A general hazard model for lifetime data in the presence of cure rate

Historically, the cure rate model has been used for modeling time-to-event data within which a significant proportion of patients are assumed to be cured of illnesses, including breast cancer, non-Hodgkin lymphoma, leukemia, prostate cancer, melanoma, and head and neck cancer. Perhaps the most popular type of cure rate model is the mixture model introduced by Berkson and Gage [1]. In this model, it is assumed that a certain proportion of the patients are cured, in the sense that they do not present the event of interest during a long period of time and can found to be immune to the cause of failure under study. In this paper, we propose a general hazard model which accommodates comprehensive families of cure rate models as particular cases, including the model proposed by Berkson and Gage. The maximum-likelihood-estimation procedure is discussed. A simulation study analyzes the coverage probabilities of the asymptotic confidence intervals for the parameters. A real data set on children exposed to HIV by vertical transmission illustrates the methodology.

Molecular dynamics simulations of proteins: can the explicit water model be varied?

In molecular mechanics simulations of biological systems, the solvation water is typically represented by a default water model which is an integral part of the force field. Indeed, protein nonbonding parameters are chosen in order to obtain a balance between water-water and protein-water interactions and hence a reliable description of protein solvation. However, less attention has been paid to the question of whether the water model provides a reliable description of the water properties under the chosen simulation conditions, for which more accurate water models often exist. Here we consider the case of the CHARMM protein force field, which was parametrized for use with a modified TIP3P model. Using quantum mechanical and molecular mechanical calculations, we investigate whether the CHARMM force field can be used with other water models: TIP4P and TIP5P. Solvation properties of N-methylacetamide (NMA), other small solute molecules, and a small protein are examined. The results indicate differences in binding energies and minimum energy geometries, especially for TIP5P, but the overall description of solvation is found to be similar for all models tested. The results provide an indication that molecular mechanics simulations with the CHARMM force field can be performed with water models other than TIP3P, thus enabling an improved description of the solvent water properties.

Using Doppler radar with a simple explicit microphysics model to diagnose problems with ice sublimation depth-scales in forecast models

Several previous studies have attempted to assess the sublimation depth-scales of ice particles from clouds into clear air. Upon examining the sublimation depth-scales in the Met Office Unified Model (MetUM), it was found that the MetUM has evaporation depth-scales 2–3 times larger than radar observations. Similar results can be seen in the European Centre for Medium-Range Weather Forecasts (ECMWF), Regional Atmospheric Climate Model (RACMO) and Météo-France models. In this study, we use radar simulation (converting model variables into radar observations) and one-dimensional explicit microphysics numerical modelling to test and diagnose the cause of the deep sublimation depth-scales in the forecast model. The MetUM data and parametrization scheme are used to predict terminal velocity, which can be compared with the observed Doppler velocity. This can then be used to test the hypothesis as to why the sublimation depth-scale is too large within the MetUM. Turbulence could lead to dry air entrainment and higher evaporation rates; particle density may be wrong, particle capacitance may be too high and lead to incorrect evaporation rates or the humidity within the sublimating layer may be incorrectly represented. We show that the most likely cause of deep sublimation zones is an incorrect representation of model humidity in the layer. This is tested further by using a one-dimensional explicit microphysics model, which tests the sensitivity of ice sublimation to key atmospheric variables and is capable of including sonde and radar measurements to simulate real cases. Results suggest that the MetUM grid resolution at ice cloud altitudes is not sufficient enough to maintain the sharp drop in humidity that is observed in the sublimation zone.

A general threshold stress hybrid hazard model for lifetime data

In this paper we propose a hybrid hazard regression model with threshold stress which includes the proportional hazards and the accelerated failure time models as particular cases. To express the behavior of lifetimes the generalized-gamma distribution is assumed and an inverse power law model with a threshold stress is considered. For parameter estimation we develop a sampling-based posterior inference procedure based on Markov Chain Monte Carlo techniques. We assume proper but vague priors for the parameters of interest. A simulation study investigates the frequentist properties of the proposed estimators obtained under the assumption of vague priors. Further, some discussions on model selection criteria are given. The methodology is illustrated on simulated and real lifetime data set.

