907 resultados para maximum-likelihood estimation
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A textura é um atributo ainda pouco utilizado no reconhecimento automático de cenas naturais em sensoriamento remoto, já que ela advém da sensação visual causada pelas variações tonais existentes em uma determinada região da imagem, tornando difícil a sua quantificação. A morfologia matemática, através de operações como erosão, dilatação e abertura, permite decompor uma imagem em elementos fundamentais, as primitivas texturais. As primitivas texturais apresentam diversas dimensões, sendo possível associar um conjunto de primitivas com dimensões semelhantes, em uma determinada classe textural. O processo de classificação textural quantifica as primitivas texturais, extrai as distribuições das dimensões das mesmas e separa as diferentes distribuições por meio de um classificador de máxima-verossimilhança gaussiana. O resultado final é uma imagem temática na qual cada tema representa uma das texturas existentes na imagem original.
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Local provision of public services has the positive effect of increasing the efficiency because each locality has its idiosyncrasies that determine a particular demand for public services. This dissertation addresses different aspects of the local demand for public goods and services and their relationship with political incentives. The text is divided in three essays. The first essay aims to test the existence of yardstick competition in education spending using panel data from Brazilian municipalities. The essay estimates two-regime spatial Durbin models with time and spatial fixed effects using maximum likelihood, where the regimes represent different electoral and educational accountability institutional settings. First, it is investigated whether the lame duck incumbents tend to engage in less strategic interaction as a result of the impossibility of reelection, which lowers the incentives for them to signal their type (good or bad) to the voters by mimicking their neighbors’ expenditures. Additionally, it is evaluated whether the lack of electorate support faced by the minority governments causes the incumbents to mimic the neighbors’ spending to a greater extent to increase their odds of reelection. Next, the essay estimates the effects of the institutional change introduced by the disclosure on April 2007 of the Basic Education Development Index (known as IDEB) and its goals on the strategic interaction at the municipality level. This institutional change potentially increased the incentives for incumbents to follow the national best practices in an attempt to signal their type to voters, thus reducing the importance of local information spillover. The same model is also tested using school inputs that are believed to improve students’ performance in place of education spending. The results show evidence for yardstick competition in education spending. Spatial auto-correlation is lower among the lame ducks and higher among the incumbents with minority support (a smaller vote margin). In addition, the institutional change introduced by the IDEB reduced the spatial interaction in education spending and input-setting, thus diminishing the importance of local information spillover. The second essay investigates the role played by the geographic distance between the poor and non-poor in the local demand for income redistribution. In particular, the study provides an empirical test of the geographically limited altruism model proposed in Pauly (1973), incorporating the possibility of participation costs associated with the provision of transfers (Van de Wale, 1998). First, the discussion is motivated by allowing for an “iceberg cost” of participation in the programs for the poor individuals in Pauly’s original model. Next, using data from the 2000 Brazilian Census and a panel of municipalities based on the National Household Sample Survey (PNAD) from 2001 to 2007, all the distance-related explanatory variables indicate that an increased proximity between poor and non-poor is associated with better targeting of the programs (demand for redistribution). For instance, a 1-hour increase in the time spent commuting by the poor reduces the targeting by 3.158 percentage points. This result is similar to that of Ashworth, Heyndels and Smolders (2002) but is definitely not due to the program leakages. To empirically disentangle participation costs and spatially restricted altruism effects, an additional test is conducted using unique panel data based on the 2004 and 2006 PNAD, which assess the number of benefits and the average benefit value received by beneficiaries. The estimates suggest that both cost and altruism play important roles in targeting determination in Brazil, and thus, in the determination of the demand for redistribution. Lastly, the results indicate that ‘size matters’; i.e., the budget for redistribution has a positive impact on targeting. The third essay aims to empirically test the validity of the median voter model for the Brazilian case. Information on municipalities are obtained from the Population Census and the Brazilian Supreme Electoral Court for the year 2000. First, the median voter demand for local public services is estimated. The bundles of services offered by reelection candidates are identified as the expenditures realized during incumbents’ first term in office. The assumption of perfect information of candidates concerning the median demand is relaxed and a weaker hypothesis, of rational expectation, is imposed. Thus, incumbents make mistakes about the median demand that are referred to as misperception errors. Thus, at a given point in time, incumbents can provide a bundle (given by the amount of expenditures per capita) that differs from median voter’s demand for public services by a multiplicative error term, which is included in the residuals of the demand equation. Next, it is estimated the impact of the module of this misperception error on the electoral performance of incumbents using a selection models. The result suggests that the median voter model is valid for the case of Brazilian municipalities.
