Analysing Conjoint Analysis Data by a Random Coefficient Regression Model

2000 Mathematics Subject Classification: 62J12, 62K15, 91B42, 62H99.

On the Lp-Norm Regression Models for Estimating Value-at-Risk

Analysis of risk measures associated with price series data movements and its predictions are of strategic importance in the financial markets as well as to policy makers in particular for short- and longterm planning for setting up economic growth targets. For example, oilprice risk-management focuses primarily on when and how an organization can best prevent the costly exposure to price risk. Value-at-Risk (VaR) is the commonly practised instrument to measure risk and is evaluated by analysing the negative/positive tail of the probability distributions of the returns (profit or loss). In modelling applications, least-squares estimation (LSE)-based linear regression models are often employed for modeling and analyzing correlated data. These linear models are optimal and perform relatively well under conditions such as errors following normal or approximately normal distributions, being free of large size outliers and satisfying the Gauss-Markov assumptions. However, often in practical situations, the LSE-based linear regression models fail to provide optimal results, for instance, in non-Gaussian situations especially when the errors follow distributions with fat tails and error terms possess a finite variance. This is the situation in case of risk analysis which involves analyzing tail distributions. Thus, applications of the LSE-based regression models may be questioned for appropriateness and may have limited applicability. We have carried out the risk analysis of Iranian crude oil price data based on the Lp-norm regression models and have noted that the LSE-based models do not always perform the best. We discuss results from the L1, L2 and L∞-norm based linear regression models. ACM Computing Classification System (1998): B.1.2, F.1.3, F.2.3, G.3, J.2.

Comparison of Some Improved Estimators for Linear Regression Model under Different Conditions

Multiple linear regression model plays a key role in statistical inference and it has extensive applications in business, environmental, physical and social sciences. Multicollinearity has been a considerable problem in multiple regression analysis. When the regressor variables are multicollinear, it becomes difficult to make precise statistical inferences about the regression coefficients. There are some statistical methods that can be used, which are discussed in this thesis are ridge regression, Liu, two parameter biased and LASSO estimators. Firstly, an analytical comparison on the basis of risk was made among ridge, Liu and LASSO estimators under orthonormal regression model. I found that LASSO dominates least squares, ridge and Liu estimators over a significant portion of the parameter space for large dimension. Secondly, a simulation study was conducted to compare performance of ridge, Liu and two parameter biased estimator by their mean squared error criterion. I found that two parameter biased estimator performs better than its corresponding ridge regression estimator. Overall, Liu estimator performs better than both ridge and two parameter biased estimator.

Seemingly unrelated linear regression for contaminated data based on Gaussian mixtures

In this thesis, new classes of models for multivariate linear regression defined by finite mixtures of seemingly unrelated contaminated normal regression models and seemingly unrelated contaminated normal cluster-weighted models are illustrated. The main difference between such families is that the covariates are treated as fixed in the former class of models and as random in the latter. Thus, in cluster-weighted models the assignment of the data points to the unknown groups of observations depends also by the covariates. These classes provide an extension to mixture-based regression analysis for modelling multivariate and correlated responses in the presence of mild outliers that allows to specify a different vector of regressors for the prediction of each response. Expectation-conditional maximisation algorithms for the calculation of the maximum likelihood estimate of the model parameters have been derived. As the number of free parameters incresases quadratically with the number of responses and the covariates, analyses based on the proposed models can become unfeasible in practical applications. These problems have been overcome by introducing constraints on the elements of the covariance matrices according to an approach based on the eigen-decomposition of the covariance matrices. The performances of the new models have been studied by simulations and using real datasets in comparison with other models. In order to gain additional flexibility, mixtures of seemingly unrelated contaminated normal regressions models have also been specified so as to allow mixing proportions to be expressed as functions of concomitant covariates. An illustration of the new models with concomitant variables and a study on housing tension in the municipalities of the Emilia-Romagna region based on different types of multivariate linear regression models have been performed.

