the estimated pollution effect.

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Aims Dehesas are agroforestry systems characterized by scattered trees among pastures, crops and/or fallows. A study at a Spanish dehesa has been carried out to estimate the spatial distribution of the soil organic carbon stock and to assess the influence of the tree cover. Methods The soil organic carbon stock was estimated from the five uppermost cm of themineral soil with high spatial resolution at two plots with different grazing intensities. The Universal Kriging technique was used to assess the spatial distribution of the soil organic carbon stocks, using tree coverage within a buffering area as an auxiliary variable. Results A significant positive correlation between tree presence and soil organic carbon stocks up to distances of around 8 m from the trees was found. The tree crown cover within a buffer up to a distance similar to the crown radius around the point absorbed 30 % of the variance in the model for both grazing intensities, but residual variance showed stronger spatial autocorrelation under regular grazing conditions. Conclusions Tree cover increases soil organic carbon stocks, and can be satisfactorily estimated by means of crown parameters. However, other factors are involved in the spatial pattern of the soil organic carbon distribution. Livestock plays an interactive role together with tree presence in soil organic carbon distribution.

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The purpose of this study was to compare a number of state-of-the-art methods in airborne laser scan- ning (ALS) remote sensing with regards to their capacity to describe tree size inequality and other indi- cators related to forest structure. The indicators chosen were based on the analysis of the Lorenz curve: Gini coefficient ( GC ), Lorenz asymmetry ( LA ), the proportions of basal area ( BALM ) and stem density ( NSLM ) stocked above the mean quadratic diameter. Each method belonged to one of these estimation strategies: (A) estimating indicators directly; (B) estimating the whole Lorenz curve; or (C) estimating a complete tree list. Across these strategies, the most popular statistical methods for area-based approach (ABA) were used: regression, random forest (RF), and nearest neighbour imputation. The latter included distance metrics based on either RF (NN–RF) or most similar neighbour (MSN). In the case of tree list esti- mation, methods based on individual tree detection (ITD) and semi-ITD, both combined with MSN impu- tation, were also studied. The most accurate method was direct estimation by best subset regression, which obtained the lowest cross-validated coefficients of variation of their root mean squared error CV(RMSE) for most indicators: GC (16.80%), LA (8.76%), BALM (8.80%) and NSLM (14.60%). Similar figures [CV(RMSE) 16.09%, 10.49%, 10.93% and 14.07%, respectively] were obtained by MSN imputation of tree lists by ABA, a method that also showed a number of additional advantages, such as better distributing the residual variance along the predictive range. In light of our results, ITD approaches may be clearly inferior to ABA with regards to describing the structural properties related to tree size inequality in for- ested areas.

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Allelic association between pairs of loci is derived in terms of the association probability ρ as a function of recombination θ, effective population size N, linear systematic pressure v, and time t, predicting both ρrt, the decrease of association from founders and ρct, the increase by genetic drift, with ρt = ρrt + ρct. These results conform to the Malecot equation, with time replaced by distance on the genetic map, or on the physical map if recombination in the region is uniform. Earlier evidence suggested that ρ is less sensitive to variations in marker allele frequencies than alternative metrics for which there is no probability theory. This robustness is confirmed for six alternatives in eight samples. In none of these 48 tests was the residual variance as small as for ρ. Overall, efficiency was less than 80% for all alternatives, and less than 30% for two of them. Efficiency of alternatives did not increase when information was estimated simultaneously. The swept radius within which substantial values of ρ are conserved lies between 385 and 893 kb, but deviation of parameters between measures is enormously significant. The large effort now being devoted to allelic association has little value unless the ρ metric with the strongest theoretical basis and least sensitivity to marker allele frequencies is used for mapping of marker association and localization of disease loci.

