Complete longitudinal analyses of the randomized, placebo-controlled, phase III trial of sunitinib in patients with gastrointestinal stromal tumor following imatinib failure.

PURPOSE: To analyze final long-term survival and clinical outcomes from the randomized phase III study of sunitinib in gastrointestinal stromal tumor patients after imatinib failure; to assess correlative angiogenesis biomarkers with patient outcomes. EXPERIMENTAL DESIGN: Blinded sunitinib or placebo was given daily on a 4-week-on/2-week-off treatment schedule. Placebo-assigned patients could cross over to sunitinib at disease progression/study unblinding. Overall survival (OS) was analyzed using conventional statistical methods and the rank-preserving structural failure time (RPSFT) method to explore cross-over impact. Circulating levels of angiogenesis biomarkers were analyzed. RESULTS: In total, 243 patients were randomized to receive sunitinib and 118 to placebo, 103 of whom crossed over to open-label sunitinib. Conventional statistical analysis showed that OS converged in the sunitinib and placebo arms (median 72.7 vs. 64.9 weeks; HR, 0.876; P = 0.306) as expected, given the cross-over design. RPSFT analysis estimated median OS for placebo of 39.0 weeks (HR, 0.505, 95% CI, 0.262-1.134; P = 0.306). No new safety concerns emerged with extended sunitinib treatment. No consistent associations were found between the pharmacodynamics of angiogenesis-related plasma proteins during sunitinib treatment and clinical outcome. CONCLUSIONS: The cross-over design provided evidence of sunitinib clinical benefit based on prolonged time to tumor progression during the double-blind phase of this trial. As expected, following cross-over, there was no statistical difference in OS. RPSFT analysis modeled the absence of cross-over, estimating a substantial sunitinib OS benefit relative to placebo. Long-term sunitinib treatment was tolerated without new adverse events.

Computational fluid dynamics of the right ventricular outflow tract and of the pulmonary artery: a bench model of flow dynamics.

OBJECTIVES: The reconstruction of the right ventricular outflow tract (RVOT) with valved conduits remains a challenge. The reoperation rate at 5 years can be as high as 25% and depends on age, type of conduit, conduit diameter and principal heart malformation. The aim of this study is to provide a bench model with computer fluid dynamics to analyse the haemodynamics of the RVOT, pulmonary artery, its bifurcation, and left and right pulmonary arteries that in the future may serve as a tool for analysis and prediction of outcome following RVOT reconstruction. METHODS: Pressure, flow and diameter at the RVOT, pulmonary artery, bifurcation of the pulmonary artery, and left and right pulmonary arteries were measured in five normal pigs with a mean weight of 24.6 ± 0.89 kg. Data obtained were used for a 3D computer fluid-dynamics simulation of flow conditions, focusing on the pressure, flow and shear stress profile of the pulmonary trunk to the level of the left and right pulmonary arteries. RESULTS: Three inlet steady flow profiles were obtained at 0.2, 0.29 and 0.36 m/s that correspond to the flow rates of 1.5, 2.0 and 2.5 l/min flow at the RVOT. The flow velocity profile was constant at the RVOT down to the bifurcation and decreased at the left and right pulmonary arteries. In all three inlet velocity profiles, low sheer stress and low-velocity areas were detected along the left wall of the pulmonary artery, at the pulmonary artery bifurcation and at the ostia of both pulmonary arteries. CONCLUSIONS: This computed fluid real-time model provides us with a realistic picture of fluid dynamics in the pulmonary tract area. Deep shear stress areas correspond to a turbulent flow profile that is a predictive factor for the development of vessel wall arteriosclerosis. We believe that this bench model may be a useful tool for further evaluation of RVOT pathology following surgical reconstructions.

