Statistical analysis of proficiency testing results under elliptical distributions

The use of inter-laboratory test comparisons to determine the performance of individual laboratories for specific tests (or for calibration) [ISO/IEC Guide 43-1, 1997. Proficiency testing by interlaboratory comparisons - Part 1: Development and operation of proficiency testing schemes] is called Proficiency Testing (PT). In this paper we propose the use of the generalized likelihood ratio test to compare the performance of the group of laboratories for specific tests relative to the assigned value and illustrate the procedure considering an actual data from the PT program in the area of volume. The proposed test extends the test criteria in use allowing to test for the consistency of the group of laboratories. Moreover, the class of elliptical distributions are considered for the obtained measurements. (C) 2008 Elsevier B.V. All rights reserved.

Improved likelihood inference for the shape parameter in Weibull regression

We obtain adjustments to the profile likelihood function in Weibull regression models with and without censoring. Specifically, we consider two different modified profile likelihoods: (i) the one proposed by Cox and Reid [Cox, D.R. and Reid, N., 1987, Parameter orthogonality and approximate conditional inference. Journal of the Royal Statistical Society B, 49, 1-39.], and (ii) an approximation to the one proposed by Barndorff-Nielsen [Barndorff-Nielsen, O.E., 1983, On a formula for the distribution of the maximum likelihood estimator. Biometrika, 70, 343-365.], the approximation having been obtained using the results by Fraser and Reid [Fraser, D.A.S. and Reid, N., 1995, Ancillaries and third-order significance. Utilitas Mathematica, 47, 33-53.] and by Fraser et al. [Fraser, D.A.S., Reid, N. and Wu, J., 1999, A simple formula for tail probabilities for frequentist and Bayesian inference. Biometrika, 86, 655-661.]. We focus on point estimation and likelihood ratio tests on the shape parameter in the class of Weibull regression models. We derive some distributional properties of the different maximum likelihood estimators and likelihood ratio tests. The numerical evidence presented in the paper favors the approximation to Barndorff-Nielsen`s adjustment.

Size and power properties of some tests in the Birnbaum-Saunders regression model

The Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this paper we obtain asymptotic expansions, up to order n(-1/2) and under a sequence of Pitman alternatives, for the non-null distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the Birnbaum-Saunders regression model. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters and for testing the shape parameter. Monte Carlo simulation is presented in order to compare the finite-sample performance of these tests. We also present two empirical applications. (C) 2010 Elsevier B.V. All rights reserved.

Improved likelihood inference in beta regression

We consider the issue of performing accurate small-sample likelihood-based inference in beta regression models, which are useful for modelling continuous proportions that are affected by independent variables. We derive small-sample adjustments to the likelihood ratio statistic in this class of models. The adjusted statistics can be easily implemented from standard statistical software. We present Monte Carlo simulations showing that inference based on the adjusted statistics we propose is much more reliable than that based on the usual likelihood ratio statistic. A real data example is presented.

Small-Sample Corrections for Score Tests in Birnbaum-Saunders Regressions

In this article, we deal with the issue of performing accurate small-sample inference in the Birnbaum-Saunders regression model, which can be useful for modeling lifetime or reliability data. We derive a Bartlett-type correction for the score test and numerically compare the corrected test with the usual score test and some other competitors.

Improved likelihood inference in Birnbaum-Saunders regressions

The Birnbaum-Saunders regression model is commonly used in reliability studies. We address the issue of performing inference in this class of models when the number of observations is small. Our simulation results suggest that the likelihood ratio test tends to be liberal when the sample size is small. We obtain a correction factor which reduces the size distortion of the test. Also, we consider a parametric bootstrap scheme to obtain improved critical values and improved p-values for the likelihood ratio test. The numerical results show that the modified tests are more reliable in finite samples than the usual likelihood ratio test. We also present an empirical application. (C) 2009 Elsevier B.V. All rights reserved.

Improved testing inference in mixed linear models

Mixed linear models are commonly used in repeated measures studies. They account for the dependence amongst observations obtained from the same experimental unit. Often, the number of observations is small, and it is thus important to use inference strategies that incorporate small sample corrections. In this paper, we develop modified versions of the likelihood ratio test for fixed effects inference in mixed linear models. In particular, we derive a Bartlett correction to such a test, and also to a test obtained from a modified profile likelihood function. Our results generalize those in [Zucker, D.M., Lieberman, O., Manor, O., 2000. Improved small sample inference in the mixed linear model: Bartlett correction and adjusted likelihood. Journal of the Royal Statistical Society B, 62,827-838] by allowing the parameter of interest to be vector-valued. Additionally, our Bartlett corrections allow for random effects nonlinear covariance matrix structure. We report simulation results which show that the proposed tests display superior finite sample behavior relative to the standard likelihood ratio test. An application is also presented and discussed. (C) 2008 Elsevier B.V. All rights reserved.

