980 resultados para MAXIMUM PENALIZED LIKELIHOOD ESTIMATES
Resumo:
Under natural environmental conditions, blowflies utilize discrete and ephemeral feeding resources such as decaying carcasses. Competition for food on such feeding substrates is usually very severe, and only the individuals that are capable of attaining the critical larval weight for pupation will be able to survive. This critical weight is hitherto unknown for several blowfly species; therefore, the current work is aimed at obtaining such a critical value for four blowfly species of the genera Chrysomya and Lucilia, deploying two types of feeding substrate, namely, artificial diet and macerated bovine meat. On the whole, the critical weights ranged from 30 to 35 mg. The lowest larval weight which permitted pupation was 30.0 mg for Chrysomya megacephala reared on macerated bovine meat. This species was also the best adapted to pupation at low larval weights in relation to the maximum larval weight for males. Regarding the pupation of females, the best-adapted individual was a C. albiceps specimen exhibiting a critical weight that was equal to 39.20 % of the maximum value obtained. Concerning all the species and diet types, the female individuals exhibited the lowest critical weights that produced viable pupae, probably representing an evolutionary strategy that favoured the survival of females, responsible for the egg formation, contributing to the establishment of future generations. Regarding the loss (in percentage) of adult biomass in relation to the third instar larvae, the females of C. megacephala lost less weight than males in both feeding substrates. On the other hand, such a loss of weight occurred in males of C. albiceps and L. cuprina.
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Abstract Traditionally, the common reserving methods used by the non-life actuaries are based on the assumption that future claims are going to behave in the same way as they did in the past. There are two main sources of variability in the processus of development of the claims: the variability of the speed with which the claims are settled and the variability between the severity of the claims from different accident years. High changes in these processes will generate distortions in the estimation of the claims reserves. The main objective of this thesis is to provide an indicator which firstly identifies and quantifies these two influences and secondly to determine which model is adequate for a specific situation. Two stochastic models were analysed and the predictive distributions of the future claims were obtained. The main advantage of the stochastic models is that they provide measures of variability of the reserves estimates. The first model (PDM) combines one conjugate family Dirichlet - Multinomial with the Poisson distribution. The second model (NBDM) improves the first one by combining two conjugate families Poisson -Gamma (for distribution of the ultimate amounts) and Dirichlet Multinomial (for distribution of the incremental claims payments). It was found that the second model allows to find the speed variability in the reporting process and development of the claims severity as function of two above mentioned distributions' parameters. These are the shape parameter of the Gamma distribution and the Dirichlet parameter. Depending on the relation between them we can decide on the adequacy of the claims reserve estimation method. The parameters have been estimated by the Methods of Moments and Maximum Likelihood. The results were tested using chosen simulation data and then using real data originating from the three lines of business: Property/Casualty, General Liability, and Accident Insurance. These data include different developments and specificities. The outcome of the thesis shows that when the Dirichlet parameter is greater than the shape parameter of the Gamma, resulting in a model with positive correlation between the past and future claims payments, suggests the Chain-Ladder method as appropriate for the claims reserve estimation. In terms of claims reserves, if the cumulated payments are high the positive correlation will imply high expectations for the future payments resulting in high claims reserves estimates. The negative correlation appears when the Dirichlet parameter is lower than the shape parameter of the Gamma, meaning low expected future payments for the same high observed cumulated payments. This corresponds to the situation when claims are reported rapidly and fewer claims remain expected subsequently. The extreme case appears in the situation when all claims are reported at the same time leading to expectations for the future payments of zero or equal to the aggregated amount of the ultimate paid claims. For this latter case, the Chain-Ladder is not recommended.
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Robust estimators for accelerated failure time models with asymmetric (or symmetric) error distribution and censored observations are proposed. It is assumed that the error model belongs to a log-location-scale family of distributions and that the mean response is the parameter of interest. Since scale is a main component of mean, scale is not treated as a nuisance parameter. A three steps procedure is proposed. In the first step, an initial high breakdown point S estimate is computed. In the second step, observations that are unlikely under the estimated model are rejected or down weighted. Finally, a weighted maximum likelihood estimate is computed. To define the estimates, functions of censored residuals are replaced by their estimated conditional expectation given that the response is larger than the observed censored value. The rejection rule in the second step is based on an adaptive cut-off that, asymptotically, does not reject any observation when the data are generat ed according to the model. Therefore, the final estimate attains full efficiency at the model, with respect to the maximum likelihood estimate, while maintaining the breakdown point of the initial estimator. Asymptotic results are provided. The new procedure is evaluated with the help of Monte Carlo simulations. Two examples with real data are discussed.
