75 resultados para Multivariate volatility


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Background: Although there is evidence demonstrating an association between chronic obstructive pulmonary disease (COPD) and abdominal aortic aneurysm (AAA), it is not clear whether COPD predicts greater rates of expansion of established aneurysms. We sought such an association in a cohort of men with aneurysms detected in a population-based study of screening for aneurysms. Methods: In addition to regular aortic ultrasound scans, 179 men with AAA underwent full lung function testing in order to identify the presence of COPD and its subgroups, emphysema and other obstructive ventilatory defects (OVD). The rate of expansion of each aneurysm was calculated and the men were divided into 'rapid expanders' (3 mm or more per year) and 'slow expanders' (less than 3 mm per year). Any association with the presence of COPD or smoking was tested using a multivariate model. Results: Over a median follow-up period of 36 months the mean rate of aortic expansion for the cohort of 179 men was 2.1 mm/year. There was no significant difference in prevalence of COPD (68% overall) or having ever been a smoker (87% overall) between the rapid expanders and the slow expanders. Conclusions: Although there was a high prevalence of COPD among men with an AAA, there was no association between the rate of expansion of AAA and the presence of any form of this disease.

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OBJECTIVE To determine the prevalence, intensity and associated risk factors for infection with Ascaris, hookworms and Trichuris in three tea-growing communities in Assam, India. METHODS Single faecal samples were collected from 328 individuals and subjected to centrifugal floatation and the Kato Katz quantitation technique and prevalence and intensities of infection with each parasite calculated. Associations between parasite prevalence, intensity and host and environmental factors were then made using both univariate and multivariate analysis. RESULTS The overall prevalence of Ascaris was 38% [95% confidence interval (CI): 33, 43], and the individual prevalence of hookworm and Trichuris was 43% (95% CI: 38, 49). The strongest predictors for the intensity of one or more geohelminths using multiple regression (P less than or equal to 0.10) were socioeconomic status, age, household crowding, level of education, religion, use of footwear when outdoors, defecation practices, pig ownership and water source. CONCLUSION A universal blanket treatment with broad-spectrum anthelmintics together with promotion of scholastic and health education and improvements in sanitation is recommended for helminth control in the communities under study.

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Objective: Existing evidence suggests that family interventions can be effective in reducing relapse rates in schizophrenia and related conditions. Despite this, such interventions are not routinely delivered in Australian mental health services. The objective of the current study is to investigate the incremental cost-effectiveness ratios (ICERs) of introducing three types of family interventions, namely: behavioural family management (BFM); behavioural intervention for families (BIF); and multiple family groups (MFG) into current mental health services in Australia. Method: The ICER of each of the family interventions is assessed from a health sector perspective, including the government, persons with schizophrenia and their families/carers using a standardized methodology. A two-stage approach is taken to the assessment of benefit. The first stage involves a quantitative analysis based on disability-adjusted life years (DALYs) averted. The second stage involves application of 'second filter' criteria (including equity, strength of evidence, feasibility and acceptability to stakeholders) to results. The robustness of results is tested using multivariate probabilistic sensitivity analysis. Results: The most cost-effective intervention, in order of magnitude, is BIF (A$8000 per DALY averted), followed by MFG (A$21 000 per DALY averted) and lastly BFM (A$28 000 per DALY averted). The inclusion of time costs makes BFM more cost-effective than MFG. Variation of discount rate has no effect on conclusions. Conclusions: All three interventions are considered 'value-for-money' within an Australian context. This conclusion needs to be tempered against the methodological challenge of converting clinical outcomes into a generic economic outcome measure (DALY). Issues surrounding the feasibility of routinely implementing such interventions need to be addressed.

