968 resultados para Multivariate regression
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Neuroimaging research involves analyses of huge amounts of biological data that might or might not be related with cognition. This relationship is usually approached using univariate methods, and, therefore, correction methods are mandatory for reducing false positives. Nevertheless, the probability of false negatives is also increased. Multivariate frameworks have been proposed for helping to alleviate this balance. Here we apply multivariate distance matrix regression for the simultaneous analysis of biological and cognitive data, namely, structural connections among 82 brain regions and several latent factors estimating cognitive performance. We tested whether cognitive differences predict distances among individuals regarding their connectivity pattern. Beginning with 3,321 connections among regions, the 36 edges better predicted by the individuals' cognitive scores were selected. Cognitive scores were related to connectivity distances in both the full (3,321) and reduced (36) connectivity patterns. The selected edges connect regions distributed across the entire brain and the network defined by these edges supports high-order cognitive processes such as (a) (fluid) executive control, (b) (crystallized) recognition, learning, and language processing, and (c) visuospatial processing. This multivariate study suggests that one widespread, but limited number, of regions in the human brain, supports high-level cognitive ability differences. Hum Brain Mapp, 2016. © 2016 Wiley Periodicals, Inc.
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The application of laser induced breakdown spectrometry (LIBS) aiming the direct analysis of plant materials is a great challenge that still needs efforts for its development and validation. In this way, a series of experimental approaches has been carried out in order to show that LIBS can be used as an alternative method to wet acid digestions based methods for analysis of agricultural and environmental samples. The large amount of information provided by LIBS spectra for these complex samples increases the difficulties for selecting the most appropriated wavelengths for each analyte. Some applications have suggested that improvements in both accuracy and precision can be achieved by the application of multivariate calibration in LIBS data when compared to the univariate regression developed with line emission intensities. In the present work, the performance of univariate and multivariate calibration, based on partial least squares regression (PLSR), was compared for analysis of pellets of plant materials made from an appropriate mixture of cryogenically ground samples with cellulose as the binding agent. The development of a specific PLSR model for each analyte and the selection of spectral regions containing only lines of the analyte of interest were the best conditions for the analysis. In this particular application, these models showed a similar performance. but PLSR seemed to be more robust due to a lower occurrence of outliers in comparison to the univariate method. Data suggests that efforts dealing with sample presentation and fitness of standards for LIBS analysis must be done in order to fulfill the boundary conditions for matrix independent development and validation. (C) 2009 Elsevier B.V. All rights reserved.
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This paper is part of a large study to assess the adequacy of the use of multivariate statistical techniques in theses and dissertations of some higher education institutions in the area of marketing with theme of consumer behavior from 1997 to 2006. The regression and conjoint analysis are focused on in this paper, two techniques with great potential of use in marketing studies. The objective of this study was to analyze whether the employement of these techniques suits the needs of the research problem presented in as well as to evaluate the level of success in meeting their premisses. Overall, the results suggest the need for more involvement of researchers in the verification of all the theoretical precepts of application of the techniques classified in the category of investigation of dependence among variables.
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A cross-sectional case-control study on the association between the reduced work ability and S. japonicum infection was carried out in a moderate endemic area for schistosomiasis japonica in the southern part of Dongting lake in China. A total of 120 cases with reduced work ability and 240 controls paired to the case by age, sex, occupation and without reduced work ability, participated in the study. The mean age for individuals was 37.6 years old (21-60), the ratio of male: female was 60:40, the prevalence of S. japonicum in the individuals was 28.3%. The results obtained in this study showed that the infection of S. japonicum in case and control groups was 49.2% (59/120) and 17.9% (43/240), respectively. Odds ratio for reduced work ability among those who had schistosomiasis was 4.34 (95%), confidence interval was 2.58-7.34, and among those who had S. japonicum infection (egg per gram > 100) was up to 12.67 (95%), confidence interval was 3.64-46.39. After odds ratio was adjusted by multiple logistic regression, it was confirmed that heavier intensity of S. japonicum infection and splenomegaly due to S. japonicum infection were the main risk factors for reduced work ability in the population studied.
