Missing data mechanisms and their implications on the analysis of categorical data

We review some issues related to the implications of different missing data mechanisms on statistical inference for contingency tables and consider simulation studies to compare the results obtained under such models to those where the units with missing data are disregarded. We confirm that although, in general, analyses under the correct missing at random and missing completely at random models are more efficient even for small sample sizes, there are exceptions where they may not improve the results obtained by ignoring the partially classified data. We show that under the missing not at random (MNAR) model, estimates on the boundary of the parameter space as well as lack of identifiability of the parameters of saturated models may be associated with undesirable asymptotic properties of maximum likelihood estimators and likelihood ratio tests; even in standard cases the bias of the estimators may be low only for very large samples. We also show that the probability of a boundary solution obtained under the correct MNAR model may be large even for large samples and that, consequently, we may not always conclude that a MNAR model is misspecified because the estimate is on the boundary of the parameter space.

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.

Birnbaum-Saunders nonlinear regression models

We introduce, for the first time, a new class of Birnbaum-Saunders nonlinear regression models potentially useful in lifetime data analysis. The class generalizes the regression model described by Rieck and Nedelman [Rieck, J.R., Nedelman, J.R., 1991. A log-linear model for the Birnbaum-Saunders distribution. Technometrics 33, 51-60]. We discuss maximum-likelihood estimation for the parameters of the model, and derive closed-form expressions for the second-order biases of these estimates. Our formulae are easily computed as ordinary linear regressions and are then used to define bias corrected maximum-likelihood estimates. Some simulation results show that the bias correction scheme yields nearly unbiased estimates without increasing the mean squared errors. Two empirical applications are analysed and discussed. Crown Copyright (C) 2009 Published by Elsevier B.V. All rights reserved.

Testing the optimality of aggregate consumption decisions: is there rule-of-thumb behavior?

Consumption is an important macroeconomic aggregate, being about 70% of GNP. Finding sub-optimal behavior in consumption decisions casts a serious doubt on whether optimizing behavior is applicable on an economy-wide scale, which, in turn, challenge whether it is applicable at all. This paper has several contributions to the literature on consumption optimality. First, we provide a new result on the basic rule-of-thumb regression, showing that it is observational equivalent to the one obtained in a well known optimizing real-business-cycle model. Second, for rule-of-thumb tests based on the Asset-Pricing Equation, we show that the omission of the higher-order term in the log-linear approximation yields inconsistent estimates when lagged observables are used as instruments. However, these are exactly the instruments that have been traditionally used in this literature. Third, we show that nonlinear estimation of a system of N Asset-Pricing Equations can be done efficiently even if the number of asset returns (N) is high vis-a-vis the number of time-series observations (T). We argue that efficiency can be restored by aggregating returns into a single measure that fully captures intertemporal substitution. Indeed, we show that there is no reason why return aggregation cannot be performed in the nonlinear setting of the Pricing Equation, since the latter is a linear function of individual returns. This forms the basis of a new test of rule-of-thumb behavior, which can be viewed as testing for the importance of rule-of-thumb consumers when the optimizing agent holds an equally-weighted portfolio or a weighted portfolio of traded assets. Using our setup, we find no signs of either rule-of-thumb behavior for U.S. consumers or of habit-formation in consumption decisions in econometric tests. Indeed, we show that the simple representative agent model with a CRRA utility is able to explain the time series data on consumption and aggregate returns. There, the intertemporal discount factor is significant and ranges from 0.956 to 0.969 while the relative risk-aversion coefficient is precisely estimated ranging from 0.829 to 1.126. There is no evidence of rejection in over-identifying-restriction tests.

Publicidade televisiva de cerveja e ocorrência de acidentes de trânsito na cidade de Lima

