Estimação clássica e Bayesiana em modelos de sobrevida com fração de cura

In Survival Analysis, long duration models allow for the estimation of the healing fraction, which represents a portion of the population immune to the event of interest. Here we address classical and Bayesian estimation based on mixture models and promotion time models, using different distributions (exponential, Weibull and Pareto) to model failure time. The database used to illustrate the implementations is described in Kersey et al. (1987) and it consists of a group of leukemia patients who underwent a certain type of transplant. The specific implementations used were numeric optimization by BFGS as implemented in R (base::optim), Laplace approximation (own implementation) and Gibbs sampling as implemented in Winbugs. We describe the main features of the models used, the estimation methods and the computational aspects. We also discuss how different prior information can affect the Bayesian estimates

A közalkalmazotti béremelés hatása a tanárok pályaelhagyási döntéseire (The effect of a public-sector pay increase on teachers attrition)

A tanárok pályaelhagyási döntését vizsgálva, a tanulmány a következő két kérdésre keresi a választ. Milyen szerepet játszanak e döntésekben a keresetek, alternatív kereseti lehetőségek? Hogyan hatott a tanárok pályaelhagyására a 2002. évi közalkalmazotti béremelés? Az elemzéshez az OEP-ONYF-FH összekapcsolt nagymintás adatbázis felhasználásával kétféle modellt becsült a szerző: 1. két lehetőséget megkülönböztetve (elhagyja a tanári pályát/nem hagyja el) Cox-féle arányos hazárdfüggvényeket, 2. a pályaelhagyás okai között a más állásba kerülést és az egyéb pályaelhagyási okokat megkülönböztetve versengő kockázati modelleket. Az eredmények azt mutatják, hogy a kereseti lehetőségek hatnak a pályaelhagyási döntésekre. A magasabb jövedelem és magasabb relatív kereset csökkenti annak valószínűségét, hogy egy tanár elhagyja a pályát, és más pályán helyezkedjen el, vagy nem foglalkoztatotti státusba kerüljön. A közalkalmazotti béremelés átmenetileg csökkentette a pályaelhagyás valószínűségét a fiatal tanárok körében, de a hatás egy-két év alatt eltűnt. Az 51 évesnél idősebb tanárokat pedig inkább a pályán tartotta a béremelés, csökkentette annak valószínűségét is, hogy más pályán helyezkedjenek el, vagy hogy nem foglalkoztatotti státusba kerüljenek. ______ The paper investigates teachers decisions to leave the profession. It first examines the role in such decisions of pay compared with earnings in alternative occupations, and then discusses how the public-sector pay increase of 2002 af-fected exit decisions by teachers. Duration models were estimated using large merged administrative data sets. First binary-choice Cox proportional hazard models (leaving teaching profession or not), then competing risk models that distinguish exits to another occupation and exits to a non-working state. Results show that earnings matter. Higher wages reduce the probability of exiting teacher profession to go to another occupation or to non-employment. The public-sector pay increase decreased the probability of inexperienced teachers leaving the teacher profession temporarily, but the effect disappeared after one or two years. For experienced teachers over 51 years old, the wage increase was found to reduce attrition.

Essays on Job Search and Labor Market Dynamics

This dissertation consists of three separate essays on job search and labor market dynamics. In the first essay, “The Impact of Labor Market Conditions on Job Creation: Evidence from Firm Level Data”, I study how much changes in labor market conditions reduce employment fluctuations over the business cycle. Changes in labor market conditions make hiring more expensive during expansions and cheaper during recessions, creating counter-cyclical incentives for job creation. I estimate firm level elasticities of labor demand with respect to changes in labor market conditions, considering two margins: changes in labor market tightness and changes in wages. Using employer-employee matched data from Brazil, I find that all firms are more sensitive to changes in wages rather than labor market tightness, and there is substantial heterogeneity in labor demand elasticity across regions. Based on these results, I demonstrate that changes in labor market conditions reduce the variance of employment growth over the business cycle by 20% in a median region, and this effect is equally driven by changes along each margin. Moreover, I show that the magnitude of the effect of labor market conditions on employment growth can be significantly affected by economic policy. In particular, I document that the rapid growth of the national minimum wages in Brazil in 1997-2010 amplified the impact of the change in labor market conditions during local expansions and diminished this impact during local recessions.

