19 resultados para Likelihood Ratio Test

em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo


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The asymptotic expansion of the distribution of the gradient test statistic is derived for a composite hypothesis under a sequence of Pitman alternative hypotheses converging to the null hypothesis at rate n(-1/2), n being the sample size. Comparisons of the local powers of the gradient, likelihood ratio, Wald and score tests reveal no uniform superiority property. The power performance of all four criteria in one-parameter exponential family is examined.

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This paper examines the local power of the likelihood ratio, Wald, score and gradient tests under the presence of a scalar parameter, phi say, that is orthogonal to the remaining parameters. We show that some of the coefficients that define the local powers remain unchanged regardless of whether phi is known or needs to be estimated, where as the others can be written as the sum of two terms, the first of which being the corresponding term obtained as if phi were known, and the second, an additional term yielded by the fact that phi is unknown. The contribution of each set of parameters on the local powers of the tests can then be examined. Various implications of our main result are stated and discussed. Several examples are presented for illustrative purposes

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In this paper we obtain asymptotic expansions, up to order n(-1/2) and under a sequence of Pitman alternatives, for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of symmetric linear regression models. This is a wide class of models which encompasses the t model and several other symmetric distributions with longer-than normal tails. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters. Furthermore, in order to compare the finite-sample performance of these tests in this class of models, Monte Carlo simulations are presented. An empirical application to a real data set is considered for illustrative purposes. (C) 2011 Elsevier B.V. All rights reserved.

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Ng and Kotz (1995) introduced a distribution that provides greater flexibility to extremes. We define and study a new class of distributions called the Kummer beta generalized family to extend the normal, Weibull, gamma and Gumbel distributions, among several other well-known distributions. Some special models are discussed. The ordinary moments of any distribution in the new family can be expressed as linear functions of probability weighted moments of the baseline distribution. We examine the asymptotic distributions of the extreme values. We derive the density function of the order statistics, mean absolute deviations and entropies. We use maximum likelihood estimation to fit the distributions in the new class and illustrate its potentiality with an application to a real data set.

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The issue of assessing variance components is essential in deciding on the inclusion of random effects in the context of mixed models. In this work we discuss this problem by supposing nonlinear elliptical models for correlated data by using the score-type test proposed in Silvapulle and Silvapulle (1995). Being asymptotically equivalent to the likelihood ratio test and only requiring the estimation under the null hypothesis, this test provides a fairly easy computable alternative for assessing one-sided hypotheses in the context of the marginal model. Taking into account the possible non-normal distribution, we assume that the joint distribution of the response variable and the random effects lies in the elliptical class, which includes light-tailed and heavy-tailed distributions such as Student-t, power exponential, logistic, generalized Student-t, generalized logistic, contaminated normal, and the normal itself, among others. We compare the sensitivity of the score-type test under normal, Student-t and power exponential models for the kinetics data set discussed in Vonesh and Carter (1992) and fitted using the model presented in Russo et al. (2009). Also, a simulation study is performed to analyze the consequences of the kurtosis misspecification.

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In this article, we present a new control chart for monitoring the covariance matrix in a bivariate process. In this method, n observations of the two variables were considered as if they came from a single variable (as a sample of 2n observations), and a sample variance was calculated. This statistic was used to build a new control chart specifically as a VMIX chart. The performance of the new control chart was compared with its main competitors: the generalized sampled variance chart, the likelihood ratio test, Nagao's test, probability integral transformation (v(t)), and the recently proposed VMAX chart. Among these statistics, only the VMAX chart was competitive with the VMIX chart. For shifts in both variances, the VMIX chart outperformed VMAX; however, VMAX showed better performance for large shifts (higher than 10%) in one variance.

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We derive asymptotic expansions for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of dispersion models, under a sequence of Pitman alternatives. The asymptotic distributions of these statistics are obtained for testing a subset of regression parameters and for testing the precision parameter. Based on these nonnull asymptotic expansions, the power of all four tests, which are equivalent to first order, are compared. Furthermore, in order to compare the finite-sample performance of these tests in this class of models, Monte Carlo simulations are presented. An empirical application to a real data set is considered for illustrative purposes. (C) 2012 Elsevier B.V. All rights reserved.

