934 resultados para Random parameter Logit Model
Resumo:
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
Resumo:
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
Resumo:
We introduce a five-parameter continuous model, called the McDonald inverted beta distribution, to extend the two-parameter inverted beta distribution and provide new four- and three-parameter sub-models. We give a mathematical treatment of the new distribution including expansions for the density function, moments, generating and quantile functions, mean deviations, entropy and reliability. The model parameters are estimated by maximum likelihood and the observed information matrix is derived. An application of the new model to real data shows that it can give consistently a better fit than other important lifetime models. (C) 2012 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.
Resumo:
We construct harmonic functions on random graphs given by Delaunay triangulations of ergodic point processes as the limit of the zero-temperature harness process. (C) 2012 Elsevier B.V All rights reserved.
Resumo:
A systematic approach to model nonlinear systems using norm-bounded linear differential inclusions (NLDIs) is proposed in this paper. The resulting NLDI model is suitable for the application of linear control design techniques and, therefore, it is possible to fulfill certain specifications for the underlying nonlinear system, within an operating region of interest in the state-space, using a linear controller designed for this NLDI model. Hence, a procedure to design a dynamic output feedback controller for the NLDI model is also proposed in this paper. One of the main contributions of the proposed modeling and control approach is the use of the mean-value theorem to represent the nonlinear system by a linear parameter-varying model, which is then mapped into a polytopic linear differential inclusion (PLDI) within the region of interest. To avoid the combinatorial problem that is inherent of polytopic models for medium- and large-sized systems, the PLDI is transformed into an NLDI, and the whole process is carried out ensuring that all trajectories of the underlying nonlinear system are also trajectories of the resulting NLDI within the operating region of interest. Furthermore, it is also possible to choose a particular structure for the NLDI parameters to reduce the conservatism in the representation of the nonlinear system by the NLDI model, and this feature is also one important contribution of this paper. Once the NLDI representation of the nonlinear system is obtained, the paper proposes the application of a linear control design method to this representation. The design is based on quadratic Lyapunov functions and formulated as search problem over a set of bilinear matrix inequalities (BMIs), which is solved using a two-step separation procedure that maps the BMIs into a set of corresponding linear matrix inequalities. Two numerical examples are given to demonstrate the effectiveness of the proposed approach.
Resumo:
The thesis studies the economic and financial conditions of Italian households, by using microeconomic data of the Survey on Household Income and Wealth (SHIW) over the period 1998-2006. It develops along two lines of enquiry. First it studies the determinants of households holdings of assets and liabilities and estimates their correlation degree. After a review of the literature, it estimates two non-linear multivariate models on the interactions between assets and liabilities with repeated cross-sections. Second, it analyses households financial difficulties. It defines a quantitative measure of financial distress and tests, by means of non-linear dynamic probit models, whether the probability of experiencing financial difficulties is persistent over time. Chapter 1 provides a critical review of the theoretical and empirical literature on the estimation of assets and liabilities holdings, on their interactions and on households net wealth. The review stresses the fact that a large part of the literature explain households debt holdings as a function, among others, of net wealth, an assumption that runs into possible endogeneity problems. Chapter 2 defines two non-linear multivariate models to study the interactions between assets and liabilities held by Italian households. Estimation refers to a pooling of cross-sections of SHIW. The first model is a bivariate tobit that estimates factors affecting assets and liabilities and their degree of correlation with results coherent with theoretical expectations. To tackle the presence of non normality and heteroskedasticity in the error term, generating non consistent tobit estimators, semi-parametric estimates are provided that confirm the results of the tobit model. The second model is a quadrivariate probit on three different assets (safe, risky and real) and total liabilities; the results show the expected patterns of interdependence suggested by theoretical considerations. Chapter 3 reviews the methodologies for estimating non-linear dynamic panel data models, drawing attention to the problems to be dealt with to obtain consistent estimators. Specific attention is given to the initial condition problem raised by the inclusion of the lagged dependent variable in the set of explanatory variables. The advantage of using dynamic panel data models lies in the fact that they allow to simultaneously account for true state dependence, via the lagged variable, and unobserved heterogeneity via individual effects specification. Chapter 4 applies the models reviewed in Chapter 3 to analyse financial difficulties of Italian households, by using information on net wealth as provided in the panel component of the SHIW. The aim is to test whether households persistently experience financial difficulties over time. A thorough discussion is provided of the alternative approaches proposed by the literature (subjective/qualitative indicators versus quantitative indexes) to identify households in financial distress. Households in financial difficulties are identified as those holding amounts of net wealth lower than the value corresponding to the first quartile of net wealth distribution. Estimation is conducted via four different methods: the pooled probit model, the random effects probit model with exogenous initial conditions, the Heckman model and the recently developed Wooldridge model. Results obtained from all estimators accept the null hypothesis of true state dependence and show that, according with the literature, less sophisticated models, namely the pooled and exogenous models, over-estimate such persistence.