In the second essay, “A Framework for Estimating Persistence of Local Labor

Demand Shocks”, I propose a decomposition which allows me to study the persistence of local labor demand shocks. Persistence of labor demand shocks varies across industries, and the incidence of shocks in a region depends on the regional industrial composition. As a result, less diverse regions are more likely to experience deeper shocks, but not necessarily more long lasting shocks. Building on this idea, I propose a decomposition of local labor demand shocks into idiosyncratic location shocks and nationwide industry shocks and estimate the variance and the persistence of these shocks using the Quarterly Census of Employment and Wages (QCEW) in 1990-2013.

In the third essay, “Conditional Choice Probability Estimation of Continuous- Time Job Search Models”, co-authored with Peter Arcidiacono and Arnaud Maurel, we propose a novel, computationally feasible method of estimating non-stationary job search models. Non-stationary job search models arise in many applications, where policy change can be anticipated by the workers. The most prominent example of such policy is the expiration of unemployment benefits. However, estimating these models still poses a considerable computational challenge, because of the need to solve a differential equation numerically at each step of the optimization routine. We overcome this challenge by adopting conditional choice probability methods, widely used in dynamic discrete choice literature, to job search models and show how the hazard rate out of unemployment and the distribution of the accepted wages, which can be estimated in many datasets, can be used to infer the value of unemployment. We demonstrate how to apply our method by analyzing the effect of the unemployment benefit expiration on duration of unemployment using the data from the Survey of Income and Program Participation (SIPP) in 1996-2007.

Spatial portability of numerical models of leaf wetness duration based on empirical approaches

Leaf wetness duration (LWD) models based on empirical approaches offer practical advantages over physically based models in agricultural applications, but their spatial portability is questionable because they may be biased to the climatic conditions under which they were developed. In our study, spatial portability of three LWD models with empirical characteristics - a RH threshold model, a decision tree model with wind speed correction, and a fuzzy logic model - was evaluated using weather data collected in Brazil, Canada, Costa Rica, Italy and the USA. The fuzzy logic model was more accurate than the other models in estimating LWD measured by painted leaf wetness sensors. The fraction of correct estimates for the fuzzy logic model was greater (0.87) than for the other models (0.85-0.86) across 28 sites where painted sensors were installed, and the degree of agreement k statistic between the model and painted sensors was greater for the fuzzy logic model (0.71) than that for the other models (0.64-0.66). Values of the k statistic for the fuzzy logic model were also less variable across sites than those of the other models. When model estimates were compared with measurements from unpainted leaf wetness sensors, the fuzzy logic model had less mean absolute error (2.5 h day(-1)) than other models (2.6-2.7 h day(-1)) after the model was calibrated for the unpainted sensors. The results suggest that the fuzzy logic model has greater spatial portability than the other models evaluated and merits further validation in comparison with physical models under a wider range of climate conditions. (C) 2010 Elsevier B.V. All rights reserved.

Settlement Duration and Materiality:Formal Chronological Models for the Development of Barnhouse, a Grooved Ware Settlement in Orkney

Radiocarbon dating and Bayesian chronological modelling, undertaken as part of the investigation by the Times of Their Lives project into the development of Late Neolithic settlement and pottery in Orkney, has provided precise new dating for the Grooved Ware settlement of Barnhouse, excavated in 1985–91. Previous understandings of the site and its pottery are presented. A Bayesian model based on 70 measurements on 62 samples (of which 50 samples are thought to date accurately the deposits from which they were recovered) suggests that the settlement probably began in the later 32nd century cal bc (with Houses 2, 9, 3 and perhaps 5a), possibly as a planned foundation. Structure 8 – a large, monumental structure that differs in character from the houses – was probably built just after the turn of the millennium. Varied house durations and replacements are estimated. House 2 went out of use before the end of the settlement, and Structure 8 was probably the last element to be abandoned, probably during the earlier 29th century cal bc. The Grooved Ware pottery from the site is characterised by small, medium-sized, and large vessels with incised and impressed decoration, including a distinctive, false-relief, wavy-line cordon motif. A considerable degree of consistency is apparent in many aspects of ceramic design and manufacture over the use-life of the settlement, the principal change being the appearance, from c. 3025–2975 cal bc, of large coarse ware vessels with uneven surfaces and thick applied cordons, and of the use of applied dimpled circular pellets. The circumstances of new foundation of settlement in the western part of Mainland are discussed, as well as the maintenance and character of the site. The pottery from the site is among the earliest Grooved Ware so far dated. Its wider connections are noted, as well as the significant implications for our understanding of the timing and circumstances of the emergence of Grooved Ware, and the role of material culture in social strategies.

