2 resultados para multivariate analyses
em DI-fusion - The institutional repository of Université Libre de Bruxelles
Resumo:
The potential value of baseline health-related quality-of-life (HRQOL) and clinical factors in predicting prognosis was examined using data from an international randomised phase III trial which compared doxorubicin and paclitaxel with doxorubicin and cylophosphamide as first line chemotherapy in 275 women with metastatic breast cancer. The European Organisation for Research and Treatment of Cancer (EORTC) QLQ-C30 and the related breast module (QLQ-BR23) were used to assess baseline HRQOL data. The Cox proportional-hazards regression model was used for both univariate and multivariate analyses of survival. In the univariate analyses, performance status (P<0.001) and number of sites involved (P=0.001) were the most important clinical prognostic factors. The HRQOL variables at baseline most strongly associated with longer survival were better appetite, physical and role functioning, as well as less fatigue (P<0.001). The final multivariate model retained performance status (P<0.001) and appetite loss (P=0.005) as the variables best predicting survival. Substantial loss of appetite was the only independent HRQOL factor predicting poor survival and was strongly correlated (/r/>0.5) with fatigue, role and physical functioning. In addition to known clinical factors, appetite loss appears to be a significant prognostic factor for survival in women with metastatic breast cancer. However, the mechanism underlying this association remains to be precisely defined in future studies.
Resumo:
This paper looks into economic insights offerred by considerations of two important financial markets in Vietnam, gold and USD. In general, the paper focuses on time series properties, mainly returns at different frequencies, and test the weak-form efficient market hypothesis. All the test rejects the efficiency of both gold and foreign exchange markets. All time series exhibit strong serial correlations. ARMA-GARCH specifications appear to have performed well with different time series. In all cases the changing volatility phenomenon is strongly supported through empirical data. An additional test is performed on the daily USD return to try to capture the impacts of Asian financial crisis and daily price limits applicable. No substantial impacts of the Asian crisis and the central bank-devised limits are found to influence the risk level of daily USD return.