Risk management under a two-factor model of the term structure of interest rates

This paper presents several applications to interest rate risk managementbased on a two-factor continuous-time model of the term structure of interestrates previously presented in Moreno (1996). This model assumes that defaultfree discount bond prices are determined by the time to maturity and twofactors, the long-term interest rate and the spread (difference between thelong-term rate and the short-term (instantaneous) riskless rate). Several newmeasures of ``generalized duration" are presented and applied in differentsituations in order to manage market risk and yield curve risk. By means ofthese measures, we are able to compute the hedging ratios that allows us toimmunize a bond portfolio by means of options on bonds. Focusing on thehedging problem, it is shown that these new measures allow us to immunize abond portfolio against changes (parallel and/or in the slope) in the yieldcurve. Finally, a proposal of solution of the limitations of conventionalduration by means of these new measures is presented and illustratednumerically.

Heterogeneous discounting in consumption-investment problems. Time consistent solutions

[cat] En aquest treball s'analitza un model estocàstic en temps continu en el que l'agent decisor descompta les utilitats instantànies i la funció final amb taxes de preferència temporal constants però diferents. En aquest context es poden modelitzar problemes en els quals, quan el temps s'acosta al moment final, la valoració de la funció final incrementa en comparació amb les utilitats instantànies. Aquest tipus d'asimetria no es pot descriure ni amb un descompte estàndard ni amb un variable. Per tal d'obtenir solucions consistents temporalment es deriva l'equació de programació dinàmica estocàstica, les solucions de la qual són equilibris Markovians. Per a aquest tipus de preferències temporals, s'estudia el model clàssic de consum i inversió (Merton, 1971) per a les funcions d'utilitat del tipus CRRA i CARA, comparant els equilibris Markovians amb les solucions inconsistents temporalment. Finalment es discuteix la introducció del temps final aleatori.

Heterogeneous discounting in consumption-investment problems. Time consistent solutions

[cat] En aquest treball s'analitza un model estocàstic en temps continu en el que l'agent decisor descompta les utilitats instantànies i la funció final amb taxes de preferència temporal constants però diferents. En aquest context es poden modelitzar problemes en els quals, quan el temps s'acosta al moment final, la valoració de la funció final incrementa en comparació amb les utilitats instantànies. Aquest tipus d'asimetria no es pot descriure ni amb un descompte estàndard ni amb un variable. Per tal d'obtenir solucions consistents temporalment es deriva l'equació de programació dinàmica estocàstica, les solucions de la qual són equilibris Markovians. Per a aquest tipus de preferències temporals, s'estudia el model clàssic de consum i inversió (Merton, 1971) per a les funcions d'utilitat del tipus CRRA i CARA, comparant els equilibris Markovians amb les solucions inconsistents temporalment. Finalment es discuteix la introducció del temps final aleatori.

Simulating maize phenology as a function of air temperature with a linear and a nonlinear model

The objective of this study was to adapt a nonlinear model (Wang and Engel - WE) for simulating the phenology of maize (Zea mays L.), and to evaluate this model and a linear one (thermal time), in order to predict developmental stages of a field-grown maize variety. A field experiment, during 2005/2006 and 2006/2007 was conducted in Santa Maria, RS, Brazil, in two growing seasons, with seven sowing dates each. Dates of emergence, silking, and physiological maturity of the maize variety BRS Missões were recorded in six replications in each sowing date. Data collected in 2005/2006 growing season were used to estimate the coefficients of the two models, and data collected in the 2006/2007 growing season were used as independent data set for model evaluations. The nonlinear WE model accurately predicted the date of silking and physiological maturity, and had a lower root mean square error (RMSE) than the linear (thermal time) model. The overall RMSE for silking and physiological maturity was 2.7 and 4.8 days with WE model, and 5.6 and 8.3 days with thermal time model, respectively.

Base temperature and simulation model for nodes appearance in cape gooseberry (Physalis peruviana L.)

