920 resultados para predictive regression model
Resumo:
The predictive potential of six selected factors was assessed in 72 patients with primary myelodysplastic syndrome using univariate and multivariate logistic regression analysis of survival at 18 months. Factors were age (above median of 69 years), dysplastic features in the three myeloid bone marrow cell lineages, presence of chromosome defects, all metaphases abnormal, double or complex chromosome defects (C23), and a Bournemouth score of 2, 3, or 4 (B234). In the multivariate approach, B234 and C23 proved to be significantly associated with a reduction in the survival probability. The similarity of the regression coefficients associated with these two factors means that they have about the same weight. Consequently, the model was simplified by counting the number of factors (0, 1, or 2) present in each patient, thus generating a scoring system called the Lausanne-Bournemouth score (LB score). The LB score combines the well-recognized and easy-to-use Bournemouth score (B score) with the chromosome defect complexity, C23 constituting an additional indicator of patient outcome. The predicted risk of death within 18 months calculated from the model is as follows: 7.1% (confidence interval: 1.7-24.8) for patients with an LB score of 0, 60.1% (44.7-73.8) for an LB score of 1, and 96.8% (84.5-99.4) for an LB score of 2. The scoring system presented here has several interesting features. The LB score may improve the predictive value of the B score, as it is able to recognize two prognostic groups in the intermediate risk category of patients with B scores of 2 or 3. It has also the ability to identify two distinct prognostic subclasses among RAEB and possibly CMML patients. In addition to its above-described usefulness in the prognostic evaluation, the LB score may bring new insights into the understanding of evolution patterns in MDS. We used the combination of the B score and chromosome complexity to define four classes which may be considered four possible states of myelodysplasia and which describe two distinct evolutional pathways.
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We have considered a Bayesian approach for the nonlinear regression model by replacing the normal distribution on the error term by some skewed distributions, which account for both skewness and heavy tails or skewness alone. The type of data considered in this paper concerns repeated measurements taken in time on a set of individuals. Such multiple observations on the same individual generally produce serially correlated outcomes. Thus, additionally, our model does allow for a correlation between observations made from the same individual. We have illustrated the procedure using a data set to study the growth curves of a clinic measurement of a group of pregnant women from an obstetrics clinic in Santiago, Chile. Parameter estimation and prediction were carried out using appropriate posterior simulation schemes based in Markov Chain Monte Carlo methods. Besides the deviance information criterion (DIC) and the conditional predictive ordinate (CPO), we suggest the use of proper scoring rules based on the posterior predictive distribution for comparing models. For our data set, all these criteria chose the skew-t model as the best model for the errors. These DIC and CPO criteria are also validated, for the model proposed here, through a simulation study. As a conclusion of this study, the DIC criterion is not trustful for this kind of complex model.
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There is a need by engine manufactures for computationally efficient and accurate predictive combustion modeling tools for integration in engine simulation software for the assessment of combustion system hardware designs and early development of engine calibrations. This thesis discusses the process for the development and validation of a combustion modeling tool for Gasoline Direct Injected Spark Ignited Engine with variable valve timing, lift and duration valvetrain hardware from experimental data. Data was correlated and regressed from accepted methods for calculating the turbulent flow and flame propagation characteristics for an internal combustion engine. A non-linear regression modeling method was utilized to develop a combustion model to determine the fuel mass burn rate at multiple points during the combustion process. The computational fluid dynamic software Converge ©, was used to simulate and correlate the 3-D combustion system, port and piston geometry to the turbulent flow development within the cylinder to properly predict the experimental data turbulent flow parameters through the intake, compression and expansion processes. The engine simulation software GT-Power © is then used to determine the 1-D flow characteristics of the engine hardware being tested to correlate the regressed combustion modeling tool to experimental data to determine accuracy. The results of the combustion modeling tool show accurate trends capturing the combustion sensitivities to turbulent flow, thermodynamic and internal residual effects with changes in intake and exhaust valve timing, lift and duration.