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We examined phylogenetic relationships among six species representing three subfamilies, Glirinae, Graphiurinae and Leithiinae with sequences from three nuclear protein-coding genes (apolipoprotein B, APOB; interphotoreceptor retinoid-binding protein, IRBP; recombination-activating gene 1, RAG1). Phylogenetic trees reconstructed from maximum-parsimony (MP), maximum-likelihood (ML) and Bayesian-inference (BI) analyses showed the monophyly of Glirinae (Glis and Glirulus) and Leithiinae (Dryomys, Eliomys and Muscardinus) with strong support, although the branch length maintaining this relationship was very short, implying rapid diversification among the three subfamilies. Divergence time estimates were calculated from ML (local clock model) and Bayesian-dating method using a calibration point of 25 Myr (million years) ago for the divergence between Glis and Glirulus, and 55 Myr ago for the split between lineages of Gliridae and Sciuridae on the basis of fossil records. The results showed that each lineage of Graphiuros, Glis, Glirulus and Muscardinus dates from the Late Oligocene to the Early Miocene period, which is mostly in agreement with fossil records. Taking into account that warm climate harbouring a glirid-favoured forest dominated from Europe to Asia during this period, it is considered that this warm environment triggered the prosperity of the glirid species through the rapid diversification. Glirulus japonicas is suggested to be a relict of this ancient diversification during the warm period.
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Aims: Plasma concentrations of imatinib differ largely between patients despite same dosage, owing to large inter-individual variability in pharmacokinetic (PK) parameters. As the drug concentration at the end of the dosage interval (Cmin) correlates with treatment response and tolerability, monitoring of Cmin is suggested for therapeutic drug monitoring (TDM) of imatinib. Due to logistic difficulties, random sampling during the dosage interval is however often performed in clinical practice, thus rendering the respective results not informative regarding Cmin values.Objectives: (I) To extrapolate randomly measured imatinib concentrations to more informative Cmin using classical Bayesian forecasting. (II) To extend the classical Bayesian method to account for correlation between PK parameters. (III) To evaluate the predictive performance of both methods.Methods: 31 paired blood samples (random and trough levels) were obtained from 19 cancer patients under imatinib. Two Bayesian maximum a posteriori (MAP) methods were implemented: (A) a classical method ignoring correlation between PK parameters, and (B) an extended one accounting for correlation. Both methods were applied to estimate individual PK parameters, conditional on random observations and covariate-adjusted priors from a population PK model. The PK parameter estimates were used to calculate trough levels. Relative prediction errors (PE) were analyzed to evaluate accuracy (one-sample t-test) and to compare precision between the methods (F-test to compare variances).Results: Both Bayesian MAP methods allowed non-biased predictions of individual Cmin compared to observations: (A) - 7% mean PE (CI95% - 18 to 4 %, p = 0.15) and (B) - 4% mean PE (CI95% - 18 to 10 %, p = 0.69). Relative standard deviations of actual observations from predictions were 22% (A) and 30% (B), i.e. comparable to the intraindividual variability reported. Precision was not improved by taking into account correlation between PK parameters (p = 0.22).Conclusion: Clinical interpretation of randomly measured imatinib concentrations can be assisted by Bayesian extrapolation to maximum likelihood Cmin. Classical Bayesian estimation can be applied for TDM without the need to include correlation between PK parameters. Both methods could be adapted in the future to evaluate other individual pharmacokinetic measures correlated to clinical outcomes, such as area under the curve(AUC).
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The objectives of this work were to estimate the genetic and phenotypic parameters and to predict the genetic and genotypic values of the selection candidates obtained from intraspecific crosses in Panicum maximum as well as the performance of the hybrid progeny of the existing and projected crosses. Seventy-nine intraspecific hybrids obtained from artificial crosses among five apomictic and three sexual autotetraploid individuals were evaluated in a clonal test with two replications and ten plants per plot. Green matter yield, total and leaf dry matter yields and leaf percentage were evaluated in five cuts per year during three years. Genetic parameters were estimated and breeding and genotypic values were predicted using the restricted maximum likelihood/best linear unbiased prediction procedure (REML/BLUP). The dominant genetic variance was estimated by adjusting the effect of full-sib families. Low magnitude individual narrow sense heritabilities (0.02-0.05), individual broad sense heritabilities (0.14-0.20) and repeatability measured on an individual basis (0.15-0.21) were obtained. Dominance effects for all evaluated characteristics indicated that breeding strategies that explore heterosis must be adopted. Less than 5% increase in the parameter repeatability was obtained for a three-year evaluation period and may be the criterion to determine the maximum number of years of evaluation to be adopted, without compromising gain per cycle of selection. The identification of hybrid candidates for future cultivars and of those that can be incorporated into the breeding program was based on the genotypic and breeding values, respectively. The prediction of the performance of the hybrid progeny, based on the breeding values of the progenitors, permitted the identification of the best crosses and indicated the best parents to use in crosses.
