45 resultados para equilibrium asset pricing models with latent variables
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Solanum lycocarpum (lobeira) is a typical and abundant species of brazilian Cerrado, which occupies mainly surrounding disturbed areas. It has interesting characteristics from the point of view of reproductive biology, that probably are favoring the large occupation of habitats by the species. Based on the fact that the species produces flowers and fruit during all the year, the present study had the purpose to verify the association between flower and fruit production with environmental variables (temperature, relative humidity and precipitation), aiming to support future studies referring to reproductive biology and ecology of plant species from Cerrado biome. A population of S. lycocarpum composed of 34 plants in reproductive phase, situated in Morrinhos, south of the State of Goias, Brazil,, was evaluated. All the plants were geographically referenced with a GPS receptor. Observations were made monthly during 13 months (June, 2005 to July, 2006) quantifying open flowers and fruits produced in the intervals between the observations. It was possible suggest high conversion of flowers in fruits. The Spearman rank correlation showed positive correlation of flower number with precipitation and relative humidity. Fruit number was not correlated with the environmental variables.
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OBJECTIVE To determine the prevalence of erectile dysfunction (ED) in a large cohort of Brazilian men who were screened for prostate cancer, and to determine risk factors in this population, as there are large cultural differences among countries in reporting the frequency of ED, and it is likely that the prevalence of ED among men screened for prostate cancer cannot be generally applied across countries. SUBJECTS AND METHODS The analysis focused on the baseline characteristics of 1008 consecutive South American men from Brazil with no known prostate disease who had routine screening for prostate cancer by urologists. The variables analysed were patient age, urinary symptoms, patient health-related quality of life (HRQL), prostate-specific antigen (PSA) levels, prostate volume and erectile function. To assess lower urinary tract symptoms (LUTS) and HRQL, we used the American Urological Association symptom score and its appended eighth question, respectively. Benign prostatic hyperplasia was defined as a prostate volume of > 30 g. Sexual function was assessed using the five-item version of the International Index of Erectile Function questionnaire. Thus, ED was considered to absent for scores of 22-25, mild for 17-21, mild to moderate for 12-16, moderate for 8-11, or severe for 5-7. Obesity was defined by calculating the body mass index (BMI), and categorized as underweight (< 18.5 kg/m
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The objective of this study was to estimate (co)variance functions using random regression models on Legendre polynomials for the analysis of repeated measures of BW from birth to adult age. A total of 82,064 records from 8,145 females were analyzed. Different models were compared. The models included additive direct and maternal effects, and animal and maternal permanent environmental effects as random terms. Contemporary group and dam age at calving (linear and quadratic effect) were included as fixed effects, and orthogonal Legendre polynomials of animal age (cubic regression) were considered as random co-variables. Eight models with polynomials of third to sixth order were used to describe additive direct and maternal effects, and animal and maternal permanent environmental effects. Residual effects were modeled using 1 (i.e., assuming homogeneity of variances across all ages) or 5 age classes. The model with 5 classes was the best to describe the trajectory of residuals along the growth curve. The model including fourth- and sixth-order polynomials for additive direct and animal permanent environmental effects, respectively, and third-order polynomials for maternal genetic and maternal permanent environmental effects were the best. Estimates of (co) variance obtained with the multi-trait and random regression models were similar. Direct heritability estimates obtained with the random regression models followed a trend similar to that obtained with the multi-trait model. The largest estimates of maternal heritability were those of BW taken close to 240 d of age. In general, estimates of correlation between BW from birth to 8 yr of age decreased with increasing distance between ages.
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SETTING: Five medical schools in three cities in Rio de Janeiro State, Brazil, with different tuberculosis (TB) incidence rates. OBJECTIVE: To evaluate the prevalence of the booster phenomenon and its associated factors in a voting universally BCG-vaccinated TB-exposed population. DESIGN: A two-step tuberculin skin test (TST) was performed among undergraduate medical students. Boosting was defined as an induration >= 10 mm in the second TST (TST2), with an increase of at least 6 mm over the first TST (TST1). The association of boosting with independent variables was evaluated using multivariate analysis. RESULTS: Of the 764 participants (mean age 21.9 +/- 2.7 years), 672 (87.9%) had a BCG scar. The overall booster SUMMARY phenomenon prevalence was 8.4% (95%CI 6.5-10.6). Boosting was associated with TST1 reactions of 1-9 mm (aOR 2.5, 95%CI 1.04-5.9) and with BCG vaccination, mostly after infancy, i.e., after age two years (aOR 9.1, 95%,CI 1.2-70.7). CONCLUSION: The prevalence of the booster phenomenon was high. A two-step TST in young BCG-vaccinated populations, especially in those with TST1 reactions of 1-9 mm, can avoid misdiagnosis as a false conversion and potentially reduce unnecessary treatment for latent TB infection.
