Likelihood ratio tests for variance components in linear mixed models

Although the asymptotic distributions of the likelihood ratio for testing hypotheses of null variance components in linear mixed models derived by Stram and Lee [1994. Variance components testing in longitudinal mixed effects model. Biometrics 50, 1171-1177] are valid, their proof is based on the work of Self and Liang [1987. Asymptotic properties of maximum likelihood estimators and likelihood tests under nonstandard conditions. J. Amer. Statist. Assoc. 82, 605-610] which requires identically distributed random variables, an assumption not always valid in longitudinal data problems. We use the less restrictive results of Vu and Zhou [1997. Generalization of likelihood ratio tests under nonstandard conditions. Ann. Statist. 25, 897-916] to prove that the proposed mixture of chi-squared distributions is the actual asymptotic distribution of such likelihood ratios used as test statistics for null variance components in models with one or two random effects. We also consider a limited simulation study to evaluate the appropriateness of the asymptotic distribution of such likelihood ratios in moderately sized samples. (C) 2008 Elsevier B.V. All rights reserved.

Influence diagnostics for linear models with first-order autoregressive elliptical errors

We introduce in this paper the class of linear models with first-order autoregressive elliptical errors. The score functions and the Fisher information matrices are derived for the parameters of interest and an iterative process is proposed for the parameter estimation. Some robustness aspects of the maximum likelihood estimates are discussed. The normal curvatures of local influence are also derived for some usual perturbation schemes whereas diagnostic graphics to assess the sensitivity of the maximum likelihood estimates are proposed. The methodology is applied to analyse the daily log excess return on the Microsoft whose empirical distributions appear to have AR(1) and heavy-tailed errors. (C) 2008 Elsevier B.V. All rights reserved.

Fully electrochemical hyphenated flow system for preconcentration, cleanup, stripping, capillary electrophoresis with stacking and contactless conductivity detection of trace heavy metals

Successful coupling of electrochemical preconcentration (EPC) to capillary electrophoresis (CE) with contactless conductivity detection (C(4)D) is reported for the first time. The EPC-CE interface comprises a dual glassy carbon electrode (GCE) block, a spacer and an upper block with flow inlet and outlet, pseudo-reference electrode and a fitting for the CE silica column, consisting of an orifice perpendicular to the surface of a glassy carbon electrode with a bushing inside to ensure a tight press fit. The end of the capillary in contact with the GCE is slant polished, thus defining a reproducible distance from the electrode surface to the column bore. First results with EPC-CE-C(4)D are very promising, as revealed by enrichment factors of two orders of magnitude for Tl, Cu, Pb and Cd ion peak area signals. Detection limits for 10 min deposition time fall around 20 nmol L(-1) with linear calibration curves over a wide range. Besides preconcentration, easy matrix exchange between accumulation and stripping/injection favors procedures like sample cleanup and optimization of pH, ionic strength and complexing power. This was demonstrated for highly saline samples by using a low conductivity buffer for stripping/injection to improve separation and promote field-enhanced sample stacking during electromigration along the capillary. (C) 2010 Elsevier B.V. All rights reserved.

Peat as a natural solid-phase for copper preconcentration and determination in a multicommuted flow system coupled to flame atomic absorption spectrometry

The physical and chemical characteristics of peat were assessed through measurement of pH, percentage of organic matter, cationic exchange capacity (CEC), elemental analysis, infrared spectroscopy and quantitative analysis of metals by ICP OES. Despite the material showed to be very acid in view of the percentage of organic matter, its CEC was significant, showing potential for retention of metal ions. This characteristic was exploited by coupling a peat mini-column to a flow system based on the multicommutation approach for the in-line copper concentration prior to flame atomic absorption spectrometric determination. Cu(II) ions were adsorbed at pH 4.5 and eluted with 0.50 mol L(-1) HNO(3). The influence of chemical and hydrodynamic parameters, such as sample pH, buffer concentration, eluent type and concentration, sample flow-rate and preconcentration time were investigated. Under the optimized conditions, a linear response was observed between 16 and 100 mu g L(-1), with a detection limit estimated as 3 mu g L(-1) at the 99.7% confidence level and an enrichment factor of 16. The relative standard deviation was estimated as 3.3% (n = 20). The mini-column was used for at least 100 sampling cycles without significant variation in the analytical response. Recoveries from copper spiked to lake water or groundwater as well as concentrates used in hemodialysis were in the 97.3-111 % range. The results obtained for copper determination in these samples agreed with those achieved by graphite furnace atomic absorption spectrometry (GFAAS) at the 95% confidence level. (C) 2009 Elsevier B.V. All rights reserved.

