981 resultados para GAMMA FRAILTY MODEL


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The quality of single crystal diamond obtained by microwave CVD processes has been drastically improved in the last 5 years thanks to surface pretreatment of the substrates [A. Tallaire, J. Achard, F. Silva, R.S. Sussmann, A. Gicquel, E. Rzepka, Physica Status Solidi (A) 201, 2419-2424 (2004); G. Bogdan, M. Nesladek, J. D'Haen, J. Maes, V.V. Moshchalkov, K. Haenen, M. D'Olieslaeger, Physica Status Solidi (A) 202, 2066-2072 (2005); M. Yamamoto, T. Teraji, T. Ito, Journal of Crystal Growth 285, 130-136 (2005)]. Additionally, recent results have unambiguously shown the occurrence of (110) faces on crystal edges and (113) faces on crystal corners [F. Silva, J. Achard, X. Bonnin, A. Michau, A. Tallaire, O. Brinza, A. Gicquel, Physica Status Solidi (A) 203, 3049-3055 (2006)]. We have developed a 3D geometrical growth model to account for the final crystal morphology. The basic parameters of this growth model are the relative displacement speeds of (111), (110) and (113) faces normalized to that of the (100) faces, respectively alpha, beta, and gamma. This model predicts both the final equilibrium shape of the crystal (i.e. after infinite growth time) and the crystal morphology as a function of alpha, beta, gamma, and deposition time.

An optimized operating point, deduced from the model, has been validated experimentally by measuring the growth rate in (100), (111), (110), and (113) orientations. Furthermore, the evolution of alpha, beta, gamma as a function of methane concentration in the gas discharge has been established. From these results, crystal growth strategies can be proposed in order, for example, to enlarge the deposition area. In particular, we will show, using the growth model, that the only possibility to significantly increase the deposition area is, for our growth conditions, to use a (113) oriented substrate. A comparison between the grown crystal and the model results will be discussed and characterizations of the grown film (Photoluminescence spectroscopy, EPR, SEM) will be presented. (C) 2008 Elsevier B.V. All rights reserved.

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This paper presents gamma stochastic volatility models and investigates its distributional and time series properties. The parameter estimators obtained by the method of moments are shown analytically to be consistent and asymptotically normal. The simulation results indicate that the estimators behave well. The insample analysis shows that return models with gamma autoregressive stochastic volatility processes capture the leptokurtic nature of return distributions and the slowly decaying autocorrelation functions of squared stock index returns for the USA and UK. In comparison with GARCH and EGARCH models, the gamma autoregressive model picks up the persistence in volatility for the US and UK index returns but not the volatility persistence for the Canadian and Japanese index returns. The out-of-sample analysis indicates that the gamma autoregressive model has a superior volatility forecasting performance compared to GARCH and EGARCH models.

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Department of Statistics, Cochin University of Science and Technology

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A physically motivated statistical model is used to diagnose variability and trends in wintertime ( October - March) Global Precipitation Climatology Project (GPCP) pentad (5-day mean) precipitation. Quasi-geostrophic theory suggests that extratropical precipitation amounts should depend multiplicatively on the pressure gradient, saturation specific humidity, and the meridional temperature gradient. This physical insight has been used to guide the development of a suitable statistical model for precipitation using a mixture of generalized linear models: a logistic model for the binary occurrence of precipitation and a Gamma distribution model for the wet day precipitation amount. The statistical model allows for the investigation of the role of each factor in determining variations and long-term trends. Saturation specific humidity q(s) has a generally negative effect on global precipitation occurrence and with the tropical wet pentad precipitation amount, but has a positive relationship with the pentad precipitation amount at mid- and high latitudes. The North Atlantic Oscillation, a proxy for the meridional temperature gradient, is also found to have a statistically significant positive effect on precipitation over much of the Atlantic region. Residual time trends in wet pentad precipitation are extremely sensitive to the choice of the wet pentad threshold because of increasing trends in low-amplitude precipitation pentads; too low a choice of threshold can lead to a spurious decreasing trend in wet pentad precipitation amounts. However, for not too small thresholds, it is found that the meridional temperature gradient is an important factor for explaining part of the long-term trend in Atlantic precipitation.