Aquisição de açúcar e perfil de macronutrientes na cesta de alimentos adquirida pelas famílias brasileiras (2002-2003)

Avaliou-se a influência exercida pela aquisição de calorias de açúcar sobre a participação calórica dos demais macronutrientes da dieta. As estimativas deste estudo são baseadas em dados da Pesquisa de Orçamentos Familiares realizada no Brasil pelo Instituto Brasileiro de Geografia e Estatística entre julho de 2002 e junho de 2003. Modelos de regressão linear múltiplos foram utilizados para estudar a influência das calorias de açúcar sobre a participação calórica de cada um dos macronutrientes na aquisição domiciliar de alimentos com o controle do valor calórico total da aquisição de alimentos e variáveis sócio-demográficas. Cada caloria adquirida de açúcar eleva em 0,3 caloria a participação de gorduras na aquisição domiciliar de alimentos e diminui em 0,07 a participação de proteínas. Cada caloria de açúcar procedente de alimentos processados aumenta em 1,6 caloria a participação de gorduras e em 0,4 caloria de ácidos graxos saturados e diminui em 0,8 caloria a participação de outros carboidratos que não o açúcar. Os resultados encontrados trazem novas evidências sobre o papel prejudicial do açúcar à saúde humana.

Preditores sócio-demográficos, de estilo de vida e gineco-obstétricos das concentrações séricas ou plasmáticas de homocisteína, ácido fólico e vitaminas B12 e B6 em mulheres de baixa renda de São Paulo, Brasil

O presente estudo investigou fatores sócio-demográficos, de estilo de vida e gineco-obstétricos associados às concentrações séricas ou plasmáticas de homocisteína, ácido fólico, vitaminas B12 e B6 em mulheres de baixa renda de São Paulo, Brasil. Concentrações séricas de ácido fólico e vitamina B12 foram analisadas por fluoroimunoensaio; concentrações plasmáticas de homocisteína e vitamina B6, por cromatografia líquida de alta performance em fase reversa. Variáveis independentes foram inicialmente selecionadas segundo pressupostos teóricos, correlação de Pearson ou teste Kruskal-Wallis (p < 0,20). Concentrações alteradas segundo pontos de corte para homocisteína, ácido fólico, vitaminas B12 e B6 foram observadas em 20%, 6%, 11% e 67% das participantes, respectivamente. Idade foi positivamente correlacionada à vitamina B6 e homocisteína plasmáticas (p < 0,001). Índice de massa corporal foi positivamente correlacionado à vitamina B6 plasmática (p < 0,001). Modelos de regressão linear múltiplos explicaram 10,2%, 5,8%, 14,4% e 9,4% das concentrações de ácido fólico, vitamina B12, vitamina B6 e homocisteína, respectivamente. No presente estudo, variáveis sócio-demográficas, de estilo de vida e gineco-obstétricas apresentaram contribuição importante na variação das concentrações dos indicadores bioquímicos avaliados.

Sugar and total energy content of household food purchases in Brazil

Objective To study the role of energy derived from sugar (both table sugar and sugar added to processed foods) in the total energy content of food purchases in Brazil.Design Food purchase data were collected during a national household budget survey carried out between June 2002 and July 2003 on a probabilistic sample representative of all households in the country. The amount of food purchased in this 12-month period was transformed into energy and energy from sugar using food composition tables. Multiple linear regression models were used to study the association between amount of energy from sugar and total energy content of food purchases, controlling for sociodemographic variables and potential interactions between these variables and sugar purchases.Results There was a positive and significant association between energy from sugar and total household energy purchases. A 1 kJ increase in sugar purchase corresponded to a 3·637 kJ increase in total energy. In the absence of expenditure on meals outside the home, i.e. when household food purchases tend to approximate actual food consumption by household members, sugar purchase of 1926·35 kJ/d (the 90th percentile of the distribution of sugar purchases in Brazil) was associated, depending on income strata, with total energy purchase over 40\201360 per cent of the recommended daily value for energy intake in Brazil.Conclusions The present results corroborate the recommendations of the WHO and the Brazilian Ministry of Health regarding limiting the consumption of sugar