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A regression analysis using a linked file of all Swiss births und perinatal deaths 1979-1981 showed a significant relation between birthweight and canton. Sex of infant and multiplicity of birth were significant, too. For live births, marital and socio-economic status of mother and father relate to birthweight. Logistic regressions brought out relationships between the risk of stillbirth and occupation of father, nationality and marital status of mother, apart from birthweight. For live births, only sex and (weakly) marital status and rank of the child were influencial after correction for birthweight.
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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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BACKGROUND: The aim of the current study was to assess whether widely used nutritional parameters are correlated with the nutritional risk score (NRS-2002) to identify postoperative morbidity and to evaluate the role of nutritionists in nutritional assessment. METHODS: A randomized trial on preoperative nutritional interventions (NCT00512213) provided the study cohort of 152 patients at nutritional risk (NRS-2002 ≥3) with a comprehensive phenotyping including diverse nutritional parameters (n=17), elaborated by nutritional specialists, and potential demographic and surgical (n=5) confounders. Risk factors for overall, severe (Dindo-Clavien 3-5) and infectious complications were identified by univariate analysis; parameters with P<0.20 were then entered in a multiple logistic regression model. RESULTS: Final analysis included 140 patients with complete datasets. Of these, 61 patients (43.6%) were overweight, and 72 patients (51.4%) experienced at least one complication of any degree of severity. Univariate analysis identified a correlation between few (≤3) active co-morbidities (OR=4.94; 95% CI: 1.47-16.56, p=0.01) and overall complications. Patients screened as being malnourished by nutritional specialists presented less overall complications compared to the not malnourished (OR=0.47; 95% CI: 0.22-0.97, p=0.043). Severe postoperative complications occurred more often in patients with low lean body mass (OR=1.06; 95% CI: 1-1.12, p=0.028). Few (≤3) active co-morbidities (OR=8.8; 95% CI: 1.12-68.99, p=0.008) were related with postoperative infections. Patients screened as being malnourished by nutritional specialists presented less infectious complications (OR=0.28; 95% CI: 0.1-0.78), p=0.014) as compared to the not malnourished. Multivariate analysis identified few co-morbidities (OR=6.33; 95% CI: 1.75-22.84, p=0.005), low weight loss (OR=1.08; 95% CI: 1.02-1.14, p=0.006) and low hemoglobin concentration (OR=2.84; 95% CI: 1.22-6.59, p=0.021) as independent risk factors for overall postoperative complications. Compliance with nutritional supplements (OR=0.37; 95% CI: 0.14-0.97, p=0.041) and supplementation of malnourished patients as assessed by nutritional specialists (OR=0.24; 95% CI: 0.08-0.69, p=0.009) were independently associated with decreased infectious complications. CONCLUSIONS: Nutritional support based upon NRS-2002 screening might result in overnutrition, with potentially deleterious clinical consequences. We emphasize the importance of detailed assessment of the nutritional status by a dedicated specialist before deciding on early nutritional intervention for patients with an initial NRS-2002 score of ≥3.
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In the context of multivariate linear regression (MLR) models, it is well known that commonly employed asymptotic test criteria are seriously biased towards overrejection. In this paper, we propose a general method for constructing exact tests of possibly nonlinear hypotheses on the coefficients of MLR systems. For the case of uniform linear hypotheses, we present exact distributional invariance results concerning several standard test criteria. These include Wilks' likelihood ratio (LR) criterion as well as trace and maximum root criteria. The normality assumption is not necessary for most of the results to hold. Implications for inference are two-fold. First, invariance to nuisance parameters entails that the technique of Monte Carlo tests can be applied on all these statistics to obtain exact tests of uniform linear hypotheses. Second, the invariance property of the latter statistic is exploited to derive general nuisance-parameter-free bounds on the distribution of the LR statistic for arbitrary hypotheses. Even though it may be difficult to compute these bounds analytically, they can easily be simulated, hence yielding exact bounds Monte Carlo tests. Illustrative simulation experiments show that the bounds are sufficiently tight to provide conclusive results with a high probability. Our findings illustrate the value of the bounds as a tool to be used in conjunction with more traditional simulation-based test methods (e.g., the parametric bootstrap) which may be applied when the bounds are not conclusive.
