On the skew-normal calibration model

In this article, we present the EM-algorithm for performing maximum likelihood estimation of an asymmetric linear calibration model with the assumption of skew-normally distributed error. A simulation study is conducted for evaluating the performance of the calibration estimator with interpolation and extrapolation situations. As one application in a real data set, we fitted the model studied in a dimensional measurement method used for calculating the testicular volume through a caliper and its calibration by using ultrasonography as the standard method. By applying this methodology, we do not need to transform the variables to have symmetrical errors. Another interesting aspect of the approach is that the developed transformation to make the information matrix nonsingular, when the skewness parameter is near zero, leaves the parameter of interest unchanged. Model fitting is implemented and the best choice between the usual calibration model and the model proposed in this article was evaluated by developing the Akaike information criterion, Schwarz`s Bayesian information criterion and Hannan-Quinn criterion.

Bayesian Analysis for Nonlinear Regression Model Under Skewed Errors, with Application in Growth Curves

We have considered a Bayesian approach for the nonlinear regression model by replacing the normal distribution on the error term by some skewed distributions, which account for both skewness and heavy tails or skewness alone. The type of data considered in this paper concerns repeated measurements taken in time on a set of individuals. Such multiple observations on the same individual generally produce serially correlated outcomes. Thus, additionally, our model does allow for a correlation between observations made from the same individual. We have illustrated the procedure using a data set to study the growth curves of a clinic measurement of a group of pregnant women from an obstetrics clinic in Santiago, Chile. Parameter estimation and prediction were carried out using appropriate posterior simulation schemes based in Markov Chain Monte Carlo methods. Besides the deviance information criterion (DIC) and the conditional predictive ordinate (CPO), we suggest the use of proper scoring rules based on the posterior predictive distribution for comparing models. For our data set, all these criteria chose the skew-t model as the best model for the errors. These DIC and CPO criteria are also validated, for the model proposed here, through a simulation study. As a conclusion of this study, the DIC criterion is not trustful for this kind of complex model.

Local Influence Analysis for Skew-Normal Linear Mixed Models

In this article, we consider local influence analysis for the skew-normal linear mixed model (SN-LMM). As the observed data log-likelihood associated with the SN-LMM is intractable, Cook`s well-known approach cannot be applied to obtain measures of local influence. Instead, we develop local influence measures following the approach of Zhu and Lee (2001). This approach is based on the use of an EM-type algorithm and is measurement invariant under reparametrizations. Four specific perturbation schemes are discussed. Results obtained for a simulated data set and a real data set are reported, illustrating the usefulness of the proposed methodology.

Measurement of the Viscoelastic Properties of the Vocal Folds

Objectives: Studies of the viscoelastic properties of the vocal folds are normally performed with rheometers that use parallel assigned a fixed value. In tissues subject to variation of thickness plates whose interplate space is usually at between samples, fixed gaps could result in different compressions, compromising the comparison among them. We performed,in experimental study to determine whether different compressions call lead to different results in measurements of dynamic viscosity (DV) of vocal fold samples. Methods: We Measured the DV of vocal fold samples of 10 larynges of cadavers under 3 different compression levels, corresponding to 0.2, 0.5, and 10 N on an 8-mm-diameter parallel-plate rheometer. Results: The DV directly varied with compression. We observed statistically significant differences between the results of 0.2 and 10 N (p = 0.0396) and 0.5 and 10 N (p = 0.0442). Conclusions: The study demonstrated that the level of compression influences the DV measure and Suggests that a defined compression level should be used in rheometric studies of biological tissues.

