A matrix formula for the skewness of maximum likelihood estimators

We give a general matrix formula for computing the second-order skewness of maximum likelihood estimators. The formula was firstly presented in a tensorial version by Bowman and Shenton (1998). Our matrix formulation has numerical advantages, since it requires only simple operations on matrices and vectors. We apply the second-order skewness formula to a normal model with a generalized parametrization and to an ARMA model. (c) 2010 Elsevier B.V. All rights reserved.

Bias-corrected estimators for dispersion models with dispersion covariates

In this paper we discuss bias-corrected estimators for the regression and the dispersion parameters in an extended class of dispersion models (Jorgensen, 1997b). This class extends the regular dispersion models by letting the dispersion parameter vary throughout the observations, and contains the dispersion models as particular case. General formulae for the O(n(-1)) bias are obtained explicitly in dispersion models with dispersion covariates, which generalize previous results obtained by Botter and Cordeiro (1998), Cordeiro and McCullagh (1991), Cordeiro and Vasconcellos (1999), and Paula (1992). The practical use of the formulae is that we can derive closed-form expressions for the O(n(-1)) biases of the maximum likelihood estimators of the regression and dispersion parameters when the information matrix has a closed-form. Various expressions for the O(n(-1)) biases are given for special models. The formulae have advantages for numerical purposes because they require only a supplementary weighted linear regression. We also compare these bias-corrected estimators with two different estimators which are also bias-free to order O(n(-1)) that are based on bootstrap methods. These estimators are compared by simulation. (C) 2011 Elsevier B.V. All rights reserved.

Improved combinations of parametric and nonparametric Regression estimators

This paper provides a systematic and unified treatment of the developments in the area of kernel estimation in econometrics and statistics. Both the estimation and hypothesis testing issues are discussed for the nonparametric and semiparametric regression models. A discussion on the choice of windowwidth is also presented.

A class of improved heteroskedasticity-consistent covariance matrix estimators

The heteroskedasticity-consistent covariance matrix estimator proposed by White (1980), also known as HC0, is commonly used in practical applications and is implemented into a number of statistical software. Cribari–Neto, Ferrari & Cordeiro (2000) have developed a bias-adjustment scheme that delivers bias-corrected White estimators. There are several variants of the original White estimator that also commonly used by practitioners. These include the HC1, HC2 and HC3 estimators, which have proven to have superior small-sample behavior relative to White’s estimator. This paper defines a general bias-correction mechamism that can be applied not only to White’s estimator, but to variants of this estimator as well, such as HC1, HC2 and HC3. Numerical evidence on the usefulness of the proposed corrections is also presented. Overall, the results favor the sequence of improved HC2 estimators.

Effects of environmental conditions, human activity, reproduction, antler cycle and grouping on fecal glucocorticoids of free-ranging Pampas deer stags (Ozotoceros bezoarticus bezoarticus)

In this study, a commercial enzyme immunoassay (EIA) was validated in detecting glucocorticoids in Pampas deer feces, in order to investigate the influence of several factors on the adrenocortical function. Fecal samples, behavioral data and information concerning male grouping and antlers status were collected at a monthly basis during a 1 year period from free-ranging stags living at Emas National Park, Brazil (18 degrees S/52 degrees W). The results revealed that concentrations of fecal glucocorticoids in winter were significantly higher than those corresponding to spring and summer. In addition, dry season data presented higher levels than during the wet season. Significant difference was found between fecal levels of breeding stags in summer and nonbreeding stags, whereas no difference was observed between breeding stags in winter and nonbreeding stags. on the other hand, males from areas with frequent human disturbance exhibited higher glucocorticoid concentrations and flight distances than individuals from areas of lower human activity. Males with antlers in velvet had elevated levels compared with animals in hard antler or antler casting. Also, we found that glucocorticoid levels were higher in groups with three or more males than in groups with only one male. The flight distances showed positive correlation with fecal glucocorticoid. These data indicate that fecal glucocorticoid provides a useful approach in the evaluation of physiological effects of environment, inter-individuals relationship and human-induced stressors on free-ranging Pampas deer stags. (c) 2005 Elsevier B.V. All rights reserved.

