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Improved Score Tests For Exponential Family Nonlinear Models
Improved Score Tests For Exponential Family Nonlinear Models
To cite this article: Alexsandro B. Cavalcanti, Denise A. Botter, Lúcia P. Barroso, Manoel
Santos-Neto & Gauss M. Cordeiro (2021) Improved score tests for exponential family
nonlinear models, Communications in Statistics - Theory and Methods, 50:15, 3731-3745, DOI:
10.1080/03610926.2019.1710202
Article views: 63
1. Introduction
Rao’s score statistics ðSR Þ (Rao 1948; Sen 1997) are usually used in econometrics and
statistics when we want to test a wide range of hypotheses in many different classes of
models. In small and moderate samples size, the approximation of the true, commonly
unknown, distributions of these statistics by their v2 asymptotic distribution may be
poor. Bartlett (1937) and Bartlett-type (Cordeiro and Ferrari 1991) corrections adopt
second-order likelihood asymptotic results to obtain refinements for statistics that follow
more closely a v2 distribution under the null hyphotesis.
Bartlett-type corrections to score tests in generalized linear models for the cases of
known and unknown dispersion were determined by Cordeiro, Ferrari, and Paula
(1993) and Cribari-Neto and Ferrari (1995b), respectively. Similar corrections for score
tests in multivariate regression models were obtained by Cribari-Neto and Zarkos
(1995). Bartlett-type corrections to score tests under heteroskedasticity were determined
by Cribari-Neto and Ferrari (1995a). Cordeiro and Ferrari (1996) derived improved
score statistics in proper dispersion models. Botter and Cordeiro (1998) obtained cor-
rections for the likelihood ratio statistics in generalized linear models with dispersion
covariates. Other references are Cordeiro (1983, 1987), Ferrari and Uribe-Opazo (2001),
Zucker, Lieberman, and Manor (2002), Uribe-Opazo, Ferrari, and Cordeiro (2008),
CONTACT Denise A. Botter botter@ime.usp.br Departamento de Estatıstica, Universidade de S~ao Paulo, S~ao
Paulo, Brazil.
ß 2020 Taylor & Francis Group, LLC
3732 A. B. CAVALCANTI ET AL.
Lagos, Morettin, and Barroso (2010), Vargas, Ferrari, and Lemonte (2014), Lemonte,
Cordeiro, and Moreno (2012), Lemonte, Cordeiro, and Moreno-Arenas (2016),
Medeiros and Ferrari (2017), Medeiros, Ferrari, and Lemonte (2017), and Ara ujo,
Cysneiros, and Montenegro (2017).
The main purpose of this paper is to derive Bartlett-type corrections (Cordeiro and
Ferrari 1991) to improve the inference on the score statistic in exponential family non-
linear models. This class extends the generalized linear models with varying dispersion
as proposed by Smyth (1989). A Monte Carlo simulation study is performed to evaluate
the performance of the corrected statistics and their uncorrected version.
The plan of the paper is as follows. In Section 2, we present the model of interest. In
Section 3, we give the Bartlett-type corrected score statistic. In Section 4, we develop
some Monte Carlo simulations to prove empirically that our corrected test outperforms
the score test in finite samples. In Section 5, we show the potentiality of the new
approach through an application with real data. Some concluding remarks are offered
in Section 6.
element of the diagonal matrix M of dimension n n, z> ‘ is the ‘th row of the covariate
matrix Z of dimension n s used to construct the systematic component for the preci-
sion parameter, r2 is an unknown constant, finite and strictly positive, and d is a q-vec-
tor of unknown parameters.
For this class of models, the following relations hold: EðY‘ Þ ¼ l‘ ¼ b0 ðh‘ Þ ¼
dbðh‘ Þ=dh‘ and VarðY‘ Þ ¼ /1 ‘ V‘ , where V‘ ¼ dl‘ =dh‘ is called the variance function.
