Improved likelihood inference in Birnbaum-Saunders regressions

The Birnbaum-Saunders regression model is commonly used in reliability studies. We address the issue of performing inference in this class of models when the number of observations is small. Our simulation results suggest that the likelihood ratio test tends to be liberal when the sample size is small. We obtain a correction factor which reduces the size distortion of the test. Also, we consider a parametric bootstrap scheme to obtain improved critical values and improved p-values for the likelihood ratio test. The numerical results show that the modified tests are more reliable in finite samples than the usual likelihood ratio test. We also present an empirical application. (C) 2009 Elsevier B.V. All rights reserved.

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.

Testing hypotheses in the Birnbaum-Saunders distribution under type-II censored samples

The two-parameter Birnbaum-Saunders distribution has been used successfully to model fatigue failure times. Although censoring is typical in reliability and survival studies, little work has been published on the analysis of censored data for this distribution. In this paper, we address the issue of performing testing inference on the two parameters of the Birnbaum-Saunders distribution under type-II right censored samples. The likelihood ratio statistic and a recently proposed statistic, the gradient statistic, provide a convenient framework for statistical inference in such a case, since they do not require to obtain, estimate or invert an information matrix, which is an advantage in problems involving censored data. An extensive Monte Carlo simulation study is carried out in order to investigate and compare the finite sample performance of the likelihood ratio and the gradient tests. Our numerical results show evidence that the gradient test should be preferred. Further, we also consider the generalized Birnbaum-Saunders distribution under type-II right censored samples and present some Monte Carlo simulations for testing the parameters in this class of models using the likelihood ratio and gradient tests. Three empirical applications are presented. (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.

Spiral drawing during self-rated dyskinesia is more impaired than during self-rated off

Background: A mobile device test battery, consisting of a patient diary collection section with disease-related questions and a fine motor test section (including spiral drawing tasks), was used by 65 patients with advanced Parkinson's disease (PD)(treated with intraduodenal levodopa/carbidopa gel infusion, Duodopa®, or candidates for this treatment) on 10439 test occasions in their home environments. On each occasion, patients traced three pre-drawn Archimedes spirals using an ergonomic stylus and self-assessed their motor function on a global Treatment Response Scale (TRS) ranging from -3 = very 'off' to 0 = 'on' to +3 = very dyskinetic. The spirals were processed by a computer-based method that generates a "spiral score" representing the PD-related drawing impairment. The scale for the score was based on a modified Bain & Findley rating scale in the range from 0 = no impairment to 5 = moderate impairment to 10 = extremely severe impairment. Objective: To analyze the test battery data for the purpose to find differences in spiral drawing performance of PD patients in relation to their self-assessments of motor function. Methods: Three motor states were used in the analysis; OFF state (including moderate and very 'off'), ON state ('on') and a dyskinetic (DYS) state (moderate and very dyskinetic). In order to avoid the problem of multiple test occasions per patient, 200 random samples of single test occasions per patient were drawn. One-way analysis of variance, ANOVA, test followed by Tukey multiple comparisons test was used to test if mean values of spiral test parameters, i.e. the spiral score and drawing completion times (in seconds), were different among the three motor states. Statistical significance was set at p<0.05. To investigate changes in the spiral score over the time-of-day test sessions for the three motor states, plots of statistical summaries were inspected. Results: The mean spiral score differed significantly across the three self-assessed motor states (p<0.001, ANOVA test). Tukey post-hoc comparisons indicate that the mean spiral score (mean ± SD; [95% CI for mean]) in DYS state (5.2 ± 1.8; [5.12, 5.28]) was higher than the mean spiral score in OFF (4.3 ± 1.7; [4.22, 4.37]) and ON (4.2 ± 1.7; [4.17, 4.29]) states. The mean spiral score was also significantly different among individual TRS values of slightly 'off' (4.02 ± 1.63), 'on' (4.07 ± 1.65) and slightly dyskinetic (4.6 ± 1.71), (p<0.001). There were no differences in drawing completion times among the three motor states (p=0.509). In the OFF and ON states, patients drew slightly more impaired spirals in the afternoon whereas in the DYS state the spiral drawing performance was more impaired in the morning. Conclusion: It was found that when patients considered themselves as being dyskinetic spiral drawing was more impaired (nearly one unit change in a 0-10 scale) compared to when they considered themselves as being 'off' and 'on'. The spiral drawing at patients that self-assessed their motor state as dyskinetic was slightly more impaired in the morning hours, between 8 and 12 o'clock, a situation possibly caused by the morning dose effect.

Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change

This paper investigates whether or not multivariate cointegrated process with structural change can describe the Brazilian term structure of interest rate data from 1995 to 2006. In this work the break point and the number of cointegrated vector are assumed to be known. The estimated model has four regimes. Only three of them are statistically different. The first starts at the beginning of the sample and goes until September of 1997. The second starts at October of 1997 until December of 1998. The third starts at January of 1999 and goes until the end of the sample. It is used monthly data. Models that allows for some similarities across the regimes are also estimated and tested. The models are estimated using the Generalized Reduced-Rank Regressions developed by Hansen (2003). All imposed restrictions can be tested using likelihood ratio test with standard asymptotic 1 qui-squared distribution. The results of the paper show evidence in favor of the long run implications of the expectation hypothesis for Brazil.

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.

Estado nutricional antropométrico, perfil lipídico e consumo alimentar como fatores de risco para doença cardiovascular em adolescentes

The dyslipidemia and excess weight in adolescents, when combined, suggest a progression of risk factors for cardiovascular disease (CVD). Besides these, the dietary habits and lifestyle have also been considered unsuitable impacting the development of chronic diseases. The study objectives were: (1) estimate the prevalence of lipid profile and correlate with body mass index (BMI), waist circumference (WC) and waist / height ratio (WHR) in adolescents, considering the maturation sexual, (2) know the sources of variance in the diet and the number of days needed to estimate the usual diet of adolescents and (3) describe the dietary patterns and lifestyle of adolescents, family history of CVD and age correlates them with the patterns of risk for CVD, adjusted for sexual maturation. A cross-sectional study was performed with 432 adolescents, aged 10-19 years from public schools of the Natal city, Brazil. The dyslipidemias were evaluated considering the lipid profile, the index of I Castelli (TC / HDL) and II (LDL / HDL) and non-HDL cholesterol. Anthropometric indicators were BMI, WC and WHR. The intake of energy, nutrients including fiber, fatty acids and cholesterol was estimated from two 24-hour recalls (24HR). The variables of lipid profile, anthropometric and clinical data were used in the models of Pearson correlation and linear regression, considering the sexual maturation. The variance ratio of the diet was calculated from the component-person variance, determined by analysis of variance (ANOVA). The definition of the number of days to estimate the usual intake of each nutrient was obtained by taking the hypothetical correlation (r) ≥ 0.9, between nutrient intake and the true observed. We used the principal component analysis as a method of extracting factors that 129 accounted for the dependent variables and known cardiovascular risk obtained from the lipid profile, the index for Castelli I and II, non-HDL cholesterol, BMI, and WC the WHR. Dietary patterns and lifestyle were obtained from the independent variables, based on nutrients consumed and physical activity weekly. In the study of principal component analysis (PCA) was investigated associations between the patterns of cardiovascular risk factors in dietary patterns and lifestyle, age and positive family history of CVD, through bivariate and multiple logistic regression adjusted for sexual maturation. The low HDL-C dyslipidemia was most prevalent (50.5%) for adolescents. Significant correlations were observed between hypercholesterolemia and positive family history of CVD (r = 0.19, p <0.01) and hypertriglyceridemia with BMI (r = 0.30, p <0.01), with the CC (r = 0.32, p <0.01) and WHR (r = 0.33, p <0.01). The linear model constructed with sexual maturation, age and BMI explained about 1 to 10.4% of the variation in the lipid profile. The sources of variance between individuals were greater for all nutrients in both sexes. The reasons for variances were  1 for all nutrients were higher in females. The results suggest that to assess the diet of adolescents with greater precision, 2 days would be enough to R24h consumption of energy, carbohydrates, fiber, saturated and monounsaturated fatty acids. In contrast, 3 days would be recommended for protein, lipid, polyunsaturated fatty acids and cholesterol. Two cardiovascular risk factors as have been extracted in the ACP, referring to the dependent variables: the standard lipid profile (HDL-C and non-HDL cholesterol) and "standard anthropometric index (BMI, WC, WHR) with a power explaining 75% of the variance of the original data. The factors are representative of two independent variables led to dietary patterns, "pattern 130 western diet" and "pattern protein diet", and one on the lifestyle, "pattern energy balance". Together, these patterns provide an explanation power of 67%. Made adjustment for sexual maturation in males remained significant variables: the associations between puberty and be pattern anthropometric indicator (OR = 3.32, CI 1.34 to 8.17%), and between family history of CVD and the pattern lipid profile (OR = 2.62, CI 1.20 to 5.72%). In females adolescents, associations were identified between age after the first stage of puberty with anthropometric pattern (OR = 3.59, CI 1.58 to 8.17%) and lipid profile (OR = 0.33, CI 0.15 to 0.75%). Conclusions: The low HDL-C was the most prevalent dyslipidemia independent of sex and nutritional status of adolescents. Hypercholesterolemia was influenced by family history of CVD and sexual maturation, in turn, hypertriglyceridemia was closely associated with anthropometric indicators. The variance between the diets was greater for all nutrients. This fact reflected in a variance ratio less than 1 and consequently in a lower number of days requerid to estimate the usual diet of adolescents considering gender. The two dietary patterns were extracted and the pattern considered unhealthy lifestyle as healthy. The associations were found between the patterns of CVD risk with age and family history of CVD in the studied adolescents

