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.

Asymptotic Skewness in Exponential Family Nonlinear Models

In this article, we give an asymptotic formula of order n(-1/2), where n is the sample size, for the skewness of the distributions of the maximum likelihood estimates of the parameters in exponencial family nonlinear models. We generalize the result by Cordeiro and Cordeiro ( 2001). The formula is given in matrix notation and is very suitable for computer implementation and to obtain closed form expressions for a great variety of models. Some special cases and two applications are discussed.

Skovgaard`s adjustment to likelihood ratio tests in exponential family nonlinear models

Likelihood ratio tests can be substantially size distorted in small- and moderate-sized samples. In this paper, we apply Skovgaard`s [Skovgaard, I.M., 2001. Likelihood asymptotics. Scandinavian journal of Statistics 28, 3-321] adjusted likelihood ratio statistic to exponential family nonlinear models. We show that the adjustment term has a simple compact form that can be easily implemented from standard statistical software. The adjusted statistic is approximately distributed as X(2) with high degree of accuracy. It is applicable in wide generality since it allows both the parameter of interest and the nuisance parameter to be vector-valued. Unlike the modified profile likelihood ratio statistic obtained from Cox and Reid [Cox, D.R., Reid, N., 1987. Parameter orthogonality and approximate conditional inference. journal of the Royal Statistical Society B49, 1-39], the adjusted statistic proposed here does not require an orthogonal parameterization. Numerical comparison of likelihood-based tests of varying dispersion favors the test we propose and a Bartlett-corrected version of the modified profile likelihood ratio test recently obtained by Cysneiros and Ferrari [Cysneiros, A.H.M.A., Ferrari, S.L.P., 2006. An improved likelihood ratio test for varying dispersion in exponential family nonlinear models. Statistics and Probability Letters 76 (3), 255-265]. (C) 2008 Elsevier B.V. All rights reserved.

Stability and Hopf bifurcation in an hexagonal governor system

In this paper we study the Lyapunov stability and the Hopf bifurcation in a system coupling an hexagonal centrifugal governor with a steam engine. Here are given sufficient conditions for the stability of the equilibrium state and of the bifurcating periodic orbit. These conditions are expressed in terms of the physical parameters of the system, and hold for parameters outside a variety of codimension two. (C) 2007 Elsevier Ltd. All rights reserved.

Stability of periodic optical solitons for a nonlinear Schrodinger system

This paper is concerned with the existence and nonlinear stability of periodic travelling-wave solutions for a nonlinear Schrodinger-type system arising in nonlinear optics. We show the existence of smooth curves of periodic solutions depending on the dnoidal-type functions. We prove stability results by perturbations having the same minimal wavelength, and instability behaviour by perturbations of two or more times the minima period. We also establish global well posedness for our system by using Bourgain`s approach.

Generalized solutions of a nonlinear parabolic equation with generalized functions as initial data

In [H. Brezis, A. Friedman, Nonlinear parabolic equations involving measures as initial conditions, J. Math. Pure Appl. (9) (1983) 73-97.] Brezis and Friedman prove that certain nonlinear parabolic equations, with the delta-measure as initial data, have no solution. However in [J.F. Colombeau, M. Langlais, Generalized solutions of nonlinear parabolic equations with distributions as initial conditions, J. Math. Anal. Appl (1990) 186-196.] Colombeau and Langlais prove that these equations have a unique solution even if the delta-measure is substituted by any Colombeau generalized function of compact support. Here we generalize Colombeau and Langlais` result proving that we may take any generalized function as the initial data. Our approach relies on recent algebraic and topological developments of the theory of Colombeau generalized functions and results from [J. Aragona, Colombeau generalized functions on quasi-regular sets, Publ. Math. Debrecen (2006) 371-399.]. (C) 2009 Elsevier Ltd. All rights reserved.

A characterisation of the Hoffman-Wohlgemuth surfaces in terms of their symmetries

For an embedded singly periodic minimal surface (M) over tilde with genus rho >= 4 and annular ends, some weak symmetry hypotheses imply its congruence with one of the Hoffman-Wohlgemuth examples. We give a very geometrical proof of this fact, along which they come out many valuable clues for the understanding of these surfaces.

Influence diagnostics in Birnbaum-Saunders nonlinear regression models

We consider the issue of assessing influence of observations in the class of Birnbaum-Saunders nonlinear regression models, which is useful in lifetime data analysis. Our results generalize those in Galea et al. [8] which are confined to Birnbaum-Saunders linear regression models. Some influence methods, such as the local influence, total local influence of an individual and generalized leverage are discussed. Additionally, the normal curvatures for studying local influence are derived under some perturbation schemes. We also give an application to a real fatigue data set.

A note on influence diagnostics in nonlinear mixed-effects elliptical models

This paper provides general matrix formulas for computing the score function, the (expected and observed) Fisher information and the A matrices (required for the assessment of local influence) for a quite general model which includes the one proposed by Russo et al. (2009). Additionally, we also present an expression for the generalized leverage on fixed and random effects. The matrix formulation has notational advantages, since despite the complexity of the postulated model, all general formulas are compact, clear and have nice forms. (C) 2010 Elsevier B.V. All rights reserved.

Asymptotic skewness in Birnbaum-Saunders nonlinear regression models

The family of distributions proposed by Birnbaum and Saunders (1969) can be used to model lifetime data and it is widely applicable to model failure times of fatiguing materials. We give a simple matrix formula of order n(-1/2), where n is the sample size, for the skewness of the distributions of the maximum likelihood estimates of the parameters in Birnbaum-Saunders nonlinear regression models, recently introduced by Lemonte and Cordeiro (2009). The formula is quite suitable for computer implementation, since it involves only simple operations on matrices and vectors, in order to obtain closed-form skewness in a wide range of nonlinear regression models. Empirical and real applications are analyzed and discussed. (C) 2010 Elsevier B.V. All rights reserved.

