41 resultados para random regression model


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In a distributed key distribution scheme, a set of servers helps a set of users in a group to securely obtain a common key. Security means that an adversary who corrupts some servers and some users has no information about the key of a noncorrupted group. In this work, we formalize the security analysis of one such scheme which was not considered in the original proposal. We prove the scheme is secure in the random oracle model, assuming that the Decisional Diffie-Hellman (DDH) problem is hard to solve. We also detail a possible modification of that scheme and the one in which allows us to prove the security of the schemes without assuming that a specific hash function behaves as a random oracle. As usual, this improvement in the security of the schemes is at the cost of an efficiency loss.

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This paper discusses the role of deterministic components in the DGP and in the auxiliary regression model which underlies the implementation of the Fractional Dickey-Fuller (FDF) test for I(1) against I(d) processes with d ∈ [0, 1). This is an important test in many economic applications because I(d) processess with d & 1 are mean-reverting although, when 0.5 ≤ d & 1,, like I(1) processes, they are nonstationary. We show how simple is the implementation of the FDF in these situations, and argue that it has better properties than LM tests. A simple testing strategy entailing only asymptotically normally distributed tests is also proposed. Finally, an empirical application is provided where the FDF test allowing for deterministic components is used to test for long-memory in the per capita GDP of several OECD countries, an issue that has important consequences to discriminate between growth theories, and on which there is some controversy.

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In this article we examine the potential effect of market structureon hospital technical efficiency as a measure of performance controlled byownership and regulation. This study is relevant to provide an evaluationof the potential effects of recommended and initiated deregulation policiesin order to promote market reforms in the context of a European NationalHealth Service. Our goal was reached through three main empirical stages.Firstly, using patient origin data from hospitals in the region of Cataloniain 1990, we estimated geographic hospital markets through the Elzinga--Hogartyapproach, based on patient flows. Then we measured the market level ofconcentration using the Herfindahl--Hirschman index. Secondly, technicaland scale efficiency scores for each hospital was obtained specifying aData Envelopment Analysis. According to the data nearly two--thirds of thehospitals operate under the production frontier with an average efficiencyscore of 0.841. Finally, the determinants of the efficiency scores wereinvestigated using a censored regression model. Special attention waspaid to test the hypothesis that there is an efficiency improvement in morecompetitive markets. The results suggest that the number of competitors inthe market contributes positively to technical efficiency and there is someevidence that the differences in efficiency scores are attributed toseveral environmental factors such as ownership, market structure andregulation effects.

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This study examined the incidence of cervical cancer and survival rates according to migrant experience of women from different regions of Spain to Girona, Catalonia (Spain). DESIGN--Using data from the population based cancer registry of Girona for the period 1980-89, crude and age adjusted incidence rates were calculated for local-born and first generation migrants from other Spanish regions. The age standardised rate ratio (SRR) was calculated and Cox's regression model was used to adjust survival according to migrant status for age and stage at diagnosis. MAIN RESULTS--The incidence of cervical cancer was significantly higher in first generation Spanish migrants compared with locally born women (SRR: 2.02; 95% CI 1.40:2.92). The stage at diagnosis was more advanced among migrants. Survival probability was significantly associated with stage at diagnosis, but age and region of birth were not. CONCLUSIONS--Migrants from the southern Spanish regions show a twofold excess in the incidence of cervical cancer compared with the Girona-born female population. Cases of cervical cancer in migrants are diagnosed at a more advanced stage and as a consequence have a poorer prognosis.

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En este documento se ilustra de un modo práctico, el empleo de tres instrumentos que permiten al actuario definir grupos arancelarios y estimar premios de riesgo en el proceso que tasa la clase para el seguro de no vida. El primero es el análisis de segmentación (CHAID y XAID) usado en primer lugar en 1997 por UNESPA en su cartera común de coches. El segundo es un proceso de selección gradual con el modelo de regresión a base de distancia. Y el tercero es un proceso con el modelo conocido y generalizado de regresión linear, que representa la técnica más moderna en la bibliografía actuarial. De estos últimos, si combinamos funciones de eslabón diferentes y distribuciones de error, podemos obtener el aditivo clásico y modelos multiplicativos

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We present a continuous time random walk model for the scale-invariant transport found in a self-organized critical rice pile [K. Christensen et al., Phys. Rev. Lett. 77, 107 (1996)]. From our analytical results it is shown that the dynamics of the experiment can be explained in terms of Lvy flights for the grains and a long-tailed distribution of trapping times. Scaling relations for the exponents of these distributions are obtained. The predicted microscopic behavior is confirmed by means of a cellular automaton model.