A landscape-scale test of the predictive ability of a spatially explicit model for population viability analysis

1. Although population viability analysis (PVA) is widely employed, forecasts from PVA models are rarely tested. This study in a fragmented forest in southern Australia contrasted field data on patch occupancy and abundance for the arboreal marsupial greater glider Petauroides volans with predictions from a generic spatially explicit PVA model. This work represents one of the first landscape-scale tests of its type. 2. Initially we contrasted field data from a set of eucalypt forest patches totalling 437 ha with a naive null model in which forecasts of patch occupancy were made, assuming no fragmentation effects and based simply on remnant area and measured densities derived from nearby unfragmented forest. The naive null model predicted an average total of approximately 170 greater gliders, considerably greater than the true count (n = 81). 3. Congruence was examined between field data and predictions from PVA under several metapopulation modelling scenarios. The metapopulation models performed better than the naive null model. Logistic regression showed highly significant positive relationships between predicted and actual patch occupancy for the four scenarios (P = 0.001-0.006). When the model-derived probability of patch occupancy was high (0.50-0.75, 0.75-1.00), there was greater congruence between actual patch occupancy and the predicted probability of occupancy. 4. For many patches, probability distribution functions indicated that model predictions for animal abundance in a given patch were not outside those expected by chance. However, for some patches the model either substantially over-predicted or under-predicted actual abundance. Some important processes, such as inter-patch dispersal, that influence the distribution and abundance of the greater glider may not have been adequately modelled. 5. Additional landscape-scale tests of PVA models, on a wider range of species, are required to assess further predictions made using these tools. This will help determine those taxa for which predictions are and are not accurate and give insights for improving models for applied conservation management.

Optimal provision of implicit and explicit incentives in asset management contracts

This paper investigates the importance of the fiow of funds as an implicit incetive provided by investors to portfolio managers in a two-period relationship. We show that the fiow of funds is a powerful incentive in an asset management contract. We build a binomial moral hazard model to explain the main trade-ofIs in the relationship between fiow, fees and performance. The main assumption is that efIort depend" on the combination of implicit and explicit incentives while the probability distrioutioll function of returns depends on efIort. In the case of full commitment, the investor's relevant trade-ofI is to give up expected return in the second period vis-à-vis to induce efIort in the first período The more concerned the investor is with today's payoff. the more willing he will be to give up expected return in the following periods. That is. in the second period, the investor penalizes observed low returns by withdrawing resources from non-performing portfolio managers. Besides, he pays performance fee when the observed excess return is positive. When commitment is not a plausible hypothesis, we consider that the investor also learns some symmetríc and imperfect information about the ability of the manager to generate positive excess returno In this case, observed returns reveal ability as well as efIort choices exerted by the portfolio manager. We show that implicit incentives can explain the fiow-performance relationship and, conversely, endogenous expected return determines incentives provision and define their optimal leveIs. We provide a numerical solution in Matlab that characterize these results.

Distinct conformational properties determined by implicit and explicit representation of protein-solvent interactions. An analytical and computer simulation study

In the protein folding problem, solvent-mediated forces are commonly represented by intra-chain pairwise contact energy. Although this approximation has proven to be useful in several circumstances, it is limited in some other aspects of the problem. Here we show that it is possible to achieve two models to represent the chain-solvent system. one of them with implicit and other with explicit solvent, such that both reproduce the same thermodynamic results. Firstly, lattice models treated by analytical methods, were used to show that the implicit and explicitly representation of solvent effects can be energetically equivalent only if local solvent properties are time and spatially invariant. Following, applying the same reasoning Used for the lattice models, two inter-consistent Monte Carlo off-lattice models for implicit and explicit solvent are constructed, being that now in the latter the solvent properties are allowed to fluctuate. Then, it is shown that the chain configurational evolution as well as the globule equilibrium conformation are significantly distinct for implicit and explicit solvent systems. Actually, strongly contrasting with the implicit solvent version, the explicit solvent model predicts: (i) a malleable globule, in agreement with the estimated large protein-volume fluctuations; (ii) thermal conformational stability, resembling the conformational hear resistance of globular proteins, in which radii of gyration are practically insensitive to thermal effects over a relatively wide range of temperatures; and (iii) smaller radii of gyration at higher temperatures, indicating that the chain conformational entropy in the unfolded state is significantly smaller than that estimated from random coil configurations. Finally, we comment on the meaning of these results with respect to the understanding of the folding process. (C) 2009 Elsevier B.V. All rights reserved.

