15 resultados para simulation studies

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


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The use of bivariate distributions plays a fundamental role in survival and reliability studies. In this paper, we consider a location scale model for bivariate survival times based on the proposal of a copula to model the dependence of bivariate survival data. For the proposed model, we consider inferential procedures based on maximum likelihood. Gains in efficiency from bivariate models are also examined in the censored data setting. For different parameter settings, sample sizes and censoring percentages, various simulation studies are performed and compared to the performance of the bivariate regression model for matched paired survival data. Sensitivity analysis methods such as local and total influence are presented and derived under three perturbation schemes. The martingale marginal and the deviance marginal residual measures are used to check the adequacy of the model. Furthermore, we propose a new measure which we call modified deviance component residual. The methodology in the paper is illustrated on a lifetime data set for kidney patients.

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In survival analysis applications, the failure rate function may frequently present a unimodal shape. In such case, the log-normal or log-logistic distributions are used. In this paper, we shall be concerned only with parametric forms, so a location-scale regression model based on the Burr XII distribution is proposed for modeling data with a unimodal failure rate function as an alternative to the log-logistic regression model. Assuming censored data, we consider a classic analysis, a Bayesian analysis and a jackknife estimator for the parameters of the proposed model. For different parameter settings, sample sizes and censoring percentages, various simulation studies are performed and compared to the performance of the log-logistic and log-Burr XII regression models. Besides, we use sensitivity analysis to detect influential or outlying observations, and residual analysis is used to check the assumptions in the model. Finally, we analyze a real data set under log-Buff XII regression models. (C) 2008 Published by Elsevier B.V.

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Glycosyl hydrolases are enzymes capable of breaking the glycosidic linkage of polysaccharides and have considerable industrial and biotechnological applications. Driven by the later applications, it is frequently desirable that glycosyl hydrolases display stability and activity under extreme environment conditions, such as high temperatures and extreme pHs. Here, we present X-ray structure of the hyperthermophilic laminarinase from Rhodothermus marinus (RmLamR) determined at 1.95 angstrom resolution and molecular dynamics simulation studies aimed to comprehend the molecular basis, for the thermal stability of this class of enzymes. As most thermostable proteins, RmLamR contains a relatively large number of salt bridges, which are not randomly distributed on the structure. On the contrary, they form clusters interconnecting beta-sheets of the catalytic domain. Not all salt bridges, however, are beneficial for the protein thermostability: the existence of charge-charge interactions permeating the hydrophobic core of the enzymes actually contributes to destabilize the structure by facilitating water penetration into hydrophobic cavities, as can be seen in the case of mesophilic enzymes. Furthermore, we demonstrate that the mobility of the side-chains is perturbed differently in each class of enzymes. The side-chains of loop residues surrounding the catalytic cleft in the mesophilic laminarinase gain mobility and obstruct the active site at high temperature. By contrast, thermophilic laminarinases preserve their active site flexibility, and the active-site cleft remains accessible for recognition of polysaccharide substrates even at high temperatures. The present results provide structural insights into the role played by salt-bridges and active site flexibility on protein thermal stability and may be relevant for other classes of proteins, particularly glycosyl hydrolases.

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In this article, we compare three residuals based on the deviance component in generalised log-gamma regression models with censored observations. 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. For all cases studied, the empirical distributions of the proposed residuals are in general symmetric around zero, but only a martingale-type residual presented negligible kurtosis for the majority of the cases studied. These studies suggest that the residual analysis usually performed in normal linear regression models can be straightforwardly extended for the martingale-type residual in generalised log-gamma regression models with censored data. A lifetime data set is analysed under log-gamma regression models and a model checking based on the martingale-type residual is performed.

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In this paper, a novel statistical test is introduced to compare two locally stationary time series. The proposed approach is a Wald test considering time-varying autoregressive modeling and function projections in adequate spaces. The covariance structure of the innovations may be also time- varying. In order to obtain function estimators for the time- varying autoregressive parameters, we consider function expansions in splines and wavelet bases. Simulation studies provide evidence that the proposed test has a good performance. We also assess its usefulness when applied to a financial time series.

