59 resultados para Linear Models in Temporal Series

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


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Mixed linear models are commonly used in repeated measures studies. They account for the dependence amongst observations obtained from the same experimental unit. Often, the number of observations is small, and it is thus important to use inference strategies that incorporate small sample corrections. In this paper, we develop modified versions of the likelihood ratio test for fixed effects inference in mixed linear models. In particular, we derive a Bartlett correction to such a test, and also to a test obtained from a modified profile likelihood function. Our results generalize those in [Zucker, D.M., Lieberman, O., Manor, O., 2000. Improved small sample inference in the mixed linear model: Bartlett correction and adjusted likelihood. Journal of the Royal Statistical Society B, 62,827-838] by allowing the parameter of interest to be vector-valued. Additionally, our Bartlett corrections allow for random effects nonlinear covariance matrix structure. We report simulation results which show that the proposed tests display superior finite sample behavior relative to the standard likelihood ratio test. An application is also presented and discussed. (C) 2008 Elsevier B.V. All rights reserved.

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The estimation of data transformation is very useful to yield response variables satisfying closely a normal linear model, Generalized linear models enable the fitting of models to a wide range of data types. These models are based on exponential dispersion models. We propose a new class of transformed generalized linear models to extend the Box and Cox models and the generalized linear models. We use the generalized linear model framework to fit these models and discuss maximum likelihood estimation and inference. We give a simple formula to estimate the parameter that index the transformation of the response variable for a subclass of models. We also give a simple formula to estimate the rth moment of the original dependent variable. We explore the possibility of using these models to time series data to extend the generalized autoregressive moving average models discussed by Benjamin er al. [Generalized autoregressive moving average models. J. Amer. Statist. Assoc. 98, 214-223]. The usefulness of these models is illustrated in a Simulation study and in applications to three real data sets. (C) 2009 Elsevier B.V. All rights reserved.

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The enzyme purine nucleoside phosphorylase from Schistosoma mansoni (SmPNP) is an attractive molecular target for the treatment of major parasitic infectious diseases, with special emphasis on its role in the discovery of new drugs against schistosomiasis, a tropical disease that affects millions of people worldwide. In the present work, we have determined the inhibitory potency and developed descriptor- and fragment-based quantitative structure-activity relationships (QSAR) for a series of 9-deazaguanine analogs as inhibitors of SmPNP. Significant statistical parameters (descriptor-based model: r² = 0.79, q² = 0.62, r²pred = 0.52; and fragment-based model: r² = 0.95, q² = 0.81, r²pred = 0.80) were obtained, indicating the potential of the models for untested compounds. The fragment-based model was then used to predict the inhibitory potency of a test set of compounds, and the predicted values are in good agreement with the experimental results

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In this paper, we compare three residuals to assess departures from the error assumptions as well as to detect outlying observations in log-Burr XII regression models with censored observations. These residuals can also be used for the log-logistic regression model, which is a special case of the log-Burr XII regression model. For different parameter settings, sample sizes and censoring percentages, various simulation studies are performed and the empirical distribution of each residual is displayed and compared with the standard normal distribution. These studies suggest that the residual analysis usually performed in normal linear regression models can be straightforwardly extended to the modified martingale-type residual in log-Burr XII regression models with censored data.

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Most studies involving statistical time series analysis rely on assumptions of linearity, which by its simplicity facilitates parameter interpretation and estimation. However, the linearity assumption may be too restrictive for many practical applications. The implementation of nonlinear models in time series analysis involves the estimation of a large set of parameters, frequently leading to overfitting problems. In this article, a predictability coefficient is estimated using a combination of nonlinear autoregressive models and the use of support vector regression in this model is explored. We illustrate the usefulness and interpretability of results by using electroencephalographic records of an epileptic patient.

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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 introduce in this paper the class of linear models with first-order autoregressive elliptical errors. The score functions and the Fisher information matrices are derived for the parameters of interest and an iterative process is proposed for the parameter estimation. Some robustness aspects of the maximum likelihood estimates are discussed. The normal curvatures of local influence are also derived for some usual perturbation schemes whereas diagnostic graphics to assess the sensitivity of the maximum likelihood estimates are proposed. The methodology is applied to analyse the daily log excess return on the Microsoft whose empirical distributions appear to have AR(1) and heavy-tailed errors. (C) 2008 Elsevier B.V. All rights reserved.

