<div dir="ltr"> <div style="font-family:Arial;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial"><div class="gmail-im" style="">Seminários - Projeto Temático: Modelos de Regressão e Aplicações Regression models for limited range data Seminário 1 Título: Kumaraswamy autoregressive moving average models for double bounded environmental data Palestrante: Fábio M. Bayer, Depto. de Estatística, Universidade Federal de Santa Maria Seminário 2 Título: On nonlinear beta regression residuals Palestrante: Patrícia L. Espinheira, Depto. de Estatística, Universidade Federal de Pernambuco Quando: 16 de março de 2018, sexta-feira, às 11h. Onde: Sala 144 – Bloco B, 1o andar - IME-USP </div></div><span style="font-family:Arial;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial;float:none;display:inline">Seguem resumos.<br style="font-family:Arial;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial"><br style="font-family:Arial;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial"><strong style="font-family:Arial;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial">Seminário 1<span style="font-family:Arial;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial;float:none;display:inline">. In this paper we introduce the Kumaraswamy autoregressive moving average models (KARMA), which is a dynamic class of models for time series taking values in the double bounded interval (a,b) following the Kumaraswamy distribution. The Kumaraswamy family of distribution is widely applied in many areas, especially hydrology and related fields. Classical examples are time series representing rates and proportions observed over time. In the proposed KARMA model, the median is modeled by a dynamic structure containing autoregressive and moving average terms, time-varying regressors, unknown parameters and a link function. We introduce the new class of models and discuss conditional maximum likelihood estimation, hypothesis testing inference, diagnostic analysis and forecasting. In particular, we provide closed-form expressions for the conditional score vector and conditional Fisher information matrix. An application to environmental real data is presented and discussed. Joint work with Débora M. Bayer and Guilherme Pumi.<br style="font-family:Arial;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial"><br style="font-family:Arial;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial"><strong style="font-family:Arial;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial">Seminário 2<span style="font-family:Arial;font-style:normal;font-variant-ligatures:normal;font-variant-caps:normal;font-weight:400;letter-spacing:normal;text-align:start;text-indent:0px;text-transform:none;white-space:normal;word-spacing:0px;background-color:rgb(255,255,255);text-decoration-style:initial;text-decoration-color:initial;float:none;display:inline">. We proposed a new residual to be used in linear and nonlinear beta regressions. Unlike the residuals that had already been proposed, the derivation of the new residual takes into account not only information relative to the estimation of the mean submodel but also takes into account information obtained from the precision submodel. This is an advantage of the residual we introduced. Additionally, the new residual is computationally less intensive than the weighted residual. Recall that the computation of the latter involves an n x n matrix, where n is the sample size. Obviously, that can be a problem when the sample size is very large. In contrast, our residual does not suffer from that. It can be easily computed even in large samples. Finally, our residual proved to be able to identify atypical observations as well as the weighted residual. We also propose new thresholds for residual plots and a scheme for the choice of starting values to be used in maximum likelihood point estimation in the class of nonlinear beta regression models. We report Monte Carlo simulation results on the behavior of different residuals.We also present and discuss two empirical applications; one uses the proportion of killed grasshoppers in an assay on the grasshopper Melanopus sanguinipes with the insecticide carbofuran and the synergist piperonyl butoxide, which enhances the toxicity of the insecticide, and the other uses simulated data. The results favor the new methodology we introduce. Joint work with Evelyne G. Santos, and Francisco Cribari-Neto. </div>