Relationships of blood lead to calcium, iron, and vitamin C intakes in Brazilian pregnant women

Background & aims. This study aimed to determine the relationship between blood lead concentrations and calcium, iron and vitamin C dietary intakes of pregnant women. Methods. Included in the study were 55 women admitted to a hospital, for delivery, from June to August 2002. A food frequency questionnaire was applied to determine calcium, iron and vitamin C intakes, and a general questionnaire to obtain data on demographic-socioeconomic condition, obstetric history, smoking habit, and alcohol intake. Blood lead and haemoglobin were determined, respectively, by atomic absorption spectrometry and by the haemoglobinometer HemoCue®. Multiple linear regression models were used to determine the relationship between blood lead and calcium, iron and vitamin C intakes, and haemoglobin levels, controlling for confounders. Results. The final model of the regression analysis detected an inverse relationship between blood lead and age of the women (p=0.011), haemoglobin (p=0.001), vitamin C (p=0.012), and calcium intake (p<0.001) (R2=0.952). One hundred percent, 98.2% and 43.6% of the women were below the adequate intake (AI) for calcium, and below the recommended dietary allowances (RDA) for iron, and vitamin C, respectively. Conclusion. Despite the small sample size, the results of this study suggest that maternal age, haemoglobin, vitamin C intake, and calcium intake may interfere with blood concentrations of lead

Espacialização da temperatura do ar anual no estado de Alagoas com diferentes modelos digitais de elevação e resoluções espaciais

The aim of this study was to establish a digital elevation model and its horizontal resolution to interpolate the annual air temperature for the Alagoas State by means of multiple linear regression models. A multiple linear regression model was adjusted to series (11 to 34 years) of annual air temperatures obtained from 28 weather stations in the states of Alagoas, Bahia, Pernambuco and Sergipe, in the Northeast of Brazil, in function of latitude, longitude and altitude. The elevation models SRTM and GTOPO30 were used in the analysis, with original resolutions of 90 and 900 m, respectively. The SRTM was resampled for horizontal resolutions of 125, 250, 500, 750 and 900 m. For spatializing the annual mean air temperature for the state of Alagoas, a multiple linear regression model was used for each elevation and spatial resolution on a grid of the latitude and longitude. In Alagoas, estimates based on SRTM data resulted in a standard error of estimate (0.57 degrees C) and dispersion (r(2) = 0.62) lower than those obtained from GTOPO30 (0.93 degrees C and 0.20). In terms of SRTM resolutions, no significant differences were observed between the standard error (0.55 degrees C; 750 m - 0.58 degrees C; 250m) and dispersion (0.60; 500 m - 0.65; 750 m) estimates. The spatialization of annual air temperature in Alagoas, via multiple regression models applied to SRTM data showed higher concordance than that obtained with the GTOPO30, independent of the spatial resolution.

Understanding Pain and Quality of Life for Patients With Chronic Venous Ulcers

Aim. To identify the impact of pain on quality of life (QOL) of patients with chronic venous ulcers. Methods. A cross-sectional study was performed on 40 outpatients with chronic venous ulcers who were recruited at one outpatient care center in Sao Paulo, Brazil. WHOQOL-Bref was used to assess QOL, the McGill Pain Questionnarie-Short Form (MPQ) to identify pain characteristics, and an 11-point numerical pain rating scale to measure pain intensity. Kruskall-Wallis or ANOVA test, with post-hoc correction (Tukey test) was applied to compare groups. Multiple linear regression models were used. Results. The mean age of the patients was 67 +/- 11 years (range, 39-95 years), and 26 (65%) were women. The prevalence of pain was 90%, with worst pain mean intensity of 6.2 +/- 3.5. Severe pain was the most prevalent (21 patients, 52.5%). Pain most frequently reported was sensory-discriminative and evaluate in quality. Pain was significantly and negatively correlated with physical (PY), environmental (EV), and overall QOL. Compared to a no-pain group, those with pain had lower overall QOL. On multiple analyses, pain remained as a predictor of overall QOL (beta = -0.73, P = 0.03) and was also predictive of social QOL, whereas pain did not have any impact on physical, emotional, or social relationships QOL (beta = -3.85, P = 0.00) when adjusted for age, number, duration and frequency of wounds, pain dimension (MPQ), partnership, and economic status. Conclusion. To improve QOL of out-patients with chronic venous ulcers, the qualities and the intensity of pain must be considered differently.

