Augmented Lagrangian methods under the constant positive linear dependence constraint qualification

Two Augmented Lagrangian algorithms for solving KKT systems are introduced. The algorithms differ in the way in which penalty parameters are updated. Possibly infeasible accumulation points are characterized. It is proved that feasible limit points that satisfy the Constant Positive Linear Dependence constraint qualification are KKT solutions. Boundedness of the penalty parameters is proved under suitable assumptions. Numerical experiments are presented.

Improved score tests in symmetric linear regression models

The class of symmetric linear regression models has the normal linear regression model as a special case and includes several models that assume that the errors follow a symmetric distribution with longer-than-normal tails. An important member of this class is the t linear regression model, which is commonly used as an alternative to the usual normal regression model when the data contain extreme or outlying observations. In this article, we develop second-order asymptotic theory for score tests in this class of models. We obtain Bartlett-corrected score statistics for testing hypotheses on the regression and the dispersion parameters. The corrected statistics have chi-squared distributions with errors of order O(n(-3/2)), n being the sample size. The corrections represent an improvement over the corresponding original Rao`s score statistics, which are chi-squared distributed up to errors of order O(n(-1)). Simulation results show that the corrected score tests perform much better than their uncorrected counterparts in samples of small or moderate size.

Local influence for Student-t partially linear models

In this paper we extend partial linear models with normal errors to Student-t errors Penalized likelihood equations are applied to derive the maximum likelihood estimates which appear to be robust against outlying observations in the sense of the Mahalanobis distance In order to study the sensitivity of the penalized estimates under some usual perturbation schemes in the model or data the local influence curvatures are derived and some diagnostic graphics are proposed A motivating example preliminary analyzed under normal errors is reanalyzed under Student-t errors The local influence approach is used to compare the sensitivity of the model estimates (C) 2010 Elsevier B V All rights reserved

Leverage analysis for linear mixed models

We consider a generalized leverage matrix useful for the identification of influential units and observations in linear mixed models and show how a decomposition of this matrix may be employed to identify high leverage points for both the marginal fitted values and the random effect component of the conditional fitted values. We illustrate the different uses of the two components of the decomposition with a simulated example as well as with a real data set.

Improved testing inference in mixed linear models

Mixed linear models are commonly used in repeated measures studies. They account for the dependence amongst observations obtained from the same experimental unit. Often, the number of observations is small, and it is thus important to use inference strategies that incorporate small sample corrections. In this paper, we develop modified versions of the likelihood ratio test for fixed effects inference in mixed linear models. In particular, we derive a Bartlett correction to such a test, and also to a test obtained from a modified profile likelihood function. Our results generalize those in [Zucker, D.M., Lieberman, O., Manor, O., 2000. Improved small sample inference in the mixed linear model: Bartlett correction and adjusted likelihood. Journal of the Royal Statistical Society B, 62,827-838] by allowing the parameter of interest to be vector-valued. Additionally, our Bartlett corrections allow for random effects nonlinear covariance matrix structure. We report simulation results which show that the proposed tests display superior finite sample behavior relative to the standard likelihood ratio test. An application is also presented and discussed. (C) 2008 Elsevier B.V. All rights reserved.

Likelihood ratio tests for variance components in linear mixed models

Although the asymptotic distributions of the likelihood ratio for testing hypotheses of null variance components in linear mixed models derived by Stram and Lee [1994. Variance components testing in longitudinal mixed effects model. Biometrics 50, 1171-1177] are valid, their proof is based on the work of Self and Liang [1987. Asymptotic properties of maximum likelihood estimators and likelihood tests under nonstandard conditions. J. Amer. Statist. Assoc. 82, 605-610] which requires identically distributed random variables, an assumption not always valid in longitudinal data problems. We use the less restrictive results of Vu and Zhou [1997. Generalization of likelihood ratio tests under nonstandard conditions. Ann. Statist. 25, 897-916] to prove that the proposed mixture of chi-squared distributions is the actual asymptotic distribution of such likelihood ratios used as test statistics for null variance components in models with one or two random effects. We also consider a limited simulation study to evaluate the appropriateness of the asymptotic distribution of such likelihood ratios in moderately sized samples. (C) 2008 Elsevier B.V. All rights reserved.