The exponential family nonlinear models (EFNLMs) are defined by (1) and by the sys-
tematic component
hðl‘ Þ ¼ g‘ ¼ fðx‘ ; bÞ (2)
where hðÞ is a link function strictly monotone and at least twice differentiable, b> ¼
ðb1 , :::, bp Þ, p < n, is a vector of unknown parameters to be estimated, fð; Þ is a possible
nonlinear twice continuously differentiable function in the second argument and x‘ ¼
ðx‘1 , :::, x‘t Þ> is a vector that contains the values of t explanatory variables. Moreover, we
suppose identifiability, i.e., different b’s imply different g’s, where g ¼ ðg1 , :::, gn Þ> :
Consequently, the derivative matrix X ¼ X ðbÞ ¼ @g=@b> has full rank for all b:
Further, we assume valid the general regularity conditions (Cox and Hinkley 1974) for
the log-likelihood function defined from (1) and (2).
COMMUNICATIONS IN STATISTICS—THEORY AND METHODS 3733
For this parametrization, ðd> , r2 Þ> is orthogonal to b, but d and r2 are not orthog-
onal. The orthogonal parametrization for the normal and inverse Gaussian models
(Simonoff and Tsai 1994) takes the form
c
r2 ¼ Qn
ð ‘¼1 m‘ Þ1=n
The log-likelihood function for the reparameterized model can be expressed as
n
1X q‘ c
Lðb, d, cÞ ¼ d‘ þ tðy‘ Þ þ log , ‘ ¼ 1, :::, n (4)
2 ‘¼1 c q‘
Q
where q‘ ¼ q‘ ðdÞ ¼ ð ns¼1 ms Þ1=n =m‘ : However, for the gamma model, it is very compli-
cated to find an orthogonal reparametrization. For the reparameterized model, the com-
>
ponents of the score vector U ¼ Uðb, d, cÞ ¼ ðU> >
b , Ud , Uc Þ are
0 1
! X> WUX 0 0
@2L B 1 > C
B 0 ðZ ZÞðZ ZÞ 0 C
K ¼ E ¼B 2 C (6)
@w@w> @ n A
0 0
2c2
where w ¼ ðb> , d> , cÞ> is a vector of unknown parameters and 0 are matrices of zeros
with appropriate dimensions.
and is the difference between the dimensions of the parameter spaces under the alter-
native and null hypotheses. The coefficients A1, A2 and A3 are functions of some cumu-
lants of log-likelihood derivatives. The general expressions for these coefficients can be
found in Harris (1985) and Ferrari, Cysneiros, and Cribari-Neto (2004). In Appendix A
we present some cumulants that are not usually found in the literature but are import-
ant for the calculation of the A’s.
Consider the matrices Zb ¼ X ðX> WUX Þ1 X> , Zb2 ¼ X2 ðX2 > WUX2 Þ1 X2 > , (for
ð‘Þ
q pÞ and P2 ¼ diagfp1 , :::, pn g where p‘ ¼ trfX2 ðX2 > WUX2 Þ1 D22 g, and
n @ 2 g o Dð‘Þ Dð‘Þ
ð‘Þ ‘ 11 12
D ¼ ¼
@bi @bj ð‘Þ
D21 D22
ð‘Þ
ð‘Þ
c‘m ¼ x2m ðX2 > WUX2 Þ1 D22 ðX2 > WUX2 Þ1 x>
2m
ð‘Þ ðmÞ
j‘m ¼ trfD22 ðX2 > WUX2 Þ1 D22 ðX2 > WUX2 Þ1 g
COMMUNICATIONS IN STATISTICS—THEORY AND METHODS 3735
and x2m denotes the mth row of X2 : Let F ¼ diagff1 , :::, fn g, G ¼ diagfg1 , :::, gn g, B ¼
diagfb1 , :::, bn g and H ¼ diagfh1 , :::, hn g be diagonal matrices with elements f‘ , g‘ , b‘ and
h‘ , respectively, given by
2 2 3
1 dl‘ d l‘ 1 dl‘ d l‘ 2 dl‘ dV‘
f‘ ¼ V‘ , g‘ ¼ V‘ V‘ ,
dg‘ dg2‘ dg‘ dg2‘ dg‘ dl‘
4 ( )
3 dl‘ dV‘ 2 d2 V‘
b‘ ¼ V‘ þ V‘ (9)
dg‘ dl‘ dl2‘
and
4
dV‘ dl‘ 2 d2 l‘ 2
2 d V‘ dl‘
h‘ ¼ V‘2 þ V‘ (10)
dl‘ dg‘ dg2‘ dl2‘ dg‘
where all terms are defined in Appendix B.1. Now, suppose that we want to test H0 :
ð0Þ ð0Þ
d1 ¼ d1 versus H1 : d1 6¼ d1 : Then, Zb ¼ Zb2 and the coefficients are presented in
ð0Þ
Appendix B.2. Finally, if we are interested in testing H0 : b1 ¼ b1 versus H1 : b1 6¼
ð0Þ
b1 , we can consider Zd ¼ Zd2 and then the coefficients are defined in Appendix B.3.