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This study analyzed inter-individual variability of the temporal structure applied in basketball throwing. Ten experienced male athletes in basketball throwing were filmed and a number of kinematic movement parameters analyzed. A biomechanical model provided the relative timing of the shoulder, elbow and wrist joint movements. Inter-individual variability was analyzed using sequencing and relative timing of tem phases of the throw. To compare the variability of the movement phases between subjects a discriminant analysis and an ANOVA were applied. The Tukey test was applied to determine where differences occurred. The significance level was p = 0.05. Inter-individual variability was explained by three concomitant factors: (a) a precision control strategy, (b) a velocity control strategy and (c) intrinsic characteristics of the subjects. Therefore, despite the fact that some actions are common to the basketball throwing pattern each performed demonstrated particular and individual characteristics.

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In this paper, we present various diagnostic methods for polyhazard models. Polyhazard models are a flexible family for fitting lifetime data. Their main advantage over the single hazard models, such as the Weibull and the log-logistic models, is to include a large amount of nonmonotone hazard shapes, as bathtub and multimodal curves. Some influence methods, such as the local influence and total local influence of an individual are derived, analyzed and discussed. A discussion of the computation of the likelihood displacement as well as the normal curvature in the local influence method are presented. Finally, an example with real data is given for illustration.

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Baccharis dracunculifolia DC (Asteraceae), a native plant from Brazil, commonly known as `Alecrim-do-campo` is widely used in folk medicine to treat inflammation, hepatic disorders and stomach ulcers, and it is the most important botanical source of Southeastern Brazilian propolis, known as green propolis. Its essential oil is composed of non-oxygenated and oxygenated terpenes. In this work, the effects of the essential oil obtained from the aerial parts of R dracunculifolia on gastric ulcers were evaluated. The antiulcer assays were undertaken using the following protocols in rats: nonsteroidal antiinflammatory drug (NSAID)-induced ulcer, ethanol-induced ulcer, stress-induced ulcer, and determination of gastric secretion using ligated pylorus. The treatment in the doses of 50, 250 and 500 mg/kg of R dracunculifolia essential oil significantly diminished the lesion index, the total lesion area and the percentage of lesions in comparison with both positive and negative control groups. With regard to the model of gastric secretion a reduction of gastric juice volume and total acidity was observed, as well as an increase in the gastric pH. No sign of toxicity was observed in the acute toxicity study. Considering the results, it is suggested that the essential oil of B. dracunculifolia could probably be a good therapeutic agent for the development of new phytotherapeutic medicine for the treatment of gastric ulcer. Copyright (C) 2009 John Wiley & Sons, Ltd.

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Episodic memory impairment is a well-recognized feature of mesial temporal lobe epilepsy. Semantic memory has received much less attention in this patient population. In this study, semantic memory aspects (word-picture matching, word definition, confrontation and responsive naming, and word list generation) in 19 patients with left and right temporal lobe epilepsy secondary to mesial temporal sclerosis (MTS) were compared with those of normal controls. Patients with LMTS showed impaired performance in word definition (compared to controls and RMTS) and in responsive naming (compared to controls). RMTS and LMTS patients performed worse than controls in word-picture matching. Both patients with left and right mesial temporal lobe epilepsy performed worse than controls in word list generation and in confrontation naming tests. Attentional-executive dysfunction may have contributed to these deficits. We conclude that patients with left and right NITS display impaired aspects of semantic knowledge. A better understanding of semantic processing difficulties in these patients will provide better insight into the difficulties with activities of daily living in this patient population. (C) 2007 Elsevier Inc. All rights reserved.

