188 resultados para Risk models


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Background: It remains unclear whether it is possible to develop a spatiotemporal epidemic prediction model for cryptosporidiosis disease. This paper examined the impact of social economic and weather factors on cryptosporidiosis and explored the possibility of developing such a model using social economic and weather data in Queensland, Australia. ----- ----- Methods: Data on weather variables, notified cryptosporidiosis cases and social economic factors in Queensland were supplied by the Australian Bureau of Meteorology, Queensland Department of Health, and Australian Bureau of Statistics, respectively. Three-stage spatiotemporal classification and regression tree (CART) models were developed to examine the association between social economic and weather factors and monthly incidence of cryptosporidiosis in Queensland, Australia. The spatiotemporal CART model was used for predicting the outbreak of cryptosporidiosis in Queensland, Australia. ----- ----- Results: The results of the classification tree model (with incidence rates defined as binary presence/absence) showed that there was an 87% chance of an occurrence of cryptosporidiosis in a local government area (LGA) if the socio-economic index for the area (SEIFA) exceeded 1021, while the results of regression tree model (based on non-zero incidence rates) show when SEIFA was between 892 and 945, and temperature exceeded 32°C, the relative risk (RR) of cryptosporidiosis was 3.9 (mean morbidity: 390.6/100,000, standard deviation (SD): 310.5), compared to monthly average incidence of cryptosporidiosis. When SEIFA was less than 892 the RR of cryptosporidiosis was 4.3 (mean morbidity: 426.8/100,000, SD: 319.2). A prediction map for the cryptosporidiosis outbreak was made according to the outputs of spatiotemporal CART models. ----- ----- Conclusions: The results of this study suggest that spatiotemporal CART models based on social economic and weather variables can be used for predicting the outbreak of cryptosporidiosis in Queensland, Australia.

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Modern statistical models and computational methods can now incorporate uncertainty of the parameters used in Quantitative Microbial Risk Assessments (QMRA). Many QMRAs use Monte Carlo methods, but work from fixed estimates for means, variances and other parameters. We illustrate the ease of estimating all parameters contemporaneously with the risk assessment, incorporating all the parameter uncertainty arising from the experiments from which these parameters are estimated. A Bayesian approach is adopted, using Markov Chain Monte Carlo Gibbs sampling (MCMC) via the freely available software, WinBUGS. The method and its ease of implementation are illustrated by a case study that involves incorporating three disparate datasets into an MCMC framework. The probabilities of infection when the uncertainty associated with parameter estimation is incorporated into a QMRA are shown to be considerably more variable over various dose ranges than the analogous probabilities obtained when constants from the literature are simply ‘plugged’ in as is done in most QMRAs. Neglecting these sources of uncertainty may lead to erroneous decisions for public health and risk management.

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Currently, well-established clinical therapeutic approaches for bone reconstruction are restricted to the transplantation of autografts and allografts, and the implantation of metal devices or ceramic-based implants to assist bone regeneration. Bone grafts possess osteoconductive and osteoinductive properties, however they are limited in access and availability and associated with donor site morbidity, haemorrhage, risk of infection, insufficient transplant integration, graft devitalisation, and subsequent resorption resulting in decreased mechanical stability. As a result, recent research focuses on the development of alternative therapeutic concepts. Analysing the tissue engineering literature it can be concluded that bone regeneration has become a focus area in the field. Hence, a considerable number of research groups and commercial entities work on the development of tissue engineered constructs for bone regeneration. However, bench to bedside translations are still infrequent as the process towards approval by regulatory bodies is protracted and costly, requiring both comprehensive in vitro and in vivo studies. In translational orthopaedic research, the utilisation of large preclinical animal models is a conditio sine qua non. Consequently, to allow comparison between different studies and their outcomes, it is essential that animal models, fixation devices, surgical procedures and methods of taking measurements are well standardized to produce reliable data pools as a base for further research directions. The following chapter reviews animal models of the weight-bearing lower extremity utilized in the field which include representations of fracture-healing, segmental bone defects, and fracture non-unions.

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We review the literature on the combined effect of asbestos exposure and smoking on lung cancer, and explore a Bayesian approach to assess evidence of interaction. Previous approaches have focussed on separate tests for an additive or multiplicative relation. We extend these approaches by exploring the strength of evidence for either relation using approaches which allow the data to choose between both models. We then compare the different approaches.

