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<span style="font-family: inherit;">Na próxima sexta-feira daremos continuidade ao Ciclo de Seminários do Programa de
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<span data-offset-key="8r7fi-0-0" style="font-family: inherit;">Pós-Graduação em Matemática Aplicada e Estatística (PPgMAE) da UFRN - 2017</span></div>
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<span data-offset-key="6pegs-0-0" style="font-family: inherit;">Título: Small-sample testing inference in symmetric and log-symmetric
</span><span style="font-family: inherit;">linear regression models</span></div>
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<span data-offset-key="99nnl-0-0" style="font-family: inherit;">Palestrante: Prof. Francisco Moisés – Departamento de Estatística, UFRN</span></div>
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<span data-offset-key="a1o5e-0-0" style="font-family: inherit;">Quando: 07 de abril de 2017, sexta-feira, às 15:00h.</span></div>
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<span data-offset-key="fs793-0-0" style="font-family: inherit;">Onde: Sala de Seminários da Estatística – CCET- UFRN</span></div>
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<span data-offset-key="17jrj-0-0" style="font-family: inherit;">Resumo. This paper deals with the issue of testing hypotheses in symmetric and log-symmetric linear regression models in small and moderate-sized
</span><span style="font-family: inherit;">samples. We focus on four tests, namely the Wald, likelihood ratio, score, and gradient tests. These tests rely on asymptotic results and are unreliable when the sample size is not large enough to guarantee a good
 agreement between the exact distribution of the test statistic and the </span><span style="font-family: inherit;">corresponding chi-squared asymptotic distribution. Bartlett and Bartlett-type corrections typically attenuate the size distortion of the tests.
 These corrections are available in the literature for the likelihood ratio and score tests in symmetric linear regression models. Here, we derive a
</span><span style="font-family: inherit;">Bartlett-type correction for the gradient test. We show that the corrections are also valid for the log-symmetric linear regression models. We numerically compare the various tests, and bootstrapped tests, through
 simulations. Our results suggest that the corrected and bootstrapped tests </span>
<span style="font-family: inherit;">exhibit type I probability error closer to the chosen nominal level with virtually no power loss. The analytically corrected tests, including the Bartlett-corrected gradient test derived in this paper, perform as well as
 the bootstrapped tests with the advantage of not requiring computationally-intensive calculations. We present a real data application</span></div>
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<span data-offset-key="fj42k-0-0" style="font-family: inherit;">Mais informações no site do PPgMAE:
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https://sigaa.ufrn.br/sigaa/public/programa/portal.jsf?id=2595</a></span>
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Processos Seletivos Veja abaixo os processos seletivos disponíveis para nosso Programa de Pós-Graduação.</div>
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Saudações,</div>
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