Uma das características mais ressaltantes nos últimos anos é a variedade de publicidade com as quais as empresas produtoras de bebidas alcoólicas tratam de influenciar os consumidores para comercializar seus produtos. Neste contexto surgem duas posições em relação aos efeitos da publicidade de bebidas alcoólicas no consumo desmedido e suas conseqüências na sociedade: por um lado, as empresas produtoras investem em publicidade só como um recurso para induzir o consumidor à compra do produto que oferecem em comparação aos oferecidos por seus concorrentes, e não necessariamente para promover condutas irresponsáveis no consumo de seus produtos, como dirigir alcoolizado depois de consumir bebidas alcoólicas. Por outro lado, na literatura da saúde pública opina-se o contrário: os acidentes de trânsito são vistos como uma das conseqüências do consumo desmedido e irresponsável destas bebidas, muitas vezes devido a uma publicidade de bebidas alcoólicas. Assim, a pergunta central da pesquisa é: qual é a influência da publicidade de cerveja nos acidentes de trânsito provocados por motoristas ou pedestres em estado de embriagues na cidade de Lima? Para responder a pergunta se usará um modelo log-linear estimado pelo método de Mínimos Quadrados Ordinário (MQO), tendo como variável dependente o número de acidentes de trânsito acontecidos entre o período 1999-2003. O modelo também leva em conta variáveis independentes como o montante investido em publicidade televisada de cervejas, assim como a legislação feita para modificar o comportamento das pessoas em relação ao fato de dirigir em estado de embriaguez. O resultado do modelo rodado confirma a existência de uma relação positiva entre os acidentes de trânsito e a publicidade televisada de cervejas, assim como uma relação negativa entre a legislação e os acidentes de trânsito acontecidos na cidade de Lima no período 1999 até o 2003.

Forecasting Multivariate Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions

This paper has two original contributions. First, we show that the present value model (PVM hereafter), which has a wide application in macroeconomics and fi nance, entails common cyclical feature restrictions in the dynamics of the vector error-correction representation (Vahid and Engle, 1993); something that has been already investigated in that VECM context by Johansen and Swensen (1999, 2011) but has not been discussed before with this new emphasis. We also provide the present value reduced rank constraints to be tested within the log-linear model. Our second contribution relates to forecasting time series that are subject to those long and short-run reduced rank restrictions. The reason why appropriate common cyclical feature restrictions might improve forecasting is because it finds natural exclusion restrictions preventing the estimation of useless parameters, which would otherwise contribute to the increase of forecast variance with no expected reduction in bias. We applied the techniques discussed in this paper to data known to be subject to present value restrictions, i.e. the online series maintained and up-dated by Shiller. We focus on three different data sets. The fi rst includes the levels of interest rates with long and short maturities, the second includes the level of real price and dividend for the S&P composite index, and the third includes the logarithmic transformation of prices and dividends. Our exhaustive investigation of several different multivariate models reveals that better forecasts can be achieved when restrictions are applied to them. Moreover, imposing short-run restrictions produce forecast winners 70% of the time for target variables of PVMs and 63.33% of the time when all variables in the system are considered.

Preparação e carcterização de complexos multicomponentes contendo ciclodextrinas e benznidazol

The benznidazole (BNZ) is the only alternative for Chagas disease treatment in Brazil. This drug has low solubility, which restricts its dissolution rate. Thus, the present work aimed to study the BNZ interactions in binary systems with beta cyclodextrin (β-CD) and hydroxypropyl-beta cyclodextrin (HP-β-CD), in order to increase the apparent aqueous solubility of drug. The influence of seven hydrophilic polymers, triethanolamine (TEA) and 1-methyl-2- pyrrolidone (NMP) in benznidazole apparent aqueous solubility, as well as the formation of inclusion complexes was also investigated. The interactions in solution were predicted and investigated using phase solubility diagram methodology, nuclear magnetic resonance of protons (RMN) and molecular modeling. Complexes were obtained in solid phase by spray drying and physicochemical characterization included the UV-Vis spectrophotometric spectroscopy in the infrared region, scanning electron microscopy, X-ray diffraction and dissolution drug test from the different systems. The increment on apparent aqueous solubility of drug was achieved with a linear type (AL) in presence of both cyclodextrins at different pH values. The hydrophilic polymers and 1-methyl-2-pyrrolidone contributes to the formation of inclusion complexes, while the triethanolamine decreased the complex stability constant (Kc). The log-linear model applied for solubility diagrams revealed that both triethanolamine and 1-methyl-2-pyrrolidone showed an action cosolvent (both solvents) and complexing (1-methyl-2-pyrrolidone). The best results were obtained with complexes involving 1-methyl-2-pyrrolidone and hydroxypropylbeta- cyclodextrin, with an increased of benznidazole solubility in 27.9 and 9.4 times, respectively. The complexes effectiveness was proven by dissolution tests, in which the ternary complexes and physical mixtures involving 1-methyl- 2-pyrrolidone and both cyclodextrins investigated showed better results, showing the potential use as novel pharmaceutical ingredient, that leads to increased benznidazole bioavailability

