Master of Science / Department of Statistics / Perla E. Reyes Cuellar / Data with ordinal responses may be encountered in many research fields, such as social, medical, agriculture or financial sciences. In this paper, we present a case study on cumulative logit models with low frequency and mixed effects and discuss some strengths and limitations of the current methodology. Two plant pathologists requested our statistical advice to fit a cumulative logit mixed model seeking for the effect of six commercial products on the control of a seed and seedling disease in soybeans in vitro. In their attempt to estimate the model parameters using a generalized linear mixed model approach with PROC GLIMMIX, the model failed to converge. Three alternative approaches to solve the problem were examined: 1) stratifying the data searching for the random effect; 2) assuming the random effect would be small and reducing the model to a fixed model; and 3) combining the original categories of the response variable to a lower number of categories. In addition, we conducted a power analysis to evaluate the required sample size to detect treatment differences. The results of all the proposed solutions were similar. Collapsing categories for a cumulative/proportional odds model has little effect on estimation. The sample size used in the case study is enough to detect a large shift of frequencies between categories, but not for moderated changes. Moreover, we do not have enough information to estimate a random effect. Even when it is present, the results regarding the fixed factors: pathogen, evaluation day, and treatment effects are the same as the obtained by the fixed model alternatives. All six products had a significant effect in slowing the effect of the pathogen, but the effects vary between pathogen species and assessment timing or date.

<p>In problems of spatial choice, the choice set is often more aggregated than the one considered by decision-makers, typically because choice data are available only at the aggregate level. These aggregate choice units will exhibit heterogeneity in utility and in size. To be consistent with utility maximization, a choice model must estimate choice probabilities on the basis of the maximum utility within heterogeneous aggregates. The ordinary multinomial logit model (OMNL) applied to aggregate choice units fails this criterion as it is estimated on the basis of average utility. In this thesis, the aggregated spatial logit model, which utilizes the theory underlying the nested logit model to estimate the appropriate maximum utilities of aggregates, is derived and discussed. Initially, the theoretical basis for the model is made clear and an asymptotic version of the model is derived. Secondly, the model is tested in a simulated environment to demonstrate that the OMNL model lacks the generality of the aggregated model in the presence of heterogeneous aggregates. Thirdly, full endogenous estimation of the aggregated model is studied with a view toward finding the best optimization algorithm. Finally, with all the elements in place, the model is tested in an application of migration from the Canadian Atlantic Provinces.</p> / Doctor of Philosophy (PhD)

O presente trabalho teve como objetivos identificar os principais problemas de qualidade do açúcar granel e desenvolver um modelo econométrico para mensurar a probabilidade da recusa do produto, estimar os custos logísticos envolvidos na perda de qualidade, assim como os possíveis investimentos que poderiam contribuir para a redução nos custos. Para atender a este objetivo foram realizadas entrevistas e coleta de dados com agentes do setor sucroenergético e utilizado um modelo econométrico logit para investigar os fatores que influenciam na perda de qualidade do açúcar VHP e consequentemente a recusa de caminhões em terminais de transbordo e terminais portuários. Os resultados revelaram um aumento no número de veículos rejeitados por problemas de qualidade nas duas safras analisadas, sendo a cor do produto o item de maior participação, além da cor fora de especificação (os demais parâmetros analisados foram umidade, granulometria, teor de cinzas, resíduos insolúveis e polarização). A regressão logit indicou o tempo de armazenamento como um dos principais fatores que influenciam na perda de qualidade do açúcar, além da temperatura, época do ano e macrorregião produtora. Já as variáveis relacionadas ao tipo de centrifuga utilizada na indústria e à umidade relativa do ar não apresentaram coeficientes significativos. As recusas de carga nos terminais acarretam prejuízos para o setor, principalmente no que diz respeito aos valores gastos com o frete, uma vez que o caminhão tem que retornar para usina de origem, o produto ser recuperado e voltar novamente ao terminal de destino. Para diminuir esses prejuízos seriam necessários investimentos em armazéns graneleiros que permitissem o melhor escoamento do produto, impedindo que o açúcar permanecesse muito tempo estocado; porém, o valor necessário para a construção desse tipo de armazém normalmente é considerado inviável pelos tomadores de decisão do setor. Desta forma, para minimizar os prejuízos decorrentes da recusa do produto em virtude da perda de qualidade, é necessário um maior acompanhamento e monitoramento do açúcar armazenado. / The objectives of this study was to identify the main problems of bulk sugar quality and to develop an econometric model to measure the probability of product rejection, to estimate the logistics costs involved in the loss of quality, as well as the possible investments that could contribute to cost reduction. To meet this objective, we conducted interviews and data collection with agents from the sugarcane industry and used a logit econometric model to investigate the factors that influence the loss of VHP sugar quality and consequently the refusal of trucks at transshipment terminals and port terminals. The results showed an increase in the number of vehicles rejected due to quality problems in the two harvesting seasons that were analyzed, being the product color the item with the highest participation, besides the color not specified (the other parameters analyzed were moisture, grain size, ash content, Insoluble residues and polarization). The logit regression indicated the storage time as one of the main factors that influences the loss of sugar quality, besides the temperature, time of the year and producing macro-region. The other variables related to the type of centrifuge used in the industry and the relative humidity of the air did not present significant coefficients. Cargo denials at the terminals result in losses to the sector, especially in relation to the amounts spent on freight, once the truck has to return to the mill the product has to be recovered and to return to the destination terminal. In order to diminish such losses, it would be necessary to invest in bulk warehouses that would allow better disposal of the product, preventing the sugar from being stored for a long time. However the value needed for the construction of this type of warehouse is considered very high for many decision makers from the industry. In this way, to minimize the losses resulting from the refusal of the product due to the loss of quality, a closer monitoring of the stored sugar is necessary.