A multicommuted flow-system for spectrophotometric determination of tannin exploiting the Cu(I)/BCA complex formation

A flow system exploiting the multicommutation approach is proposed for spectrophotometric determination of tannin in beverages. The procedure is based on the reduction of Cu(II) in the presence of 4,4`-dicarboxy-2,2`-biquinoline, yielding a complex with maximum absorption at 558 nm. Calibration graph was linear (r=0.999) for tannic acid concentrations up to 5.00 mu mol L-1. The detection limit and coefficient of variation were estimated as 10 nmol L-1 (99.7% confidence level) and 1% (1.78 mu mol L-1 tannic acid, n=10), respectively. The sampling rate was 50 determinations per hour. The proposed procedure is more sensitive and selective than the official Folin-Denis method, also minimizing drastically waste generation. Recoveries within 91.8 and 115% were estimated for total tannin determination in tea and wine samples. (C) 2007 Elsevier B.V. All rights reserved.

Simultaneous analysis of five antidepressant drugs using direct injection of biofluids in a capillary restricted-access media-liquid chromatography-tandem mass spectrometry system

Direct analysis, with minimal sample pretreatment, of antidepressant drugs, fluoxetine, imipramine, desipramine, amitriptyline, and nortriptyline in biofluids was developed with a total run time of 8 min. The setup consists of two HPLC pumps, injection valve, capillary RAM-ADS-C18 pre-column and a capillary analytical C 18 column connected by means of a six-port valve in backflush mode. Detection was performed with ESI-MS/MS and only 1 mu m of sample was injected. Validation was adequately carried out using FLU-d(5) as internal standard. Calibration curves were constructed under a linear range of 1-250 ng mL(-1) in plasma, being the limit of quantification (LOQ), determined as 1 ng mL(-1), for all the analytes. With the described approach it was possible to reach a quantified mass sensitivity of 0.3 pg for each analyte (equivalent to 1.1-1.3 fmol), translating to a lower sample consumption (in the order of 103 less sample than using conventional methods). (C) 2008 Elsevier B.V. All rights reserved.

Determination of Minoxidil by Bleaching the Permanganate Carrier Solution in a Flow-Based Spectrophotometric System

The determination of minoxidil (MX) with potassium permanganate as a carrier in a flow injection method is described. The detection at 550nm was linear from 1.0x10-5 to 5.0x10-4mol L-1. The limit of detection (3 sigma/slope) was 8.92x10-6mol L-1, with an analytical frequency of 32h-1. The proposed method was applied to commercial samples, with recoveries from 104.7 to 106.4%. Comparison with the HPLC procedure reveled relative errors from 0.48 to 1.4%, and the results agreed within a 95% confidence level.

Analytical Assessment of a Home Made Capillary Electrophoresis Equipment with Linear Charge Coupled Device for Visible Light Absorption Detection in the Determination of Food Dyes

The performance of modular home made capillary electrophoresis equipment with spectrophotometric detection, at a visible region by means of a miniaturized linear charge coupled device, was evaluated for the determination of four food dyes. This system presents a simple but efficient home made cell detection scheme. A computer program that converts the spectral data after each run into the electropherograms was developed to evaluate the analytical parameters. The dyes selected for analytical evaluation of the system were Brilliant Blue FCF, Fast Green FCF, Sunset Yellow FCF, and Amaranth. Separation was carried out in a 29cm length and 75 mu m I.D fused silica capillary, using 10mmolL-1 borate buffer at pH 9, with separation voltage of 7.5kV. The detection limits for the dyes were between 0.3 and 1.5mgL-1 and the method presented adequate linearity over the ranges studied, with correlation coefficients greater than 0.99. The method was applied for determination and quantification of these dyes in fruit juices and candies.

