38 resultados para overdispersion
Weibull and generalised exponential overdispersion models with an application to ozone air pollution
Resumo:
We consider the problem of estimating the mean and variance of the time between occurrences of an event of interest (inter-occurrences times) where some forms of dependence between two consecutive time intervals are allowed. Two basic density functions are taken into account. They are the Weibull and the generalised exponential density functions. In order to capture the dependence between two consecutive inter-occurrences times, we assume that either the shape and/or the scale parameters of the two density functions are given by auto-regressive models. The expressions for the mean and variance of the inter-occurrences times are presented. The models are applied to the ozone data from two regions of Mexico City. The estimation of the parameters is performed using a Bayesian point of view via Markov chain Monte Carlo (MCMC) methods.
Resumo:
Seasonally dry tropical plant formations (SDTF) are likely to exhibit phylogenetic clustering owing to niche conservatism driven by a strong environmental filter (water stress), but heterogeneous edaphic environments and life histories may result in heterogeneity in degree of phylogenetic clustering. We investigated phylogenetic patterns across ecological gradients related to water availability (edaphic environment and climate) in the Caatinga, a SDTF in Brazil. Caatinga is characterized by semiarid climate and three distinct edaphic environments - sedimentary, crystalline, and inselberg -representing a decreasing gradient in soil water availability. We used two measures of phylogenetic diversity: Net Relatedness Index based on the entire phylogeny among species present in a site, reflecting long-term diversification; and Nearest Taxon Index based on the tips of the phylogeny, reflecting more recent diversification. We also evaluated woody species in contrast to herbaceous species. The main climatic variable influencing phylogenetic pattern was precipitation in the driest quarter, particularly for herbaceous species, suggesting that environmental filtering related to minimal periods of precipitation is an important driver of Caatinga biodiversity, as one might expect for a SDTF. Woody species tended to show phylogenetic clustering whereas herbaceous species tended towards phylogenetic overdispersion. We also found phylogenetic clustering in two edaphic environments (sedimentary and crystalline) in contrast to phylogenetic overdispersion in the third (inselberg). We conclude that while niche conservatism is evident in phylogenetic clustering in the Caatinga, this is not a universal pattern likely due to heterogeneity in the degree of realized environmental filtering across edaphic environments. Thus, SDTF, in spite of a strong shared environmental filter, are potentially heterogeneous in phylogenetic structuring. Our results support the need for scientifically informed conservation strategies in the Caatinga and other SDTF regions that have not previously been prioritized for conservation in order to take into account this heterogeneity.
Resumo:
The zero-inflated negative binomial model is used to account for overdispersion detected in data that are initially analyzed under the zero-Inflated Poisson model A frequentist analysis a jackknife estimator and a non-parametric bootstrap for parameter estimation of zero-inflated negative binomial regression models are considered In addition an EM-type algorithm is developed for performing maximum likelihood estimation Then the appropriate matrices for assessing local influence on the parameter estimates under different perturbation schemes and some ways to perform global influence analysis are derived In order to study departures from the error assumption as well as the presence of outliers residual analysis based on the standardized Pearson residuals is discussed The relevance of the approach is illustrated with a real data set where It is shown that zero-inflated negative binomial regression models seems to fit the data better than the Poisson counterpart (C) 2010 Elsevier B V All rights reserved
Resumo:
Joint generalized linear models and double generalized linear models (DGLMs) were designed to model outcomes for which the variability can be explained using factors and/or covariates. When such factors operate, the usual normal regression models, which inherently exhibit constant variance, will under-represent variation in the data and hence may lead to erroneous inferences. For count and proportion data, such noise factors can generate a so-called overdispersion effect, and the use of binomial and Poisson models underestimates the variability and, consequently, incorrectly indicate significant effects. In this manuscript, we propose a DGLM from a Bayesian perspective, focusing on the case of proportion data, where the overdispersion can be modeled using a random effect that depends on some noise factors. The posterior joint density function was sampled using Monte Carlo Markov Chain algorithms, allowing inferences over the model parameters. An application to a data set on apple tissue culture is presented, for which it is shown that the Bayesian approach is quite feasible, even when limited prior information is available, thereby generating valuable insight for the researcher about its experimental results.
Resumo:
Academics are often ranked on citation counts’, which is considered an adequate proxy for author's quality and reputation. This paper seeks to find what is behind a cited academic / a cited article. We constructed a rich dataset from Portuguese affiliated economists and use zero inflated negative binomial model. This procedure is appropriate for count outcomes, correcting for overdispersion and excess zeros. We also use a fixed effect poisson model to accomodate authors' unobserved heterogeneity. We analyze results in detail comparing with existing literature and making some theoretical considerations around.
