23 resultados para Bayesian Statistics

em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP)


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Regional climate change projections for the last half of the twenty-first century have been produced for South America, as part of the CREAS (Cenarios REgionalizados de Clima Futuro da America do Sul) regional project. Three regional climate models RCMs (Eta CCS, RegCM3 and HadRM3P) were nested within the HadAM3P global model. The simulations cover a 30-year period representing present climate (1961-1990) and projections for the IPCC A2 high emission scenario for 2071-2100. The focus was on the changes in the mean circulation and surface variables, in particular, surface air temperature and precipitation. There is a consistent pattern of changes in circulation, rainfall and temperatures as depicted by the three models. The HadRM3P shows intensification and a more southward position of the subtropical Pacific high, while a pattern of intensification/weakening during summer/winter is projected by the Eta CCS/RegCM3. There is a tendency for a weakening of the subtropical westerly jet from the Eta CCS and HadRM3P, consistent with other studies. There are indications that regions such of Northeast Brazil and central-eastern and southern Amazonia may experience rainfall deficiency in the future, while the Northwest coast of Peru-Ecuador and northern Argentina may experience rainfall excesses in a warmer future, and these changes may vary with the seasons. The three models show warming in the A2 scenario stronger in the tropical region, especially in the 5A degrees N-15A degrees S band, both in summer and especially in winter, reaching up to 6-8A degrees C warmer than in the present. In southern South America, the warming in summer varies between 2 and 4A degrees C and in winter between 3 and 5A degrees C in the same region from the 3 models. These changes are consistent with changes in low level circulation from the models, and they are comparable with changes in rainfall and temperature extremes reported elsewhere. In summary, some aspects of projected future climate change are quite robust across this set of model runs for some regions, as the Northwest coast of Peru-Ecuador, northern Argentina, Eastern Amazonia and Northeast Brazil, whereas for other regions they are less robust as in Pantanal region of West Central and southeastern Brazil.

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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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Sensitivity and specificity are measures that allow us to evaluate the performance of a diagnostic test. In practice, it is common to have situations where a proportion of selected individuals cannot have the real state of the disease verified, since the verification could be an invasive procedure, as occurs with biopsy. This happens, as a special case, in the diagnosis of prostate cancer, or in any other situation related to risks, that is, not practicable, nor ethical, or in situations with high cost. For this case, it is common to use diagnostic tests based only on the information of verified individuals. This procedure can lead to biased results or workup bias. In this paper, we introduce a Bayesian approach to estimate the sensitivity and the specificity for two diagnostic tests considering verified and unverified individuals, a result that generalizes the usual situation based on only one diagnostic test.

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In this paper, we compare the performance of two statistical approaches for the analysis of data obtained from the social research area. In the first approach, we use normal models with joint regression modelling for the mean and for the variance heterogeneity. In the second approach, we use hierarchical models. In the first case, individual and social variables are included in the regression modelling for the mean and for the variance, as explanatory variables, while in the second case, the variance at level 1 of the hierarchical model depends on the individuals (age of the individuals), and in the level 2 of the hierarchical model, the variance is assumed to change according to socioeconomic stratum. Applying these methodologies, we analyze a Colombian tallness data set to find differences that can be explained by socioeconomic conditions. We also present some theoretical and empirical results concerning the two models. From this comparative study, we conclude that it is better to jointly modelling the mean and variance heterogeneity in all cases. We also observe that the convergence of the Gibbs sampling chain used in the Markov Chain Monte Carlo method for the jointly modeling the mean and variance heterogeneity is quickly achieved.

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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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In this paper, we introduce a Bayesian analysis for bioequivalence data assuming multivariate pharmacokinetic measures. With the introduction of correlation parameters between the pharmacokinetic measures or between the random effects in the bioequivalence models, we observe a good improvement in the bioequivalence results. These results are of great practical interest since they can yield higher accuracy and reliability for the bioequivalence tests, usually assumed by regulatory offices. An example is introduced to illustrate the proposed methodology by comparing the usual univariate bioequivalence methods with multivariate bioequivalence. We also consider some usual existing discrimination Bayesian methods to choose the best model to be used in bioequivalence studies.

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In this paper we deal with a Bayesian analysis for right-censored survival data suitable for populations with a cure rate. We consider a cure rate model based on the negative binomial distribution, encompassing as a special case the promotion time cure model. Bayesian analysis is based on Markov chain Monte Carlo (MCMC) methods. We also present some discussion on model selection and an illustration with a real dataset.

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The purpose of this paper is to develop a Bayesian analysis for nonlinear regression models under scale mixtures of skew-normal distributions. This novel class of models provides a useful generalization of the symmetrical nonlinear regression models since the error distributions cover both skewness and heavy-tailed distributions such as the skew-t, skew-slash and the skew-contaminated normal distributions. The main advantage of these class of distributions is that they have a nice hierarchical representation that allows the implementation of Markov chain Monte Carlo (MCMC) methods to simulate samples from the joint posterior distribution. In order to examine the robust aspects of this flexible class, against outlying and influential observations, we present a Bayesian case deletion influence diagnostics based on the Kullback-Leibler divergence. Further, some discussions on the model selection criteria are given. The newly developed procedures are illustrated considering two simulations study, and a real data previously analyzed under normal and skew-normal nonlinear regression models. (C) 2010 Elsevier B.V. All rights reserved.