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We review some issues related to the implications of different missing data mechanisms on statistical inference for contingency tables and consider simulation studies to compare the results obtained under such models to those where the units with missing data are disregarded. We confirm that although, in general, analyses under the correct missing at random and missing completely at random models are more efficient even for small sample sizes, there are exceptions where they may not improve the results obtained by ignoring the partially classified data. We show that under the missing not at random (MNAR) model, estimates on the boundary of the parameter space as well as lack of identifiability of the parameters of saturated models may be associated with undesirable asymptotic properties of maximum likelihood estimators and likelihood ratio tests; even in standard cases the bias of the estimators may be low only for very large samples. We also show that the probability of a boundary solution obtained under the correct MNAR model may be large even for large samples and that, consequently, we may not always conclude that a MNAR model is misspecified because the estimate is on the boundary of the parameter space.

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In general, the normal distribution is assumed for the surrogate of the true covariates in the classical error model. This paper considers a class of distributions, which includes the normal one, for the variables subject to error. An estimation approach yielding consistent estimators is developed and simulation studies reported.

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In this paper we present an extension of the generalized Birnbaum-Saunders distribution family introduced in [Diaz-Garcia, J.A., Leiva-Sanchez, V., 2005. A new family of life distributions based on the contoured elliptically distributions. Journal of Statistical Planning and Inference 128 (2), 445-457] with a view to make it even more flexible in terms of its kurtosis coefficient. Properties involving moments and asymmetry and kurtosis indexes are studied for some special members of this family such as the slash Birnbaum-Saunders and slash-t Birnbaum-Saunders. Simulation studies for some particular cases and a real data analysis are also reported, illustrating the usefulness of the extension considered. (C) 2008 Elsevier B.V. All rights reserved.

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Prediction of random effects is an important problem with expanding applications. In the simplest context, the problem corresponds to prediction of the latent value (the mean) of a realized cluster selected via two-stage sampling. Recently, Stanek and Singer [Predicting random effects from finite population clustered samples with response error. J. Amer. Statist. Assoc. 99, 119-130] developed best linear unbiased predictors (BLUP) under a finite population mixed model that outperform BLUPs from mixed models and superpopulation models. Their setup, however, does not allow for unequally sized clusters. To overcome this drawback, we consider an expanded finite population mixed model based on a larger set of random variables that span a higher dimensional space than those typically applied to such problems. We show that BLUPs for linear combinations of the realized cluster means derived under such a model have considerably smaller mean squared error (MSE) than those obtained from mixed models, superpopulation models, and finite population mixed models. We motivate our general approach by an example developed for two-stage cluster sampling and show that it faithfully captures the stochastic aspects of sampling in the problem. We also consider simulation studies to illustrate the increased accuracy of the BLUP obtained under the expanded finite population mixed model. (C) 2007 Elsevier B.V. All rights reserved.

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This paper derives the second-order biases Of maximum likelihood estimates from a multivariate normal model where the mean vector and the covariance matrix have parameters in common. We show that the second order bias can always be obtained by means of ordinary weighted least-squares regressions. We conduct simulation studies which indicate that the bias correction scheme yields nearly unbiased estimators. (C) 2009 Elsevier B.V. All rights reserved.

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The scavenging processes of chemical species have been previously studied with numerical modeling, in order to understand the gas and particulate matter intra-reservoir transferences. In this study, the atmospheric (RAMS) and scavenging (B.V.2) models were used, in order to simulate sulfate concentrations in rainwater using scavenging processes as well as the local atmospheric conditions obtained within the LBA Project in the State of Rondonia, during a dry-to-wet transition season. Two case studies were conducted. The RAMS atmospheric simulation of these events presented satisfactory results, showing the detailed microphysical processes of clouds in the Amazonian region. On the other hand, with cloud entrainments, observed values have been overestimated. Modeled sulfate rainwater concentration, using exponential decay and cloud heights of 16 km and no entrainments, presented the best results, reaching 97% of the observed value. The results, using shape parameter 5, are the best, improving the overall result. (C) 2008 Elsevier Ltd. All rights reserved.

