907 resultados para Maximum-likelihood-estimation
Resumo:
In this paper we extend partial linear models with normal errors to Student-t errors Penalized likelihood equations are applied to derive the maximum likelihood estimates which appear to be robust against outlying observations in the sense of the Mahalanobis distance In order to study the sensitivity of the penalized estimates under some usual perturbation schemes in the model or data the local influence curvatures are derived and some diagnostic graphics are proposed A motivating example preliminary analyzed under normal errors is reanalyzed under Student-t errors The local influence approach is used to compare the sensitivity of the model estimates (C) 2010 Elsevier B V All rights reserved
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When missing data occur in studies designed to compare the accuracy of diagnostic tests, a common, though naive, practice is to base the comparison of sensitivity, specificity, as well as of positive and negative predictive values on some subset of the data that fits into methods implemented in standard statistical packages. Such methods are usually valid only under the strong missing completely at random (MCAR) assumption and may generate biased and less precise estimates. We review some models that use the dependence structure of the completely observed cases to incorporate the information of the partially categorized observations into the analysis and show how they may be fitted via a two-stage hybrid process involving maximum likelihood in the first stage and weighted least squares in the second. We indicate how computational subroutines written in R may be used to fit the proposed models and illustrate the different analysis strategies with observational data collected to compare the accuracy of three distinct non-invasive diagnostic methods for endometriosis. The results indicate that even when the MCAR assumption is plausible, the naive partial analyses should be avoided.
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We review some issues related to the implications of different missing data mechanisms on statistical inference for contingency tables and consider simulation studies to compare the results obtained under such models to those where the units with missing data are disregarded. We confirm that although, in general, analyses under the correct missing at random and missing completely at random models are more efficient even for small sample sizes, there are exceptions where they may not improve the results obtained by ignoring the partially classified data. We show that under the missing not at random (MNAR) model, estimates on the boundary of the parameter space as well as lack of identifiability of the parameters of saturated models may be associated with undesirable asymptotic properties of maximum likelihood estimators and likelihood ratio tests; even in standard cases the bias of the estimators may be low only for very large samples. We also show that the probability of a boundary solution obtained under the correct MNAR model may be large even for large samples and that, consequently, we may not always conclude that a MNAR model is misspecified because the estimate is on the boundary of the parameter space.
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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.
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In this article, we study a new class of non negative distributions generated by the symmetric distributions around zero. For the special case of the distribution generated using the normal distribution, properties like moments generating function, stochastic representation, reliability connections, and inference aspects using methods of moments and maximum likelihood are studied. Moreover, a real data set is analyzed, illustrating the fact that good fits can result.
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Birnbaum-Saunders models have largely been applied in material fatigue studies and reliability analyses to relate the total time until failure with some type of cumulative damage. In many problems related to the medical field, such as chronic cardiac diseases and different types of cancer, a cumulative damage caused by several risk factors might cause some degradation that leads to a fatigue process. In these cases, BS models can be suitable for describing the propagation lifetime. However, since the cumulative damage is assumed to be normally distributed in the BS distribution, the parameter estimates from this model can be sensitive to outlying observations. In order to attenuate this influence, we present in this paper BS models, in which a Student-t distribution is assumed to explain the cumulative damage. In particular, we show that the maximum likelihood estimates of the Student-t log-BS models attribute smaller weights to outlying observations, which produce robust parameter estimates. Also, some inferential results are presented. In addition, based on local influence and deviance component and martingale-type residuals, a diagnostics analysis is derived. Finally, a motivating example from the medical field is analyzed using log-BS regression models. Since the parameter estimates appear to be very sensitive to outlying and influential observations, the Student-t log-BS regression model should attenuate such influences. The model checking methodologies developed in this paper are used to compare the fitted models.