Metabolomic assessment with CE-MS of the nutraceutical effect of Cystoseira spp extracts in an animal model

There is a need of scientific evidence of claimed nutraceutical effects, but also there is a social movement towards the use of natural products and among them algae are seen as rich resources. Within this scenario, the development of methodology for rapid and reliable assessment of markers of efficiency and security of these extracts is necessary. The rat treated with streptozotocin has been proposed as the most appropriate model of systemic oxidative stress for studying antioxidant therapies. Cystoseira is a brown alga containing fucoxanthin and other carothenes whose pressure-assisted extracts were assayed to discover a possible beneficial effect on complications related to diabetes evolution in an acute but short-term model. Urine was selected as the sample and CE-TOF-MS as the analytical technique to obtain the fingerprints in a non-target metabolomic approach. Multivariate data analysis revealed a good clustering of the groups and permitted the putative assignment of compounds statistically significant in the classification. Interestingly a group of compounds associated to lysine glycation and cleavage from proteins was found to be increased in diabetic animals receiving vehicle as compared to control animals receiving vehicle (N6, N6, N6-trimethyl-L-lysine, N-methylnicotinamide, galactosylhydroxylysine, L-carnitine, N6-acetyl-N6-hydroxylysine, fructose-lysine, pipecolic acid, urocanic acid, amino-isobutanoate, formylisoglutamine. Fructoselysine significantly decreased after the treatment changing from a 24% increase to a 19% decrease. CE-MS fingerprinting of urine has provided a group of compounds different to those detected with other techniques and therefore proves the necessity of a cross-platform analysis to obtain a broad view of biological samples.

Estudo da precocidade diagnóstica dos melanomas cutâneos primários em Porto Alegre por análise de imagem computadorizada

Fundamentos: A literatura tem demonstrado que a detecção precoce e a remoção cirúrgica em fases iniciais reduz a mortalidade do melanoma e que, em conseqüência, a identificação do melanoma em fases curáveis deve ser encorajada. Objetivos: O interesse principal do estudo foi conhecer se os melanomas cutâneos, no meio, estão sendo diagnosticados em fases iniciais, através de método reprodutível e armazenável. Metodologia: Foi realizado um estudo transversal com os casos de melanomas cutâneos primários, analisados nos laboratórios de patologia de Porto Alegre, de 1° de janeiro de 1994 a 30 de junho de 1995, a fim de avaliar se os diagnósticos foram realizados em estágios precoces. Os casos foram revisados por três dermatopatologistas, que classificaram quanto ao tipo histológico e quanto ao nível de invasão de Clark. Foi realizado um consenso com pelo menos duas concordâncias. A espessura de Breslow foi considerada fator prognóstico determinante e foi medida através de um sistema de análise de imagem computadorizada, por dois membros da equipe. Resultados: Do total de 279 casos que preencheram os critérios de inclusão, 2,15% eram intraepiteliais. Dos melanomas invasivos, 52% tinham espessura ≤ 1,5 mm. Quando agrupado por sexo e procedência, as mulheres de Porto Alegre, capital do estado do Rio Grande do Sul, tiveram a mais alta taxa de diagnóstico precoce (75% ≤ 1,5 mm). O tronco foi o sítio predominante no homem e freqüente na mulher. O melanoma de espalhamento superficial foi o tipo histológico mais freqüente (80,9%), seguido pelo nodular (10,1%). Para definir os determinantes do diagnóstico precoce, foram realizados cruzamentos simples, dos melanomas intraepiteliais somados aos de espessura <0,76 mm, com o sexo, a idade, a procedência, a situação previdenciária, a região anatômica e o tipo histológico. A análise de variáveis múltiplas demonstrou que apenas o sexo (feminino), o sítio anatômico (outras regiões exceto membros inferiores) e a procedência (Porto Alegre) mostraram-se variáveis independentes para determinar um diagnóstico precoce. A idade ≥ 40 anos apresentou significância próxima ao limite. O tipo histológico foi excluído do modelo, uma vez que gerou instabilidade estatística. Conclusão: Embora o número de casos fosse pequeno, o diagnóstico do melanoma ainda é tardio (52% com até 1,5 mm de espessura). Entretanto, existe um subgrupo de diagnóstico precoce que são mulheres, sobretudo de Porto Alegre, possivelmente por estarem mais atentas e informadas sobre os riscos do melanoma. As mudanças no estilo de vida, nas últimas décadas, provavelmente são responsáveis pela maior incidência no tronco e pela alta freqüência de melanoma de espalhamento superficial encontrada. A análise da espessura tumoral por projeção em tela de computador mostrou-se um recurso auxiliar vantajoso.