Data was analyzed on development of the solanaceen fruit crop Cape gooseberry to evaluate how well a classical thermal time model could describe node appearance in different environments. The data used in the analysis were obtained from experiments conducted in Colombia in open fields and greenhouse condition at two locations with different climate. An empirical, non linear segmented model was used to estimate the base temperature and to parameterize the model for simulation of node appearance vs. time. The base temperature (Tb) used to calculate the thermal time (TT, ºCd) for node appearance was estimated to be 6.29 ºC. The slope of the first linear segment was 0.023 nodes per TT and 0.008 for the second linear segment. The time at which the slope of node apperance changed was 1039.5 ºCd after transplanting, determined from a statistical analysis of model for the first segment. When these coefficients were used to predict node appearance at all locations, the model successfully fit the observed data (RSME=2.1), especially for the first segment where node appearance was more homogeneous than the second segment. More nodes were produced by plants grown under greenhouse conditions and minimum and maximum rates of node appearance rates were also higher.

MODELING HETEROTACHY IN PHYLOGENETICS

Il a été démontré que l’hétérotachie, variation du taux de substitutions au cours du temps et entre les sites, est un phénomène fréquent au sein de données réelles. Échouer à modéliser l’hétérotachie peut potentiellement causer des artéfacts phylogénétiques. Actuellement, plusieurs modèles traitent l’hétérotachie : le modèle à mélange des longueurs de branche (MLB) ainsi que diverses formes du modèle covarion. Dans ce projet, notre but est de trouver un modèle qui prenne efficacement en compte les signaux hétérotaches présents dans les données, et ainsi améliorer l’inférence phylogénétique. Pour parvenir à nos fins, deux études ont été réalisées. Dans la première, nous comparons le modèle MLB avec le modèle covarion et le modèle homogène grâce aux test AIC et BIC, ainsi que par validation croisée. A partir de nos résultats, nous pouvons conclure que le modèle MLB n’est pas nécessaire pour les sites dont les longueurs de branche diffèrent sur l’ensemble de l’arbre, car, dans les données réelles, le signaux hétérotaches qui interfèrent avec l’inférence phylogénétique sont généralement concentrés dans une zone limitée de l’arbre. Dans la seconde étude, nous relaxons l’hypothèse que le modèle covarion est homogène entre les sites, et développons un modèle à mélanges basé sur un processus de Dirichlet. Afin d’évaluer différents modèles hétérogènes, nous définissons plusieurs tests de non-conformité par échantillonnage postérieur prédictif pour étudier divers aspects de l’évolution moléculaire à partir de cartographies stochastiques. Ces tests montrent que le modèle à mélanges covarion utilisé avec une loi gamma est capable de refléter adéquatement les variations de substitutions tant à l’intérieur d’un site qu’entre les sites. Notre recherche permet de décrire de façon détaillée l’hétérotachie dans des données réelles et donne des pistes à suivre pour de futurs modèles hétérotaches. Les tests de non conformité par échantillonnage postérieur prédictif fournissent des outils de diagnostic pour évaluer les modèles en détails. De plus, nos deux études révèlent la non spécificité des modèles hétérogènes et, en conséquence, la présence d’interactions entre différents modèles hétérogènes. Nos études suggèrent fortement que les données contiennent différents caractères hétérogènes qui devraient être pris en compte simultanément dans les analyses phylogénétiques.

Discrete time representation of continuous time ARMA processes

This paper derives exact discrete time representations for data generated by a continuous time autoregressive moving average (ARMA) system with mixed stock and flow data. The representations for systems comprised entirely of stocks or of flows are also given. In each case the discrete time representations are shown to be of ARMA form, the orders depending on those of the continuous time system. Three examples and applications are also provided, two of which concern the stationary ARMA(2, 1) model with stock variables (with applications to sunspot data and a short-term interest rate) and one concerning the nonstationary ARMA(2, 1) model with a flow variable (with an application to U.S. nondurable consumers’ expenditure). In all three examples the presence of an MA(1) component in the continuous time system has a dramatic impact on eradicating unaccounted-for serial correlation that is present in the discrete time version of the ARMA(2, 0) specification, even though the form of the discrete time model is ARMA(2, 1) for both models.

