4 resultados para Multivariate volatility models

em DigitalCommons@The Texas Medical Center


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Racial differences in heart failure with preserved ejection fraction (HFpEF) have rarely been studied in an ambulatory, financially "equal access" cohort, although the majority of such patients are treated as outpatients. ^ Retrospective data was collected from 2,526 patients (2,240 Whites, 286 African American) with HFpEF treated at 153 VA clinics, as part of the VA External Peer Review Program (EPRP) between October 2000 and September 2002. Kaplan Meier curves (stratified by race) were created for time to first heart failure (HF) hospitalization, all cause hospitalization and death and Cox proportional multivariate regression models were constructed to evaluate the effect of race on these outcomes. ^ African American patients were younger (67.7 ± 11.3 vs. 71.2 ± 9.8 years; p < 0.001), had lower prevalence of atrial fibrillation (24.5 % vs. 37%; p <0.001), chronic obstructive pulmonary disease (23.4 % vs. 36.9%, p <0.001), but had higher blood pressure (systolic blood pressure > 120 mm Hg 77.6% vs. 67.8%; p < 0.01), glomerular filtration rate (67.9 ± 31.0 vs. 61.6 ± 22.6 mL/min/1.73 m2; p < 0.001), anemia (56.6% vs. 41.7%; p <0.001) as compared to whites. African Americans were found to have higher risk adjusted rate of HF hospitalization (HR 1.52, 95% CI 1.1 - 2.11; p = 0.01), with no difference in risk-adjusted all cause hospitalization (p = 0.80) and death (p= 0.21). ^ In a financially "equal access" setting of the VA, among ambulatory patients with HFpEF, African Americans have similar rates of mortality and all cause hospitalization but have an increased risk of HF hospitalizations compared to whites.^

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A multivariate frailty hazard model is developed for joint-modeling of three correlated time-to-event outcomes: (1) local recurrence, (2) distant recurrence, and (3) overall survival. The term frailty is introduced to model population heterogeneity. The dependence is modeled by conditioning on a shared frailty that is included in the three hazard functions. Independent variables can be included in the model as covariates. The Markov chain Monte Carlo methods are used to estimate the posterior distributions of model parameters. The algorithm used in present application is the hybrid Metropolis-Hastings algorithm, which simultaneously updates all parameters with evaluations of gradient of log posterior density. The performance of this approach is examined based on simulation studies using Exponential and Weibull distributions. We apply the proposed methods to a study of patients with soft tissue sarcoma, which motivated this research. Our results indicate that patients with chemotherapy had better overall survival with hazard ratio of 0.242 (95% CI: 0.094 - 0.564) and lower risk of distant recurrence with hazard ratio of 0.636 (95% CI: 0.487 - 0.860), but not significantly better in local recurrence with hazard ratio of 0.799 (95% CI: 0.575 - 1.054). The advantages and limitations of the proposed models, and future research directions are discussed. ^

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Strategies are compared for the development of a linear regression model with stochastic (multivariate normal) regressor variables and the subsequent assessment of its predictive ability. Bias and mean squared error of four estimators of predictive performance are evaluated in simulated samples of 32 population correlation matrices. Models including all of the available predictors are compared with those obtained using selected subsets. The subset selection procedures investigated include two stopping rules, C$\sb{\rm p}$ and S$\sb{\rm p}$, each combined with an 'all possible subsets' or 'forward selection' of variables. The estimators of performance utilized include parametric (MSEP$\sb{\rm m}$) and non-parametric (PRESS) assessments in the entire sample, and two data splitting estimates restricted to a random or balanced (Snee's DUPLEX) 'validation' half sample. The simulations were performed as a designed experiment, with population correlation matrices representing a broad range of data structures.^ The techniques examined for subset selection do not generally result in improved predictions relative to the full model. Approaches using 'forward selection' result in slightly smaller prediction errors and less biased estimators of predictive accuracy than 'all possible subsets' approaches but no differences are detected between the performances of C$\sb{\rm p}$ and S$\sb{\rm p}$. In every case, prediction errors of models obtained by subset selection in either of the half splits exceed those obtained using all predictors and the entire sample.^ Only the random split estimator is conditionally (on $\\beta$) unbiased, however MSEP$\sb{\rm m}$ is unbiased on average and PRESS is nearly so in unselected (fixed form) models. When subset selection techniques are used, MSEP$\sb{\rm m}$ and PRESS always underestimate prediction errors, by as much as 27 percent (on average) in small samples. Despite their bias, the mean squared errors (MSE) of these estimators are at least 30 percent less than that of the unbiased random split estimator. The DUPLEX split estimator suffers from large MSE as well as bias, and seems of little value within the context of stochastic regressor variables.^ To maximize predictive accuracy while retaining a reliable estimate of that accuracy, it is recommended that the entire sample be used for model development, and a leave-one-out statistic (e.g. PRESS) be used for assessment. ^

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The electroencephalogram (EEG) is a physiological time series that measures electrical activity at different locations in the brain, and plays an important role in epilepsy research. Exploring the variance and/or volatility may yield insights for seizure prediction, seizure detection and seizure propagation/dynamics.^ Maximal Overlap Discrete Wavelet Transforms (MODWTs) and ARMA-GARCH models were used to determine variance and volatility characteristics of 66 channels for different states of an epileptic EEG – sleep, awake, sleep-to-awake and seizure. The wavelet variances, changes in wavelet variances and volatility half-lives for the four states were compared for possible differences between seizure and non-seizure channels.^ The half-lives of two of the three seizure channels were found to be shorter than all of the non-seizure channels, based on 95% CIs for the pre-seizure and awake signals. No discernible patterns were found the wavelet variances of the change points for the different signals. ^