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A physically motivated statistical model is used to diagnose variability and trends in wintertime ( October - March) Global Precipitation Climatology Project (GPCP) pentad (5-day mean) precipitation. Quasi-geostrophic theory suggests that extratropical precipitation amounts should depend multiplicatively on the pressure gradient, saturation specific humidity, and the meridional temperature gradient. This physical insight has been used to guide the development of a suitable statistical model for precipitation using a mixture of generalized linear models: a logistic model for the binary occurrence of precipitation and a Gamma distribution model for the wet day precipitation amount. The statistical model allows for the investigation of the role of each factor in determining variations and long-term trends. Saturation specific humidity q(s) has a generally negative effect on global precipitation occurrence and with the tropical wet pentad precipitation amount, but has a positive relationship with the pentad precipitation amount at mid- and high latitudes. The North Atlantic Oscillation, a proxy for the meridional temperature gradient, is also found to have a statistically significant positive effect on precipitation over much of the Atlantic region. Residual time trends in wet pentad precipitation are extremely sensitive to the choice of the wet pentad threshold because of increasing trends in low-amplitude precipitation pentads; too low a choice of threshold can lead to a spurious decreasing trend in wet pentad precipitation amounts. However, for not too small thresholds, it is found that the meridional temperature gradient is an important factor for explaining part of the long-term trend in Atlantic precipitation.

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In this paper, the generalized log-gamma regression model is modified to allow the possibility that long-term survivors may be present in the data. This modification leads to a generalized log-gamma regression model with a cure rate, encompassing, as special cases, the log-exponential, log-Weibull and log-normal regression models with a cure rate typically used to model such data. The models attempt to simultaneously estimate the effects of explanatory variables on the timing acceleration/deceleration of a given event and the surviving fraction, that is, the proportion of the population for which the event never occurs. The normal curvatures of local influence are derived under some usual perturbation schemes and two martingale-type residuals are proposed to assess departures from the generalized log-gamma error assumption as well as to detect outlying observations. Finally, a data set from the medical area is analyzed.

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Among the traits of economic importance to dairy cattle livestock those related to sexual precocity and longevity of the herd are essential to the success of the activity, because the stayability time of a cow in a herd is determined by their productive and reproductive lives. In Brazil, there are few studies about the reproductive efficiency of Swiss-Brown cows and no study was found using the methodology of survival analysis applied to this breed. Thus, in the first chapter of this study, the age at first calving from Swiss-Brown heifers was analyzed as the time until the event by the nonparametric method of Kaplan-Meier and the gamma shared frailty model, under the survival analysis methodology. Survival and hazard rate curves associated with this event were estimated and identified the influence of covariates on such time. The mean and median times at the first calving were 987.77 and 1,003 days, respectively, and significant covariates by the Log-Rank test, through Kaplan-Meier analysis, were birth season, calving year, sire (cow s father) and calving season. In the analysis by frailty model, the breeding values and the frailties of the sires (fathers) for the calving were predicted modeling the risk function of each cow as a function of the birth season as fixed covariate and sire as random covariate. The frailty followed the gamma distribution. Sires with high and positive breeding values possess high frailties, what means shorter survival time of their daughters to the event, i.e., reduction in the age at first calving of them. The second chapter aimed to evaluate the longevity of dairy cows using the nonparametric Kaplan-Meier and the Cox and Weibull proportional hazards models. It were simulated 10,000 records of the longevity trait from Brown-Swiss cows involving their respective times until the occurrence of five consecutive calvings (event), considered here as typical of a long-lived cow. The covariates considered in the database were age at first calving, herd and sire (cow s father). All covariates had influence on the longevity of cows by Log-Rank and Wilcoxon tests. The mean and median times to the occurrence of the event were 2,436.285 and 2,437 days, respectively. Sires that have higher breeding values also have a greater risk of that their daughters reach the five consecutive calvings until 84 months

