A Bernoulli autoregressive moving average model applied to rainfall occurrence

Abstract

In this article, we propose a new model for binary time series involving an autoregressive moving average structure. The proposed model, which is an extension of the GARMA model, can be used for calculating the forecast probability of an occurrence of an event of interest in cases where these probabilities are dependent on previous observations in the near term. The proposed model is used to analyze a real dataset involving a series that contains only data 0 and 1, indicating the absence or presence of rain in a city located in the central region of São Paulo state, Brazil.     

Some simple estimators for the two-parameter gamma distribution

ABSTRACT

In this paper, we propose two new simple estimation methods for the two-parameter gamma distribution. The first one is a modified version of the method of moments, whereas the second one makes use of some key properties of the distribution. We then derive the asymptotic distributions of these estimators. Also, bias-reduction methods are suggested to reduce the bias of these estimators. The performance of the estimators are evaluated through a Monte Carlo simulation study. The probability coverages of confidence intervals are also discussed. Finally, two examples are used to illustrate the proposed methods.     

Alternative Procedures to Discriminate Non Nested Multivariate Linear Regression Models

ABSTRACT

This article builds classical and Bayesian testing procedures for choosing between non nested multivariate regression models. Although there are several classical tests for discriminating univariate regressions, only the Cox test is able to consistently handle the multivariate case. We then derive the limiting distribution of the Cox statistic in such a context, correcting an earlier derivation in the literature. Further, we show how to build alternative Bayes factors for the testing of nonnested multivariate linear regression models. In particular, we compute expressions for the posterior Bayes factor, the fractional Bayes factor, and the intrinsic Bayes factor.     

Cut-points to prevent low back injury due to force exertion at work

Force exertion is related to low back injuries (LBI). This paper critically reviews the literature concerning cut-points for back force exertion, presents available guidelines in a concise manner, and identifies areas that need further research. The studies reviewed were grouped according to the criteria used to set the cut-point values. Most often cut-points differ than concur. The approach considering physiological, psychophysical, epidemiological, and biomechanical aspects of back force exertion meets the most known criteria and presents the lowest common denominator of instantaneous load for lifting tasks. Further experimental and epidemiological studies in peak load and cumulative exposure are necessary. Compound indices should also be developed for pushing, pulling, and carrying. Future indices should consider electromyographically determined fatigue, differential viscoelastic properties of tissues, aging, and the cross sectional area of back muscles. We hope that this paper contributes to a more systematic appraisal of back force exertion at work.     

Major Chemical Accidents in Industrializing Countries: The Socio-Political Amplification of Risk

Accidents in the chemical industry, such as those that took place in Seveso (1976) and Bhopal (1984), may kill or injure thousands of people, cause serious health hazards and irreversible environmental damage. The aim of this paper is to examine the ever-increasing risk of similar accidents becoming a frequent ocurrence in the so-called industrializing countries. Using figures from some of the worst chemical accidents in the last decades, data on the Bhopal disaster, and Brazil's social and institutional characteristics, we put forward the hypothesis that present social, political and economic structures in industrializing countries make these countries much more vulnerable to such accidents and create the type of setting where–if and when these accidents occur–they will have even more catastrophic consequences. The authors argue that only the transformation of local structures, and stronger technical cooperation between international organizations, industrialized and industrializing countries could reduce this vulnerability.     

Known Mean,Unknown Maxima? Testing the Maximum Knowing Only the Mean

In the quantitative group testing problem, the use of the group mean to identify if the group maximum is greater than a prefixed threshold (infected group) is analyzed, using n independent and identically distributed individuals. Under these conditions, it is shown that the information of the mean is sufficient to classify each group as infected or healthy with low probability of misclassification when the underline distribution is a unilateral heavy-tailed distribution.     

Participation of seniors in the Argentinian labour market: An option value model*

The aim of this article is to define the factors which determine seniors' decisions to continue to participate in the labour market in Argentina. An option value model is developed. This model is used to produce estimates based on micro‐data drawn from household surveys. These indicate the relative importance of the impact of conditions governing eligibility for benefits on decisions to remain actively employed. Work history is found to be the main factor in such decisions. Inadequacy of social security benefits and accumulated human capital also create incentives for economic participation in old age. On the basis of these findings, compensatory policy adjustments, to improve coverage, increase benefit levels and improve employment conditions for seniors, are proposed.     

Sensitivity analysis and choosing between alternative polytomous IRT models using Bayesian model comparison criteria

Polytomous Item Response Theory (IRT) models are used by specialists to score assessments and questionnaires that have items with multiple response categories. In this article, we study the performance of five model comparison criteria for comparing fit of the graded response and generalized partial credit models using the same dataset when the choice between the two is unclear. Simulation study is conducted to analyze the sensitivity of priors and compare the performance of the criteria using the No-U-Turn Sampler algorithm, under a Bayesian approach. The results were used to select a model for an application in mental health data.     

Correction to: Comparison of joint control schemes for multivariate normal i.i.d. output

AStA Advances in Statistical Analysis - In the original paper, we incorrectly stated that...     

Topiramate Combined with Cognitive Restructuring for the Treatment of Gambling Disorder: A Two-Center,Randomized, Double-Blind Clinical Trial

Gambling disorder (GD) is a prevalent condition for which no pharmacological treatment has yet been approved, although there is evidence that topiramate can reduce impulsivity in GD and craving in various addictive behaviors. The goal of this study was to investigate the effectiveness of topiramate combined with cognitive restructuring for GD in a two-center, randomized, double-blind clinical trial. Participants were individuals seeking outpatient treatment for GD (n = 30), treated with either topiramate or placebo combined with a brief cognitive intervention, over a 12-week period, the dose of topiramate being tapered up during the first 8 weeks. The main outcome measures were gambling craving, behavior, and cognitive distortions; impulsivity; depression and social adjustment. Topiramate proved superior to placebo in reducing gambling craving (P = 0.017); time and money spent gambling (P = 0.007 and P = 0.047, respectively); cognitive distortions related to gambling (P = 0.003); and social adjustment (P = 0.040). We found no significant effects on impulsivity or depression. These findings are in contrast with data from a previous clinical trial with topiramate for GD. In the current study, we found that topiramate affects features specifically related to gambling addiction and had no significant effect on associated phenomena such as impulsiveness and depression. We believe that this response could be due to synergistic interaction between topiramate and the cognitive intervention.