98 resultados para random coefficient regression model


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The main object of this paper is to discuss the Bayes estimation of the regression coefficients in the elliptically distributed simple regression model with measurement errors. The posterior distribution for the line parameters is obtained in a closed form, considering the following: the ratio of the error variances is known, informative prior distribution for the error variance, and non-informative prior distributions for the regression coefficients and for the incidental parameters. We proved that the posterior distribution of the regression coefficients has at most two real modes. Situations with a single mode are more likely than those with two modes, especially in large samples. The precision of the modal estimators is studied by deriving the Hessian matrix, which although complicated can be computed numerically. The posterior mean is estimated by using the Gibbs sampling algorithm and approximations by normal distributions. The results are applied to a real data set and connections with results in the literature are reported. (C) 2011 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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Regression models for the mean quality-adjusted survival time are specified from hazard functions of transitions between two states and the mean quality-adjusted survival time may be a complex function of covariates. We discuss a regression model for the mean quality-adjusted survival (QAS) time based on pseudo-observations, which has the advantage of directly modeling the effect of covariates in the QAS time. Both Monte Carlo Simulations and a real data set are studied. Copyright (C) 2009 John Wiley & Sons, Ltd.

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Birnbaum-Saunders models have largely been applied in material fatigue studies and reliability analyses to relate the total time until failure with some type of cumulative damage. In many problems related to the medical field, such as chronic cardiac diseases and different types of cancer, a cumulative damage caused by several risk factors might cause some degradation that leads to a fatigue process. In these cases, BS models can be suitable for describing the propagation lifetime. However, since the cumulative damage is assumed to be normally distributed in the BS distribution, the parameter estimates from this model can be sensitive to outlying observations. In order to attenuate this influence, we present in this paper BS models, in which a Student-t distribution is assumed to explain the cumulative damage. In particular, we show that the maximum likelihood estimates of the Student-t log-BS models attribute smaller weights to outlying observations, which produce robust parameter estimates. Also, some inferential results are presented. In addition, based on local influence and deviance component and martingale-type residuals, a diagnostics analysis is derived. Finally, a motivating example from the medical field is analyzed using log-BS regression models. Since the parameter estimates appear to be very sensitive to outlying and influential observations, the Student-t log-BS regression model should attenuate such influences. The model checking methodologies developed in this paper are used to compare the fitted models.

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We analyze data obtained from a study designed to evaluate training effects on the performance of certain motor activities of Parkinson`s disease patients. Maximum likelihood methods were used to fit beta-binomial/Poisson regression models tailored to evaluate the effects of training on the numbers of attempted and successful specified manual movements in 1 min periods, controlling for disease stage and use of the preferred hand. We extend models previously considered by other authors in univariate settings to account for the repeated measures nature of the data. The results suggest that the expected number of attempts and successes increase with training, except for patients with advanced stages of the disease using the non-preferred hand. Copyright (c) 2008 John Wiley & Sons, Ltd.

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Hajnal and Juhasz proved that under CH there is a hereditarily separable, hereditarily normal topological group without non-trivial convergent sequences that is countably compact and not Lindelof. The example constructed is a topological subgroup H subset of 2(omega 1) that is an HFD with the following property (P) the projection of H onto every partial product 2(I) for I is an element of vertical bar omega(1)vertical bar(omega) is onto. Any such group has the necessary properties. We prove that if kappa is a cardinal of uncountable cofinality, then in the model obtained by forcing over a model of CH with the measure algebra on 2(kappa), there is an HFD topological group in 2(omega 1) which has property (P). Crown Copyright (C) 2009 Published by Elsevier B.V. All rights reserved.

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The Birnbaum-Saunders regression model is commonly used in reliability studies. We derive a simple matrix formula for second-order covariances of maximum-likelihood estimators in this class of models. The formula is quite suitable for computer implementation, since it involves only simple operations on matrices and vectors. Some simulation results show that the second-order covariances can be quite pronounced in small to moderate sample sizes. We also present empirical applications.

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The main purpose of this work is to study the behaviour of Skovgaard`s [Skovgaard, I.M., 2001. Likelihood asymptotics. Scandinavian journal of Statistics 28, 3-32] adjusted likelihood ratio statistic in testing simple hypothesis in a new class of regression models proposed here. The proposed class of regression models considers Dirichlet distributed observations, and the parameters that index the Dirichlet distributions are related to covariates and unknown regression coefficients. This class is useful for modelling data consisting of multivariate positive observations summing to one and generalizes the beta regression model described in Vasconcellos and Cribari-Neto [Vasconcellos, K.L.P., Cribari-Neto, F., 2005. Improved maximum likelihood estimation in a new class of beta regression models. Brazilian journal of Probability and Statistics 19,13-31]. We show that, for our model, Skovgaard`s adjusted likelihood ratio statistics have a simple compact form that can be easily implemented in standard statistical software. The adjusted statistic is approximately chi-squared distributed with a high degree of accuracy. Some numerical simulations show that the modified test is more reliable in finite samples than the usual likelihood ratio procedure. An empirical application is also presented and discussed. (C) 2009 Elsevier B.V. All rights reserved.