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Background-C- reactive protein (CRP) levels have been shown to predict a number of cardiovascular outcomes. CRP levels have also been found to be elevated in patients with abdominal aortic aneurysms (AAAs). The aim of this study was to assess the relation between CRP levels and rates of expansion of small AAAs. Methods and Results-A cohort of men with small aneurysms was identified in a trial of screening with ultrasound scanning. After initial screening, men were rescanned at 6- to 12-month intervals. CRP levels were measured at the first follow-up visit. Rates of expansion and risk factors for expansion were assessed with the use of data from 545 men who attended for at least 1 scan after CRP levels were measured. These men were followed for a median of 48 (range, 5 to 69) months. The mean annual rate of expansion was 1.6 mm. The median CRP level was 2.6 mg/L in men with the smaller AAAs (30 to 39 mm, n=433) compared with 3.5 mg/L in men with larger AAAs (40 to 54 mm, n=112) (P=0.007). The multivariate age-adjusted logistic model confirmed initial aortic diameter to be the only factor associated with rapid expansion with an odds ratio of 7.2 (95% CI, 4.3,12.2) for an initial diameter of 40 to 54 mm relative to one of 30 to 39 mm. Conclusions-Most small aneurysms expand slowly. CRP levels are elevated in larger aneurysms but do not appear to be associated with rapid expansion. The most useful predictor of aneurysmal expansion in men is aortic diameter.

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This paper presents a method for estimating the posterior probability density of the cointegrating rank of a multivariate error correction model. A second contribution is the careful elicitation of the prior for the cointegrating vectors derived from a prior on the cointegrating space. This prior obtains naturally from treating the cointegrating space as the parameter of interest in inference and overcomes problems previously encountered in Bayesian cointegration analysis. Using this new prior and Laplace approximation, an estimator for the posterior probability of the rank is given. The approach performs well compared with information criteria in Monte Carlo experiments. (C) 2003 Elsevier B.V. All rights reserved.

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Background: The purpose of the present paper was to investigate whether screening for abdominal aortic aneurysm (AAA) causes health-related quality of life to change in men or their partners. Methods: A cross-sectional case-control comparison was undertaken of men aged 65-83 years living in Perth, Western Australia, using questionnaires incorporating three validated instruments (Medical Outcomes Study Short Form-36, EuroQol EQ-5D and Hospital Anxiety and Depression Scale) as well as several independent questions about quality of life. The 2009 men who attended for ultrasound scans of the abdominal aorta completed a short prescreening questionnaire about their perception of their general health. Four hundred and ninety-eight men (157 with an AAA and 341 with a normal aorta) were sent two questionnaires for completion 12 months after screening, one for themselves and one for their partner, each being about the quality of life of the respondent. Results: Men with an AAA were more limited in performing physical activities than those with a normal aorta (t-test of means P = 0.04). After screening, men with an AAA were significantly less likely to have current pain or discomfort than those with a normal aorta (multivariate odds ratio: 0.5; 95% confidence interval (Cl): 0.3-0.9) and reported fewer visits to their doctor. The mean level of self-perceived general health increased for all men from before to after screening (from 63.4 to 65.4). Conclusions: Apart from physical functioning, screening was not associated with decreases in health and well-being. A high proportion of men rated their health over the year after screening as being either the same or improved, regardless of whether or not they were found to have an AAA.

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1. Cluster analysis of reference sites with similar biota is the initial step in creating River Invertebrate Prediction and Classification System (RIVPACS) and similar river bioassessment models such as Australian River Assessment System (AUSRIVAS). This paper describes and tests an alternative prediction method, Assessment by Nearest Neighbour Analysis (ANNA), based on the same philosophy as RIVPACS and AUSRIVAS but without the grouping step that some people view as artificial. 2. The steps in creating ANNA models are: (i) weighting the predictor variables using a multivariate approach analogous to principal axis correlations, (ii) calculating the weighted Euclidian distance from a test site to the reference sites based on the environmental predictors, (iii) predicting the faunal composition based on the nearest reference sites and (iv) calculating an observed/expected (O/E) analogous to RIVPACS/AUSRIVAS. 3. The paper compares AUSRIVAS and ANNA models on 17 datasets representing a variety of habitats and seasons. First, it examines each model's regressions for Observed versus Expected number of taxa, including the r(2), intercept and slope. Second, the two models' assessments of 79 test sites in New Zealand are compared. Third, the models are compared on test and presumed reference sites along a known trace metal gradient. Fourth, ANNA models are evaluated for western Australia, a geographically distinct region of Australia. The comparisons demonstrate that ANNA and AUSRIVAS are generally equivalent in performance, although ANNA turns out to be potentially more robust for the O versus E regressions and is potentially more accurate on the trace metal gradient sites. 4. The ANNA method is recommended for use in bioassessment of rivers, at least for corroborating the results of the well established AUSRIVAS- and RIVPACS-type models, if not to replace them.