Seasonal changes in fecal testosterone concentrations and their relationship to the reproductive behavior, antler cycle and grouping patterns in free-ranging male Pampas deer (Ozotoceros bezoarticus bezoarticus)

The purpose of this study was to validate noninvasive endocrine monitoring techniques for Pampas deer and to evaluate seasonal changes in testicular steroidogenic activity and their correlation to reproductive behavior, antler cycle and group size. Thus, fecal samples, behavioral data and observations of antler status were collected at monthly intervals during 1 year from free-ranging Pampas deer stags (three radio-collared individuals and 15 random individuals) living in Emas National Park, Brazil (18 degrees S latitude). Fecal steroids were extracted using 80% methanol and steroid concentrations were quantified by a commercial enzyme immunoassay (EIA). Fecal testosterone concentrations peaked in December-January (summer), March (early autumn) and in August-September (winter-spring), with minimal values from April-July. Reproductive behavior had two peaks, the first in December-January, characterized by predominately anogenital sniffing, flehmen, urine sniffing, chasing and mounting behavior, and the second peak in July-September (behavior primarily related to gland marking). There were significant correlations between fecal testosterone and reproductive behavior (r = 0.490), and between fecal testosterone and antler phases (r = 0.239). Antler casting and regrowth occurred under low testosterone concentrations, whereas velvet shedding was associated with high concentrations of testosterone. We inferred that Pampas deer stags exhibited a seasonal cycle that modulated sexual behavior and the antler cycle, and we concluded that fecal steroid analysis was a practical and reliable non-invasive method for the evaluation of the endocrine status of free-ranging Pampas deer. (c) 2004 Elsevier B.V. All rights reserved.

Genetic grouping of avian infectious bronchitis virus isolated in Brazil based on RT-PCR/RFLP analysis of the S1 gene

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

Constraints implementation for IQML and mode direction-of-arrival estimators

The iterative quadratic maximum likelihood IQML and the method of direction estimation MODE are well known high resolution direction-of-arrival DOA estimation methods. Their solutions lead to an optimization problem with constraints. The usual linear constraint presents a poor performance for certain DOA values. This work proposes a new linear constraint applicable to both DOA methods and compare their performance with two others: unit norm and usual linear constraint. It is shown that the proposed alternative performs better than others constraints. The resulting computational complexity is also investigated.

Efectos de las agrupaciones económicas de los países desarrollados = Impact of economic grouping of developed countries

Incluye Bibliografía

A composição de Scarabaeidae (Coleoptera) coprófagos na região de Alter do Chão, Pará: a influência dos biomas Amazônia e cerrado e da sazonalidade e os efeitos de tamanho de área, isolamento e proximidade de estradas

Este trabalho teve como objetivo investigar o efeito do tamanho das ilhas de floresta, de suas distâncias para a floresta contínua (isolamento) e para as estradas adjacentes sobre a comunidade de Scarabaeidae coprófagos. Amostras foram coletadas em 24 ilhas de floresta semidecídua, entre 0,5 e 360 ha, em uma matriz de savana amazônica e em oito locais em mata contínua predominantemente secundária, semidecídua, na região de Alter do Chão, Santarém, Pará. Os Scarabaeidae foram coletados com armadilhas do tipo pitfall com isca (fezes humanas) em dois períodos sazonais (seca e chuva). Para cada ponto de coleta foram instaladas 10 armadilhas distribuídas em dois transectos de 250 m, distantes 100 m entre si. Em cada transecto foram colocadas 5 armadilhas distantes 50 m entre si. Para cada local de coleta, foi registrado o DAP de todos os caules com diâmetro igual ou superior a 5 cm, em quatro transectos de 250 x 2 m, sendo estes dados utilizados para derivar os índices da estrutura da vegetação (diâmetro médio e número de indivíduos). A área, perímetro e as distâncias das ilhas para a floresta contínua foram calculadas utilizando-se respectivamente as extensões “X-Tools” e “Nearest Features v3.6d” para ArcView, sobre o mapa da área digitalizado a partir de uma imagem de Landsat TM de 1996. Os exemplares coletados foram identificados com a ajuda de bibliografia especializada e de especialistas. Para a caracterização da fauna, as espécies encontradas foram comparadas com uma lista de espécies gerada a partir de publicações para o Cerrado, Amazônia e ecótonos de transição (floresta–cerrado) brasileiros. Para avaliar a robustez da amostragem, foram empregadas curvas de rarefação e obtidas estimativas de riqueza empregando-se diversos estimadores. Para a análise dos padrões das comunidades, foi utilizada uma análise HNMDS (Semi-strong Hibrid Multidimensional Scaling) utilizandose a distância de Bray-Curtis. Foram encontrados 18 gêneros e 36 espécies pertencentes aos biomas do Cerrado e da Amazônia, mas não foi possível ter uma noção completa da parcela de cada bioma representada neste ecótono de transição savana-floresta, uma vez que as amostras não foram suficientes para o levantamento exaustivo da riqueza de Scarabaeidae. A ordenação mostrou uma tendência de agrupamento das florestas contínuas e de separação destas das ilhas de floresta. Apesar de o levantamento ter registrado um maior número de espécies nas ilhas de floresta que nas áreas de floresta contínua, as comunidades apresentaram um forte padrão hierárquico [P (T< 14,87°)<0,001], indicando que nas ilhas estão persistindo apenas uma parcela do total de espécies da região. Não foi encontrada uma relação entre a composição de Scarabaeidae e o tamanho e a forma das ilhas de floresta. Mas foi encontrada uma relação significativa entre a composição (eixo 1) e o isolamento (F=5,363, P=0,031) e a composição (eixo 1) e o número de árvores (DAP > 5 cm) (F=6,103, P=0,012, corrigido por Bonferroni). O número de árvores de cada local de amostragem foi relacionado com a proximidade de estradas (0,658), o que reforça a idéia de que as estradas estão contribuindo para mudanças na estrutura da vegetação, que por sua vez tem um efeito sobre a fauna de Scarabaeidae.