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All derivations of the one-dimensional telegraphers equation, based on the persistent random walk model, assume a constant speed of signal propagation. We generalize here the model to allow for a variable propagation speed and study several limiting cases in detail. We also show the connections of this model with anomalous diffusion behavior and with inertial dichotomous processes.

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We consider the effects of quantum fluctuations in mean-field quantum spin-glass models with pairwise interactions. We examine the nature of the quantum glass transition at zero temperature in a transverse field. In models (such as the random orthogonal model) where the classical phase transition is discontinuous an analysis using the static approximation reveals that the transition becomes continuous at zero temperature.

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En este documento se ilustra de un modo práctico, el empleo de tres instrumentos que permiten al actuario definir grupos arancelarios y estimar premios de riesgo en el proceso que tasa la clase para el seguro de no vida. El primero es el análisis de segmentación (CHAID y XAID) usado en primer lugar en 1997 por UNESPA en su cartera común de coches. El segundo es un proceso de selección gradual con el modelo de regresión a base de distancia. Y el tercero es un proceso con el modelo conocido y generalizado de regresión linear, que representa la técnica más moderna en la bibliografía actuarial. De estos últimos, si combinamos funciones de eslabón diferentes y distribuciones de error, podemos obtener el aditivo clásico y modelos multiplicativos

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Background: Data from different studies suggest a favourable association between pretreatment with statins or hypercholesterolemia and outcome after ischaemic stroke. We examined whether there were differences in in-hospital mortality according to the presence or absence of statin therapy in a large population of first-ever ischaemic stroke patients and assessed the influence of statins upon early death and spontaneous neurological recovery. Methods: In 2,082 consecutive patients with first-ever ischaemic stroke collected from a prospective hospital-based stroke registry during a period of 19 years (1986-2004), statin use or hypercholesterolemia before stroke was documented in 381 patients. On the other hand, favourable outcome defined as grades 0-2 in the modified Rankin scale was recorded in 382 patients. Results: Early outcome was better in the presence of statin therapy or hypercholesterolemia (cholesterol levels were not measured) with significant differences between the groups with and without pretreatment with statins in in-hospital mortality (6% vs 13.3%, P = 0.001) and symptom-free (22% vs 17.5%, P = 0.025) and severe functional limitation (6.6% vs 11.5%, P = 0.002) at hospital discharge, as well as lower rates of infectious respiratory complications during hospitalization. In the logistic regression model, statin therapy was the only variable inversely associated with in-hospital death (odds ratio 0.57) and directly associated with favourable outcome (odds ratio 1.32).

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Objetivo: Describir la incidencia de la incapacidad temporal por contingencia común (ITcc) y profesional (ITcp) iniciada en 2009 en afiliados a la Seguridad Social (SS) que forman parte de la Muestra Continua de Vida Laboral.Métodos: Cohorte formada por 873.008 afiliados a la SS en España que registraron 163.008 episodios de IT con un tiempo acumulado total en riesgo de 675.923,6 trabajadores-año. Se estimó la tasa de incidencia de todos los primeros episodios de IT y por trastornos musculo-esqueléticos (TME) según variables demográficas y laborales. Posteriormente se calcularon las razones de tasas crudas (RTc) y ajustadas (RTa) mediante un modelo de regresión Poisson.Resultados: La incidencia de la ITcc e ITcp fue de 23,1 y 1,0 casos por 100 trabajadores-año, respectivamente. La incidencia por ITcc fue superior en mujeres, en menores de 26 años y en Navarra (32,8 casos por 100 trabajadores-año), y por ITcp las mayores incidencias se observaron en hombres y en Galicia. Por diagnóstico, los TME presentaron 424,7 casos y 3,6 casos por 10.000 trabajadores-año según contingencia común y profesional respectivamente. Por otra parte, los trabajadores temporales tuvieron más riesgo de desarrollar ITcp (RTa=1,09;IC95%=1,04-1,15) e ITcc (RTa=1,02;IC95%=1,01-1,03) respecto a los permanentes.Conclusiones: La incidencia de la IT sigue un mismo patrón según edad, régimen de afiliación y relación laboral. Por tipo de contingencia se observaron diferencias en la ocupación, sexo, tamaño de empresa, comunidad autónoma y actividad económica. Es necesario estudiar con más detenimiento las diferencias observadas por actividad económica y tipo de relación contractual.

