Influence diagnostics in Birnbaum-Saunders nonlinear regression models

We consider the issue of assessing influence of observations in the class of Birnbaum-Saunders nonlinear regression models, which is useful in lifetime data analysis. Our results generalize those in Galea et al. [8] which are confined to Birnbaum-Saunders linear regression models. Some influence methods, such as the local influence, total local influence of an individual and generalized leverage are discussed. Additionally, the normal curvatures for studying local influence are derived under some perturbation schemes. We also give an application to a real fatigue data set.

Bias-corrected estimators for dispersion models with dispersion covariates

In this paper we discuss bias-corrected estimators for the regression and the dispersion parameters in an extended class of dispersion models (Jorgensen, 1997b). This class extends the regular dispersion models by letting the dispersion parameter vary throughout the observations, and contains the dispersion models as particular case. General formulae for the O(n(-1)) bias are obtained explicitly in dispersion models with dispersion covariates, which generalize previous results obtained by Botter and Cordeiro (1998), Cordeiro and McCullagh (1991), Cordeiro and Vasconcellos (1999), and Paula (1992). The practical use of the formulae is that we can derive closed-form expressions for the O(n(-1)) biases of the maximum likelihood estimators of the regression and dispersion parameters when the information matrix has a closed-form. Various expressions for the O(n(-1)) biases are given for special models. The formulae have advantages for numerical purposes because they require only a supplementary weighted linear regression. We also compare these bias-corrected estimators with two different estimators which are also bias-free to order O(n(-1)) that are based on bootstrap methods. These estimators are compared by simulation. (C) 2011 Elsevier B.V. All rights reserved.

Local power of some tests in exponential family nonlinear models

In this paper we obtain asymptotic expansions up to order n(-1/2) for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in exponential family nonlinear models (Cordeiro and Paula, 1989), under a sequence of Pitman alternatives. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters and for testing the dispersion parameter, thus generalising the results given in Cordeiro et al. (1994) and Ferrari et al. (1997). We also present Monte Carlo simulations in order to compare the finite-sample performance of these tests. (C) 2010 Elsevier B.V. All rights reserved.

Fitting spatial models in the R package: hglm

We present a new version of the hglm package for fittinghierarchical generalized linear models (HGLM) with spatially correlated random effects. A CAR family for conditional autoregressive random effects was implemented. Eigen decomposition of the matrix describing the spatial structure (e.g. the neighborhood matrix) was used to transform the CAR random effectsinto an independent, but heteroscedastic, gaussian random effect. A linear predictor is fitted for the random effect variance to estimate the parameters in the CAR model.This gives a computationally efficient algorithm for moderately sized problems (e.g. n<5000).

Fitting conditional and simultaneous autoregressive spatial models in hglm

We present a new version (> 2.0) of the hglm package for fitting hierarchical generalized linear models (HGLMs) with spatially correlated random effects. CAR() and SAR() families for conditional and simultaneous autoregressive random effects were implemented. Eigen decomposition of the matrix describing the spatial structure (e.g., the neighborhood matrix) was used to transform the CAR/SAR random effects into an independent, but eteroscedastic, Gaussian random effect. A linear predictor is fitted for the random effect variance to estimate the parameters in the CAR and SAR models. This gives a computationally efficient algorithm for moderately sized problems.

Predictability of equity models

In this study, we verify the existence of predictability in the Brazilian equity market. Unlike other studies in the same sense, which evaluate original series for each stock, we evaluate synthetic series created on the basis of linear models of stocks. Following Burgess (1999), we use the “stepwise regression” model for the formation of models of each stock. We then use the variance ratio profile together with a Monte Carlo simulation for the selection of models with potential predictability. Unlike Burgess (1999), we carry out White’s Reality Check (2000) in order to verify the existence of positive returns for the period outside the sample. We use the strategies proposed by Sullivan, Timmermann & White (1999) and Hsu & Kuan (2005) amounting to 26,410 simulated strategies. Finally, using the bootstrap methodology, with 1,000 simulations, we find strong evidence of predictability in the models, including transaction costs.