Influence diagnostics for linear models with first-order autoregressive elliptical errors

We introduce in this paper the class of linear models with first-order autoregressive elliptical errors. The score functions and the Fisher information matrices are derived for the parameters of interest and an iterative process is proposed for the parameter estimation. Some robustness aspects of the maximum likelihood estimates are discussed. The normal curvatures of local influence are also derived for some usual perturbation schemes whereas diagnostic graphics to assess the sensitivity of the maximum likelihood estimates are proposed. The methodology is applied to analyse the daily log excess return on the Microsoft whose empirical distributions appear to have AR(1) and heavy-tailed errors. (C) 2008 Elsevier B.V. All rights reserved.

Local Influence Analysis for Skew-Normal Linear Mixed Models

In this article, we consider local influence analysis for the skew-normal linear mixed model (SN-LMM). As the observed data log-likelihood associated with the SN-LMM is intractable, Cook`s well-known approach cannot be applied to obtain measures of local influence. Instead, we develop local influence measures following the approach of Zhu and Lee (2001). This approach is based on the use of an EM-type algorithm and is measurement invariant under reparametrizations. Four specific perturbation schemes are discussed. Results obtained for a simulated data set and a real data set are reported, illustrating the usefulness of the proposed methodology.

Skew-normal linear calibration: a Bayesian perspective

In this paper, we present a Bayesian approach for estimation in the skew-normal calibration model, as well as the conditional posterior distributions which are useful for implementing the Gibbs sampler. Data transformation is thus avoided by using the methodology proposed. Model fitting is implemented by proposing the asymmetric deviance information criterion, ADIC, a modification of the ordinary DIC. We also report an application of the model studied by using a real data set, related to the relationship between the resistance and the elasticity of a sample of concrete beams. Copyright (C) 2008 John Wiley & Sons, Ltd.

Hybrid materials from intermolecular associations between cationic lipid and polymers

Intermolecular associations between a cationic lipid and two model polymers were evaluated from preparation and characterization of hybrid thin films cast on silicon wafers. The novel materials were prepared by spin-coating of a chloroformic solution of lipid and polymer on silicon wafer. Polymers tested for miscibility with the cationic lipid dioctadecyldimethylammonium bromide (DODAB) were polystyrene (PS) and poly(methyl methacrylate) (PMMA). The films thus obtained were characterized by ellipsometry, wettability, optical and atomic force microscopy, Fourier transform infrared spectroscopy (FTIR), differential scanning calorimetry (DSC), and activity against Escherichia coli. Whereas intermolecular ion-dipole interactions were available for the PMMA-DODAB interacting pair producing smooth PMMA-DODAB films, the absence of such interactions for PS-DODAB films caused lipid segregation, poor film stability (detachment from the silicon wafer) and large rugosity. In addition, the well-established but still remarkable antimicrobial DODAB properties were transferred to the novel hybrid PMMA/DODAB coating, which is demonstrated to be highly effective against E. coli.

Synthesis, characterization and adsorption properties of porous mixed valent diruthenium(II,III)-terephthalate and diruthenium(II,III)-adipate polymers

Two porous mixed valent diruthenium(II,III)-dicarboxylate compounds have been prepared and characterized by spectroscopic methods, X-ray diffraction and thermogravimetry. Crystalline solids of [Ru(2)(tere)(2)Cl] center dot 3.5H(2)O (tere=terephthalate) and [Ru(2)(adip)(2)Cl] center dot 1.5H(2)O (adip=adipate) consist of extended chains in which polymeric layers of multiply metal-metal bonded [Ru(2)](5+) cores are bridged by dicarboxylate ligands in paddlewheel type geometries. Units of [Ru(2)(dicarboxylate)(2)](n)(+) are linked by axial bridging chloride ions generating three-dimensional networks. The polymers loose non-bonded water molecules at low temperatures but do not undergo thermal decomposition below 280-300 degrees C. Both of compounds exhibit high BET surface areas, [Ru(2)(tere)(2)Cl]: 235 m(2) g(-1) and [Ru(2)(adip)(2)Cl]: 281 m(2) g(-1), and occlude similar numbers of mol of N(2) per mol of metal. The terephthalate ligand generated an organized structure with supermicropores (total pore size of 0.24 cm(3) g(-1)) while the adipate ligand led to a mesoporous structure (total pore sizes of 0.47 cm(3) g(-1)) for the corresponding diruthenium(II,III)-dicarboxylate polymers. (c) 2008 Elsevier B.V. All rights reserved.