Resumo:
Ordinal outcomes are frequently employed in diagnosis and clinical trials. Clinical trials of Alzheimer's disease (AD) treatments are a case in point using the status of mild, moderate or severe disease as outcome measures. As in many other outcome oriented studies, the disease status may be misclassified. This study estimates the extent of misclassification in an ordinal outcome such as disease status. Also, this study estimates the extent of misclassification of a predictor variable such as genotype status. An ordinal logistic regression model is commonly used to model the relationship between disease status, the effect of treatment, and other predictive factors. A simulation study was done. First, data based on a set of hypothetical parameters and hypothetical rates of misclassification was created. Next, the maximum likelihood method was employed to generate likelihood equations accounting for misclassification. The Nelder-Mead Simplex method was used to solve for the misclassification and model parameters. Finally, this method was applied to an AD dataset to detect the amount of misclassification present. The estimates of the ordinal regression model parameters were close to the hypothetical parameters. β1 was hypothesized at 0.50 and the mean estimate was 0.488, β2 was hypothesized at 0.04 and the mean of the estimates was 0.04. Although the estimates for the rates of misclassification of X1 were not as close as β1 and β2, they validate this method. X 1 0-1 misclassification was hypothesized as 2.98% and the mean of the simulated estimates was 1.54% and, in the best case, the misclassification of k from high to medium was hypothesized at 4.87% and had a sample mean of 3.62%. In the AD dataset, the estimate for the odds ratio of X 1 of having both copies of the APOE 4 allele changed from an estimate of 1.377 to an estimate 1.418, demonstrating that the estimates of the odds ratio changed when the analysis includes adjustment for misclassification. ^
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Adaptability and invisibility are hallmarks of modern terrorism, and keeping pace with its dynamic nature presents a serious challenge for societies throughout the world. Innovations in computer science have incorporated applied mathematics to develop a wide array of predictive models to support the variety of approaches to counterterrorism. Predictive models are usually designed to forecast the location of attacks. Although this may protect individual structures or locations, it does not reduce the threat—it merely changes the target. While predictive models dedicated to events or social relationships receive much attention where the mathematical and social science communities intersect, models dedicated to terrorist locations such as safe-houses (rather than their targets or training sites) are rare and possibly nonexistent. At the time of this research, there were no publically available models designed to predict locations where violent extremists are likely to reside. This research uses France as a case study to present a complex systems model that incorporates multiple quantitative, qualitative and geospatial variables that differ in terms of scale, weight, and type. Though many of these variables are recognized by specialists in security studies, there remains controversy with respect to their relative importance, degree of interaction, and interdependence. Additionally, some of the variables proposed in this research are not generally recognized as drivers, yet they warrant examination based on their potential role within a complex system. This research tested multiple regression models and determined that geographically-weighted regression analysis produced the most accurate result to accommodate non-stationary coefficient behavior, demonstrating that geographic variables are critical to understanding and predicting the phenomenon of terrorism. This dissertation presents a flexible prototypical model that can be refined and applied to other regions to inform stakeholders such as policy-makers and law enforcement in their efforts to improve national security and enhance quality-of-life.
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A bathtub-shaped failure rate function is very useful in survival analysis and reliability studies. The well-known lifetime distributions do not have this property. For the first time, we propose a location-scale regression model based on the logarithm of an extended Weibull distribution which has the ability to deal with bathtub-shaped failure rate functions. We use the method of maximum likelihood to estimate the model parameters and some inferential procedures are presented. We reanalyze a real data set under the new model and the log-modified Weibull regression model. We perform a model check based on martingale-type residuals and generated envelopes and the statistics AIC and BIC to select appropriate models. (C) 2009 Elsevier B.V. All rights reserved.
Resumo:
We introduce the log-beta Weibull regression model based on the beta Weibull distribution (Famoye et al., 2005; Lee et al., 2007). We derive expansions for the moment generating function which do not depend on complicated functions. The new regression model represents a parametric family of models that includes as sub-models several widely known regression models that can be applied to censored survival data. We employ a frequentist analysis, a jackknife estimator, and a parametric bootstrap for the parameters of the proposed model. We derive the appropriate matrices for assessing local influences on the parameter estimates under different perturbation schemes and present some ways to assess global influences. Further, for different parameter settings, sample sizes, and censoring percentages, several simulations are performed. In addition, the empirical distribution of some modified residuals are displayed and compared with the standard normal distribution. These studies suggest that the residual analysis usually performed in normal linear regression models can be extended to a modified deviance residual in the proposed regression model applied to censored data. We define martingale and deviance residuals to evaluate the model assumptions. The extended regression model is very useful for the analysis of real data and could give more realistic fits than other special regression models.
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A significant problem in the collection of responses to potentially sensitive questions, such as relating to illegal, immoral or embarrassing activities, is non-sampling error due to refusal to respond or false responses. Eichhorn & Hayre (1983) suggested the use of scrambled responses to reduce this form of bias. This paper considers a linear regression model in which the dependent variable is unobserved but for which the sum or product with a scrambling random variable of known distribution, is known. The performance of two likelihood-based estimators is investigated, namely of a Bayesian estimator achieved through a Markov chain Monte Carlo (MCMC) sampling scheme, and a classical maximum-likelihood estimator. These two estimators and an estimator suggested by Singh, Joarder & King (1996) are compared. Monte Carlo results show that the Bayesian estimator outperforms the classical estimators in almost all cases, and the relative performance of the Bayesian estimator improves as the responses become more scrambled.
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This paper considers the instrumental variable regression model when there is uncertainty about the set of instruments, exogeneity restrictions, the validity of identifying restrictions and the set of exogenous regressors. This uncertainty can result in a huge number of models. To avoid statistical problems associated with standard model selection procedures, we develop a reversible jump Markov chain Monte Carlo algorithm that allows us to do Bayesian model averaging. The algorithm is very exible and can be easily adapted to analyze any of the di¤erent priors that have been proposed in the Bayesian instrumental variables literature. We show how to calculate the probability of any relevant restriction (e.g. the posterior probability that over-identifying restrictions hold) and discuss diagnostic checking using the posterior distribution of discrepancy vectors. We illustrate our methods in a returns-to-schooling application.
