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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
361

L’arbre de régression multivariable et les modèles linéaires généralisés revisités : applications à l’étude de la diversité bêta et à l’estimation de la biomasse d’arbres tropicaux

Ouellette, Marie-Hélène 04 1900 (has links)
En écologie, dans le cadre par exemple d’études des services fournis par les écosystèmes, les modélisations descriptive, explicative et prédictive ont toutes trois leur place distincte. Certaines situations bien précises requièrent soit l’un soit l’autre de ces types de modélisation ; le bon choix s’impose afin de pouvoir faire du modèle un usage conforme aux objectifs de l’étude. Dans le cadre de ce travail, nous explorons dans un premier temps le pouvoir explicatif de l’arbre de régression multivariable (ARM). Cette méthode de modélisation est basée sur un algorithme récursif de bipartition et une méthode de rééchantillonage permettant l’élagage du modèle final, qui est un arbre, afin d’obtenir le modèle produisant les meilleures prédictions. Cette analyse asymétrique à deux tableaux permet l’obtention de groupes homogènes d’objets du tableau réponse, les divisions entre les groupes correspondant à des points de coupure des variables du tableau explicatif marquant les changements les plus abrupts de la réponse. Nous démontrons qu’afin de calculer le pouvoir explicatif de l’ARM, on doit définir un coefficient de détermination ajusté dans lequel les degrés de liberté du modèle sont estimés à l’aide d’un algorithme. Cette estimation du coefficient de détermination de la population est pratiquement non biaisée. Puisque l’ARM sous-tend des prémisses de discontinuité alors que l’analyse canonique de redondance (ACR) modélise des gradients linéaires continus, la comparaison de leur pouvoir explicatif respectif permet entre autres de distinguer quel type de patron la réponse suit en fonction des variables explicatives. La comparaison du pouvoir explicatif entre l’ACR et l’ARM a été motivée par l’utilisation extensive de l’ACR afin d’étudier la diversité bêta. Toujours dans une optique explicative, nous définissons une nouvelle procédure appelée l’arbre de régression multivariable en cascade (ARMC) qui permet de construire un modèle tout en imposant un ordre hiérarchique aux hypothèses à l’étude. Cette nouvelle procédure permet d’entreprendre l’étude de l’effet hiérarchisé de deux jeux de variables explicatives, principal et subordonné, puis de calculer leur pouvoir explicatif. L’interprétation du modèle final se fait comme dans une MANOVA hiérarchique. On peut trouver dans les résultats de cette analyse des informations supplémentaires quant aux liens qui existent entre la réponse et les variables explicatives, par exemple des interactions entres les deux jeux explicatifs qui n’étaient pas mises en évidence par l’analyse ARM usuelle. D’autre part, on étudie le pouvoir prédictif des modèles linéaires généralisés en modélisant la biomasse de différentes espèces d’arbre tropicaux en fonction de certaines de leurs mesures allométriques. Plus particulièrement, nous examinons la capacité des structures d’erreur gaussienne et gamma à fournir les prédictions les plus précises. Nous montrons que pour une espèce en particulier, le pouvoir prédictif d’un modèle faisant usage de la structure d’erreur gamma est supérieur. Cette étude s’insère dans un cadre pratique et se veut un exemple pour les gestionnaires voulant estimer précisément la capture du carbone par des plantations d’arbres tropicaux. Nos conclusions pourraient faire partie intégrante d’un programme de réduction des émissions de carbone par les changements d’utilisation des terres. / In ecology, in ecosystem services studies for example, descriptive, explanatory and predictive modelling all have relevance in different situations. Precise circumstances may require one or the other type of modelling; it is important to choose the method properly to insure that the final model fits the study’s goal. In this thesis, we first explore the explanatory power of the multivariate regression tree (MRT). This modelling technique is based on a recursive bipartitionning algorithm. The tree is fully grown by successive bipartitions and then it is pruned by resampling in order to reveal the tree providing the best predictions. This asymmetric analysis of two tables produces homogeneous groups in terms of the response that are constrained by splitting levels in the values of some of the most important explanatory variables. We show that to calculate the explanatory power of an MRT, an appropriate adjusted coefficient of determination must include an estimation of the degrees of freedom of the MRT model through an algorithm. This estimation of the population coefficient of determination is practically unbiased. Since MRT is based upon discontinuity premises whereas canonical redundancy analysis (RDA) models continuous linear gradients, the comparison of their explanatory powers enables one to distinguish between those two patterns of species distributions along the explanatory variables. The extensive use of RDA for the study of beta diversity motivated the comparison between its explanatory power and that of MRT. In an explanatory perspective again, we define a new procedure called a cascade of multivariate regression trees (CMRT). This procedure provides the possibility of computing an MRT model where an order is imposed to nested explanatory hypotheses. CMRT provides a framework to study the exclusive effect of a main and a subordinate set of explanatory variables by calculating their explanatory powers. The interpretation of the final model is done as in nested MANOVA. New information may arise from this analysis about the relationship between the response and the explanatory variables, for example interaction effects between the two explanatory data sets that were not evidenced by the usual MRT model. On the other hand, we study the predictive power of generalized linear models (GLM) to predict individual tropical tree biomass as a function of allometric shape variables. Particularly, we examine the capacity of gaussian and gamma error structures to provide the most precise predictions. We show that for a particular species, gamma error structure is superior in terms of predictive power. This study is part of a practical framework; it is meant to be used as a tool for managers who need to precisely estimate the amount of carbon recaptured by tropical tree plantations. Our conclusions could be integrated within a program of carbon emission reduction by land use changes.
362