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Background. Genetic influences have been shown to play a major role in determining the risk of alcohol dependence (AD) in both women and men; however, little attention has been directed to identifying the major sources of genetic variation in AD risk. Method. Diagnostic telephone interview data from young adult Australian twin pairs born between 1964 and 1971 were analyzed. Cox regression models were fitted to interview data from a total of 2708 complete twin pairs (690 MZ female, 485 MZ male, 500 DZ female, 384 DZ male, and 649 DZ female/male pairs). Structural equation models were fitted to determine the extent of residual genetic and environmental influences on AD risk while controlling for effects of sociodemographic and psychiatric predictors on risk. Results. Risk of AD was increased in males, in Roman Catholics, in those reporting a history of major depression, social anxiety problems, and conduct disorder, or (in females only) a history of suicide attempt and childhood sexual abuse; but was decreased in those reporting Baptist, Methodist, or Orthodox religion, in those who reported weekly church attendance, and in university-educated males. After allowing for the effects of sociodemographic and psychiatric predictors, 47 % (95 % CI 28-55) of the residual variance in alcoholism risk was attributable to additive genetic effects, 0 % (95 % CI 0-14) to shared environmental factors, and 53 % (95 % CI 45-63) to non-shared environmental influences. Conclusions. Controlling for other risk factors, substantial residual heritability of AD was observed, suggesting that psychiatric and other risk factors play a minor role in the inheritance of AD.

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The pharmacokinetic disposition of metformin in late pregnancy was studied together with the level of fetal exposure at birth. Blood samples were obtained in the third trimester of pregnancy from women with gestational diabetes or type 2 diabetes, 5 had a previous diagnosis of polycystic ovary syndrome. A cord blood sample also was obtained at the delivery of some of these women, and also at delivery of others who had been taking metformin during pregnancy but from whom no blood had been taken. Plasma metformin concentrations were assayed by a new, validated, reverse-phase HPLC method, A 2-compartment, extravascular maternal model with transplacental partitioning of drug to a fetal compartment was fitted to the data. Nonlinear mixed-effects modeling was performed in'NONMEM using FOCE with INTERACTION. Variability was estimated using logarithmic interindividual and additive residual variance models; the covariance between clearance and volume was modeled simultaneously. Mean (range) metformin concentrations in cord plasma and in maternal plasma were 0.81 (range, 0.1-2.6) mg/L and 1.2 (range, 0. 1-2.9) mg/L, respectively. Typical population values (interindividual variability, CV%) for allometrically scaled maternal clearance and volume of distribution were 28 L/h/70 kg (17.1%) and 190 L/70 ka (46.3%), giving a derived population-wide half-life of 5.1 hours. The placental partition coefficient for metformin was 1.07 (36.3%). Neither maternal age nor weight significantly influenced the pharmacokinetics. The variability (SD) of observed concentrations about model-predicted concentrations was 0.32 mg/L. The pharmacokinetics were similar to those in nonpregnant patients and, therefore, no dosage adjustment is warranted. Metformin readily crosses the placenta, exposing the fetus to concentrations approaching those in the maternal circulation. The sequelae to such exposure, ea, effects on neonatal obesity and insulin resistance, remain unknown.

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In many circumstances, it may be of interest to discover whether two or more regression lines are the same. Regression lines may differ in three properties, viz., in residual variance, in slope, and in elevation; all of which can be tested using analysis of covariance. If there are no significant differences between regression lines, an investigator may which to combine the data from different studies and fit a single regression line to the whole of the data.