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A pervasive and puzzling feature of banks’ Value-at-Risk (VaR) is its abnormally high level, which leads to excessive regulatory capital. A possible explanation for the tendency of commercial banks to overstate their VaR is that they incompletely account for the diversification effect among broad risk categories (e.g., equity, interest rate, commodity, credit spread, and foreign exchange). By underestimating the diversification effect, bank’s proprietary VaR models produce overly prudent market risk assessments. In this paper, we examine empirically the validity of this hypothesis using actual VaR data from major US commercial banks. In contrast to the VaR diversification hypothesis, we find that US banks show no sign of systematic underestimation of the diversification effect. In particular, diversification effects used by banks is very close to (and quite often larger than) our empirical diversification estimates. A direct implication of this finding is that individual VaRs for each broad risk category, just like aggregate VaRs, are biased risk assessments.

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Background: Previous studies have found high temperatures increase the risk of mortality in summer. However, little is known about whether a sharp decrease or increase in temperature between neighbouring days has any effect on mortality. Method: Poisson regression models were used to estimate the association between temperature change and mortality in summer in Brisbane, Australia during 1996–2004 and Los Angeles, United States during 1987–2000. The temperature change was calculated as the current day’s mean temperature minus the previous day’s mean. Results: In Brisbane, a drop of more than 3 °C in temperature between days was associated with relative risks (RRs) of 1.157 (95% confidence interval (CI): 1.024, 1.307) for total non external mortality (NEM), 1.186 (95%CI: 1.002, 1.405) for NEM in females, and 1.442 (95%CI: 1.099, 1.892) for people aged 65–74 years. An increase of more than 3 °C was associated with RRs of 1.353 (95%CI: 1.033, 1.772) for cardiovascular mortality and 1.667 (95%CI: 1.146, 2.425) for people aged < 65 years. In Los Angeles, only a drop of more than 3 °C was significantly associated with RRs of 1.133 (95%CI: 1.053, 1.219) for total NEM, 1.252 (95%CI: 1.131, 1.386) for cardiovascular mortality, and 1.254 (95%CI: 1.135, 1.385) for people aged ≥75 years. In both cities, there were joint effects of temperature change and mean temperature on NEM. Conclusion : A significant change in temperature of more than 3 °C, whether positive or negative, has an adverse impact on mortality even after controlling for the current temperature.

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Early models of bankruptcy prediction employed financial ratios drawn from pre-bankruptcy financial statements and performed well both in-sample and out-of-sample. Since then there has been an ongoing effort in the literature to develop models with even greater predictive performance. A significant innovation in the literature was the introduction into bankruptcy prediction models of capital market data such as excess stock returns and stock return volatility, along with the application of the Black–Scholes–Merton option-pricing model. In this note, we test five key bankruptcy models from the literature using an upto- date data set and find that they each contain unique information regarding the probability of bankruptcy but that their performance varies over time. We build a new model comprising key variables from each of the five models and add a new variable that proxies for the degree of diversification within the firm. The degree of diversification is shown to be negatively associated with the risk of bankruptcy. This more general model outperforms the existing models in a variety of in-sample and out-of-sample tests.

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We consider a robust filtering problem for uncertain discrete-time, homogeneous, first-order, finite-state hidden Markov models (HMMs). The class of uncertain HMMs considered is described by a conditional relative entropy constraint on measures perturbed from a nominal regular conditional probability distribution given the previous posterior state distribution and the latest measurement. Under this class of perturbations, a robust infinite horizon filtering problem is first formulated as a constrained optimization problem before being transformed via variational results into an unconstrained optimization problem; the latter can be elegantly solved using a risk-sensitive information-state based filtering.