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Fibrinolytic activity is associated with presence of cystic medial degeneration in aneurysms of the ascending aorta Aims: Thoracic ascending aortic aneurysms (TAA) are characterized by elastic fibre breakdown and cystic medial degeneration within the aortic media, associated with progressive smooth muscle cell (SMC) rarefaction. The transforming growth factor (TGF)-beta/Smad2 signalling pathway is involved in this process. Because the pericellular fibrinolytic system activation is able to degrade adhesive proteins, activate matrix metalloproteinase (MMP), induce SMC disappearance and increase the bioavailability of TGF-beta, the aim was to investigate the plasminergic system in TAA. Methods and results: Ascending aortas [21 controls and 19 TAAs (of three different aetiologies)] were analysed. Immunohistochemistry showed accumulation of t-PA, u-PA and plasmin in TAAs, associated with residual SMCs. Overexpression of t-PA and u-PA was confirmed by reverse transcription-polymerase chain reaction (RT-PCR), immunoblotting and zymography on TAA extracts and culture medium conditioned by TAA. Plasminogen was present on the SMC surface and inside cytoplasmic vesicles, but plasminogen mRNA was undetectable in the TAA medial layer. Plasmin-antiplasmin complexes were detected in TAA-conditioned medium and activation of the fibrinolytic system was associated with increased fibronectin turnover. Fibronectin-related material was detected immunohistochamically in dense clumps around SMCs and colocalized with latent TGF-beta binding protein-1. Conclusions: The fibrinolytic pathway could play a critical role in TAA progression, via direct or indirect impact on ECM and consecutive modulation of TGF-beta bioavailability.
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Finite element analysis (FEA) utilizing models with different levels of complexity are found in the literature to study the tendency to vertical root fracture caused by post intrusion (""wedge effect""). The objective of this investigation was to verify if some simplifications used in bi-dimensional FEA models are acceptable regarding the analysis of stresses caused by wedge effect. Three plane strain (PS) and two axisymmtric (Axi) models were studied. One PS model represented the apical third of the root entirely, in dentin (PS-nG). The other models included gutta-percha in the apical third, and differed regarding dentin-post relationship: bonded (PS-B and Axi-B) or nonbonded (PS-nB and Axi-nB). Mesh discretization and material properties were similar for all cases. Maximum principal stress (sigma(max)) was analyzed as a response to a 165 N longitudinal load. Stress magnitude and orientation varied widely (PS-nG: 10.3 MPa; PS-B: 0.8 MPa; PS-nB: 10.4 MPa; Axi-13: 0.2 MPa, Axi-nB: 10.8 MPa). Axi-nB was the only model where all (sigma(max) vectors at the apical third were perpendicular to the model plane. Therefore, it is adequate to demonstrate the tendency to vertical root fractures caused by wedge effect. Axi-13 showed only part of the (sigma(max) perpendicular to the model plane while PS models showed sigma(max) on the model plane. In these models, sigma(max) orientation did not represent a situation where vertical root fracture would occur due to wedge effect. Adhesion between post and dentin significantly reduced (c) 2007 Wiley Periodicals, Inc.
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The humpback whale (Megaptera novaeangliae) population that uses Abrolhos Bank, off the east coast of Brazil as a breeding ground is increasing. To describe temporal changes in the relative abundance of humpback whales around Abrolhos, seven years (1998-2004) of whale count data were collected during July through to November. During one-hour-scans, observers determined group size within 9.3 km (5 n.m.) of a land-based observing station. A total Of 930 scans, comprising 7996 sightings of adults and 2044 calves were analysed using generalized linear models that included variables for time of day, day of the season, years and two-way interactions as possible predictors. The pattern observed was the gradual build-up and decline in whale counts within seasons. Patterns and peaks of adult and calf counts varied among years. Although fluctuation was observed, there was generally an increasing trend in adult counts among years. Calf counts increased only in 2004. These fluctuations may have been caused by some environmental conditions in humpback whales` summering grounds and also by changes in spatial-temporal concentrations in Abrolhos Bank. The general pattern observed within the study area mirrored what was observed in the whole Abrolhos Bank. Knowledge of the consistency with which humpback whales use this important nursing area should prove beneficial for designing future monitoring programmes especially related to whale watching activities around Abrolhos Archipelago.
