818 resultados para Robust Regression
Resumo:
Regression coefficients specify the partial effect of a regressor on the dependent variable. Sometimes the bivariate or limited multivariate relationship of that regressor variable with the dependent variable is known from population-level data. We show here that such population- level data can be used to reduce variance and bias about estimates of those regression coefficients from sample survey data. The method of constrained MLE is used to achieve these improvements. Its statistical properties are first described. The method constrains the weighted sum of all the covariate-specific associations (partial effects) of the regressors on the dependent variable to equal the overall association of one or more regressors, where the latter is known exactly from the population data. We refer to those regressors whose bivariate or limited multivariate relationships with the dependent variable are constrained by population data as being ‘‘directly constrained.’’ Our study investigates the improvements in the estimation of directly constrained variables as well as the improvements in the estimation of other regressor variables that may be correlated with the directly constrained variables, and thus ‘‘indirectly constrained’’ by the population data. The example application is to the marital fertility of black versus white women. The difference between white and black women’s rates of marital fertility, available from population-level data, gives the overall association of race with fertility. We show that the constrained MLE technique both provides a far more powerful statistical test of the partial effect of being black and purges the test of a bias that would otherwise distort the estimated magnitude of this effect. We find only trivial reductions, however, in the standard errors of the parameters for indirectly constrained regressors.
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This paper proposes three new hybrid mechanisms for the scheduling of grid tasks, which integrate reactive and proactive approaches. They differ by the scheduler used to define the initial schedule of an application and by the scheduler used to reschedule the application. The mechanisms are compared to reactive and proactive mechanisms. Results show that hybrid approach produces performance close to that of the reactive mechanisms, but demanding less migrations.
Resumo:
The study introduces a new regression model developed to estimate the hourly values of diffuse solar radiation at the surface. The model is based on the clearness index and diffuse fraction relationship, and includes the effects of cloud (cloudiness and cloud type), traditional meteorological variables (air temperature, relative humidity and atmospheric pressure observed at the surface) and air pollution (concentration of particulate matter observed at the surface). The new model is capable of predicting hourly values of diffuse solar radiation better than the previously developed ones (R-2 = 0.93 and RMSE = 0.085). A simple version with a large applicability is proposed that takes into consideration cloud effects only (cloudiness and cloud height) and shows a R-2 = 0.92. (C) 2011 Elsevier Ltd. All rights reserved.
Resumo:
In general the term "Lagrangian coherent structure" (LCS) is used to make reference about structures whose properties are similar to a time-dependent analog of stable and unstable manifolds from a hyperbolic fixed point in Hamiltonian systems. Recently, the term LCS was used to describe a different type of structure, whose properties are similar to those of invariant tori in certain classes of two-dimensional incompressible flows. A new kind of LCS was obtained. It consists of barriers, called robust tori that block the trajectories in certain regions of the phase space. We used the Double-Gyre Flow system as the model. In this system, the robust tori play the role of a skeleton for the dynamics and block, horizontally, vortices that come from different parts of the phase space. (C) 2012 Elsevier B.V. All rights reserved.
Resumo:
This work addresses the solution to the problem of robust model predictive control (MPC) of systems with model uncertainty. The case of zone control of multi-variable stable systems with multiple time delays is considered. The usual approach of dealing with this kind of problem is through the inclusion of non-linear cost constraint in the control problem. The control action is then obtained at each sampling time as the solution to a non-linear programming (NLP) problem that for high-order systems can be computationally expensive. Here, the robust MPC problem is formulated as a linear matrix inequality problem that can be solved in real time with a fraction of the computer effort. The proposed approach is compared with the conventional robust MPC and tested through the simulation of a reactor system of the process industry.
Resumo:
In this paper, we propose a cure rate survival model by assuming the number of competing causes of the event of interest follows the Geometric distribution and the time to event follow a Birnbaum Saunders distribution. We consider a frequentist analysis for parameter estimation of a Geometric Birnbaum Saunders model with cure rate. Finally, to analyze a data set from the medical area. (C) 2011 Elsevier B.V. All rights reserved.