4. Simulations study
In this section, we present Monte Carlo simulations to compare the performance of the
score test (SR) and its corrected version (SR ) in heteroscedastic exponential family non-
linear models. The simulations are based on the nonlinear regression model
X
p
y‘ ¼ b1 þ exp ðb2 x‘2 Þ þ bi x‘i þ u‘ , ‘ ¼ 1, :::, n
i¼3
out using the Ox matrix programing language (Doornik 2007). We shall present the
null rejection rates of SR and SR for the tests of the null hypotheses H10 and H20 : Thus,
we vary p and q to analyze the effect of the number of nuisance parameters on the dif-
ferent tests under the null hypotheses H10 and H20 , respectively.
Table 2 presents results for the null hypothesis H10 with p ¼ 2, 3, 4, 5 and r ¼ 2 (num-
ber of parameters tested). Entries are given as percentages. Note that the original score
test (SR) is conservative for all n. Compared to the SR test, the impact of the number of
nuisance parameters is much less important than for the SR test. For n < 30, the SR test
is markedly more liberal as the number of parameters increases. It is noticeable that, for
n
30, the rejection rates seem not to be affected by increasing the number of parame-
ters. Also, the corrected score statistic gives rejection rates that are closer to the nominal
values than the score statistic.
The figures in Table 3 provide the rejection rates for H20 with q ¼ 1, 2, 4, 5 and r ¼ 2.
As can be seen, for n
30, the rejection rates are not impacted when the number of
nuisance parameters increases. As before, the corrected score test is markedly liberal.
On the other hand, the original score test is conservative, mainly for small sample sizes.
Finally, the corrected version gives rejection rates that are closer to the nominal levels
than the uncorrected version.
5. Application
The constant-elasticity-of-substitution (CES) function (Arrow et al. 1961) is a general-
ization of the Cobb-Douglas function. The CES production function with two inputs (L
and K are the input quantities) and an output quantity (y) is given by
y ¼ a½dLq þ ð1 dÞK q q exp ðÞ
s
(11)
where a > 0 is the parameter that determines the productivity, 0 < d < 1 is the param-
eter that defines the optimal distribution of the inputs, s > 0 is a parameter that meas-
ures the elasticity, q > 1 determines the elasticity of substituion and is a
random component.
COMMUNICATIONS IN STATISTICS—THEORY AND METHODS 3737
For a random sample of size n and the logarithmic transformation in (11), we have
s
log ðy‘ Þ ¼ b log f½dLq q
‘ þ ð1 dÞK‘ g þ ‘ , ‘ ¼ 1, :::, n (12)
q
where b ¼ log ðaÞ: We illustrate our methodology with a real-world data set. The data rep-
resent thirty cross-sectional observations on firms in a manufacturing industry. For more
detail about the data, see Griffiths, Hill, and Judge (1993). We use the function cesEst() of
the R package micEconCES (Henningsen and Henningsen 2011) to estimate the CES func-
tion defined in (12) by non-linear least-squares via the Differential Evolution algorithm
(Storn and Price 1997). The R codes employed in this application are available from www.
santosnetoce.com.br/cstm_applications. The estimates are reported in Table 4.