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In this paper, we propose a class of ACD-type models that accommodates overdispersion, intermittent dynamics, multiple regimes, and sign and size asymmetries in financial durations. In particular, our functional coefficient autoregressive conditional duration (FC-ACD) model relies on a smooth-transition autoregressive specification. The motivation lies on the fact that the latter yields a universal approximation if one lets the number of regimes grows without bound. After establishing that the sufficient conditions for strict stationarity do not exclude explosive regimes, we address model identifiability as well as the existence, consistency, and asymptotic normality of the quasi-maximum likelihood (QML) estimator for the FC-ACD model with a fixed number of regimes. In addition, we also discuss how to consistently estimate using a sieve approach a semiparametric variant of the FC-ACD model that takes the number of regimes to infinity. An empirical illustration indicates that our functional coefficient model is flexible enough to model IBM price durations.
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Duas classes de modelos buscam explicar o padrão de ajustamento de preço das firmas: modelos tempo-dependente e estado-dependente. O objetivo deste trabalho é levantar algumas evidencias empíricas de modo a distinguir os modelos, ou seja, identificar de que maneira as firmas realmente precificam. Para isso, escolheu-se a grande desvalorização cambial de 1999 como principal ferramenta e ambiente de análise. A hipótese fundamental é que o choque cambial impacta significativamente o custo de algumas indústrias, em alguns casos induzindo-as a alterarem seus preço após o choque. A partir de uma imensa base de micro dados formada por preços que compõem o CPI, algumas estimações importantes como a probabilidade e a magnitude média das trocas foram levantadas. A magnitude é dada por uma média simples, enquanto a probabilidade é estimada pelo método da máxima verossimilhança. Os resultados indicam um comportamento de precificação similar ao proposto por modelos estado-dependente.
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The internationalization as an organizational phenomenon fundamentally strategic had as theoretical contributions some Schools that throughout the decades 60, 70, and 80 developed behavioral and economic approaches in order to explain the process. The behavioral approach deals with the perception of phenomenon as a gradual process from the perspective of the executives behavior (JOHANSON and VAHLNE, 1977; HALLÉN and WIEDERSHEIM - PAUL, 1979; CZINKOTA, 1985). This phenomenon in permanent theoretical and managerial evolution made an opportunity to build this investigation, whose goal is to analyse the impact comes from organizational capabilities and the external environment on the international performance of exporting firms. For both, were used as theoretical basis two types of analysis for the comprehension of international performance: Strategic Management - Industrial Organization and Resource-Based View and International Businesses - Current Economic and Behavioral. It was made a cross-sectional survey-based explanatory research, including 150 exporting companies with operations in the Northeast of Brazil. A conceptual model was made with eight constructs and eight research hypotheses, representative of the effects of external factors on international performance. The data were processed using the Exploratory Factor Analysis and Structural Equation Modeling. The structural equations model was reespecified and estimated through the use of the maximum-likelihood method up to achieve adequated values of indexes of adjustment. As the main theoretical contribution, were identified organizational and physical resources which shows the importance of the management skills development, of the learning capability and capability to establish strategic alliances abroad. That because the knowledge, as the operational point of view as in its strategic application, offers to organization conditions of market positioning which can create opportunities sustainable competitive advantages and which impact the performance of international companies
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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The objective of this study was to estimate the genetic parameters affecting milk production (MP), fat (%F) and protein (%P) contents of buffalo milk. Restricted Maximum Likelihood (REML) using MTDFREML program under animal model analyzed a total of 1744 lactations records from 1268 cows. The means were: MP = 1259.47 +/- 523.09 kg, %F = 6.87 +/- 0.88% and %P = 3.91 +/- 0.61%. The estimates of repeatability and heritability coefficients were: MP = 0.38 and 0.24, %F = 0.28 and 0.21 and %P = 0.30 and 0.26, respectively. The estimated genetic and phenotypic correlations were MP x %F = -0.18 and -0.62, MP x %P = -0.23 and -0.59 and %F x %P = 0.50 and 0.77, respectively. According to these results it is possible to conclude that selection is a proper way to increase milk yield, fat and protein percentage. Although negative low values of genetic correlations among traits, it should be take into account that simultaneous selection based on these traits could not be so efficient.