Resumo:
The log-Burr XII regression model for grouped survival data is evaluated in the presence of many ties. The methodology for grouped survival data is based on life tables, where the times are grouped in k intervals, and we fit discrete lifetime regression models to the data. The model parameters are estimated by maximum likelihood and jackknife methods. To detect influential observations in the proposed model, diagnostic measures based on case deletion, so-called global influence, and influence measures based on small perturbations in the data or in the model, referred to as local influence, are used. In addition to these measures, the total local influence and influential estimates are also used. We conduct Monte Carlo simulation studies to assess the finite sample behavior of the maximum likelihood estimators of the proposed model for grouped survival. A real data set is analyzed using a regression model for grouped data.
Resumo:
In this paper we obtain asymptotic expansions, up to order n(-1/2) and under a sequence of Pitman alternatives, for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of symmetric linear regression models. This is a wide class of models which encompasses the t model and several other symmetric distributions with longer-than normal tails. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters. Furthermore, in order to compare the finite-sample performance of these tests in this class of models, Monte Carlo simulations are presented. An empirical application to a real data set is considered for illustrative purposes. (C) 2011 Elsevier B.V. All rights reserved.
Resumo:
Estimates of evapotranspiration on a local scale is important information for agricultural and hydrological practices. However, equations to estimate potential evapotranspiration based only on temperature data, which are simple to use, are usually less trustworthy than the Food and Agriculture Organization (FAO)Penman-Monteith standard method. The present work describes two correction procedures for potential evapotranspiration estimates by temperature, making the results more reliable. Initially, the standard FAO-Penman-Monteith method was evaluated with a complete climatologic data set for the period between 2002 and 2006. Then temperature-based estimates by Camargo and Jensen-Haise methods have been adjusted by error autocorrelation evaluated in biweekly and monthly periods. In a second adjustment, simple linear regression was applied. The adjusted equations have been validated with climatic data available for the Year 2001. Both proposed methodologies showed good agreement with the standard method indicating that the methodology can be used for local potential evapotranspiration estimates.
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It is well known that control systems are the core of electronic differential systems (EDSs) in electric vehicles (EVs)/hybrid HEVs (HEVs). However, conventional closed-loop control architectures do not completely match the needed ability to reject noises/disturbances, especially regarding the input acceleration signal incoming from the driver's commands, which makes the EDS (in this case) ineffective. Due to this, in this paper, a novel EDS control architecture is proposed to offer a new approach for the traction system that can be used with a great variety of controllers (e. g., classic, artificial intelligence (AI)-based, and modern/robust theory). In addition to this, a modified proportional-integral derivative (PID) controller, an AI-based neuro-fuzzy controller, and a robust optimal H-infinity controller were designed and evaluated to observe and evaluate the versatility of the novel architecture. Kinematic and dynamic models of the vehicle are briefly introduced. Then, simulated and experimental results were presented and discussed. A Hybrid Electric Vehicle in Low Scale (HELVIS)-Sim simulation environment was employed to the preliminary analysis of the proposed EDS architecture. Later, the EDS itself was embedded in a dSpace 1103 high-performance interface board so that real-time control of the rear wheels of the HELVIS platform was successfully achieved.
Resumo:
Objective: To estimate the prevalence of anemia and analyze the factors associated with anemia in elderly residents of long-term care institutions. Methods: This cross-sectional study was performed in male and female elderly volunteers selected in a two-stage random sampling from long-term care institutions in the city of Maringa, Brazil (2008). A diagnosis of anemia was based on the plasma hemoglobin concentration. The independent variables analyzed were gender, age, time of residence at an institution, body mass index, and serum iron and albumin concentrations. The association between anemia and the variables was assessed using the Poisson regression with robust variance in unadjusted and adjusted analyses, considering a complex sample and a significance level of 5%. Results: The sample included 124 adults older than 60 y residing in long-term care institutions (53.0% female). The prevalence of anemia was 29% and was not significantly associated with gender, serum iron concentration, time of residence at an institution, or body mass index. Conversely, hypoalbuminemia was considered a risk factor for anemia. Conclusion: There is a high prevalence of anemia in the institutionalized elderly and hypoalbuminemia is a factor associated with this outcome. Interventions are necessary to promote improvements in the health and welfare of this population. (C) 2012 Published by Elsevier Inc.
Resumo:
In this paper, a new family of survival distributions is presented. It is derived by considering that the latent number of failure causes follows a Poisson distribution and the time for these causes to be activated follows an exponential distribution. Three different activation schemes are also considered. Moreover, we propose the inclusion of covariates in the model formulation in order to study their effect on the expected value of the number of causes and on the failure rate function. Inferential procedure based on the maximum likelihood method is discussed and evaluated via simulation. The developed methodology is illustrated on a real data set on ovarian cancer.
