885 resultados para Bayesian ridge regression


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There is recent interest in the generalization of classical factor models in which the idiosyncratic factors are assumed to be orthogonal and there are identification restrictions on cross-sectional and time dimensions. In this study, we describe and implement a Bayesian approach to generalized factor models. A flexible framework is developed to determine the variations attributed to common and idiosyncratic factors. We also propose a unique methodology to select the (generalized) factor model that best fits a given set of data. Applying the proposed methodology to the simulated data and the foreign exchange rate data, we provide a comparative analysis between the classical and generalized factor models. We find that when there is a shift from classical to generalized, there are significant changes in the estimates of the structures of the covariance and correlation matrices while there are less dramatic changes in the estimates of the factor loadings and the variation attributed to common factors.

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Aberrant blood vessels enable tumor growth, provide a barrier to immune infiltration, and serve as a source of protumorigenic signals. Targeting tumor blood vessels for destruction, or tumor vascular disruption therapy, can therefore provide significant therapeutic benefit. Here, we describe the ability of chimeric antigen receptor (CAR)-bearing T cells to recognize human prostate-specific membrane antigen (hPSMA) on endothelial targets in vitro as well as in vivo. CAR T cells were generated using the anti-PSMA scFv, J591, and the intracellular signaling domains: CD3ζ, CD28, and/or CD137/4-1BB. We found that all anti-hPSMA CAR T cells recognized and eliminated PSMA(+) endothelial targets in vitro, regardless of the signaling domain. T cells bearing the third-generation anti-hPSMA CAR, P28BBζ, were able to recognize and kill primary human endothelial cells isolated from gynecologic cancers. In addition, the P28BBζ CAR T cells mediated regression of hPSMA-expressing vascular neoplasms in mice. Finally, in murine models of ovarian cancers populated by murine vessels expressing hPSMA, the P28BBζ CAR T cells were able to ablate PSMA(+) vessels, cause secondary depletion of tumor cells, and reduce tumor burden. Taken together, these results provide a strong rationale for the use of CAR T cells as agents of tumor vascular disruption, specifically those targeting PSMA. Cancer Immunol Res; 3(1); 68-84. ©2014 AACR.

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Purpose: Recent reports have suggested that intraabdominal postoperative infection is associated with higher rates of overall and local recurrence and cancer-specific mortality. However, the mechanisms responsible for this association are unknown. We hypothesized that the greater inflammatory response in patients with postoperative intraabdominal infection is associated to an increase in local and systemic angiogenesis. Methods: We designed a prospective cohorts study with matched controls. Patients with postoperative intra-abdominal infection (abscess and/or anastomotic leakage) (group 1; n=17) after elective colorectal cancer resection operated on for cure were compared to patients with an uncomplicated postoperative course (group 2; n=17). IL-6 and VEGF levels were determined by ELISA in serum and peritoneal fluid at baseline, 48 hours and postoperative day 4 or at the time the peritoneal infection occurred. Results: No differences were observed in age, gender, preoperative CEA, tumor stage and location and type of procedure performed. Although there were no differences in serum IL-6 levels at 48 hours, this pro-inflammatory cytokine was higher in group 1 on postoperative day 4 (group 1: 21533 + 27900 vs. group 2: 1130 + 3563 pg/ml; p < 0.001). Serum VEGF levels were higher in group 1 on postoperative day 4 (group 1: 1212 + 1025 vs. group 2: 408 + 407 pg/ml; p < 0.01). Peritoneal fluid VEGF levels were also higher in group 1 at 48 hours (group 1: 4857 + 4384 vs. group 2: 630 + 461 pg/ml; p < 0.001) and postoperative day 4 (group 1: 32807 + 98486 vs. group 2: 1002 + 1229 pg/ml; p < 0.001). A positive correlation between serum IL-6 and VEGF serum levels was observed on postoperative day 4 (r=0.7; p<0.01). Conclusions: These results suggest that not only the inflammatory response but also the angiogenic pathways are stimulated in patients with intra-abdominal infection after surgery for colorectal cancer. The implications of this finding on long-term follow-up need to be evaluated.

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PURPOSE: To present the long-term follow-up of 10 adolescents and young adults with documented cognitive and behavioral regression as children due to nonlesional focal, mainly frontal, epilepsy with continuous spike-waves during slow wave sleep (CSWS). METHODS: Past medical and electroencephalography (EEG) data were reviewed and neuropsychological tests exploring main cognitive functions were administered. KEY FINDINGS: After a mean duration of follow-up of 15.6 years (range, 8-23 years), none of the 10 patients had recovered fully, but four regained borderline to normal intelligence and were almost independent. Patients with prolonged global intellectual regression had the worst outcome, whereas those with more specific and short-lived deficits recovered best. The marked behavioral disorders resolved in all but one patient. Executive functions were neither severely nor homogenously affected. Three patients with a frontal syndrome during the active phase (AP) disclosed only mild residual executive and social cognition deficits. The main cognitive gains occurred shortly after the AP, but qualitative improvements continued to occur. Long-term outcome correlated best with duration of CSWS. SIGNIFICANCE: Our findings emphasize that cognitive recovery after cessation of CSWS depends on the severity and duration of the initial regression. None of our patients had major executive and social cognition deficits with preserved intelligence, as reported in adults with early destructive lesions of the frontal lobes. Early recognition of epilepsy with CSWS and rapid introduction of effective therapy are crucial for a best possible outcome.