Statistical modelling of return on capital employed of individual units

Burombo, Emmanuel Chamunorwa 10 1900 (has links)
Return on Capital Employed (ROCE) is a popular financial instrument and communication tool for the appraisal of companies. Often, companies management and other practitioners use untested rules and behavioural approach when investigating the key determinants of ROCE, instead of the scientific statistical paradigm. The aim of this dissertation was to identify and quantify key determinants of ROCE of individual companies listed on the Johannesburg Stock Exchange (JSE), by comparing classical multiple linear regression, principal components regression, generalized least squares regression, and robust maximum likelihood regression approaches in order to improve companies decision making. Performance indicators used to arrive at the best approach were coefficient of determination ( ), adjusted ( , and Mean Square Residual (MSE). Since the ROCE variable had positive and negative values two separate analyses were done. The classical multiple linear regression models were constructed using stepwise directed search for dependent variable log ROCE for the two data sets. Assumptions were satisfied and problem of multicollinearity was addressed. For the positive ROCE data set, the classical multiple linear regression model had a of 0.928, an of 0.927, a MSE of 0.013, and the lead key determinant was Return on Equity (ROE),with positive elasticity, followed by Debt to Equity (D/E) and Capital Employed (CE), both with negative elasticities. The model showed good validation performance. For the negative ROCE data set, the classical multiple linear regression model had a of 0.666, an of 0.652, a MSE of 0.149, and the lead key determinant was Assets per Capital Employed (APCE) with positive effect, followed by Return on Assets (ROA) and Market Capitalization (MC), both with negative effects. The model showed poor validation performance. The results indicated more and less precision than those found by previous studies. This suggested that the key determinants are also important sources of variability in ROCE of individual companies that management need to work with. To handle the problem of multicollinearity in the data, principal components were selected using Kaiser-Guttman criterion. The principal components regression model was constructed using dependent variable log ROCE for the two data sets. Assumptions were satisfied. For the positive ROCE data set, the principal components regression model had a of 0.929, an of 0.929, a MSE of 0.069, and the lead key determinant was PC4 (log ROA, log ROE, log Operating Profit Margin (OPM)) and followed by PC2 (log Earnings Yield (EY), log Price to Earnings (P/E)), both with positive effects. The model resulted in a satisfactory validation performance. For the negative ROCE data set, the principal components regression model had a of 0.544, an of 0.532, a MSE of 0.167, and the lead key determinant was PC3 (ROA, EY, APCE) and followed by PC1 (MC, CE), both with negative effects. The model indicated an accurate validation performance. The results showed that the use of principal components as independent variables did not improve classical multiple linear regression model prediction in our data. This implied that the key determinants are less important sources of variability in ROCE of individual companies that management need to work with. Generalized least square regression was used to assess heteroscedasticity and dependences in the data. It was constructed using stepwise directed search for dependent variable ROCE for the two data sets. For the positive ROCE data set, the weighted generalized least squares regression model had a of 0.920, an of 0.919, a MSE of 0.044, and the lead key determinant was ROE with positive effect, followed by D/E with negative effect, Dividend Yield (DY) with positive effect and lastly CE with negative effect. The model indicated an accurate validation performance. For the negative ROCE data set, the weighted generalized least squares regression model had a of 0.559, an of 0.548, a MSE of 57.125, and the lead key determinant was APCE and followed by ROA, both with positive effects.The model showed a weak validation performance. The results suggested that the key determinants are less important sources of variability in ROCE of individual companies that management need to work with. Robust maximum likelihood regression was employed to handle the problem of contamination in the data. It was constructed using stepwise directed search for dependent variable ROCE for the two data sets. For the positive ROCE data set, the robust maximum likelihood regression model had a of 0.998, an of 0.997, a MSE of 6.739, and the lead key determinant was ROE with positive effect, followed by DY and lastly D/E, both with negative effects. The model showed a strong validation performance. For the negative ROCE data set, the robust maximum likelihood regression model had a of 0.990, an of 0.984, a MSE of 98.883, and the lead key determinant was APCE with positive effect and followed by ROA with negative effect. The model also showed a strong validation performance. The results reflected that the key determinants are major sources of variability in ROCE of individual companies that management need to work with. Overall, the findings showed that the use of robust maximum likelihood regression provided more precise results compared to those obtained using the three competing approaches, because it is more consistent, sufficient and efficient; has a higher breakdown point and no conditions. Companies management can establish and control proper marketing strategies using the key determinants, and results of these strategies can see an improvement in ROCE. / Mathematical Sciences / M. Sc. (Statistics)
363

