A bivariate regression model for matched paired survival data: local influence and residual analysis

The use of bivariate distributions plays a fundamental role in survival and reliability studies. In this paper, we consider a location scale model for bivariate survival times based on the proposal of a copula to model the dependence of bivariate survival data. For the proposed model, we consider inferential procedures based on maximum likelihood. Gains in efficiency from bivariate models are also examined in the censored data setting. For different parameter settings, sample sizes and censoring percentages, various simulation studies are performed and compared to the performance of the bivariate regression model for matched paired survival data. Sensitivity analysis methods such as local and total influence are presented and derived under three perturbation schemes. The martingale marginal and the deviance marginal residual measures are used to check the adequacy of the model. Furthermore, we propose a new measure which we call modified deviance component residual. The methodology in the paper is illustrated on a lifetime data set for kidney patients.

A nonlinear regression model with skew-normal errors

In this paper we have discussed inference aspects of the skew-normal nonlinear regression models following both, a classical and Bayesian approach, extending the usual normal nonlinear regression models. The univariate skew-normal distribution that will be used in this work was introduced by Sahu et al. (Can J Stat 29:129-150, 2003), which is attractive because estimation of the skewness parameter does not present the same degree of difficulty as in the case with Azzalini (Scand J Stat 12:171-178, 1985) one and, moreover, it allows easy implementation of the EM-algorithm. As illustration of the proposed methodology, we consider a data set previously analyzed in the literature under normality.

A singular integro-differential equation model for dryout in LMFBR boiler tubes

A 2D steady model for the annular two-phase flow of water and steam in the steam-generating boiler pipes of a liquid metal fast breeder reactor is proposed The model is based on thin-layer lubrication theory and thin aerofoil theory. The exchange of mass between the vapour core and the liquid film due to evaporation of the liquid film is accounted for using some simple thermodynamics models, and the resultant change of phase is modelled by proposing a suitable Stefan problem Appropriate boundary conditions for the now are discussed The resulting non-lineal singular integro-differential equation for the shape of the liquid film free surface is solved both asymptotically and numerically (using some regularization techniques) Predictions for the length to the dryout point from the entry of the annular regime are made The influence of both the traction tau provided by the fast-flowing vapour core on the liquid layer and the mass transfer parameter eta on the dryout length is investigated

The log-exponentiated Weibull regression model for interval-censored data

In interval-censored survival data, the event of interest is not observed exactly but is only known to occur within some time interval. Such data appear very frequently. In this paper, we are concerned only with parametric forms, and so a location-scale regression model based on the exponentiated Weibull distribution is proposed for modeling interval-censored data. We show that the proposed log-exponentiated Weibull regression model for interval-censored data represents a parametric family of models that include other regression models that are broadly used in lifetime data analysis. Assuming the use of interval-censored data, we employ a frequentist analysis, a jackknife estimator, a parametric bootstrap and a Bayesian analysis for the parameters of the proposed model. We derive the appropriate matrices for assessing local influences on the parameter estimates under different perturbation schemes and present some ways to assess global influences. Furthermore, for different parameter settings, sample sizes and censoring percentages, various simulations are performed; in addition, the empirical distribution of some modified residuals are displayed and compared with the standard normal distribution. These studies suggest that the residual analysis usually performed in normal linear regression models can be straightforwardly extended to a modified deviance residual in log-exponentiated Weibull regression models for interval-censored data. (C) 2009 Elsevier B.V. All rights reserved.

A Bayesian Long-term Survival Model Parametrized in the Cured Fraction

The main goal of this paper is to investigate a cure rate model that comprehends some well-known proposals found in the literature. In our work the number of competing causes of the event of interest follows the negative binomial distribution. The model is conveniently reparametrized through the cured fraction, which is then linked to covariates by means of the logistic link. We explore the use of Markov chain Monte Carlo methods to develop a Bayesian analysis in the proposed model. The procedure is illustrated with a numerical example.

Hypotheses Testing on a Multivariate Null Intercept Errors-in-Variables Model

Considering the Wald, score, and likelihood ratio asymptotic test statistics, we analyze a multivariate null intercept errors-in-variables regression model, where the explanatory and the response variables are subject to measurement errors, and a possible structure of dependency between the measurements taken within the same individual are incorporated, representing a longitudinal structure. This model was proposed by Aoki et al. (2003b) and analyzed under the bayesian approach. In this article, considering the classical approach, we analyze asymptotic test statistics and present a simulation study to compare the behavior of the three test statistics for different sample sizes, parameter values and nominal levels of the test. Also, closed form expressions for the score function and the Fisher information matrix are presented. We consider two real numerical illustrations, the odontological data set from Hadgu and Koch (1999), and a quality control data set.

The complementary exponential geometric distribution: Model, properties, and a comparison with its counterpart

In this paper, we proposed a new two-parameter lifetime distribution with increasing failure rate, the complementary exponential geometric distribution, which is complementary to the exponential geometric model proposed by Adamidis and Loukas (1998). The new distribution arises on a latent complementary risks scenario, in which the lifetime associated with a particular risk is not observable; rather, we observe only the maximum lifetime value among all risks. The properties of the proposed distribution are discussed, including a formal proof of its probability density function and explicit algebraic formulas for its reliability and failure rate functions, moments, including the mean and variance, variation coefficient, and modal value. The parameter estimation is based on the usual maximum likelihood approach. We report the results of a misspecification simulation study performed in order to assess the extent of misspecification errors when testing the exponential geometric distribution against our complementary one in the presence of different sample size and censoring percentage. The methodology is illustrated on four real datasets; we also make a comparison between both modeling approaches. (C) 2011 Elsevier B.V. All rights reserved.

