980 resultados para MAXIMUM PENALIZED LIKELIHOOD ESTIMATES


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The beta-Birnbaum-Saunders (Cordeiro and Lemonte, 2011) and Birnbaum-Saunders (Birnbaum and Saunders, 1969a) distributions have been used quite effectively to model failure times for materials subject to fatigue and lifetime data. We define the log-beta-Birnbaum-Saunders distribution by the logarithm of the beta-Birnbaum-Saunders distribution. Explicit expressions for its generating function and moments are derived. We propose a new log-beta-Birnbaum-Saunders regression model that can be applied to censored data and be used more effectively in survival analysis. We obtain the maximum likelihood estimates of the model parameters for censored data and investigate influence diagnostics. The new location-scale regression model is modified for the possibility that long-term survivors may be presented in the data. Its usefulness is illustrated by means of two real data sets. (C) 2011 Elsevier B.V. All rights reserved.

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In this paper, we propose nonlinear elliptical models for correlated data with heteroscedastic and/or autoregressive structures. Our aim is to extend the models proposed by Russo et al. [22] by considering a more sophisticated scale structure to deal with variations in data dispersion and/or a possible autocorrelation among measurements taken throughout the same experimental unit. Moreover, to avoid the possible influence of outlying observations or to take into account the non-normal symmetric tails of the data, we assume elliptical contours for the joint distribution of random effects and errors, which allows us to attribute different weights to the observations. We propose an iterative algorithm to obtain the maximum-likelihood estimates for the parameters and derive the local influence curvatures for some specific perturbation schemes. The motivation for this work comes from a pharmacokinetic indomethacin data set, which was analysed previously by Bocheng and Xuping [1] under normality.

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In this paper, we propose a random intercept Poisson model in which the random effect is assumed to follow a generalized log-gamma (GLG) distribution. This random effect accommodates (or captures) the overdispersion in the counts and induces within-cluster correlation. We derive the first two moments for the marginal distribution as well as the intraclass correlation. Even though numerical integration methods are, in general, required for deriving the marginal models, we obtain the multivariate negative binomial model from a particular parameter setting of the hierarchical model. An iterative process is derived for obtaining the maximum likelihood estimates for the parameters in the multivariate negative binomial model. Residual analysis is proposed and two applications with real data are given for illustration. (C) 2011 Elsevier B.V. All rights reserved.

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Diese Studie befasst sich mit der Phylogenie und Biogeographie der australischen Camphorosmeae, die ein wichtiges Element der Flora arider Gebiete Australiens sind. Die molekularen Phylogenien wurden mit Hilfe Bayes’scher Statistik und „maximum likelihood”berechnet. Um das Alter der Gruppe und interner Linien abzuschätzen, wurden die Methoden „Nonparametric rate smoothing” und “penalized likelihood” benutzt. Morphologische Merkmale wurden nach Kriterien der Parsimonie auf den molekularen Baum aufgetragen. „Brooks parsimony analysis”, „cladistic analysis of distributions and endemism”, „dispersal-vicariance analysis”,„ancestral area analysis” und „weighted ancestral area analysis” wurden angewandt, um Abfolge und Richtungen der Ausbreitung der Gruppe in Australien zu analysieren.Von sieben getesteten Markern hatten nur die nukleären ETS und ITS genügend Variation für die phylogenetische Analyse der Camphorosmeae. Die plastidären Marker trnL-trnF spacer,trnP-psaJ spacer, rpS16 intron, rpL16 intron und trnS-trnG spacer zeigten kein ausreichendes phylogenetisches Signal. Die gefundenen phylogenetischen Hypothesen widersprechen der jetzigen Taxonomie der Gruppe. Neobassia, Threlkeldia, Osteocarpum und Enchylaena sollten den Gattungen Sclerolaena bzw. Maireana zugeordnet werden. Die kladistische Analyse der Fruchtanhängsel unterstützt die taxonomischen Ergebnisse der auf DNA basierenden Phylogenie. Allerdings hat die Behaarung, die bei anderen Gruppen der Chenopodiaceae als wichtiges taxonomisches Merkmal herangezogen wird, die Phylogenie nicht unterstützt. Vorfahren der heutigen Camphorosmeen sind im Miozän, vor ca. 8-14 Millionen Jahren, durch Fernausbreitung vermutlich aus Asien in Australien eingewandert. Anfängliche Diversifizierung fand während des späten Miozäns bis in das frühe Pliozän vor ca. 4-7 Millionen Jahren statt. Am Ende des Pliozäns existierten schon 45% - 72% der Abstammungslinien der jetzigen Camphorosmeen. Dies weist auf eine schnelle Ausbreitung hin. Das Alter stimmt mit dem Einsetzen der Aridisierung Australiens überein, und deutet darauf hin, dass die Ausbreitung der ariden Gebiete eine große Rolle bei der Diversifizierung der Gruppe spielte. Die Vorfahren der australischen Camphorosmeae scheinen die Südküste Australiens zuerst besiedeln zu haben. Dies geschah vor dem Einsetzen der Aridisierung des Kontinents. Die anschließende Ausbreitung erfolgte in verschiedene Richtungen und folgte der fortschreitenden Austrocknung im späten Tertiär und im ganzen Quartär. Durch ihre Anpassung an Trockenheit ist der Erfolg der Camphorosmeae in den ariden Gebieten zu erklären.Die Abwesenheit von klaren phylogenetischen und artspezifischen Signalen zwischen Arten der australischen Camphorosmeae ist auf das junge Alter und die schnelle Diversifizierung der Gruppe zurückzuführen, welche die Häufung von Mutationen und eine starke morphologische Differenzierung nicht zugelassen haben.