Figure 1 reveals that the residual plot has a pattern which indicates a non-constant
dispersion. Then, based on this figure we propose to test the statistical hypothesis of
constant variance. Let us assume now that r2‘ ¼ r2 exp ðK‘ d1 þ L‘ d2 Þ for ‘ ¼ 1, 2, :::, 30:
Therefore, our goal is to test the null hypothesis H0 : dj ¼ 0 for all j 2 f1, 2g versus
H1 : dj 6¼ 0 for at least one j: For this, we use the original score test and the corrected
score test. The figures in Table 5 show that there is statistically significant evidence that
the variance is non-constant. Thus, we can note that the corrected score test increases
3738 A. B. CAVALCANTI ET AL.
0.3
Residuals 0.2
0.1
0.0
0 10 20 30
Observations
Figure 1. Plot of the squared residuals versus the index of the observations.
this evidence. The p-value for the corrected score statistic is now reduced
to 3:63526 108 ð< 0:001%Þ:
6. Concluding remarks
In this paper we present Bartlett corrections to improve hypothesis tests based on the
score statistic in the exponential family nonlinear models with varying dispersion. The
Bartlett-type corrections for the score statistic to test the mean and dispersion parame-
ters have been developed for the normal and inverse Gaussian models. Numerical simu-
lations showed that the original score test may display substantial size distortions. They
also show that the corrected version displays much smaller size distortions than the ori-
ginal score test. Therefore, these simulations reveal that the corrected test should be
preferred since it presented the best performance for testing hypotheses in this class of
models. Thus, we encourage practitioners to use this test in applications.
Acknowledgments
This paper is based on part of Cavalcanti’s doctoral thesis submitted to the Instituto de
Matematica e Estatıstica, Universidade de S~ao Paulo, under the supervision of the second author.
The authors thank the Editors and referees for their constructive comments on an earlier version
of this manuscript which resulted in this improved version. Also, we thank Prof. Dr. Michelli
Barros (UFCG) for valuable help in simulation program.
COMMUNICATIONS IN STATISTICS—THEORY AND METHODS 3739
Funding
This study was financed in part by the Coordenaç~ao de Aperfeiçoamento de Pessoal de Nıvel
Superior - Brasil (CAPES) - Finance Code 001 and Conselho Nacional de Desenvolvimento
Cientıfico e Tecnologico (CNPq) [grant number 303133/2014-7].