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Klassenführungsexpertise stellt ein wesentliches Merkmal der professionellen Kompetenz von Lehrkräften dar und geht mit positiven Wirkungen sowohl hinsichtlich der Qualität des Unterrichts als auch im Kontext sonderpädagogischer Förderung einher. Um kognitive Anforderungsdimensionen von Klassenführungsexpertise zu erfassen, wurde ein Testverfahren entwickelt, das anhand von 4 Videovignetten und 27 Items die Genauigkeit der Wahrnehmung (1), die holistische Wahrnehmung (2) und die Rechtfertigung einer Handlung (3) als situationsspezifische Eigenschaften von Klassenführungsexpertise misst. In der vorliegenden Generalisierbarkeitsstudie wurde unter Verwendung einer Stichprobe (n=188) von Lehramtsstudierenden, Referendaren und Referendarinnen sowie berufstätigen Lehrpersonen den Fragen nachgegangen, (a) wieviel Varianz auf die verschiedenen Facetten (Personen, Videos, Items) zurückzuführen ist sowie b) ob sich die Generalisierbarkeit der Befunde durch eine höhere Anzahl an Videovignetten verbessern lässt. Die Ergebnisse zeigen erwartungskonform, dass der Großteil der erklärbaren Varianz auf die Items (22%) zurückzuführen ist. Die Videovignetten (0.54%) bzw. die Interaktion der Videos mit den Personen (1.77%) erklären hingegen nur einen marginalen Varianzanteil. Es bleibt ein großer Anteil nicht aufzuklärender Residualvarianz (66%). Der Generalisierbarkeitskoeffizient liegt mit Ep2=.75 im zufriedenstellenden Bereich und lässt sich durch eine höhere Anzahl an Videos nur geringfügig steigern (Ep2=.84 bei 10 Videos). Die Ergebnisse weisen darauf hin, dass die gewählten Videovignetten eine repräsentative Auswahl an Unterrichtssituationen darstellen, eine höhere Anzahl an Videos aus ökonomischen Gründen jedoch nicht zu empfehlen ist. (DIPF/Orig.)

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Resumo: Registros de sobrevivência do nascimento ao desmame de 3846 crias de ovinos da raça Santa Inês foram analisados por modelos de reprodutor linear e não linear (modelo de limiar), para estimar componentes de variância e herdabilidade. Os modelos usados para sobrevivência, analisada como característica da cria, incluíram os efeitos fixos de sexo, da combinação tipo de nascimento-criação da cria e da idade da ovelha ao parto, efeito da covariável peso da cria ao nascer e efeitos aleatórios de reprodutor, da classe rebanho-ano-estação e do resíduo. Componentes de variância para o modelo linear foram estimados pelo método da máxima verossimilhança restrita (REML) e para o modelo não linear por uma aproximação da máxima verossimilhança marginal (MML), pelo programa CMMAT2. O coeficiente de herdabilidade (h2) estimado pelo modelo de limiar foi de 0,29, e pelo modelo linear, 0,14. A correlação de ordem de Spearman entre as capacidades de transmissão dos reprodutores, com base nos dois modelos foi de 0,96. As estimativas de h2 obtidas indicam a possibilidade de se obter, por seleção, ganho genético para sobrevivência. [Linear and nonlinear models in genetic analyses of lamb survival in the Santa Inês hair sheep breed]. Abstract: Records of 3,846 lambs survival from birth to weaning of Santa Inês hair sheep breed, were analyzed by linear and non linear sire models (threshold model) to estimate variance components and heritability (h2). The models that were used to analyze survival, considered in this study as a lamb trait, included the fixed effects of sex of the lamb, combination of type of birth-rearing of lamb, and age of ewe, birth weight of lamb as covariate, and random effects of sire, herd-year-season and residual. Variance components were obtained using restricted maximum likelihood (REML), in linear model and marginal maximum likelihood in threshold model through CMMAT2 program. Estimate of heritability (h2) obtained by threshold model was 0.29 and by linear model was 0.14. Rank correlation of Spearman, between sire solutions based on the two models was 0.96. The obtained estimates in this study indicate that it is possible to acquire genetic gain to survival by selection.