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El presente trabajo traslada el debate académico alrededor del mayor riesgo de pobreza que afrontan las mujeres en relación a los hombres al contexto español. Tras una breve revisión bibliográfica de los datos disponibles sobre la pobreza femenina en países industrializados y sus posibles causantes, se ponen a prueba esos mismos factores potencialmente culpables en el caso español. Del EU-SILC de 2010 se ha sacado una muestra formada únicamente por mujeres y hombres que o bien viven solos o con hijos a su cargo y, partiendo de ella, el método de la regresión logística ha concluido que hay factores exclusivamente explicativos de la pobreza femenina. Ser madre soltera, ser joven (entre 16 y 25 años) y no haber nacido en España tienen una importante capacidad explicativa de la pobreza femenina mientras no son significativas como explicación de la pobreza masculina. Si a estos factores añadimos no tener un trabajo, un bajo logro educativo y no recibir ningún subsidio individual, obtenemos un conjunto de factores que explican un 26.8% de los casos de mujeres españolas pobres que viven solas o son madres solteras. Estos datos ponen de relieve la necesidad de más investigaciones al respecto que consigan un mayor poder explicativo.

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BACKGROUND: Pharmacists can play a decisive role in the management of ambulatory patients with depression who have poor adherence to antidepressant drugs. OBJECTIVE: To systematically evaluate the effectiveness of pharmacist care in improving adherence of depressed outpatients to antidepressants. METHODS: A systematic review and meta-analysis of randomized controlled trials (RCTs) was conducted. RCTs were identified through electronic databases (MEDLINE, Cochrane Central Register of Controlled Trials, Institute for Scientific Information Web of Knowledge, and Spanish National Research Council) from inception to April 2010, reference lists were checked, and experts were consulted. RCTs that evaluated the impact of pharmacist interventions on improving adherence to antidepressants in depressed patients in an outpatient setting (community pharmacy or pharmacy service) were included. Methodologic quality was assessed and methodologic details and outcomes were extracted in duplicate. RESULTS: Six RCTs were identified. A total of 887 patients with an established diagnosis of depression who were initiating or maintaining pharmacologic treatment with antidepressant drugs and who received pharmacist care (459 patients) or usual care (428 patients) were included in the review. The most commonly reported interventions were patient education and monitoring, monitoring and management of toxicity and adverse effects, adherence promotion, provision of written or visual information, and recommendation or implementation of changes or adjustments in medication. Overall, no statistical heterogeneity or publication bias was detected. The pooled odds ratio, using a random effects model, was 1.64 (95% CI 1.24 to 2.17). Subgroup analysis showed no statistically significant differences in results by type of pharmacist involved, adherence measure, diagnostic tool, or analysis strategy. CONCLUSIONS: These results suggest that pharmacist intervention is effective in the improvement of patient adherence to antidepressants. However, data are still limited and we would recommend more research in this area, specifically outside of the US.

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El presente trabajo aborda el estudio de los factores determinantes del endeudamiento empresarial para contrastar empíricamente la hipótesis del Pecking Order. El endeudamiento empresarial se mide junto a su madurez y para los diferentes tamaños empresariales dada la importancia de diferenciar sus posibles efectos contrapuestos o compensados. Los modelos utilizados para el contraste de hipótesis se han estimado con una muestra de 1.320 empresas manufactureras españolas proporcionada por la Encuesta sobre Estrategias Empresariales (ESEE), para el período 1993-2001. El análisis empírico aplica un modelo multivariante de regresión logística que permite concluir que la teoría del Pecking Order es la de mejor cumplimiento, además de constatarse que las empresas de menor tamaño tienen mayores dificultades de acceso a la financiación con deuda a largo plazo.