Associação entre diabetes mellitus e demência: estudo neuropatológico / Association between Alzheimer\'s disease and dementia: a neuropathologic study

Matioli, Maria Niures Pimentel dos Santos 05 September 2016 (has links)
A literatura científica vem debatendo sobre a existência de uma associação entre diabetes mellitus (DM) e demência, doença de Alzheimer (DA) e demência vascular (DV). O DM é um conhecido fator de risco para a doença cerebrovascular (DCV) e DV, porém não há consenso até o momento do real papel do DM no desenvolvimento das alterações neuropatológicas da DA. Objetivos: verificar a associação entre DM e demência, DM e alterações neuropatológicas da DA e DV. Métodos: os dados foram coletados do Banco de Encéfalos Humanos do Grupo de Estudos em Envelhecimento Cerebral da FMUSP estudados de 2004 a 2015. A amostra foi dividida em dois grupos: não diabéticos e diabéticos. Os diagnósticos de DM e de demência foram estabelecidos post-mortem mediante entrevista com informante. O diagnóstico de demência exigiu escore >= 1 na Escala de Avaliação Clínica da Demência (CDR) e Questionário sobre Declínio Cognitivo no Idoso (IQCODE) >= 3,42. O diagnóstico etiológico da demência foi determinado por exame neuropatológico por imuno-histoquímica. A proporção de casos de demência, de DA e de DV de não diabéticos e diabéticos foi determinada, assim como a relação entre DM e placas neuríticas (PN) e emaranhados neurofibrilares (ENF), e neuropatologia vascular. As análises estatísticas empregadas foram o teste de Mann-Whitney e regressão linear múltipla para variáveis quantitativas, teste de ?2, teste exato de Fisher e regressão logística múltipla para variáveis categóricas. Resultados: amostra total foi de 1.037 indivíduos, sendo 758 não diabéticos (73,1%) e 279 diabéticos (26,9%). Demência foi constatada em 28,7% em diabéticos. O DM não se associou à frequência mais elevada de demência (OR: 1,22; IC 95%: 0,81-1,82; p=0,34). O DM não está associado com ENF (p=0,81), PN (p=0,31), grupo infarto (p=0,94), angiopatia amiloide (p=0,42) e arteriolosclerose hialina (p=0,07). Após o ajuste para variáveis demográficas e para os fatores de risco vascular, o diagnóstico de DM não se associou ao diagnóstico neuropatológico de DA e vascular. Conclusão: o DM não está associado à demência e às alterações neuropatológicas da DA e de DV / The scientific literature has been debating the existence of an association between diabetes mellitus (DM) and dementia, Alzheimer\'s disease (AD) and vascular dementia (VaD). DM is a known risk factor for cerebrovascular disease (CVD) and VaD, but there is still no consensus on the real role of DM in the development of AD neuropathology. Objectives: to investigate the association among DM and dementia, neuropathology (NP) of AD and VaD. Methods: Data were collected from the cases included in the Brain Bank of the Brazilian Aging Brain Study Group between 2004 and 2015. Cases were divided into 2 groups: no diabetics and diabetics. Clinical diagnosis of dementia was determined by the scores >= 1.0 in the Clinical Dementia Rating (CDR) and >= 3.42 in the Informant Questionnaire on Cognitive Decline in the Elderly (IQCODE). Etiological diagnoses of dementia were determined by neuropathological examination, using immunohistochemistry. The proportion of dementia cases, AD and VaD of no diabetics and diabetics were investigated as well as the relationship among DM and neuritic plaques (NPq) and neurofibrillary tangles (NFT). Mann-Whitney test and multiple linear regression for quantitative variables, and chi-square test and multiple logistic regression for categorical variables were the statistical analyses applied. Results: Total sample included 1037 subjects, divided in 758 (73.1%) no diabetics and 279 diabetics (26.9%). Dementia was present in 27.8% of diabetics. DM did not increase the frequency for dementia (OR: 1.22; IC 95%: 0.81-1.82; p=0.34). DM was not associated with NFT (p=0.81), NPq (p=0.31), infarct group (0.94), cerebral amyloid angiopathy (0.42) and hyaline arteriolosclerosis (p=0.07). After adjustment for demographic variables and vascular risk factors, DM was not associated with DA and vascular NP. Conclusion: DM is not associated with dementia, AD and vascular neuropathology
364