Planos de amostragem seqüenciais para Orthezia praelonga Douglas (Hemiptera: Sternorrhyncha, Ortheziidae) na cultura de citros

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Respostas hematológicas em tuvira após anestesia com diferentes concentrações de óleo de cravo

The hematological responses in tuvira (Gymnotus aff. inaequilabiatus) after clove oil anesthesia at different concentrations were evaluated in this study. Fish (n = 25) with average length of 26.8 +/- 2.4 cm and weighing 94.4 +/- 23.6 g were separated in five groups composed with five animals each and submitted individually to respective concentrations of clove oil: 40, 80, 120, 160 and 200 mg L-1. After anesthetic recuperation, the blood samples collection were performed, as well as complete hemogram. The results were submitted to analysis of variance, Tukey test (P<0.05) and Sperman's correlation analysis. There was an increase (P<0.05) on hematocrit, red blood cells count, thrombocytes count and in the values of neutrophils with increasing of clove oil concentrations. In addition, positive correlation (P<0.05) were observed on total leukocytes, as well as negative linear correlation (P<0.05) for mean corpuscular hemoglobin concentration (MCHC). The clove oil anesthesia on tuvira cause hematological changes with an effect dose-dependent. These changes should be considered mainly in future studies designed to establish the reference values of hematologic variables for this specie.

Amostragem seqüencial de Alabama argillacea (Hübner) (Lepidoptera: Noctuidae) em algodoeiro

Para implantar o manejo apropriado do curuquerê-do-algodoeiro, é necessário construir um plano de amostragem que permita estimar, de forma rápida e precisa, a densidade populacional da praga. Esta pesquisa objetivou determinar o plano de amostragem seqüencial de Alabama argillacea (Hübner) em algodoeiro, cultivar CNPA ITA-90. Os dados foram coletados no ano agrícola de 1998/99 na Fazenda Itamarati Sul S/A, localizada no município de Ponta Porã, MS, em três áreas de 10.000 m² cada. As áreas amostrais foram compostas de 100 parcelas de 100 m². O número de lagartas pequenas, médias e grandes foi determinado semanalmente em cinco plantas tomadas ao acaso por parcela. Após verificado que todos os instares das lagartas estavam distribuídos de acordo com o modelo de distribuição agregada, ajustando-se à Distribuição Binomial Negativa durante todo o período de infestação, construiu-se um plano de amostragem seqüencial de acordo com o Teste Seqüencial da Razão de Probabilidade (TSRP). Adotou-se o nível de controle de duas lagartas por planta para a construção do plano de amostragem. A análise dos dados indicou duas linhas de decisão: a superior, que representa a condição de que a adoção de um método de controle é recomendado, definida por S1= 4,8784+1,4227n; e a inferior representando que a adoção de algum método de controle não é necessário, definida por S0= -4,8784+1,4227n. A amostragem seqüencial estimou o número máximo esperado de 16 unidades amostrais para se definir a necessidade ou não do controle.