ORCID
Denise A. Botter http://orcid.org/0000-0002-6537-6151
Manoel Santos-Neto http://orcid.org/0000-0002-9007-0680
Gauss M. Cordeiro http://orcid.org/0000-0002-3052-6551
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Appendix
A. Cumulants of log-likelihood derivatives in exponential family
nonlinear models
Let L ¼ Lðb, d, cÞ be the log-likelihood (4). We hall use the standard notation for joint cumulants of
log-likelihood derivatives, i.e., jrs ¼ Eð@ 2 L=@br @bs Þ, jr, s ¼ Eð@L=@br @L=@bs Þ, jrst ¼ Eð@ 3 L=@br
ðtÞ
@bs @bt Þ, jr, s, t ¼ Eð@L=@br @L=@bs @L=@bt Þ, jr, st ¼ Eð@L=@br @ 2 L=@bs @bt Þ, jrs ¼ @jrs =@bt ,
and so on. We obtain the following cumulants:
1X n
1X n
q‘RS n
jrs ¼ x q‘ w‘ x‘s
, jRS ¼ , jcc ¼ , jrS ¼ jrc ¼ jRc ¼ 0
c ‘¼1 ‘r 2 ‘¼1 q‘ 2c2
where x‘r ¼ @g‘ =@br and q‘RS ¼ @ 2 q‘ =@dR @dS , for r ¼ 1, :::, p and R, S ¼ 1, :::, q: The third-order
cumulants are
COMMUNICATIONS IN STATISTICS—THEORY AND METHODS 3741
1X n
2n
jrst ¼ fq‘ ðf‘ þ 2g‘ Þx‘r x‘s x‘t þ q‘ w‘ ðx‘rs x‘t þ x‘rt x‘s þ x‘st x‘r Þg, jccc ¼ ,
c ‘¼1 c3
1X n
q‘RST 1X n
1X n
jRST ¼ , jrsT ¼ x q‘ w‘ x‘s
, jrsc ¼ x q‘ w‘ x‘s
2 ‘¼1 q‘ c ‘¼1 ‘r T c2 ‘¼1 ‘r
1X n
q‘RS n n 1X n
q‘RS
jRSc ¼ , jc, cc ¼ , jc, c, c ¼ , jc, RS ¼
2c ‘¼1 q‘ c3 c3 2c ‘¼1 q‘
1X n
jRcc ¼ jrcc ¼ jRSt ¼ jrSc ¼ 0, jr, s, t ¼
q‘ ðf‘ g‘ Þx‘r x‘s x‘t ,
c ‘¼1
n n
1X q‘RST q‘ q‘ q‘ q‘ q‘ q‘ o 1X n
jR, S, T ¼ RS 2 T RT2 S ST 2 R , jr, s, T ¼ q‘ x x w‘ ,
2 ‘¼1 q‘ q‘ q‘ q‘ c ‘¼1 T ‘r ‘s
1X n
1X n
q‘RS
jr, s, c ¼ q‘ x x w‘ , jR, S, c ¼ , jr, S, c ¼ jr, c, c ¼ jr, S, T ¼ jR, c, c ¼ 0,
c2 ‘¼1 ‘r ‘s c ‘¼1 q‘
1X n
1X n
q‘R q‘ST
jr, st ¼ q‘ ðg‘ x‘r x‘s x‘t þ w‘ x‘r x‘st Þ, jR, ST ¼ ,
c ‘¼1 2 ‘¼1 q2‘
1X n
1X n
1X n
q‘R q‘S
jr, sT ¼ x q‘ w‘ x‘s
, jr, sc ¼ q‘ x x w‘ , jR, Sc ¼ ,
c ‘¼1 ‘r T c2 ‘¼1 ‘r ‘s 2c ‘¼1 q2‘
jr, ST ¼ jr, Sc ¼ jr, cc ¼ jR, st ¼ jR, St ¼ jR, sc ¼ jR, cc ¼ jc, rs ¼ jc, rS ¼ jc, cr ¼ jc, cR ¼ 0
where x‘rs ¼ @ 2 g‘ =@br @bs , q‘RST ¼ @ 3 q‘ =@dR @dS @dT , for r, s, t ¼ 1, :::, p and R, S, T ¼ 1:::, q and
the quantities q‘ , f‘ and g‘ , ‘ ¼ 1, :::, n, are defined by Equations (4) and (9), respectively.
Further, the fourth-order cumulants are given by
(" 2 2 3 #
1X n
@2w @ l @ h @l @ h
jrstu ¼ q‘ þ þ2 x‘r x‘s x‘t x‘u
c ‘¼1 @g2 @g2 @g2 @g @g3
‘
þ w‘ ðx‘
rst
x‘u þ x‘ x
rsu ‘t
þ x‘ x
rut ‘s
þ x‘ x
ust ‘r
þ x‘rs x‘tu þ x‘rt x‘su þ x‘ru x‘st Þ
þ ðx‘rs x‘t x‘u þ x‘ts x‘r x‘u þ x‘us x‘r x‘t þ x‘ru x‘s x‘t þ x‘tu x‘r x‘s þ x‘rt x‘s x‘u Þ
" # )