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We analyze data obtained from a study designed to evaluate training effects on the performance of certain motor activities of Parkinson`s disease patients. Maximum likelihood methods were used to fit beta-binomial/Poisson regression models tailored to evaluate the effects of training on the numbers of attempted and successful specified manual movements in 1 min periods, controlling for disease stage and use of the preferred hand. We extend models previously considered by other authors in univariate settings to account for the repeated measures nature of the data. The results suggest that the expected number of attempts and successes increase with training, except for patients with advanced stages of the disease using the non-preferred hand. Copyright (c) 2008 John Wiley & Sons, Ltd.
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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.
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This paper derives the second-order biases Of maximum likelihood estimates from a multivariate normal model where the mean vector and the covariance matrix have parameters in common. We show that the second order bias can always be obtained by means of ordinary weighted least-squares regressions. We conduct simulation studies which indicate that the bias correction scheme yields nearly unbiased estimators. (C) 2009 Elsevier B.V. All rights reserved.
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The mitochondrial genome of the chytrid Blastocladiella emersonii was sequenced and annotated, revealing the complete set of oxidative phosphorylation genes and tRNAs/rRNAs necessary for the translation process. Phylogenetic reconstructions reinforce the proposal of the new phylum Blastocladiomycota. Evidences of gene duplication due to inserted elements suggest shared susceptibility to gene invasion/exchange between chytrids and zygomycetes. The gene content of B. emersonii is very similar to Allomyces macrogynus but the content of intronic and changeable elements is much lower suggesting a stronger resistance to this kind of exchange. in addition, a total of 401 potential nuclear transcripts encoding mitochondrial proteins were obtained after B. emersonii EST database scanning using Saccharomyces cerevisiae, Homo sapiens and Arabidopsis thaliana data as probes and TargetP tool to find N-terminal mitochondrial signal in translated sequences. (c) 2008 Elsevier B.V. All rights reserved.
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ABSTRACT World Heritage sites provide a glimpse into the stories and civilizations of the past. There are currently 1007 unique World Heritage properties with 779 being classified as cultural sites, 197 as natural sites, and 31 falling into the categories of both cultural and natural sites (UNESCO & World Heritage Centre, 1992-2015). However, of these 1007 World Heritage sites, at least 46 are categorized as in danger and this number continues to grow. These unique and irreplaceable sites are exceptional because of their universality. Consequently, since World Heritage sites belong to all the people of the world and provide inspiration and admiration to all who visit them, it is our responsibility to help preserve these sites. The key form of preservation involves the individual monitoring of each site over time. While traditional methods are still extremely valuable, more recent advances in the field of geographic and spatial technologies including geographic information systems (GIS), laser scanning, and remote sensing, are becoming more beneficial for the monitoring and overall safeguarding of World Heritage sites. Through the employment and analysis of more accurately detailed spatial data, World Heritage sites can be better managed. There is a strong urgency to protect these sites. The purpose of this thesis is to describe the importance of taking care of World Heritage sites and to depict a way in which spatial technologies can be used to monitor and in effect preserve World Heritage sites through the utilization of remote sensing imagery. The research conducted in this thesis centers on the Everglades National Park, a World Heritage site that is continually affected by changes in vegetation. Data used include Landsat satellite imagery that dates from 2001-2003, the Everglades' boundaries shapefile, and Google Earth imagery. In order to conduct the in-depth analysis of vegetation change within the selected World Heritage site, three main techniques were performed to study changes found within the imagery. These techniques consist of conducting supervised classification for each image, incorporating a vegetation index known as Normalized Vegetation Index (NDVI), and utilizing the change detection tool available in the Environment for Visualizing Images (ENVI) software. With the research and analysis conducted throughout this thesis, it has been shown that within the three year time span (2001-2003), there has been an overall increase in both areas of barren soil (5.760%) and areas of vegetation (1.263%) with a decrease in the percentage of areas classified as sparsely vegetated (-6.987%). These results were gathered through the use of the maximum likelihood classification process available in the ENVI software. The results produced by the change detection tool which further analyzed vegetation change correlate with the results produced by the classification method. As well, by utilizing the NDVI method, one is able to locate changes by selecting a specific area and comparing the vegetation index generated for each date. It has been found that through the utilization of remote sensing technology, it is possible to monitor and observe changes featured within a World Heritage site. Remote sensing is an extraordinary tool that can and should be used by all site managers and organizations whose goal it is to preserve and protect World Heritage sites. Remote sensing can be used to not only observe changes over time, but it can also be used to pinpoint threats within a World Heritage site. World Heritage sites are irreplaceable sources of beauty, culture, and inspiration. It is our responsibility, as citizens of this world, to guard these treasures.