Economic analysis in health care regulation : three essays

ABSTRACT - It is the purpose of the present thesis to emphasize, through a series of examples, the need and value of appropriate pre-analysis of the impact of health care regulation. Specifically, the thesis presents three papers on the theme of regulation in different aspects of health care provision and financing. The first two consist of economic analyses of the impact of health care regulation and the third comprises the creation of an instrument for supporting economic analysis of health care regulation, namely in the field of evaluation of health care programs. The first paper develops a model of health plan competition and pricing in order to understand the dynamics of health plan entry and exit in the presence of switching costs and alternative health premium payment systems. We build an explicit model of death spirals, in which profitmaximizing competing health plans find it optimal to adopt a pattern of increasing relative prices culminating in health plan exit. We find the steady-state numerical solution for the price sequence and the plan’s optimal length of life through simulation and do some comparative statics. This allows us to show that using risk adjusted premiums and imposing price floors are effective at reducing death spirals and switching costs, while having employees pay a fixed share of the premium enhances death spirals and increases switching costs. Price regulation of pharmaceuticals is one of the cost control measures adopted by the Portuguese government, as in many European countries. When such regulation decreases the products’ real price over time, it may create an incentive for product turnover. Using panel data for the period of 1997 through 2003 on drug packages sold in Portuguese pharmacies, the second paper addresses the question of whether price control policies create an incentive for product withdrawal. Our work builds the product survival literature by accounting for unobservable product characteristics and heterogeneity among consumers when constructing quality, price control and competition indexes. These indexes are then used as covariates in a Cox proportional hazard model. We find that, indeed, price control measures increase the probability of exit, and that such effect is not verified in OTC market where no such price regulation measures exist. We also find quality to have a significant positive impact on product survival. In the third paper, we develop a microsimulation discrete events model (MSDEM) for costeffectiveness analysis of Human Immunodeficiency Virus treatment, simulating individual paths from antiretroviral therapy (ART) initiation to death. Four driving forces determine the course of events: CD4+ cell count, viral load resistance and adherence. A novel feature of the model with respect to the previous MSDEMs is that distributions of time to event depend on individuals’ characteristics and past history. Time to event was modeled using parametric survival analysis. Events modeled include: viral suppression, regimen switch due virological failure, regimen switch due to other reasons, resistance development, hospitalization, AIDS events, and death. Disease progression is structured according to therapy lines and the model is parameterized with cohort Portuguese observational data. An application of the model is presented comparing the cost-effectiveness ART initiation with two nucleoside analogue reverse transcriptase inhibitors (NRTI) plus one non-nucleoside reverse transcriptase inhibitor(NNRTI) to two NRTI plus boosted protease inhibitor (PI/r) in HIV- 1 infected individuals. We find 2NRTI+NNRTI to be a dominant strategy. Results predicted by the model reproduce those of the data used for parameterization and are in line with those published in the literature.

Using a Bayesian model for bankruptcy prediction : a comparative approach

The purpose of this study is to examine the impact of the choice of cut-off points, sampling procedures, and the business cycle on the accuracy of bankruptcy prediction models. Misclassification can result in erroneous predictions leading to prohibitive costs to firms, investors and the economy. To test the impact of the choice of cut-off points and sampling procedures, three bankruptcy prediction models are assessed- Bayesian, Hazard and Mixed Logit. A salient feature of the study is that the analysis includes both parametric and nonparametric bankruptcy prediction models. A sample of firms from Lynn M. LoPucki Bankruptcy Research Database in the U. S. was used to evaluate the relative performance of the three models. The choice of a cut-off point and sampling procedures were found to affect the rankings of the various models. In general, the results indicate that the empirical cut-off point estimated from the training sample resulted in the lowest misclassification costs for all three models. Although the Hazard and Mixed Logit models resulted in lower costs of misclassification in the randomly selected samples, the Mixed Logit model did not perform as well across varying business-cycles. In general, the Hazard model has the highest predictive power. However, the higher predictive power of the Bayesian model, when the ratio of the cost of Type I errors to the cost of Type II errors is high, is relatively consistent across all sampling methods. Such an advantage of the Bayesian model may make it more attractive in the current economic environment. This study extends recent research comparing the performance of bankruptcy prediction models by identifying under what conditions a model performs better. It also allays a range of user groups, including auditors, shareholders, employees, suppliers, rating agencies, and creditors' concerns with respect to assessing failure risk.

The effects of explicit versus parameterized convection on the MJO in a large-domain high-resolution tropical case study. Part II: Processes leading to differences in MJO development

High-resolution simulations over a large tropical domain (∼20◦S–20◦N and 42◦E–180◦E) using both explicit and parameterized convection are analyzed and compared during a 10-day case study of an active Madden-Julian Oscillation (MJO) event. In Part II, the moisture budgets and moist entropy budgets are analyzed. Vertical subgrid diabatic heating profiles and vertical velocity profiles are also compared; these are related to the horizontal and vertical advective components of the moist entropy budget which contribute to gross moist stability, GMS, and normalized GMS (NGMS). The 4-km model with explicit convection and good MJO performance has a vertical heating structure that increases with height in the lower troposphere in regions of strong convection (like observations), whereas the 12-km model with parameterized convection and a poor MJO does not show this relationship. The 4-km explicit convection model also has a more top-heavy heating profile for the troposphere as a whole near and to the west of the active MJO-related convection, unlike the 12-km parameterized convection model. The dependence of entropy advection components on moisture convergence is fairly weak in all models, and differences between models are not always related to MJO performance, making comparisons to previous work somewhat inconclusive. However, models with relatively good MJO strength and propagation have a slightly larger increase of the vertical advective component with increasing moisture convergence, and their NGMS vertical terms have more variability in time and longitude, with total NGMS that is comparatively larger to the west and smaller to the east.

