STATISTICAL METHODS FOR ADVANCED ECONOMETRIC MODELS WITH APPLICATIONS TO VEHICLE HOLDING AND SPEED QUANTILES DISTRIBUTION

This dissertation proposes statistical methods to formulate, estimate and apply complex transportation models. Two main problems are part of the analyses conducted and presented in this dissertation. The first method solves an econometric problem and is concerned with the joint estimation of models that contain both discrete and continuous decision variables. The use of ordered models along with a regression is proposed and their effectiveness is evaluated with respect to unordered models. Procedure to calculate and optimize the log-likelihood functions of both discrete-continuous approaches are derived, and difficulties associated with the estimation of unordered models explained. Numerical approximation methods based on the Genz algortithm are implemented in order to solve the multidimensional integral associated with the unordered modeling structure. The problems deriving from the lack of smoothness of the probit model around the maximum of the log-likelihood function, which makes the optimization and the calculation of standard deviations very difficult, are carefully analyzed. A methodology to perform out-of-sample validation in the context of a joint model is proposed. Comprehensive numerical experiments have been conducted on both simulated and real data. In particular, the discrete-continuous models are estimated and applied to vehicle ownership and use models on data extracted from the 2009 National Household Travel Survey. The second part of this work offers a comprehensive statistical analysis of free-flow speed distribution; the method is applied to data collected on a sample of roads in Italy. A linear mixed model that includes speed quantiles in its predictors is estimated. Results show that there is no road effect in the analysis of free-flow speeds, which is particularly important for model transferability. A very general framework to predict random effects with few observations and incomplete access to model covariates is formulated and applied to predict the distribution of free-flow speed quantiles. The speed distribution of most road sections is successfully predicted; jack-knife estimates are calculated and used to explain why some sections are poorly predicted. Eventually, this work contributes to the literature in transportation modeling by proposing econometric model formulations for discrete-continuous variables, more efficient methods for the calculation of multivariate normal probabilities, and random effects models for free-flow speed estimation that takes into account the survey design. All methods are rigorously validated on both real and simulated data.

ArrayMining: a modular web-application for microarray analysis combining ensemble and consensus methods with cross-study normalization

Background: Statistical analysis of DNA microarray data provides a valuable diagnostic tool for the investigation of genetic components of diseases. To take advantage of the multitude of available data sets and analysis methods, it is desirable to combine both different algorithms and data from different studies. Applying ensemble learning, consensus clustering and cross-study normalization methods for this purpose in an almost fully automated process and linking different analysis modules together under a single interface would simplify many microarray analysis tasks. Results: We present ArrayMining.net, a web-application for microarray analysis that provides easy access to a wide choice of feature selection, clustering, prediction, gene set analysis and cross-study normalization methods. In contrast to other microarray-related web-tools, multiple algorithms and data sets for an analysis task can be combined using ensemble feature selection, ensemble prediction, consensus clustering and cross-platform data integration. By interlinking different analysis tools in a modular fashion, new exploratory routes become available, e.g. ensemble sample classification using features obtained from a gene set analysis and data from multiple studies. The analysis is further simplified by automatic parameter selection mechanisms and linkage to web tools and databases for functional annotation and literature mining. Conclusion: ArrayMining.net is a free web-application for microarray analysis combining a broad choice of algorithms based on ensemble and consensus methods, using automatic parameter selection and integration with annotation databases.

Esophageal Ulcer in Brazilian Patients with HIV: Prevalence and Comparative Analysis Among Diagnostic Methods