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The variogram is essential for local estimation and mapping of any variable by kriging. The variogram itself must usually be estimated from sample data. The sampling density is a compromise between precision and cost, but it must be sufficiently dense to encompass the principal spatial sources of variance. A nested, multi-stage, sampling with separating distances increasing in geometric progression from stage to stage will do that. The data may then be analyzed by a hierarchical analysis of variance to estimate the components of variance for every stage, and hence lag. By accumulating the components starting from the shortest lag one obtains a rough variogram for modest effort. For balanced designs the analysis of variance is optimal; for unbalanced ones, however, these estimators are not necessarily the best, and the analysis by residual maximum likelihood (REML) will usually be preferable. The paper summarizes the underlying theory and illustrates its application with data from three surveys, one in which the design had four stages and was balanced and two implemented with unbalanced designs to economize when there were more stages. A Fortran program is available for the analysis of variance, and code for the REML analysis is listed in the paper. (c) 2005 Elsevier Ltd. All rights reserved.

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An unbalanced nested sampling design was used to investigate the spatial scale of soil and herbicide interactions at the field scale. A hierarchical analysis of variance based on residual maximum likelihood (REML) was used to analyse the data and provide a first estimate of the variogram. Soil samples were taken at 108 locations at a range of separating distances in a 9 ha field to explore small and medium scale spatial variation. Soil organic matter content, pH, particle size distribution, microbial biomass and the degradation and sorption of the herbicide, isoproturon, were determined for each soil sample. A large proportion of the spatial variation in isoproturon degradation and sorption occurred at sampling intervals less than 60 m, however, the sampling design did not resolve the variation present at scales greater than this. A sampling interval of 20-25 m should ensure that the main spatial structures are identified for isoproturon degradation rate and sorption without too great a loss of information in this field.

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The variogram is essential for local estimation and mapping of any variable by kriging. The variogram itself must usually be estimated from sample data. The sampling density is a compromise between precision and cost, but it must be sufficiently dense to encompass the principal spatial sources of variance. A nested, multi-stage, sampling with separating distances increasing in geometric progression from stage to stage will do that. The data may then be analyzed by a hierarchical analysis of variance to estimate the components of variance for every stage, and hence lag. By accumulating the components starting from the shortest lag one obtains a rough variogram for modest effort. For balanced designs the analysis of variance is optimal; for unbalanced ones, however, these estimators are not necessarily the best, and the analysis by residual maximum likelihood (REML) will usually be preferable. The paper summarizes the underlying theory and illustrates its application with data from three surveys, one in which the design had four stages and was balanced and two implemented with unbalanced designs to economize when there were more stages. A Fortran program is available for the analysis of variance, and code for the REML analysis is listed in the paper. (c) 2005 Elsevier Ltd. All rights reserved.

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In this paper we propose exact likelihood-based mean-variance efficiency tests of the market portfolio in the context of Capital Asset Pricing Model (CAPM), allowing for a wide class of error distributions which include normality as a special case. These tests are developed in the frame-work of multivariate linear regressions (MLR). It is well known however that despite their simple statistical structure, standard asymptotically justified MLR-based tests are unreliable. In financial econometrics, exact tests have been proposed for a few specific hypotheses [Jobson and Korkie (Journal of Financial Economics, 1982), MacKinlay (Journal of Financial Economics, 1987), Gib-bons, Ross and Shanken (Econometrica, 1989), Zhou (Journal of Finance 1993)], most of which depend on normality. For the gaussian model, our tests correspond to Gibbons, Ross and Shanken’s mean-variance efficiency tests. In non-gaussian contexts, we reconsider mean-variance efficiency tests allowing for multivariate Student-t and gaussian mixture errors. Our framework allows to cast more evidence on whether the normality assumption is too restrictive when testing the CAPM. We also propose exact multivariate diagnostic checks (including tests for multivariate GARCH and mul-tivariate generalization of the well known variance ratio tests) and goodness of fit tests as well as a set estimate for the intervening nuisance parameters. Our results [over five-year subperiods] show the following: (i) multivariate normality is rejected in most subperiods, (ii) residual checks reveal no significant departures from the multivariate i.i.d. assumption, and (iii) mean-variance efficiency tests of the market portfolio is not rejected as frequently once it is allowed for the possibility of non-normal errors.