Likelihood ratio tests for variance components in linear mixed models

Although the asymptotic distributions of the likelihood ratio for testing hypotheses of null variance components in linear mixed models derived by Stram and Lee [1994. Variance components testing in longitudinal mixed effects model. Biometrics 50, 1171-1177] are valid, their proof is based on the work of Self and Liang [1987. Asymptotic properties of maximum likelihood estimators and likelihood tests under nonstandard conditions. J. Amer. Statist. Assoc. 82, 605-610] which requires identically distributed random variables, an assumption not always valid in longitudinal data problems. We use the less restrictive results of Vu and Zhou [1997. Generalization of likelihood ratio tests under nonstandard conditions. Ann. Statist. 25, 897-916] to prove that the proposed mixture of chi-squared distributions is the actual asymptotic distribution of such likelihood ratios used as test statistics for null variance components in models with one or two random effects. We also consider a limited simulation study to evaluate the appropriateness of the asymptotic distribution of such likelihood ratios in moderately sized samples. (C) 2008 Elsevier B.V. All rights reserved.

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.

Modifications and Alternatives to the Tests of Levene and Brown & Forsythe for Equality of Variances and Means

The usual tests to compare variances and means (e. g. Bartlett`s test and F-test) assume that the sample comes from a normal distribution. In addition, the test for equality of means requires the assumption of homogeneity of variances. In some situation those assumptions are not satisfied, hence we may face problems like excessive size and low power. In this paper, we describe two tests, namely the Levene`s test for equality of variances, which is robust under nonnormality; and the Brown and Forsythe`s test for equality of means. We also present some modifications of the Levene`s test and Brown and Forsythe`s test, proposed by different authors. We analyzed and applied one modified form of Brown and Forsythe`s test to a real data set. This test is a robust alternative under nonnormality, heteroscedasticity and also when the data set has influential observations. The equality of variance can be well tested by Levene`s test with centering at the sample median.

Some restriction tests in a new class of regression models for proportions

The main purpose of this work is to study the behaviour of Skovgaard`s [Skovgaard, I.M., 2001. Likelihood asymptotics. Scandinavian journal of Statistics 28, 3-32] adjusted likelihood ratio statistic in testing simple hypothesis in a new class of regression models proposed here. The proposed class of regression models considers Dirichlet distributed observations, and the parameters that index the Dirichlet distributions are related to covariates and unknown regression coefficients. This class is useful for modelling data consisting of multivariate positive observations summing to one and generalizes the beta regression model described in Vasconcellos and Cribari-Neto [Vasconcellos, K.L.P., Cribari-Neto, F., 2005. Improved maximum likelihood estimation in a new class of beta regression models. Brazilian journal of Probability and Statistics 19,13-31]. We show that, for our model, Skovgaard`s adjusted likelihood ratio statistics have a simple compact form that can be easily implemented in standard statistical software. The adjusted statistic is approximately chi-squared distributed with a high degree of accuracy. Some numerical simulations show that the modified test is more reliable in finite samples than the usual likelihood ratio procedure. An empirical application is also presented and discussed. (C) 2009 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.

Development of a sequential injection-square wave voltammetry method for determination of paraquat in water samples employing the hanging mercury drop electrode

This work describes the development and optimization of a sequential injection method to automate the determination of paraquat by square-wave voltammetry employing a hanging mercury drop electrode. Automation by sequential injection enhanced the sampling throughput, improving the sensitivity and precision of the measurements as a consequence of the highly reproducible and efficient conditions of mass transport of the analyte toward the electrode surface. For instance, 212 analyses can be made per hour if the sample/standard solution is prepared off-line and the sequential injection system is used just to inject the solution towards the flow cell. In-line sample conditioning reduces the sampling frequency to 44 h(-1). Experiments were performed in 0.10 M NaCl, which was the carrier solution, using a frequency of 200 Hz, a pulse height of 25 mV, a potential step of 2 mV, and a flow rate of 100 mu L s(-1). For a concentration range between 0.010 and 0.25 mg L(-1), the current (i(p), mu A) read at the potential corresponding to the peak maximum fitted the following linear equation with the paraquat concentration (mg L(-1)): ip = (-20.5 +/- 0.3) Cparaquat -(0.02 +/- 0.03). The limits of detection and quantification were 2.0 and 7.0 mu g L(-1), respectively. The accuracy of the method was evaluated by recovery studies using spiked water samples that were also analyzed by molecular absorption spectrophotometry after reduction of paraquat with sodium dithionite in an alkaline medium. No evidence of statistically significant differences between the two methods was observed at the 95% confidence level.