Six-Day System Test and Component test and System Simulation for Combitanks with Internal heat Exchangers

An international standard, ISO/DP 9459-4 has been proposed to establish a uniform standard of quality for small, factory-made solar heating systerns. In this proposal, system components are tested separatelyand total system performance is calculated using system simulations based on component model parameter values validated using the results from the component tests. Another approach is to test the whole system in operation under representative conditions, where the results can be used as a measure of the general system performance. The advantage of system testing of this form is that it is not dependent on simulations and the possible inaccuracies of the models. Its disadvantage is that it is restricted to the boundary conditions for the test. Component testing and system simulation is flexible, but requires an accurate and reliable simulation model.The heat store is a key component conceming system performance. Thus, this work focuses on the storage system consisting store, electrical auxiliary heater, heat exchangers and tempering valve. Four different storage system configurations with a volume of 750 litre were tested in an indoor system test using a six -day test sequence. A store component test and system simulation was carried out on one of the four configurations, applying the proposed standard for stores, ISO/DP 9459-4A. Three newly developed test sequences for intemalload side heat exchangers, not in the proposed ISO standard, were also carried out. The MULTIPORT store model was used for this work. This paper discusses the results of the indoor system test, the store component test, the validation of the store model parameter values and the system simulations.

Development of a ESES Solar Thermal Lab on Full Scale System

The main aim of this project is to develop an ESES lab on a full scale system. The solar combisystem used is available most of the time and is only used twice a year to carry out some technical courses. At the moment, there are no other laboratories about combisystems. The experiments were designed in a way to use the system to the most in order to help the students apply the theoretical knowledge in the solar thermal course as well as make them more familiar with solar systems components. The method adopted to reach this aim is to carry out several test sequences on the system, in order to help formulating at the end some educating experiments. A few tests were carried out at the beginning of the project just for the sake of understanding the system and figuring out if any additional measuring equipment is required. The level of these tests sequences was varying from a simple energy draw off or collector loop controller respond tests to more complicated tests, such as the use of the ‘collector’ heater to simulate the solar collector effect on the system. The tests results were compared and verified with the theoretical data wherever relevant. The results of the experiment about the use of the ‘collector’ heater instead of the collector were positively acceptable. Finally, the Lab guide was developed based on the results of these experiments and also the experience gotten while conducting them. The lab work covers the theories related to solar systems in general and combisystems in particular. 

Energy Storage for a Grid-Connected PV-System: A Feasibility Study

The work presented in this thesis concerns the dimensioning of an Energy Storage System (ESS) which will be used as an energy buffer for a grid-connected PV plant. This ESS should help managing the PV plant to inject electricity into the grid according to the requirements of the grid System Operator. It is desired to obtain a final production not below 1300kWh/kWp with a maximum ESS budget of 0.9€/Wp. The PV plant will be sited in Martinique Island and connected to the main grid. This grid is a small one where the perturbations due clouds in the PV generation are not negligible anymore. A software simulation tool, incorporating a model for the PV-plant production, the ESS and the required injection pattern of electricity into the grid has been developed in MS Excel. This tool has been used to optimize the relevant parameters defining the ESS so that the feed-in of electricity into the grid can be controlled to fulfill the conditions given by the System Operator. The inputs used for this simulation tool are, besides the conditions given by the System Operator on the allowed injection pattern, the production data from a similar PV-plant in a close-by location, and variables for defining the ESS. The PV production data used is from a site with similar climate and weather conditions as for the site on the Martinique Island and hence gives information on the short term insolation variations as well as expected annual electricity production. The ESS capacity and the injected electric energy will be the main figures to compare while doing an economic study of the whole plant. Hence, the Net Present Value, Benefit to Cost method and Pay-back period studies are carried on as dependent of the ESS capacity. The conclusion of this work is that it is possible to obtain the requested injection pattern by using an ESS. The design of the ESS can be made within an acceptable budget. The capacity of ESS to link with the PV system depends on the priorities of the final output characteristics, and it also depends on which economic parameter that is chosen as a priority.

