889 resultados para Heterogeneous regression
Resumo:
Lean meat percentage (LMP) is an important carcass quality parameter. The aim of this work is to obtain a calibration equation for the Computed Tomography (CT) scans with the Partial Least Square Regression (PLS) technique in order to predict the LMP of the carcass and the different cuts and to study and compare two different methodologies of the selection of the variables (Variable Importance for Projection — VIP- and Stepwise) to be included in the prediction equation. The error of prediction with cross-validation (RMSEPCV) of the LMP obtained with PLS and selection based on VIP value was 0.82% and for stepwise selection it was 0.83%. The prediction of the LMP scanning only the ham had a RMSEPCV of 0.97% and if the ham and the loin were scanned the RMSEPCV was 0.90%. Results indicate that for CT data both VIP and stepwise selection are good methods. Moreover the scanning of only the ham allowed us to obtain a good prediction of the LMP of the whole carcass.
Resumo:
It has been recently emphasized that, if individuals have heterogeneous dynamics, estimates of shock persistence based on aggregate data are significatively higher than those derived from its disaggregate counterpart. However, a careful examination of the implications of this statement on the various tools routinely employed to measure persistence is missing in the literature. This paper formally examines this issue. We consider a disaggregate linear model with heterogeneous dynamics and compare the values of several measures of persistence across aggregation levels. Interestingly, we show that the average persistence of aggregate shocks, as measured by the impulse response function (IRF) of the aggregate model or by the average of the individual IRFs, is identical on all horizons. This result remains true even in situations where the units are (short-memory) stationary but the aggregate process is long-memory or even nonstationary. In contrast, other popular persistence measures, such as the sum of the autoregressive coefficients or the largest autoregressive root, tend to be higher the higher the aggregation level. We argue, however, that this should be seen more as an undesirable property of these measures than as evidence of different average persistence across aggregation levels. The results are illustrated in an application using U.S. inflation data.
Resumo:
In this paper we analyze the persistence of aggregate real exchange rates (RERs) for a group of EU-15 countries by using sectoral data. The tight relation between aggregate and sectoral persistence recently investigated by Mayoral (2008) allows us to decompose aggregate RER persistence into the persistence of its different subcomponents. We show that the distribution of sectoral persistence is highly heterogeneous and very skewed to the right, and that a limited number of sectors are responsible for the high levels of persistence observed at the aggregate level. We use quantile regression to investigate whether the traditional theories proposed to account for the slow reversion to parity (lack of arbitrage due to nontradibilities or imperfect competition and price stickiness) are able to explain the behavior of the upper quantiles of sectoral persistence. We conclude that pricing to market in the intermediate goods sector together with price stickiness have more explanatory power than variables related to the tradability of the goods or their inputs.
Resumo:
This paper explores the effects of two main sources of innovation - intramural and external R&D— on the productivity level in a sample of 3,267 Catalonian firms. The data set used is based on the official innovation survey of Catalonia which was a part of the Spanish sample of CIS4, covering the years 2002-2004. We compare empirical results by applying usual OLS and quantile regression techniques both in manufacturing and services industries. In quantile regression, results suggest different patterns at both innovation sources as we move across conditional quantiles. The elasticity of intramural R&D activities on productivity decreased when we move up the high productivity levels both in manufacturing and services sectors, while the effects of external R&D rise in high-technology industries but are more ambiguous in low-technology and knowledge-intensive services. JEL codes: O300, C100, O140 Keywords: Innovation sources, R&D, Productivity, Quantile Regression
Resumo:
This study aims at evaluating how minor and serious delinquency relates to cognitive and emotional functioning in high-risk adolescents, taking problematic substance use into account. In 80 high-risk adolescent males (13-19 years), the frequency of minor and serious offences committed over the last year was predicted, in multiple regression analyses, from problematic substance use, intellectual efficiency, trait impulsivity, alexithymia (inability to express feelings in words), and cognitive coping strategies. Both minor and serious delinquency were more frequent in adolescents with more problematic substance use and higher intellectual efficacy. Minor delinquency was further related to a tendency to act out when experiencing negative emotions, and difficulties in focusing energy on instrumental action when under stress; while serious delinquency was predominantly and strongly related to rigid and dichotomous thinking. The results underline the heterogeneous nature of delinquency, minor offences being primarily associated with emotional regulation deficits, while major offences are related with a lack of cognitive flexibility.