Sequential injection analysis (SIA) and response surface methodology: A versatile small volume approach for optimization of photo-Fenton processes

Optimization of photo-Fenton degradation of copper phthalocyanine blue was achieved by response surface methodology (RSM) constructed with the aid of a sequential injection analysis (SIA) system coupled to a homemade photo-reactor. Highest degradation percentage was obtained at the following conditions [H(2)O(2)]/[phthalocyanine] = 7, [H(2)O(2)]/[FeSO(4)] = 10, pH = 2.5, and stopped flow time in the photo reactor = 30 s. The SIA system was designed to prepare a monosegment containing the reagents and sample, to pump it toward the photo-reactor for the specified time and send the products to a flow-through spectrophotometer for monitoring the color reduction of the dye. Changes in parameters such as reagent molar ratios. residence time and pH were made by modifications in the software commanding the SI system, without the need for physical reconfiguration of reagents around the selection valve. The proposed procedure and system fed the statistical program with degradation data for fast construction of response surface plots. After optimization, 97% of the dye was degraded. (C) 2009 Elsevier B.V. All rights reserved.

In vitro tests to establish LC(50) and discriminating concentrations for fipronil against Rhipicephalus (Boophilus) microplus (Acari: Ixodidae) and their standardization

Laboratory test was carried out on larvae and adults of the cattle tick, Rhipicephalus (Boophilus) microplus, to determine fipronil toxicity. Adult immersion test (AIT, N = 26), larval immersion test (LIT, N = 71) and larval packet test (LPT, N = 41) were standardized using susceptible strain (Mozo). Dose-response curves were compared with a fipronil resistant strain. Four variables were analyzed from AIT results: mortality, weight of eggs on day 7 and on day 14, index of fertility, and index of fecundity. For larval test, dose mortality curves were analyzed. In spite of the high LC(50) variability, all variables determined for AIT were appropriate to discriminate both strains. AIT and LIT had more sensitivity than LPT, with larger resistance factors. It was used two times LC(99.9) as discriminating doses (DCs) following FAO suggestion. For mortality by AIT, LIT and LPT the DCs were estimated: 4.98 ppm, 7.64 ppm and 2365.8 ppm, respectively, for Mozo strain. DCs mortality values estimated for resistant strain by AIT, LIT and LPT were: 6.96 x 10(5) ppm, 343.26 ppm and 5.7 x 10(3) ppm, respectively and their respective resistant factors were: 202.4, 5.36 and 1.52. Protocols for AIT, LIT and LPT have been presented in this paper. (C) 2009 Elsevier B.V. All rights reserved.

Developing a fluorimetric sequential injection methodology to study adsorption/desorption of glyphosate on soil and sediment samples

This paper describes the development of a sequential injection method to automate the fluorimetric determination of glyphosate based on a first step of oxidation to glycine by hypochlorite at 48 degrees C, followed by reaction with the fluorogenic reagent o-phthaldialdehyde in presence of 2-mercaptoethanol in borate buffer (pH > 9) to produce a fluorescent 1-(2`-hydroxyethylthio)-2-N-alkylisoindole. The proposed method has a linear response for glyphosate concentrations between 0.25 and 25.0 mu mol L(-1), with limits of detection and quantification of 0.08 and 0.25 mu mol L(-1), respectively. The sampling rate of the method is 18 samples per hour, consuming only a fraction of reagents consumed by the chromatographic method based on the same chemistry. The method was applied to study adsorption/desorption properties in a soil and in a sediment sample. Adsorption and desorption isotherms were properly fitted by Freundlich and Langmuir equations, leading to adsorption capacities of 1384 +/- 26 and 295 +/- 30 mg kg(-1) for the soil and sediment samples, respectively. These values are consistent with the literature, with the larger adsorption capacity of the soil being explained by its larger content of clay minerals, while the sediment was predominantly sandy. (C) 2011 Elsevier B.V. All rights reserved.