Esophageal ulcer (EU) represents an important comorbidity in AIDS. We evaluated the prevalence of EU, the accuracy of the endoscopic and histologic methods used to investigate viral EU in HIV-positive Brazilian patients and the numerical relevance of tissue sampling. A total of 399 HIV-positive patients underwent upper gastrointestinal (UGI) endoscopy. HIV-positive patients with EU determined by UGI endoscopy followed by biopsies were analyzed by the hematoxylin-eosin (HE) and immunohistochemical (IH) methods. EU was detected in 41 patients (mean age, 39.2 years; 23 males), with a prevalence of 10.27%. The median CD4 count was 49 cells/mm(3) (range, 1-361 cells/mm(3)) and the viral load was 58,869 copies per milliliter (range, 50-77,3290 copies per milliliter). UGI endoscopy detected 29 of 41 EU suggestive of cytomegalovirus (CMV) infection and 7 of 41 indicating herpes simplex virus (HSV) infection. HE histology confirmed 4 of 29 ulcers induced by CMV, 2 of 7 induced by HSV, and 1 of 7 induced by HSV plus CMV. IH for CMV and HSV confirmed the HE findings and detected one additional CMV-induced case. UGI endoscopy showed 100% sensitivity and 15% specificity for the diagnosis of EU due to CMV or HSV compared to HE and IH. HE proved to be an adequate method for etiologic evaluation, with 87% sensitivity and 100% specificity compared to IH. The number of samples did not influence the etiologic evaluation. The data support the importance of IH as a complementary method for HE in the diagnosis of EU of viral etiology.

A chemometric study on the analgesic activity of cannabinoid compounds using SDA, KNN and SIMCA methods

The supervised pattern recognition methods K-Nearest Neighbors (KNN), stepwise discriminant analysis (SDA), and soft independent modelling of class analogy (SIMCA) were employed in this work with the aim to investigate the relationship between the molecular structure of 27 cannabinoid compounds and their analgesic activity. Previous analyses using two unsupervised pattern recognition methods (PCA-principal component analysis and HCA-hierarchical cluster analysis) were performed and five descriptors were selected as the most relevants for the analgesic activity of the compounds studied: R (3) (charge density on substituent at position C(3)), Q (1) (charge on atom C(1)), A (surface area), log P (logarithm of the partition coefficient) and MR (molecular refractivity). The supervised pattern recognition methods (SDA, KNN, and SIMCA) were employed in order to construct a reliable model that can be able to predict the analgesic activity of new cannabinoid compounds and to validate our previous study. The results obtained using the SDA, KNN, and SIMCA methods agree perfectly with our previous model. Comparing the SDA, KNN, and SIMCA results with the PCA and HCA ones we could notice that all multivariate statistical methods classified the cannabinoid compounds studied in three groups exactly in the same way: active, moderately active, and inactive.

Exploratory Approach to the use of Techniques of Regression Analysis and Pooled Analysis in Studies of Consumer Behavior

This paper is part of a large study to assess the adequacy of the use of multivariate statistical techniques in theses and dissertations of some higher education institutions in the area of marketing with theme of consumer behavior from 1997 to 2006. The regression and conjoint analysis are focused on in this paper, two techniques with great potential of use in marketing studies. The objective of this study was to analyze whether the employement of these techniques suits the needs of the research problem presented in as well as to evaluate the level of success in meeting their premisses. Overall, the results suggest the need for more involvement of researchers in the verification of all the theoretical precepts of application of the techniques classified in the category of investigation of dependence among variables.

Influence of third-generation oral contraceptives on the complexity analysis and symbolic dynamics of heart rate variability

Objective To evaluate the influence of oral contraceptives (OCs) containing 20 mu mu g ethinylestradiol (EE) and 150 mu mu g gestodene (GEST) on the autonomic modulation of heart rate (HR) in women. Methods One-hundred and fifty-five women aged 24 +/-+/- 2 years were divided into four groups according to their physical activity and the use or not of an OC: active-OC, active-non-OC (NOC), sedentary-OC, and sedentary-NOC. The heart rate was registered in real time based on the electrocardiogram signal for 15 minutes, in the supine-position. The heart rate variability (HRV) was analysed using Shannon`s entropy (SE), conditional entropy (complexity index [CInd] and normalised CInd [NCI]), and symbolic analysis (0V%, 1V%, 2LV%, and 2ULV%). For statistical analysis the Kruskal-Wallis test with Dunn post hoc and the Wilcoxon test (p < 0.05 was considered significant) were applied. Results Treatment with this COC caused no significant changes in SE, CInd, NCI, or symbolic analysis in either active or sedentary groups. Active groups presented higher values for SE and 2ULV%, and lower values for 0V% when compared to sedentary groups (p < 0.05). Conclusion HRV patterns differed depending on life style; the non-linear method applied was highly reliable for identifying these changes. The use of OCs containing 20 mu mu g EE and 150 mu mu g GEST does not influence HR autonomic modulation.