Formulation of the standard model in terms of spinor fields

We propose an alternative formulation of the Standard Model which reduces the number of free parameters. In our framework, fermionic fields are assigned to fundamental representations of the Lorentz and the internal symmetry groups, whereas bosonic field variables transform as direct products of fundamental representations of all symmetry groups. This allows us to reduce the number of fundamental symmetries. We formulate the Standard Model by considering the SU(3) and SU(2) symmetry groups as the underlying symmetries of the fundamental interactions. This allows us to suggest a model, for the description of the interactions of the intermediate bosons among themselves and interactions of fermions, that makes use of just two parameters. One parameter characterizes the symmetric phase, whereas the other parameter (the asymmetry parameter) gives the breakdown strength of the symmetries. All coupling strengths of the Standard Model are then derived in terms of these two parameters. In particular, we show that all fermionic electric charges result from symmetry breakdown.

A new scale-invariant ratio and finite-size scaling for the stochastic susceptible-infected-recovered model

The critical behavior of the stochastic susceptible-infected-recovered model on a square lattice is obtained by numerical simulations and finite-size scaling. The order parameter as well as the distribution in the number of recovered individuals is determined as a function of the infection rate for several values of the system size. The analysis around criticality is obtained by exploring the close relationship between the present model and standard percolation theory. The quantity UP, equal to the ratio U between the second moment and the squared first moment of the size distribution multiplied by the order parameter P, is shown to have, for a square system, a universal value 1.0167(1) that is the same for site and bond percolation, confirming further that the SIR model is also in the percolation class.

CRITICAL BEHAVIOR AND THRESHOLD OF COEXISTENCE OF A PREDATOR-PREY STOCHASTIC MODEL IN A 2D LATTICE

We investigate the critical behavior of a stochastic lattice model describing a predator-prey system. By means of Monte Carlo procedure we simulate the model defined on a regular square lattice and determine the threshold of species coexistence, that is, the critical phase boundaries related to the transition between an active state, where both species coexist and an absorbing state where one of the species is extinct. A finite size scaling analysis is employed to determine the order parameter, order parameter fluctuations, correlation length and the critical exponents. Our numerical results for the critical exponents agree with those of the directed percolation universality class. We also check the validity of the hyperscaling relation and present the data collapse curves.

SZNAJD MODEL AND PROPORTIONAL ELECTIONS: THE ROLE OF THE TOPOLOGY OF THE NETWORK

The Sznajd model (SM) has been employed with success in the last years to describe opinion propagation in a community. In particular, it has been claimed that its transient is able to reproduce some scale properties observed in data of proportional elections, in different countries, if the community structure (the network) is scale-free. In this work, we investigate the properties of the transient of a particular version of the SM, introduced by Bernardes and co-authors in 2002. We studied the behavior of the model in networks of different topologies through the time evolution of an order parameter known as interface density, and concluded that regular lattices with high dimensionality also leads to a power-law distribution of the number of candidates with v votes. Also, we show that the particular absorbing state achieved in the stationary state (or else, the winner candidate), is related to a particular feature of the model, that may not be realistic in all situations.

Antiferromagnetic spherical spin-glass model

We study the thermodynamic properties and the phase diagrams of a multi-spin antiferromagnetic spherical spin-glass model using the replica method. It is a two-sublattice version of the ferromagnetic spherical p-spin glass model. We consider both the replica-symmetric and the one-step replica-symmetry-breaking solutions, the latter being the most general solution for this model. We find paramagnetic, spin-glass, antiferromagnetic and mixed or glassy antiferromagnetic phases. The phase transitions are always of second order in the thermodynamic sense, but the spin-glass order parameter may undergo a discontinuous change.

Renormalization of the S parameter in holographic models of electroweak symmetry breaking

We show that the S parameter is not finite in theories of electroweak symmetry breaking in a slice of anti-de Sitter five-dimensional space, with the light fermions localized in the ultraviolet. We compute the one-loop contributions to S from the Higgs sector and show that they are logarithmically dependent on the cutoff of the theory. We discuss the renormalization of S, as well as the implications for bounds from electroweak precision measurements on these models. We argue that, although in principle the choice of renormalization condition could eliminate the S parameter constraint, a more consistent condition would still result in a large and positive S. On the other hand, we show that the dependence on the Higgs mass in S can be entirely eliminated by the renormalization procedure, making it impossible in these theories to extract a Higgs mass bound from electroweak precision constraints.

Spacetime noncommutativity with a bifermionic parameter

We consider a Moyal plane and propose to make the noncommutativity parameter Theta(mu nu) bifermionic, i.e. composed of two fermionic (Grassmann odd) parameters. The Moyal product then contains a finite number of derivatives, which avoid the difficulties of the standard approach. As an example, we construct a two-dimensional noncommutative field theory model based on the Moyal product with a bifermionic parameter and show that it has a locally conserved energy-momentum tensor. The model has no problem with the canonical quantization and appears to be renormalizable.

The spectrum of an open vertex model based on the U(q)[SU(2)] algebra at roots of unity

We study the exact solution of an N-state vertex model based on the representation of the U(q)[SU(2)] algebra at roots of unity with diagonal open boundaries. We find that the respective reflection equation provides us one general class of diagonal K-matrices having one free-parameter. We determine the eigenvalues of the double-row transfer matrix and the respective Bethe ansatz equation within the algebraic Bethe ansatz framework. The structure of the Bethe ansatz equation combine a pseudomomenta function depending on a free-parameter with scattering phase-shifts that are fixed by the roots of unity and boundary variables. (C) 2010 Elsevier B.V. All rights reserved.