Bayesian estimation of regression parameters in elliptical measurement error models

The main object of this paper is to discuss the Bayes estimation of the regression coefficients in the elliptically distributed simple regression model with measurement errors. The posterior distribution for the line parameters is obtained in a closed form, considering the following: the ratio of the error variances is known, informative prior distribution for the error variance, and non-informative prior distributions for the regression coefficients and for the incidental parameters. We proved that the posterior distribution of the regression coefficients has at most two real modes. Situations with a single mode are more likely than those with two modes, especially in large samples. The precision of the modal estimators is studied by deriving the Hessian matrix, which although complicated can be computed numerically. The posterior mean is estimated by using the Gibbs sampling algorithm and approximations by normal distributions. The results are applied to a real data set and connections with results in the literature are reported. (C) 2011 Elsevier B.V. All rights reserved.

A semi-Markov multistate model for estimation of the mean quality-adjusted survival for non-progressive processes

We discuss the estimation of the expected value of the quality-adjusted survival, based on multistate models. We generalize an earlier work, considering the sojourn times in health states are not identically distributed, for a given vector of covariates. Approaches based on semiparametric and parametric (exponential and Weibull distributions) methodologies are considered. A simulation study is conducted to evaluate the performance of the proposed estimator and the jackknife resampling method is used to estimate the variance of such estimator. An application to a real data set is also included.

Estimation of the mean quality-adjusted survival using a multistate model for the sojourn times

In clinical trials, it may be of interest taking into account physical and emotional well-being in addition to survival when comparing treatments. Quality-adjusted survival time has the advantage of incorporating information about both survival time and quality-of-life. In this paper, we discuss the estimation of the expected value of the quality-adjusted survival, based on multistate models for the sojourn times in health states. Semiparametric and parametric (with exponential distribution) approaches are considered. A simulation study is presented to evaluate the performance of the proposed estimator and the jackknife resampling method is used to compute bias and variance of the estimator. (C) 2007 Elsevier B.V. All rights reserved.

Modified Fixed Effects Estimation of Technical Inefficiency

We consider method of moment fixed effects (FE) estimation of technical inefficiency. When N, the number of cross sectional observations, is large it ispossible to obtain consistent central moments of the population distribution of the inefficiencies. It is well-known that the traditional FE estimator may be seriously upward biased when N is large and T, the number of time observations, is small. Based on the second central moment and a single parameter distributional assumption on the inefficiencies, we obtain unbiased technical inefficiencies in large N settings. The proposed methodology bridges traditional FE and maximum likelihood estimation – bias is reduced without the random effects assumption.

Feasible estimation of generalized linear mixed models (GLMM) with weak dependency between groups

This paper presents a two-step pseudo likelihood estimation technique for generalized linear mixed models with the random effects being correlated between groups. The core idea is to deal with the intractable integrals in the likelihood function by multivariate Taylor's approximation. The accuracy of the estimation technique is assessed in a Monte-Carlo study. An application of it with a binary response variable is presented using a real data set on credit defaults from two Swedish banks. Thanks to the use of two-step estimation technique, the proposed algorithm outperforms conventional pseudo likelihood algorithms in terms of computational time.

Genetic heterogeneity of residual variance : estimation of variance components using double hierarchical generalized linear models

Background: The sensitivity to microenvironmental changes varies among animals and may be under genetic control. It is essential to take this element into account when aiming at breeding robust farm animals. Here, linear mixed models with genetic effects in the residual variance part of the model can be used. Such models have previously been fitted using EM and MCMC algorithms. Results: We propose the use of double hierarchical generalized linear models (DHGLM), where the squared residuals are assumed to be gamma distributed and the residual variance is fitted using a generalized linear model. The algorithm iterates between two sets of mixed model equations, one on the level of observations and one on the level of variances. The method was validated using simulations and also by re-analyzing a data set on pig litter size that was previously analyzed using a Bayesian approach. The pig litter size data contained 10,060 records from 4,149 sows. The DHGLM was implemented using the ASReml software and the algorithm converged within three minutes on a Linux server. The estimates were similar to those previously obtained using Bayesian methodology, especially the variance components in the residual variance part of the model. Conclusions: We have shown that variance components in the residual variance part of a linear mixed model can be estimated using a DHGLM approach. The method enables analyses of animal models with large numbers of observations. An important future development of the DHGLM methodology is to include the genetic correlation between the random effects in the mean and residual variance parts of the model as a parameter of the DHGLM.