Resumo:
This doctoral thesis aims at contributing to the literature on transition economies focusing on the Russian Federations and in particular on regional income convergence and fertility patterns. The first two chapter deal with the issue of income convergence across regions. Chapter 1 provides an historical-institutional analysis of the period between the late years of the Soviet Union and the last decade of economic growth and a presentation of the sample with a description of gross regional product composition, agrarian or industrial vocation, labor. Chapter 2 contributes to the literature on exploratory spatial data analysis with a application to a panel of 77 regions in the period 1994-2008. It provides an analysis of spatial patterns and it extends the theoretical framework of growth regressions controlling for spatial correlation and heterogeneity. Chapter 3 analyses the national demographic patterns since 1960 and provides a review of the policies on maternity leave and family benefits. Data sources are the Statistical Yearbooks of USSR, the Statistical Yearbooks of the Russian Soviet Federative Socialist Republic and the Demographic Yearbooks of Russia. Chapter 4 analyses the demographic patterns in light of the theoretical framework of the Becker model, the Second Demographic Transition and an economic-crisis argument. With national data from 1960, the theoretically issue of the pro or countercyclical relation between income and fertility is graphically analyzed and discussed, together with female employment and education. With regional data after 1994 different panel data models are tested. Individual level data from the Russian Longitudinal Monitoring Survey are employed using the logit model. Chapter 5 employs data from the Generations and Gender Survey by UNECE to focus on postponement and second births intentions. Postponement is studied through cohort analysis of mean maternal age at first birth, while the methodology used for second birth intentions is the ordered logit model.
Resumo:
Meta-analysis of predictive values is usually discouraged because these values are directly affected by disease prevalence, but sensitivity and specificity sometimes show substantial heterogeneity as well. We propose a bivariate random-effects logitnormal model for the meta-analysis of the positive predictive value (PPV) and negative predictive value (NPV) of diagnostic tests.
Resumo:
In many clinical trials to evaluate treatment efficacy, it is believed that there may exist latent treatment effectiveness lag times after which medical procedure or chemical compound would be in full effect. In this article, semiparametric regression models are proposed and studied to estimate the treatment effect accounting for such latent lag times. The new models take advantage of the invariance property of the additive hazards model in marginalizing over random effects, so parameters in the models are easy to be estimated and interpreted, while the flexibility without specifying baseline hazard function is kept. Monte Carlo simulation studies demonstrate the appropriateness of the proposed semiparametric estimation procedure. Data collected in the actual randomized clinical trial, which evaluates the effectiveness of biodegradable carmustine polymers for treatment of recurrent brain tumors, are analyzed.
Resumo:
With improving clinical CT scanning technology, the accuracy of CT-based finite element (FE) models of the human skeleton may be ameliorated by an enhanced description of apparent level bone mechanical properties. Micro-finite element (μFE) modeling can be used to study the apparent elastic behavior of human cancellous bone. In this study, samples from the femur, radius and vertebral body were investigated to evaluate the predictive power of morphology–elasticity relationships and to compare them across different anatomical regions. μFE models of 701 trabecular bone cubes with a side length of 5.3 mm were analyzed using kinematic boundary conditions. Based on the FE results, four morphology–elasticity models using bone volume fraction as well as full, limited or no fabric information were calibrated for each anatomical region. The 5 parameter Zysset–Curnier model using full fabric information showed excellent predictive power with coefficients of determination ( r2adj ) of 0.98, 0.95 and 0.94 of the femur, radius and vertebra data, respectively, with mean total norm errors between 14 and 20%. A constant orthotropy model and a constant transverse isotropy model, where the elastic anisotropy is defined by the model parameters, yielded coefficients of determination between 0.90 and 0.98 with total norm errors between 16 and 25%. Neglecting fabric information and using an isotropic model led to r2adj between 0.73 and 0.92 with total norm errors between 38 and 49%. A comparison of the model regressions revealed minor but significant (p<0.01) differences for the fabric–elasticity model parameters calibrated for the different anatomical regions. The proposed models and identified parameters can be used in future studies to compute the apparent elastic properties of human cancellous bone for homogenized FE models.
Resumo:
It is not known how naive B cells compute divergent chemoattractant signals of the T-cell area and B-cell follicles during in vivo migration. Here, we used two-photon microscopy of peripheral lymph nodes (PLNs) to analyze the prototype G-protein-coupled receptors (GPCRs) CXCR4, CXCR5, and CCR7 during B-cell migration, as well as the integrin LFA-1 for stromal guidance. CXCR4 and CCR7 did not influence parenchymal B-cell motility and distribution, despite their role during B-cell arrest in venules. In contrast, CXCR5 played a nonredundant role in B-cell motility in follicles and in the T-cell area. B-cell migration in the T-cell area followed a random guided walk model, arguing against directed migration in vivo. LFA-1, but not α4 integrins, contributed to B-cell motility in PLNs. However, stromal network guidance was LFA-1 independent, uncoupling integrin-dependent migration from stromal attachment. Finally, we observed that despite a 20-fold reduction of chemokine expression in virus-challenged PLNs, CXCR5 remained essential for B-cell screening of antigen-presenting cells. Our data provide an overview of the contribution of prototype GPCRs and integrins during naive B-cell migration and shed light on the local chemokine availability that these cells compute.
