934 resultados para Truncated negative binomial model
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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The mathematical models are critical to determine theoretical prices of options and analyze whether they are overrated or underrated. This information strongly influence in operations carried out by the investor. Therefore, it is necessary that the employee model present high degree of reliability and be consistent with the reality of investment to which it is intended. In this sense, this dissertation aims to apply the steps of mathematical modeling in the Pricing of options for decision making in the investment of a hydroelectric power plant. Was used a Monte Carlo simulation, with the Latin Hypercube Method, to determine the volatility of returns of the project. In order to validate the proposed model, compared to the results found by the Binomial Model, which is one of the models most used in this type of investment. The results reinforce the hypothesis that the mathematical modeling with the Binomial Model is critical to investment decision-making in hydroelectric power
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Pós-graduação em Agronomia (Entomologia Agrícola) - FCAV
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Pós-graduação em Doenças Tropicais - FMB
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Citrus Variegated Chlorosis (CVC) is currently present in approximately 40% of citrus plants in Brazil and causes an annual loss of around 120 million US dollars to the Brazilian citrus industry. Despite the fact that CVC has been present in Brazil for over 20 years, a relationship between disease intensity and yield loss has not been established. In order to achieve this, an experiment was carried out in a randomized block design in a 3 x 2 factorial scheme with 10-year-old Natal sweet orange. The following treatments were applied: irrigation with 0, 50 or 100% of the evapotranspiration of the crop, combined with natural infection or artificial inoculation with Xylella fastidiosa, the causal agent of CVC. The experiment was evaluated during three seasons. A negative exponential model was fitted to the relationships between yield versus CVC severity and yield versus Area Under Disease Progress Curve (AUDPC). In addition, the relationship between yield versus CVC severity and canopy volume was fitted by a multivariate exponential model. The use of the AUDPC variable showed practical limitations when compared with the variable CVC severity. The parameter values in the relationship of yieldCVC severity were similar for all treatments unlike in the multivariate model. Consequently, the yieldCVC intensity relationship (with 432 data points) could be described by one single model: y = 114.07 exp(-0.017 x), where y is yield (symptomless fruit weight in kg) and x is disease severity (R2 = 0.45; P < 0.01).
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The scope of this paper was to analyze the association between homicides and public security indicators in Sao Paulo between 1996 and 2008, after monitoring the unemployment rate and the proportion of youths in the population. A time-series ecological study for 1996 and 2008 was conducted with Sao Paulo as the unit of analysis. Dependent variable: number of deaths by homicide per year. Main independent variables: arrest-incarceration rate, access to firearms, police activity. Data analysis was conducted using Stata. IC 10.0 software. Simple and multivariate negative binomial regression models were created. Deaths by homicide and arrest-incarceration, as well as police activity were significantly associated in simple regression analysis. Access to firearms was not significantly associated to the reduction in the number of deaths by homicide (p>0,05). After adjustment, the associations with both the public security indicators were not significant. In Sao Paulo the role of public security indicators are less important as explanatory factors for a reduction in homicide rates, after adjustment for unemployment rate and a reduction in the proportion of youths. The results reinforce the importance of socioeconomic and demographic factors for a change in the public security scenario in Sao Paulo.
