A new class of survival regression models with heavy-tailed errors: robustness and diagnostics

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.

Bayesian density estimation using Skew Student-t-Normal mixtures

We present a Bayesian approach for modeling heterogeneous data and estimate multimodal densities using mixtures of Skew Student-t-Normal distributions [Gomez, H.W., Venegas, O., Bolfarine, H., 2007. Skew-symmetric distributions generated by the distribution function of the normal distribution. Environmetrics 18, 395-407]. A stochastic representation that is useful for implementing a MCMC-type algorithm and results about existence of posterior moments are obtained. Marginal likelihood approximations are obtained, in order to compare mixture models with different number of component densities. Data sets concerning the Gross Domestic Product per capita (Human Development Report) and body mass index (National Health and Nutrition Examination Survey), previously studied in the related literature, are analyzed. (c) 2008 Elsevier B.V. All rights reserved.

Estimation of the mean quality-adjusted survival using a multistate model for the sojourn times

In clinical trials, it may be of interest taking into account physical and emotional well-being in addition to survival when comparing treatments. Quality-adjusted survival time has the advantage of incorporating information about both survival time and quality-of-life. In this paper, we discuss the estimation of the expected value of the quality-adjusted survival, based on multistate models for the sojourn times in health states. Semiparametric and parametric (with exponential distribution) approaches are considered. A simulation study is presented to evaluate the performance of the proposed estimator and the jackknife resampling method is used to compute bias and variance of the estimator. (C) 2007 Elsevier B.V. All rights reserved.

Generalized Birnbaum-Saunders distributions applied to air pollutant concentration

The generalized Birnbaum-Saunders (GBS) distribution is a new class of positively skewed models with lighter and heavier tails than the traditional Birnbaum-Saunders (BS) distribution, which is largely applied to study lifetimes. However, the theoretical argument and the interesting properties of the GBS model have made its application possible beyond the lifetime analysis. The aim of this paper is to present the GBS distribution as a useful model for describing pollution data and deriving its positive and negative moments. Based on these moments, we develop estimation and goodness-of-fit methods. Also, some properties of the proposed estimators useful for developing asymptotic inference are presented. Finally, an application with real data from Environmental Sciences is given to illustrate the methodology developed. This example shows that the empirical fit of the GBS distribution to the data is very good. Thus, the GBS model is appropriate for describing air pollutant concentration data, which produces better results than the lognormal model when the administrative target is determined for abating air pollution. Copyright (c) 2007 John Wiley & Sons, Ltd.

A compound class of Weibull and power series distributions

In this paper we introduce the Weibull power series (WPS) class of distributions which is obtained by compounding Weibull and power series distributions where the compounding procedure follows same way that was previously carried out by Adamidis and Loukas (1998) This new class of distributions has as a particular case the two-parameter exponential power series (EPS) class of distributions (Chahkandi and Gawk 2009) which contains several lifetime models such as exponential geometric (Adamidis and Loukas 1998) exponential Poisson (Kus 2007) and exponential logarithmic (Tahmasbi and Rezaei 2008) distributions The hazard function of our class can be increasing decreasing and upside down bathtub shaped among others while the hazard function of an EPS distribution is only decreasing We obtain several properties of the WPS distributions such as moments order statistics estimation by maximum likelihood and inference for a large sample Furthermore the EM algorithm is also used to determine the maximum likelihood estimates of the parameters and we discuss maximum entropy characterizations under suitable constraints Special distributions are studied in some detail Applications to two real data sets are given to show the flexibility and potentiality of the new class of distributions (C) 2010 Elsevier B V All rights reserved

Covariance matrix formula for Birnbaum-Saunders regression models

The Birnbaum-Saunders regression model is commonly used in reliability studies. We derive a simple matrix formula for second-order covariances of maximum-likelihood estimators in this class of models. The formula is quite suitable for computer implementation, since it involves only simple operations on matrices and vectors. Some simulation results show that the second-order covariances can be quite pronounced in small to moderate sample sizes. We also present empirical applications.