Leaf area prediction models for Zinnia elegans Jacq., Zinnia haageana regel and 'profusion cherry'

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Análise genética de escores de avaliação visual de bovinos com modelos bayesianos de limiar e linear

O objetivo deste trabalho foi comparar as estimativas de parâmetros genéticos obtidas em análises bayesianas uni-característica e bi-característica, em modelo animal linear e de limiar, considerando-se as características categóricas morfológicas de bovinos da raça Nelore. Os dados de musculosidade, estrutura física e conformação foram obtidos entre 2000 e 2005, em 3.864 animais de 13 fazendas participantes do Programa Nelore Brasil. Foram realizadas análises bayesianas uni e bi-características, em modelos de limiar e linear. de modo geral, os modelos de limiar e linear foram eficientes na estimação dos parâmetros genéticos para escores visuais em análises bayesianas uni-características. Nas análises bi-características, observou-se que: com utilização de dados contínuos e categóricos, o modelo de limiar proporcionou estimativas de correlação genética de maior magnitude do que aquelas do modelo linear; e com o uso de dados categóricos, as estimativas de herdabilidade foram semelhantes. A vantagem do modelo linear foi o menor tempo gasto no processamento das análises. Na avaliação genética de animais para escores visuais, o uso do modelo de limiar ou linear não influenciou a classificação dos animais, quanto aos valores genéticos preditos, o que indica que ambos os modelos podem ser utilizados em programas de melhoramento genético.

Choosing between Cox proportional hazards and logistic models for interval-censored data via bootstrap

This work develops a new methodology in order to discriminate models for interval-censored data based on bootstrap residual simulation by observing the deviance difference from one model in relation to another, according to Hinde (1992). Generally, this sort of data can generate a large number of tied observations and, in this case, survival time can be regarded as discrete. Therefore, the Cox proportional hazards model for grouped data (Prentice & Gloeckler, 1978) and the logistic model (Lawless, 1982) can befitted by means of generalized linear models. Whitehead (1989) considered censoring to be an indicative variable with a binomial distribution and fitted the Cox proportional hazards model using complementary log-log as a link function. In addition, a logistic model can be fitted using logit as a link function. The proposed methodology arises as an alternative to the score tests developed by Colosimo et al. (2000), where such models can be obtained for discrete binary data as particular cases from the Aranda-Ordaz distribution asymmetric family. These tests are thus developed with a basis on link functions to generate such a fit. The example that motivates this study was the dataset from an experiment carried out on a flax cultivar planted on four substrata susceptible to the pathogen Fusarium oxysoprum. The response variable, which is the time until blighting, was observed in intervals during 52 days. The results were compared with the model fit and the AIC values.

Comparação entre análises para permanência no rebanho de vacas Nelore utilizando modelo linear e modelo de limiar

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

NONLINEAR SCALAR COUPLING MODELS AND PROTON-NUCLEUS SCATTERING OBSERVABLES

The effects of nonlinear scalar field couplings on elastic proton-nucleus scattering observables are investigated using a relativistic impulse approximation. Nonlinear couplings affect in a nontrivial way the effective nucleon mass and the nuclear scalar and vector densities. Modifications on the densities might have observable consequences on scattering observables. Our investigation indicates that the description of the observables for the reactions p-O-16 and p-Ca-40 at 200 MeV are not greatly modified with the use of nonlinear models in comparison with the description using linear models.

Bayesian L-optimal exact design of experiments for biological kinetic models

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Estudo comparativo do modelo linear de Heffron e Phillips e modelo de sensibilidade de potência com a inclusão dos dispositivos FACTS SVC e TCSC

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Uso do modelo linear multivariado de crescimento no estudo da densidade básica da madeira de eucaliptos

Pós-graduação em Agronomia (Energia na Agricultura) - FCA

Safety performance models for urban intersections in Brazil

This paper presents a modeling effort for developing safety performance models (SPM) for urban intersections for three major Brazilian cities. The proposed methodology for calibrating SPM has been divided into the following steps: defining the safety study objective, choosing predictive variables and sample size, data acquisition, defining model expression and model parameters and model evaluation. Among the predictive variables explored in the calibration phase were exposure variables (AADT), number of lanes, number of approaches and central median status. SPMs were obtained for three cities: Fortaleza, Belo Horizonte and Brasilia. The SPM developed for signalized intersections in Fortaleza and Belo Horizonte had the same structure and the most significant independent variables, which were AADT entering the intersection and number of lanes, and in addition, the coefficient of the best models were in the same range of values. For Brasilia, because of the sample size, the signalized and unsignalized intersections were grouped, and the AADT was split in minor and major approaches, which were the most significant variables. This paper also evaluated SPM transferability to other jurisdiction. The SPM for signalized intersections from Fortaleza and Belo Horizonte have been recalibrated (in terms of the COx) to the city of Porto Alegre. The models were adjusted following the Highway Safety Manual (HSM) calibration procedure and yielded C-x of 0.65 and 2.06 for Fortaleza and Belo Horizonte SPM respectively. This paper showed the experience and future challenges toward the initiatives on development of SPMs in Brazil, that can serve as a guide for other countries that are in the same stage in this subject. (C) 2014 Elsevier Ltd. All rights reserved.