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In this paper, we propose several finite-sample specification tests for multivariate linear regressions (MLR) with applications to asset pricing models. We focus on departures from the assumption of i.i.d. errors assumption, at univariate and multivariate levels, with Gaussian and non-Gaussian (including Student t) errors. The univariate tests studied extend existing exact procedures by allowing for unspecified parameters in the error distributions (e.g., the degrees of freedom in the case of the Student t distribution). The multivariate tests are based on properly standardized multivariate residuals to ensure invariance to MLR coefficients and error covariances. We consider tests for serial correlation, tests for multivariate GARCH and sign-type tests against general dependencies and asymmetries. The procedures proposed provide exact versions of those applied in Shanken (1990) which consist in combining univariate specification tests. Specifically, we combine tests across equations using the MC test procedure to avoid Bonferroni-type bounds. Since non-Gaussian based tests are not pivotal, we apply the “maximized MC” (MMC) test method [Dufour (2002)], where the MC p-value for the tested hypothesis (which depends on nuisance parameters) is maximized (with respect to these nuisance parameters) to control the test’s significance level. The tests proposed are applied to an asset pricing model with observable risk-free rates, using monthly returns on New York Stock Exchange (NYSE) portfolios over five-year subperiods from 1926-1995. Our empirical results reveal the following. Whereas univariate exact tests indicate significant serial correlation, asymmetries and GARCH in some equations, such effects are much less prevalent once error cross-equation covariances are accounted for. In addition, significant departures from the i.i.d. hypothesis are less evident once we allow for non-Gaussian errors.
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We study the problem of testing the error distribution in a multivariate linear regression (MLR) model. The tests are functions of appropriately standardized multivariate least squares residuals whose distribution is invariant to the unknown cross-equation error covariance matrix. Empirical multivariate skewness and kurtosis criteria are then compared to simulation-based estimate of their expected value under the hypothesized distribution. Special cases considered include testing multivariate normal, Student t; normal mixtures and stable error models. In the Gaussian case, finite-sample versions of the standard multivariate skewness and kurtosis tests are derived. To do this, we exploit simple, double and multi-stage Monte Carlo test methods. For non-Gaussian distribution families involving nuisance parameters, confidence sets are derived for the the nuisance parameters and the error distribution. The procedures considered are evaluated in a small simulation experi-ment. Finally, the tests are applied to an asset pricing model with observable risk-free rates, using monthly returns on New York Stock Exchange (NYSE) portfolios over five-year subperiods from 1926-1995.
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In this paper, we propose exact inference procedures for asset pricing models that can be formulated in the framework of a multivariate linear regression (CAPM), allowing for stable error distributions. The normality assumption on the distribution of stock returns is usually rejected in empirical studies, due to excess kurtosis and asymmetry. To model such data, we propose a comprehensive statistical approach which allows for alternative - possibly asymmetric - heavy tailed distributions without the use of large-sample approximations. The methods suggested are based on Monte Carlo test techniques. Goodness-of-fit tests are formally incorporated to ensure that the error distributions considered are empirically sustainable, from which exact confidence sets for the unknown tail area and asymmetry parameters of the stable error distribution are derived. Tests for the efficiency of the market portfolio (zero intercepts) which explicitly allow for the presence of (unknown) nuisance parameter in the stable error distribution are derived. The methods proposed are applied to monthly returns on 12 portfolios of the New York Stock Exchange over the period 1926-1995 (5 year subperiods). We find that stable possibly skewed distributions provide statistically significant improvement in goodness-of-fit and lead to fewer rejections of the efficiency hypothesis.
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Multivariate lifetime data arise in various forms including recurrent event data when individuals are followed to observe the sequence of occurrences of a certain type of event; correlated lifetime when an individual is followed for the occurrence of two or more types of events, or when distinct individuals have dependent event times. In most studies there are covariates such as treatments, group indicators, individual characteristics, or environmental conditions, whose relationship to lifetime is of interest. This leads to a consideration of regression models.The well known Cox proportional hazards model and its variations, using the marginal hazard functions employed for the analysis of multivariate survival data in literature are not sufficient to explain the complete dependence structure of pair of lifetimes on the covariate vector. Motivated by this, in Chapter 2, we introduced a bivariate proportional hazards model using vector hazard function of Johnson and Kotz (1975), in which the covariates under study have different effect on two components of the vector hazard function. The proposed model is useful in real life situations to study the dependence structure of pair of lifetimes on the covariate vector . The well known partial likelihood approach is used for the estimation of parameter vectors. We then introduced a bivariate proportional hazards model for gap times of recurrent events in Chapter 3. The model incorporates both marginal and joint dependence of the distribution of gap times on the covariate vector . In many fields of application, mean residual life function is considered superior concept than the hazard function. Motivated by this, in Chapter 4, we considered a new semi-parametric model, bivariate proportional mean residual life time model, to assess the relationship between mean residual life and covariates for gap time of recurrent events. The counting process approach is used for the inference procedures of the gap time of recurrent events. In many survival studies, the distribution of lifetime may depend on the distribution of censoring time. In Chapter 5, we introduced a proportional hazards model for duration times and developed inference procedures under dependent (informative) censoring. In Chapter 6, we introduced a bivariate proportional hazards model for competing risks data under right censoring. The asymptotic properties of the estimators of the parameters of different models developed in previous chapters, were studied. The proposed models were applied to various real life situations.