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The neuromuscular disorders are a heterogeneous group of genetic diseases, caused by mutations in genes coding sarcolemmal, sarcomeric, and citosolic muscle proteins. Deficiencies or loss of function of these proteins leads to variable degree of progressive loss of motor ability. Several animal models, manifesting phenotypes observed in neuromuscular diseases, have been identified in nature or generated in laboratory. These models generally present physiological alterations observed in human patients and can be used as important tools for genetic, clinic, and histopathological studies. The mdx mouse is the most widely used animal model for Duchenne muscular dystrophy (DMD). Although it is a good genetic and biochemical model, presenting total deficiency of the protein dystrophin in the muscle, this mouse is not useful for clinical trials because of its very mild phenotype. The canine golden retriever MD model represents a more clinically similar model of DMD due to its larger size and significant muscle weakness. Autosomal recessive limb-girdle MD forms models include the SJL/J mice, which develop a spontaneous myopathy resulting from a mutation in the Dysferlin gene, being a model for LGMD2B. For the human sarcoglycanopahties (SG), the BIO14.6 hamster is the spontaneous animal model for delta-SG deficiency, whereas some canine models with deficiency of SG proteins have also been identified. More recently, using the homologous recombination technique in embryonic stem cell, several mouse models have been developed with null mutations in each one of the four SG genes. All sarcoglycan-null animals display a progressive muscular dystrophy of variable severity and share the property of a significant secondary reduction in the expression of the other members of the sarcoglycan subcomplex and other components of the Dystrophin-glycoprotein complex. Mouse models for congenital MD include the dy/dy (dystrophia-muscularis) mouse and the allelic mutant dy(2J)/dy(2J) mouse, both presenting significant reduction of alpha 2-laminin in the muscle and a severe phenotype. The myodystrophy mouse (Large(myd)) harbors a mutation in the glycosyltransferase Large, which leads to altered glycosylation of alpha-DG, and also a severe phenotype. Other informative models for muscle proteins include the knockout mouse for myostatin, which demonstrated that this protein is a negative regulator of muscle growth. Additionally, the stress syndrome in pigs, caused by mutations in the porcine RYR1 gene, helped to localize the gene causing malignant hypertermia and Central Core myopathy in humans. The study of animal models for genetic diseases, in spite of the existence of differences in some phenotypes, can provide important clues to the understanding of the pathogenesis of these disorders and are also very valuable for testing strategies for therapeutic approaches.
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It is known that patients may cease participating in a longitudinal study and become lost to follow-up. The objective of this article is to present a Bayesian model to estimate the malaria transition probabilities considering individuals lost to follow-up. We consider a homogeneous population, and it is assumed that the considered period of time is small enough to avoid two or more transitions from one state of health to another. The proposed model is based on a Gibbs sampling algorithm that uses information of lost to follow-up at the end of the longitudinal study. To simulate the unknown number of individuals with positive and negative states of malaria at the end of the study and lost to follow-up, two latent variables were introduced in the model. We used a real data set and a simulated data to illustrate the application of the methodology. The proposed model showed a good fit to these data sets, and the algorithm did not show problems of convergence or lack of identifiability. We conclude that the proposed model is a good alternative to estimate probabilities of transitions from one state of health to the other in studies with low adherence to follow-up.
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In this paper, we introduce a Bayesian analysis for survival multivariate data in the presence of a covariate vector and censored observations. Different ""frailties"" or latent variables are considered to capture the correlation among the survival times for the same individual. We assume Weibull or generalized Gamma distributions considering right censored lifetime data. We develop the Bayesian analysis using Markov Chain Monte Carlo (MCMC) methods.