Agregação de um argissolo sob pomar de goiabeiras após aplicação de resíduos da indústria processadora de goiaba

A utilização de resíduos da indústria de processamento de frutas na agricultura pode proporcionar melhorias à qualidade do solo. Dessa forma, objetivou-se com este estudo avaliar o efeito da aplicação de resíduos de sementes de goiaba na agregação e no estoque de carbono orgânico do solo (EC). O experimento esteve inserido em um pomar comercial irrigado de goiabeiras (cv. Paluma), com sete anos de idade, sobre um Argissolo Vermelho-Amarelo distrófico típico. O delineamento experimental foi em blocos casualizados e parcelas subdivididas, sendo cinco tratamentos (doses de: 0;9;18;27 e 36 Mg ha-1 de resíduo) e duas camadas de solo (0-0,10 e 0,10-0,20 m). Foi avaliado o mesmo tipo de solo sobre mata nativa adjacente à área experimental. As análises realizadas foram a distribuição do tamanho dos agregados estáveis em água, o diâmetro médio ponderado, o diâmetro médio geométrico, os agregados maiores que 2 mm e o EC. Os dados foram submetidos à análise de variância (Teste F), seguindo o delineamento em blocos casualizados com parcelas subdivididas (5 doses x 2 camadas). As médias dos tratamentos foram comparadas pelo teste de Tukey, a 5% de probabilidade, e as médias das camadas foram comparadas pelo teste F, a 5% de probabilidade. Os dados coletados no solo sob mata foram utilizados apenas como referência de um solo em estado natural e, portanto, não foram considerados como fator de variação nas análises de variância. Os valores dos índices de agregação com o estoque de carbono orgânico do solo foram submetidos à correlação de Pearson (p < 0,05). O efeito das doses de resíduo de sementes de goiaba sobre o estoque de carbono orgânico, na camada de 0-0,20 m do solo, foi avaliado por análise de regressão. Os tratamentos não diferiram em relação à agregação do solo, contudo EC foi diretamente relacionado à quantidade de resíduo aplicado ao solo. Houve correlação positiva e significativa entre os índices de agregação e o EC. A aplicação de resíduos de sementes de goiaba proporcionou melhoria da qualidade do solo.

Uma análise exploratória da jornada flexível de trabalho sob a perspectiva de tutores na educação a distância

Information Age has been providing accelerated development of technologies in teaching, which is making the increase in distance courses and flexibility in the tutors everyday work. In this context, it was aimed to study the influence of flexible work in the development of activities and personal life of the tutors in Distance Education at Universidade Federal do Rio Grande do Norte. More specifically, they have been sought to compare the types of flexibility detected, identifying the extent of the day's work in mentoring; investigating the relationship between flexible working time and productivity; evaluating the Quality of Working Life (QWL) and for Work and Family Relationship of the tutors. Thus, work is justified by the importance of academic and organizational achievement. To meet the goals, it was obtained a sample of 75 respondents (45.73% of the population). The data collection instrument was comprised of 48 variables mainly based by Walton (1975) and Paschoal, Tamayo and Barham (2002). The statistical techniques used were: analysis of frequency, ratio test, factor analysis and regression. The results collected have shown that the presence and distance tutors experience similar realities, but have different profiles; the day of their work is on average three hours daily; in view of the tutors, flexibility has a relation with the production, QWL work-family balance were evaluated in a satisfactory manner and the statistical techniques used have shown significant influence between the QWL and flexible working day. It is therefore concluded that flexibility at work can influence the development of activities and personal life of the tutors. Thus, the flexible working day may be used in a strategy way of routine in many organizations

