Inference and local influence assessment in skew-normal null intercept measurement error model

In this article, we discuss inferential aspects of the measurement error regression models with null intercepts when the unknown quantity x (latent variable) follows a skew normal distribution. We examine first the maximum-likelihood approach to estimation via the EM algorithm by exploring statistical properties of the model considered. Then, the marginal likelihood, the score function and the observed information matrix of the observed quantities are presented allowing direct inference implementation. In order to discuss some diagnostics techniques in this type of models, we derive the appropriate matrices to assessing the local influence on the parameter estimates under different perturbation schemes. The results and methods developed in this paper are illustrated considering part of a real data set used by Hadgu and Koch [1999, Application of generalized estimating equations to a dental randomized clinical trial. Journal of Biopharmaceutical Statistics, 9, 161-178].

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.

A Complexity Based Model for Quantifying Forensic Evidential Probabilities

An operational complexity model (OCM) is proposed to enable the complexity of both the cognitive and the computational components of a process to be determined. From the complexity of formation of a set of traces via a specified route a measure of the probability of that route can be determined. By determining the complexities of alternative routes leading to the formation of the same set of traces, the odds ratio indicating the relative plausibility of the alternative routes can be found. An illustrative application to a BitTorrent piracy case is presented, and the results obtained suggest that the OCM is capable of providing a realistic estimate of the odds ratio for two competing hypotheses. It is also demonstrated that the OCM can be straightforwardly refined to encompass a variety of circumstances.

Bank networks and firm credit: an agent based model approach

Starting from the idea that economic systems fall into complexity theory, where its many agents interact with each other without a central control and that these interactions are able to change the future behavior of the agents and the entire system, similar to a chaotic system we increase the model of Russo et al. (2014) to carry out three experiments focusing on the interaction between Banks and Firms in an artificial economy. The first experiment is relative to Relationship Banking where, according to the literature, the interaction over time between Banks and Firms are able to produce mutual benefits, mainly due to reduction of the information asymmetry between them. The following experiment is related to information heterogeneity in the credit market, where the larger the bank, the higher their visibility in the credit market, increasing the number of consult for new loans. Finally, the third experiment is about the effects on the credit market of the heterogeneity of prices that Firms faces in the goods market.

A Mismatch-Based Model for Memory Reconsolidation and Extinction in Attractor Networks

OSAN, R. , TORT, A. B. L. , AMARAL, O. B. . A mismatch-based model for memory reconsolidation and extinction in attractor networks. Plos One, v. 6, p. e23113, 2011.

Exploring community assembly through an individual-based model for trophic interactions

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A structure based model for liposome disruption and the role of catalytic activity in myotoxic phospholipase A(2)S

Venom phospholipase A(2)s (PLA(2)s) display a wide spectrum of pharmacological activities and, based on the wealth of biochemical and structural data currently available for PLA(2)S, mechanistic models can now be inferred to account for some of these activities. A structural model is presented for the role played by the distribution of surface electrostatic potential in the ability of myotoxic D49/K49 PLA(2)s to disrupt multilamellar vesicles containing negatively charged natural and non-hydrolyzable phospholipids. Structural evidence is provided for the ability of K49 PLA(2)s to bind phospholipid analogues and for the existence of catalytic activity in K49 PLA(2)s. The importance of the existence of catalytic activity of D49 and K49 PLA(2)s in myotoxicity is presented. (C) 2003 Elsevier Ltd. All rights reserved.

Agent-based model to rural-urban migration analysis

In this paper, we analyze the rural-urban migration phenomenon as it is usually observed in economies which are in the early stages of industrialization. The analysis is conducted by means of a statistical mechanics approach which builds a computational agent-based model. Agents are placed on a lattice and the connections among them are described via an Ising-like model. Simulations on this computational model show some emergent properties that are common in developing economies, such as a transitional dynamics characterized by continuous growth of urban population, followed by the equalization of expected wages between rural and urban sectors (Harris-Todaro equilibrium condition), urban concentration and increasing of per capita income. (c) 2005 Elsevier B.V. All rights reserved.