Spectroscopic investigation of conjugated polymers derived from nitroanilines

For the first time, the resonance Raman spectroscopy was used to characterize polymers derived from meta- and para-nitroanilines. In order to improve the polymer structure analysis, other techniques were also used such as FTIR, UV-vis, XRD, XPS, EPR and N K-XANES. The insertion of strong electron-withdrawing groups (NO2) in polyaniline (PANI)-like backbone causes drastic changes in the lower energy charge transfer states, related to the polymer effective conjugation length. The resonance Raman data show that the NO2 moiety has a minor contribution on the CT state in poly(meta-nitroaniline), PMN, while in the poly(para-nitroaniline), PPN, the quinoid structure induced by para-substitution increases the charge density of NO2 groups, causing a more localized chromophore. The characterization of the imine nitrogen and of the protonated segments was done by XPS, N K-XANES and EPR spectroscopies and the lower polymerization degree of PPN, in comparison to PMN, is confirmed by XRD and TG data. (C) 2007 Elsevier B.V. All rights reserved.

FT-Raman investigation of biodegradable polymers: Poly(3-hydroxybutyrate) and poly(3-hydroxybutyrate-co-3-hydroxyvalerate)

This work presents a FT-Raman study (lambda(0) = 1064 nm) of naturally occurring polyester poly[(R)-3-hydroxybutyrate] (PHB) and its copolymer poly[(R)-3-hydroxybutyrate-co-(R)-3-hydroxyvalerate] (PHBV) with 5,8 and 12 mol % of HV (hydroxyvalerate). The FT-Raman spectra of films indicate that full width at half height of the band centered at 1725 cm(-1) and relative intensity of bands at 1443 and 1458 cm(-1) can be use to estimate the crystalline degree in film samples. The similarity between Raman spectra of molten PHB and PHBV and theirs CDCl(3) solutions suggested that molten polymers present similar conformation than polymers in solution. Raman data of these samples showed that bands at 1220, 1402, 1725, 2998 and 3009 cm(-1) are due to crystalline helical structure and the bands at 1453, 1740, 2881, 2938 and 2990 cm(-1) are originated from disordered domains. It is shown that composition of PHBV samples can be estimated by analyzing the ratio of the intensity of the bands at 2938 cm(-1) (nu C-H) and 1740 cm(-1) (nu C=O) in the spectra of solutions and of bands at 1354 (wCH(2)) and 1740 cm(-1) (nu C=O) in spectra of molten polymers. (C) 2010 Elsevier B.V. All rights reserved.

Biobased composites from tannin-phenolic polymers reinforced with coir fibers

Tannin-phenolic polymers prepared using tannin, a macromolecule obtained from natural sources, were used in the preparation of composites reinforced with coir fibers. The composites based on tannin-phenolic polymers (50% (w/w) of tannin as substitute of the phenol) were prepared using the coir fibers as reinforcement (30-70% (w/w), 3.0-6.0 cm, randomly distributed). The Izod impact strength of the composites showed an improvement in this property due to the incorporation of coir fibers in the tannin-phenolic matrices. The SEM images showed excellent adhesion at the fiber/matrix interface. The coir fiber had bundles regularly spaced, which enhanced the diffusion of the resin into the fiber. In addition, the high lignin content of this fiber results in a high concentration of aromatic rings, which increased the compatibility with the matrix. The values of the diffusion coefficient of water, determined using Fick`s laws, show that there was no correlation between the fiber percentage and the water diffusion. The DMTA curves showed that the storage moduli of the composites reinforced with coir fibers were considerably higher than that of the thermoset, and the increase in the proportion of fibers led to a proportional increase in the storage moduli of these materials. The biobased composites obtained have potential for non-structural applications, such as in the internal parts of automotives vehicles. To our knowledge, this is the first study on this kind of biobased composites. (C) 2010 Elsevier B.V. All rights reserved.

Plasticized pectin-based gel electrolytes

Pectin is a natural polymer present in plants and, as all natural polymers has biodegradation properties. Chemically, pectin is a polysaccharide composed of a linear chain of 1 -> 4 linked galacturonic acids, which is esterified with methanol at 80%. The pectin-based gel electrolytes in a transparent film form were obtained by a plasticization process with glycerol and addition of LiClO(4). The films showed good ionic conductivity results, which increased from 10(-5) S/cm for the samples with 37 wt.% of glycerol to 4.7 x 10(-4) S/cm at room temperature for the sample with 68 wt.% of glycerol. The electrochemical behaviors of the samples were studied by electrochemical impedance spectroscopy (EIS), and Nyquist graphs are showed and discussed. The obtained pectin-based samples also presented good adherence to the glass, flexibility, homogeneity (SEM) and transparency (about 70% in the vis) properties. They are good candidates to be applied as gel electrolytes in electrochromic devices. (C) 2009 Elsevier Ltd. All rights reserved.