Identification and estimation of interventions using changes in inequality measures

This paper presents semiparametric estimators of changes in inequality measures of a dependent variable distribution taking into account the possible changes on the distributions of covariates. When we do not impose parametric assumptions on the conditional distribution of the dependent variable given covariates, this problem becomes equivalent to estimation of distributional impacts of interventions (treatment) when selection to the program is based on observable characteristics. The distributional impacts of a treatment will be calculated as differences in inequality measures of the potential outcomes of receiving and not receiving the treatment. These differences are called here Inequality Treatment Effects (ITE). The estimation procedure involves a first non-parametric step in which the probability of receiving treatment given covariates, the propensity-score, is estimated. Using the inverse probability weighting method to estimate parameters of the marginal distribution of potential outcomes, in the second step weighted sample versions of inequality measures are computed. Root-N consistency, asymptotic normality and semiparametric efficiency are shown for the semiparametric estimators proposed. A Monte Carlo exercise is performed to investigate the behavior in finite samples of the estimator derived in the paper. We also apply our method to the evaluation of a job training program.

Efficient semiparametric estimation of quantile treatment effects

This paper presents calculations of semiparametric efficiency bounds for quantile treatment effects parameters when se1ection to treatment is based on observable characteristics. The paper also presents three estimation procedures forthese parameters, alI ofwhich have two steps: a nonparametric estimation and a computation ofthe difference between the solutions of two distinct minimization problems. Root-N consistency, asymptotic normality, and the achievement ofthe semiparametric efficiency bound is shown for one ofthe three estimators. In the final part ofthe paper, an empirical application to a job training program reveals the importance of heterogeneous treatment effects, showing that for this program the effects are concentrated in the upper quantiles ofthe earnings distribution.

Using neural networks for estimation of aquifer dynamical behavior

The systems of water distribution from groundwater wells can be monitored using the changes observed on its dynamical behavior. In this paper, artificial neural networks are used to estimate the depth of the dynamical water level of groundwater wells in relation to water flow, operation time and rest time. Simulation results are presented to demonstrate the validity of the proposed approach. These results have shown that artificial neural networks can be effectively used for the identification and estimation of parameters related to systems of water distribution.

Stratified Sampling Applied to Estimation of the Volumetric Fraction of Alumina in Cast Metal Matrix Composites

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Analysis of heuristic algorithms for the transportation model in static and multistage planning in network expansion systems

The usefulness of the application of heuristic algorithms in the transportation model, first proposed by Garver, is analysed in relation to planning for the expansion of transmission systems. The formulation of the mathematical model and the solution techniques proposed in the specialised literature are analysed in detail. Starting with the constructive heuristic algorithm proposed by Garver, an extension is made to the problem of multistage planning for transmission systems. The quality of the solutions found by heuristic algorithms for the transportation model is analysed, as are applications in problems of planning transmission systems.

Reliability evaluation of distribution systems considering automatic reclosers

This paper presents a new methodology to evaluate in a predictive way the reliability of distribution systems, considering the impact of automatic recloser switches. The developed algorithm is based on state enumeration techniques with Markovian models and on the minimal cut set theory. Some computational aspects related with the implementation of the proposed algorithm in typical distribution networks are also discussed. The description of the proposed approach is carried out using a sample test system. The results obtained with a typical configuration of a Brazilian system (EDP Bandeirante Energia S.A.) are presented and discussed.

Comparative analysis of synchronization algorithms based on PLL, RDFT and Kalman Filter

This paper discusses the main characteristics and presents a comparative analysis of three synchronization algorithms based respectively, on a Phase-Locked Loop, a Kalman Filter and a Discrete Fourier Transform. It will be described the single and three-phase models of the first two methods and the single-phase model of the third one. Details on how to modify the filtering properties or dynamic response of each algorithm will be discussed in terms of their design parameters. In order to compare the different algorithms, these parameters will be set for maximum filter capability. Then, the dynamic response, during input amplitude and frequency deviations will be observed, as well as during the initialization procedure. So, advantages and disadvantages of all considered algorithms will be discussed. ©2007 IEEE.

Reconfiguration of distribution systems by a modified genetic algorithm

In this paper a genetic algorithm based reconfiguration method is proposed to minimize the real power losses of distribution systems. The main innovation of this research work is that new types of crossover and mutation operators are proposed, such that the best possible results are obtained, with an acceptable computational effort. The crossover and mutation operators were developed so as to take advantage of the particular characteristics of distribution systems (as the radial topology). Simulation results indicate that the proposed method is very efficient, being able to find excellent configurations, with low computational effort, especially for larger systems. ©2007 IEEE.

Estimation of electrical machine speed using sensorless technology and neural networks

The use of sensorless technologies is an increasing tendency on industrial drivers for electrical machines. The estimation of electrical and mechanical parameters involved with the electrical machine control is used very frequently in order to avoid measurement of all variables related to this process. The cost reduction may also be considered in industrial drivers, besides the increasing robustness of the system, as an advantage of the use of sensorless technologies. This work proposes the use of a recurrent artificial neural network to estimate the speed of induction motor for sensorless control schemes using one single current sensor. Simulation and experimental results are presented to validate the proposed approach. ©2008 IEEE.