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Background Falling in older age is a major public health concern due to its costly and disabling consequences. However very few randomised controlled trials (RCTs) have been conducted in developing countries, in which population ageing is expected to be particularly substantial in coming years. This article describes the design of an RCT to evaluate the effectiveness of a multifactorial falls prevention program in reducing the rate of falls in community-dwelling older people. Methods/design Multicentre parallel-group RCT involving 612 community-dwelling men and women aged 60 years and over, who have fallen at least once in the previous year. Participants will be recruited in multiple settings in Sao Paulo, Brazil and will be randomly allocated to a control group or an intervention group. The usual care control group will undergo a fall risk factor assessment and be referred to their clinicians with the risk assessment report so that individual modifiable risk factors can be managed without any specific guidance. The intervention group will receive a 12-week Multifactorial Falls Prevention Program consisting of: an individualised medical management of modifiable risk factors, a group-based, supervised balance training exercise program plus an unsupervised home-based exercise program, an educational/behavioral intervention. Both groups will receive a leaflet containing general information about fall prevention strategies. Primary outcome measures will be the rate of falls and the proportion of fallers recorded by monthly falls diaries and telephone calls over a 12 month period. Secondary outcomes measures will include risk of falling, fall-related self-efficacy score, measures of balance, mobility and strength, fall-related health services use and independence with daily tasks. Data will be analysed using the intention-to-treat principle.The incidence of falls in the intervention and control groups will be calculated and compared using negative binomial regression analysis. Discussion This study is the first trial to be conducted in Brazil to evaluate the effectiveness of an intervention to prevent falls. If proven to reduce falls this study has the potential to benefit older adults and assist health care practitioners and policy makers to implement and promote effective falls prevention interventions. Trial registration ClinicalTrials.gov (NCT01698580)
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OBJECTIVES Patients with inflammatory bowel disease (IBD) have a high resource consumption, with considerable costs for the healthcare system. In a system with sparse resources, treatment is influenced not only by clinical judgement but also by resource consumption. We aimed to determine the resource consumption of IBD patients and to identify its significant predictors. MATERIALS AND METHODS Data from the prospective Swiss Inflammatory Bowel Disease Cohort Study were analysed for the resource consumption endpoints hospitalization and outpatient consultations at enrolment [1187 patients; 41.1% ulcerative colitis (UC), 58.9% Crohn's disease (CD)] and at 1-year follow-up (794 patients). Predictors of interest were chosen through an expert panel and a review of the relevant literature. Logistic regressions were used for binary endpoints, and negative binomial regressions and zero-inflated Poisson regressions were used for count data. RESULTS For CD, fistula, use of biologics and disease activity were significant predictors for hospitalization days (all P-values <0.001); age, sex, steroid therapy and biologics were significant predictors for the number of outpatient visits (P=0.0368, 0.023, 0.0002, 0.0003, respectively). For UC, biologics, C-reactive protein, smoke quitters, age and sex were significantly predictive for hospitalization days (P=0.0167, 0.0003, 0.0003, 0.0076 and 0.0175 respectively); disease activity and immunosuppressive therapy predicted the number of outpatient visits (P=0.0009 and 0.0017, respectively). The results of multivariate regressions are shown in detail. CONCLUSION Several highly significant clinical predictors for resource consumption in IBD were identified that might be considered in medical decision-making. In terms of resource consumption and its predictors, CD and UC show a different behaviour.
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With the recognition of the importance of evidence-based medicine, there is an emerging need for methods to systematically synthesize available data. Specifically, methods to provide accurate estimates of test characteristics for diagnostic tests are needed to help physicians make better clinical decisions. To provide more flexible approaches for meta-analysis of diagnostic tests, we developed three Bayesian generalized linear models. Two of these models, a bivariate normal and a binomial model, analyzed pairs of sensitivity and specificity values while incorporating the correlation between these two outcome variables. Noninformative independent uniform priors were used for the variance of sensitivity, specificity and correlation. We also applied an inverse Wishart prior to check the sensitivity of the results. The third model was a multinomial model where the test results were modeled as multinomial random variables. All three models can include specific imaging techniques as covariates in order to compare