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The multivariate skew-t distribution (J Multivar Anal 79:93-113, 2001; J R Stat Soc, Ser B 65:367-389, 2003; Statistics 37:359-363, 2003) includes the Student t, skew-Cauchy and Cauchy distributions as special cases and the normal and skew-normal ones as limiting cases. In this paper, we explore the use of Markov Chain Monte Carlo (MCMC) methods to develop a Bayesian analysis of repeated measures, pretest/post-test data, under multivariate null intercept measurement error model (J Biopharm Stat 13(4):763-771, 2003) where the random errors and the unobserved value of the covariate (latent variable) follows a Student t and skew-t distribution, respectively. The results and methods are numerically illustrated with an example in the field of dentistry.

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The purpose of this paper is to develop a Bayesian approach for log-Birnbaum-Saunders Student-t regression models under right-censored survival data. Markov chain Monte Carlo (MCMC) methods are used to develop a Bayesian procedure for the considered model. In order to attenuate the influence of the outlying observations on the parameter estimates, we present in this paper Birnbaum-Saunders models in which a Student-t distribution is assumed to explain the cumulative damage. Also, some discussions on the model selection to compare the fitted models are given and case deletion influence diagnostics are developed for the joint posterior distribution based on the Kullback-Leibler divergence. The developed procedures are illustrated with a real data set. (C) 2010 Elsevier B.V. All rights reserved.

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Linear mixed models were developed to handle clustered data and have been a topic of increasing interest in statistics for the past 50 years. Generally. the normality (or symmetry) of the random effects is a common assumption in linear mixed models but it may, sometimes, be unrealistic, obscuring important features of among-subjects variation. In this article, we utilize skew-normal/independent distributions as a tool for robust modeling of linear mixed models under a Bayesian paradigm. The skew-normal/independent distributions is an attractive class of asymmetric heavy-tailed distributions that includes the skew-normal distribution, skew-t, skew-slash and the skew-contaminated normal distributions as special cases, providing an appealing robust alternative to the routine use of symmetric distributions in this type of models. The methods developed are illustrated using a real data set from Framingham cholesterol study. (C) 2009 Elsevier B.V. All rights reserved.

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The main goal of this paper is to investigate a cure rate model that comprehends some well-known proposals found in the literature. In our work the number of competing causes of the event of interest follows the negative binomial distribution. The model is conveniently reparametrized through the cured fraction, which is then linked to covariates by means of the logistic link. We explore the use of Markov chain Monte Carlo methods to develop a Bayesian analysis in the proposed model. The procedure is illustrated with a numerical example.

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Skew-normal distribution is a class of distributions that includes the normal distributions as a special case. In this paper, we explore the use of Markov Chain Monte Carlo (MCMC) methods to develop a Bayesian analysis in a multivariate, null intercept, measurement error model [R. Aoki, H. Bolfarine, J.A. Achcar, and D. Leao Pinto Jr, Bayesian analysis of a multivariate null intercept error-in -variables regression model, J. Biopharm. Stat. 13(4) (2003b), pp. 763-771] where the unobserved value of the covariate (latent variable) follows a skew-normal distribution. The results and methods are applied to a real dental clinical trial presented in [A. Hadgu and G. Koch, Application of generalized estimating equations to a dental randomized clinical trial, J. Biopharm. Stat. 9 (1999), pp. 161-178].

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Item response theory (IRT) comprises a set of statistical models which are useful in many fields, especially when there is interest in studying latent variables. These latent variables are directly considered in the Item Response Models (IRM) and they are usually called latent traits. A usual assumption for parameter estimation of the IRM, considering one group of examinees, is to assume that the latent traits are random variables which follow a standard normal distribution. However, many works suggest that this assumption does not apply in many cases. Furthermore, when this assumption does not hold, the parameter estimates tend to be biased and misleading inference can be obtained. Therefore, it is important to model the distribution of the latent traits properly. In this paper we present an alternative latent traits modeling based on the so-called skew-normal distribution; see Genton (2004). We used the centred parameterization, which was proposed by Azzalini (1985). This approach ensures the model identifiability as pointed out by Azevedo et al. (2009b). Also, a Metropolis Hastings within Gibbs sampling (MHWGS) algorithm was built for parameter estimation by using an augmented data approach. A simulation study was performed in order to assess the parameter recovery in the proposed model and the estimation method, and the effect of the asymmetry level of the latent traits distribution on the parameter estimation. Also, a comparison of our approach with other estimation methods (which consider the assumption of symmetric normality for the latent traits distribution) was considered. The results indicated that our proposed algorithm recovers properly all parameters. Specifically, the greater the asymmetry level, the better the performance of our approach compared with other approaches, mainly in the presence of small sample sizes (number of examinees). Furthermore, we analyzed a real data set which presents indication of asymmetry concerning the latent traits distribution. The results obtained by using our approach confirmed the presence of strong negative asymmetry of the latent traits distribution. (C) 2010 Elsevier B.V. All rights reserved.

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A Bayesian inference approach using Markov Chain Monte Carlo (MCMC) is developed for the logistic positive exponent (LPE) model proposed by Samejima and for a new skewed Logistic Item Response Theory (IRT) model, named Reflection LPE model. Both models lead to asymmetric item characteristic curves (ICC) and can be appropriate because a symmetric ICC treats both correct and incorrect answers symmetrically, which results in a logical contradiction in ordering examinees on the ability scale. A data set corresponding to a mathematical test applied in Peruvian public schools is analyzed, where comparisons with other parametric IRT models also are conducted. Several model comparison criteria are discussed and implemented. The main conclusion is that the LPE and RLPE IRT models are easy to implement and seem to provide the best fit to the data set considered.