Resumo:
When actuaries face with the problem of pricing an insurance contract that contains different types of coverage, such as a motor insurance or homeowner's insurance policy, they usually assume that types of claim are independent. However, this assumption may not be realistic: several studies have shown that there is a positive correlation between types of claim. Here we introduce different regression models in order to relax the independence assumption, including zero-inflated models to account for excess of zeros and overdispersion. These models have been largely ignored to multivariate Poisson date, mainly because of their computational di±culties. Bayesian inference based on MCMC helps to solve this problem (and also lets us derive, for several quantities of interest, posterior summaries to account for uncertainty). Finally, these models are applied to an automobile insurance claims database with three different types of claims. We analyse the consequences for pure and loaded premiums when the independence assumption is relaxed by using different multivariate Poisson regression models and their zero-inflated versions.
Resumo:
This paper tries to resolve some of the main shortcomings in the empirical literature of location decisions for new plants, i.e. spatial effects and overdispersion. Spatial effects are omnipresent, being a source of overdispersion in the data as well as a factor shaping the functional relationship between the variables that explain a firm’s location decisions. Using Count Data models, empirical researchers have dealt with overdispersion and excess zeros by developments of the Poisson regression model. This study aims to take this a step further, by adopting Bayesian methods and models in order to tackle the excess of zeros, spatial and non-spatial overdispersion and spatial dependence simultaneously. Data for Catalonia is used and location determinants are analysed to that end. The results show that spatial effects are determinant. Additionally, overdispersion is descomposed into an unstructured iid effect and a spatially structured effect. Keywords: Bayesian Analysis, Spatial Models, Firm Location. JEL Classification: C11, C21, R30.
Resumo:
In a recent paper Bermúdez [2009] used bivariate Poisson regression models for ratemaking in car insurance, and included zero-inflated models to account for the excess of zeros and the overdispersion in the data set. In the present paper, we revisit this model in order to consider alternatives. We propose a 2-finite mixture of bivariate Poisson regression models to demonstrate that the overdispersion in the data requires more structure if it is to be taken into account, and that a simple zero-inflated bivariate Poisson model does not suffice. At the same time, we show that a finite mixture of bivariate Poisson regression models embraces zero-inflated bivariate Poisson regression models as a special case. Additionally, we describe a model in which the mixing proportions are dependent on covariates when modelling the way in which each individual belongs to a separate cluster. Finally, an EM algorithm is provided in order to ensure the models’ ease-of-fit. These models are applied to the same automobile insurance claims data set as used in Bermúdez [2009] and it is shown that the modelling of the data set can be improved considerably.
Resumo:
Two cestode species, Fimbriaria fasciolaris (Pallas, 1781) Frölich, 1802 Cloacotaenia megalops (Nitzsch in Creplin, 1829) Wolffhügel,1938 collected from Anas bahamensis Linné, 1758 and Amazonetta brasiliensis (Gmelin, 1758) in lagoons of the Maricá District, State of Rio de Janeiro, Brazil, are described. This is the first record of F. fasciolaris parasitizing A. bahamensis. The prevalence, intensity of infection, and mean intensity of infection for both species are given. Overdispersion distribution is reported for F. fasciolaris with 535 specimens collected in a single A. bahamensis. A key for the genera in the Fimbriariinae is presented. Anatomical features of F. fasciolaris and C. megalops are discussed.
Resumo:
Quantitative parameters of intestinal helminth species and their potential relations to host characteristics in a population of capybaras (Hydrochoerus hydrochaeris) from Venezuela are reported for the first time. The intestines of 40 capybaras were collected during the 1992-annual harvest at Hato El Cedral. Six helminth species were found: 2 cestodes (Monoecocestus macrobursatum, M. hagmanni), 2 nematodes (Viannella hydrochoeri, Protozoophaga obesa), and 2 trematodes (Hippocrepis hippocrepis, Taxorchis schistocotyle). This is the first report for M. macrobursatum in Venezuela. Helminth abundance did not differ between sexes or age classes. Although patterns of distribution for all helminth species were overdispersed, the high prevalence found for all species (over 70%) and the high abundance observed for nematodes made it difficult to assess the effect that these helminths may produce on capybaras. Nevertheless, the negative associations found between the body condition of capybaras and helminth intensity for M. macrobursatum and V. hydrochoeri, might be pointing out potential host population regulatory role for these parasites which require further research.