The association of prevalent medial meniscal pathology with cartilage loss in the medial tibiofemoral compartment over a 2-year period

Objective: To investigate the association of different types of magnetic resonance imaging (MRI)-detected medial meniscal pathology with subregional cartilage loss in the medial tibiofemoral compartment. Methods: A total of 152 women aged >= 40 years, with and without knee osteoarthritis (OA) were included in a longitudinal 24-month observational study. Spoiled gradient recalled acquisitions at steady state (SPGR) and T2-weighted fat-suppressed MRI sequences were acquired. Medial meniscal status of the anterior horn (AH), body, and posterior horn (PH) was graded at baseline: 0 (normal), 1 (intrasubstance meniscal signal changes), 2 (single tears), and 3 (complex tears/maceration). Cartilage segmentation was performed at baseline and 24-month follow-up in various tibiofemoral subregions using computation software. Multiple linear regression models were applied for the analysis with cartilage loss as the outcome. In a first model, the results were adjusted for age and body mass index (BMI). In a second model, the results were adjusted for age, BMI and medial meniscal extrusion. Results: After adjusting for age, BMI, and medial meniscal extrusion, cartilage loss in the total medial tibia (MT) (0.04 mm, P=0.04) and the external medial tibia (eMT) (0.068 mm, P=0.04) increased significantly for compartments with grade 3 lesions. Cartilage loss in the total central medial femoral condyle (cMF) (0.071 mm, P=0.03) also increased significantly for compartments with grade 2 lesions. Cartilage loss at the eMT was significantly related to tears of the PH (0.074 mm; P=0.03). Cartilage loss was not significantly increased for compartments with grade 1 lesions. Conclusion: The protective function of the meniscus appears to be preserved in the presence of intrasubstance meniscal signal changes. Prevalent single tears and meniscal maceration were found to be associated with increased cartilage loss in the same compartment, especially at the PH. (C) 2009 Osteoarthritis Research Society International. Published by Elsevier Ltd. All rights reserved.

Birth weight and bone mass in young adults from Brazil

Background: Birth weight is positively associated with adult bone mass. However, it is not clear if its effect is already evident in early adulthood. Objective: To investigate the association between birth weight, adult body size, the interaction between them and bone mass in young adults. Methods: Bone densitometry by DXA was performed on 496 individuals (240 men) aged 23-24 years from the 1978/79 Ribeirao Preto (southern Brazil) birth cohort, who were born and still residing in the city in 2002. Birth weight and length as well as adult weight and height were directly measured and converted to z-scores. The influence of birth weight and length, and adult weight and height on bone area (BA), bone mineral content (BMC) and bone mineral density (BMD) at the lumbar spine, proximal femur and femoral neck were investigated through simple and multiple linear regression models. Adjustments were made for sex, skin color, gestational age, physical activity level, smoking status and dietary consumption of protein, calcium and alcohol. Interaction terms between birth weight and adult weight, and birth length and adult height were tested. Results: Men in the highest fertile of birth weight distribution had greater BA and BMC at all three bone sites when compared with their counterparts in the lowest tertiles (p<0.008). For BMD, this trend was observed only in the lumbar spine. Adult weight and height were positively associated with BA and BMC at all three bone sites (p<0.05). For BMD, these associations were seen for adult weight, but for adult height an association was observed only in the lumbar spine. Birth weight retained positive associations with proximal femur BA and BMC after adjustments for current weight and height. No interaction was observed between variables measuring prenatal growth and adult body size. Conclusion: Birth weight and postnatal growth are independent determinants of adult bone mass in a sample of Brazilian adults. This effect is already evident in early adulthood. (C) 2010 Elsevier Inc. All rights reserved.