Comparative analysis between statistical and artificial intelligence models in business failure prediction

A growing number of predicting corporate failure models has emerged since 60s. Economic and social consequences of business failure can be dramatic, thus it is not surprise that the issue has been of growing interest in academic research as well as in business context. The main purpose of this study is to compare the predictive ability of five developed models based on three statistical techniques (Discriminant Analysis, Logit and Probit) and two models based on Artificial Intelligence (Neural Networks and Rough Sets). The five models were employed to a dataset of 420 non-bankrupt firms and 125 bankrupt firms belonging to the textile and clothing industry, over the period 2003–09. Results show that all the models performed well, with an overall correct classification level higher than 90%, and a type II error always less than 2%. The type I error increases as we move away from the year prior to failure. Our models contribute to the discussion of corporate financial distress causes. Moreover it can be used to assist decisions of creditors, investors and auditors. Additionally, this research can be of great contribution to devisers of national economic policies that aim to reduce industrial unemployment.

Comparative Analysis between Statistical and Artificial Intelligence Models in Business Failure Prediction

A growing number of predicting corporate failure models has emerged since 60s. Economic and social consequences of business failure can be dramatic, thus it is not surprise that the issue has been of growing interest in academic research as well as in business context. The main purpose of this study is to compare the predictive ability of five developed models based on three statistical techniques (Discriminant Analysis, Logit and Probit) and two models based on Artificial Intelligence (Neural Networks and Rough Sets). The five models were employed to a dataset of 420 non-bankrupt firms and 125 bankrupt firms belonging to the textile and clothing industry, over the period 2003–09. Results show that all the models performed well, with an overall correct classification level higher than 90%, and a type II error always less than 2%. The type I error increases as we move away from the year prior to failure. Our models contribute to the discussion of corporate financial distress causes. Moreover it can be used to assist decisions of creditors, investors and auditors. Additionally, this research can be of great contribution to devisers of national economic policies that aim to reduce industrial unemployment.

Upper Arm Measurements of Healthy Neonates Comparing Ultrasonography and Anthropometric Methods

Objective: To compare measurements of the upper arm cross-sectional areas (total arm area,arm muscle area, and arm fat area of healthy neonates) as calculated using anthropometry with the values obtained by ultrasonography. Materials and methods: This study was performed on 60 consecutively born healthy neonates: gestational age (mean6SD) 39.661.2 weeks, birth weight 3287.16307.7 g, 27 males (45%) and 33 females (55%). Mid-arm circumference and tricipital skinfold thickness measurements were taken on the left upper mid-arm according to the conventional anthropometric method to calculate total arm area, arm muscle area and arm fat area. The ultrasound evaluation was performed at the same arm location using a Toshiba sonolayer SSA-250AÒ, which allows the calculation of the total arm area, arm muscle area and arm fat area by the number of pixels enclosed in the plotted areas. Statistical analysis: whenever appropriate, parametric and non-parametric tests were used in order to compare measurements of paired samples and of groups of samples. Results: No significant differences between males and females were found in any evaluated measurements, estimated either by anthropometry or by ultrasound. Also the median of total arm area did not differ significantly with either method (P50.337). Although there is evidence of concordance of the total arm area measurements (r50.68, 95% CI: 0.55–0.77) the two methods of measurement differed for arm muscle area and arm fat area. The estimated median of measurements by ultrasound for arm muscle area were significantly lower than those estimated by the anthropometric method, which differed by as much as 111% (P,0.001). The estimated median ultrasound measurement of the arm fat was higher than the anthropometric arm fat area by as much as 31% (P,0.001). Conclusion: Compared with ultrasound measurements using skinfold measurements and mid-arm circumference without further correction may lead to overestimation of the cross-sectional area of muscle and underestimation of the cross-sectional fat area. The correlation between the two methods could be interpreted as an indication for further search of correction factors in the equations.