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The high precision attained by cosmological data in the last few years has increased the interest in exact solutions. Analytic expressions for solutions in the Standard Model are presented here for all combinations of Lambda = 0, Lambda not equal 0, kappa = 0, and kappa = 0, in the presence and absence of radiation and nonrelativistic matter. The most complete case (here called the Lambda gamma CDM Model) has Lambda not equal 0, kappa not equal 0, and supposes the presence of radiation and dust. It exhibits clearly the recent onset of acceleration. The treatment includes particular models of interest such as the Lambda CDM Model (which includes the cosmological constant plus cold dark matter as source constituents).

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Human infections with EHEC such as O157:H7 have been a great concern for worldwide food-industry surveillance. This pathogen is commonly associated with bloody diarrhea that can evolve to the life-threatening hemolytic uremic syndrome. Animals are the natural reservoir where this pathogen remains asymptomatically, in steps of ingestion and colonization of the bowel. The bacterium is shed in the feces, contaminating the surroundings, including water and food that are directed for human consumption. A major player in this colonization process is intimin, an outer membrane adhesion molecule encoded by the E. coli attachment and effacement (eae) gene that has been shown to be essential for intimate bacterial attachment to eukaryotic host cells. In an attempt to reduce the colonization of animal reservoirs with EHEC O157:H7, we designed a vaccine model to induce an immune response against intimin gamma. The model is based on its recombinant expression in attenuated Salmonella, used as a suitable vaccine vector because of its recognized ability to deliver recombinant antigens and to elicit all forms of immunity: mucosal, systemic, and humoral responses. To test this model, mice were orally immunized with a S. enterica serovar Typhimurium strain carrying the pYA3137eaeA vector, and challenged with E. coli O157:H7. Here we show that immunization induced the production of high levels of specific IgG and IgA antibodies and promoted reduction in the fecal shedding of EHEC after challenge. The live recombinant vaccine reported herein may contribute to the efforts of reducing animal intestinal mucosa colonization.

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Studies of chronic life-threatening diseases often involve both mortality and morbidity. In observational studies, the data may also be subject to administrative left truncation and right censoring. Since mortality and morbidity may be correlated and mortality may censor morbidity, the Lynden-Bell estimator for left truncated and right censored data may be biased for estimating the marginal survival function of the non-terminal event. We propose a semiparametric estimator for this survival function based on a joint model for the two time-to-event variables, which utilizes the gamma frailty specification in the region of the observable data. Firstly, we develop a novel estimator for the gamma frailty parameter under left truncation. Using this estimator, we then derive a closed form estimator for the marginal distribution of the non-terminal event. The large sample properties of the estimators are established via asymptotic theory. The methodology performs well with moderate sample sizes, both in simulations and in an analysis of data from a diabetes registry.

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Do siblings of centenarians tend to have longer life spans? To answer this question, life spans of 184 siblings for 42 centenarians have been evaluated. Two important questions have been addressed in analyzing the sibling data. First, a standard needs to be established, to which the life spans of 184 siblings are compared. In this report, an external reference population is constructed from the U.S. life tables. Its estimated mortality rates are treated as baseline hazards from which the relative mortality of the siblings are estimated. Second, the standard survival models which assume independent observations are invalid when correlation within family exists, underestimating the true variance. Methods that allow correlations are illustrated by three different methods. First, the cumulative relative excess mortality between siblings and their comparison group is calculated and used as an effective graphic tool, along with the Product Limit estimator of the survival function. The variance estimator of the cumulative relative excess mortality is adjusted for the potential within family correlation using Taylor linearization approach. Second, approaches that adjust for the inflated variance are examined. They are adjusted one-sample log-rank test using design effect originally proposed by Rao and Scott in the correlated binomial or Poisson distribution setting and the robust variance estimator derived from the log-likelihood function of a multiplicative model. Nether of these two approaches provide correlation estimate within families, but the comparison with the comparison with the standard remains valid under dependence. Last, using the frailty model concept, the multiplicative model, where the baseline hazards are known, is extended by adding a random frailty term that is based on the positive stable or the gamma distribution. Comparisons between the two frailty distributions are performed by simulation. Based on the results from various approaches, it is concluded that the siblings of centenarians had significant lower mortality rates as compared to their cohorts. The frailty models also indicate significant correlations between the life spans of the siblings. ^