Suitability of relative humidity as an estimator of leaf wetness duration

Leaf wetness duration (LWD) is a key parameter in agricultural meteorology since it is related to epidemiology of many important crops, controlling pathogen infection and development rates. Because LWD is not widely measured, several methods have been developed to estimate it from weather data. Among the models used to estimate LWD, those that use physical principles of dew formation and dew and/or rain evaporation have shown good portability and sufficiently accurate results, but their complexity is a disadvantage for operational use. Alternatively, empirical models have been used despite their limitations. The simplest empirical models use only relative humidity data. The objective of this study was to evaluate the performance of three RH-based empirical models to estimate LWD in four regions around the world that have different climate conditions. Hourly LWD, air temperature, and relative humidity data were obtained from Ames, IA (USA), Elora, Ontario (Canada), Florence, Toscany (Italy), and Piracicaba, Sao Paulo State (Brazil). These data were used to evaluate the performance of the following empirical LWD estimation models: constant RH threshold (RH >= 90%); dew point depression (DPD); and extended RH threshold (EXT_RH). Different performance of the models was observed in the four locations. In Ames, Elora and Piracicaba, the RH >= 90% and DPD models underestimated LWD, whereas in Florence these methods overestimated LWD, especially for shorter wet periods. When the EXT_RH model was used, LWD was overestimated for all locations, with a significant increase in the errors. In general, the RH >= 90% model performed best, presenting the highest general fraction of correct estimates (F(C)), between 0.87 and 0.92, and the lowest false alarm ratio (F(AR)), between 0.02 and 0.31. The use of specific thresholds for each location improved accuracy of the RH model substantially, even when independent data were used; MAE ranged from 1.23 to 1.89 h, which is very similar to errors obtained with published physical models for LWD estimation. Based on these results, we concluded that, if calibrated locally, LWD can be estimated with acceptable accuracy by RH above a specific threshold, and that the EXT_RH method was unsuitable for estimating LWD at the locations used in this study. (C) 2007 Elsevier B.V. All rights reserved.

Estimating hourly net radiation for leaf wetness duration using the Penman-Monteith equation

Leaf wetness duration (LWD) is related to plant disease occurrence and is therefore a key parameter in agrometeorology. As LWD is seldom measured at standard weather stations, it must be estimated in order to ensure the effectiveness of warning systems and the scheduling of chemical disease control. Among the models used to estimate LWD, those that use physical principles of dew formation and dew and/or rain evaporation have shown good portability and sufficiently accurate results for operational use. However, the requirement of net radiation (Rn) is a disadvantage foroperational physical models, since this variable is usually not measured over crops or even at standard weather stations. With the objective of proposing a solution for this problem, this study has evaluated the ability of four models to estimate hourly Rn and their impact on LWD estimates using a Penman-Monteith approach. A field experiment was carried out in Elora, Ontario, Canada, with measurements of LWD, Rn and other meteorological variables over mowed turfgrass for a 58 day period during the growing season of 2003. Four models for estimating hourly Rn based on different combinations of incoming solar radiation (Rg), airtemperature (T), relative humidity (RH), cloud cover (CC) and cloud height (CH), were evaluated. Measured and estimated hourly Rn values were applied in a Penman-Monteith model to estimate LWD. Correlating measured and estimated Rn, we observed that all models performed well in terms of estimating hourly Rn. However, when cloud data were used the models overestimated positive Rn and underestimated negative Rn. When only Rg and T were used to estimate hourly Rn, the model underestimated positive Rn and no tendency was observed for negative Rn. The best performance was obtained with Model I, which presented, in general, the smallest mean absolute error (MAE) and the highest C-index. When measured LWD was compared to the Penman-Monteith LWD, calculated with measured and estimated Rn, few differences were observed. Both precision and accuracy were high, with the slopes of the relationships ranging from 0.96 to 1.02 and R-2 from 0.85 to 0.92, resulting in C-indices between 0.87 and 0.93. The LWD mean absolute errors associated with Rn estimates were between 1.0 and 1.5h, which is sufficient for use in plant disease management schemes.

Defining a role for the subthalamic nucleus within operative theoretical models of subcortical participation in language

