Robust linear mixed models with normal/independent distributions and Bayesian MCMC implementation

Linear mixed effects models have been widely used in analysis of data where responses are clustered around some random effects, so it is not reasonable to assume independence between observations in the same cluster. In most biological applications, it is assumed that the distributions of the random effects and of the residuals are Gaussian. This makes inferences vulnerable to the presence of outliers. Here, linear mixed effects models with normal/independent residual distributions for robust inferences are described. Specific distributions examined include univariate and multivariate versions of the Student-t, the slash and the contaminated normal. A Bayesian framework is adopted and Markov chain Monte Carlo is used to carry out the posterior analysis. The procedures are illustrated using birth weight data on rats in a texicological experiment. Results from the Gaussian and robust models are contrasted, and it is shown how the implementation can be used for outlier detection. The thick-tailed distributions provide an appealing robust alternative to the Gaussian process in linear mixed models, and they are easily implemented using data augmentation and MCMC techniques.

OPUS: interactive software for solving linear programming models using the simplex algorithm

Includes bibliography

Method validation using weighted linear regression models for quantification of UV filters in water samples

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A Time-domain Harmonic Power-Flow Analysis in Electrical Energy Distribution Networks, Using Norton Models for Non-linear Loading

The purpose of this paper is to present the application of a three-phase harmonic propagation analysis time-domain tool, using the Norton model to approach the modeling of non-linear loads, making the harmonics currents flow more appropriate to the operation analysis and to the influence of mitigation elements analysis. This software makes it possible to obtain results closer to the real distribution network, considering voltages unbalances, currents imbalances and the application of mitigation elements for harmonic distortions. In this scenario, a real case study with network data and equipments connected to the network will be presented, as well as the modeling of non-linear loads based on real data obtained from some PCCs (Points of Common Coupling) of interests for a distribution company.

Genetic analysis of the temperament of Nellore cattle using linear and threshold models

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Comparison of linear measurements and analyses taken from plaster models and three-dimensional images

Digital models are an alternative for carrying out analyses and devising treatment plans in orthodontics. The objective of this study was to evaluate the accuracy and the reproducibility of measurements of tooth sizes, interdental distances and analyses of occlusion using plaster models and their digital images. Thirty pairs of plaster models were chosen at random, and the digital images of each plaster model were obtained using a laser scanner (3Shape R-700, 3Shape A/S). With the plaster models, the measurements were taken using a caliper (Mitutoyo Digimatic(®), Mitutoyo (UK) Ltd) and the MicroScribe (MS) 3DX (Immersion, San Jose, Calif). For the digital images, the measurement tools used were those from the O3d software (Widialabs, Brazil). The data obtained were compared statistically using the Dahlberg formula, analysis of variance and the Tukey test (p < 0.05). The majority of the measurements, obtained using the caliper and O3d were identical, and both were significantly different from those obtained using the MS. Intra-examiner agreement was lowest when using the MS. The results demonstrated that the accuracy and reproducibility of the tooth measurements and analyses from the plaster models using the caliper and from the digital models using O3d software were identical.

Twinlike models for kinks and compactons in flat and warped spacetime

This work deals with the presence of twinlike models in scalar field theories. We show how to build distinct scalar field theories having the same extended solution, with the same energy density and linear stability. Here, however, we start from a given but generalized scalar field theory, and we construct the corresponding twin model, which also engenders generalized dynamics. We investigate how the twinlike models arise in both flat and curved spacetimes. In the curved spacetime, we consider a braneworld model with the warp factor controlling the spacetime geometry with a single extra dimension of infinite extent. In particular, we study linear stability in both flat and curved spacetimes, and in the case of curved spacetime-in both the gravity and the scalar field sectors-for the two braneworld models. DOI: 10.1103/PhysRevD.86.125021

Local power properties of some asymptotic tests in symmetric linear regression models

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.

The new class of Kummer beta generalized distributions

Ng and Kotz (1995) introduced a distribution that provides greater flexibility to extremes. We define and study a new class of distributions called the Kummer beta generalized family to extend the normal, Weibull, gamma and Gumbel distributions, among several other well-known distributions. Some special models are discussed. The ordinary moments of any distribution in the new family can be expressed as linear functions of probability weighted moments of the baseline distribution. We examine the asymptotic distributions of the extreme values. We derive the density function of the order statistics, mean absolute deviations and entropies. We use maximum likelihood estimation to fit the distributions in the new class and illustrate its potentiality with an application to a real data set.

Assessment of variance components in nonlinear mixed-effects elliptical models

The issue of assessing variance components is essential in deciding on the inclusion of random effects in the context of mixed models. In this work we discuss this problem by supposing nonlinear elliptical models for correlated data by using the score-type test proposed in Silvapulle and Silvapulle (1995). Being asymptotically equivalent to the likelihood ratio test and only requiring the estimation under the null hypothesis, this test provides a fairly easy computable alternative for assessing one-sided hypotheses in the context of the marginal model. Taking into account the possible non-normal distribution, we assume that the joint distribution of the response variable and the random effects lies in the elliptical class, which includes light-tailed and heavy-tailed distributions such as Student-t, power exponential, logistic, generalized Student-t, generalized logistic, contaminated normal, and the normal itself, among others. We compare the sensitivity of the score-type test under normal, Student-t and power exponential models for the kinetics data set discussed in Vonesh and Carter (1992) and fitted using the model presented in Russo et al. (2009). Also, a simulation study is performed to analyze the consequences of the kurtosis misspecification.