The nonlinear essence of gravitational waves

A critical review of gravitational wave theory is made. It is pointed out that the usual linear approach to the gravitational wave theory is neither conceptually consistent nor mathematically justified. Relying upon that analysis it is argued that-analogously to a Yang-Mills propagating field, which must be nonlinear to carry its gauge charge-a gravitational wave must necessarily be nonlinear to transport its own charge-that is, energy-momentum.

Adaptações fonológicas na pronúncia de estrangeirismos do inglês por falantes de português brasileiro

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Compreendendo o acolhimento em uma unidade de saúde da família na perspectiva dos usuários

The present study aimed at understanding humanized reception at a Family Health Unit in a city in São Paulo state according to users’ perspectives. It is a qualitative investigation with a Case Study as its methodological framework and the Theory of Complexity (TC) as its theoretical basis. Data were collected from March to July, 2011 by means of non-directive interviews and participant observation, and the Flowchart that analyzes the care provision model in health care services was used. The discourses were analyzed according to Bardin’s thematic approach, from which two themes emerged: humanized reception as an act that precedes medical consultation and humanized reception as a solution to demands stemming from medical action. The study provided visibility to the forms how humanized reception is understood, that is, the moment that precedes medical consultation, being configured as a pre-consultation instance when punctual actions are performed, such as measuring vital signs, and when users are sure that they will be seen by a doctor, in addition to the perception that humanized reception is not part of the process to solve their need, since such result is achieved by means of medication dispensation permeated by the polite treatment given by professionals. These results show how the fragmented, reductionist and linear approach to caregiving is still present in the words, thoughts and culture of health service users as well as in those of health care team members. TC seems to shed light on these issues, and it may result in important improvement in the understanding of interactional relationships between team members and users concerning the work process in the Family Health model as the main strategy in Primary Care

Avaliação das ações de alimentação e nutrição na atenção primária a saúde no estado de São Paulo

Pós-graduação em Alimentos e Nutrição - FCFAR

Global pharmacogenomics: Impact of population diversity on the distribution of polymorphisms in the CYP2C cluster among Brazilians

The impact of biogeographical ancestry, self-reported 'race/color' and geographical origin on the frequency distribution of 10 CYP2C functional polymorphisms (CYP2C8*2, *3, *4, CYP2C9*2, *3, *5, *11, CYP2C19*2, *3 and *17) and their haplotypes was assessed in a representative cohort of the Brazilian population (n = 1034). TaqMan assays were used for allele discrimination at each CYP2C locus investigated. Individual proportions of European, African and Amerindian biogeographical ancestry were estimated using a panel of insertion-deletion polymorphisms. Multinomial log-linear models were applied to infer the statistical association between the CYP2C alleles and haplotypes (response variables), and biogeographical ancestry, self-reported Color and geographical origin (explanatory variables). The results showed that CYP2C19*3, CYP2C9*5 and CYP2C9*11 were rare alleles (<1%), the frequency of other variants ranged from 3.4% (CYP2C8*4) to 17.3% (CYP2C19*17). Two distinct haplotype blocks were identified: block 1 consists of three single nucleotide polymorphisms (SNPs) (CYP2C19*17, CYP2C19*2 and CYP2C9*2) and block 2 of six SNPs (CYP2C9*11, CYP2C9*3, CYP2C9*5, CYP2C8*2, CYP2C8*4 and CYP2C8*3). Diplotype analysis generated 41 haplotypes, of which eight had frequencies greater than 1% and together accounted for 96.4% of the overall genetic diversity. The distribution of CYP2C8 and CYP2C9 (but not CYP2C19) alleles, and of CYP2C haplotypes was significantly associated with self-reported Color and with the individual proportions of European and African genetic ancestry, irrespective of Color self-identification. The individual odds of having alleles CYP2C8*2, CYP2C8*3, CYP2C9*2 and CYP2C9*3, and haplotypes including these alleles, varied continuously as the proportion of European ancestry increased. Collectively, these data strongly suggest that the intrinsic heterogeneity of the Brazilian population must be acknowledged in the design and interpretation of pharmacogenomic studies of the CYP2C cluster in order to avoid spurious conclusions based on improper matching of study cohorts. This conclusion extends to other polymorphic pharmacogenes among Brazilians, and most likely to other admixed populations of the Americas. The Pharmacogenomics Journal (2012) 12, 267-276; doi: 10.1038/tpj.2010.89; published online 21 December 2010