Objective:To investigate the effects of bilateral, surgically induced functional inhibition of the subthalamic nucleus (STN) on general language, high level linguistic abilities, and semantic processing skills in a group of patients with Parkinson’s disease. Methods:Comprehensive linguistic profiles were obtained up to one month before and three months after bilateral implantation of electrodes in the STN during active deep brain stimulation (DBS) in five subjects with Parkinson’s disease (mean age, 63.2 years). Equivalent linguistic profiles were generated over a three month period for a non-surgical control cohort of 16 subjects with Parkinson’s disease (NSPD) (mean age, 64.4 years). Education and disease duration were similar in the two groups. Initial assessment and three month follow up performance profiles were compared within subjects by paired t tests. Reliability change indices (RCI), representing clinically significant alterations in performance over time, were calculated for each of the assessment scores achieved by the five STN-DBS cases and the 16 NSPD controls, relative to performance variability within a group of 16 non-neurologically impaired adults (mean age, 61.9 years). Proportions of reliable change were then compared between the STN-DBS and NSPD groups. Results:Paired comparisons within the STN-DBS group showed prolonged postoperative semantic processing reaction times for a range of word types coded for meanings and meaning relatedness. Case by case analyses of reliable change across language assessments and groups revealed differences in proportions of change over time within the STN-DBS and NSPD groups in the domains of high level linguistics and semantic processing. Specifically, when compared with the NSPD group, the STN-DBS group showed a proportionally significant (p

Asymmetry and duration dependence in Australian GDP and unemployment

The per iodic structure of business cycles suggests that significant asymmetries are present over different phases of the cycle. This paper uses markov regime-switching models with fixed and duration dependent transition probabilities to directly model expansions, contractions and durations in Australian GDP growth and unemployment growth. Evidence is found of significant asymmetry in growth rates across expansions and contractions for both series. GDP contractions exhibit duration dependence implying that as output recessions age the likelihood of switching into an expansion phase increases. Unemployment growth does not exhibit duration dependence in either phase. Evidence is also presented that non-linearities in unemployment growth are well explained by the asymmetries in the GDP growth cycle. The analysis suggests that recessions are periods of rapid and intense job destruction, that Australian unemployment tends to ratchet up in recessionary periods and, in contrast to US and UK studies, that shocks to Australian unemployment growth are more persistent in recessions than expansions. [E37 C5 C41].

Risk Estimates of Dengue in Travelers to Dengue Endemic Areas Using Mathematical Models

Dengue has emerged as a frequent problem in international travelers. The risk depends on destination, duration, and season of travel. However, data to quantify the true risk for travelers to acquire dengue are lacking. We used mathematical models to estimate the risk of nonimmune persons to acquire dengue when traveling to Singapore. From the force of infection, we calculated the risk of dengue dependent on duration of stay and season of arrival. Our data highlight that the risk for nonimmune travelers to acquire dengue in Singapore is substantial but varies greatly with seasons and epidemic cycles. For instance, for a traveler who stays in Singapore for 1 week during the high dengue season in 2005, the risk of acquiring dengue was 0.17%, but it was only 0.00423% during the low season in a nonepidemic year such as 2002. Risk estimates based on mathematical modeling will help the travel medicine provider give better evidence-based advice for travelers to dengue endemic countries.

Stochastic time-concentration activity models for cytotoxicity in 3D brain cell cultures.

BACKGROUND: In vitro aggregating brain cell cultures containing all types of brain cells have been shown to be useful for neurotoxicological investigations. The cultures are used for the detection of nervous system-specific effects of compounds by measuring multiple endpoints, including changes in enzyme activities. Concentration-dependent neurotoxicity is determined at several time points. METHODS: A Markov model was set up to describe the dynamics of brain cell populations exposed to potentially neurotoxic compounds. Brain cells were assumed to be either in a healthy or stressed state, with only stressed cells being susceptible to cell death. Cells may have switched between these states or died with concentration-dependent transition rates. Since cell numbers were not directly measurable, intracellular lactate dehydrogenase (LDH) activity was used as a surrogate. Assuming that changes in cell numbers are proportional to changes in intracellular LDH activity, stochastic enzyme activity models were derived. Maximum likelihood and least squares regression techniques were applied for estimation of the transition rates. Likelihood ratio tests were performed to test hypotheses about the transition rates. Simulation studies were used to investigate the performance of the transition rate estimators and to analyze the error rates of the likelihood ratio tests. The stochastic time-concentration activity model was applied to intracellular LDH activity measurements after 7 and 14 days of continuous exposure to propofol. The model describes transitions from healthy to stressed cells and from stressed cells to death. RESULTS: The model predicted that propofol would affect stressed cells more than healthy cells. Increasing propofol concentration from 10 to 100 μM reduced the mean waiting time for transition to the stressed state by 50%, from 14 to 7 days, whereas the mean duration to cellular death reduced more dramatically from 2.7 days to 6.5 hours. CONCLUSION: The proposed stochastic modeling approach can be used to discriminate between different biological hypotheses regarding the effect of a compound on the transition rates. The effects of different compounds on the transition rate estimates can be quantitatively compared. Data can be extrapolated at late measurement time points to investigate whether costs and time-consuming long-term experiments could possibly be eliminated.