performance. Vague normal priors were assigned to the coefficients of the covariates. The computations were carried out using the 'Bayesian inference using Gibbs sampling' implementation of Markov chain Monte Carlo techniques. We investigated the properties of the three proposed models through extensive simulation studies. We also applied these models to a previously published meta-analysis dataset on cervical cancer as well as to an unpublished melanoma dataset. In general, our findings show that the point estimates of sensitivity and specificity were consistent among Bayesian and frequentist bivariate normal and binomial models. However, in the simulation studies, the estimates of the correlation coefficient from Bayesian bivariate models are not as good as those obtained from frequentist estimation regardless of which prior distribution was used for the covariance matrix. The Bayesian multinomial model consistently underestimated the sensitivity and specificity regardless of the sample size and correlation coefficient. In conclusion, the Bayesian bivariate binomial model provides the most flexible framework for future applications because of its following strengths: (1) it facilitates direct comparison between different tests; (2) it captures the variability in both sensitivity and specificity simultaneously as well as the intercorrelation between the two; and (3) it can be directly applied to sparse data without ad hoc correction. ^
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High-risk injection drug use and the sexual behaviors that accompany it have large social and financial costs. Tailored treatments have been shown to successfully reduce high-risk behaviors. However, little is known about how age and age at first drug use are related to high-risk injection or sex behaviors. The current study draws on life course theory and hypothesizes that age will have a strong relationship with high-risk behaviors of out-of-treatment drug users. Data from the NIDA Cooperative Agreement was used to analyze the relationship between (1) age, and (2) age at first drug use with seven high-risk injection and sexual behavior variables. Negative binomial regression models revealed that high-risk sexual behavior decreases between 15.8 and 20.9% with each decade of age, while high-risk injection behavior increases between 32 and 67% with each decade of age after the addition of demographic controls. Both high-risk injection and high-risk sex behaviors are significantly reduced with a delayed age at first drug use. Previous research promotes interventions to reduce the high-risk sexual behaviors of older drug users. The current study suggests a refocusing of public health efforts on the high-risk injection habits of older drug users.^
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Gastroesophageal reflux disease is a common condition affecting 25 to 40% of the population and causes significant morbidity in the U.S., accounting for at least 9 million office visits to physicians with estimated annual costs of $10 billion. Previous research has not clearly established whether infection with Helicobacter pylori, a known cause of peptic ulcer, atrophic gastritis and non cardia adenocarcinoma of the stomach, is associated with gastroesophageal reflux disease. This study is a secondary analysis of data collected in a cross-sectional study of a random sample of adult residents of Ciudad Juarez, Mexico, that was conducted in 2004 (Prevalence and Determinants of Chronic Atrophic Gastritis Study or CAG study, Dr. Victor M. Cardenas, Principal Investigator). In this study, the presence of gastroesophageal reflux disease was based on responses to the previously validated Spanish Language Dyspepsia Questionnaire. Responses to this questionnaire indicating the presence of gastroesophageal reflux symptoms and disease were compared with the presence of H. pylori infection as measured by culture, histology and rapid urease test, and with findings of upper endoscopy (i.e., hiatus hernia and erosive and atrophic esophagitis). The prevalence ratio was calculated using bivariate, stratified and multivariate negative binomial logistic regression analyses in order to assess the relation between active H. pylori infection and the prevalence of gastroesophageal reflux typical syndrome and disease, while controlling for known risk factors of gastroesophageal reflux disease such as obesity. In a random sample of 174 adults 48 (27.6%) of the study participants had typical reflux syndrome and only 5% (or 9/174) had gastroesophageal reflux disease per se according to the Montreal consensus, which defines reflux syndromes and disease based on whether the symptoms are perceived as troublesome by the subject. There was no association between H. pylori infection and typical reflux syndrome or gastroesophageal reflux disease. However, we found that in this Northern Mexican population, there was a moderate association (Prevalence Ratio=2.5; 95% CI=1.3, 4.7) between obesity (≥30 kg/m2) and typical reflux syndrome. Management and prevention of obesity will significantly curb the growing numbers of persons affected by gastroesophageal reflux symptoms and disease in Northern Mexico. ^