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Um total de 201 seqüências de DNA, de 50 espécies pertencentes a 32 gêneros e 12 famílias, foi investigado através do método da máxima verossimilhança para identificar, nas proteínas respectivas, possíveis códons nos quais estivesse ocorrendo seleção positiva. Foram considerados 15 tipos de proteínas relacionadas à patogênese (PR1-PR15), quanto a 14 modelos diferentes de seleção. Tanto quanto se possa avaliar, não há qualquer estudo disponível na literatura que tenha examinado de maneira homogênea tal número de seqüências de forma tão abrangente.
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The most widely used updating rule for non-additive probalities is the Dempster-Schafer rule. Schmeidles and Gilboa have developed a model of decision making under uncertainty based on non-additive probabilities, and in their paper “Updating Ambiguos Beliefs” they justify the Dempster-Schafer rule based on a maximum likelihood procedure. This note shows in the context of Schmeidler-Gilboa preferences under uncertainty, that the Dempster-Schafer rule is in general not ex-ante optimal. This contrasts with Brown’s result that Bayes’ rule is ex-ante optimal for standard Savage preferences with additive probabilities.
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Este trabalho examinou as características de carteiras compostas por ações e otimizadas segundo o critério de média-variância e formadas através de estimativas robustas de risco e retorno. A motivação para isto é a distribuição típica de ativos financeiros (que apresenta outliers e mais curtose que a distribuição normal). Para comparação entre as carteiras, foram consideradas suas propriedades: estabilidade, variabilidade e os índices de Sharpe obtidos pelas mesmas. O resultado geral mostra que estas carteiras obtidas através de estimativas robustas de risco e retorno apresentam melhoras em sua estabilidade e variabilidade, no entanto, esta melhora é insuficiente para diferenciar os índices de Sharpe alcançados pelas mesmas das carteiras obtidas através de método de máxima verossimilhança para estimativas de risco e retorno.
Resumo:
Cultivos celulares podem ser utilizados para isolamento viral, caracterização de novas amostras virais e produção de imunobiológicos. Podem ser empregados cultivos celulares primários, secundários ou de linha. Estes últimos podem ser obtidos pela transformação física, química ou biológica de cultivos primários ou secundários. Para verificar a interação entre células transformadas com o Ag T do vírus símio 40 (SV40) e os Lentivírus de Pequenos Ruminantes (SRLV), amostras brasileiras de SRLV foram utilizadas para inoculação em cultivos celulares de membrana sinovial ovina transformados pelo Ag T e comparadas à amostras inoculadas em cultivos não transformados. Inicialmente, as células transformadas pelo Ag T foram caracterizadas e observou-se um aumento na cinética de crescimento e alterações no cariótipo, provavelmente induzidas pela presença do Ag T. Este foi detectado por PCR no núcleo e no citoplasma das células transformadas e sua expressão, confirmada através de RT-PCR. A fim de avaliar a permissividade e a possível seleção de populações virais em células transformadas, dois isolados, um de maedi-visna dos ovinos e um de artrite-encefalite caprina, foram inoculados em células MSO e TMSOpSV1. Através da análise de sequências dos genes gag e env e LTR obtidos por PCR, procurou-se avaliar a variabilidade viral em função do tipo de célula utilizada. Analisando-se as seqüências obtidas pelo método de Maximum Likelihood, embora tenha sido observada variabilidade viral, esta não estava associada ao tipo celular utilizado para inoculação viral.