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Neste trabalho, objetivou-se determinar índices de seleção para um rebanho da raça Caracu de duplo propósito, cujo objetivo de seleção (H) incluiu a venda de bezerros desmamados e a produção de leite. As características que compuseram H foram: produção total de leite, idade ao primeiro parto, período de serviço, peso à desmama e duração da vida produtiva. Foram propostos dois índices de seleção para H. Os critérios de seleção adotados no índice 1 foram: produção de leite na primeira lactação, primeiro período de serviço, peso à desmama (PD) e perímetro escrotal. No índice 2, foram consideradas as mesmas características, sendo, entretanto, o ganho médio diário do nascimento à desmama empregado como critério de seleção para PD. As análises estatísticas para a obtenção dos componentes de (co)variâncias e das estimativas dos parâmetros genéticos e fenotípicos foram realizadas pelo método da máxima verossimilhança restrita livre de derivada, por um modelo animal (uni e bi-característica). As informações zootécnicas e genealógicas, os preços e as quantidades dos insumos e dos produtos foram obtidos no escritório da empresa estudada. Os custos de produção e as receitas da atividade pecuária foram determinados para o período de 1994 a 2000. A equação de lucro foi tomada em base anual, usando-se valores médios para número de animais por categoria, características biológicas e preços..¹ O valor econômico para cada característica foi obtido pela derivada parcial da função de lucro em relação à característica em questão. Os dois índices econômicos de seleção trariam considerável resposta para o objetivo proposto. Entretanto, o índice 1, que incluiu PD, seria um pouco mais eficiente em termos de resposta à seleção total.
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(Co) variance components were estimated for visual scores of conformation (CY), early finishing (PY) and muscling (MY) at 550 days of age (yearling), average daily gain from weaning to yearling (GWY), conformation (CW), early finishing (PW) and muscling (MW) scores at weaning, and average daily gain from birth to weaning (GBW) in animals forming the Brazilian Brangus breed born between 1986 and 2002 from the livestock files of GenSys Consultants Associados S/C Ltda. The data set contained 53 683; 45 136; 52 937; 56 471; 24 531; 21 166; 24 006 and 25 419 records for CW, PW, MW, GBW, CY, PY, MY and GWY, respectively. Data were analyzed by the restricted maximum likelihood method using single-and two-trait animal models. Direct heritability estimates obtained by single-trait analysis were 0.12, 0.14, 0.13 and 0.14 for CY, PY and MY scores and GWY, respectively. A positive association was observed between the same visual scores at weaning and yearling, with correlations ranging from 0.64 to 0.94. Estimated correlations between GBW and weaning and yearling scores ranged from 0.60 to 0.77. The genetic correlation between GBW and GWY was low (0.10), whereas correlations of 0.55, 0.37 and 0.47 were observed between GWY and CY, PY and MY, respectively. Moreover, GWY showed a weak correlation with CW (0.10), PW (-0.08) and MW (-0.03) scores. These results indicate that selection of the traits that was studied would result in a small response. In addition, selection based on average daily gain may have an indirect effect on visual scores as the correlations between GWY and visual scores were generally strong.
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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The total meat yield in a beef cattle production cycle is economically very important and depends on the number of calves born per year or birth season, being directly related to reproductive potential. Accumulated Productivity (ACP) is an index that expresses a cow's capacity to give birth regularly at a young age and to wean animals of greater body weight. Using data from cattle participating in the "Program for Genetic Improvement of the Nelore Breed" (PMGRN - Nelore Brasil), bi-trait analyses were performed using the Restricted Maximum Likelihood method based on an ACP animal model and the following traits: age at first calving (AFC), female body weight adjusted for 365 (BW365) and 450 (BW450) days of age, and male scrotal circumference adjusted for 365 (SC365), 450 (SC450), 550 (SC550) and 730 (SC730) days of age. Median estimated ACP heritability was 0.19 and the genetic correlations with AFC, BW365, BW450, SC365, SC450, SC550 and SC730 were 0.33, 0.70, 0.65, 0.08, 0.07, 0.12 and 0.16, respectively. ACP increased and AFC decreased over time, revealing that the selection criteria genetically improved these traits. Selection based on ACP appears to favor the heaviest females at 365 and 450 days of age who showed better reproductive performance as regards AFC. Scrotal circumference was not genetically associated with ACP. (C) 2007 Elsevier B.V. All rights reserved.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)