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The purpose is to present the studies of RET gene expression and acetylcholinesterase activity in 23 patients operated for Hirschsprung`s disease (HD). The patients underwent either transanal endorectal pull-through or Duhamell`s procedure. Full-thickness intestinal samples from the three different segments (ganglionic, intermediate and aganglionic) were collected. Each tissue sample was divided in two portions, one for AChE histochemical staining and the other for examination of RET mRNA expression level. All patients had an uneventful postoperative recovery. In all patients, the AChE stainings demonstrated the absence of activity in the ganglionic area, the marked increase of positive fibers in the aganglionic area, and little increase of positive fibers in the intermediate area. In the ganglionic and intermediate areas, all patients (100%) showed significant RET gene expression. In the aganglionic area, 18 patients (78.3%) did not present gene expression and the other five patients (21.7%) presented gene expression that was similar to the ganglionic and intermediate areas. The results reinforce the conclusion that the method of AChE staining is effective for the diagnosis of intestinal aganglionosis and confirm the knowledge that genes beyond RET may be implicated in the genesis of sporadic cases of HD.

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Clinical and demographic presurgical variables may be associated with unfavorable postsurgical neurological outcome in patients with mesial temporal lobe epilepsy with hippocampal sclerosis (MTLE-HS). However, few reports include preoperative psychiatric disorders as a factor predictive of long-term post-surgical MTLE-HS neurological Outcome. We used Engel`s criteria to follow 186 postsurgical patients with MTLE-HS for an average of 6 years. DSM-IV criteria and psychiatric comorbidity criteria specific to epilepsy (interictal dysphoric disorder, postictal and interictal psychosis) were used to assess presurgical psychiatric disorders. Kaplan-Meier event-free Survival and adjusted hazard ratios were estimated with unconditional logistic regression. Seventy-seven (41.4%) patients had a preoperative Axis I psychiatric diagnosis. Thirty-six patients had depression, I I interictal dysphoric disorder, 14 interictal psychosis, 6 postictal psychosis, and 10 anxiety disorders. Twenty-three (12.4%) patients had Axis 11 personality disorders. Regarding seizure outcome, preoperative anxiety disorders (P = 0.009) and personality disorders (P = 0.003) were positively Correlated with Engel class I B (remaining auras) or higher. These findings emphasize the importance of presurgical psychiatric evaluation, counseling, and Postsurgical follow-up of patients with epilepsy and psychiatric disorders. (C) 2009 Elsevier Inc. All rights reserved.

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We report our pediatric experience with lacosarnide, a new antiepileptic drug, approved by the US Food and Drug Administration as adjunctive therapy in focal epilepsy in patients more than 17 years old. We retrospectively reviewed charts for lacosamide use and seizure frequency outcome in patients with focal epilepsy (Wilcoxon signed rank test). Sixteen patients (7 boys) were identified (median dose 275 mg daily, 4.7 mg/kg daily; mean age 14.9 years, range 8-21 years). Patients were receiving a median of 2 antiepileptic drugs (interquartile range [IQR] 1.7-3) in addition to having undergone previous epilepsy surgery (n = 3), vagus nerve stimulation (n = 9), and ketogenic diet (n = 3). Causes included structural (encephalomalacia and diffuse encephalitis, 1 each; stroke in 2) and genetic abnormalities (Aarskog and Rett syndromes, 1 each) or cause not known (n = 10). Median seizure frequency at baseline was 57 per month (IQR 7-75), and after a median follow-up of 4 months (range 1-13 months) of receiving lacosamide, it was 12.5 per month (IQR 3-75), (P < 0.01). Six patients (37.5%; 3 seizure free) were classified as having disease that responded to therapy (>= 50% reduction seizure frequency) and 10 as having disease that did not respond to therapy (<50% in 3; increase in 1; unchanged in 6). Adverse events (tics, behavioral disturbance, seizure worsening, and depression with suicidal ideation in 1 patient each) prompted lacosamide discontinuation in 4/16 (25%). This retrospective study of 16 children with drug-resistant focal epilepsy demonstrated good response to adjunctive lacosamide therapy (median seizure reduction of 39.6%; 37.5% with >= 50% seizure reduction) without severe adverse events. (C) 2011 Elsevier Inc. All rights reserved.