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Objective: To determine the age-standardised prevalence of peripheral arterial disease (PAD) and associated risk factors, particularly smoking. Method: Design: Cross-sectional survey of a randomly selected population. Setting: Metropolitan area of Perth, Western Australia. Participants: Men aged between 65-83 years. Results: The adjusted response fraction was 77.2%. Of 4,470 men assessed, 744 were identified as having PAD by the Edinburgh Claudication Questionnaire and/or the ankle-brachial index of systolic blood pressure, yielding an age-standardised prevalence of PAD of 15.6% (95% confidence intervals (CI): 14.5%, 16.6%). The main risk factors identified in univariate analyses were increasing age, smoking current (OR=3.9, 95% CI 2.9-5.1) or former (OR=2.0, 95% CI 1.6-2.4), physical inactivity (OR=1.4, 95% CI 1.2-1.7), a history of angina (OR=2.2, 95% CI 1.8-2.7) and diabetes mellitus (OR=2.1, 95% CI 1.7-2.6). The multivariate analysis showed that the highest relative risk associated with PAD was current smoking of 25 or more cigarettes daily (OR=7.3, 95% CI 4.2-12.8). In this population, 32% of PAD was attributable to current smoking and a further 40% was attributable to past smoking by men who did not smoke currently. Conclusions: This large observational study shows that PAD is relatively common in older, urban Australian men. In contrast with its relationship to coronary disease and stroke, previous smoking appears to have a long legacy of increased risk of PAD. Implications: This research emphasises the importance of smoking as a preventable cause of PAD.

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Objective: To examine the quality of diabetes care and prevention of cardiovascular disease (CVD) in Australian general practice patients with type 2 diabetes and to investigate its relationship with coronary heart disease absolute risk (CHDAR). Methods: A total of 3286 patient records were extracted from registers of patients with type 2 diabetes held by 16 divisions of general practice (250 practices) across Australia for the year 2002. CHDAR was estimated using the United Kingdom Prospective Diabetes Study algorithm with higher CHDAR set at a 10 year risk of >15%. Multivariate multilevel logistic regression investigated the association between CHDAR and diabetes care. Results: 47.9% of diabetic patient records had glycosylated haemoglobin (HbA1c) >7%, 87.6% had total cholesterol >= 4.0 mmol/l, and 73.8% had blood pressure (BP) >= 130/85 mm Hg. 57.6% of patients were at a higher CHDAR, 76.8% of whom were not on lipid modifying medication and 66.2% were not on antihypertensive medication. After adjusting for clustering at the general practice level and age, lipid modifying medication was negatively related to CHDAR (odds ratio (OR) 0.84) and total cholesterol. Antihypertensive medication was positively related to systolic BP but negatively related to CHDAR (OR 0.88). Referral to ophthalmologists/optometrists and attendance at other health professionals were not related to CHDAR. Conclusions: At the time of the study the diabetes and CVD preventive care in Australian general practice was suboptimal, even after a number of national initiatives. The Australian Pharmaceutical Benefits Scheme (PBS) guidelines need to be modified to improve CVD preventive care in patients with type 2 diabetes.

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The Ordos Plateau in China is covered with up to 300,000 ha of peashrub (Caragana) which is the dominant natural vegetation and ideal for fodder production. To exploit peashrub fodder, it is crucially important to optimize the culture conditions, especially culture substrate to produce pectinase complex. In this study, a new prescription process was developed. The process, based on a uniform experimental design, first optimizes the solid substrate and second, after incubation, applies two different temperature treatments (30 degrees C for the first 30 h and 23 degrees C for the second 42 h) in the fermentation process. A multivariate regression analysis is applied to a number of independent variables (water, wheat bran, rice dextrose, ammonium sulfate, and Tween 80) to develop a predictive model of pectinase activity. A second-degree polynomial model is developed which accounts for an excellent proportion of the explained variation (R-2 = 97.7%). Using unconstrained mathematical programming, an optimized substrate prescription for pectinase production is subsequently developed. The mathematical analysis revealed that the optimal formula for pectinase production from Aspergillus niger by solid fermentation under the conditions of natural aeration, natural substrate pH (about 6.5), and environmental humidity of 60% is rice dextrose 8%, wheat bran 24%, ammonium sulfate ((NH4)(2)SO4) 6%, and water 61%. Tween 80 was found to have a negative effect on the production of pectinase in solid substrate. With this substrate prescription, pectinase produced by solid fermentation of A. niger reached 36.3IU/(gDM). Goats fed on the pectinase complex obtain an incremental increase of 0.47 kg day(-1) during the initial 25 days of feeding, which is a very promising new feeding prospect for the local peashrub. It is concluded that the new formula may be very useful for the sustainable development of and and semiarid pastures such as those of the Ordos Plateau. (c) 2005 Elsevier Inc. All rights reserved.