@l @ 2 h @h @ 2 l
2 þ ,
@g @g2 @g @g2
‘
1X
n
q‘ 1Xn
q‘RS 1X n
jRSTU ¼ RSTU
, jRScc ¼ 2 jr, s, t, u ¼ q‘ b‘ x‘r x‘s x‘t x‘u ,
2 ‘¼1
q‘ c ‘¼1 q‘ c ‘¼1
n
1X q‘RSTU q‘RST q‘U q‘RSU q‘T q‘RTU q‘S q‘STU q‘R
jR, S, T , U ¼
2 ‘¼1 q‘ q2‘ q2‘ q2‘ q2‘
2q‘R q‘S q‘TU 2q‘R q‘T q‘SU 2q‘R q‘U q‘ST 2q‘S q‘T q‘RU
þ þ þ þ
q3‘ q3‘ q3‘ q3‘
2q‘S q‘U q‘RT 2q‘T q‘U q‘RS q‘RS q‘TU q‘RT q‘SU q‘RU q‘ST
þ þ ,
q3‘ q3‘ q2‘ q2‘ q2‘
3742 A. B. CAVALCANTI ET AL.
2X n
q‘ q‘ 2X n
3X n
q‘RS
jr, s, T , U ¼ q‘ w‘ x‘r x‘s T 2 U , jr, s, c, c ¼ q‘ w‘ x‘r x‘s , jR, S, c, c ¼ ,
c ‘¼1 q‘ c3 ‘¼1 c2 ‘¼1 q‘
1X n
2X n
q‘RS
jr, s, tu ¼ q‘ fðh‘ b‘ Þx‘r x‘s x‘t x‘u þ ðf‘ g‘ Þx‘r x‘s x‘tu g, jR, S, cc ¼ ,
c ‘¼1 c2 ‘¼1 q‘
X n
q‘R q‘S q‘TU 1X n
2X n
jR, S, TU ¼ , jr, s, TU ¼ w‘ x‘r x‘s q‘TU , jr, s, cc ¼ q‘ w‘ x‘r x‘s
‘¼1
q3‘ c ‘¼1 3
c ‘¼1
where x‘rst ¼ @ 3 g‘ =@br @bs bt , q‘RSTU ¼ @ 4 q‘ =@dR @dS @dT @dU , for r, s, t, u ¼ 1, :::, p and R, S, T, U ¼
1, :::, q, and the quantities b‘ and h‘ defined by Equations (9) and (10), respectively.
The equation m‘ ¼ exp ðz‘> dÞ gives q‘ ¼ exp fðz‘ z Þ> dg, q‘R ¼ ðz‘ z ÞR exp fðz‘
>
z Þ dg ¼ ðz‘ z ÞR q‘ , q‘RS ¼ ðz‘ z ÞRS q‘ , q‘RST ¼ ðz‘ z ÞRST q‘ and q‘RSTU ¼ ðz‘ z ÞRSTU q‘ ,
where ðz‘ z ÞR ¼ z‘R z R , ðz‘ z ÞRS ¼ ðz‘R z R Þðz‘S z S Þ and so on, gives z ¼ ðz 1 , :::, z q Þ>
P
and z R ¼ ð1=nÞ n‘¼1 z‘R , for R ¼ 1, :::, q: Thus we obtain the following cumulants
1X n
1X n
jRS ¼ ðz‘ z ÞRS jRST ¼ ðz‘ z ÞRST ,
2 ‘¼1 2 ‘¼1
1X n
1X n
jrsT ¼ x w‘ x‘s
ðz‘ z ÞT q‘ , jRSc ¼ ðz‘ z ÞRS ,
c ‘¼1 ‘r 2c ‘¼1
X
n
1X n
jR, S, T ¼ ðz‘ z ÞRST , jr, s, T ¼ ðz‘ z ÞR q‘ x‘r x‘s w‘ ,