Influence diagnostics in Birnbaum-Saunders nonlinear regression models

We consider the issue of assessing influence of observations in the class of Birnbaum-Saunders nonlinear regression models, which is useful in lifetime data analysis. Our results generalize those in Galea et al. [8] which are confined to Birnbaum-Saunders linear regression models. Some influence methods, such as the local influence, total local influence of an individual and generalized leverage are discussed. Additionally, the normal curvatures for studying local influence are derived under some perturbation schemes. We also give an application to a real fatigue data set.

Bias-corrected estimators for dispersion models with dispersion covariates

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.

Bayesian Analysis for the Generalized Lognormal Distribution Applied to Failure Time Analysis

There are several versions of the lognormal distribution in the statistical literature, one is based in the exponential transformation of generalized normal distribution (GN). This paper presents the Bayesian analysis for the generalized lognormal distribution (logGN) considering independent non-informative Jeffreys distributions for the parameters as well as the procedure for implementing the Gibbs sampler to obtain the posterior distributions of parameters. The results are used to analyze failure time models with right-censored and uncensored data. The proposed method is illustrated using actual failure time data of computers.

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.

Reduction of Models in the Presence of Nuisance Parameters

In many statistical inference problems, there is interest in estimation of only some elements of the parameter vector that defines the adopted model. In general, such elements are associated to measures of location and the additional terms, known as nuisance parameters, to control the dispersion and asymmetry of the underlying distributions. To estimate all the parameters of the model and to draw inferences only on the parameters of interest. Depending on the adopted model, this procedure can be both algebraically is common and computationally very costly and thus it is convenient to reduce it, so that it depends only on the parameters of interest. This article reviews estimation methods in the presence of nuisance parameters and consider some applications in models recently discussed in the literature.

A web based decision support system for status assessment in advanced parkinson

The purpose of this work is to develop a web based decision support system, based onfuzzy logic, to assess the motor state of Parkinson patients on their performance in onscreenmotor tests in a test battery on a hand computer. A set of well defined rules, basedon an expert’s knowledge, were made to diagnose the current state of the patient. At theend of a period, an overall score is calculated which represents the overall state of thepatient during the period. Acceptability of the rules is based on the absolute differencebetween patient’s own assessment of his condition and the diagnosed state. Anyinconsistency can be tracked by highlighted as an alert in the system. Graphicalpresentation of data aims at enhanced analysis of patient’s state and performancemonitoring by the clinic staff. In general, the system is beneficial for the clinic staff,patients, project managers and researchers.

MACHINE VISION FOR AUTOMATICVISUAL INSPECTION OF WOODENRAILWAY SLEEPERS USING UNSUPERVISED NEURAL NETWORKS

The motivation for this thesis work is the need for improving reliability of equipment and quality of service to railway passengers as well as a requirement for cost-effective and efficient condition maintenance management for rail transportation. This thesis work develops a fusion of various machine vision analysis methods to achieve high performance in automation of wooden rail track inspection.The condition monitoring in rail transport is done manually by a human operator where people rely on inference systems and assumptions to develop conclusions. The use of conditional monitoring allows maintenance to be scheduled, or other actions to be taken to avoid the consequences of failure, before the failure occurs. Manual or automated condition monitoring of materials in fields of public transportation like railway, aerial navigation, traffic safety, etc, where safety is of prior importance needs non-destructive testing (NDT).In general, wooden railway sleeper inspection is done manually by a human operator, by moving along the rail sleeper and gathering information by visual and sound analysis for examining the presence of cracks. Human inspectors working on lines visually inspect wooden rails to judge the quality of rail sleeper. In this project work the machine vision system is developed based on the manual visual analysis system, which uses digital cameras and image processing software to perform similar manual inspections. As the manual inspection requires much effort and is expected to be error prone sometimes and also appears difficult to discriminate even for a human operator by the frequent changes in inspected material. The machine vision system developed classifies the condition of material by examining individual pixels of images, processing them and attempting to develop conclusions with the assistance of knowledge bases and features.A pattern recognition approach is developed based on the methodological knowledge from manual procedure. The pattern recognition approach for this thesis work was developed and achieved by a non destructive testing method to identify the flaws in manually done condition monitoring of sleepers.In this method, a test vehicle is designed to capture sleeper images similar to visual inspection by human operator and the raw data for pattern recognition approach is provided from the captured images of the wooden sleepers. The data from the NDT method were further processed and appropriate features were extracted.The collection of data by the NDT method is to achieve high accuracy in reliable classification results. A key idea is to use the non supervised classifier based on the features extracted from the method to discriminate the condition of wooden sleepers in to either good or bad. Self organising map is used as classifier for the wooden sleeper classification.In order to achieve greater integration, the data collected by the machine vision system was made to interface with one another by a strategy called fusion. Data fusion was looked in at two different levels namely sensor-level fusion, feature- level fusion. As the goal was to reduce the accuracy of the human error on the rail sleeper classification as good or bad the results obtained by the feature-level fusion compared to that of the results of actual classification were satisfactory.