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Background We investigated the geographical variation of water supply and sanitation indicators (WS&S) and their role to the risk of schistosomiasis and hookworm infection in school age children in West Africa. The aim was to predict large-scale geographical variation in WS&S, quantify the attributable risk of S. haematobium, S. mansoni and hookworm infections due to WS&S and identify communities where sustainable transmission control could be targeted across the region. Methods National cross-sectional household-based demographic health surveys were conducted in 24,542 households in Burkina Faso, Ghana and Mali, in 2003–2006. We generated spatially-explicit predictions of areas without piped water, toilet facilities and finished floors in West Africa, adjusting for household covariates. Using recently published helminth prevalence data we developed Bayesian geostatistical models (MGB) of S. haematobium, S. mansoni and hookworm infection in West Africa including environmental and the mapped outputs for WS&S. Using these models we estimated the effect of WS&S on parasite risk, quantified their attributable fraction of infection, and mapped the risk of infection in West Africa. Findings Our maps show that most areas in West Africa are very poorly served by water supply except in major urban centers. There is a better geographical coverage for toilet availability and improved household flooring. We estimated smaller attributable risks for water supply in S. mansoni (47%) compared to S. haematobium (71%), and 5% of hookworm cases could be averted by improving sanitation. Greater levels of inadequate sanitation increased the risk of schistosomiasis, and increased levels of unsafe water supply increased the risk of hookworm. The role of floor type for S. haematobium infection (21%) was comparable to that of S. mansoni (16%), but was significantly higher for hookworm infection (86%). S. haematobium and hookworm maps accounting for WS&S show small clusters of maximal prevalence areas in areas bordering Burkina Faso and Mali smaller. The map of S. mansoni shows that this parasite is much more wide spread across the north of the Niger River basin than previously predicted. Interpretation Our maps identify areas where the Millennium Development Goal for water and sanitation is lagging behind. Our results show that WS&S are important contributors to the burden of major helminth infections of children in West Africa. Including information about WS&S as well as the “traditional” environmental risk factors in spatial models of helminth risk yielded a substantial gain both in model fit and at explaining the proportion of spatial variance in helminth risk. Mapping the distribution of infection risk adjusted for WS&S allowed the identification of communities in West Africa where integrative preventive chemotherapy and engineering interventions will yield the greatest public health benefits.

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The research objectives of this thesis were to contribute to Bayesian statistical methodology by contributing to risk assessment statistical methodology, and to spatial and spatio-temporal methodology, by modelling error structures using complex hierarchical models. Specifically, I hoped to consider two applied areas, and use these applications as a springboard for developing new statistical methods as well as undertaking analyses which might give answers to particular applied questions. Thus, this thesis considers a series of models, firstly in the context of risk assessments for recycled water, and secondly in the context of water usage by crops. The research objective was to model error structures using hierarchical models in two problems, namely risk assessment analyses for wastewater, and secondly, in a four dimensional dataset, assessing differences between cropping systems over time and over three spatial dimensions. The aim was to use the simplicity and insight afforded by Bayesian networks to develop appropriate models for risk scenarios, and again to use Bayesian hierarchical models to explore the necessarily complex modelling of four dimensional agricultural data. The specific objectives of the research were to develop a method for the calculation of credible intervals for the point estimates of Bayesian networks; to develop a model structure to incorporate all the experimental uncertainty associated with various constants thereby allowing the calculation of more credible credible intervals for a risk assessment; to model a single day’s data from the agricultural dataset which satisfactorily captured the complexities of the data; to build a model for several days’ data, in order to consider how the full data might be modelled; and finally to build a model for the full four dimensional dataset and to consider the timevarying nature of the contrast of interest, having satisfactorily accounted for possible spatial and temporal autocorrelations. This work forms five papers, two of which have been published, with two submitted, and the final paper still in draft. The first two objectives were met by recasting the risk assessments as directed, acyclic graphs (DAGs). In the first case, we elicited uncertainty for the conditional probabilities needed by the Bayesian net, incorporated these into a corresponding DAG, and used Markov chain Monte Carlo (MCMC) to find credible intervals, for all the scenarios and outcomes of interest. In the second case, we incorporated the experimental data underlying the risk assessment constants into the DAG, and also treated some of that data as needing to be modelled as an ‘errors-invariables’ problem [Fuller, 1987]. This illustrated a simple method for the incorporation of experimental error into risk assessments. In considering one day of the three-dimensional agricultural data, it became clear that geostatistical models or conditional autoregressive (CAR) models over the three dimensions were not the best way to approach the data. Instead CAR models are used with neighbours only in the same depth layer. This gave flexibility to the model, allowing both the spatially structured and non-structured variances to differ at all depths. We call this model the CAR layered model. Given the experimental design, the fixed part of the model could have been modelled as a set of means by treatment and by depth, but doing so allows little insight into how the treatment effects vary with depth. Hence, a number of essentially non-parametric approaches were taken to see the effects of depth on treatment, with the model of choice incorporating an errors-in-variables approach for depth in addition to a non-parametric smooth. The statistical contribution here was the introduction of the CAR layered model, the applied contribution the analysis of moisture over depth and estimation of the contrast of interest together with its credible intervals. These models were fitted using WinBUGS [Lunn et al., 2000]. The work in the fifth paper deals with the fact that with large datasets, the use of WinBUGS becomes more problematic because of its highly correlated term by term updating. In this work, we introduce a Gibbs sampler with block updating for the CAR layered model. The Gibbs sampler was implemented by Chris Strickland using pyMCMC [Strickland, 2010]. This framework is then used to consider five days data, and we show that moisture in the soil for all the various treatments reaches levels particular to each treatment at a depth of 200 cm and thereafter stays constant, albeit with increasing variances with depth. In an analysis across three spatial dimensions and across time, there are many interactions of time and the spatial dimensions to be considered. Hence, we chose to use a daily model and to repeat the analysis at all time points, effectively creating an interaction model of time by the daily model. Such an approach allows great flexibility. However, this approach does not allow insight into the way in which the parameter of interest varies over time. Hence, a two-stage approach was also used, with estimates from the first-stage being analysed as a set of time series. We see this spatio-temporal interaction model as being a useful approach to data measured across three spatial dimensions and time, since it does not assume additivity of the random spatial or temporal effects.