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We introduce, for the first time, a new class of Birnbaum-Saunders nonlinear regression models potentially useful in lifetime data analysis. The class generalizes the regression model described by Rieck and Nedelman [Rieck, J.R., Nedelman, J.R., 1991. A log-linear model for the Birnbaum-Saunders distribution. Technometrics 33, 51-60]. We discuss maximum-likelihood estimation for the parameters of the model, and derive closed-form expressions for the second-order biases of these estimates. Our formulae are easily computed as ordinary linear regressions and are then used to define bias corrected maximum-likelihood estimates. Some simulation results show that the bias correction scheme yields nearly unbiased estimates without increasing the mean squared errors. Two empirical applications are analysed and discussed. Crown Copyright (C) 2009 Published by Elsevier B.V. All rights reserved.

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Objective: Wives of pathological gamblers tend to endure long marriages despite financial and emotional burden. Difficulties in social adjustment, personality psychopathology, and comorbidity with psychiatric disorders are pointed as reasons for remaining on such overwhelming relationships. The goal was to examine the social adjustment, personality and negative emotionality of wives of pathological gamblers. Method: The sample consisted of 25 wives of pathological gamblers, mean age 40.6, SD = 9.1 from a Gambling Outpatient Unit and at GAM-ANON, and 25 wives of non-gamblers, mean age 40.8, SD = 9.1, who answered advertisements placed at the Universidade de São Paulo hospital and medical school complex. They were selected in order to approximately match demographic characteristics of the wives of pathological gamblers. Subjects were assessed by the Social Adjustment Scale, Temperament and Character Inventory, Beck Depression Inventory and State-Trait Anxiety Inventory. Results: Three variables remained in the final Multiple Logistic Regression model, wives of pathological gamblers presented greater dissatisfaction with their marital bond, and higher scores on Reward Dependence and Persistence temperament factors. Both, Wives of pathological gamblers and wives of non-gamblers presented well-structured character factors excluding personality disorders. Conclusion: This personality profile may explain wives of pathological gamblers emotional resilience and their marriage longevity. Co-dependence and other labels previously used to describe them may work as a double edged sword, legitimating wives of pathological gamblers problems, while stigmatizing them as inapt and needy.

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FUNDAMENTO: O conhecimento da evolução da mortalidade cardiovascular é importante para levantar hipóteses sobre a sua ocorrência e subsidiar medidas de prevenção e controle. OBJETIVOS: Comparar a mortalidade pelo conjunto das doenças cardiovasculares e seus principais subgrupos: doença isquêmica do coração e cerebrovasculares (DIC e DCBV), no município de São Paulo, por sexo e idade, de 1996 a 1998 e 2003 a 2005. MÉTODOS: Foram usados dados de óbitos do Programa de Aprimoramento das Informações de Mortalidade para o Município (PROAIM) e estimativas populacionais da Fundação Sistema Estadual de Análise de Dados (SEADE) do Estado de São Paulo. A magnitude na mortalidade e as mudanças entre os triênios foram medidas pela descrição de coeficientes e variação percentual relativa. O modelo de regressão de Poisson foi usado também para estimar a mudança na mortalidade entre os períodos. RESULTADOS: Observou-se redução importante da mortalidade cardiovascular. Os coeficientes aumentam com a idade em ambos os sexos. Também são mais elevados na população masculina, na faixa a partir dos 70 anos. Os coeficientes de mortalidade por DIC são maiores que aqueles por DCBV, tanto nos homens como nas mulheres de 50 anos ou mais. O declínio pelo conjunto das doenças cardiovasculares foi maior em mulheres de 20 a 29 anos (-30%) e em homens de 30 a 39 anos (-26%). CONCLUSÃO: A força da intensidade da mortalidade cardiovascular diminuiu entre 1996 e 1998, a 2003 e 2005. Ainda assim há diferenças entre os grupos. Essa redução pode significar, em parte, um maior acesso aos métodos diagnósticos e terapêuticos.

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OBJETIVO: Estimar a prevalência de hipertensão arterial entre militares jovens e fatores associados. MÉTODOS: Estudo transversal realizado com amostra de 380 militares do sexo masculino de 19 e 35 anos de idade em uma unidade da Força Aérea Brasileira em São Paulo, SP, entre 2000 e 2001. Os pontos de corte para hipertensão foram: >140mmHg para pressão sistólica e > 90mmHg para pressão diastólica. As variáveis estudadas incluíram fatores de risco e de proteção para hipertensão, como características comportamentais e nutricionais. Para análise das associações, utilizou-se regressão linear generalizada múltipla, com família binomial e ligação logarítmica, obtendo-se razões de prevalências com intervalo de 90% de confiança e seleção hierarquizada das variáveis. RESULTADOS: A prevalência de hipertensão arterial foi de 22% (IC 90%: 21;29). No modelo final da regressão múltipla verificou-se prevalência de hipertensão 68% maior entre os ex-fumantes em relação aos não fumantes (IC 90%: 1,13;2,50). Entre os indivíduos com sobrepeso (índice de massa corporal - IMC de 25 a 29kg/m2) e com obesidade (IMC>29kg/m2) as prevalências foram, respectivamente, 75% (IC 90%: 1,23;2,50) e 178% (IC 90%: 1,82;4,25) maiores do que entre os eutróficos. Entre os que praticavam atividade física regular, comparado aos que não praticavam, a prevalência foi 52% menor (IC 90%: 0,30;0,90). CONCLUSÕES: Ser ex-fumante e ter sobrepeso ou obesidade foram situações de risco para hipertensão, enquanto que a prática regular de atividade física foi fator de proteção em militares jovens.