Análise e comparação de alguns métodos alternativos de seleção de variáveis preditoras no modelo de regressão linear / Analysis and comparison of some alternative methods of selection of predictor variables in linear regression models.

Marques, Matheus Augustus Pumputis 04 June 2018 (has links)
Neste trabalho estudam-se alguns novos métodos de seleção de variáveis no contexto da regressão linear que surgiram nos últimos 15 anos, especificamente o LARS - Least Angle Regression, o NAMS - Noise Addition Model Selection, a Razão de Falsa Seleção - RFS (FSR em inglês), o LASSO Bayesiano e o Spike-and-Slab LASSO. A metodologia foi a análise e comparação dos métodos estudados e aplicações. Após esse estudo, realizam-se aplicações em bases de dados reais e um estudo de simulação, em que todos os métodos se mostraram promissores, com os métodos Bayesianos apresentando os melhores resultados. / In this work, some new variable selection methods that have appeared in the last 15 years in the context of linear regression are studied, specifically the LARS - Least Angle Regression, the NAMS - Noise Addition Model Selection, the False Selection Rate - FSR, the Bayesian LASSO and the Spike-and-Slab LASSO. The methodology was the analysis and comparison of the studied methods. After this study, applications to real data bases are made, as well as a simulation study, in which all methods are shown to be promising, with the Bayesian methods showing the best results.
365

Modelo de análise de populações de plantas daninhas resistentes a herbicidas / Model analysis of weed populations resistant to herbicides