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When different markers are responsive to different aspects of a disease, combination of multiple markers could provide a better screening test for early detection. It is also resonable to assume that the risk of disease changes smoothly as the biomarker values change and the change in risk is monotone with respect to each biomarker. In this paper, we propose a boundary constrained tensor-product B-spline method to estimate the risk of disease by maximizing a penalized likelihood. To choose the optimal amount of smoothing, two scores are proposed which are extensions of the GCV score (O'Sullivan et al. (1986)) and the GACV score (Ziang and Wahba (1996)) to incorporate linear constraints. Simulation studies are carried out to investigate the performance of the proposed estimator and the selection scores. In addidtion, sensitivities and specificities based ona pproximate leave-one-out estimates are proposed to generate more realisitc ROC curves. Data from a pancreatic cancer study is used for illustration.

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This paper discusses estimation of the tumor incidence rate, the death rate given tumor is present and the death rate given tumor is absent using a discrete multistage model. The model was originally proposed by Dewanji and Kalbfleisch (1986) and the maximum likelihood estimate of the tumor incidence rate was obtained using EM algorithm. In this paper, we use a reparametrization to simplify the estimation procedure. The resulting estimates are not always the same as the maximum likelihood estimates but are asymptotically equivalent. In addition, an explicit expression for asymptotic variance and bias of the proposed estimators is also derived. These results can be used to compare efficiency of different sacrifice schemes in carcinogenicity experiments.

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We introduce a diagnostic test for the mixing distribution in a generalised linear mixed model. The test is based on the difference between the marginal maximum likelihood and conditional maximum likelihood estimates of a subset of the fixed effects in the model. We derive the asymptotic variance of this difference, and propose a test statistic that has a limiting chi-square distribution under the null hypothesis that the mixing distribution is correctly specified. For the important special case of the logistic regression model with random intercepts, we evaluate via simulation the power of the test in finite samples under several alternative distributional forms for the mixing distribution. We illustrate the method by applying it to data from a clinical trial investigating the effects of hormonal contraceptives in women.

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Latent class analysis (LCA) and latent class regression (LCR) are widely used for modeling multivariate categorical outcomes in social sciences and biomedical studies. Standard analyses assume data of different respondents to be mutually independent, excluding application of the methods to familial and other designs in which participants are clustered. In this paper, we develop multilevel latent class model, in which subpopulation mixing probabilities are treated as random effects that vary among clusters according to a common Dirichlet distribution. We apply the Expectation-Maximization (EM) algorithm for model fitting by maximum likelihood (ML). This approach works well, but is computationally intensive when either the number of classes or the cluster size is large. We propose a maximum pairwise likelihood (MPL) approach via a modified EM algorithm for this case. We also show that a simple latent class analysis, combined with robust standard errors, provides another consistent, robust, but less efficient inferential procedure. Simulation studies suggest that the three methods work well in finite samples, and that the MPL estimates often enjoy comparable precision as the ML estimates. We apply our methods to the analysis of comorbid symptoms in the Obsessive Compulsive Disorder study. Our models' random effects structure has more straightforward interpretation than those of competing methods, thus should usefully augment tools available for latent class analysis of multilevel data.