Made available in DSpace on 2014-06-12T17:21:58Z (GMT). No. of bitstreams: 2 arquivo6593_1.pdf: 1372457 bytes, checksum: 7d328b5860db2137060c9694c0610e5c (MD5) license.txt: 1748 bytes, checksum: 8a4605be74aa9ea9d79846c1fba20a33 (MD5) Previous issue date: 2011 / Conselho Nacional de Desenvolvimento Científico e Tecnológico / Essa dissertação é dividida em dois ensaios. O primeiro objetiva caracterizar a demanda por medicamentos no Brasil. Para isso é feita uma revisão da literatura sobre o tema e expostas suas particularidades para o caso brasileiro por meio dos microdados da POF 2002-2003. Com isso são estimadas as probabilidades de gastos por categoria de medicamento. Conforme os resultados, em geral, essas probabilidades são crescentes com a renda e o grau de instrução do chefe da família. Contudo, outras características como raça, região e idade possuem relevantes efeitos sobre essas probabilidades, onde isso dependerá também do medicamento adquirido. O segundo ensaio visa apresentar como se dá o acesso aos medicamentos pelos brasileiros. Para tanto são aplicados modelos de Escolha discreta, para em seguida, com os dados da PNAD-Saúde 2009, a partir de estimações por Multinomial Logit e Nested Logit, realizar inferências sobre a tomada de decisão de consumo dos indivíduos. Os resultados sugerem que a renda, o grau de instrução e o tipo de doenças infringidas são fatores relevantes. Onde a presença deste último fator afeta diretamente a tomada de decisão de consumo dos brasileiros, principalmente, no caso das doenças mais danosas à saúde

Submitted by Fabio Sobreira Campos da Costa (fabio.sobreira@ufpe.br) on 2016-09-05T15:05:52Z No. of bitstreams: 2 license_rdf: 1232 bytes, checksum: 66e71c371cc565284e70f40736c94386 (MD5) Kelly_Samá_Lopes_de_Vasconcelos.pdf: 899498 bytes, checksum: 7b70712927d11b795cc4e48b29a641d6 (MD5) / Made available in DSpace on 2016-09-05T15:05:52Z (GMT). No. of bitstreams: 2 license_rdf: 1232 bytes, checksum: 66e71c371cc565284e70f40736c94386 (MD5) Kelly_Samá_Lopes_de_Vasconcelos.pdf: 899498 bytes, checksum: 7b70712927d11b795cc4e48b29a641d6 (MD5) Previous issue date: 2016-04-29 / CAPEs / PROPESQ / A informalidade tem sido constantemente discutida na literatura econômica, e os resultados sugerem que uma vez que não existe recolhimento de tributos, são gerados impactos na arrecadação, sendo a Previdência a maior prejudicada. O objetivo desta pesquisa é analisar, a partir de características do empresário individual, as chances desses empresários contribuírem com a Previdência ou passarem a ter inscrição no Cadastro Nacional de Pessoa Jurídica, a partir da estimação de um modelo de dados em painel logit. As estimativas obtidas mostraram que as chances de formalização dos empreendedores individuais parece ter sido afetada positivamente de 2009 a 2014 ao considerar a contribuição previdenciária; já para o critério CNPJ, os resultados foram positivos, mas de pequena magnitude. Com relação às mudanças nas chances de contribuição com a Previdência, de 2004 a 2008 para 2009 a 2014, pode-se dizer que houve um aumento de 2009 a 2014 das chances de o empresário individual contribuir com a Previdência. Uma possível explicação para a ocorrência de resultados com baixa magnitude na formalização via inscrição no CNPJ estaria no curto período de análise, ou seja, são efeitos de curto prazo. / Informality has been constantly discussed in the economic literature, and the results suggest that since there is nonpayment of taxes are generated impacts on revenues, and the social security most impaired. In this paper the objective is analyze from individual entrepreneur characteristics, the chances of these entrepreneurs contribution to the security or official tax payer administrative file (CNPJ) by the informal individual entrepreneurs, from the estimation of a logit panel model. The estimates obtained demonstrated the odds of formalization of individual entrepreneurs appears to have been positively affected (2009-2014) to consider the social security contributions, as the criterion for CNPJ, the results are positive, but small in magnitude. One possible explanation for the occurrence of results with low magnitude in the formalization of CNPJ would be the short period of analysis.

