882 resultados para Quasi-Likelihood


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This article analyses the effects of NGO microfinance programmes on household welfare in Vietnam. Data on 470 households across 25 villages were collected using a quasi-experimental survey approach to overcome any self-selection bias. The sample was designed so that member households of microfinance programmes were compared with non-member households with similar characteristics. The analysis shows no significant effects of participation in NGO microfinance on household welfare, proxied by income and consumption per adult equivalent.

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In this paper, we first recast the generalized symmetric eigenvalue problem, where the underlying matrix pencil consists of symmetric positive definite matrices, into an unconstrained minimization problem by constructing an appropriate cost function, We then extend it to the case of multiple eigenvectors using an inflation technique, Based on this asymptotic formulation, we derive a quasi-Newton-based adaptive algorithm for estimating the required generalized eigenvectors in the data case. The resulting algorithm is modular and parallel, and it is globally convergent with probability one, We also analyze the effect of inexact inflation on the convergence of this algorithm and that of inexact knowledge of one of the matrices (in the pencil) on the resulting eigenstructure. Simulation results demonstrate that the performance of this algorithm is almost identical to that of the rank-one updating algorithm of Karasalo. Further, the performance of the proposed algorithm has been found to remain stable even over 1 million updates without suffering from any error accumulation problems.

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Thin films are developed by dispersing carbon black nanoparticles and carbon nanotubes (CNTs) in an epoxy polymer. The films show a large variation in electrical resistance when subjected to quasi-static and dynamic mechanical loading. This phenomenon is attributed to the change in the band-gap of the CNTs due to the applied strain, and also to the change in the volume fraction of the constituent phases in the percolation network. Under quasi-static loading, the films show a nonlinear response. This nonlinearity in the response of the films is primarily attributed to the pre-yield softening of the epoxy polymer. The electrical resistance of the films is found to be strongly dependent on the magnitude and frequency of the applied dynamic strain, induced by a piezoelectric substrate. Interestingly, the resistance variation is found to be a linear function of frequency and dynamic strain. Samples with a small concentration of just 0.57% of CNT show a sensitivity as high as 2.5% MPa-1 for static mechanical loading. A mathematical model based on Bruggeman's effective medium theory is developed to better understand the experimental results. Dynamic mechanical loading experiments reveal a sensitivity as high as 0.007% Hz(-1) at a constant small-amplitude vibration and up to 0.13%/mu-strain at 0-500 Hz vibration. Potential applications of such thin films include highly sensitive strain sensors, accelerometers, artificial neural networks, artificial skin and polymer electronics.

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We propose a unified model to explain Quasi-Periodic Oscillation (QPO), particularly of high frequency, observed from black hole and neutron star systems globally. We consider accreting systems to be damped harmonic oscillators exhibiting epicyclic oscillations with higher-order nonlinear resonance to explain QPO. The resonance is expected to be driven by the disturbance from the compact object at its spin frequency. The model explains various properties parallelly for both types of the compact object. It describes QPOs successfully for ten different compact sources. Based on this, we predict the spin frequency of the neutron star Sco X-1 and specific angular momentum of black holes GRO J1655–40, XTE J1550–564, H1743–322, and GRS 1915+105.

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We study by means of experiments and Monte Carlo simulations, the scattering of light in random media, to determine the distance up to which photons travel along almost undeviated paths within a scattering medium, and are therefore capable of casting a shadow of an opaque inclusion embedded within the medium. Such photons are isolated by polarisation discrimination wherein the plane of linear polarisation of the input light is continuously rotated and the polarisation preserving component of the emerging light is extracted by means of a Fourier transform. This technique is a software implementation of lock-in detection. We find that images may be recovered to a depth far in excess of that predicted by the diffusion theory of photon propagation. To understand our experimental results, we perform Monte Carlo simulations to model the random walk behaviour of the multiply scattered photons. We present a. new definition of a diffusing photon in terms of the memory of its initial direction of propagation, which we then quantify in terms of an angular correlation function. This redefinition yields the penetration depth of the polarisation preserving photons. Based on these results, we have formulated a model to understand shadow formation in a turbid medium, the predictions of which are in good agreement with our experimental results.

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The Fabens method is commonly used to estimate growth parameters k and l infinity in the von Bertalanffy model from tag-recapture data. However, the Fabens method of estimation has an inherent bias when individual growth is variable. This paper presents an asymptotically unbiassed method using a maximum likelihood approach that takes account of individual variability in both maximum length and age-at-tagging. It is assumed that each individual's growth follows a von Bertalanffy curve with its own maximum length and age-at-tagging. The parameter k is assumed to be a constant to ensure that the mean growth follows a von Bertalanffy curve and to avoid overparameterization. Our method also makes more efficient use nf thp measurements at tno and recapture and includes diagnostic techniques for checking distributional assumptions. The method is reasonably robust and performs better than the Fabens method when individual growth differs from the von Bertalanffy relationship. When measurement error is negligible, the estimation involves maximizing the profile likelihood of one parameter only. The method is applied to tag-recapture data for the grooved tiger prawn (Penaeus semisulcatus) from the Gulf of Carpentaria, Australia.