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Tese apresentada como requisito parcial para obtenção do grau de Doutor em Estatística e Gestão de Informação pelo Instituto Superior de Estatística e Gestão de Informação da Universidade Nova de Lisboa

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In the course of the ‘Livestock Revolution’, extension and intensification of, among others, ruminant livestock production systems are current phenomena, with all their positive and negative side effects. Manure, one of the inevitable secondary products of livestock rearing, is a valuable source of plant nutrients and its skillful recycling to the soil-plant interface is essential for soil fertility, nutrient - and especially phosphorus - uses efficiency and the preservation or re-establishment of environmentally sustainable farming systems, for which organic farming systems are exemplarily. Against this background, the PhD research project presented here, which was embedded in the DFG-funded Research Training Group 1397 ‘Regulation of soil organic matter and nutrient turnover in organic agriculture ’ investigated possibilities to manipulate the diets of water buffalo (Bubalus bubalis L.) so as to produce manure of desired quality for organic vegetable production, without affecting the productivity of the animals used. Consisting of two major parts, the first study (chapter 2) tested the effects of diets differing in their ratios of carbon (C) to nitrogen (N) and of structural to non-structural carbohydrates on the quality of buffalo manure under subtropical conditions in Sohar, Sultanate of Oman. To this end, two trials were conducted with twelve water buffalo heifers each, using a full Latin Square design. One control and four tests diets were examined during three subsequent 7 day experimental periods preceded each by 21 days adaptation. Diets consisted of varying proportions of Rhodes grass hay, soybean meal, wheat bran, maize, dates, and a commercial concentrate to achieve a (1) high C/N and high NDF (neutral detergent fibre)/SC (soluble carbohydrate) ratio (HH), (2) low C/N and low NDF/SC ratio (LL); (3) high C/N and low NDF/SC ratio (HL) and (4) low C/N and high NDF/SC (LH) ratio. Effects of these diets, which were offered at 1.45 times maintenance requirements of metabolizable energy, and of individual diet characteristics, respectively, on the amount and quality of faeces excreted were determined and statistically analysed. The faeces produced from diets HH and LL were further tested in a companion PhD study (Mr. K. Siegfried) concerning their nutrient release in field experiments with radish and cabbage. The second study (chapter 3) focused on the effects of the above-described experimental diets on the rate of passage of feed particles through the gastrointestinal tract of four randomly chosen animals per treatment. To this end, an oral pulse dose of 683 mg fibre particles per kg live weight marked with Ytterbium (Yb; 14.5 mg Yb g-1 organic matter) was dosed at the start of the 7 day experimental period which followed 21 days of adaptation. During the first two days a sample for Yb determination was kept from each faecal excretion, during days 3 – 7 faecal samples were kept from the first morning and the first evening defecation only. Particle passage was modelled using a one-compartment age-dependent Gamma-2 model. In both studies individual feed intake and faecal excretion were quantified throughout the experimental periods and representative samples of feeds and faeces were subjected to proximate analysis following standard protocols. In the first study the organic matter (OM) intake and excretion of LL and LH buffaloes were significantly lower than of HH and HL animals, respectively. Digestibility of N was highest in LH (88%) and lowest in HH (74%). While NDF digestibility was also highest in LH (85%) it was lowest in LL (78%). Faecal N concentration was positively correlated (P≤0.001) with N intake, and was significantly higher in faeces excreted by LL than by HH animals. Concentrations of fibre and starch in faecal OM were positively affected by the respective dietary concentrations, with NDF being highest in HH (77%) and lowest in LL (63%). The faecal C/N ratio was positively related (P≤0.001) to NDF intake; C/N ratios were 12 and 7 for HH and LL (P≤0.001), while values for HL and LH were 11.5 and 10.6 (P>0.05). The results from the second study showed that dietary N concentration was positively affecting faecal N concentration (P≤0.001), while there was a negative correlation with the faecal concentration of NDF (P≤0.05) and the faecal ratios of NDF/N and C/N (P≤0.001). Particle passage through the mixing compartment was lower (P≤0.05) for HL (0.033 h-1) than for LL (0.043 h-1) animals, while values of 0.034 h-1 and 0.038 h-1 were obtained for groups LH and HH. At 55.4 h, total tract mean retention time was significantly (P≤0.05) lower in group LL that in all other groups where these values varied between 71 h (HH) and 79 h (HL); this was probably due to the high dietary N concentration of diet LL which was negatively correlated with time of first marker appearance in faeces (r= 0.84, P≤0.001), while the dietary C concentration was negatively correlated with particle passage through the mixing compartment (r= 0.57, P≤0.05). The results suggest that manure quality of river buffalo heifers can be considerably influenced by diet composition. Despite the reportedly high fibre digestion capacity of buffalo, digestive processes did not suppress the expression of diet characteristics in the faeces. This is important when aiming at producing a specific manure quality for fertilization purposes in (organic) crop cultivation. Although there was a strong correlation between the ingestion and the faecal excretion of nitrogen, the correlation between diet and faecal C/N ratio was weak. To impact on manure mineralization, the dietary NDF and N concentrations seem to be the key control points, but modulating effects are achieved by the inclusion of starch into the diet. Within the boundaries defined by the animals’ metabolic and (re)productive requirements for energy and nutrients, diet formulation may thus take into account the abiotically and biotically determined manure turnover processes in the soil and the nutrient requirements of the crops to which the manure is applied, so as to increase nutrient use efficiency along the continuum of the feed, the animal, the soil and the crop in (organic) farming systems.