Resumo:
Background: Few studies have been conducted on the association between perinatal and early life factors with childhood depression and results are conflicting. Our aim was to estimate the prevalence and perinatal and early life factors associated with symptoms of depression in children aged 7 to 11 years from two Brazilian birth cohorts. Methods: The study was conducted on 1444 children whose data were collected at birth and at school age, in 1994 and 2004/2005 in Ribeirao Preto, where they were aged 10-11 years and in 1997/98 and 2005/06 in Sao Luis, where children were aged 7-9 years. Depressive symptoms were investigated with the Child Depression Inventory (CDI), categorized as yes (score >= 20) and no (score < 20). Adjusted and non-adjusted prevalence ratios (PR) were estimated by Poisson regression with robust estimation of the standard errors. Results: The prevalence of depressive symptoms was 3.9% (95% CI = 2.5-5.4) in Ribeirao Preto and 13.7% (95% CI = 11.0-16.4) in Sao Luis. In the adjusted analysis, in Ribeirao Preto, low birth weight (PR = 3.98; 95% CI = 1.72-9.23), skilled and semi-skilled manual occupation (PR = 5.30; 95% CI = 1.14-24.76) and unskilled manual occupation and unemployment (PR = 6.65; 95% CI = 1.16-38.03) of the household head were risk factors for depressive symptoms. In Sao Luis, maternal schooling of 0-4 years (PR = 2.39; 95% CI = 1.31-4.34) and of 5 to 8 years (PR = 1.80; 95% CI = 1.08-3.01), and paternal age < 20 years (PR = 1.92; 95% CI = 1.02-3.61), were independent risk factors for depressive symptoms. Conclusions: The prevalence of depressive symptoms was much higher in the less developed city, Sao Luis, than in the more developed city, Ribeirao Preto, and than those reported in several international studies. Low socioeconomic level was associated with depressive symptoms in both cohorts. Low paternal age was a risk factor for depressive symptoms in the less developed city, Sao Luis, whereas low birth weight was a risk factor for depressive symptoms in the more developed city, Ribeirao Preto.
Resumo:
Background: We aimed to investigate the performance of five different trend analysis criteria for the detection of glaucomatous progression and to determine the most frequently and rapidly progressing locations of the visual field. Design: Retrospective cohort. Participants or Samples: Treated glaucoma patients with =8 Swedish Interactive Thresholding Algorithm (SITA)-standard 24-2 visual field tests. Methods: Progression was determined using trend analysis. Five different criteria were used: (A) =1 significantly progressing point; (B) =2 significantly progressing points; (C) =2 progressing points located in the same hemifield; (D) at least two adjacent progressing points located in the same hemifield; (E) =2 progressing points in the same Garway-Heath map sector. Main Outcome Measures: Number of progressing eyes and false-positive results. Results: We included 587 patients. The number of eyes reaching a progression endpoint using each criterion was: A = 300 (51%); B = 212 (36%); C = 194 (33%); D = 170 (29%); and E = 186 (31%) (P = 0.03). The numbers of eyes with positive slopes were: A = 13 (4.3%); B = 3 (1.4%); C = 3 (1.5%); D = 2 (1.1%); and E = 3 (1.6%) (P = 0.06). The global slopes for progressing eyes were more negative in Groups B, C and D than in Group A (P = 0.004). The visual field locations that progressed more often were those in the nasal field adjacent to the horizontal midline. Conclusions: Pointwise linear regression criteria that take into account the retinal nerve fibre layer anatomy enhances the specificity of trend analysis for the detection glaucomatous visual field progression.
Resumo:
Lemonte and Cordeiro [Birnbaum-Saunders nonlinear regression models, Comput. Stat. Data Anal. 53 (2009), pp. 4441-4452] introduced a class of Birnbaum-Saunders (BS) nonlinear regression models potentially useful in lifetime data analysis. We give a general matrix Bartlett correction formula to improve the likelihood ratio (LR) tests in these models. The formula is simple enough to be used analytically to obtain several closed-form expressions in special cases. Our results generalize those in Lemonte et al. [Improved likelihood inference in Birnbaum-Saunders regressions, Comput. Stat. DataAnal. 54 (2010), pp. 1307-1316], which hold only for the BS linear regression models. We consider Monte Carlo simulations to show that the corrected tests work better than the usual LR tests.