Resumo:
In CoDaWork’05, we presented an application of discriminant function analysis (DFA) to 4 differentcompositional datasets and modelled the first canonical variable using a segmented regression modelsolely based on an observation about the scatter plots. In this paper, multiple linear regressions areapplied to different datasets to confirm the validity of our proposed model. In addition to dating theunknown tephras by calibration as discussed previously, another method of mapping the unknown tephrasinto samples of the reference set or missing samples in between consecutive reference samples isproposed. The application of these methodologies is demonstrated with both simulated and real datasets.This new proposed methodology provides an alternative, more acceptable approach for geologists as theirfocus is on mapping the unknown tephra with relevant eruptive events rather than estimating the age ofunknown tephra.Kew words: Tephrochronology; Segmented regression
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Logistic regression is included into the analysis techniques which are valid for observationalmethodology. However, its presence at the heart of thismethodology, and more specifically in physical activity and sports studies, is scarce. With a view to highlighting the possibilities this technique offers within the scope of observational methodology applied to physical activity and sports, an application of the logistic regression model is presented. The model is applied in the context of an observational design which aims to determine, from the analysis of use of the playing area, which football discipline (7 a side football, 9 a side football or 11 a side football) is best adapted to the child"s possibilities. A multiple logistic regression model can provide an effective prognosis regarding the probability of a move being successful (reaching the opposing goal area) depending on the sector in which the move commenced and the football discipline which is being played.
Resumo:
PURPOSE: A homozygous mutation in the H6 family homeobox 1 (HMX1) gene is responsible for a new oculoauricular defect leading to eye and auricular developmental abnormalities as well as early retinal degeneration (MIM 612109). However, the HMX1 pathway remains poorly understood, and in the first approach to better understand the pathway's function, we sought to identify the target genes. METHODS: We developed a predictive promoter model (PPM) approach using a comparative transcriptomic analysis in the retina at P15 of a mouse model lacking functional Hmx1 (dmbo mouse) and its respective wild-type. This PPM was based on the hypothesis that HMX1 binding site (HMX1-BS) clusters should be more represented in promoters of HMX1 target genes. The most differentially expressed genes in the microarray experiment that contained HMX1-BS clusters were used to generate the PPM, which was then statistically validated. Finally, we developed two genome-wide target prediction methods: one that focused on conserving PPM features in human and mouse and one that was based on the co-occurrence of HMX1-BS pairs fitting the PPM, in human or in mouse, independently. RESULTS: The PPM construction revealed that sarcoglycan, gamma (35kDa dystrophin-associated glycoprotein) (Sgcg), teashirt zinc finger homeobox 2 (Tshz2), and solute carrier family 6 (neurotransmitter transporter, glycine) (Slc6a9) genes represented Hmx1 targets in the mouse retina at P15. Moreover, the genome-wide target prediction revealed that mouse genes belonging to the retinal axon guidance pathway were targeted by Hmx1. Expression of these three genes was experimentally validated using a quantitative reverse transcription PCR approach. The inhibitory activity of Hmx1 on Sgcg, as well as protein tyrosine phosphatase, receptor type, O (Ptpro) and Sema3f, two targets identified by the PPM, were validated with luciferase assay. CONCLUSIONS: Gene expression analysis between wild-type and dmbo mice allowed us to develop a PPM that identified the first target genes of Hmx1.
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This paper studies seemingly unrelated linear models with integrated regressors and stationary errors. By adding leads and lags of the first differences of the regressors and estimating this augmented dynamic regression model by feasible generalized least squares using the long-run covariance matrix, we obtain an efficient estimator of the cointegrating vector that has a limiting mixed normal distribution. Simulation results suggest that this new estimator compares favorably with others already proposed in the literature. We apply these new estimators to the testing of purchasing power parity (PPP) among the G-7 countries. The test based on the efficient estimates rejects the PPP hypothesis for most countries.
Resumo:
In CoDaWork’05, we presented an application of discriminant function analysis (DFA) to 4 different compositional datasets and modelled the first canonical variable using a segmented regression model solely based on an observation about the scatter plots. In this paper, multiple linear regressions are applied to different datasets to confirm the validity of our proposed model. In addition to dating the unknown tephras by calibration as discussed previously, another method of mapping the unknown tephras into samples of the reference set or missing samples in between consecutive reference samples is proposed. The application of these methodologies is demonstrated with both simulated and real datasets. This new proposed methodology provides an alternative, more acceptable approach for geologists as their focus is on mapping the unknown tephra with relevant eruptive events rather than estimating the age of unknown tephra. Kew words: Tephrochronology; Segmented regression
Resumo:
A new class of parameter estimation algorithms is introduced for Gaussian process regression (GPR) models. It is shown that the integration of the GPR model with probability distance measures of (i) the integrated square error and (ii) Kullback–Leibler (K–L) divergence are analytically tractable. An efficient coordinate descent algorithm is proposed to iteratively estimate the kernel width using golden section search which includes a fast gradient descent algorithm as an inner loop to estimate the noise variance. Numerical examples are included to demonstrate the effectiveness of the new identification approaches.