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We consider estimation of mortality rates and growth parameters from length-frequency data of a fish stock and derive the underlying length distribution of the population and the catch when there is individual variability in the von Bertalanffy growth parameter L-infinity. The model is flexible enough to accommodate 1) any recruitment pattern as a function of both time and length, 2) length-specific selectivity, and 3) varying fishing effort over time. The maximum likelihood method gives consistent estimates, provided the underlying distribution for individual variation in growth is correctly specified. Simulation results indicate that our method is reasonably robust to violations in the assumptions. The method is applied to tiger prawn data (Penaeus semisulcatus) to obtain estimates of natural and fishing mortality.

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The method of generalized estimating equation-, (GEEs) has been criticized recently for a failure to protect against misspecification of working correlation models, which in some cases leads to loss of efficiency or infeasibility of solutions. However, the feasibility and efficiency of GEE methods can be enhanced considerably by using flexible families of working correlation models. We propose two ways of constructing unbiased estimating equations from general correlation models for irregularly timed repeated measures to supplement and enhance GEE. The supplementary estimating equations are obtained by differentiation of the Cholesky decomposition of the working correlation, or as score equations for decoupled Gaussian pseudolikelihood. The estimating equations are solved with computational effort equivalent to that required for a first-order GEE. Full details and analytic expressions are developed for a generalized Markovian model that was evaluated through simulation. Large-sample ".sandwich" standard errors for working correlation parameter estimates are derived and shown to have good performance. The proposed estimating functions are further illustrated in an analysis of repeated measures of pulmonary function in children.

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Quasi-two-dimensional oxides of the La,+,Sr,+,Mn04 system, possessing the KZNiF4 structure, show no evidence for ferromagnetic ordering in contrast to the corresponding three-dimensional La,+.Sr,MnO~ perovskites. Instead, there is an increasing tendency toward antiferromagnetic ordering with mcreasmg x m La,+,Sr,,, MnOp. Furthermore, these oxides are relatively high-resistivity materials over the entire compositional range. Substitution of Ba for Sr in La&r,.5Mn04 decreases the ferromagnetic interaction. Increasing the number of perovskite layers in SrO (La,-,Sr,MnO& causes an increase in electrical conductivity as well as ferromagnetic interaction. The oxide becomes a highly conducting ferromagnet when n 2 2.

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A simple stochastic model of a fish population subject to natural and fishing mortalities is described. The fishing effort is assumed to vary over different periods but to be constant within each period. A maximum-likelihood approach is developed for estimating natural mortality (M) and the catchability coefficient (q) simultaneously from catch-and-effort data. If there is not enough contrast in the data to provide reliable estimates of both M and q, as is often the case in practice, the method can be used to obtain the best possible values of q for a range of possible values of M. These techniques are illustrated with tiger prawn (Penaeus semisulcatus) data from the Northern Prawn Fishery of Australia.

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Magnetic susceptibility studies on single crystals of nearly stoichiometric La2NiO4 with the applied field both parallel and perpendicular to the c axis show a transition at 204 K below which two-dimensional canted antiferromagnetic order seems to exist. This oxide also undergoes a transition from isotropic to anisotropic susceptibility near 100 and 250 K.

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It is shown that in the finite-element formulation of the general quasi-harmonic equation using tetrahedral elements, for every member of the element family there exists just one numerical universal matrix indpendent of the size, shape and material properties of the element. Thus the element matrix is conveniently constructed by manipulating this single matrix along with a set of reverse sequence codes at the same time accounting for the size, shape and material properties in a simple manner.

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Irreversible, Pressure induced, quasicrystal-to-crystal transitions are observed for the first time in melt spun alloys at 4.9 GPa for Al 78 Mn22 and 9.3 GPa for Al86 Mn14 by monitoring the electrical resistivities of these alloys as a function of pressure. Electron diffraction and x-ray measurements are used to show that these quasicrystalline phases have icosohedral point group symmetry. The crystalline phases which appear at high pressures are identified as h.c.p. for Al78 Mn22 and orthorhombic for Al86 Mn14.

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The presence of phases showing icosahedral point symmetry was reported by Shechtman, Blech, Gratias and Cahn in rapidly quenched alloys of Al---Mn, Al---Fe and Al---Cr, and subsequently many other splat-cooled alloys with the i phase have been reported. In this paper we present the first results of high pressure experiments carried out on Al---Fe and Al---Mn quasi-crystals. The experiments performed at room temperature showed irreversible quasi-crystal-to-crystal transitions in Al---Mn and Al---Fe alloys. The transition pressures are 49 kbar for Al78Mn22, 93 kbar for Al86Mn14, 79 kbar for Al86Fe14, 54 kbar for Al82Fe18 and 108 kbar for Al75Fe25. The high pressure phases are found to be the equilibrium phases.