Kajino, Henrique Sadao 30 September 2011 (has links)
Este trabalho propõe um modelo dinâmico para análise de populações de plantas daninhas resistentes a herbicidas. O modelo representa a dinâmica populacional causada por um aumento na proporção de plantas resistentes a herbicidas, resultante da recombinação genética modificada pela pressão seletiva causada pelo herbicida. O aumento da resistência causa uma diminuição na eficácia da dose aplicada do herbicida sobre toda população e, eventualmente, compromete o controle desta população. São apresentados resultados de simulação da planta daninha Bidens subalternans, resistente ao herbicida nicosulfuron e tolerante ao herbicida atrazine, e da planta daninha Bidens pilosa, resistente ao herbicida chlorimuron-ethyl e tolerante ao herbicida imazetaphyr para diferentes doses de herbicidas. / This paper proposes a dynamic model for analysis of herbicide resistance in weed populations. The model represents population dynamic caused by an increase in the proportion of plants resistant to herbicides, resulting from genetic recombination modified by selective pressure caused by herbicide. The increase of resistance decreases the efficacy of the applied dose of herbicide over the entire population and, eventually compromises the population control. Results of simulation for different doses are presented for the weed Bidens subalternans, resistant to nicosulfuron and tolerant to atrazine, and for the weed Bidens pilosa, resistant to herbicide chlorimuron-ethyl and tolerant to imazetaphyr.
366

Modelagem simultânea de média e dispersão e aplicações na pesquisa agronômica / Joint modeling of mean and dispersion and applications to agricultural research

Vieira, Afrânio Márcio Corrêa 10 February 2009 (has links)
Diversos delineamentos experimentais que são aplicados correntemente tomam como base experimentos agronômicos. Esses dados experimentais são, geralmente, analisados usando-se modelos que consideram uma variância residual constante (ou homogênea), como pressuposto inicial. Entretanto, esta pressuposição mostra-se relativamente forte quando se está diante de situações para as quais fatores ambientais ou externos exercem considerável influência nas medidas experimentais. Neste trabalho, são estudados modelos para a média e a variância, simultaneamente, com a variância estruturada de duas formas: (i) por meio de um preditor linear, que permite incorporar variáveis externas e fatores de ruído e (ii) por meio de efeitos aleatórios, que permitem acomodar tanto o efeito longitudinal quanto o efeito de superdispersão, no caso de medidas binárias repetidas no tempo. A classe de modelos lineares generalizados duplos (MLGD) foi aplicada a um estudo observacional que consistiu em medir a mortalidade de frangos de corte no fim da condição de espera pré-abate. Nesse problema, é forte a evidência de que alguns fatores influenciam a variabilidade, e consequentemente, diminuem a precisão das análises inferenciais. Outro problema agronômico relevante, associado à horticultura, são os experimentos de cultura de tecidos vegetais, em que o número de explantes que regeneram são contados. Como esse tipo de experimento apresenta um grande número de parâmetros a serem estimados, comparado ao tamanho da amostra, os modelos existente podem gerar estimativas questionáveis ou até levar a conclusões erroneas, uma vez esse que são baseados em grandes amostras para se fazer inferência estatística. Foi proposto um modelo linear generalizados duplo, para os dados de proporções, de uma perspectiva Bayesiana, visando a análise estatística sob pequenas amostras e a incorporação do conhecimento especialista no processo de estimação dos parâmetros. Um problema clínico, que envolve dados binários medidos repetidamente no tempo é apresentado e são propostos dois modelos que acomodam o efeito da superdispersão e a dependência longitudinal das medidas, utilizandos-se efeitos aleatórios. Foram obtidos resultados satisfatórios nos três problemas estudados. Os MLGD permitiram identificar os fatores associados à mortalidade das aves de corte, o que permitirá minimizar perdas e habilitar os processos de manejo, transporte e abate aos critérios de bem-estar animal e exigências da comunidade européia. O MLGD Bayesiano permitiu identificar o genótipo associado ao efeito de superdispersão, aumentando a precisão da inferência de seleção de variedades. Dois modelos combinados foram propostos logit-normal-Bernoulli-beta e o probit-normal-Bernoulli-beta, que acomodaram satisfatoriamente a superdispersão e a dependência longitudinal das medidas binárias. Esses resultados reforçam a importância de se modelar a média e a variância conjuntamente, o que aumenta a precisão na pesquisa agronômica, tanto em estudos experimentais quanto em estudos observacionais. / Several experimental designs that are currently applied are based on agricultural experiments. These experimental data are, usually, analised with statistical models that assume constant residual variance (or homogeneous), as basic assumption. However, this assumption shows hard to stand for, when environmental or external factors exert strong influence over the measurements. In this work, we study the joint modelling for the mean and the variance, the latter being structured on two ways: (i) through a linear predictor, which allows the incorporation of external variables and/or noise factors and (ii) by the use of random effects, that accommodate jointly the possible overdispersion effect and the dependence of longitudinal data in the case of binary measusurements taken over time. The class of double generalized linear models (DGLM) was applied to an observational study where the poultry mortality was measured in the preslaughter operations. With this situation, it can be observed that there is a strong influence from some environmental factors over the variability observed, and consequently, this reduces the precision of the inferential analysis. Another relevant agricultural problem, related to horticulture, is the tissue culture experiments, where the number of regenerated explants is counted. Usually, this kind of experiment use a large number of parameters to be estimated, when compared with the sample size. The current frequentist models are based on large samples for statistical inference and, under this experimental condition, can generate unreliable estimates or even lead to erroneous conclusions. A double generalized linear model was proposed to analyse proportion data, under the Bayesian perspective, which can be applied to small samples and can incorporate expert knowledge into the parameter estimation process. One clinical research, that measured binary data repeatedly through the time is presented and two models are proposed to fit the overdispersion effect and the dependence of longitudinal measurements, using random effects. It was obtained satisfactory results under these three problems studied. the DGLM allowed to identify factors associated with the poultry mortality, that will allow to minimize loss and improve the process, since the catching until lairage on slaughterhouse, agreeing with animal welfare criteria and the European community rules. The Bayesian DGLM allowed to identify the genotype associated with the overdispersion effect, increasing the precision on the inference about varieties selection. Two combined models were proposed, a logit-normal- Bernoulli-beta and a probit-normal-Bernoulli-beta, which have both addressed the overdispersion effect and the longitudinal dependence of the binary measurements. These results reinforce the importance to modelling mean and dispersion jointly, as a way to increase the precision of agricultural experimentation, be it on experimental studies or observational studies.
367