Development of a sequential injection chromatography (SIC) method for determination of simazine, atrazine, and propazine

This paper describes the development of a sequential injection chromatography (SIC) procedure for separation and quantification of the herbicides simazine, atrazine, and propazine exploring the low backpressure of a 2.5 cm long monolithic C(18) column. The separation of the three compounds was achieved in less than 90 s with resolution > 1.5 using a mobile phase composed by ACN/1.25 mmol/L acetate buffer (pH 4.5) at the volumetric ratio of 35:65 and flow rate of 40 mu L/s. Detection was made at 223 nm using a flow cell with 40 mm of optical path length. The LOD was 10 mu g/L for the three triazines and the quantification limits were of 30 mu g/L for simazine and propazine and 40 mu g/L for atrazine. The sampling frequency is 27 samples per hour, consuming 1.1 mL of ACN per analysis. The proposed methodology was applied to spiked water samples and no statistically significant differences were observed in comparison to a conventional HPLC-UV method. The major metabolites of atrazine and other herbicides did not interfere in the analysis, being eluted from the column either together with the unretained peak, or at retention times well-resolved from the studied compounds.

Applying sequential injection analysis (SIA) and response surface methodology for optimization of Fenton-based processes

This work presents the use of sequential injection analysis (SIA) and the response surface methodology as a tool for optimization of Fenton-based processes. Alizarin red S dye (C.I. 58005) was used as a model compound for the anthraquinones family. whose pigments have a large use in coatings industry. The following factors were considered: [H(2)O(2)]:[Alizarin] and [H(2)O(2)]:[FeSO(4)] ratios and pH. The SIA system was designed to add reagents to the reactor and to perform on-line sampling of the reaction medium, sending the samples to a flow-through spectrophotometer for monitoring the color reduction of the dye. The proposed system fed the statistical program with degradation data for fast construction of response surface plots. After optimization, 99.7% of the dye was degraded and the TOC content was reduced to 35% of the original value. Low reagents consumption and high sampling throughput were the remarkable features of the SIA system. (C) 2008 Published by Elsevier B.V.

Implementing stepwise solvent elution in sequential injection chromatography for fluorimetric determination of intracellular free amino acids in the microalgae Tetraselmis gracilis

The concept of sequential injection chromatography (SIC) was exploited to automate the fluorimetric determination of amino acids after pre-column derivatization with ophthaldialdehyde (OPA) in presence of 2-mercaptoethanol (2MCE) using a reverse phase monolithic C(18) stationary phase. The method is low-priced and based on five steps of isocratic elutions. The first step employs the mixture methanol: tetrahydrofuran: 10 mmol L(-1) phosphate buffer (pH 7.2) at the volumetric ratio of 8:1:91; the other steps use methanol: 10 mmol L-1 phosphate buffer (pH 7.2) at volumetric ratios of 20:80, 35:65, SO:SO and 65:35. At a flow rate of 10 mu L s(-1) a 25 mm long-column was able to separate aspartic acid (Asp), glutamic acid (Glu), asparagine (Asn), serine (Ser), glutamine (Gln), glycine (Gly), threonine (Thr), citruline (Ctr), arginine (Arg), alanine (Ala), tyrosine (Tyr), phenylalanine (Phe), ornithine (Orn) and lysine (Lys) with resolution >1.2 as well as methionine (Met) and valine (Val) with resolution of 0.6. Under these conditions isoleucine (Ile) and leucine (Leu) co-eluted. The entire cycle of amino acids derivatization, chromatographic separation and column conditioning at the end of separation lasted 25 min. At a flow rate of 40 mu L s(-1) such time was reduced to 10 min at the cost of resolution worsening for the pairs Ctr/Arg and Orn/Lys. The detection limits varied from 0.092 mu mol L(-1) for Tyr to 0.51 mu mol L(-1) for Orn. The method was successfully applied to the determination of intracellular free amino acids in the green alga Tetraselmis gracilis during a period of seven days of cultivation. Samples spiked with known amounts of amino acids resulted in recoveries between 94 and 112%. (C) 2008 Elsevier B.V. All rights reserved.