Produção de fitomassa, teor e produtividade do óleo essencial de Baccharis dracunculifolia DC. em função da adubação orgânica

Objetivou-se avaliar a produção de fitomassa, teor e produtividade do óleo essencial de Baccharis dracuculifolia DC., em função de doses de adubo orgânico, e foram utilizadas mudas produzidas por semente, e mantidas sob sombrite pelo período de 84 dias até serem transplantadas para o campo, no espaçamento de 1,0 x 1,0 m, com irrigação por gotejamento. O delineamento estatístico utilizado foi em blocos ao acaso, com quatro repetições, e as doses de composto orgânico foram: 0, 10, 20, 30, 40 e 50 t ha-1. Foi realizada uma colheita, aos 150 dias após o transplante das mudas. O óleo essencial foi extraído por hidrodestilação e analisado em cromatógrafo a gás acoplado a espectrômetro de massas (Shimadzu, QP-5000). Todos os resultados foram submetidos à análise de variância pelo teste F seguido da análise de regressão e o teste Tukey para os dados: massa seca útil da parte aérea, teor e produtividade do óleo essencial. Para as variáveis massa seca total e massa seca útil da parte aérea, as dosagens estudadas influenciaram as plantas, que apresentaram os melhores resultados na dose 50 t ha-1. Para teor de óleo não houve influência significativa para as dosagens estudadas, porém a dose 30 t ha-1 apresentou o melhor resultado. Entretanto para a produtividade do óleo essencial, as dosagens estudadas influenciaram as plantas, que na dosagem 30 t ha-1 obtiveram os melhores resultados.

Parâmetros parasitológicos e desempenho produtivo de ovinos naturalmente infectados com nematoides gastrintestinais mantidos em diferentes pastagens tropicais

The control of gastrointestinal nematodes of small ruminants is usually done with anthelmintics. However, due to the emergence of ever-increasing parasite resistance to these drugs, looking up an alternative control parasites. One of this is sought in pasture management, as these are the sources of animals` infection by L3 infective larvae of helminths. The aim of this study was to evaluate the performance of sheep to natural infections by gastrointestinal nematodes grazing Panicum maximum cv. Massai and cv. Aruana, and Brachiaria brizantha cv. Piatã and cv. Marandu. The work was conducted from May to August-2011 with 48 male sheeps SRD versus Santa Inês breed. The animals were naturally infected with gastrointestinal nematodes, and maintained in four different cultivars of tropical forage grasses, naturally contaminated with eggs and larvae of gastrointestinal nematodes. Each week the animals were phenotypically characterized by parasitological examinations (eggs per gram of feces - EPG, and feces culture), hematological (packed cell volume PCV, and blood eosinophil count) method to evaluate the Famacha© colorof ocular mucosa, and the measures of body condition score and weight. In pastures was made the recovery of infective larvae in order to determine the quantity of L3 present in the pasture. The experimental design was a randomized completed block with two replications and before the entry of animals in the paddocks, they have been wormed. The experiment was ended when the animals reached 32.0 kg liveweight, and then were slaughtered and autopsies performed for the recovery and identify parasites of the abomasum, small intestine and large intestine. Results were subjected to analysis of variance, t test and Tukey`s test. The animals kept on pastures of Marandu grass had lower EPG counts, higher percentage of packed cell volume and higher average weight; those who remained in the Piatã pasture had lower eosinophil counts per microliter of blood. About the Famacha©, the highest prevalence was Famacha 2, and the body condition score ranged between 2 and 3. The results of feces cultures and recovery of larvae on pastures showed the presence of larvae of Trichostrongylus sp., and at the necropsy too. This way, it was concluded that the grass cultivars influences the sheep parasite load; the Famacha, together with EPG and packed cell volume are important indicators for use in controlling gastrointestinal nematode infections. The Trichostrongylus sp. was the most prevalent parasite in sheep during the rainy season