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Background: Stable angina pectoris is a serious condition with few epidemiological studies in Brazil. Objective: To validate the short-version of the Rose angina questionnaire in Brazilian Portuguese for its implementation in surveys and longitudinal studies. Methods: A total of 116 consecutive patients from an outpatient clinic without prior myocardial infarction and/or coronary revascularization were enrolled for application of three questions of the Rose angina questionnaire addressing chest pain after exertion. We used the treadmill test as the gold standard with the Ellestad protocol. Results: The short-version of the Rose angina questionnaire of the 116 subjects submitted to the exercise treadmill test disclosed 89.7% of accuracy, 25% of sensitivity, 92.0% of specificity, 10.0% of positive predictive value, 97.2% of negative predictive value, and 3.1 of positive likelihood ratio and 0.82 of negative likelihood ratio. Conclusion: The Portuguese version with three items of the Rose angina questionnaire is suitable for epidemiological purposes. (Arq Bras Cardiol 2012; 99(5): 1056-1059)

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Lemonte and Cordeiro [Birnbaum-Saunders nonlinear regression models, Comput. Stat. Data Anal. 53 (2009), pp. 4441-4452] introduced a class of Birnbaum-Saunders (BS) nonlinear regression models potentially useful in lifetime data analysis. We give a general matrix Bartlett correction formula to improve the likelihood ratio (LR) tests in these models. The formula is simple enough to be used analytically to obtain several closed-form expressions in special cases. Our results generalize those in Lemonte et al. [Improved likelihood inference in Birnbaum-Saunders regressions, Comput. Stat. DataAnal. 54 (2010), pp. 1307-1316], which hold only for the BS linear regression models. We consider Monte Carlo simulations to show that the corrected tests work better than the usual LR tests.

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Repetitive transcranial magnetic stimulation (rTMS) has been widely tested and shown to be effective for unipolar depression. Although it has also been investigated for bipolar depression (BD), there are only few rTMS studies with BD. Here, we investigated 56 patients with BD who received rTMS treatment until remission (defined as Hamilton Depression Rating Scores <= 7). We used simple and multiple logistic regressions to identify clinical and demographic predictors associated with duration of treatment (defined as <15 vs. >15 rTMS sessions). Age, refractoriness, number of prior depressive episodes, and severe depression at baseline were associated with a longer rTMS treatment. In the multivariate analysis, refractoriness (likelihood ratio (LR) = 4.33; p < 0.01) and baseline severity (LR = 0.18, p < 0.01) remained significant predictors. Our preliminary study showed that, in remitted patients, refractoriness and severity of index episode are associated with the need of a longer rTMS treatment; providing preliminary evidence of important factors associated with rTMS parameters adjustment.

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Abstract Background Procalcitonin (PCT) is an inflammatory marker that has been used as indicator of severe bacterial infection. We evaluated the concentrations of PCT as a marker for systemic infection compared to C-reactive protein (CRP) in patients neutropenic febrile. Methods 52 adult patients were enrolled in the study. Blood sample was collected in order to determine the serum concentrations of PCT, CRP and other hematological parameters at the onset of fever. The patients were divided into 2 groups, one with severe infection (n = 26) and the other in which the patients did not present such an infection (n = 26). Then PCT and CRP concentrations at the fever onset were compared between groups using non parametric statistical tests, ROC curve, sensitivity, specificity, likelihood ratio, and Spearman's correlation coefficient. Results The mean of PCT was significantly higher in the group with severe infection (6.7 ng/mL versus 0.6 ng/mL – p = 0.0075) comparing with CRP. Serum concentrations of 0.245 ng/mL of PCT displayed 100% de sensitivity and 69.2% specificity. PCT concentrations of 2,145 ng/mL presented a likelihood ratio of 13, which was not observed for any concentration of CRP. Conclusion PCT seems to be an useful marker for the diagnosis of systemic infection in febrile neutropenic patients, probably better than CRP.

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Background Where malaria endemicity is low, control programmes need increasingly sensitive tools for monitoring malaria transmission intensity (MTI) and to better define health priorities. A cross-sectional survey was conducted in a low endemicity area of the Peruvian north-western coast to assess the MTI using both molecular and serological tools. Methods Epidemiological, parasitological and serological data were collected from 2,667 individuals in three settlements of Bellavista district, in May 2010. Parasite infection was detected using microscopy and polymerase chain reaction (PCR). Antibodies to Plasmodium vivax merozoite surface protein-119 (PvMSP119) and to Plasmodium falciparum glutamate-rich protein (PfGLURP) were detected by ELISA. Risk factors for exposure to malaria (seropositivity) were assessed by multivariate survey logistic regression models. Age-specific antibody prevalence of both P. falciparum and P. vivax were analysed using a previously published catalytic conversion model based on maximum likelihood for generating seroconversion rates (SCR). Results The overall parasite prevalence by microscopy and PCR were extremely low: 0.3 and 0.9%, respectively for P. vivax, and 0 and 0.04%, respectively for P. falciparum, while seroprevalence was much higher, 13.6% for P. vivax and 9.8% for P. falciparum. Settlement, age and occupation as moto-taxi driver during previous year were significantly associated with P. falciparum exposure, while age and distance to the water drain were associated with P. vivax exposure. Likelihood ratio tests supported age seroprevalence curves with two SCR for both P. vivax and P. falciparum indicating significant changes in the MTI over time. The SCR for PfGLURP was 19-fold lower after 2002 as compared to before (λ1 = 0.022 versus λ2 = 0.431), and the SCR for PvMSP119 was four-fold higher after 2006 as compared to before (λ1 = 0.024 versus λ2 = 0.006). Conclusion Combining molecular and serological tools considerably enhanced the capacity of detecting current and past exposure to malaria infections and related risks factors in this very low endemicity area. This allowed for an improved characterization of the current human reservoir of infections, largely hidden and heterogeneous, as well as providing insights into recent changes in species specific MTIs. This approach will be of key importance for evaluating and monitoring future malaria elimination strategies.

