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.

Bayesian analysis for a skew extension of the multivariate null intercept measurement error model

Skew-normal distribution is a class of distributions that includes the normal distributions as a special case. In this paper, we explore the use of Markov Chain Monte Carlo (MCMC) methods to develop a Bayesian analysis in a multivariate, null intercept, measurement error model [R. Aoki, H. Bolfarine, J.A. Achcar, and D. Leao Pinto Jr, Bayesian analysis of a multivariate null intercept error-in -variables regression model, J. Biopharm. Stat. 13(4) (2003b), pp. 763-771] where the unobserved value of the covariate (latent variable) follows a skew-normal distribution. The results and methods are applied to a real dental clinical trial presented in [A. Hadgu and G. Koch, Application of generalized estimating equations to a dental randomized clinical trial, J. Biopharm. Stat. 9 (1999), pp. 161-178].

MODELING THE EVOLUTION OF COMPLEX NETWORKS THROUGH THE PATH-STAR TRANSFORMATION AND OPTIMAL MULTIVARIATE METHODS

The topology of real-world complex networks, such as in transportation and communication, is always changing with time. Such changes can arise not only as a natural consequence of their growth, but also due to major modi. cations in their intrinsic organization. For instance, the network of transportation routes between cities and towns ( hence locations) of a given country undergo a major change with the progressive implementation of commercial air transportation. While the locations could be originally interconnected through highways ( paths, giving rise to geographical networks), transportation between those sites progressively shifted or was complemented by air transportation, with scale free characteristics. In the present work we introduce the path-star transformation ( in its uniform and preferential versions) as a means to model such network transformations where paths give rise to stars of connectivity. It is also shown, through optimal multivariate statistical methods (i.e. canonical projections and maximum likelihood classification) that while the US highways network adheres closely to a geographical network model, its path-star transformation yields a network whose topological properties closely resembles those of the respective airport transportation network.

Software maintenance project delays prediction using Bayesian Networks

Managing software maintenance is rarely a precise task due to uncertainties concerned with resources and services descriptions. Even when a well-established maintenance process is followed, the risk of delaying tasks remains if the new services are not precisely described or when resources change during process execution. Also, the delay of a task at an early process stage may represent a different delay at the end of the process, depending on complexity or services reliability requirements. This paper presents a knowledge-based representation (Bayesian Networks) for maintenance project delays based on specialists experience and a corresponding tool to help in managing software maintenance projects. (c) 2006 Elsevier Ltd. All rights reserved.

A multivariate ultrastructural errors-in-variables model with equation error

This paper deals with asymptotic results on a multivariate ultrastructural errors-in-variables regression model with equation errors Sufficient conditions for attaining consistent estimators for model parameters are presented Asymptotic distributions for the line regression estimators are derived Applications to the elliptical class of distributions with two error assumptions are presented The model generalizes previous results aimed at univariate scenarios (C) 2010 Elsevier Inc All rights reserved

Multivariate measurement error models based on scale mixtures of the skew-normal distribution

Scale mixtures of the skew-normal (SMSN) distribution is a class of asymmetric thick-tailed distributions that includes the skew-normal (SN) distribution as a special case. The main advantage of these classes of distributions is that they are easy to simulate and have a nice hierarchical representation facilitating easy implementation of the expectation-maximization algorithm for the maximum-likelihood estimation. In this paper, we assume an SMSN distribution for the unobserved value of the covariates and a symmetric scale mixtures of the normal distribution for the error term of the model. This provides a robust alternative to parameter estimation in multivariate measurement error models. Specific distributions examined include univariate and multivariate versions of the SN, skew-t, skew-slash and skew-contaminated normal distributions. The results and methods are applied to a real data set.