Temporal Trends of Asthma Mortality Rates in Brazil from 1980 to 2010

Objective. Mortality from asthma has varied among countries during the last several decades. This study aimed to identify temporal trends of asthma mortality in Brazil from 1980 to 2010. Method. We analyzed 6840 deaths of patients aged 5-34 years that occurred in Brazil with the underlying cause of asthma. We applied a log-linear model using Poisson regression to verify peaks and trends. We also calculated the point estimation and 95% confidence interval (CI 95%) of the annual percent change (APC) of the mortality rates, and the average annual percent change (AAPC) for 2001-2010. Results. A decline was observed from 1980 to 1992 [APC = -3.4 (-5.0 to -1.8)], followed by a nonsignificant rise until 1996 [APC = 6.8 (-1.4 to 15.6)], and a new downward trend from 1997 to 2010 [APC = -2.7 (-3.9 to -1.6)]. The APCs varied according to age strata: 5-14 years from 1980 to 2010 [-0.3 (-1.1 to 0.5)]; 15-24 years from 1980 to 1991 [-2.1 (-5.0 to 0.9)], from 1992 to 1996 [6.8 (-6.7 to 22.2)], and from 1997 to 2010 [-3.9 (-5.7 to -2.0)]; 24-25 years from 1980 to 1992 [-2.5 (-4.6 to -0.3)], from 1993 to 1995 [12.0 (-21.1 to 59.1)], and from 1996-2010 [-1.7 (-3.0 to -0.4)]. AAPC from 2001 to 2010 was -1.7 (-3.0 to -0.4); the decline for this period was significant for patients over 15 years old, women, and those living in the Southeast region. Conclusion. Asthma mortality rates in Brazil have been declining since the late 1990s.

Robust statistical modeling using the Birnbaum-Saunders-t distribution applied to insurance

In this paper, we carry out robust modeling and influence diagnostics in Birnbaum-Saunders (BS) regression models. Specifically, we present some aspects related to BS and log-BS distributions and their generalizations from the Student-t distribution, and develop BS-t regression models, including maximum likelihood estimation based on the EM algorithm and diagnostic tools. In addition, we apply the obtained results to real data from insurance, which shows the uses of the proposed model. Copyright (c) 2011 John Wiley & Sons, Ltd.

Using AMS combined with mineral shape preferred orientation analysis to understand the emplacement fabrics of the Apiai gabbro-norite (Ribeira Belt, SE Brazil)

The Apiai gabbro-norite is a massive fine-grained Neoproterozoic intrusion emplaced in a core of synformal structure that deforms low-grade marine metasedimentary rocks of the Ribeira Belt of south-eastern Brazil. The lack of visible magmatic layering or any internal fabric has been a major limitation in deciding whether the emplacement occurred before or after the regional folding. To assist in the tectonic interpretations, we combine low-field anisotropy of magnetic susceptibility (AMS) and silicate shape preferred orientation (SPO) to reveal the internal structure of the mafic intrusion. Magnetic data indicate a mean susceptibility of about 10(-2) SI and a mean anisotropy degree (P) of about 1.08, essentially yielded by titanomagnetite. The magnetic and silicate foliations for P >= 1.10 are parallel to each other, while the lineations tend to scatter on the foliation plane, in agreement with the dominant oblate symmetry of the AMS and SPO ellipsoids. For lower P values, the magnetic and silicate fabrics vary from coaxial to oblique, and for P <= 1.05, their shapes and orientations can be quite distinct. The crystal size distribution (CSD) of plagioclase for P > 1.05 is log linear, in agreement with a bulk simple crystallisation history. These results combined show that for a strong SPO, corresponding to a magnetic anisotropy above 1.10, AMS is a reliable indicator of the magmatic fabric. They indicate that the Apiai gabbro-norite consists of sill-like body that was inclined gently to the north by the regional folding.