Banca de QUALIFICAÇÃO: PAULO CÉSAR DOS SANTOS

Uma banca de QUALIFICAÇÃO de MESTRADO foi cadastrada pelo programa.
STUDENT : PAULO CÉSAR DOS SANTOS
DATE: 24/03/2023
TIME: 15:00
LOCAL: Ambiente virtual
TITLE:

Longitudinal GJS regression models


KEY WORDS:

Models for rates and proportions; GJS distribution; Longitudinal proportional data; Longitudinal GJS Regression Models; Mixed generalized linear models.


PAGES: 60
BIG AREA: Ciências Exatas e da Terra
AREA: Probabilidade e Estatística
SUMMARY:

We extend the GJS regression model that contemplates a wide class of distributions with limited support based on the symmetric family to the case of correlated observations, such as those from repeated measures, longitudinal studies or with grouped data. The extension was carried out using the methodology of mixed generalized linear models. We include subject- or group-specific effects to implicitly model variability due to unobserved genetic, behavioral, environmental, or social factors. Gauss-Hermite quadrature was used to numerically integrate the joint density function with respect to random effects. The marginal maximum likelihood method was used to obtain estimates of the effects of covariates on the observed response using the numerical maximization algorithm known as BFGS, and predictors for random effects were obtained using empirical Bayes estimates.


COMMITTEE MEMBERS:
Presidente - 2310429 - ARTUR JOSE LEMONTE
Externa ao Programa - 2083593 - LUZ MILENA ZEA FERNANDEZ - nullInterno - 1023112 - MARCELO BOURGUIGNON PEREIRA
Notícia cadastrada em: 10/03/2023 17:22
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