Prediction in Multilevel Logistic Regression

The purpose of this article is to present a new method to predict the response variable of an observation in a new cluster for a multilevel logistic regression. The central idea is based on the empirical best estimator for the random effect. Two estimation methods for multilevel model are compared: penalized quasi-likelihood and Gauss-Hermite quadrature. The performance measures for the prediction of the probability for a new cluster observation of the multilevel logistic model in comparison with the usual logistic model are examined through simulations and an application.

Bias correction in a multivariate normal regression model with general parameterization

This paper derives the second-order biases Of maximum likelihood estimates from a multivariate normal model where the mean vector and the covariance matrix have parameters in common. We show that the second order bias can always be obtained by means of ordinary weighted least-squares regressions. We conduct simulation studies which indicate that the bias correction scheme yields nearly unbiased estimators. (C) 2009 Elsevier B.V. All rights reserved.

The influence of ARIMA-GARCH parameters in feed forward neural networks prediction

The objective of this article is to find out the influence of the parameters of the ARIMA-GARCH models in the prediction of artificial neural networks (ANN) of the feed forward type, trained with the Levenberg-Marquardt algorithm, through Monte Carlo simulations. The paper presents a study of the relationship between ANN performance and ARIMA-GARCH model parameters, i.e. the fact that depending on the stationarity and other parameters of the time series, the ANN structure should be selected differently. Neural networks have been widely used to predict time series and their capacity for dealing with non-linearities is a normally outstanding advantage. However, the values of the parameters of the models of generalized autoregressive conditional heteroscedasticity have an influence on ANN prediction performance. The combination of the values of the GARCH parameters with the ARIMA autoregressive terms also implies in ANN performance variation. Combining the parameters of the ARIMA-GARCH models and changing the ANN`s topologies, we used the Theil inequality coefficient to measure the prediction of the feed forward ANN.

Prediction of the economic activity from the short and long-term interest rate differential: new evidences in Chile and the United States of America cases

The purpose of this work is to verify the stability of the relationship between real activity and interest rate spread. The test is based on Chen (1988) and Osorio and Galea (2006). The analysis is applied to Chile and the United States, from 1980 to 1999. In general, in both cases the relationship was statistically significant in early 80s, but a break point is found in both countries during that decades, suggesting that the relationship depends on the monetary rule follow by the Central Bank.

A New Approach to the Prediction of Partition Coefficients in Water/Organic Interfaces

In the present work, a new approach for the determination of the partition coefficient in different interfaces based on the density function theory is proposed. Our results for log P(ow) considering a n-octanol/water interface for a large super cell for acetone -0.30 (-0.24) and methane 0.95 (0.78) are comparable with the experimental data given in parenthesis. We believe that these differences are mainly related to the absence of van der Walls interactions and the limited number of molecules considered in the super cell. The numerical deviations are smaller than that observed for interpolation based tools. As the proposed model is parameter free, it is not limited to the n-octanol/water interface.

PREDICTION OF METAL CATION TOXICITY TO THE BIOLUMINESCENT FUNGUS GERRONEMA VIRIDILUCENS

A correlation between the physicochemical properties of mono- [Li(I), K(I), Na(I)] and divalent [Cd(II), Cu(II), Mn(II), Ni(II), Co(II), Zn(II), Mg(II), Ca(II)] metal cations and their toxicity (evaluated by the free ion median effective concentration. EC50(F)) to the naturally bioluminescent fungus Gerronema viridilucens has been studied using the quantitative ion character activity relationship (QICAR) approach. Among the 11 ionic parameters used in the current study, a univariate model based on the covalent index (X(m)(2)r) proved to be the most adequate for prediction of fungal metal toxicity evaluated by the logarithm of free ion median effective concentration (log EC50(F)): log EC50(F) = 4.243 (+/-0.243) -1.268 (+/-0.125).X(m)(2)r (adj-R(2) = 0.9113, Alkaike information criterion [AIC] = 60.42). Additional two- and three-variable models were also tested and proved less suitable to fit the experimental data. These results indicate that covalent bonding is a good indicator of metal inherent toxicity to bioluminescent fungi. Furthermore, the toxicity of additional metal ions [Ag(I), Cs(I), Sr(II), Ba(II), Fe(II), Hg(II), and Pb(II)] to G. viridilucens was predicted, and Pb was found to be the most toxic metal to this bioluminescent fungus (EC50(F)): Pb(II) > Ag(I) > Hg(I) > Cd(II) > Cu(II) > Co(II) Ni(II) > Mn(II) > Fe(II) approximate to Zn(II) > Mg(II) approximate to Ba(II) approximate to Cs(I) > Li(I) > K(I) approximate to Na(I) approximate to Sr(II)> Ca(II). Environ. Toxicol. Chem. 2010;29:2177-2181. (C) 2010 SETAC