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Abstract Background The diagnosis of ventilator-associated pneumonia (VAP) is a challenge, particularly after cardiac surgery. The use of biological markers of infection has been suggested to improve the accuracy of VAP diagnosis. We aimed to evaluate the usefulness of soluble triggering receptor expressed on myeloid cells (sTREM)-1 in the diagnosis of VAP following cardiac surgery. Methods This was a prospective observational cohort study of children with congenital heart disease admitted to the pediatric intensive care unit (PICU) after surgery and who remained intubated and mechanically ventilated for at least 24 hours postoperatively. VAP was defined by the 2007 Centers for Disease Control and Prevention criteria. Blood, modified bronchoalveolar lavage (mBAL) fluid and exhaled ventilator condensate (EVC) were collected daily, starting immediately after surgery until the fifth postoperative day or until extubation for measurement of sTREM-1. Results Thirty patients were included, 16 with VAP. Demographic variables, Pediatric Risk of Mortality (PRISM) and Risk Adjustment for Congenital Heart Surgery (RACHS)-1 scores, duration of surgery and length of cardiopulmonary bypass were not significantly diferent in patients with and without VAP. However, time on mechanical ventilation and length of stay in the PICU and in the hospital were significantly longer in the VAP group. Serum and mBAL fluid sTREM-1 concentrations were similar in both groups. In the VAP group, 12 of 16 patients had sTREM-1 detected in EVC, whereas it was undetectable in all but two patients in the non-VAP group over the study period (p = 0.0013) (sensitivity 0.75, specificity 0.86, positive predictive value 0.86, negative predictive value 0.75, positive likelihood ratio (LR) 5.25, negative LR 0.29). Conclusion Measurement of sTREM-1 in EVC may be useful for the diagnosis of VAP after cardiac surgery.

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Introduction Toxoplasmosis may be life-threatening in fetuses and in immune-deficient patients. Conventional laboratory diagnosis of toxoplasmosis is based on the presence of IgM and IgG anti-Toxoplasma gondii antibodies; however, molecular techniques have emerged as alternative tools due to their increased sensitivity. The aim of this study was to compare the performance of 4 PCR-based methods for the laboratory diagnosis of toxoplasmosis. One hundred pregnant women who seroconverted during pregnancy were included in the study. The definition of cases was based on a 12-month follow-up of the infants. Methods Amniotic fluid samples were submitted to DNA extraction and amplification by the following 4 Toxoplasma techniques performed with parasite B1 gene primers: conventional PCR, nested-PCR, multiplex-nested-PCR, and real-time PCR. Seven parameters were analyzed, sensitivity (Se), specificity (Sp), positive predictive value (PPV), negative predictive value (NPV), positive likelihood ratio (PLR), negative likelihood ratio (NLR) and efficiency (Ef). Results Fifty-nine of the 100 infants had toxoplasmosis; 42 (71.2%) had IgM antibodies at birth but were asymptomatic, and the remaining 17 cases had non-detectable IgM antibodies but high IgG antibody titers that were associated with retinochoroiditis in 8 (13.5%) cases, abnormal cranial ultrasound in 5 (8.5%) cases, and signs/symptoms suggestive of infection in 4 (6.8%) cases. The conventional PCR assay detected 50 cases (9 false-negatives), nested-PCR detected 58 cases (1 false-negative and 4 false-positives), multiplex-nested-PCR detected 57 cases (2 false-negatives), and real-time-PCR detected 58 cases (1 false-negative). Conclusions The real-time PCR assay was the best-performing technique based on the parameters of Se (98.3%), Sp (100%), PPV (100%), NPV (97.6%), PLR (â^ž), NLR (0.017), and Ef (99%).

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The Bernoulli's model for vibration of beams is often used to make predictions of bending modulus of elasticity when using dynamic tests. However this model ignores the rotary inertia and shear. Such effects can be added to the solution of Bernoulli's equation by means of the correction proposed by Goens (1931) or by Timoshenko (1953). But to apply these corrections it is necessary to know the E/G ratio of the material. The objective of this paper is the determination of the E/G ratio of wood logs by adjusting the analytical solution of the Timoshenko beam model to the dynamic testing data of 20 Eucalyptus citriodora logs. The dynamic testing was performed with the logs in free-free suspension. To find the stiffness properties of the logs, the residue minimization was carried out using the Genetic Algorithm (GA). From the result analysis one can reasonably assume E/G = 20 for wood logs.