Exploraty Multivariate Statistical Methods Applied to Pharmaceutical Industry CRM Data

Dissertação apresentada como requisito parcial para obtenção do grau de Mestre em Estatística e Gestão de Informação

Electrokinetic flow and transport in porous media : experimental methods, numerical analysis, and applications

Electrokinetic transport, electrochromatography, electroosmotic flow, electrophoresis, concentration polarization, fixed beds, monoliths, dynamic NMR microscopy, quantitative confocal laser scanning microscopy, mathematical modelling, numerical analysis

Applications of stochastic analysis in finance and statistical inference

First: A continuous-time version of Kyle's model (Kyle 1985), known as the Back's model (Back 1992), of asset pricing with asymmetric information, is studied. A larger class of price processes and of noise traders' processes are studied. The price process, as in Kyle's model, is allowed to depend on the path of the market order. The process of the noise traders' is an inhomogeneous Lévy process. Solutions are found by the Hamilton-Jacobi-Bellman equations. With the insider being risk-neutral, the price pressure is constant, and there is no equilibirium in the presence of jumps. If the insider is risk-averse, there is no equilibirium in the presence of either jumps or drifts. Also, it is analised when the release time is unknown. A general relation is established between the problem of finding an equilibrium and of enlargement of filtrations. Random announcement time is random is also considered. In such a case the market is not fully efficient and there exists equilibrium if the sensitivity of prices with respect to the global demand is time decreasing according with the distribution of the random time. Second: Power variations. it is considered, the asymptotic behavior of the power variation of processes of the form _integral_0^t u(s-)dS(s), where S_ is an alpha-stable process with index of stability 0&alpha&2 and the integral is an Itô integral. Stable convergence of corresponding fluctuations is established. These results provide statistical tools to infer the process u from discrete observations. Third: A bond market is studied where short rates r(t) evolve as an integral of g(t-s)sigma(s) with respect to W(ds), where g and sigma are deterministic and W is the stochastic Wiener measure. Processes of this type are particular cases of ambit processes. These processes are in general not of the semimartingale kind.

JULIDE: a software tool for 3D reconstruction and statistical analysis of autoradiographic mouse brain sections.

In this article we introduce JULIDE, a software toolkit developed to perform the 3D reconstruction, intensity normalization, volume standardization by 3D image registration and voxel-wise statistical analysis of autoradiographs of mouse brain sections. This software tool has been developed in the open-source ITK software framework and is freely available under a GPL license. The article presents the complete image processing chain from raw data acquisition to 3D statistical group analysis. Results of the group comparison in the context of a study on spatial learning are shown as an illustration of the data that can be obtained with this tool.

Population pharmacokinetic analysis and pharmacogenetics of raltegravir in HIV-positive and healthy individuals.

The objectives of this study were to characterize raltegravir (RAL) population pharmacokinetics in HIV-positive (HIV(+)) and healthy individuals, identify influential factors, and search for new candidate genes involved in UDP glucuronosyltransferase (UGT)-mediated glucuronidation. The pharmacokinetic analysis was performed with NONMEM. Genetic association analysis was performed with PLINK using the relative bioavailability as the phenotype. Simulations were performed to compare once- and twice-daily regimens. A 2-compartment model with first-order absorption adequately described the data. Atazanavir, gender, and bilirubin levels influenced RAL relative bioavailability, which was 30% lower in HIV(+) than in healthy individuals. UGT1A9*3 was the only genetic variant possibly influencing RAL pharmacokinetics. The majority of RAL pharmacokinetic variability remains unexplained by genetic and nongenetic factors. Owing to the very large variability, trough drug levels might be very low under the standard dosing regimen, raising the question of a potential relevance of therapeutic drug monitoring of RAL in some situations.