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The authors present here a summary of their investigations of ultrathin films formed by gold nanoclusters embedded in polymethylmethacrylate polymer. The clusters are formed from the self-organization of subplantated gold ions in the polymer. The source of the low energy ion stream used for the subplantation is a unidirectionally drifting gold plasma created by a magnetically filtered vacuum arc plasma gun. The material properties change according to subplantation dose, including nanocluster sizes and agglomeration state and, consequently also the material electrical behavior and optical activity. They have investigated the composite experimentally and by computer simulation in order to better understand the self-organization and the properties of the material. They present here the results of conductivity measurements and percolation behavior, dynamic TRIM simulations, surface plasmon resonance activity, transmission electron microscopy, small angle x-ray scattering, atomic force microscopy, and scanning tunneling microscopy. (C) 2010 American Vacuum Society [DOI: 10.1116/1.3357287]

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5-HT(1A) receptor antagonists have been employed to treat depression, but the lack of structural information on this receptor hampers the design of specific and selective ligands. In this study, we have performed CoMFA studies on a training set of arylpiperazines (high affinity 5-HT(1A) receptor ligands) and to produce an effective alignment of the data set, a pharmacophore model was produced using Galahad. A statistically significant model was obtained, indicating a good internal consistency and predictive ability for untested compounds. The information gathered from our receptor-independent pharmacophore hypothesis is in good agreement with results from independent studies using different approaches. Therefore, this work provides important insights on the chemical and structural basis involved in the molecular recognition of these compounds. (C) 2010 Elsevier Masson SAS. All rights reserved.

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Lithium salt solutions of Li(CF3SO2)(2)N, LiTFSI, in a room-temperature ionic liquid (RTIL), 1-butyl-2,3-dimethyl-imidazolium cation, BMMI, and the (CF3SO2)(2)N-, bis(trifluoromethanesulfonyl)imide anion, [BMMI][TFSI], were prepared in different concentrations. Thermal properties, density, viscosity, ionic conductivity, and self-diffusion coefficients were determined at different temperatures for pure [BMMI][TFSI] and the lithium solutions. Raman spectroscopy measurements and computer simulations were also carried out in order to understand the microscopic origin of the observed changes in transport coefficients. Slopes of Walden plots for conductivity and fluidity, and the ratio between the actual conductivity and the Nernst-Einstein estimate for conductivity, decrease with increasing LiTFSI content. All of these studies indicated the formation of aggregates of different chemical nature, as it is corroborated by the Raman spectra. In addition, molecular dynamics (MD) simulations showed that the coordination of Li+ by oxygen atoms of TFSI anions changes with Li+ concentration producing a remarkable change of the RTIL structure with a concomitant reduction of diffusion coefficients of all species in the solutions.

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In this work, two different docking programs were used, AutoDock and FlexX, which use different types of scoring functions and searching methods. The docking poses of all quinone compounds studied stayed in the same region in the trypanothione reductase. This region is a hydrophobic pocket near to Phe396, Pro398 and Leu399 amino acid residues. The compounds studied displays a higher affinity in trypanothione reductase (TR) than glutathione reductase (GR), since only two out of 28 quinone compounds presented more favorable docking energy in the site of human enzyme. The interaction of quinone compounds with the TR enzyme is in agreement with other studies, which showed different binding sites from the ones formed by cysteines 52 and 58. To verify the results obtained by docking, we carried out a molecular dynamics simulation with the compounds that presented the highest and lowest docking energies. The results showed that the root mean square deviation (RMSD) between the initial and final pose were very small. In addition, the hydrogen bond pattern was conserved along the simulation. In the parasite enzyme, the amino acid residues Leu399, Met400 and Lys402 are replaced in the human enzyme by Met406, Tyr407 and Ala409, respectively. In view of the fact that Leu399 is an amino acid of the Z site, this difference could be explored to design selective inhibitors of TR.