ANFIS BASED MODELS FOR ACCESSING QUALITY OF WIKIPEDIA ARTICLES

Wikipedia is a free, web-based, collaborative, multilingual encyclopedia project supported by the non-profit Wikimedia Foundation. Due to the free nature of Wikipedia and allowing open access to everyone to edit articles the quality of articles may be affected. As all people don’t have equal level of knowledge and also different people have different opinions about a topic so there may be difference between the contributions made by different authors. To overcome this situation it is very important to classify the articles so that the articles of good quality can be separated from the poor quality articles and should be removed from the database. The aim of this study is to classify the articles of Wikipedia into two classes class 0 (poor quality) and class 1(good quality) using the Adaptive Neuro Fuzzy Inference System (ANFIS) and data mining techniques. Two ANFIS are built using the Fuzzy Logic Toolbox [1] available in Matlab. The first ANFIS is based on the rules obtained from J48 classifier in WEKA while the other one was built by using the expert’s knowledge. The data used for this research work contains 226 article’s records taken from the German version of Wikipedia. The dataset consists of 19 inputs and one output. The data was preprocessed to remove any similar attributes. The input variables are related to the editors, contributors, length of articles and the lifecycle of articles. In the end analysis of different methods implemented in this research is made to analyze the performance of each classification method used.

Education and Earnings for Poverty Reduction : Short-Term Evidence of Pro-Poor Growth from the Mexican Oportunidades Program

Education, as an indispensable component of human capital, has been acknowledged to play a critical role in economic growth, which is theoretically elaborated by human capital theory and empirically confirmed by evidence from different parts of the world. The educational impact on growth is especially valuable and meaningful when it is for the sake of poverty reduction and pro-poorness of growth. The paper re-explores the precious link between human capital development and poverty reduction by investigating the causal effect of education accumulation on earnings enhancement for anti-poverty and pro-poor growth. The analysis takes the evidence from a well-known conditional cash transfer (CCT) program — Oportunidades in Mexico. Aiming at alleviating poverty and promoting a better future by investing in human capital for children and youth in poverty, this CCT program has been recognized producing significant outcomes. The study investigates a short-term impact of education on earnings of the economically disadvantaged youth, taking the data of both the program’s treated and untreated youth from urban areas in Mexico from 2002 to 2004. Two econometric techniques, i.e. difference-in-differences and difference-in-differences propensity score matching approach are applied for estimation. The empirical analysis first identifies that youth who under the program’s schooling intervention possess an advantage in educational attainment over their non-intervention peers; with this identification of education discrepancy as a prerequisite, further results then present that earnings of the education advantaged youth increase at a higher rate about 20 percent than earnings of their education disadvantaged peers over the two years. This result indicates a confirmation that education accumulation for the economically disadvantaged young has a positive impact on their earnings enhancement and thus inferring a contribution to poverty reduction and pro-poorness of growth.