"Modelos lineares generalizados para análise de dados com medidas repetidas" / "Generalized linear models for repeated measures regression analysis"

Venezuela, Maria Kelly 04 July 2003 (has links)
Neste trabalho, apresentamos as equações de estimação generalizadas desenvolvidas por Liang e Zeger (1986), sob a ótica da teoria de funções de estimação apresentada por Godambe (1991). Essas equações de estimação são obtidas para os modelos lineares generalizados (MLGs) considerando medidas repetidas. Apresentamos também um processo iterativo para estimação dos parâmetros de regressão, assim como testes de hipóteses para esses parâmetros. Para a análise de resíduos, generalizamos para dados com medidas repetidas algumas técnicas de diagnóstico usuais em MLGs. O gráfico de probabilidade meio-normal com envelope simulado é uma proposta para avaliarmos a adequação do ajuste do modelo. Para a construção desse gráfico, simulamos respostas correlacionadas por meio de algoritmos que descrevemos neste trabalho. Por fim, realizamos aplicações a conjuntos de dados reais. / In this work, we consider the generalized estimation equations developed by Liang and Zeger (1986) focusing the theory of estimating functions presented by Godambe (1991). These estimation equations are an extension of generalized linear models (GLMs) to the analysis of repeated measurements. We present an iterative procedure to estimate the regression parameters as well as hypothesis testing of these parameters. For the residual analysis, we generalize to repeated measurements some diagnostic methods available for GLMs. The half-normal probability plot with a simulated envelope is useful for diagnosing model inadequacy and detecting outliers. To obtain this plot, we consider an algorithm for generating a set of nonnegatively correlated variables having a specified correlation structure. Finally, the theory is applied to real data sets.
368

Refinamentos assintóticos em modelos lineares generalizados heteroscedáticos / Asymptotic refinements in heteroskedastic generalized linear models