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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

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Purpose: While imatinib has revolutionized the treatment of chronic myeloid leukaemia (CML) and gastrointestinal stromal tumors (GIST), its pharmacokinetic-pharmacodynamic relationships have been poorly studied. This study aimed to explore the issue in oncologic patients, and to evaluate the specific influence of the target genotype in a GIST subpopulation. Patients and methods: Data from 59 patients (321 plasma samples) were collected during a previous pharmacokinetic study. Based on a population model purposely developed, individual post-hoc Bayesian estimates of pharmacokinetic parameters were derived, and used to estimate drug exposure (AUC; area under curve). Free fraction parameters were deduced from a model incorporating plasma alpha1-acid glycoprotein levels. Associations between AUC (or clearance) and therapeutic response (coded on a 3-point scale), or tolerability (4-point scale), were explored by ordered logistic regression. Influence of KIT genotype on response was also assessed in GIST patients. Results: Total and free drug exposure correlated with the number of side effects (p < 0.005). A relationship with response was not evident in the whole patient set (with good-responders tending to receive lower doses and bad-responders higher doses). In GIST patients however, higher free drug exposure predicted better responses. A strong association was notably observed in patients harboring an exon 9 mutation or a wild type KIT, known to decrease tumor sensitivity towards imatinib (p < 0.005). Conclusions: Our results are arguments to further evaluate the potential benefit of a therapeutic monitoring program for imatinib. Our data also suggest that stratification by genotype will be important in future trials.

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Knowledge of the spatial distribution of hydraulic conductivity (K) within an aquifer is critical for reliable predictions of solute transport and the development of effective groundwater management and/or remediation strategies. While core analyses and hydraulic logging can provide highly detailed information, such information is inherently localized around boreholes that tend to be sparsely distributed throughout the aquifer volume. Conversely, larger-scale hydraulic experiments like pumping and tracer tests provide relatively low-resolution estimates of K in the investigated subsurface region. As a result, traditional hydrogeological measurement techniques contain a gap in terms of spatial resolution and coverage, and they are often alone inadequate for characterizing heterogeneous aquifers. Geophysical methods have the potential to bridge this gap. The recent increased interest in the application of geophysical methods to hydrogeological problems is clearly evidenced by the formation and rapid growth of the domain of hydrogeophysics over the past decade (e.g., Rubin and Hubbard, 2005).

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In automobile insurance, it is useful to achieve a priori ratemaking by resorting to gene- ralized linear models, and here the Poisson regression model constitutes the most widely accepted basis. However, insurance companies distinguish between claims with or without bodily injuries, or claims with full or partial liability of the insured driver. This paper exa- mines an a priori ratemaking procedure when including two di®erent types of claim. When assuming independence between claim types, the premium can be obtained by summing the premiums for each type of guarantee and is dependent on the rating factors chosen. If the independence assumption is relaxed, then it is unclear as to how the tari® system might be a®ected. In order to answer this question, bivariate Poisson regression models, suitable for paired count data exhibiting correlation, are introduced. It is shown that the usual independence assumption is unrealistic here. These models are applied to an automobile insurance claims database containing 80,994 contracts belonging to a Spanish insurance company. Finally, the consequences for pure and loaded premiums when the independence assumption is relaxed by using a bivariate Poisson regression model are analysed.

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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 Catalan 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 services industries.

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Privatization of local public services has been implemented worldwide in the last decades. Why local governments privatize has been the subject of much discussion, and many empirical works have been devoted to analyzing the factors that explain local privatization. Such works have found a great diversity of motivations, and the variation among reported empirical results is large. To investigate this diversity we undertake a meta-regression analysis of the factors explaining the decision to privatize local services. Overall, our results indicate that significant relationships are very dependent upon the characteristics of the studies. Indeed, fiscal stress and political considerations have been found to contribute to local privatization specially in the studies of US cases published in the eighties that consider a broad range of services. Studies that focus on one service capture more accurately the influence of scale economies on privatization. Finally, governments of small towns are more affected by fiscal stress, political considerations and economic efficiency, while ideology seems to play a major role for large cities.

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This paper develops methods for Stochastic Search Variable Selection (currently popular with regression and Vector Autoregressive models) for Vector Error Correction models where there are many possible restrictions on the cointegration space. We show how this allows the researcher to begin with a single unrestricted model and either do model selection or model averaging in an automatic and computationally efficient manner. We apply our methods to a large UK macroeconomic model.

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This paper uses an infinite hidden Markov model (IIHMM) to analyze U.S. inflation dynamics with a particular focus on the persistence of inflation. The IHMM is a Bayesian nonparametric approach to modeling structural breaks. It allows for an unknown number of breakpoints and is a flexible and attractive alternative to existing methods. We found a clear structural break during the recent financial crisis. Prior to that, inflation persistence was high and fairly constant.

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The role of land cover change as a significant component of global change has become increasingly recognized in recent decades. Large databases measuring land cover change, and the data which can potentially be used to explain the observed changes, are also becoming more commonly available. When developing statistical models to investigate observed changes, it is important to be aware that the chosen sampling strategy and modelling techniques can influence results. We present a comparison of three sampling strategies and two forms of grouped logistic regression models (multinomial and ordinal) in the investigation of patterns of successional change after agricultural land abandonment in Switzerland. Results indicated that both ordinal and nominal transitional change occurs in the landscape and that the use of different sampling regimes and modelling techniques as investigative tools yield different results. Synthesis and applications. Our multimodel inference identified successfully a set of consistently selected indicators of land cover change, which can be used to predict further change, including annual average temperature, the number of already overgrown neighbouring areas of land and distance to historically destructive avalanche sites. This allows for more reliable decision making and planning with respect to landscape management. Although both model approaches gave similar results, ordinal regression yielded more parsimonious models that identified the important predictors of land cover change more efficiently. Thus, this approach is favourable where land cover change pattern can be interpreted as an ordinal process. Otherwise, multinomial logistic regression is a viable alternative.