Testing hypotheses in the Birnbaum-Saunders distribution under type-II censored samples

The two-parameter Birnbaum-Saunders distribution has been used successfully to model fatigue failure times. Although censoring is typical in reliability and survival studies, little work has been published on the analysis of censored data for this distribution. In this paper, we address the issue of performing testing inference on the two parameters of the Birnbaum-Saunders distribution under type-II right censored samples. The likelihood ratio statistic and a recently proposed statistic, the gradient statistic, provide a convenient framework for statistical inference in such a case, since they do not require to obtain, estimate or invert an information matrix, which is an advantage in problems involving censored data. An extensive Monte Carlo simulation study is carried out in order to investigate and compare the finite sample performance of the likelihood ratio and the gradient tests. Our numerical results show evidence that the gradient test should be preferred. Further, we also consider the generalized Birnbaum-Saunders distribution under type-II right censored samples and present some Monte Carlo simulations for testing the parameters in this class of models using the likelihood ratio and gradient tests. Three empirical applications are presented. (C) 2011 Elsevier B.V. All rights reserved.

Local power of some tests in exponential family nonlinear models

In this paper we obtain asymptotic expansions up to order n(-1/2) for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in exponential family nonlinear models (Cordeiro and Paula, 1989), under a sequence of Pitman alternatives. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters and for testing the dispersion parameter, thus generalising the results given in Cordeiro et al. (1994) and Ferrari et al. (1997). We also present Monte Carlo simulations in order to compare the finite-sample performance of these tests. (C) 2010 Elsevier B.V. All rights reserved.

Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change

This paper investigates whether or not multivariate cointegrated process with structural change can describe the Brazilian term structure of interest rate data from 1995 to 2006. In this work the break point and the number of cointegrated vector are assumed to be known. The estimated model has four regimes. Only three of them are statistically different. The first starts at the beginning of the sample and goes until September of 1997. The second starts at October of 1997 until December of 1998. The third starts at January of 1999 and goes until the end of the sample. It is used monthly data. Models that allows for some similarities across the regimes are also estimated and tested. The models are estimated using the Generalized Reduced-Rank Regressions developed by Hansen (2003). All imposed restrictions can be tested using likelihood ratio test with standard asymptotic 1 qui-squared distribution. The results of the paper show evidence in favor of the long run implications of the expectation hypothesis for Brazil.

Planos de amostragem seqüenciais para Orthezia praelonga Douglas (Hemiptera: Sternorrhyncha, Ortheziidae) na cultura de citros

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Amostragem seqüencial de Alabama argillacea (Hübner) (Lepidoptera: Noctuidae) em algodoeiro

Para implantar o manejo apropriado do curuquerê-do-algodoeiro, é necessário construir um plano de amostragem que permita estimar, de forma rápida e precisa, a densidade populacional da praga. Esta pesquisa objetivou determinar o plano de amostragem seqüencial de Alabama argillacea (Hübner) em algodoeiro, cultivar CNPA ITA-90. Os dados foram coletados no ano agrícola de 1998/99 na Fazenda Itamarati Sul S/A, localizada no município de Ponta Porã, MS, em três áreas de 10.000 m² cada. As áreas amostrais foram compostas de 100 parcelas de 100 m². O número de lagartas pequenas, médias e grandes foi determinado semanalmente em cinco plantas tomadas ao acaso por parcela. Após verificado que todos os instares das lagartas estavam distribuídos de acordo com o modelo de distribuição agregada, ajustando-se à Distribuição Binomial Negativa durante todo o período de infestação, construiu-se um plano de amostragem seqüencial de acordo com o Teste Seqüencial da Razão de Probabilidade (TSRP). Adotou-se o nível de controle de duas lagartas por planta para a construção do plano de amostragem. A análise dos dados indicou duas linhas de decisão: a superior, que representa a condição de que a adoção de um método de controle é recomendado, definida por S1= 4,8784+1,4227n; e a inferior representando que a adoção de algum método de controle não é necessário, definida por S0= -4,8784+1,4227n. A amostragem seqüencial estimou o número máximo esperado de 16 unidades amostrais para se definir a necessidade ou não do controle.