CoordenaÃÃo de AperfeiÃoamento de Pessoal de NÃvel Superior / Objetiva-se analisar a pobreza nas Ãreas rurais no Estado do Cearà no que se refere Ãs suas causas socioeconÃmicas como educaÃÃo, idade, cor, gÃnero, atividade principal de ocupaÃÃo e transferÃncias governamentais. AlÃm disso, objetiva-se analisar as caracterÃsticas dos domicÃlios rurais relacionadas ao acesso a bens pÃblicos. Estudam-se as causas da pobreza rural cearense com o objetivo de verificar possÃveis alteraÃÃes no nÃvel da pobreza no perÃodo anterior e posterior do Plano Real. A partir dos microdados das PNAD, obtidos junto ao IBGE, determinam-se as variÃveis que apresentam associaÃÃo com a pobreza rural, por meio do modelo de regressÃo Logit e para analisar os determinantes dos indivÃduos, calculam-se as contribuiÃÃes marginais. Ademais, sÃo calculadas as estatÃsticas descritivas das variÃveis relacionadas Ãs causas da pobreza e ao acesso a bens pÃblicos. Conclui-se que as variÃveis sexo, nÃvel de escolaridade, recebimento de aposentadoria, pensÃo e atividade principal de trabalho possuem relaÃÃo significativa com a pobreza da regiÃo, sendo as principais a educaÃÃo e as transferÃncias governamentais. AlÃm disso, aumentou o acesso aos bens pÃblicos, fato este que proporcionou melhor qualidade de vida para a populaÃÃo rural cearense. / The poverty aims to analyse in the rural areas in the State of the Cearà in which it refers to his causes socioeconomics, like education, age, color, type, principal activity of occupation and government transfers. Besides, there aim to analyse the characteristics of the rural residences made a list to the access the public goods. There are studied the causes of the rural poverty of Cearà with the objective to check possible alterations in the level of the poverty in the previous and subsequent period of the Real Plan. From the microdata of the PNAD, obtained near the IBGE, there are determined the variables that present association with the rural poverty, through the model of regression logit and to analyse the determinants of the individuals, the marginal contributions are calculated. Besides, the public goods are calculated the descriptive statistics of the variables made a list to the causes of the poverty and to the access. It is ended that the variables sex, level of schooling, receiving of retirement, boarding house and principal activity of work have significant relation with the poverty of the region, being the principals to education and the government transfers. Besides, it increased the access to the public goods, this fact that provided better quality of life for the rural population of CearÃ.

Ve své diplomové práci se zabývám modely diskrétní binární volby. Zkoumám je nejprve z teoretického hlediska, jaká je jejich podstata, jaká jsou jejich specifika a problémy. Postupně rozebírám jednotlivé modely diskrétní binární volby a to lineární pravděpodobnostní model, logitový model a probitový model. Zabývám se jejich odhadem, testováním významnosti jednotlivých koeficientů a shodou modelů s daty. V praktické části se zaměřuji na problematiku životního prostředí a třídění odpadu. Aplikuji jednotlivé modely na získaná data a snažím se vysvětlit, na čem závisí volba jedince mezi ?třídím odpad? a nebo ?netřídím odpad?. Na základě analýzy poté doporučuji, na koho a jakým způsobem zacílit osvětu.