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For tokamak models using simplified geometries and reversed shear plasma profiles, we have numerically investigated how the onset of Lagrangian chaos at the plasma edge may affect the plasma confinement in two distinct but closely related problems. Firstly, we have considered the motion of particles in drift waves in the presence of an equilibrium radial electric field with shear. We have shown that the radial particle transport caused by this motion is selective in phase space, being determined by the resonant drift waves and depending on the parameters of both the resonant waves and the electric field profile. Moreover, we have shown that an additional transport barrier may be created at the plasma edge by increasing the electric field. In the second place, we have studied escape patterns and magnetic footprints of chaotic magnetic field lines in the region near a tokamak wall, when there are resonant modes due to the action of an ergodic magnetic limiter. A non-monotonic safety factor profile has been used in the analysis of field line topology in a region of negative magnetic shear. We have observed that, if internal modes are perturbed, the distributions of field line connection lengths and magnetic footprints exhibit spatially localized escape channels. For typical physical parameters of a fusion plasma, the two Lagrangian chaotic processes considered in this work can be effective in usual conditions so as to influence plasma confinement. The reversed shear effects discussed in this work may also contribute to evaluate the transport barrier relevance in advanced confinement scenarios in future tokamak experiments.
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In this article, we discuss inferential aspects of the measurement error regression models with null intercepts when the unknown quantity x (latent variable) follows a skew normal distribution. We examine first the maximum-likelihood approach to estimation via the EM algorithm by exploring statistical properties of the model considered. Then, the marginal likelihood, the score function and the observed information matrix of the observed quantities are presented allowing direct inference implementation. In order to discuss some diagnostics techniques in this type of models, we derive the appropriate matrices to assessing the local influence on the parameter estimates under different perturbation schemes. The results and methods developed in this paper are illustrated considering part of a real data set used by Hadgu and Koch [1999, Application of generalized estimating equations to a dental randomized clinical trial. Journal of Biopharmaceutical Statistics, 9, 161-178].
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In this paper we extend partial linear models with normal errors to Student-t errors Penalized likelihood equations are applied to derive the maximum likelihood estimates which appear to be robust against outlying observations in the sense of the Mahalanobis distance In order to study the sensitivity of the penalized estimates under some usual perturbation schemes in the model or data the local influence curvatures are derived and some diagnostic graphics are proposed A motivating example preliminary analyzed under normal errors is reanalyzed under Student-t errors The local influence approach is used to compare the sensitivity of the model estimates (C) 2010 Elsevier B V All rights reserved
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We review several asymmetrical links for binary regression models and present a unified approach for two skew-probit links proposed in the literature. Moreover, under skew-probit link, conditions for the existence of the ML estimators and the posterior distribution under improper priors are established. The framework proposed here considers two sets of latent variables which are helpful to implement the Bayesian MCMC approach. A simulation study to criteria for models comparison is conducted and two applications are made. Using different Bayesian criteria we show that, for these data sets, the skew-probit links are better than alternative links proposed in the literature.
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Cdc25 phosphatases involved in cell cycle checkpoints are now active targets for the development of anti-cancer therapies. Rational drug design would certainly benefit from detailed structural information for Cdc25s. However, only apo- or sulfate-bound crystal structures of the Cdc25 catalytic domain have been described so far. Together with previously available crystalographic data, results from molecular dynamics simulations, bioinformatic analysis, and computer-generated conformational ensembles shown here indicate that the last 30-40 residues in the C-terminus of Cdc25B are partially unfolded or disordered in solution. The effect of C-terminal flexibility upon binding of two potent small molecule inhibitors to Cdc25B is then analyzed by using three structural models with variable levels of flexibility, including an equilibrium distributed ensemble of Cdc25B backbone conformations. The three Cdc25B structural models are used in combination with flexible docking, clustering, and calculation of binding free energies by the linear interaction energy approximation to construct and validate Cdc25B-inhibitor complexes. Two binding sites are identified on top and beside the Cdc25B active site. The diversity of interaction modes found increases with receptor flexibility. Backbone flexibility allows the formation of transient cavities or compact hydrophobic units on the surface of the stable, folded protein core that are unexposed or unavailable for ligand binding in rigid and densely packed crystal structures. The present results may help to speculate on the mechanisms of small molecule complexation to partially unfolded or locally disordered proteins.