The local power of the gradient test

The asymptotic expansion of the distribution of the gradient test statistic is derived for a composite hypothesis under a sequence of Pitman alternative hypotheses converging to the null hypothesis at rate n(-1/2), n being the sample size. Comparisons of the local powers of the gradient, likelihood ratio, Wald and score tests reveal no uniform superiority property. The power performance of all four criteria in one-parameter exponential family is examined.

A note on the local power of the LR, Wald, score and gradient tests

This paper examines the local power of the likelihood ratio, Wald, score and gradient tests under the presence of a scalar parameter, phi say, that is orthogonal to the remaining parameters. We show that some of the coefficients that define the local powers remain unchanged regardless of whether phi is known or needs to be estimated, where as the others can be written as the sum of two terms, the first of which being the corresponding term obtained as if phi were known, and the second, an additional term yielded by the fact that phi is unknown. The contribution of each set of parameters on the local powers of the tests can then be examined. Various implications of our main result are stated and discussed. Several examples are presented for illustrative purposes

Local power and size properties of the LR, Wald, score and gradient tests in dispersion models

We derive asymptotic expansions for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of dispersion models, under a sequence of Pitman alternatives. The asymptotic distributions of these statistics are obtained for testing a subset of regression parameters and for testing the precision parameter. Based on these nonnull asymptotic expansions, the power of all four tests, which are equivalent to first order, are compared. Furthermore, in order to compare the finite-sample performance of these tests in this class of models, Monte Carlo simulations are presented. An empirical application to a real data set is considered for illustrative purposes. (C) 2012 Elsevier B.V. All rights reserved.

Size and power properties of some tests in the Birnbaum-Saunders regression model

The Birnbaum-Saunders distribution has been used quite effectively to model times to failure for materials subject to fatigue and for modeling lifetime data. In this paper we obtain asymptotic expansions, up to order n(-1/2) and under a sequence of Pitman alternatives, for the non-null distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the Birnbaum-Saunders regression model. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters and for testing the shape parameter. Monte Carlo simulation is presented in order to compare the finite-sample performance of these tests. We also present two empirical applications. (C) 2010 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.

Testes em modelos weibull na forma estendida de Marshall-Olkin

In survival analysis, the response is usually the time until the occurrence of an event of interest, called failure time. The main characteristic of survival data is the presence of censoring which is a partial observation of response. Associated with this information, some models occupy an important position by properly fit several practical situations, among which we can mention the Weibull model. Marshall-Olkin extended form distributions other a basic generalization that enables greater exibility in adjusting lifetime data. This paper presents a simulation study that compares the gradient test and the likelihood ratio test using the Marshall-Olkin extended form Weibull distribution. As a result, there is only a small advantage for the likelihood ratio test

Testes de hipóteses em modelos de sobrevivência com Fração de cura

Survival models deals with the modeling of time to event data. However in some situations part of the population may be no longer subject to the event. Models that take this fact into account are called cure rate models. There are few studies about hypothesis tests in cure rate models. Recently a new test statistic, the gradient statistic, has been proposed. It shares the same asymptotic properties with the classic large sample tests, the likelihood ratio, score and Wald tests. Some simulation studies have been carried out to explore the behavior of the gradient statistic in fi nite samples and compare it with the classic statistics in diff erent models. The main objective of this work is to study and compare the performance of gradient test and likelihood ratio test in cure rate models. We first describe the models and present the main asymptotic properties of the tests. We perform a simulation study based on the promotion time model with Weibull distribution to assess the performance of the tests in finite samples. An application is presented to illustrate the studied concepts

Local power properties of some asymptotic tests in symmetric linear regression models

In this paper we obtain asymptotic expansions, up to order n(-1/2) and under a sequence of Pitman alternatives, for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of symmetric linear regression models. This is a wide class of models which encompasses the t model and several other symmetric distributions with longer-than normal tails. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters. Furthermore, in order to compare the finite-sample performance of these tests in this class of models, Monte Carlo simulations are presented. An empirical application to a real data set is considered for illustrative purposes. (C) 2011 Elsevier B.V. All rights reserved.

Child health and the income gradient : evidence from Australia

The positive relationship between household income and child health is well documented in the child health literature but the precise mechanisms via which income generates better health and whether the income gradient is increasing in child age are not well understood. This paper presents new Australian evidence on the child health–income gradient. We use data from the Longitudinal Study of Australian Children (LSAC), which involved two waves of data collection for children born between March 2003 and February 2004 (B-Cohort: 0–3 years), and between March 1999 and February 2000 (K-Cohort: 4–7 years). This data set allows us to test the robustness of some of the findings of the influential studies of Case et al. [Case, A., Lubotsky, D., Paxson, C., 2002. Economic status and health in childhood: the origins of the gradient. The American Economic Review 92 (5) 1308–1344] and Currie and Stabile [Currie, J., Stabile, M., 2003. Socioeconomic status and child health: why is the relationship stronger for older children. The American Economic Review 93 (5) 1813–1823], and a recent study by Currie et al. [Currie, A., Shields, M.A., Price, S.W., 2007. The child health/family income gradient: evidence from England. Journal of Health Economics 26 (2) 213–232]. The richness of the LSAC data set also allows us to conduct further exploration of the determinants of child health. Our results reveal an increasing income gradient by child age using similar covariates to Case et al. [Case, A., Lubotsky, D., Paxson, C., 2002. Economic status and health in childhood: the origins of the gradient. The American Economic Review 92 (5) 1308–1344]. However, the income gradient disappears if we include a rich set of controls. Our results indicate that parental health and, in particular, the mother's health plays a significant role, reducing the income coefficient to zero; suggesting an underlying mechanism that can explain the observed relationship between child health and family income. Overall, our results for Australian children are similar to those produced by Propper et al. [Propper, C., Rigg, J., Burgess, S., 2007. Child health: evidence on the roles of family income and maternal mental health from a UK birth cohort. Health Economics 16 (11) 1245–1269] on their British child cohort.