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Agritourism in Virginia is a rapidly growing industry that adds additional income to a farming operation, and helps mitigate risk. Therefore it has become a good strategy for farmers to generate higher levels of profit, but much of the literature in Virginia and surrounding states focuses more on the motivations of operators for starting their agritourism venture. Thus, the purpose of this paper is to empirically analyze demographic, operational, and financial factors and evaluate their correlation with higher levels of profit. The first step was to apply key factors in industrial location discussed by Sloagett and Woods (2003) to agritourism in Virginia. Next, a survey was conducted to produce primary source data on Virginia agritourism operators and how these success factors relate to their ventures. Initial findings suggest a very homogenous demographic amongst operators. In addition, there were four other main findings. First, promotion is highly important and there is a need for increased road signage in Virginia. Second, additional income is a large motivator among operators and 76% of operations indicated their business was somewhat profitable. Third, those near the metropolitan areas of Virginia Beach, Roanoke, and Washington, D.C. tended to have the highest perceived profitability. Finally, operators are highly afflicted by obstacles such as road signage, finding qualified employees, and taxation, all of which can be addressed or mitigated by the state government. The final portion of this paper tests the relationship between these factors and profitability of agritourism operations in Virginia. The empirical results reveal that those operators with a motivation for addition income and higher levels of education, with more acreage, with a higher percentage of their gross farm income attributed to agritourism, and those, on average, that have greater money spent per visitor all correlate with higher levels of profit. On the other hand, the following characteristics appear to have a negative effect on agritourism profits: wineries, greater estimated time to the nearest interstate and difficult access to capital. Assuming operators of agritourism venues seek to maximize profits, these findings illustrate to current and future operators how to adjust procedures and improve their business strategies. / Master of Science

There are no clear studies that explain whether there is a relationship, but many authors point out advantages of having female participation in boards of directors; Catalyst (1995) states that increasing diversity, there is a plurality of opinions in the boardroom; and Bilimoria (2006) states that women deliver the best strategies and ensure better behavior at meetings. Likewise, Kuczynski (1999), said that a more diverse boardroom can handle problems between members better and it can lead to better decisions, so it is seen as a less risky company, therefore, it is expected that the presence of women improve organizational performance.This study aims to identify the participation of women on the boards of directors of 60 companies in Fortune 500 in 2014 (Fortune, 2014). A qualitative Logit regression was applied in order to establish a relationship between genderdiversity in directive boards and the company’s performance.The participation of women in American companies has increased; however, numbers remain low compared to men because, on average a board of directors has 11 members, and on average 9 are men and 2 are women. There are companies that do not include women in the boardroom. In this research, we conclude that gender is not a significant statistical variable involved in the performance of a company. / No existen estudios claros que expliquen si existe una relación entre el sexo de los directores y su rendimiento; sin embargo, muchos estudios señalan ventajas de contar con participación femenina dentro de los consejos de administración.Catalyst (1995) indica que, al aumentar la diversidad, incrementa la pluralidad en las opiniones del directorio.Por su parte, Bilimoria (2006) expresa que el género femenino entrega mejores estrategias y asegura un mejor comportamiento en las reuniones. A su vez, Kuczynski (1999) afirma que un directorio más diverso puede enfrentar de mejor manera los problemas entre miembros y genera mejores decisiones, por lo que una compañía es vista como menos riesgosa; por ello, una directora debería mejorar el desempeño de la compañía.A partir de ello, este estudio pretende identificar la participación de la mujer en los directorios de una muestra de 60 empresas del ranking Fortune 500 año 2014 (Fortune, 2014), con el fin de establecer una relación entre la diversidadde sexo en los directorios y el rendimiento de una empresa, mediante una regresión cualitativa Logit.La participación de la mujer en los directorios de compañías estadounidenses ha aumentado; no obstante, sigue siendo débil en comparación con la de los hombres: en promedio, el directorio está compuesto por once miembros, de loscuales, aproximadamente, nueve son hombres y dos, mujeres. Hay compañías que no incluyen mujeres en las juntas.En esta investigación, se concluye que el sexo no es una variable estadísticamente significativa que interviene en el rendimiento de una organización. / Não há estudos claros que explicam a existência de uma relação entre o gênero dos diretores e o desempenho empresarial. No entanto, muitos estudos apontam vantagens de ter participação feminina na diretoria. Catalyst (1995) indica quea diversidade aumenta a pluralidade de opiniões. Enquanto isso, Bilimoria (2006) afirma que as mulheres proporcionam melhores estratégias e garantem um melhor comportamento nas reuniões. Por sua vez, Kuczynski (1999) afirmaque uma diretoria mais diversificada pode enfrentar melhor os problemas entre os membros e gerar melhores decisões, de modo que uma empresa é vista como menos arriscada; portanto, uma diretora deve melhorar o desempenho daempresa.Este estudo tem como objetivo identificar a participação das mulheres na diretoria de 60 empresas da Fortune 500, 2014 (Fortune, 2014), a fim de estabelecer uma relação entre a diversidade de gênero na diretoria e o desempenho de uma empresa através da regressão Logit qualitativa.A participação das mulheres na direção de empresas norte-americanas aumentou; no entanto, continua baixa em comparação com a dos homens: em média, o conselho de administração é composto por 11 membros, dos quais 9 são homens e 2 mulheres. Ainda existem empresas que não incluem mulheres nos conselhos. Nesta pesquisa, concluímos que o gênero não é uma variável estatisticamente significativa que afete o desempenho de uma organização.