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BACKGROUND/AIMS: While several risk factors for the histological progression of chronic hepatitis C have been identified, the contribution of HCV genotypes to liver fibrosis evolution remains controversial. The aim of this study was to assess independent predictors for fibrosis progression. METHODS: We identified 1189 patients from the Swiss Hepatitis C Cohort database with at least one biopsy prior to antiviral treatment and assessable date of infection. Stage-constant fibrosis progression rate was assessed using the ratio of fibrosis Metavir score to duration of infection. Stage-specific fibrosis progression rates were obtained using a Markov model. Risk factors were assessed by univariate and multivariate regression models. RESULTS: Independent risk factors for accelerated stage-constant fibrosis progression (>0.083 fibrosis units/year) included male sex (OR=1.60, [95% CI 1.21-2.12], P<0.001), age at infection (OR=1.08, [1.06-1.09], P<0.001), histological activity (OR=2.03, [1.54-2.68], P<0.001) and genotype 3 (OR=1.89, [1.37-2.61], P<0.001). Slower progression rates were observed in patients infected by blood transfusion (P=0.02) and invasive procedures or needle stick (P=0.03), compared to those infected by intravenous drug use. Maximum likelihood estimates (95% CI) of stage-specific progression rates (fibrosis units/year) for genotype 3 versus the other genotypes were: F0-->F1: 0.126 (0.106-0.145) versus 0.091 (0.083-0.100), F1-->F2: 0.099 (0.080-0.117) versus 0.065 (0.058-0.073), F2-->F3: 0.077 (0.058-0.096) versus 0.068 (0.057-0.080) and F3-->F4: 0.171 (0.106-0.236) versus 0.112 (0.083-0.142, overall P<0.001). CONCLUSIONS: This study shows a significant association of genotype 3 with accelerated fibrosis using both stage-constant and stage-specific estimates of fibrosis progression rates. This observation may have important consequences for the management of patients infected with this genotype.

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The 2014 Ebola virus (EBOV) outbreak in West Africa is the largest outbreak of the genus Ebolavirus to date. To better understand the spread of infection in the affected countries, it is crucial to know the number of secondary cases generated by an infected index case in the absence and presence of control measures, i.e., the basic and effective reproduction number. In this study, I describe the EBOV epidemic using an SEIR (susceptible-exposed-infectious-recovered) model and fit the model to the most recent reported data of infected cases and deaths in Guinea, Sierra Leone and Liberia. The maximum likelihood estimates of the basic reproduction number are 1.51 (95% confidence interval [CI]: 1.50-1.52) for Guinea, 2.53 (95% CI: 2.41-2.67) for Sierra Leone and 1.59 (95% CI: 1.57-1.60) for Liberia. The model indicates that in Guinea and Sierra Leone the effective reproduction number might have dropped to around unity by the end of May and July 2014, respectively. In Liberia, however, the model estimates no decline in the effective reproduction number by end-August 2014. This suggests that control efforts in Liberia need to be improved substantially in order to stop the current outbreak.

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Standardization is a common method for adjusting confounding factors when comparing two or more exposure category to assess excess risk. Arbitrary choice of standard population in standardization introduces selection bias due to healthy worker effect. Small sample in specific groups also poses problems in estimating relative risk and the statistical significance is problematic. As an alternative, statistical models were proposed to overcome such limitations and find adjusted rates. In this dissertation, a multiplicative model is considered to address the issues related to standardized index namely: Standardized Mortality Ratio (SMR) and Comparative Mortality Factor (CMF). The model provides an alternative to conventional standardized technique. Maximum likelihood estimates of parameters of the model are used to construct an index similar to the SMR for estimating relative risk of exposure groups under comparison. Parametric Bootstrap resampling method is used to evaluate the goodness of fit of the model, behavior of estimated parameters and variability in relative risk on generated sample. The model provides an alternative to both direct and indirect standardization method. ^

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A Bayesian approach to estimation of the regression coefficients of a multinominal logit model with ordinal scale response categories is presented. A Monte Carlo method is used to construct the posterior distribution of the link function. The link function is treated as an arbitrary scalar function. Then the Gauss-Markov theorem is used to determine a function of the link which produces a random vector of coefficients. The posterior distribution of the random vector of coefficients is used to estimate the regression coefficients. The method described is referred to as a Bayesian generalized least square (BGLS) analysis. Two cases involving multinominal logit models are described. Case I involves a cumulative logit model and Case II involves a proportional-odds model. All inferences about the coefficients for both cases are described in terms of the posterior distribution of the regression coefficients. The results from the BGLS method are compared to maximum likelihood estimates of the regression coefficients. The BGLS method avoids the nonlinear problems encountered when estimating the regression coefficients of a generalized linear model. The method is not complex or computationally intensive. The BGLS method offers several advantages over Bayesian approaches. ^