Solvent effects on the electronic absorption spectrum of camphor using continuum, discrete or explicit approaches

We address the effect of solvation on the lowest electronic excitation energy of camphor. The solvents considered represent a large variation in-solvent polarity. We consider three conceptually different ways of accounting for the solvent using either an implicit, a discrete or an explicit solvation model. The solvatochromic shifts in polar solvents are found to be in good agreement with the experimental data for all three solvent models. However, both the implicit and discrete solvation models are less successful in predicting solvatochromic shifts for solvents of low polarity. The results presented suggest the importance of using explicit solvent molecules in the case of nonpolar solvents. (C) 2009 Elsevier B.V. All rights reserved.

Optimal performance fee and flow of funds in asset management contracts

This paper investigates the importance of ow of funds as an implicit incentive in the asset management industry. We build a two-period bi- nomial moral hazard model to explain the trade-o¤s between ow, per- formance and fees where e¤ort depends on the combination of implicit ( ow of funds) and explicit (performance fee) incentives. Two cases are considered. With full commitment, the investor s relevant trade-o¤ is to give up expected return in the second period vis-à-vis to induce e¤ort in the rst period. The more concerned the investor is with today s pay- o¤, the more willing he will be to give up expected return in the second period by penalizing negative excess return in the rst period. Without full commitment, the investor learns some symmetric and imperfect infor- mation about the ability of the manager to obtain positive excess return. In this case, observed returns reveal ability as well as e¤ort choices. We show that powerful implicit incentives may explain the ow-performance relationship with a numerical solution. Besides, risk aversion explains the complementarity between performance fee and ow of funds.

Methane emissions from floodplains in the Amazon Basin: challenges in developing a process-based model for global applications

Tropical wetlands are estimated to represent about 50% of the natural wetland methane (CH4) emissions and explain a large fraction of the observed CH4 variability on timescales ranging from glacial–interglacial cycles to the currently observed year-to-year variability. Despite their importance, however, tropical wetlands are poorly represented in global models aiming to predict global CH4 emissions. This publication documents a first step in the development of a process-based model of CH4 emissions from tropical floodplains for global applications. For this purpose, the LPX-Bern Dynamic Global Vegetation Model (LPX hereafter) was slightly modified to represent floodplain hydrology, vegetation and associated CH4 emissions. The extent of tropical floodplains was prescribed using output from the spatially explicit hydrology model PCR-GLOBWB. We introduced new plant functional types (PFTs) that explicitly represent floodplain vegetation. The PFT parameterizations were evaluated against available remote-sensing data sets (GLC2000 land cover and MODIS Net Primary Productivity). Simulated CH4 flux densities were evaluated against field observations and regional flux inventories. Simulated CH4 emissions at Amazon Basin scale were compared to model simulations performed in the WETCHIMP intercomparison project. We found that LPX reproduces the average magnitude of observed net CH4 flux densities for the Amazon Basin. However, the model does not reproduce the variability between sites or between years within a site. Unfortunately, site information is too limited to attest or disprove some model features. At the Amazon Basin scale, our results underline the large uncertainty in the magnitude of wetland CH4 emissions. Sensitivity analyses gave insights into the main drivers of floodplain CH4 emission and their associated uncertainties. In particular, uncertainties in floodplain extent (i.e., difference between GLC2000 and PCR-GLOBWB output) modulate the simulated emissions by a factor of about 2. Our best estimates, using PCR-GLOBWB in combination with GLC2000, lead to simulated Amazon-integrated emissions of 44.4 ± 4.8 Tg yr−1. Additionally, the LPX emissions are highly sensitive to vegetation distribution. Two simulations with the same mean PFT cover, but different spatial distributions of grasslands within the basin, modulated emissions by about 20%. Correcting the LPX-simulated NPP using MODIS reduces the Amazon emissions by 11.3%. Finally, due to an intrinsic limitation of LPX to account for seasonality in floodplain extent, the model failed to reproduce the full dynamics in CH4 emissions but we proposed solutions to this issue. The interannual variability (IAV) of the emissions increases by 90% if the IAV in floodplain extent is accounted for, but still remains lower than in most of the WETCHIMP models. While our model includes more mechanisms specific to tropical floodplains, we were unable to reduce the uncertainty in the magnitude of wetland CH4 emissions of the Amazon Basin. Our results helped identify and prioritize directions towards more accurate estimates of tropical CH4 emissions, and they stress the need for more research to constrain floodplain CH4 emissions and their temporal variability, even before including other fundamental mechanisms such as floating macrophytes or lateral water fluxes.

A multivariate frailty model for disease recurrences and survival

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. ^