‘¼1
c ‘¼1
1X n
1X n
jR, S, c ¼ ðz‘ z ÞRS , jr, sT ¼ x w‘ x‘s
ðz‘ z ÞT q‘ ,
c ‘¼1
c ‘¼1 ‘r
1X n
1X n
jR, ST ¼ ðz‘ z ÞRST , jR, Sc ¼ ðz‘ z ÞRS ,
2 ‘¼1 2c ‘¼1
1X n
1X n
jc, RS ¼ ðz‘ z ÞRS , jc, RS ¼ ðz‘ z ÞRS ,
2c ‘¼1 2c ‘¼1
1X n
1X n
jRSTU ¼ ðz‘ z ÞRSTU , jRScc ¼ ðz‘ z ÞRS ,
2 ‘¼1 c2 ‘¼1
X
n
2X n
jR, S, T , U ¼ 3 ðz‘ z ÞRSTU , jr, s, T , U ¼ q‘ w‘ x‘r x‘s ðz‘ z ÞTU ,
‘¼1
c ‘¼1
3 Xn X
n
jR, S, c, c ¼ 2 ðz‘ z ÞRS , jR, S, TU ¼ ðz‘ z ÞRSTU ,
c ‘¼1 ‘¼1
1Xn
2X n
jr, s, TU ¼ w‘ x‘r x‘s ðz‘ z ÞTU q‘ , jR, S, cc ¼ ðz‘ z ÞRS
c ‘¼1
c2 ‘¼1
A11 ¼ 31> UFZb2d ðZb Zb2 ÞZb2d FU1 þ 61> UWP2 ðZb Zb2 ÞZb2d FU1
þ 31> UWP2 ðZb Zb2 ÞP2 WU1 þ 31> UWZb2d ðZd Zd2 ÞZd2d 1
3
þ 31> UWZb2d ðZd Zd2 ÞZb2d WU1 þ 1> Zd2d ðZd Zd2 ÞZd2d 1,
4
A12 ¼ 61> UFZb2d Zb2 ðZb Zb2 Þd ðF GÞU1 þ 61> UWP2 Zb2 ðZb Zb2 Þd ðF GÞU1
þ 61> UWZb2d Zd2 ðZb Zb2 Þd WU1 þ 61> UWZb2d Zd2 ðZd Zd2 Þd 1
12 12
þ 1> UWZb2d ðZb Zb2 Þd WU1 þ 1> UWZb2d ðZd Zd2 Þd 1
n n
þ 31> Zd2d Zd2 ðZb Zb2 Þd WU1 þ 31> Zd2d Zd2 ðZd Zd2 Þd 1
6 6
þ 1> Zd2d ðZb Zb2 Þd WU1 þ 1> Zd2d ðZd Zd2 Þd 1,
n n
ð2Þ
A13 ¼ 61> Uð2G FÞ½Zb 2 ðZb Zb2 ÞFU1 61> UW ðZb Zb2 Þ J2 WU1
9 > ð2Þ
61> UW½ðZb Zb2 Þ C> 2 FU1 þ 1 ½Zd 2 ðZd Zd2 Þ1
2
18
61> Uð2G FÞ ðZb Zb2 Þ C2 WU1 þ 1> ½Zd2 ðZd Zd2 Þ1
n
> ð2Þ >
þ 61 UW½ðZd Zd2 Þ Zb 2 WU1 þ 121 UW ðZb Zb2 Þ Zb2 Zd2 WU1,
A14 ¼ 121> UWZb2d ðZd Zd2 Þd 1 61> UHðZb Zb2 Þd Zb2d 1
121> ðZd Zd2 Þd Zd2d 1 61> UWðZb Zb2 Þd Zd2d 1
12
61> UðF GÞP2 ðZb Zb2 Þd 1 1> ðZd Zd2 Þd 1,
n
6 2
A21 ¼ 31> UðF GÞðZb Zb2 Þd Zb2 ðZb Zb2 Þd ðF GÞU1 1> ðZd Zd2 Þd 1
n
31> UWðZb Zb2 Þd Zd2 ðZd Zd2 Þd 1 31> ðZd Zd2 Þd Zd2 ðZb Zb2 Þd WU1
12