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Objective: Blood pressure is known to aggregate in families. Yet, heritability estimates are population-specific and no Swiss data have been published so far. Moreover, little is known on the heritability of the white-coat effect. We investigated the heritability of various blood pressure (BP) traits in a Swiss population-based sample. Methods: SKIPOGH (Swiss Kidney Project on Genes in Hypertension) is a family-based multi-centre (Lausanne, Bern, Geneva) cross-sectional study that examines the role of genes in determining BP levels. Office and 24-hour ambulatory BP were measured using validated devices (A&D UM-101 and Diasys Integra). We estimated the heritability of systolic BP (SBP), diastolic BP (DBP), heart rate (HR), pulse pressure (PP), proportional white-coat effect (i.e. [office BP-mean ambulatory daytime BP]/mean ambulatory daytime BP), and nocturnal BP dipping (difference between mean ambulatory daytime and night-time BP) using a maximum likelihood method implemented in the SAGE software. Analyses were adjusted for age, sex, body mass index (BMI), and study centre. Analyses involving PP were additionally adjusted for DBP. Results: The 517 men and 579 women included in this analysis had a mean (}SD) age of 46.8 (17.8) and 47.8 (17.1) years and a mean BMI of 26.0 (4.2) and 24.2 (4.6) kg/m2, respectively. Heritability estimates (}SE) for office SBP, DBP, HR, and PP were 0.20}0.07, 0.20}0.07, 0.39}0.08, and 0.16}0.07 (all P<0.01). Heritability estimates for 24-hour ambulatory SBP, DBP, HR, and PP were, respectively, 0.39}0.07, 0.30}.08, 0.19}0.09, and 0.25}0.08 (all P<0.05). The heritability of the white-coat effect was 0.29}0.07 for SBP and 0.31}0.07 for DBP (both P<0.001). The heritability of nocturnal BP dipping was 0.15}0.08 for SBP and 0.22}0.07 for DBP (both P<0.05). Conclusions: We found that the white-coat effect is significantly heritable. Our findings show that BP traits are moderately heritable in a multi-centric study in Switzerland, in line with previous population-based studies, justifying the ongoing search for genetic determinants in this field.
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Genotypic frequencies at codominant marker loci in population samples convey information on mating systems. A classical way to extract this information is to measure heterozygote deficiencies (FIS) and obtain the selfing rate s from FIS = s/(2 - s), assuming inbreeding equilibrium. A major drawback is that heterozygote deficiencies are often present without selfing, owing largely to technical artefacts such as null alleles or partial dominance. We show here that, in the absence of gametic disequilibrium, the multilocus structure can be used to derive estimates of s independent of FIS and free of technical biases. Their statistical power and precision are comparable to those of FIS, although they are sensitive to certain types of gametic disequilibria, a bias shared with progeny-array methods but not FIS. We analyse four real data sets spanning a range of mating systems. In two examples, we obtain s = 0 despite positive FIS, strongly suggesting that the latter are artefactual. In the remaining examples, all estimates are consistent. All the computations have been implemented in a open-access and user-friendly software called rmes (robust multilocus estimate of selfing) available at http://ftp.cefe.cnrs.fr, and can be used on any multilocus data. Being able to extract the reliable information from imperfect data, our method opens the way to make use of the ever-growing number of published population genetic studies, in addition to the more demanding progeny-array approaches, to investigate selfing rates.
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In this paper, the theory of hidden Markov models (HMM) isapplied to the problem of blind (without training sequences) channel estimationand data detection. Within a HMM framework, the Baum–Welch(BW) identification algorithm is frequently used to find out maximum-likelihood (ML) estimates of the corresponding model. However, such a procedureassumes the model (i.e., the channel response) to be static throughoutthe observation sequence. By means of introducing a parametric model fortime-varying channel responses, a version of the algorithm, which is moreappropriate for mobile channels [time-dependent Baum-Welch (TDBW)] isderived. Aiming to compare algorithm behavior, a set of computer simulationsfor a GSM scenario is provided. Results indicate that, in comparisonto other Baum–Welch (BW) versions of the algorithm, the TDBW approachattains a remarkable enhancement in performance. For that purpose, onlya moderate increase in computational complexity is needed.