Improved Prediction of Hydrocarbon Flash Points from Boiling Point Data

Flash points (T(FP)) of hydrocarbons are calculated from their flash point numbers, N(FP), with the relationship T(FP) (K) = 23.369N(FP)(2/3) + 20.010N(FP)(1/3) + 31.901 In turn, the N(FP) values can be predicted from experimental boiling point numbers (Y(BP)) and molecular structure with the equation N(FP) = 0.987 Y(BP) + 0.176D + 0.687T + 0.712B - 0.176 where D is the number of olefinic double bonds in the structure, T is the number of triple bonds, and B is the number of aromatic rings. For a data set consisting of 300 diverse hydrocarbons, the average absolute deviation between the literature and predicted flash points was 2.9 K.

The low-lying electronic states of BeP: a reliable and accurate quantum mechanical prediction

A very high level of theoretical treatment (complete active space self-consistent field CASSCF/MRCI/aug-cc-pV5Z) was used to characterize the spectroscopic properties of a manifold of quartet and doublet states of the species BeP, as yet experimentally unknown. Potential energy curves for 11 electronic states were obtained, as well as the associated vibrational energy levels, and a whole set of spectroscopic constants. Dipole moment functions and vibrationally averaged dipole moments were also evaluated. Similarities and differences between BeN and BeP were analysed along with the isovalent SiB species. The molecule BeP has a X (4)Sigma(-) ground state, with an equilibrium bond distance of 2.073 angstrom, and a harmonic frequency of 516.2 cm(-1); it is followed closely by the states (2)Pi (R(e) = 2.081 angstrom, omega(e) = 639.6 cm(-1)) and (2)Sigma(-) (R(e) = 2.074 angstrom, omega(e) = 536.5 cm(-1)), at 502 and 1976 cm(-1), respectively. The other quartets investigated, A (4)Pi (R(e) = 1.991 angstrom, omega(e) = 555.3 cm(-1)) and B (4)Sigma(-) (R(e) = 2.758 angstrom, omega(e) = 292.2 cm(-1)) lie at 13 291 and 24 394 cm(-1), respectively. The remaining doublets ((2)Delta, (2)Sigma(+)(2) and (2)Pi(3)) all fall below 28 000 cm(-1). Avoided crossings between the (2)Sigma(+) states and between the (2)Pi states add an extra complexity to this manifold of states.

Multivariate Analysis for the Classification Differentiation of Brazilian Sugarcane Spirits by Analysis of Organic and Inorganic Compounds

Brazilian sugarcane spirits were analyzed to elucidate similarities and dissimilarities by principal component analysis. Nine aldehydes, six alcohols, and six metal cations were identified and quantified. Isobutanol (LD 202.9 mu gL-1), butiraldehyde (0.08-0.5 mu gL-1), ethanol (39-47% v/v), and copper (371-6068 mu gL-1) showed marked similarities, but the concentration levels of n-butanol (1.6-7.3 mu gL-1), sec-butanol (LD 89 mu gL-1), formaldehyde (0.1-0.74 mu gL-1), valeraldehyde (0.04-0.31 mu gL-1), iron (8.6-139.1 mu gL-1), and magnesium (LD 1149 mu gL-1) exhibited differences from samples.