Square wave adsorptive cathodic stripping voltarnmetry automated by sequential injection analysis - Potentialities and limitations exemplified by the determination of methyl parathion in water samples

This paper describes the development and evaluation of a sequential injection method to automate the determination of methyl parathion by square wave adsorptive cathodic stripping voltammetry exploiting the concept of monosegmented flow analysis to perform in-line sample conditioning and standard addition. Accumulation and stripping steps are made in the sample medium conditioned with 40 mmol L-1 Britton-Robinson buffer (pH 10) in 0.25 mol L-1 NaNO3. The homogenized mixture is injected at a flow rate of 10 mu Ls(-1) toward the flow cell, which is adapted to the capillary of a hanging drop mercury electrode. After a suitable deposition time, the flow is stopped and the potential is scanned from -0.3 to -1.0 V versus Ag/AgCl at frequency of 250 Hz and pulse height of 25 mV The linear dynamic range is observed for methyl parathion concentrations between 0.010 and 0.50 mgL(-1), with detection and quantification limits of 2 and 7 mu gL(-1), respectively. The sampling throughput is 25 h(-1) if the in line standard addition and sample conditioning protocols are followed, but this frequency can be increased up to 61 h(-1) if the sample is conditioned off-line and quantified using an external calibration curve. The method was applied for determination of methyl parathion in spiked water samples and the accuracy was evaluated either by comparison to high performance liquid chromatography with UV detection, or by the recovery percentages. Although no evidences of statistically significant differences were observed between the expected and obtained concentrations, because of the susceptibility of the method to interference by other pesticides (e.g., parathion, dichlorvos) and natural organic matter (e.g., fulvic and humic acids), isolation of the analyte may be required when more complex sample matrices are encountered. (C) 2007 Elsevier B.V. All rights reserved.

Sequential IRMPD of XGe(OEt)(4)(-) ions: Gas-phase synthesis of novel oxy-germanium anions

The gas-phase ion/molecule reactions of F(-) and EtO(-) with Ge(OEt)(4) yield readily and exclusively pentacoordinated complexes XGe(OEt)(4)(-) (X = F, EtO) at pressures in the 10(-8) T range as observed by FT-ICR techniques. These hypervalent species are prone to undergo sequential fragmentations induced by infrared multiphoton excitation that lead to a variety of germyl and germanate anions. In the case of FGe(OEt)(4)(-), three primary competitive channels are observed in the IRMPD process that can be identified as (EtO)(3)GeO(-), F(EtO)(2)GeO(-) and (EtO)(3)Ge(-). Ab initio calculations have been carried out to characterize the primary fragmentation paths induced by IRMPD and the most favorable structure of the resulting anions. The gas-phase acidity of a number of these germanium-containing ions have been estimated by bracketing experiments and by theoretical calculations. Germanate anions such as (EtO)(3)GeO(-) undergo some interesting reactions with H(2)S to give rise to anions such as (EtO)(3)GeS(-) and (EtO)(2)Ge(OH)S(-). (C) 2010 Elsevier B.V. All rights reserved.

Exploring Liquid Sequential Injection Chromatography To Teach Fundamentals of Separation Methods: A Very Fast Analytical Chemistry Experiment

Fundacao de Amparo a Pesquisa do Estado de Sao Paulo (FAPESP)