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OBJETIVO: Analisar as características das quedas no grupo etário com 60 anos ou mais, com ênfase nas quedas no mesmo nível, residentes no Estado de São Paulo, a partir da análise das diferentes fontes de informação oficiais. MÉTODOS: Foram analisadas as 1.328 mortes registradas no SIM em 2007, 20.726 internações no SIH/SUS em 2008 e os 359 atendimentos realizados em 24 UEs do Estado de São Paulo em 2007. Um teste de regressão logística foi utilizado para testar associações entre variáveis nos atendimentos em emergências. RESULTADOS: O sexo masculino preponderou nas mortes (51,2 %) enquanto o sexo feminino preponderou nas internações (61,1%) e atendimentos em emergências (60,4%). O coeficiente de mortalidade foi 31/100.000 habitantes, aumentando com a idade e atingindo o valor de 110,7/100.000 habitantes na faixa de 80 anos e mais. As quedas no mesmo nível foram responsáveis pela maior proporção de mortes definidas (35%), nas internações (47,5%) e também nas emergências (66%), crescendo de importância com o aumento das faixas etárias. A residência foi o local de ocorrência em 65,8% dos casos atendidos nas emergências. Os traumatismos de cabeça assumem importância nas mortes; as fraturas de fêmur foram as lesões mais frequentes nas internações e emergências. Nas emergências, as mulheres foram 1,55 vezes significativamente mais prováveis de serem atendidas por uma queda do que pelas outras causas externas que os homens. Comparativamente à faixa de 60 a 69 anos, os indivíduos na faixa de 70 a 79 anos foram 2,10 vezes e os indivíduos de 80 anos e mais foram 2,26 vezes significativamente mais prováveis de serem atendidos por uma queda do que pelas outras causas externas. Não houve diferença estatisticamente significante quanto ao sexo ou faixa etária quando se comparou os indivíduos que sofreram quedas no mesmo nível e outros tipos de queda. CONCLUSÃO: Recomenda-se que a prevenção das quedas entre idosos entre na pauta de discussão das políticas públicas sem mais demora.

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CONTEXT AND OBJECTIVES: Osteoporosis has frequently been observed in patients with rheumatoid arthritis. The present study was undertaken in order to evaluate factors associated with osteoporosis among women with rheumatoid arthritis. DESIGN AND SETTING: Cross-sectional study, carried out in a public hospital in São Paulo. METHODS: The participants were 83 women with rheumatoid arthritis (53.7 ± 10.0 years old). Bone mineral density (BMD) and body composition were measured by dual energy X-ray absorptiometry. The patients were divided into three groups according to BMD: group 1, normal BMD (n = 24); group 2, osteopenia (n = 38); and group 3, osteoporosis (n = 21). Tests were performed to compare differences in means and correlations, with adjustments for age, duration of disease and cumulative corticosteroid. The relationships between clinical factors, physical activity score, dietary intake, body composition and biochemical parameters were analyzed using linear regression models. RESULTS: Mean calcium, vitamin D and omega-6 intakes were lower than the recommendations. Associations were found between BMD and age, disease duration, parathyroid hormone concentration and fat intake. The linear regression model showed that being older, with more years of disease and lower weight were negatively correlated with BMD [Total femur = 0.552 + 0.06 (weight) + 0.019 (total physical activity) - 0.05 (age) - 0.003 (disease duration); R² = 48.1; P < 0.001]. CONCLUSION: The present study indicates that nutritional factors and body composition are associated with bone mass in women with rheumatoid arthritis.

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Prevalence of severe food insecurity was estimated for Brazilian municipalities based on the 2004 National Household Sample Survey (PNAD). First, a logistic regression model was developed and tested with this database. The model was then applied to the 2000 census data, generating severe food insecurity estimates for the Brazilian municipalities, which were subsequently analyzed according to the proportion of families exposed to severe food insecurity. Severe food insecurity was mainly concentrated in the North and Northeast regions, where 46.1% and 65.3% of municipalities showed high prevalence of severe food insecurity, respectively. Most municipalities in the Central West region showed intermediate prevalence of severe food insecurity. There was wide intra-regional variation in severe food insecurity, while the South of Brazil showed the most uniform distribution. In conclusion, Brazil displays wide inter and intra-regional variations in the occurrence of severe food insecurity. Such variations should be identified and analyzed in order to plan appropriate public policies.