Public expenditures taxation and welfare measurement

this article addresses the welfare and macroeconomics effects of fiscal policy in a frarnework where govemment chooses tax rates and the distribution of revenues between consumption and investment. We construct and simulate a model where public consumption affects individuaIs' utility and public capital is an argument of the production function. The simulations suggest that by simply reallocating expenditures from consumption to investment, the govemment can increase the equilibrium leveIs of capital stock, hours worked, output and labor productivity. Funhennore, we 'show that the magnitude and direction of the long run impact of fiscal policy depends on the size of the elasticity of output to public capital. If this parameter is high enough, it may be the case that capital stock, within limits, increases with tax rates.

The brazilian education quality index (Ideb): measurement and incentives upgrades

The increasing availability of social statistics in Latin America opens new possibilities in terms of accountability and incentive mechanisms for policy makers. This paper addresses these issues within the institutional context of the Brazilian educational system. We build a theoretical model based on the theory of incentives to analyze the role of the recently launched Basic Education Development Index (Ideb) in the provision of incentives at the sub-national level. The first result is to demonstrate that an education target system has the potential to improve the allocation of resources to education through conditional transfers to municipalities and schools. Second, we analyze the local government’s decision about how to allocate its education budget when seeking to accomplish the different objectives contemplated by the index, which involves the interaction between its two components, average proficiency and the passing rate. We discuss as well policy issues concerning the implementation of the synthetic education index in the light of this model arguing that there is room for improving the Ideb’s methodology itself. In addition, we analyze the desirable properties of an ideal education index and we argue in favor of an ex-post relative learning evaluation system for different municipalities (schools) based on the value added across different grades

Analysis of contagion from the constant conditional correlation model with Markov regime switching

Over the last decades, the analysis of the transmissions of international nancial events has become the subject of many academic studies focused on multivariate volatility models volatility. The goal of this study is to evaluate the nancial contagion between stock market returns. The econometric approach employed was originally presented by Pelletier (2006), named Regime Switching Dynamic Correlation (RSDC). This methodology involves the combination of Constant Conditional Correlation Model (CCC) proposed by Bollerslev (1990) with Markov Regime Switching Model suggested by Hamilton and Susmel (1994). A modi cation was made in the original RSDC model, the introduction of the GJR-GARCH model formulated in Glosten, Jagannathan e Runkle (1993), on the equation of the conditional univariate variances to allow asymmetric e ects in volatility be captured. The database was built with the series of daily closing stock market indices in the United States (SP500), United Kingdom (FTSE100), Brazil (IBOVESPA) and South Korea (KOSPI) for the period from 02/01/2003 to 09/20/2012. Throughout the work the methodology was compared with others most widespread in the literature, and the model RSDC with two regimes was de ned as the most appropriate for the selected sample. The set of results provide evidence for the existence of nancial contagion between markets of the four countries considering the de nition of nancial contagion from the World Bank called very restrictive. Such a conclusion should be evaluated carefully considering the wide diversity of de nitions of contagion in the literature.

Cálculo do Value at Risk (VaR) para o Ibovespa, pós crise de 2008, por meio dos modelos de heterocedasticidade condicional (GARCH) e de volatilidade estocástica (Local Scale Model - LSM)

