Development and Validation of Predictive Models of Cardiac Mortality and Transplantation in Resynchronization Therapy

AbstractBackground:30-40% of cardiac resynchronization therapy cases do not achieve favorable outcomes.Objective:This study aimed to develop predictive models for the combined endpoint of cardiac death and transplantation (Tx) at different stages of cardiac resynchronization therapy (CRT).Methods:Prospective observational study of 116 patients aged 64.8 ± 11.1 years, 68.1% of whom had functional class (FC) III and 31.9% had ambulatory class IV. Clinical, electrocardiographic and echocardiographic variables were assessed by using Cox regression and Kaplan-Meier curves.Results:The cardiac mortality/Tx rate was 16.3% during the follow-up period of 34.0 ± 17.9 months. Prior to implantation, right ventricular dysfunction (RVD), ejection fraction < 25% and use of high doses of diuretics (HDD) increased the risk of cardiac death and Tx by 3.9-, 4.8-, and 5.9-fold, respectively. In the first year after CRT, RVD, HDD and hospitalization due to congestive heart failure increased the risk of death at hazard ratios of 3.5, 5.3, and 12.5, respectively. In the second year after CRT, RVD and FC III/IV were significant risk factors of mortality in the multivariate Cox model. The accuracy rates of the models were 84.6% at preimplantation, 93% in the first year after CRT, and 90.5% in the second year after CRT. The models were validated by bootstrapping.Conclusion:We developed predictive models of cardiac death and Tx at different stages of CRT based on the analysis of simple and easily obtainable clinical and echocardiographic variables. The models showed good accuracy and adjustment, were validated internally, and are useful in the selection, monitoring and counseling of patients indicated for CRT.

Optimal designs for mixed effects poisson regression models

Magdeburg, Univ., Fak. für Mathematik, Diss., 2010

Simulation of interacting populations in inhomogeneous flows using reduced models

Magdeburg, Univ., Fak. für Verfahrens- und Systemtechnik, Diss., 2010

Conversive Hidden non-Markovian models

Magdeburg, Univ., Fak. für Informatik, Diss., 2012

Analysis and numerical investigation of dynamic models for liquid chromatography

Magdeburg, Univ., Fak. für Mathematik, Diss., 2013

Optimal designs for multivariate linear models

Magdeburg, Univ., Fak. für Mathematik, Diss., 2013

Mathematical models of influenza A virus infection : from intracellular replication to virus growth in cell populations

Magdeburg, Univ., Fak. für Verfahrens- und Systemtechnik, Diss., 2015

Optimal designs for the prediction in hierarchical random coefficient regression models

Magdeburg, Univ., Fak. für Mathematik, Diss., 2015

Analysis of animal models of neurodegenerative diseases with protein deposits

Otto-von-Guericke-Universität Magdeburg, Fakultät für Naturwissenschaften, Univ., Dissertation, 2016

Static diffusion models of the upper atmosphere with empirical temperature profiles.

v. 8 no. 9

Parametric and semiparametric estimation of sample selection models: an empirical application to the female labour force in Portugal

This comment corrects the errors in the estimation process that appear in Martins (2001). The first error is in the parametric probit estimation, as the previously presented results do not maximize the log-likelihood function. In the global maximum more variables become significant. As for the semiparametric estimation method, the kernel function used in Martins (2001) can take on both positive and negative values, which implies that the participation probability estimates may be outside the interval [0,1]. We have solved the problem by applying local smoothing in the kernel estimation, as suggested by Klein and Spady (1993).

Are one factor logarithmic volatility models useful to fit the features of financial data? An application to microsoft data.

This paper provides empirical evidence that continuous time models with one factor of volatility, in some conditions, are able to fit the main characteristics of financial data. It also reports the importance of the feedback factor in capturing the strong volatility clustering of data, caused by a possible change in the pattern of volatility in the last part of the sample. We use the Efficient Method of Moments (EMM) by Gallant and Tauchen (1996) to estimate logarithmic models with one and two stochastic volatility factors (with and without feedback) and to select among them.

Subjective income expectations, canonical models and income risk

Expectations are central to behaviour. Despite the existence of subjective expectations data, the standard approach is to ignore these, to hypothecate a model of behaviour and to infer expectations from realisations. In the context of income models, we reveal the informational gain obtained from using both a canonical model and subjective expectations data. We propose a test for this informational gain, and illustrate our approach with an application to the problem of measuring income risk.