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Investigation into the medical care utilization of elderly Medicare enrollees in an HMO (Kaiser - Portland, Oregon): The specific research topics are: (1) The utilization of medical care by selected determinants such as: place of service, type of service, type of appointment, physician status, physician specialty and number of associated morbidities. (2) The attended prevalence of 3 chronic diseases: hypertension, diabetes and arthritis in addition to pneumonias as an example of acute diseases. The selection of these examples was based on their importance in morbidity/or mortality results among the elderly. The share of these diseases in outpatient and inpatient contacts was examined as an example of the relation between morbidity and medical care utilization. (3) The tendency of individual utilization patterns to persist in subsequent time periods. The concept of contagion or proneness was studied in a period of 2 years. Fitting the negative binomial and the Poisson distributions was applied to the utilization in the 2nd year conditional on that in the 1st year as regards outpatient and inpatient contacts.^ The present research is based on a longitudinal study of 20% random sample of elderly Medicare enrollees. The sample size is 1683 individuals during the period from August 1980-December 1982.^ The results of the research were: (1) The distribution of contacts by selected determinants did not reveal a consistent pattern between sexes and age groups. (2) The attended prevalence of hypertension and arthritis showed excess prevalence among females. For diabetes and pneumonias no female excess was noticed. Consistent increased prevalence with increasing age was not detected.^ There were important findings pertaining to the relatively big share of the combined 3 chronic diseases in utilization. They accounted for 20% of male outpatient contacts vs. 25% of female outpatients. For inpatient contacts, they consumed 20% in case of males vs. 24% in case of females. (3) Finding that the negative binomial distribution fit the utilization experience supported the research hypothesis concerning the concept of contagion in utilization. This important finding can be helpful in estimating liability functions needed for forecasting future utilization according to previous experience. Such information has its relevance to organization, administration and planning for medical care in general. (Abstract shortened with permission of author.) ^
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My dissertation focuses on two aspects of RNA sequencing technology. The first is the methodology for modeling the overdispersion inherent in RNA-seq data for differential expression analysis. This aspect is addressed in three sections. The second aspect is the application of RNA-seq data to identify the CpG island methylator phenotype (CIMP) by integrating datasets of mRNA expression level and DNA methylation status. Section 1: The cost of DNA sequencing has reduced dramatically in the past decade. Consequently, genomic research increasingly depends on sequencing technology. However it remains elusive how the sequencing capacity influences the accuracy of mRNA expression measurement. We observe that accuracy improves along with the increasing sequencing depth. To model the overdispersion, we use the beta-binomial distribution with a new parameter indicating the dependency between overdispersion and sequencing depth. Our modified beta-binomial model performs better than the binomial or the pure beta-binomial model with a lower false discovery rate. Section 2: Although a number of methods have been proposed in order to accurately analyze differential RNA expression on the gene level, modeling on the base pair level is required. Here, we find that the overdispersion rate decreases as the sequencing depth increases on the base pair level. Also, we propose four models and compare them with each other. As expected, our beta binomial model with a dynamic overdispersion rate is shown to be superior. Section 3: We investigate biases in RNA-seq by exploring the measurement of the external control, spike-in RNA. This study is based on two datasets with spike-in controls obtained from a recent study. We observe an undiscovered bias in the measurement of the spike-in transcripts that arises from the influence of the sample transcripts in RNA-seq. Also, we find that this influence is related to the local sequence of the random hexamer that is used in priming. We suggest a model of the inequality between samples and to correct this type of bias. Section 4: The expression of a gene can be turned off when its promoter is highly methylated. Several studies have reported that a clear threshold effect exists in gene silencing that is mediated by DNA methylation. It is reasonable to assume the thresholds are specific for each gene. It is also intriguing to investigate genes that are largely controlled by DNA methylation. These genes are called “L-shaped” genes. We develop a method to determine the DNA methylation threshold and identify a new CIMP of BRCA. In conclusion, we provide a detailed understanding of the relationship between the overdispersion rate and sequencing depth. And we reveal a new bias in RNA-seq and provide a detailed understanding of the relationship between this new bias and the local sequence. Also we develop a powerful method to dichotomize methylation status and consequently we identify a new CIMP of breast cancer with a distinct classification of molecular characteristics and clinical features.