Resumo:
The ordinal logistic regression models are used to analyze the dependant variable with multiple outcomes that can be ranked, but have been underutilized. In this study, we describe four logistic regression models for analyzing the ordinal response variable. ^ In this methodological study, the four regression models are proposed. The first model uses the multinomial logistic model. The second is adjacent-category logit model. The third is the proportional odds model and the fourth model is the continuation-ratio model. We illustrate and compare the fit of these models using data from the survey designed by the University of Texas, School of Public Health research project PCCaSO (Promoting Colon Cancer Screening in people 50 and Over), to study the patient’s confidence in the completion colorectal cancer screening (CRCS). ^ The purpose of this study is two fold: first, to provide a synthesized review of models for analyzing data with ordinal response, and second, to evaluate their usefulness in epidemiological research, with particular emphasis on model formulation, interpretation of model coefficients, and their implications. Four ordinal logistic models that are used in this study include (1) Multinomial logistic model, (2) Adjacent-category logistic model [9], (3) Continuation-ratio logistic model [10], (4) Proportional logistic model [11]. We recommend that the analyst performs (1) goodness-of-fit tests, (2) sensitivity analysis by fitting and comparing different models.^
Resumo:
Cryoablation for small renal tumors has demonstrated sufficient clinical efficacy over the past decade as a non-surgical nephron-sparing approach for treating renal masses for patients who are not surgical candidates. Minimally invasive percutaneous cryoablations have been performed with image guidance from CT, ultrasound, and MRI. During the MRI-guided cryoablation procedure, the interventional radiologist visually compares the iceball size on monitoring images with respect to the original tumor on separate planning images. The comparisons made during the monitoring step are time consuming, inefficient and sometimes lack the precision needed for decision making, requiring the radiologist to make further changes later in the procedure. This study sought to mitigate uncertainty in these visual comparisons by quantifying tissue response to cryoablation and providing visualization of the response during the procedure. Based on retrospective analysis of MR-guided cryoablation patient data, registration and segmentation algorithms were investigated and implemented for periprocedural visualization to deliver iceball position/size with respect to planning images registered within 3.3mm with at least 70% overlap and a quantitative logit model was developed to relate perfusion deficit in renal parenchyma visualized in verification images as a result of iceball size visualized in monitoring images. Through retrospective study of 20 patient cases, the relationship between likelihood of perfusion loss in renal parenchyma and distance within iceball was quantified and iteratively fit to a logit curve. Using the parameters from the logit fit, the margin for 95% perfusion loss likelihood was found to be 4.28 mm within the iceball. The observed margin corresponds well with the clinically accepted margin of 3-5mm within the iceball. In order to display the iceball position and perfusion loss likelihood to the radiologist, algorithms were implemented to create a fast segmentation and registration module which executed in under 2 minutes, within the clinically-relevant 3 minute monitoring period. Using 16 patient cases, the average Hausdorff distance was reduced from 10.1mm to 3.21 mm with average DSC increased from 46.6% to 82.6% before and after registration.
Resumo:
This study analyzes there lative importance of the factors that influence the decision to produce for foreign markets in the Chilean agricultural sector. Using data obtained from personal interviews with 368 farmers, the market/production decision was estimated using a multinomial logit model. Three market/production alternatives were analyzed: production aimed for the external market, production for the internal market but with expectations of being exported, and production targeted only for the internal market. Marginal effects, odds ratios and predicted probabilities were used to identify the relevance of each variable. The results showed that a producer that is male, with a higher educational level, that does not own the land, but rents it, whose farm has irrigation and is located in an area that has a high concentration of exporting producers, will have a high probability of producing exportables. However, the factor that has the highest impact on producing for the external market is the geographic concentration of exporting producers, that is, an export spillover effect. Indeed, when the concentration change from 0 to its maximum (0.26), the odds of producing exportables rather than producing traditional products increases by a factor of 70 (against a factor of 10 in the case of irrigation).
Resumo:
The few existing studies on macrobenthic communities of the deep Arctic Ocean report low standing stocks, and confirm a gradient with declining biomass from the slopes down to the basins as commonly reported for deep-sea benthos. In this study we have further investigated the relationship of faunal abundance (N), biomass (B) as well as community production (P) with water depth, geographical latitude and sea ice concentration. The underlying dataset combines legacy data from the past 20 years, as well as recent field studies selected according to standardized quality control procedures. Community P/B and production were estimated using the multi-parameter ANN model developed by Brey (2012). We could confirm the previously described negative relationship of water depth and macrofauna standing stock in the Arctic deep-sea. Furthermore, the sea-ice cover increasing with high latitudes, correlated with decreasing abundances of down to < 200 individuals/m**2, biomasses of < 65 mg C/m**2 and P of < 75 mg C/m**2/y. Stations under influence of the seasonal ice zone (SIZ) showed much higher standing stock and P means between 400 - 1400 mg C/m**2/y; even at depths up to 3700 m. We conclude that particle flux is the key factor structuring benthic communities in the deep Arctic ocean, explaining both the low values in the ice-covered Arctic basins and the high values along the SIZ.