Birnbaum-Saunders nonlinear regression models

We introduce, for the first time, a new class of Birnbaum-Saunders nonlinear regression models potentially useful in lifetime data analysis. The class generalizes the regression model described by Rieck and Nedelman [Rieck, J.R., Nedelman, J.R., 1991. A log-linear model for the Birnbaum-Saunders distribution. Technometrics 33, 51-60]. We discuss maximum-likelihood estimation for the parameters of the model, and derive closed-form expressions for the second-order biases of these estimates. Our formulae are easily computed as ordinary linear regressions and are then used to define bias corrected maximum-likelihood estimates. Some simulation results show that the bias correction scheme yields nearly unbiased estimates without increasing the mean squared errors. Two empirical applications are analysed and discussed. Crown Copyright (C) 2009 Published by 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.

Thermo-solvatochromism of merocyanine polarity probes - What are the consequences of increasing probe lipophilicity through annelation?

The question raised in the title has been answered by comparing the solvatochromism of two series of polarity probes, the lipophilicities of which were increased either by increasing the length of an alkyl group (R) attached to a fixed pyridine-based structure or through annelation (i.e., by fusing benzene rings onto a central pyridine-based structure). The following novel solvatochromic probes were synthesized: 2,6-dibromo-4-[(E)-2-(1-methylquinolinium-4-yl)ethenyl]-phenolate (MeQMBr(2)) and 2,6-dibromo-4-[(E)-2-(1-methyl-acridinium-4- yl) ethenyl)]phenolate (MeAMBr(2) The solvatochromic behavior of these probes, along with that of 2,6dibromo-4-[(E)-2-(1-methylpyridinium-4-yl)ethenyl]phenol-ate(MePMBr(2)) was analyzed in terms of increasing probe lipophilicity, through annelation. Values of the empirical solvent polarity scale [E(T)(MePMBr(2))] in kcalmol(-1) correlated linearly with ET(30), the corresponding values for the extensively employed probe 2,6-diphenyl-4-(2,4,6-triphenylpyridinium-1-yl)phenolate (RB). On the other hand, the nonlinear correlations of ET(MeQMBr(2)) or ET(MeAMBr(2)) with E(T)(30) are described by second-order polynomials. Possible reasons for this behavior include: i) self-aggregation of the probe, ii) photoinduced cis/trans isomerization of the dye, and iii) probe structure- and solvent-dependent contributions of the quinonoid and zwitterionic limiting formulas to the ground and excited states of the probe. We show that mechanisms (i) and (ii) are not operative under the experimental conditions employed; experimental evidence (NMR) and theoretical calculations are presented to support the conjecture that the length of the central ethenylic bond in the dye increases in the order MeAMBr(2) > MeQMBr(2) > MePMBr(2), That is, the contribution of the zwitterionic limiting formula predominates for the latter probe, as is also the case for RB, this being the reason for the observed linear correlation between the ET(MePMBr2) and the ET(30) scales. The effect of increasing probe lipophilicity on solvatochromic behavior therefore depends on the strategy employed. Increasing the length of R affects solvatochromism much less than annelation, because the former structural change hardly perturbs the energy of the intramolecular charge-transfer transition responsible for solvatochromism. The thermo-solvatochromic behavior (effect of temperature on solvatochromism) of the three probes was studied in mixtures of water with propanol and/or with DMSO. The solvation model used explicitly considers the presence of three ""species"" in the system: bulk solution and probe solvation shell [namely, water (W), organic solvent (Solv)], and solvent-water hydrogen-bonded aggregate (Solv-W). For aqueous propanol, the probe is efficiently solvated by Solv-W; the strong interaction of DMSO with W drastically decreases the efficiency of Solv-W in solvating the probe, relative to its precursor solvents. Temperature increases resulted in desolvation of the probes, due to the concomitant reduction in the structured characters of the components of the binary mixtures.

Short terms effects of air pollution from biomass burning in mucociliary clearance of Brazilian sugarcane cutters

Nasal mucociliary system is the first line of defense of the upper airways and may be affected acutely by exposure to particulate matter (PM) from biomass burning. Several epidemiologic studies have demonstrated a consistent association between levels of air pollution from biomass burning with increases in hospitalization for respiratory diseases and mortality. To determine the acute effects of exposure to particulate matter from biomass burning in nasal mucociliary transport by saccharin transit time (STT) test, we studied thirty-three non-smokers and twelve light smokers sugarcane cutters in two periods: pre-harvest season and 4 h after harvest at the first day after biomass burning. Lung function, exhaled carbon monoxide (CO), nasal symptoms questionnaire and mucociliary clearance (MC) were assessed. Exhaled CO was increased in smokers compared to non-smokers but did not change significantly after harvest. In contrast, SIT was similar between smokers and non-smokers and decreased significantly after harvest in both groups (p < 0.001). Exposure to PM from biomass burning did not influence nasal symptoms. Our results suggest that acute exposure to particulate matter from sugarcane burned affects mucociliary clearance in smokers and non-smokers workers in the absence of symptoms. (C) 2011 Elsevier Ltd. All rights reserved.

Scholarly E-book Across Disciplines: Content Analysis of Usage Reports and Search Terms

This presentation was offered as part of the CUNY Library Assessment Conference, Reinventing Libraries: Reinventing Assessment, held at the City University of New York in June 2014.