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The classification rules of linear discriminant analysis are defined by the true mean vectors and the common covariance matrix of the populations from which the data come. Because these true parameters are generally unknown, they are commonly estimated by the sample mean vector and covariance matrix of the data in a training sample randomly drawn from each population. However, these sample statistics are notoriously susceptible to contamination by outliers, a problem compounded by the fact that the outliers may be invisible to conventional diagnostics. High-breakdown estimation is a procedure designed to remove this cause for concern by producing estimates that are immune to serious distortion by a minority of outliers, regardless of their severity. In this article we motivate and develop a high-breakdown criterion for linear discriminant analysis and give an algorithm for its implementation. The procedure is intended to supplement rather than replace the usual sample-moment methodology of discriminant analysis either by providing indications that the dataset is not seriously affected by outliers (supporting the usual analysis) or by identifying apparently aberrant points and giving resistant estimators that are not affected by them.

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In this paper use consider the problem of providing standard errors of the component means in normal mixture models fitted to univariate or multivariate data by maximum likelihood via the EM algorithm. Two methods of estimation of the standard errors are considered: the standard information-based method and the computationally-intensive bootstrap method. They are compared empirically by their application to three real data sets and by a small-scale Monte Carlo experiment.

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Objective: To document outcome and to investigate patterns of physical and psychosocial recovery in the first year following severe traumatic brain injury (TBI) in an Australian patient sample. Design: A longitudinal prospective study of a cohort of patients, with data collection at 3, 6, 9, and 12 months post injury. Setting: A head injury rehabilitation unit in a large metropolitan public hospital. Patients: A sample of 55 patients selected from 120 consecutive admissions with severe TBI. Patients who were more than 3 months post injury on admission, who remained confused, or who had severe communication deficits or a previous neurologic disorder were excluded. Interventions: All subjects participated in a multidisciplinary inpatient rehabilitation program, followed by varied participation in outpatient rehabilitation and community-based sen ices. Main Outcome Measures: The Sickness impact Profile (SIP) provided physical, psychosocial, and total dysfunction scores at each follow-up. Outcome at 1 year was measured by the Disability Rating Scale. Results: Multivariate analysis of variance indicated that the linear trend of recovery over time was less for psychosocial dysfunction than for physical dysfunction (F(1,51) = 5.87, P < .02). One rear post injury, 22% of subjects had returned to their previous level of employability, and 42% were able to live independently. Conclusions: Recovery from TBI in this Australian sample followed a pattern similar to that observed in other countries, with psychosocial dysfunction being more persistent. Self-report measures such as the SIP in TBI research are limited by problems of diminished self-awareness.

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The small sample performance of Granger causality tests under different model dimensions, degree of cointegration, direction of causality, and system stability are presented. Two tests based on maximum likelihood estimation of error-correction models (LR and WALD) are compared to a Wald test based on multivariate least squares estimation of a modified VAR (MWALD). In large samples all test statistics perform well in terms of size and power. For smaller samples, the LR and WALD tests perform better than the MWALD test. Overall, the LR test outperforms the other two in terms of size and power in small samples.

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There has been little study of economic and general attitudes towards the conservation of the Asian elephant. This paper reports and analyses results from surveys conducted in Sri Lanka of attitudes of urban dwellers and farmers towards nature conservation in general and the elephant conservation in particular. The analyses are based on urban and a rural sample. Contingent valuation techniques are used as survey instruments. Multivariate logit regression analysis is used to analyze the respondents’ attitudes towards conservation of elephants. It is found that, although some variations occurred between the samples, the majority of the respondents (both rural and urban) have positive attitudes towards nature conservation in general. However, marked differences in attitudes toward elephant conservation are evident between these two samples: the majority of urban respondents were in favour of elephant conservation; rural respondents expressed a mixture of positive and negative attitudes. Overall, considerable unrecorded and as yet unutilised economic support for conservation of wild elephants exists in Sri Lanka.