Computational study of the step size parameter of the subgradient optimization method

The subgradient optimization method is a simple and flexible linear programming iterative algorithm. It is much simpler than Newton's method and can be applied to a wider variety of problems. It also converges when the objective function is non-differentiable. Since an efficient algorithm will not only produce a good solution but also take less computing time, we always prefer a simpler algorithm with high quality. In this study a series of step size parameters in the subgradient equation is studied. The performance is compared for a general piecewise function and a specific p-median problem. We examine how the quality of solution changes by setting five forms of step size parameter.

Testing linear cointegration against smooth-transition cointegration

This paper studies a smooth-transition (ST) type cointegration. The proposed ST cointegration allows for regime switching structure in a cointegrated system. It nests the linear cointegration developed by Engle and Granger (1987) and the threshold cointegration studied by Balke and Fomby (1997). We develop F-type tests to examine linear cointegration against ST cointegration in ST-type cointegrating regression models with or without time trends. The null asymptotic distributions of the tests are derived with stationary transition variables in ST cointegrating regression models. And it is shown that our tests have nonstandard limiting distributions expressed in terms of standard Brownian motion when regressors are pure random walks, while have standard asymptotic distributions when regressors contain random walks with nonzero drift. Finite-sample distributions of those tests are studied by Monto Carlo simulations. The small-sample performance of the tests states that our F-type tests have a better power when the system contains ST cointegration than when the system is linearly cointegrated. An empirical example for the purchasing power parity (PPP) data (monthly US dollar, Italy lira and dollar-lira exchange rate from 1973:01 to 1989:10) is illustrated by applying the testing procedures in this paper. It is found that there is no linear cointegration in the system, but there exits the ST-type cointegration in the PPP data.