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Traditional comparison of standardized mortality ratios (SMRs) can be misleading if the age-specific mortality ratios are not homogeneous. For this reason, a regression model has been developed which incorporates the mortality ratio as a function of age. This model is then applied to mortality data from an occupational cohort study. The nature of the occupational data necessitates the investigation of mortality ratios which increase with age. These occupational data are used primarily to illustrate and develop the statistical methodology.^ The age-specific mortality ratio (MR) for the covariates of interest can be written as MR(,ij...m) = ((mu)(,ij...m)/(theta)(,ij...m)) = r(.)exp (Z('')(,ij...m)(beta)) where (mu)(,ij...m) and (theta)(,ij...m) denote the force of mortality in the study and chosen standard populations in the ij...m('th) stratum, respectively, r is the intercept, Z(,ij...m) is the vector of covariables associated with the i('th) age interval, and (beta) is a vector of regression coefficients associated with these covariables. A Newton-Raphson iterative procedure has been used for determining the maximum likelihood estimates of the regression coefficients.^ This model provides a statistical method for a logical and easily interpretable explanation of an occupational cohort mortality experience. Since it gives a reasonable fit to the mortality data, it can also be concluded that the model is fairly realistic. The traditional statistical method for the analysis of occupational cohort mortality data is to present a summary index such as the SMR under the assumption of constant (homogeneous) age-specific mortality ratios. Since the mortality ratios for occupational groups usually increase with age, the homogeneity assumption of the age-specific mortality ratios is often untenable. The traditional method of comparing SMRs under the homogeneity assumption is a special case of this model, without age as a covariate.^ This model also provides a statistical technique to evaluate the relative risk between two SMRs or a dose-response relationship among several SMRs. The model presented has application in the medical, demographic and epidemiologic areas. The methods developed in this thesis are suitable for future analyses of mortality or morbidity data when the age-specific mortality/morbidity experience is a function of age or when there is an interaction effect between confounding variables needs to be evaluated. ^

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Os controladores eletrônicos de pulverização visam minimizar a variação das taxas de insumos aplicadas no campo. Eles fazem parte de um sistema de controle, e permitem a compensação da variação de velocidade de deslocamento do pulverizador durante a operação. Há vários tipos de controladores eletrônicos de pulverização disponíveis no mercado e uma das formas de selecionar qual o mais eficiente nas mesmas condições, ou seja, em um mesmo sistema de controle, é quantificar o tempo de resposta do sistema para cada controlador específico. O objetivo desse trabalho foi estimar os tempos de resposta para mudanças de velocidade de um sistema eletrônico de pulverização via modelos de regressão não lineares, estes, resultantes da soma de regressões lineares ponderadas por funções distribuição acumulada. Os dados foram obtidos no Laboratório de Tecnologia de Aplicação, localizado no Departamento de Engenharia de Biossistemas da Escola Superior de Agricultura \"Luiz de Queiroz\", Universidade de São Paulo, no município de Piracicaba, São Paulo, Brasil. Os modelos utilizados foram o logístico e de Gompertz, que resultam de uma soma ponderada de duas regressões lineares constantes com peso dado pela função distribuição acumulada logística e Gumbell, respectivamente. Reparametrizações foram propostas para inclusão do tempo de resposta do sistema de controle nos modelos, com o objetivo de melhorar a interpretação e inferência estatística dos mesmos. Foi proposto também um modelo de regressão não linear difásico que resulta da soma ponderada de regressões lineares constantes com peso dado pela função distribuição acumulada Cauchy seno hiperbólico exponencial. Um estudo de simulação foi feito, utilizando a metodologia de Monte Carlo, para avaliar as estimativas de máxima verossimilhança dos parâmetros do modelo.

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A two-component mixture regression model that allows simultaneously for heterogeneity and dependency among observations is proposed. By specifying random effects explicitly in the linear predictor of the mixture probability and the mixture components, parameter estimation is achieved by maximising the corresponding best linear unbiased prediction type log-likelihood. Approximate residual maximum likelihood estimates are obtained via an EM algorithm in the manner of generalised linear mixed model (GLMM). The method can be extended to a g-component mixture regression model with the component density from the exponential family, leading to the development of the class of finite mixture GLMM. For illustration, the method is applied to analyse neonatal length of stay (LOS). It is shown that identification of pertinent factors that influence hospital LOS can provide important information for health care planning and resource allocation. (C) 2002 Elsevier Science B.V. All rights reserved.