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This article addresses the causal powers associated with the social phenomena of alternative schooling for youth at risk. It stems from a doctoral thesis, Alternative Schooling Programs for At Risk Youth – Three Case Studies which addresses wider issues integral to alternative schooling: youth at risk, alternative schooling models, and literacy. This article explores one aspect of alternative schooling: the historical causal factors involved in the establishment and continuance of three alternative case study models in Queensland, Australia. By adhering to Bhaskar’s transformational model of social activity (TMSA) , social structures and individuals will be analytically distinguished to uncover their separate causal powers and how these have effected the establishment and continuance of three alternative schools.

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Airports represent the epitome of complex systems with multiple stakeholders, multiple jurisdictions and complex interactions between many actors. The large number of existing models that capture different aspects of the airport are a testament to this. However, these existing models do not consider in a systematic sense modelling requirements nor how stakeholders such as airport operators or airlines would make use of these models. This can detrimentally impact on the verification and validation of models and makes the development of extensible and reusable modelling tools difficult. This paper develops from the Concept of Operations (CONOPS) framework a methodology to help structure the review and development of modelling capabilities and usage scenarios. The method is applied to the review of existing airport terminal passenger models. It is found that existing models can be broadly categorised according to four usage scenarios: capacity planning, operational planning and design, security policy and planning, and airport performance review. The models, the performance metrics that they evaluate and their usage scenarios are discussed. It is found that capacity and operational planning models predominantly focus on performance metrics such as waiting time, service time and congestion whereas performance review models attempt to link those to passenger satisfaction outcomes. Security policy models on the other hand focus on probabilistic risk assessment. However, there is an emerging focus on the need to be able to capture trade-offs between multiple criteria such as security and processing time. Based on the CONOPS framework and literature findings, guidance is provided for the development of future airport terminal models.

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While a protective long-term effect of parity on endometrial cancer risk is well established, the impact of timing of births is not fully understood. We examined the relationship between endometrial cancer risk and reproductive characteristics in a population-based cohort of 2,674,465 Swedish women, 20–72 years of age. During follow-up from 1973 through 2004, 7,386 endometrial cancers were observed. Compared to uniparous women, nulliparous women had a significantly elevated endometrial cancer risk (hazard ratio [HR] = 1.32, 95% confidence interval [CI], 1.22–1.42). Endometrial cancer risk decreased with increasing parity; compared to uniparous women, women with ≥4 births had a HR=0.66 (95% CI, 0.59–0.74); p-trend < 0.001. Among multiparous women, we observed no relationship of risk with age at first birth after adjustment for other reproductive factors. While we initially observed a decreased risk with later ages at last birth, this appeared to reflect a stronger relationship with time since last birth, with women with shorter times being at lowest risk. In models for multiparous women that included number of births, age at first and last birth, and time since last birth, age at last birth was not associated with endometrial cancer risk, while shorter time since last birth and increased parity were associated with statistically significantly reduced endometrial cancer risks. The HR was 3.95 (95%CI; 2.17–7.20; p-trend=<0.0001) for women with ≥25 years since a last birth compared to women having given birth within 4 years. Our findings support that clearance of initiated cells during delivery may be important in endometrial carcinogenesis. Keywords: endometrial carcinoma, parity, registry, reproductive factors