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Multivariate statistical methods were used to investigate file Causes of toxicity and controls on groundwater chemistry from 274 boreholes in an Urban area (London) of the United Kingdom. The groundwater was alkaline to neutral, and chemistry was dominated by calcium, sodium, and Sulfate. Contaminants included fuels, solvents, and organic compounds derived from landfill material. The presence of organic material in the aquifer caused decreases in dissolved oxygen, sulfate and nitrate concentrations. and increases in ferrous iron and ammoniacal nitrogen concentrations. Pearson correlations between toxicity results and the concentration of individual analytes indicated that concentrations of ammoinacal nitrogen, dissolved oxygen, ferrous iron, and hydrocarbons were important where present. However, principal component and regression analysis suggested no significant correlation between toxicity and chemistry over the whole area. Multidimensional Scaling was used to investigate differences in sites caused by historical use, landfill gas status, or position within the sample area. Significant differences were observed between sites with different historical land use and those with different gas status. Examination of the principal component matrix revealed that these differences are related to changes in the importance of reduced chemical species.
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Baking and 2-g mixograph analyses were performed for 55 cultivars (19 spring and 36 winter wheat) from various quality classes from the 2002 harvest in Poland. An instrumented 2-g direct-drive mixograph was used to study the mixing characteristics of the wheat cultivars. A number of parameters were extracted automatically from each mixograph trace and correlated with baking volume and flour quality parameters (protein content and high molecular weight glutenin subunit [HMW-GS] composition by SDS-PAGE) using multiple linear regression statistical analysis. Principal component analysis of the mixograph data discriminated between four flour quality classes, and predictions of baking volume were obtained using several selected mixograph parameters, chosen using a best subsets regression routine, giving R-2 values of 0.862-0.866. In particular, three new spring wheat strains (CHD 502a-c) recently registered in Poland were highly discriminated and predicted to give high baking volume on the basis of two mixograph parameters: peak bandwidth and 10-min bandwidth.
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Background: Robot-mediated therapies offer entirely new approaches to neurorehabilitation. In this paper we present the results obtained from trialling the GENTLE/S neurorehabilitation system assessed using the upper limb section of the Fugl-Meyer ( FM) outcome measure. Methods: We demonstrate the design of our clinical trial and its results analysed using a novel statistical approach based on a multivariate analytical model. This paper provides the rational for using multivariate models in robot-mediated clinical trials and draws conclusions from the clinical data gathered during the GENTLE/S study. Results: The FM outcome measures recorded during the baseline ( 8 sessions), robot-mediated therapy ( 9 sessions) and sling-suspension ( 9 sessions) was analysed using a multiple regression model. The results indicate positive but modest recovery trends favouring both interventions used in GENTLE/S clinical trial. The modest recovery shown occurred at a time late after stroke when changes are not clinically anticipated. Conclusion: This study has applied a new method for analysing clinical data obtained from rehabilitation robotics studies. While the data obtained during the clinical trial is of multivariate nature, having multipoint and progressive nature, the multiple regression model used showed great potential for drawing conclusions from this study. An important conclusion to draw from this paper is that this study has shown that the intervention and control phase both caused changes over a period of 9 sessions in comparison to the baseline. This might indicate that use of new challenging and motivational therapies can influence the outcome of therapies at a point when clinical changes are not expected. Further work is required to investigate the effects arising from early intervention, longer exposure and intensity of the therapies. Finally, more function-oriented robot-mediated therapies or sling-suspension therapies are needed to clarify the effects resulting from each intervention for stroke recovery.