Modelos de sobrevivência com fração de cura e erro de medida nas covariáveis

In this work, we study the survival cure rate model proposed by Yakovlev et al. (1993), based on a competing risks structure concurring to cause the event of interest, and the approach proposed by Chen et al. (1999), where covariates are introduced to model the risk amount. We focus the measurement error covariates topics, considering the use of corrected score method in order to obtain consistent estimators. A simulation study is done to evaluate the behavior of the estimators obtained by this method for finite samples. The simulation aims to identify not only the impact on the regression coefficients of the covariates measured with error (Mizoi et al. 2007) but also on the coefficients of covariates measured without error. We also verify the adequacy of the piecewise exponential distribution to the cure rate model with measurement error. At the end, model applications involving real data are made

Modelo de risco controlado por resseguro e desigualdades para a probabilidade de ruína

In the work reported here we present theoretical and numerical results about a Risk Model with Interest Rate and Proportional Reinsurance based on the article Inequalities for the ruin probability in a controlled discrete-time risk process by Ros ario Romera and Maikol Diasparra (see [5]). Recursive and integral equations as well as upper bounds for the Ruin Probability are given considering three di erent approaches, namely, classical Lundberg inequality, Inductive approach and Martingale approach. Density estimation techniques (non-parametrics) are used to derive upper bounds for the Ruin Probability and the algorithms used in the simulation are presented

Recuperação e purificação de quitosanases usando adsorção em leito expandido com streamline DEAE com modelagem e simulação usando redes neurais

Expanded Bed Adsorption (EBA) is an integrative process that combines concepts of chromatography and fluidization of solids. The many parameters involved and their synergistic effects complicate the optimization of the process. Fortunately, some mathematical tools have been developed in order to guide the investigation of the EBA system. In this work the application of experimental design, phenomenological modeling and artificial neural networks (ANN) in understanding chitosanases adsorption on ion exchange resin Streamline® DEAE have been investigated. The strain Paenibacillus ehimensis NRRL B-23118 was used for chitosanase production. EBA experiments were carried out using a column of 2.6 cm inner diameter with 30.0 cm in height that was coupled to a peristaltic pump. At the bottom of the column there was a distributor of glass beads having a height of 3.0 cm. Assays for residence time distribution (RTD) revelead a high degree of mixing, however, the Richardson-Zaki coefficients showed that the column was on the threshold of stability. Isotherm models fitted the adsorption equilibrium data in the presence of lyotropic salts. The results of experiment design indicated that the ionic strength and superficial velocity are important to the recovery and purity of chitosanases. The molecular mass of the two chitosanases were approximately 23 kDa and 52 kDa as estimated by SDS-PAGE. The phenomenological modeling was aimed to describe the operations in batch and column chromatography. The simulations were performed in Microsoft Visual Studio. The kinetic rate constant model set to kinetic curves efficiently under conditions of initial enzyme activity 0.232, 0.142 e 0.079 UA/mL. The simulated breakthrough curves showed some differences with experimental data, especially regarding the slope. Sensitivity tests of the model on the surface velocity, axial dispersion and initial concentration showed agreement with the literature. The neural network was constructed in MATLAB and Neural Network Toolbox. The cross-validation was used to improve the ability of generalization. The parameters of ANN were improved to obtain the settings 6-6 (enzyme activity) and 9-6 (total protein), as well as tansig transfer function and Levenberg-Marquardt training algorithm. The neural Carlos Eduardo de Araújo Padilha dezembro/2013 9 networks simulations, including all the steps of cycle, showed good agreement with experimental data, with a correlation coefficient of approximately 0.974. The effects of input variables on profiles of the stages of loading, washing and elution were consistent with the literature

Modelos de sobrevivência com fração de cura e omissão nas covariáveis

In this work we study the survival cure rate model proposed by Yakovlev (1993) that are considered in a competing risk setting. Covariates are introduced for modeling the cure rate and we allow some covariates to have missing values. We consider only the cases by which the missing covariates are categorical and implement the EM algorithm via the method of weights for maximum likelihood estimation. We present a Monte Carlo simulation experiment to compare the properties of the estimators based on this method with those estimators under the complete case scenario. We also evaluate, in this experiment, the impact in the parameter estimates when we increase the proportion of immune and censored individuals among the not immune one. We demonstrate the proposed methodology with a real data set involving the time until the graduation for the undergraduate course of Statistics of the Universidade Federal do Rio Grande do Norte