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Background and significance: Older adults with chronic diseases are at increasing risk of hospital admission and readmission. Approximately 75% of adults have at least one chronic condition, and the odds of developing a chronic condition increases with age. Chronic diseases consume about 70% of the total Australian health expenditure, and about 59% of hospital events for chronic conditions are potentially preventable. These figures have brought to light the importance of the management of chronic disease among the growing older population. Many studies have endeavoured to develop effective chronic disease management programs by applying social cognitive theory. However, limited studies have focused on chronic disease self-management in older adults at high risk of hospital readmission. Moreover, although the majority of studies have covered wide and valuable outcome measures, there is scant evidence on examining the fundamental health outcomes such as nutritional status, functional status and health-related quality of life. Aim: The aim of this research was to test social cognitive theory in relation to self-efficacy in managing chronic disease and three health outcomes, namely nutritional status, functional status, and health-related quality of life, in older adults at high risk of hospital readmission. Methods: A cross-sectional study design was employed for this research. Three studies were undertaken. Study One examined the nutritional status and validation of a nutritional screening tool; Study Two explored the relationships between participants. characteristics, self-efficacy beliefs, and health outcomes based on the study.s hypothesized model; Study Three tested a theoretical model based on social cognitive theory, which examines potential mechanisms of the mediation effects of social support and self-efficacy beliefs. One hundred and fifty-seven patients aged 65 years and older with a medical admission and at least one risk factor for readmission were recruited. Data were collected from medical records on demographics, medical history, and from self-report questionnaires. The nutrition data were collected by two registered nurses. For Study One, a contingency table and the kappa statistic was used to determine the validity of the Malnutrition Screening Tool. In Study Two, standard multiple regression, hierarchical multiple regression and logistic regression were undertaken to determine the significant influential predictors for the three health outcome measures. For Study Three, a structural equation modelling approach was taken to test the hypothesized self-efficacy model. Results: The findings of Study One suggested that a high prevalence of malnutrition continues to be a concern in older adults as the prevalence of malnutrition was 20.6% according to the Subjective Global Assessment. Additionally, the findings confirmed that the Malnutrition Screening Tool is a valid nutritional screening tool for hospitalized older adults at risk of readmission when compared to the Subjective Global Assessment with high sensitivity (94%), and specificity (89%) and substantial agreement between these two methods (k = .74, p < .001; 95% CI .62-.86). Analysis data for Study Two found that depressive symptoms and perceived social support were the two strongest influential factors for self-efficacy in managing chronic disease in a hierarchical multiple regression. Results of multivariable regression models suggested advancing age, depressive symptoms and less tangible support were three important predictors for malnutrition. In terms of functional status, a standard regression model found that social support was the strongest predictor for the Instrumental Activities of Daily Living, followed by self-efficacy in managing chronic disease. The results of standard multiple regression revealed that the number of hospital readmission risk factors adversely affected the physical component score, while depressive symptoms and self-efficacy beliefs were two significant predictors for the mental component score. In Study Three, the results of the structural equation modelling found that self-efficacy partially mediated the effect of health characteristics and depression on health-related quality of life. The health characteristics had strong direct effects on functional status and body mass index. The results also indicated that social support partially mediated the relationship between health characteristics and functional status. With regard to the joint effects of social support and self-efficacy, social support fully mediated the effect of health characteristics on self-efficacy, and self-efficacy partially mediated the effect of social support on functional status and health-related quality of life. The results also demonstrated that the models fitted the data well with relative high variance explained by the models, implying the hypothesized constructs under discussion were highly relevant, and hence the application for social cognitive theory in this context was supported. Conclusion: This thesis highlights the applicability of social cognitive theory on chronic disease self-management in older adults at risk of hospital readmission. Further studies are recommended to validate and continue to extend the development of social cognitive theory on chronic disease self-management in older adults to improve their nutritional and functional status, and health-related quality of life.