Paulo Roberto Scalco

On a tobit–Birnbaum–Saunders model with an application to medical data

ABSTRACT The tobit model allows a censored response variable to be described by covariates. Its applications cover different areas such as economics, engineering, environment and medicine. A strong assumption of the standard tobit model is that its errors follow a normal distribution. However, not all applications are well modeled by this distribution. Some efforts have relaxed the normality assumption by considering more flexible distributions. Nevertheless, the presence of asymmetry could not be well described by these flexible distributions. A real-world data application of measles vaccine in Haiti is explored, which confirms this asymmetry. We propose a tobit model with errors following a Birnbaum–Saunders (BS) distribution, which is asymmetrical and has shown to be a good alternative for describing medical data. Inference based on the maximum likelihood method and a type of residual are derived for the tobit–BS model. We perform global and local influence diagnostics to assess the sensitivity of the maximum likelihood estimators to atypical cases. A Monte Carlo simulation study is carried out to empirically evaluate the performance of these estimators. We conduct a data analysis for the mentioned application of measles vaccine based on the proposed model with the help of the R software. The results show the good performance of the tobit–BS model.

Eficiência técnica da Polícia Militar em Minas Gerais

This study sought to calculate an efficiency index in crime fighting that would allow comparison between Minas Gerais State military police units. The efficiency index were calculated by Data Envelopment Analysis and the results indicated a large discrepancy between the municipalities analyzed and possible public security policy could try to raise efficiency levels in the worst municipalities using the most efficient ones as benchmarks. Furthermore, a Tobit model was estimated to test the relevance of the social and economic environmental exercised in achieving the efficiency index. The results showed that the set of variables used explained only 10% of the variability of the index calculated.

Choques na taxa de câmbio real e o saldo da balança comercial agropecuária brasileira: evidências da Curva J entre 1994 e 2007

The aim of this work is to analyze the effect of shocks in the real exchange rate in long and short-run on the Brazilian agricultural trade balance after the deployment of Plano Real. The used methodological framework was an application of Johansen’s (1991) multivariate analysis. Results indicate that two relations of long-run exist between the agricultural trade balance and the domestic income regarding the foreign income and variations in the real exchange rate. It was verified that, in the long-run, an increase of 1% in the exchange rate and in the external income leads respectively to an expansion of 2.04% and 1.95% in the trade balance. Our empirical findings reveal that the Marshall-Lerner condition holds that, in the long-run, the quantum effects must surpass price effects, increasing the trade balance. However, in the short-run, the hypothesis of an existence of the J Curve was rejected.

Preço e renda como determinantes da demanda por bens de luxo no Brasil: um estudo econométrico com produtos importados da Nomenclatura Comum do Mercosul

This article offers an alternative approach as promote an analysis on the determinants of demand for luxury products with data of more than a thousand imported products of the table of Mercosur Common Nomenclature (NCM). Through the volume of imports between January 2000 and March 2011 two hypotheses were tested about the determinants of demand: price and income. The results show that only income is statistically significant in determining the demand. These results are in agreement with what is discussed in economic theory, which defines luxury goods as those whose income elasticity of demand is greater than one. The non-statistical significance of the price factor may be result of a methodological limitation due to the use of the proxy for price or may be the result of non-functional characteristics of demand: consumers of luxury purchase them even in the face of higher prices.

Dinâmica tecnológica e da produção agropecuária em Minas Gerais entre 1996 e 2006

Este artigo teve como objetivo analisar o uso dos fatores de producao, bem como os impactos de mudancas tecnologicas no setor agropecuario de Minas Gerais, no periodo de 1996 a 2006. Para identificar em quais regioes houve progresso tecnologico, utilizou-se o indice de Malmquist de produtividade total dos fatores. A partir dessa analise, pode-se verificar que 67% das microrregioes tiveram algum tipo de avanco tecnologico. Em seguida, foram analisadas as mudancas tecnologicas a fim de classificalas como poupadoras de capital ou de trabalho. Verificou-se que as regioes onde ocorreu progresso tecnologico sao responsaveis por 84% do valor da producao agropecuaria do estado. Outro ponto observado foi que houve significativa predominância de tecnologias poupadoras de mao de obra. Essa nova dinâmica na tecnologia agropecuaria do estado de Minas Gerais teve impacto no uso dos fatores, reduzindo a elasticidade de producao do trabalho e aumentando a do capital.

CRESCIMENTO ECONÔMICO BRASILEIRO E EMISSÃO DE CO2

The objective of paper is verifying empirically the relationship between GDP per capita and CO2 emissions in Brazil in the period 1980-2006. The scope of work was limited to this natural resource due to its role in economic activity, as an important input in the production process in the Brazilian energy matrix. Among the main results is that there is a long-term relationship and simultaneous causality between variables and GDP per capita CO2 emissions. This evidence, coupled with the fact that the series used were not stationary in level, impossible to estimate the Environmental Kuznets Curve (EKC), which is the main theoretical basis used in empirical work related to the theme. The VAR / VEC has been estimated and found elasticity between economic growth and CO2 emission was 7.32, ie, in the long run, we can infer that an increase of 1% in GDP per capita increases by 7, 32% CO2 emissions.