Molecular and cytogenetic analyses of cryptic species within the Synbranchus marmoratus Bloch, 1795 (Synbranchiformes: Synbranchidae) grouping: species delimitations, karyotypic evolution and intraspecific diversification

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

Grouping of countries according to indicators of standard of living

The position of 125 countries is studied on the basis of a collection of 26 basic, health, economic and educational indicators. Multivariate statistical methods were used, including Cluster Analysis, Principal Component Analysis and Multivariate Analysis of Variance. The most discriminating variables were life expectancy the child mortality rate, the mortality rate of children of less than five years of age, the birth and fertility rates and the high-school female matriculation rate. The first principal component was interpreted as a measure of the living standard which made it possible to place the countries in order. Five clusters of countries are suggested.

Same-Destination-Intermediate Grouping vs. End-to-End Grouping for Waveband Switching in WDM Mesh Networks

We investigate waveband switching (WBS) with different grouping strategies in wavelength-division multiplexing (WDM) mesh networks. End-to-end waveband switching (ETEWBS) and same-destination-intermediate waveband switching (SD-IT-WBS) are analyzed and compared in terms of blocking probability and cost savings. First, an analytical model for ETEWBS is proposed to determine the network blocking probability in a mesh network. For SD-IT-WBS, a simple waveband switching algorithm is presented. An analytical model to determine the network blocking probability is proposed for SD-IT-WBS based on the algorithm. The analytical results are validated by comparing with simulation results. Both results match well and show that ETE-WBS slightly outperforms SD-IT-WBS in terms of blocking probability. On the other hand, simulation results show that SD-IT-WBS outperforms ETE-WBS in terms of cost savings.

Evaluating Measurement Invariance with Censored Ordinal Data: A Monte Carlo Comparison of Alternative Model Estimators and Scales of Measurement

Evaluations of measurement invariance provide essential construct validity evidence. However, the quality of such evidence is partly dependent upon the validity of the resulting statistical conclusions. The presence of Type I or Type II errors can render measurement invariance conclusions meaningless. The purpose of this study was to determine the effects of categorization and censoring on the behavior of the chi-square/likelihood ratio test statistic and two alternative fit indices (CFI and RMSEA) under the context of evaluating measurement invariance. Monte Carlo simulation was used to examine Type I error and power rates for the (a) overall test statistic/fit indices, and (b) change in test statistic/fit indices. Data were generated according to a multiple-group single-factor CFA model across 40 conditions that varied by sample size, strength of item factor loadings, and categorization thresholds. Seven different combinations of model estimators (ML, Yuan-Bentler scaled ML, and WLSMV) and specified measurement scales (continuous, censored, and categorical) were used to analyze each of the simulation conditions. As hypothesized, non-normality increased Type I error rates for the continuous scale of measurement and did not affect error rates for the categorical scale of measurement. Maximum likelihood estimation combined with a categorical scale of measurement resulted in more correct statistical conclusions than the other analysis combinations. For the continuous and censored scales of measurement, the Yuan-Bentler scaled ML resulted in more correct conclusions than normal-theory ML. The censored measurement scale did not offer any advantages over the continuous measurement scale. Comparing across fit statistics and indices, the chi-square-based test statistics were preferred over the alternative fit indices, and ΔRMSEA was preferred over ΔCFI. Results from this study should be used to inform the modeling decisions of applied researchers. However, no single analysis combination can be recommended for all situations. Therefore, it is essential that researchers consider the context and purpose of their analyses.