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The trend of closely related taxa to retain similar environmental preferences mediated by inherited traits suggests that several patterns observed at the community scale originate from longer evolutionary processes. While the effects of phylogenetic relatedness have been previously studied within a single genus or family, lineage-specific effects on the ecological processes governing community assembly have rarely been studied for entire communities or flora. Here, we measured how community phylogenetic structure varies across a wide elevation gradient for plant lineages represented by thirty-five families, using a co-occurrence index and net relatedness index (NRI). We propose a framework that analyses each lineage separately and reveals the trend of ecological assembly at tree nodes. We found prevailing phylogenetic clustering for more ancient nodes and overdispersion in more recent tree nodes. Closely related species may thus rapidly evolve new environmental tolerances to radiate into distinct communities, while older lineages likely retain inherent environmental tolerances to occupy communities in similar environments, either through efficient dispersal mechanisms or the exclusion of older lineages with more divergent environmental tolerances. Our study illustrates the importance of disentangling the patterns of community assembly among lineages to better interpret the ecological role of traits. It also sheds light on studies reporting absence of phylogenetic signal, and opens new perspectives on the analysis of niche and trait conservatism across lineages.
Resumo:
The importance of competition between similar species in driving community assembly is much debated. Recently, phylogenetic patterns in species composition have been investigated to help resolve this question: phylogenetic clustering is taken to imply environmental filtering, and phylogenetic overdispersion to indicate limiting similarity between species. We used experimental plant communities with random species compositions and initially even abundance distributions to examine the development of phylogenetic pattern in species abundance distributions. Where composition was held constant by weeding, abundance distributions became overdispersed through time, but only in communities that contained distantly related clades, some with several species (i.e., a mix of closely and distantly related species). Phylogenetic pattern in composition therefore constrained the development of overdispersed abundance distributions, and this might indicate limiting similarity between close relatives and facilitation/complementarity between distant relatives. Comparing the phylogenetic patterns in these communities with those expected from the monoculture abundances of the constituent species revealed that interspecific competition caused the phylogenetic patterns. Opening experimental communities to colonization by all species in the species pool led to convergence in phylogenetic diversity. At convergence, communities were composed of several distantly related but species-rich clades and had overdispersed abundance distributions. This suggests that limiting similarity processes determine which species dominate a community but not which species occur in a community. Crucially, as our study was carried out in experimental communities, we could rule out local evolutionary or dispersal explanations for the patterns and identify ecological processes as the driving force, underlining the advantages of studying these processes in experimental communities. Our results show that phylogenetic relations between species provide a good guide to understanding community structure and add a new perspective to the evidence that niche complementarity is critical in driving community assembly.
Resumo:
We analyze crash data collected by the Iowa Department of Transportation using Bayesian methods. The data set includes monthly crash numbers, estimated monthly traffic volumes, site length and other information collected at 30 paired sites in Iowa over more than 20 years during which an intervention experiment was set up. The intervention consisted in transforming 15 undivided road segments from four-lane to three lanes, while an additional 15 segments, thought to be comparable in terms of traffic safety-related characteristics were not converted. The main objective of this work is to find out whether the intervention reduces the number of crashes and the crash rates at the treated sites. We fitted a hierarchical Poisson regression model with a change-point to the number of monthly crashes per mile at each of the sites. Explanatory variables in the model included estimated monthly traffic volume, time, an indicator for intervention reflecting whether the site was a “treatment” or a “control” site, and various interactions. We accounted for seasonal effects in the number of crashes at a site by including smooth trigonometric functions with three different periods to reflect the four seasons of the year. A change-point at the month and year in which the intervention was completed for treated sites was also included. The number of crashes at a site can be thought to follow a Poisson distribution. To estimate the association between crashes and the explanatory variables, we used a log link function and added a random effect to account for overdispersion and for autocorrelation among observations obtained at the same site. We used proper but non-informative priors for all parameters in the model, and carried out all calculations using Markov chain Monte Carlo methods implemented in WinBUGS. We evaluated the effect of the four to three-lane conversion by comparing the expected number of crashes per year per mile during the years preceding the conversion and following the conversion for treatment and control sites. We estimated this difference using the observed traffic volumes at each site and also on a per 100,000,000 vehicles. We also conducted a prospective analysis to forecast the expected number of crashes per mile at each site in the study one year, three years and five years following the four to three-lane conversion. Posterior predictive distributions of the number of crashes, the crash rate and the percent reduction in crashes per mile were obtained for each site for the months of January and June one, three and five years after completion of the intervention. The model appears to fit the data well. We found that in most sites, the intervention was effective and reduced the number of crashes. Overall, and for the observed traffic volumes, the reduction in the expected number of crashes per year and mile at converted sites was 32.3% (31.4% to 33.5% with 95% probability) while at the control sites, the reduction was estimated to be 7.1% (5.7% to 8.2% with 95% probability). When the reduction in the expected number of crashes per year, mile and 100,000,000 AADT was computed, the estimates were 44.3% (43.9% to 44.6%) and 25.5% (24.6% to 26.0%) for converted and control sites, respectively. In both cases, the difference in the percent reduction in the expected number of crashes during the years following the conversion was significantly larger at converted sites than at control sites, even though the number of crashes appears to decline over time at all sites. Results indicate that the reduction in the expected number of sites per mile has a steeper negative slope at converted than at control sites. Consistent with this, the forecasted reduction in the number of crashes per year and mile during the years after completion of the conversion at converted sites is more pronounced than at control sites. Seasonal effects on the number of crashes have been well-documented. In this dataset, we found that, as expected, the expected number of monthly crashes per mile tends to be higher during winter months than during the rest of the year. Perhaps more interestingly, we found that there is an interaction between the four to three-lane conversion and season; the reduction in the number of crashes appears to be more pronounced during months, when the weather is nice than during other times of the year, even though a reduction was estimated for the entire year. Thus, it appears that the four to three-lane conversion, while effective year-round, is particularly effective in reducing the expected number of crashes in nice weather.