Handbok för kombinerade sol- och biovärmesystem : Teknik - System - Ekonomi

Handboken beskriver olika solfångarkonstruktioner och solvärmekretsens ingående komponenter och ger en grundlig inblick i ackumulatortankens konstruktion och funktion. I boken finns förslag på systemutformning, olika tekniska lösningar och hur systemen bör styras och regleras. Handboken beskriver i första hand utformning-lösning-styrning av kombinationen sol- och pelletsvärme, men tar även upp solvärme i kombination med vedpannor, värmedrivna vitvaror och värmepumpar. Värmesystem med vattenburen värme är utmärkta att kombinera med solvärme, men det är i de flesta fall enklare att få till bra lösningar vid nyinstallation, än vid komplettering av befintlig anläggning. När solvärme och pelletsvärme ska kombineras finns det många alternativ till systemutformning. Det är viktigt att vattenburna pelletssystem utformas korrekt och kombineras på rätt sätt med solvärme för att komforten ska bli hög och elanvändningen låg. Vattenmantlade pelletskaminer med ett vattenburet värmesystem är extra intressant i kombination med solvärme. När eldningen upphör i samband med att värmebehovet avtar kan solvärmen ta över. En generell slutsats är att konventionella svenska pelletspannor med inbyggd varmvattenberedning inte är lämpliga i kombination med solvärmesystem. Den typen av bränslepannor ger komplicerade systemlösningar, höga värmeförluster och det är svårt att åstadkomma en tillräckligt bra temperaturskiktning i ackumulatortanken om varmvattenberedning sker i pannan. Solvärme för varmvattenberedning kan vara ett enkelt och bra komplement till pelletskaminer som genererar varmluft. För solvärmesystem är det viktigt att kraftig temperaturskiktning erhålls när värmelagret laddas ur. Det betyder att ackumulatortankens (eller varmvattenberedarens) nedre vattenvolym ska kylas ner till temperaturer som ligger nära ingående kallvattentemperatur. Ackumulatortankens mellersta del bör kylas till samma temperatur som radiatorreturen. Vid design av solfångarkretsen måste överhettning och stagnation kunna klaras utan risk för glykolnedbrytning eller andra skador på värmebärare eller rörkrets (och andra komponenter i kretsen). Partiell förångning minskar risken för att glykolen skadas då solfångaren når höga stagnationstemperaturer. Solfångarens glykolblandning tillåts koka (förångas) på ett kontrollerat sätt så att endast ånga blir kvar i solfångaren. Vätskevolymen i solfångaren samlas upp i ett större expansionskärl och systemet återfylls när vätskan kondenserar. Dränerande solfångarsystem med enbart vatten är ett möjligt alternativ till konventionella solfångare. De kräver en större noggrannhet vid installationen, så att sönderfrysning undviks. Dränerande systemlösningar är relativt ovanliga i Sverige. Om solfångaren under senhöst-vinter-tidig vår kan arbeta med att förvärma kallvatten från 10 till 20 ºC erhålls en betydligt bättre verkningsgrad på solfångaren (och framför allt ökar värmeutbytet då drifttimmarna ökar väsentligt) än om radiatorreturen (som i bästa fall ligger på temperaturnivån 30 - 40 ºC) ska förvärmas. Därför bör radiatorreturen placeras en bra bit upp från botten i ackumulatortanken och tappvarmvattnet ska förvärmas i en slinga som börjar i tankens botten. Om det finns ett VVC-system måste systemet anslutas på ett speciellt sätt så att ackumulatortankens temperaturskiktning inte störs. En viktig parameter vid ackumulatortankens utformning är att värmeförlusterna hålls låga. Det är viktigt för att klara tappvarmvattenlasten med solvärme under mulna perioder sommartid (men också för att hålla energianvändningen låg). I moderna hus, där ackumulatortanken i regel placeras i bostaden, blir det en komfortfråga att undvika övertemperaturer i det rum där värmelagret placeras. En bra standard på isoleringen (med minimerade värmeförluster) kräver att det finns ett lufttätt skikt över hela isoleringen som dessutom sluter tätt mot röranslutningar. Ofrivillig självcirkulation i anslutande kretsar som kan kyla av och blanda om ackumulatortankens vattenvolym, bör förhindras med backventiler och nedböjning av rören i isolerskiktet eller direkt utanför tanken.

Genetic heterogeneity of residual variance : estimation of variance components using double hierarchical generalized linear models

Background: The sensitivity to microenvironmental changes varies among animals and may be under genetic control. It is essential to take this element into account when aiming at breeding robust farm animals. Here, linear mixed models with genetic effects in the residual variance part of the model can be used. Such models have previously been fitted using EM and MCMC algorithms. Results: We propose the use of double hierarchical generalized linear models (DHGLM), where the squared residuals are assumed to be gamma distributed and the residual variance is fitted using a generalized linear model. The algorithm iterates between two sets of mixed model equations, one on the level of observations and one on the level of variances. The method was validated using simulations and also by re-analyzing a data set on pig litter size that was previously analyzed using a Bayesian approach. The pig litter size data contained 10,060 records from 4,149 sows. The DHGLM was implemented using the ASReml software and the algorithm converged within three minutes on a Linux server. The estimates were similar to those previously obtained using Bayesian methodology, especially the variance components in the residual variance part of the model. Conclusions: We have shown that variance components in the residual variance part of a linear mixed model can be estimated using a DHGLM approach. The method enables analyses of animal models with large numbers of observations. An important future development of the DHGLM methodology is to include the genetic correlation between the random effects in the mean and residual variance parts of the model as a parameter of the DHGLM.