O objetivo deste estudo é propor a implementação de um modelo estatístico para cálculo da volatilidade, não difundido na literatura brasileira, o modelo de escala local (LSM), apresentando suas vantagens e desvantagens em relação aos modelos habitualmente utilizados para mensuração de risco. Para estimação dos parâmetros serão usadas as cotações diárias do Ibovespa, no período de janeiro de 2009 a dezembro de 2014, e para a aferição da acurácia empírica dos modelos serão realizados testes fora da amostra, comparando os VaR obtidos para o período de janeiro a dezembro de 2014. Foram introduzidas variáveis explicativas na tentativa de aprimorar os modelos e optou-se pelo correspondente americano do Ibovespa, o índice Dow Jones, por ter apresentado propriedades como: alta correlação, causalidade no sentido de Granger, e razão de log-verossimilhança significativa. Uma das inovações do modelo de escala local é não utilizar diretamente a variância, mas sim a sua recíproca, chamada de “precisão” da série, que segue uma espécie de passeio aleatório multiplicativo. O LSM captou todos os fatos estilizados das séries financeiras, e os resultados foram favoráveis a sua utilização, logo, o modelo torna-se uma alternativa de especificação eficiente e parcimoniosa para estimar e prever volatilidade, na medida em que possui apenas um parâmetro a ser estimado, o que representa uma mudança de paradigma em relação aos modelos de heterocedasticidade condicional.

Speculative bubbles and contagion: analysis of volatility's clusters during the DotCom bubble based on the dynamic conditional correlation model

Reviewing the de nition and measurement of speculative bubbles in context of contagion, this paper analyses the DotCom bubble in American and European equity markets using the dynamic conditional correlation (DCC) model proposed by (Engle and Sheppard 2001) as on one hand as an econometrics explanation and on the other hand the behavioral nance as an psychological explanation. Contagion is de ned in this context as the statistical break in the computed DCCs as measured by the shifts in their means and medians. Even it is astonishing, that the contagion is lower during price bubbles, the main nding indicates the presence of contagion in the di¤erent indices among those two continents and proves the presence of structural changes during nancial crisis

Imagens do terceiro setor: um estudo com pais e responsáveis financeiros das organizações educacionais

The present report is the result of an applied research in the educational entities of the third sector, aiming to demonstrate whether the financial influences the perception of users on the image of those entities. For both used the prospect of integrative marketing relationship adapting to and developing a set of indicators which bore the measurement of images from the model of Machado et al (2005) and Kotler and Fox (1994). The sample included a total of 187 parents and financial responsibility in 03 (three) institutions of education in Natal / RN. These data were processed by multivariate statistical analysis, factor analysis, linear regression, analysis of cluster and discriminant analysis. The factor analysis also identified 6 images perceived by users of services. Next were the relationships of cause and effect between the financial and images formed. In discriminant analysis, was identified two distinct groups of parents and guardians with financial perceptions similar and well defined. The result of the work shows that the differential level of financial participation of parents and guardians not influence the formation of the images formed from educational institutions of the third sector

GPS Satellite Kinematic Relative Positioning: Analyzing and Improving the Functional Mathematical Model Using Wavelets

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

A Proposal for System Performance Evaluation for an ERP Knowledge Extraction Model

Much has been researched and discussed in the importance played by knowledge in organizations. We are witnessing the establishment of the knowledge economy, but this "new economy" brings in itself a whole complex system of metrics and evaluations, and cannot be dissociated from it. Due to its importance, the initiatives of knowledge management must be continually assessed on their progress in order to verify whether they are moving towards achieving the goals of success. Thus, good measurement practices should include not only how the organization quantifies its knowledge capital, but also how resources are allocated to supply their growth. Thinking about the aspects listed above, this paper presents an approach to a model for Knowledge extraction using an ERP system, suggesting the establishment of a set of indicators for assessing organizational performance. The objective is to evaluate the implementation of projects of knowledge management and thus observe the general development of the organization.

A New Approach for Real Time Fault Diagnosis in Induction Motors Based on Vibration Measurement

Condition monitoring is used to increase machinery availability and machinery performance, reducing consequential damage, increasing machine life, reducing spare parts inventories, and reducing breakdown maintenance. An efficient real time vibration measurement and analysis instruments is capable of providing warning and predicting faults at early stages. In this paper, a new methodology for the implementation of vibration measurement and analysis instruments in real time based on circuit architecture mapped from a MATLAB/Simulink model is presented. In this study, signal processing applications such as FIR filters and fast Fourier transform are treated as systems, which are implemented in hardware using a system generator toolbox, which translates a Simulink model in a hardware description language - HDL for FPGA implementations.