Health-related behavior and quality of life among the elderly: a population-based study

OBJECTIVE: To assess the association between health-related behaviors and quality of life among the elderly. METHODS: A population-based cross-sectional study was carried out including 1,958 elderly living in four areas in the state of São Paulo, southeastern Brazil, 2001/2002. Quality of life was assessed using the Medical Outcomes Study SF-36-Item Short Form Health Survey instrument. This instrument's eight subscales and two components were the dependent variables. Independent variables were physical activity, weekly frequency of alcohol consumption and smoking. Multiple linear regression models were used to control for the effect of gender, age, schooling, work, area of residence and number of chronic conditions. RESULTS: Physical activity was positively associated with the eight SF-36 subscales. The stronger associations were found for role-physical (β=11.9), physical functioning (β=11.3) and physical component. Elderly individuals who consumed alcohol at least once a week showed a better quality of life than those did not consume alcohol. Compared to non-smokers, smokers had a poorer quality of life for the mental component (β=-2.4). CONCLUSIONS: The study results showed that physical activity, moderate alcohol consumption and no smoking are positively associated with a better quality of life in the elderly.

Spatial distribution and socioeconomic context of tuberculosis in Rio de Janeiro, Brazil

OBJECTIVE To analyze the spatial distribution of risk for tuberculosis and its socioeconomic determinants in the city of Rio de Janeiro, Brazil.METHODS An ecological study on the association between the mean incidence rate of tuberculosis from 2004 to 2006 and socioeconomic indicators of the Censo Demográfico (Demographic Census) of 2000. The unit of analysis was the home district registered in the Sistema de Informação de Agravos de Notificação (Notifiable Diseases Information System) of Rio de Janeiro, Southeastern Brazil. The rates were standardized by sex and age group, and smoothed by the empirical Bayes method. Spatial autocorrelation was evaluated by Moran’s I. Multiple linear regression models were studied and the appropriateness of incorporating the spatial component in modeling was evaluated.RESULTS We observed a higher risk of the disease in some neighborhoods of the port and north regions, as well as a high incidence in the slums of Rocinha and Vidigal, in the south region, and Cidade de Deus, in the west. The final model identified a positive association for the variables: percentage of permanent private households in which the head of the house earns three to five minimum wages; percentage of individual residents in the neighborhood; and percentage of people living in homes with more than two people per bedroom.CONCLUSIONS The spatial analysis identified areas of risk of tuberculosis incidence in the neighborhoods of the city of Rio de Janeiro and also found spatial dependence for the incidence of tuberculosis and some socioeconomic variables. However, the inclusion of the space component in the final model was not required during the modeling process.

PREVALENCE OF ANTIBODIES AGAINST INFLUENZA VIRUS IN NON-VACCINATED EQUINES FROM THE BRAZILIAN PANTANAL

The prevalence of antibodies against Equine Influenza Virus (EIV) was determined in 529 equines living on ranches in the municipality of Poconé, Pantanal area of Brazil, by means of the hemagglutination inhibition test, using subtype H3N8 as antigen. The distribution and possible association among positive animal and ranches were evaluated by the chi-square test, spatial autoregressive and multiple linear regression models. The prevalence of antibodies against EIV was estimated at 45.2% (95% CI 30.2 - 61.1%) with titers ranging from 20 to 1,280 HAU. Seropositive equines were found on 92.0% of the surveyed ranches. Equine from non-flooded ranches (66.5%) and negativity in equine infectious anemia virus (EIAV) (61.7%) were associated with antibodies against EIV. No spatial correlation was found among the ranches, but the ones located in non-flooded areas were associated with antibodies against EIV. A negative correlation was found between the prevalence of antibodies against EIV and the presence of EIAV positive animals on the ranches. The high prevalence of antibodies against EIV detected in this study suggests that the virus is circulating among the animals, and this statistical analysis indicates that the movement and aggregation of animals are factors associated to the transmission of the virus in the region.