Page 1

Displaying 1 – 6 of 6

Showing per page

A Bayesian estimate of the risk of tick-borne diseases

Marek Jiruše, Josef Machek, Viktor Beneš, Petr Zeman (2004)

Applications of Mathematics

The paper considers the problem of estimating the risk of a tick-borne disease in a given region. A large set of epidemiological data is evaluated, including the point pattern of collected cases, the population map and covariates, i.e. explanatory variables of geographical nature, obtained from GIS. The methodology covers the choice of those covariates which influence the risk of infection most. Generalized linear models are used and AIC criterion yields the decision. Further, an empirical Bayesian...

Algebraic structureof step nesting designs

Célia Fernandes, Paulo Ramos, João Tiago Mexia (2010)

Discussiones Mathematicae Probability and Statistics

Step nesting designs may be very useful since they require fewer observations than the usual balanced nesting models. The number of treatments in balanced nesting design is the product of the number of levels in each factor. This number may be too large. As an alternative, in step nesting designs the number of treatments is the sum of the factor levels. Thus these models lead to a great economy and it is easy to carry out inference. To study the algebraic structure of step nesting designs we introduce...

Análisis de duración mediante un modelo lineal generalizado semiparamétrico.

Jesús Orbe (2001)

Qüestiió

Aitkin y Clayton (1980) proponen el análisis de modelos de duración mediante modelos lineales generalizados. En este trabajo extendemos esta metodología permitiendo que el efecto de alguna de las variables explicativas pueda no ser especificado. Así, el modelo propuesto es un modelo lineal generalizado semiparamétrico, con una componente paramétrica donde se especifica la forma funcional concreta del efecto de las variables explicativas sobre la duración, y una componente no paramétrica donde recogemos...

Asymptotic properties of the growth curve model with covariance components

Ivan Žežula (1997)

Applications of Mathematics

We consider a multivariate regression (growth curve) model of the form Y = X B Z + ε , E ε = 0 , var ( vec ε ) = W Σ , where W = i = 1 k θ i V i and θ i ’s are unknown scalar covariance components. In the case of replicated observations, we derive the explicit form of the locally best estimators of the covariance components under normality and asymptotic confidence ellipsoids for certain linear functions of the first order parameters { B i j } estimating simultaneously the first and the second order parameters.

Currently displaying 1 – 6 of 6

Page 1