Barros, Fabiana Uchôa 07 March 2017 (has links)
Nesta tese, desenvolvemos refinamentos assintóticos em modelos lineares generalizados heteroscedásticos (Smyth, 1989). Inicialmente, obtemos a matriz de covariâncias de segunda ordem dos estimadores de máxima verossimilhança corrigidos pelos viés de primeira ordem. Com base na matriz obtida, sugerimos modificações na estatística de Wald. Posteriormente, derivamos os coeficientes do fator de correção tipo-Bartlett para a estatística do teste gradiente. Em seguida, obtemos o coeficiente de assimetria assintótico da distribuição dos estimadores de máxima verossimilhança dos parâmetros do modelo. Finalmente, exibimos o coeficiente de curtose assintótico da distribuição dos estimadores de máxima verossimilhança dos parâmetros do modelo. Analisamos os resultados obtidos através de estudos de simulação de Monte Carlo. / In this thesis, we have developed asymptotic refinements in heteroskedastic generalized linear models (Smyth, 1989). Initially, we obtain the second-order covariance matrix for the maximum likelihood estimators corrected by the bias of first-order. Based on the obtained matrix, we suggest changes in Wald statistics. In addition, we derive the coeficients of the Bartlett-type correction factor for the statistical gradient test. After, we get asymptotic skewness of the distribution of the maximum likelihood estimators of the model parameters. Finally, we show the asymptotic kurtosis coeficient of the distribution of the maximum likelihood estimators of the model parameters. Monte Carlo simulation studies are developed to evaluate the results obtained.
369

Different approaches to modeling ordinal response data in course evaluation.

January 2001 (has links)
Yick Doi Pei. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2001. / Includes bibliographical references (leaves 63-66). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Raw score approach --- p.4 / Chapter 1.2 --- Residual approach --- p.4 / Chapter 1.3 --- Indicator approach --- p.5 / Chapter 1.4 --- Overview --- p.5 / Chapter 2 --- Application --- p.7 / Chapter 2.1 --- Data --- p.7 / Chapter 3 --- Modeling --- p.10 / Chapter 3.1 --- Linear Regression at Individual Level --- p.13 / Chapter 3.2 --- Linear Regression at Group Level --- p.21 / Chapter 3.3 --- Polytomous Logistic Model --- p.28 / Chapter 3.4 --- Mixed Effect Model --- p.35 / Chapter 3.5 --- Discrete Response Multilevel Model --- p.41 / Chapter 4 --- Conclusion --- p.51 / Appendix --- p.55 / Reference --- p.63
370

Aperfeiçoamento de métodos estatísticos em modelos de regressão da família exponencial / Further statistical methods in regression models of the exponential family

Cavalcanti, Alexsandro Bezerra 03 August 2009 (has links)
Neste trabalho, desenvolvemos três tópicos relacionados a modelos de regressão da família exponencial. No primeiro tópico, obtivemos a matriz de covariância assintótica de ordem $n^$, onde $n$ é o tamanho da amostra, dos estimadores de máxima verossimilhança corrigidos pelo viés de ordem $n^$ em modelos lineares generalizados, considerando o parâmetro de precisão conhecido. No segundo tópico calculamos o coeficiente de assimetria assintótico de ordem n^{-1/2} para a distribuição dos estimadores de máxima verossimilhança dos parâmetros que modelam a média e dos parâmetros de precisão e dispersão em modelos não-lineares da família exponencial, considerando o parâmetro de dispersão desconhecido, porém o mesmo para todas as observações. Finalmente, obtivemos fatores de correção tipo-Bartlett para o teste escore em modelos não-lineares da família exponencial, considerando covariáveis para modelar o parâmetro de dispersão. Avaliamos os resultados obtidos nos três tópicos desenvolvidos por meio de estudos de simulação de Monte Carlo / In this work, we develop three topics related to the exponential family nonlinear regression. First, we obtain the asymptotic covariance matrix of order $n^$, where $n$ is the sample size, for the maximum likelihood estimators corrected by the bias of order $n^$ in generalized linear models, considering the precision parameter known. Second, we calculate an asymptotic formula of order $n^{-1/2}$ for the skewness of the distribution of the maximum likelihood estimators of the mean parameters and of the precision and dispersion parameters in exponential family nonlinear models considering that the dispersion parameter is the same although unknown for all observations. Finally, we obtain Bartlett-type correction factors for the score test in exponential family nonlinear models assuming that the precision parameter is modelled by covariates. Monte Carlo simulation studies are developed to evaluate the results obtained in the three topics.

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