The concept of quasi-integrability for modified non-linear Schrodinger models

We consider modifications of the nonlinear Schrodinger model (NLS) to look at the recently introduced concept of quasi-integrability. We show that such models possess an in finite number of quasi-conserved charges which present intriguing properties in relation to very specific space-time parity transformations. For the case of two-soliton solutions where the fields are eigenstates of this parity, those charges are asymptotically conserved in the scattering process of the solitons. Even though the charges vary in time their values in the far past and the far future are the same. Such results are obtained through analytical and numerical methods, and employ adaptations of algebraic techniques used in integrable field theories. Our findings may have important consequences on the applications of these models in several areas of non-linear science. We make a detailed numerical study of the modified NLS potential of the form V similar to (vertical bar psi vertical bar(2))(2+epsilon), with epsilon being a perturbation parameter. We perform numerical simulations of the scattering of solitons for this model and find a good agreement with the results predicted by the analytical considerations. Our paper shows that the quasi-integrability concepts recently proposed in the context of modifications of the sine-Gordon model remain valid for perturbations of the NLS model.

Degree of multicollinearity and variables involved in linear dependence in additive-dominant models

The objective of this work was to assess the degree of multicollinearity and to identify the variables involved in linear dependence relations in additive-dominant models. Data of birth weight (n=141,567), yearling weight (n=58,124), and scrotal circumference (n=20,371) of Montana Tropical composite cattle were used. Diagnosis of multicollinearity was based on the variance inflation factor (VIF) and on the evaluation of the condition indexes and eigenvalues from the correlation matrix among explanatory variables. The first model studied (RM) included the fixed effect of dam age class at calving and the covariates associated to the direct and maternal additive and non-additive effects. The second model (R) included all the effects of the RM model except the maternal additive effects. Multicollinearity was detected in both models for all traits considered, with VIF values of 1.03 - 70.20 for RM and 1.03 - 60.70 for R. Collinearity increased with the increase of variables in the model and the decrease in the number of observations, and it was classified as weak, with condition index values between 10.00 and 26.77. In general, the variables associated with additive and non-additive effects were involved in multicollinearity, partially due to the natural connection between these covariables as fractions of the biological types in breed composition.

Creep and damage models for the service behaviour of structural members

Deformability is often a crucial to the conception of many civil-engineering structural elements. Also, design is all the more burdensome if both long- and short-term deformability has to be considered. In this thesis, long- and short-term deformability has been studied from the material and the structural modelling point of view. Moreover, two materials have been handled: pultruded composites and concrete. A new finite element model for thin-walled beams has been introduced. As a main assumption, cross-sections rigid are considered rigid in their plane; this hypothesis replaces that of the classical beam theory of plane cross-sections in the deformed state. That also allows reducing the total number of degrees of freedom, and therefore making analysis faster compared with twodimensional finite elements. Longitudinal direction warping is left free, allowing describing phenomena such as the shear lag. The new finite-element model has been first applied to concrete thin-walled beams (such as roof high span girders or bridge girders) subject to instantaneous service loadings. Concrete in his cracked state has been considered through a smeared crack model for beams under bending. At a second stage, the FE-model has been extended to the viscoelastic field and applied to pultruded composite beams under sustained loadings. The generalized Maxwell model has been adopted. As far as materials are concerned, long-term creep tests have been carried out on pultruded specimens. Both tension and shear tests have been executed. Some specimen has been strengthened with carbon fibre plies to reduce short- and long- term deformability. Tests have been done in a climate room and specimens kept 2 years under constant load in time. As for concrete, a model for tertiary creep has been proposed. The basic idea is to couple the UMLV linear creep model with a damage model in order to describe nonlinearity. An effective strain tensor, weighting the total and the elasto-damaged strain tensors, controls damage evolution through the damage loading function. Creep strains are related to the effective stresses (defined by damage models) and so associated to the intact material.

Quantum Integrability in Non-Linear Sigma Models related to Gauge/String Correspondences

The Thermodynamic Bethe Ansatz analysis is carried out for the extended-CP^N class of integrable 2-dimensional Non-Linear Sigma Models related to the low energy limit of the AdS_4xCP^3 type IIA superstring theory. The principal aim of this program is to obtain further non-perturbative consistency check to the S-matrix proposed to describe the scattering processes between the fundamental excitations of the theory by analyzing the structure of the Renormalization Group flow. As a noteworthy byproduct we eventually obtain a novel class of TBA models which fits in the known classification but with several important differences. The TBA framework allows the evaluation of some exact quantities related to the conformal UV limit of the model: effective central charge, conformal dimension of the perturbing operator and field content of the underlying CFT. The knowledge of this physical quantities has led to the possibility of conjecturing a perturbed CFT realization of the integrable models in terms of coset Kac-Moody CFT. The set of numerical tools and programs developed ad hoc to solve the problem at hand is also discussed in some detail with references to the code.