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The main specie of marine shrimp raised at Brazil and in the world is Litopenaeus vannamei, which had arrived in Brazil in the `80s. However, the entry of infectious myonecrosis virus (IMNV), causing the infectious myonecrosis disease in marine shrimps, brought economic losses to the national shrimp farming, with up to 70% of mortality in the shrimp production. In this way, the objective was to evaluate the survival of shrimps Litopenaeus vannamei infected with IMNV using the non parametric estimator of Kaplan-Meier and a model of frailty for grouped data. It were conducted three tests of viral challenges lasting 20 days each, at different periods of the year, keeping the parameters of pH, temperature, oxygen and ammonia monitored daily. It was evaluated 60 full-sib families of L. vannamei infected by IMNV in each viral challenge. The confirmation of the infection by IMNV was performed using the technique of PCR in real time through Sybr Green dye. Using the Kaplan-Meier estimator it was possible to detect significant differences (p <0.0001) between the survival curves of families and tanks and also in the joint analysis between viral challenges. It were estimated in each challenge, genetic parameters such as genetic value of family, it`s respective rate risk (frailty), and heritability in the logarithmic scale through the frailty model for grouped data. The heritability estimates were respectively 0.59; 0.36; and 0.59 in the viral challenges 1; 2; and 3, and it was also possible to identify families that have lower and higher rates of risk for the disease. These results can be used for selecting families more resistant to the IMNV infection and to include characteristic of disease resistance in L. vannamei into the genetic improvement programs