Seleção para peso pós-desmama em um rebanho Gir. 2. Estimativas de variâncias e parâmetros genéticos dos efeitos direto e materno para características de crescimento

Componentes de variância e parâmetros genéticos para características de crescimento foram estimados usando diferentes modelos em um rebanho da raça Gir. Utilizou-se o método da máxima verossimilhança restrita sob modelo animal univariado. Os modelos de análise incluíram os efeitos fixos de mês de nascimento, grupo contemporâneo e idade da vaca. Cinco modelos diferindo quanto aos efeitos aleatórios foram testados. Para todas as características da fase pré-desmama, o teste de razão de verossimilhança (LRT) indicou o modelo com efeito genético aditivo direto e efeitos maternos (genético e de ambiente permanente) como o de melhor ajuste. As estimativas de herdabilidade direta para peso ao nascer (PN), peso aos quatro meses corrigido para 120 dias (P120), peso à desmama corrigido para 210 dias (P210) e ganho diário na fase pré-desmama (GPRE) foram, respectivamente, 0,31± 0,07; 0,14 ± 0,06; 0,23 ± 0,07 e 0,22 ± 0,07. Para as características da fase pós-desmama, o modelo que forneceu o melhor ajuste aos dados incluiu apenas o efeito genético aditivo direto. As estimativas de herdabilidade direta para peso de machos ao final da prova de ganho de peso (P378), peso de fêmeas corrigido para 550 dias (P550), ganho diário na prova de ganho de peso (G112), altura aos 378 dias em machos (AM) e altura aos 550 dias, em fêmeas (AF) foram, respectivamente: 0,45 ± 0,11; 0,29 ± 0,11; 0,37 ± 0,11; 0,79 ± 0,13 e 0,36 ± 0,0. Os efeitos maternos, tanto o genético quanto o de ambiente permanente, foram fontes de variação importantes para as características da fase pré-desmama, não sendo verificada influência desses efeitos sobre as características da fase pós-desmama.

Uma análise exploratória da jornada flexível de trabalho sob a perspectiva de tutores na educação a distância

Information Age has been providing accelerated development of technologies in teaching, which is making the increase in distance courses and flexibility in the tutors everyday work. In this context, it was aimed to study the influence of flexible work in the development of activities and personal life of the tutors in Distance Education at Universidade Federal do Rio Grande do Norte. More specifically, they have been sought to compare the types of flexibility detected, identifying the extent of the day's work in mentoring; investigating the relationship between flexible working time and productivity; evaluating the Quality of Working Life (QWL) and for Work and Family Relationship of the tutors. Thus, work is justified by the importance of academic and organizational achievement. To meet the goals, it was obtained a sample of 75 respondents (45.73% of the population). The data collection instrument was comprised of 48 variables mainly based by Walton (1975) and Paschoal, Tamayo and Barham (2002). The statistical techniques used were: analysis of frequency, ratio test, factor analysis and regression. The results collected have shown that the presence and distance tutors experience similar realities, but have different profiles; the day of their work is on average three hours daily; in view of the tutors, flexibility has a relation with the production, QWL work-family balance were evaluated in a satisfactory manner and the statistical techniques used have shown significant influence between the QWL and flexible working day. It is therefore concluded that flexibility at work can influence the development of activities and personal life of the tutors. Thus, the flexible working day may be used in a strategy way of routine in many organizations

Utilização de modelos de regressão aleatória para produção de leite no dia do controle, com diferentes estruturas de variâncias residuais

Foram utilizados quatorze modelos de regressão aleatória, para ajustar 86.598 dados de produção de leite no dia do controle de 2.155 primeiras lactações de vacas Caracu, truncadas aos 305 dias. Os modelos incluíram os efeitos fixos de grupo contemporâneo e a covariável idade da vaca ao parto. Uma regressão ortogonal de ordem cúbica foi usada para modelar a trajetória média da população. Os efeitos genéticos aditivos e de ambiente permanente foram modelados por meio de regressões aleatórias, usando polinômios ortogonais de Legendre, de ordens cúbicas. Diferentes estruturas de variâncias residuais foram testadas e consideradas por meio de classes contendo 1, 10, 15 e 43 variâncias residuais e de funções de variâncias (FV) usando polinômios ordinários e ortogonais, cujas ordens variaram de quadrática até sêxtupla. Os modelos foram comparados usando o teste da razão de verossimilhança, o Critério de Informação de Akaike e o Critério de Informação Bayesiano de Schwar. Os testes indicaram que, quanto maior a ordem da função de variâncias, melhor o ajuste. Dos polinômios ordinários, a função de sexta ordem foi superior. Os modelos com classes de variâncias residuais foram aparentemente superiores àqueles com funções de variância. O modelo com homogeneidade de variâncias foi inadequado. O modelo com 15 classes heterogêneas foi o que melhor ajustou às variâncias residuais, entretanto, os parâmetros genéticos estimados foram muito próximos para os modelos com 10, 15 ou 43 classes de variâncias ou com FV de sexta ordem.