Resumo:
When actuaries face with the problem of pricing an insurance contract that contains different types of coverage, such as a motor insurance or homeowner's insurance policy, they usually assume that types of claim are independent. However, this assumption may not be realistic: several studies have shown that there is a positive correlation between types of claim. Here we introduce different regression models in order to relax the independence assumption, including zero-inflated models to account for excess of zeros and overdispersion. These models have been largely ignored to multivariate Poisson date, mainly because of their computational di±culties. Bayesian inference based on MCMC helps to solve this problem (and also lets us derive, for several quantities of interest, posterior summaries to account for uncertainty). Finally, these models are applied to an automobile insurance claims database with three different types of claims. We analyse the consequences for pure and loaded premiums when the independence assumption is relaxed by using different multivariate Poisson regression models and their zero-inflated versions.
Resumo:
Objectives: Several population pharmacokinetic (PPK) and pharmacokinetic-pharmacodynamic (PK-PD) analyses have been performed with the anticancer drug imatinib. Inspired by the approach of meta-analysis, we aimed to compare and combine results from published studies in a useful way - in particular for improving the clinical interpretation of imatinib concentration measurements in the scope of therapeutic drug monitoring (TDM). Methods: Original PPK analyses and PK-PD studies (PK surrogate: trough concentration Cmin; PD outcomes: optimal early response and specific adverse events) were searched systematically on MEDLINE. From each identified PPK model, a predicted concentration distribution under standard dosage was derived through 1000 simulations (NONMEM), after standardizing model parameters to common covariates. A "reference range" was calculated from pooled simulated concentrations in a semi-quantitative approach (without specific weighting) over the whole dosing interval. Meta-regression summarized relationships between Cmin and optimal/suboptimal early treatment response. Results: 9 PPK models and 6 relevant PK-PD reports in CML patients were identified. Model-based predicted median Cmin ranged from 555 to 1388 ng/ml (grand median: 870 ng/ml and inter-quartile range: 520-1390 ng/ml). The probability to achieve optimal early response was predicted to increase from 60 to 85% from 520 to 1390 ng/ml across PK-PD studies (odds ratio for doubling Cmin: 2.7). Reporting of specific adverse events was too heterogeneous to perform a regression analysis. The general frequency of anemia, rash and fluid retention increased however consistently with Cmin, but less than response probability. Conclusions: Predicted drug exposure may differ substantially between various PPK analyses. In this review, heterogeneity was mainly attributed to 2 "outlying" models. The established reference range seems to cover the range where both good efficacy and acceptable tolerance are expected for most patients. TDM guided dose adjustment appears therefore justified for imatinib in CML patients. Its usefulness remains now to be prospectively validated in a randomized trial.
Resumo:
A multiple-partners assignment game with heterogeneous sales and multiunit demands consists of a set of sellers that own a given number of indivisible units of (potentially many different) goods and a set of buyers who value those units and want to buy at most an exogenously fixed number of units. We define a competitive equilibrium for this generalized assignment game and prove its existence by using only linear programming. In particular, we show how to compute equilibrium price vectors from the solutions of the dual linear program associated to the primal linear program defined to find optimal assignments. Using only linear programming tools, we also show (i) that the set of competitive equilibria (pairs of price vectors and assignments) has a Cartesian product structure: each equilibrium price vector is part of a competitive equilibrium with all optimal assignments, and vice versa; (ii) that the set of (restricted) equilibrium price vectors has a natural lattice structure; and (iii) how this structure is translated into the set of agents' utilities that are attainable at equilibrium.
Resumo:
Calomys callosus a wild rodent, is a natural host of Trypanosoma cruzi. Twelve C. callosus were infected with 10(5) trypomastigotes of the F strain (a myotropic strain) of T. cruzi. Parasitemia decreased on the 21 st day becoming negative around the 40th day of infection. All animals survived but had positive parasitological tests, until the end of the experiment. The infected animals developed severe inflammation in the myocardium and skeletal muscle. This process was pronounced from the 26 th to the 30th day and gradually subsided from the 50 th day becoming absent or residual on the 64 th day after infection. Collagen was identified by the picro Sirius red method. Fibrogenesis developed early, but regression of fibrosis occurred between the 50th and 64th day. Ultrastructural study disclosed a predominance of macrophages and fibroblasts in the inflammatory infiltrates, with small numbers of lymphocytes. Macrophages had active phagocytosis and showed points of contact with altered muscle cells. Different degrees of matrix expansion were present, with granular and fibrilar deposits and collagen bundles. These alterations subsided by the 64th days. Macrophages seem to be the main immune effector cell in the C. callosus model of infection with T. cruzi. The mechanisms involved in the rapid fibrogenesis and its regression deserve further investigation.