Resumo:
BACKGROUND: Blood pressure (BP) is known to aggregate in families. Yet, heritability estimates are population-specific and no Swiss data have been published so far. We estimated the heritability of ambulatory and office BP in a Swiss population-based sample. METHODS: The Swiss Kidney Project on Genes in Hypertension is a population-based family study focusing on BP genetics. Office and ambulatory BP were measured in 1009 individuals from 271 nuclear families. Heritability was estimated for SBP, DBP, and pulse pressure using a maximum likelihood method implanted in the Statistical Analysis in Genetic Epidemiology software. RESULTS: The 518 women and 491 men included in this analysis had a mean (±SD) age of 48.3 (±17.4) and 47.3 (±17.7) years, and a mean BMI of 23.8 (±4.2) and 25.9 (±4.1) kg/m, respectively. Narrow-sense heritability estimates (±standard error) for ambulatory SBP, DBP, and pulse pressure were 0.37 ± 0.07, 0.26 ± 0.07, and 0.29 ± 0.07 for 24-h BP; 0.39 ± 0.07, 0.28 ± 0.07, and 0.27 ± 0.07 for day BP; and 0.25 ± 0.07, 0.20 ± 0.07, and 0.30 ± 0.07 for night BP, respectively (all P < 0.001). Heritability estimates for office SBP, DBP, and pulse pressure were 0.21 ± 0.08, 0.25 ± 0.08, and 0.18 ± 0.07 (all P < 0.01). CONCLUSIONS: We found significant heritability estimates for both ambulatory and office BP in this Swiss population-based study. Our findings justify the ongoing search for the genetic determinants of BP.
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A BASIC computer program (REMOVAL) was developed to compute in a VAXNMS environment all the calculations of the removal method for population size estimation (catch-effort method for closed populations with constant sampling effort). The program follows the maximum likelihood methodology,checks the failure conditions, applies the appropriate formula, and displays the estimates of population size and catchability, with their standard deviations and coefficients of variation, and two goodness-of-fit statistics with their significance levels. Data of removal experiments for the cyprinodontid fish Aphanius iberus in the Alt Emporda wetlands are used to exemplify the use of the program
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Most motor bodily injury (BI) claims are settled by negotiation, with fewer than 5% of cases going to court. A well-defined negotiation strategy is thus very useful for insurance companies. In this paper we assume that the monetary compensation awarded in court is the upper amount to be offered by the insurer in the negotiation process. Using a real database, a log-linear model is implemented to estimate the maximal offer. Non-spherical disturbances are detected. Correlation occurs when various claims are settled in the same judicial verdict. Group wise heteroscedasticity is due to the influence of the forensic valuation on the final compensation amount. An alternative approximation based on generalized inference theory is applied to estimate confidence intervals on variance components, since classical interval estimates may be unreliable for datasets with unbalanced structures.
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ABSTRACT Knowledge of natural water availability, which is characterized by low flows, is essential for planning and management of water resources. One of the most widely used hydrological techniques to determine streamflow is regionalization, but the extrapolation of regionalization equations beyond the limits of sample data is not recommended. This paper proposes a new method for reducing overestimation errors associated with the extrapolation of regionalization equations for low flows. The method is based on the use of a threshold value for the maximum specific low flow discharge estimated at the gauging sites that are used in the regionalization. When a specific low flow, which has been estimated using the regionalization equation, exceeds the threshold value, the low flow can be obtained by multiplying the drainage area by the threshold value. This restriction imposes a physical limit to the low flow, which reduces the error of overestimating flows in regions of extrapolation. A case study was done in the Urucuia river basin, in Brazil, and the results showed the regionalization equation to perform positively in reducing the risk of extrapolation.
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This paper studies the persistent effects of monetary shocks on output. Previous empirical literature documents this persistence, but standard general equilibrium models with sticky prices fail to generate output responses beyond the duration of nominal contracts. This paper constructs and estimates a general equilibrium model with price rigidities, habit formation, and costly capital adjustment. The model is estimated via Maximum Likelihood using US data on output, the real money stock, and the nominal interest rate. Econometric results suggest that habit formation and adjustment costs to capital play an important role in explaining the output effects of monetary policy. In particular, impulse response analysis indicates that the model generates persistent, hump-shaped output responses to monetary shocks.
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This paper employs the one-sector Real Business Cycle model as a testing ground for four different procedures to estimate Dynamic Stochastic General Equilibrium (DSGE) models. The procedures are: 1 ) Maximum Likelihood, with and without measurement errors and incorporating Bayesian priors, 2) Generalized Method of Moments, 3) Simulated Method of Moments, and 4) Indirect Inference. Monte Carlo analysis indicates that all procedures deliver reasonably good estimates under the null hypothesis. However, there are substantial differences in statistical and computational efficiency in the small samples currently available to estimate DSGE models. GMM and SMM appear to be more robust to misspecification than the alternative procedures. The implications of the stochastic singularity of DSGE models for each estimation method are fully discussed.