A Harris-Todaro agent-based model to rural-urban migration

The Harris-Todaro model of the rural-urban migration process is revisited under an agent-based approach. The migration of the workers is interpreted as a process of social learning by imitation, formalized by a computational model. By simulating this model, we observe a transitional dynamics with continuous growth of the urban fraction of overall population toward an equilibrium. Such an equilibrium is characterized by stabilization of rural-urban expected wages differential (generalized Harris-Todaro equilibrium condition), urban concentration and urban unemployment. These classic results obtained originally by Harris and Todaro are emergent properties of our model.

Trait contributions to fish community assembly emerge from trophic interactions in an individual-based model

Community ecology seeks to understand and predict the characteristics of communities that can develop under different environmental conditions, but most theory has been built on analytical models that are limited in the diversity of species traits that can be considered simultaneously. We address that limitation with an individual-based model to simulate assembly of fish communities characterized by life history and trophic interactions with multiple physiological tradeoffs as constraints on species performance. Simulation experiments were carried out to evaluate the distribution of 6 life history and 4 feeding traits along gradients of resource productivity and prey accessibility. These experiments revealed that traits differ greatly in importance for species sorting along the gradients. Body growth rate emerged as a key factor distinguishing community types and defining patterns of community stability and coexistence, followed by egg size and maximum body size. Dominance by fast-growing, relatively large, and fecund species occurred more frequently in cases where functional responses were saturated (i.e. high productivity and/or prey accessibility). Such dominance was associated with large biomass fluctuations and priority effects, which prevented richness from increasing with productivity and may have limited selection on secondary traits, such as spawning strategies and relative size at maturation. Our results illustrate that the distribution of species traits and the consequences for community dynamics are intimately linked and strictly dependent on how the benefits and costs of these traits are balanced across different conditions. © 2012 Elsevier B.V.

Determining spatial resolution in spatial load forecasting using a grid-based model

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Application of discriminant analysis-based model for prediction of risk of low back disorders due to workplace design in industrial jobs

The occupational exposure limits of different risk factors for development of low back disorders (LBDs) have not yet been established. One of the main problems in setting such guidelines is the limited understanding of how different risk factors for LBDs interact in causing injury, since the nature and mechanism of these disorders are relatively unknown phenomena. Industrial ergonomists' role becomes further complicated because the potential risk factors that may contribute towards the onset of LBDs interact in a complex manner, which makes it difficult to discriminate in detail among the jobs that place workers at high or low risk of LBDs. The purpose of this paper was to develop a comparative study between predictions based on the neural network-based model proposed by Zurada, Karwowski & Marras (1997) and a linear discriminant analysis model, for making predictions about industrial jobs according to their potential risk of low back disorders due to workplace design. The results obtained through applying the discriminant analysis-based model proved that it is as effective as the neural network-based model. Moreover, the discriminant analysis-based model proved to be more advantageous regarding cost and time savings for future data gathering.

Exploration of the parameter space in an agent-based model of tuberculosis spread: emergence of drug resistance in developing vs developed countries

In this work we present an agent-based model for the spread of tuberculosis where the individuals can be infected with either drug-susceptible or drug-resistant strains and can also receive a treatment. The dynamics of the model and the role of each one of the parameters are explained. The whole set of parameters is explored to check their importance in the numerical simulation results. The model captures the beneficial impact of the adequate treatment on the prevalence of tuberculosis. Nevertheless, depending on the treatment parameters range, it also captures the emergence of drug resistance. Drug resistance emergence is particularly likely to occur for parameter values corresponding to less efficacious treatment, as usually found in developing countries.

MOOGLE: a metamodel-based model search engine

Models are becoming increasingly important in the software development process. As a consequence, the number of models being used is increasing, and so is the need for efficient mechanisms to search them. Various existing search engines could be used for this purpose, but they lack features to properly search models, mainly because they are strongly focused on text-based search. This paper presents Moogle, a model search engine that uses metamodeling information to create richer search indexes and to allow more complex queries to be performed. The paper also presents the results of an evaluation of Moogle, which showed that the metamodel information improves the accuracy of the search.