1> UWðZb Zb2 Þd ðZd Zd2 Þd 1 31> ðZd Zd2 Þd Zd2 ðZd Zd2 Þd 1
n
6 2
31> UWðZb Zb2 Þd Zd2 ðZb Zb2 Þd 1 1> UWðZb Zb2 Þd 1,
n
A22 ¼ 61> UFZb2d ðZb Zb2 ÞðZb Zb2 Þd ðF GÞU1
61> UWZb2d ðZd Zd2 ÞðZb Zb2 Þd WU1 þ 61> UWZb2d ðZd Zd2 ÞðZd Zd2 Þd 1
31> UWZd2d ðZd Zd2 ÞðZb Zb2 Þd 1 31> Zd2d ðZd Zd2 ÞðZd Zd2 Þd 1
61> UWP2 ðZb Zb2 ÞðZb Zb2 Þd ðF GÞU1,
12 >
A23 ¼ 61> UðF GÞ½Zb2 ðZb Zb2 Þð2Þ ðF GÞU1 1 ½ðZd Zd2 Þð2Þ 1
n
61> UW½Zd2 ðZb Zb2 Þð2Þ WU1 61> ½Zd2 ðZd Zd2 Þð2Þ 1
12
121> UW Zb2 ðZb Zb2 Þ ðZd Zd2 Þ WU1 1> UW½ðZb Zb2 Þð2Þ WU1,
n
A24 ¼ 31> UBðZb Zb2 Þ2d 1 þ 121> UWðZd Zd2 Þd ðZb Zb2 Þd 1 þ 91> ðZd Zd2 Þ2d 1,
3744 A. B. CAVALCANTI ET AL.
A31 ¼ 31> UðF GÞðZb Zb2 Þd ðZb Zb2 ÞðZb Zb2 Þd ðF GÞU1
þ 31> ðZd Zd2 Þd ðZd Zd2 ÞðZd Zd2 Þd 1 þ 61> UWðZb Zb2 Þd ðZd Zd2 ÞðZd Zd2 Þd 1
þ 31> UWðZb Zb2 Þd ðZd Zd2 ÞðZb Zb2 Þd WU1,
A32 ¼ 21> UðF GÞ½ðZb Zb2 Þð3Þ ðF GÞU1 þ 21> ½ðZd Zd2 Þð3Þ 1
þ 61> UW½ðZd Zd2 Þ ðZb Zb2 Þð2Þ WU1
A11 ¼ 31> UWZbd ðZd Zd2 ÞZd2d 1 þ 31> UWZbd ðZd Zd2 ÞZbd WU1
3
þ 1> Zd2d ðZd Zd2 ÞZd2d 1,
4
12
A12 ¼ 61> UWZbd Zd2 ðZd Zd2 Þd 1 þ 1> UWZbd ðZd Zd2 Þd 1
n
6
þ 31> Zd2d Zd2 ðZd Zd2 Þd 1 þ 1> Zd2d ðZd Zd2 Þd 1,
n
9 > ð2Þ 18 >
A13 ¼ 1 ½Zd 2 ðZd Zd2 Þ1 þ 1 ½Zd2 ðZd Zd2 Þ1
2 n
þ 61> UW½ðZd Zd2 Þ Zb ð2Þ WU1,
12
A14 ¼ 121> UWZbd ðZd Zd2 Þd 1 121> ðZd Zd2 Þd Zd2d 1 1> ðZd Zd2 Þd 1,
n
6 > 2 >
A21 ¼ 1 ðZd Zd2 Þd 1 31 ðZd Zd2 Þd Zd2 ðZd Zd2 Þd 1,
n
A22 ¼ 61> UWZbd ðZd Zd2 ÞðZd Zd2 Þd 1 31> Zd2d ðZd Zd2 ÞðZd Zd2 Þd 1,
12
A23 ¼ 1> ½ðZd Zd2 Þð2Þ 1 61> ½Zd2 ðZd Zd2 Þð2Þ 1,
n
A24 ¼ 91> ðZd Zd2 Þ2d 1,
A31 ¼ 31> ðZd Zd2 Þd ðZd Zd2 ÞðZd Zd2 Þd 1,
A32 ¼ 21> ½ðZd Zd2 Þð3Þ 1