Resumo:
A major challenge in community ecology is a thorough understanding of the processes that govern the assembly and composition of communities in time and space. The growing threat of climate change to the vascular plant biodiversity of fragile ecosystems such as mountains has made it equally imperative to develop comprehensive methodologies to provide insights into how communities are assembled. In this perspective, the primary objective of this PhD thesis is to contribute to the theoretical and methodological development of community ecology, by proposing new solutions to better detect the ecological and evolutionary processes that govern community assembly. As phylogenetic trees provide by far, the most advanced tools to integrate the spatial, ecological and evolutionary dynamics of plant communities, they represent the cornerstone on which this work was based. In this thesis, I proposed new solutions to: (i) reveal trends in community assembly on phylogenies, depicted by the transition of signals at the nodes of the different species and lineages responsible for community assembly, (ii) contribute to evidence the importance of evolutionarily labile traits in the distribution of mountain plant species. More precisely, I demonstrated that phylogenetic and functional compositional turnover in plant communities was driven by climate and human land use gradients mostly influenced by evolutionarily labile traits, (iii) predict and spatially project the phylogenetic structure of communities using species distribution models, to identify the potential distribution of phylogenetic diversity, as well as areas of high evolutionary potential along elevation. The altitudinal setting of the Diablerets mountains (Switzerland) provided an appropriate model for this study. The elevation gradient served as a compression of large latitudinal variations similar to a collection of islands within a single area, and allowed investigations on a large number of plant communities. Overall, this thesis highlights that stochastic and deterministic environmental filtering processes mainly influence the phylogenetic structure of plant communities in mountainous areas. Negative density-dependent processes implied through patterns of phylogenetic overdispersion were only detected at the local scale, whereas environmental filtering implied through phylogenetic clustering was observed at both the regional and local scale. Finally, the integration of indices of phylogenetic community ecology with species distribution models revealed the prospects of providing novel and insightful explanations on the potential distribution of phylogenetic biodiversity in high mountain areas. These results generally demonstrate the usefulness of phylogenies in inferring assembly processes, and are worth considering in the theoretical and methodological development of tools to better understand phylogenetic community structure.
Resumo:
Aim To improve our understanding of how biological communities assemble, we investigated changes in bumblebee communities in space along an elevation gradient. We assessed how much deterministic abiotic and biotic factors shape community assembly. We focused on proboscis length (influencing the species' dietary regime) and phylogenetic relatedness to investigate if competition and environmental filtering occur in more and less productive climates, respectively. Location Western Swiss Alps. Methods We recorded bumblebee species in 149 plots along a 1800-m wide elevation gradient. We contrasted two major clades of bumblebees, a short-tongued and a long-tongued clade. We calculated the phylogenetic and proboscis-length diversity of the bumblebee communities and compared these observed data with a random distribution to detect clustering likely to be caused by environmental filtering or overdispersion likely to be caused by competition. We compared the prevalence of clustered and overdispersed communities along the gradients of plant species richness (biotic) and temperature (abiotic). Results Under colder conditions, where plant species richness is lower and floral resources are scarcer, the clade with shorter proboscides prevails over the clade with longer proboscides, and communities are functionally and phylogenetic clustered. Under warmer conditions, we found phylogenetic but not functional overdispersion in communities. Main conclusions We show for the first time a strong correlation between phylogenetic relatedness, proboscis length and species distribution along temperature and plant richness gradients shaping bumblebee communities. The low temperatures and low levels of plant species richness limit the dispersal of the species from the long-tongued clade, which have more specialized diets, into high-elevation areas. Competition under warmer conditions may produce communities composed of less closely related species that share distinct ecological preferences. Our empirical results corroborate theoretical expectation as well as experiments on the prevalence of deterministic processes in the most severe and most productive parts of environmental gradients.