Resumo:
Background Individual signs and symptoms are of limited value for the diagnosis of influenza. Objective To develop a decision tree for the diagnosis of influenza based on a classification and regression tree (CART) analysis. Methods Data from two previous similar cohort studies were assembled into a single dataset. The data were randomly divided into a development set (70%) and a validation set (30%). We used CART analysis to develop three models that maximize the number of patients who do not require diagnostic testing prior to treatment decisions. The validation set was used to evaluate overfitting of the model to the training set. Results Model 1 has seven terminal nodes based on temperature, the onset of symptoms and the presence of chills, cough and myalgia. Model 2 was a simpler tree with only two splits based on temperature and the presence of chills. Model 3 was developed with temperature as a dichotomous variable (≥38°C) and had only two splits based on the presence of fever and myalgia. The area under the receiver operating characteristic curves (AUROCC) for the development and validation sets, respectively, were 0.82 and 0.80 for Model 1, 0.75 and 0.76 for Model 2 and 0.76 and 0.77 for Model 3. Model 2 classified 67% of patients in the validation group into a high- or low-risk group compared with only 38% for Model 1 and 54% for Model 3. Conclusions A simple decision tree (Model 2) classified two-thirds of patients as low or high risk and had an AUROCC of 0.76. After further validation in an independent population, this CART model could support clinical decision making regarding influenza, with low-risk patients requiring no further evaluation for influenza and high-risk patients being candidates for empiric symptomatic or drug therapy.
Resumo:
In a recent paper Bermúdez [2009] used bivariate Poisson regression models for ratemaking in car insurance, and included zero-inflated models to account for the excess of zeros and the overdispersion in the data set. In the present paper, we revisit this model in order to consider alternatives. We propose a 2-finite mixture of bivariate Poisson regression models to demonstrate that the overdispersion in the data requires more structure if it is to be taken into account, and that a simple zero-inflated bivariate Poisson model does not suffice. At the same time, we show that a finite mixture of bivariate Poisson regression models embraces zero-inflated bivariate Poisson regression models as a special case. Additionally, we describe a model in which the mixing proportions are dependent on covariates when modelling the way in which each individual belongs to a separate cluster. Finally, an EM algorithm is provided in order to ensure the models’ ease-of-fit. These models are applied to the same automobile insurance claims data set as used in Bermúdez [2009] and it is shown that the modelling of the data set can be improved considerably.
Resumo:
This article focuses on business risk management in the insurance industry. A methodology for estimating the profit loss caused by each customer in the portfolio due to policy cancellation is proposed. Using data from a European insurance company, customer behaviour over time is analyzed in order to estimate the probability of policy cancelation and the resulting potential profit loss due to cancellation. Customers may have up to two different lines of business contracts: motor insurance and other diverse insurance (such as, home contents, life or accident insurance). Implications for understanding customer cancellation behaviour as the core of business risk management are outlined.
Resumo:
Background: Thin melanomas (Breslow thickness <= 1 mm) are considered highly curable. The aim of this study was to evaluate the correlation between histological tumour regression and sentinel lymph node (SLN) involvement in thin melanomas. Patients and methods: This was a retrospective single-centre study of 34 patients with thin melanomas undergoing SLN biopsy between April 1998 and January 2005. Results: The study included 14 women and 20 men of mean age 56.3 years. Melanomas were located on the neck (n = 3), soles (n = 4), trunk (n = 13) and extremities (n = 14). Pathological examination showed 25 SSM, four acral lentiginous melanomas, three in situ melanomas, one nodular melanoma and one unclassified melanoma with a mean Breslow thickness of 0.57 mm. Histological tumour regression was observed in 26 over 34 cases and ulceration was found in one case. Clark levels were as follows: I (n = 3), II (n = 20), III (n = 9), IV (n = 2). Growth phase was available in 15 cases (seven radial and eight vertical). Mitotic rates, available in 24 cases, were: 0 (n = 9), 1 (n = 11), 2 (n = 2), 3 (n = 1), 6 (n = 1). One patient with histological tumour regression (2.9% of cases and 3.8% of cases with regressing tumours) had a metastatic SLN. One patient negative for SLN had a lung relapse and died of the disease. Mean follow-up was 26.2 months. Conclusion: The results of the present study and the analysis of the literature show that histological regression of the primary tumour does not seem predictive of higher risk of SLN involvement in thin melanomas. This suggests that screening for SLN is not indicated in thin melanomas, even those with histological regression.