Size Effect and Geometrical Effect of Polycrystals and Thin Film/Substrate System in Micro-indentation Test

Micro-indentation test at scales on the order of sub-micron has shown that the measured hardness increases strongly with decreasing indent depth or indent size, which is frequently referred to as the size effect. Simultaneously, at micron or sub-micron scale, the material microstructure size also has an important influence on the measured hardness. This kind of effect, such as the crystal grain size effect, thin film thickness effect, etc., is called the geometrical effect by here. In the present research, in order to investigate the size effect and the geometrical effect, the micro-indentation experiments are carried out respectively for single crystal copper and aluminum, for polycrystal aluminum, as well as for a thin film/substrate system, Ti/Si3N4. The size effect and geometrical effect are displayed experimentally. Moreover, using strain gradient plasticity theory, the size effect and the geometrical effect are simulated. Through comparing experimental results with simulation results, length-scale parameter appearing in the strain gradient theory for different cases is predicted. Furthermore, the size effect and the geometrical effect are interpreted using the geometrically necessary dislocation concept and the discrete dislocation theory. Member Price: $0; Non-Member Price: $25.00

A New Deformation Theory with Strain Gradient Effects

A new phenomenological deformation theory with strain gradient effects is proposed. This theory, which belongs to nonlinear elasticity, fits within the framework of general couple stress theory and involves a single material length scale l. In the present theory three rotational degrees of freedom omega(i) are introduced in addition to the conventional three translational degrees of freedom u(i). omega(i) has no direct dependence upon ui and is called the micro-rotation, i.e. the material rotation theta(i) plus the particle relative rotation. The strain energy density is assumed to only be a function of the strain tensor and the overall curvature tensor, which results in symmetric Cauchy stresses. Minimum potential principle is developed for the strain gradient deformation theory version. In the limit of vanishing 1, it reduces to the conventional counterparts: J(2) deformation theory. Equilibrium equations, constitutive relations and boundary conditions are given in details. Comparisons between the present theory and the theory proposed by Shizawa and Zbib (Shizawa, K., Zbib, H.M., 1999. A thermodynamical theory gradient elastoplasticity with dislocation density Censor: fundamentals. Int. J. Plast. 15, 899) are given. With the same hardening law as Fleck et al. (Fleck, N.A., Muller, G.H., Ashby, M.F., Hutchinson, JW., 1994 Strain gradient plasticity: theory and experiment. Acta Metall. Mater 42, 475), the new strain gradient deformation theory is used to investigate two typical examples, i.e. thin metallic wire torsion and ultra-thin metallic beam bend. The results are compared with those given by Fleck et al, 1994 and Stolken and Evans (Stolken, J.S., Evans, A.G., 1998. A microbend test method for measuring the plasticity length scale. Acta Mater. 46, 5109). In addition, it is explained for a unit cell that the overall curvature tensor produced by the overall rotation vector is the work conjugate of the overall couple stress tensor. (C) 2002 Elsevier Science Ltd. All rights reserved.

Size Effect and Geometrical Effect of Solids in Micro-Indentation Test

Micro-indentation tests at scales of the order of sub-micron show that the measured hardness increases strongly with decreasing indent depth or indent size, which is frequently referred to as the size effect. At the same time, at micron or sub-micron scale, another effect, which is referred to as the geometrical size effects such as crystal grain size effect, thin film thickness effect, etc., also influences the measured material hardness. However, the trends are at odds with the size-independence implied by the conventional elastic-plastic theory. In the present research, the strain gradient plasticity theory (Fleck and Hutchinson) is used to model the composition effects (size effect and geometrical effect) for polycrystal material and metal thin film/ceramic substrate systems when materials undergo micro-indenting. The phenomena of the "pile-up" and "sink-in" appeared in the indentation test for the polycrystal materials are also discussed. Meanwhile, the micro-indentation experiments for the polycrystal Al and for the Ti/Si_3N_4 thin film/substrate system are carried out. By comparing the theoretical predictions with experimental measurements, the values and the variation trends of the micro-scale parameter included in the strain gradient plasticity theory are predicted.

Determination of interface properties between micron-thick metal film and ceramic substrate using peel test

Peel test measurements have been performed to estimate both the interface toughness and the separation strength between copper thin film and Al2O3 substrate with film thicknesses ranging between 1 and 15 mu m. An inverse analysis based on the artificial neural network method is adopted to determine the interface parameters. The interface parameters are characterized by the cohesive zone (CZ) model. The results of finite element simulations based on the strain gradient plasticity theory are used to train the artificial neural network. Using both the trained neural network and the experimental measurements for one test result, both the interface toughness and the separation strength are determined. Finally, the finite element predictions adopting the determined interface parameters are performed for the other film thickness cases, and are in agreement with the experimental results.