Improved likelihood inference for the shape parameter in Weibull regression

We obtain adjustments to the profile likelihood function in Weibull regression models with and without censoring. Specifically, we consider two different modified profile likelihoods: (i) the one proposed by Cox and Reid [Cox, D.R. and Reid, N., 1987, Parameter orthogonality and approximate conditional inference. Journal of the Royal Statistical Society B, 49, 1-39.], and (ii) an approximation to the one proposed by Barndorff-Nielsen [Barndorff-Nielsen, O.E., 1983, On a formula for the distribution of the maximum likelihood estimator. Biometrika, 70, 343-365.], the approximation having been obtained using the results by Fraser and Reid [Fraser, D.A.S. and Reid, N., 1995, Ancillaries and third-order significance. Utilitas Mathematica, 47, 33-53.] and by Fraser et al. [Fraser, D.A.S., Reid, N. and Wu, J., 1999, A simple formula for tail probabilities for frequentist and Bayesian inference. Biometrika, 86, 655-661.]. We focus on point estimation and likelihood ratio tests on the shape parameter in the class of Weibull regression models. We derive some distributional properties of the different maximum likelihood estimators and likelihood ratio tests. The numerical evidence presented in the paper favors the approximation to Barndorff-Nielsen`s adjustment.

Modelagem de dados de falhas de equipamentos de sub-superfície em poços de petróleo da Bacia Potiguar

This master´s thesis presents a reliability study conducted among onshore oil fields in the Potiguar Basin (RN/CE) of Petrobras company, Brazil. The main study objective was to build a regression model to predict the risk of failures that impede production wells to function properly using the information of explanatory variables related to wells such as the elevation method, the amount of water produced in the well (BSW), the ratio gas-oil (RGO), the depth of the production bomb, the operational unit of the oil field, among others. The study was based on a retrospective sample of 603 oil columns from all that were functioning between 2000 and 2006. Statistical hypothesis tests under a Weibull regression model fitted to the failure data allowed the selection of some significant predictors in the set considered to explain the first failure time in the wells

Estimação em modelos de tempo de falha acelerado para dados de sobrevivência correlacionados

We presented in this work two methods of estimation for accelerated failure time models with random e_ects to process grouped survival data. The _rst method, which is implemented in software SAS, by NLMIXED procedure, uses an adapted Gauss-Hermite quadrature to determine marginalized likelihood. The second method, implemented in the free software R, is based on the method of penalized likelihood to estimate the parameters of the model. In the _rst case we describe the main theoretical aspects and, in the second, we briey presented the approach adopted with a simulation study to investigate the performance of the method. We realized implement the models using actual data on the time of operation of oil wells from the Potiguar Basin (RN / CE).

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

Testes em modelos weibull na forma estendida de Marshall-Olkin

In survival analysis, the response is usually the time until the occurrence of an event of interest, called failure time. The main characteristic of survival data is the presence of censoring which is a partial observation of response. Associated with this information, some models occupy an important position by properly fit several practical situations, among which we can mention the Weibull model. Marshall-Olkin extended form distributions other a basic generalization that enables greater exibility in adjusting lifetime data. This paper presents a simulation study that compares the gradient test and the likelihood ratio test using the Marshall-Olkin extended form Weibull distribution. As a result, there is only a small advantage for the likelihood ratio test

Modelo de tempo de falha acelerado com fração de cura : uma abordagem unificada

In this work we study the accelerated failure-time generalized Gamma regression models with a unified approach. The models attempt to estimate simultaneously the effects of covariates on the acceleration/deceleration of the timing of a given event and the surviving fraction. The method is implemented in the free statistical software R. Finally the model is applied to a real dataset referring to the time until the return of the disease in patients diagnosed with breast cancer