794 resultados para Linear mixed models


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This paper formulates a logistics distribution problem as the multi-depot travelling salesman problem (MDTSP). The decision makers not only have to determine the travelling sequence of the salesman for delivering finished products from a warehouse or depot to a customer, but also need to determine which depot stores which type of products so that the total travelling distance is minimised. The MDTSP is similar to the combination of the travelling salesman and quadratic assignment problems. In this paper, the two individual hard problems or models are formulated first. Then, the problems are integrated together, that is, the MDTSP. The MDTSP is constructed as both integer nonlinear and linear programming models. After formulating the models, we verify the integrated models using commercial packages, and most importantly, investigate whether an iterative approach, that is, solving the individual models repeatedly, can generate an optimal solution to the MDTSP. Copyright © 2006 Inderscience Enterprises Ltd.

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Context: Subclinical hypothyroidism (SCH) and cognitive dysfunction are both common in the elderly and have been linked. It is important to determine whether T4 replacement therapy in SCH confers cognitive benefit. Objective: Our objective was to determine whether administration of T4 replacement to achieve biochemical euthyroidism in subjects with SCH improves cognitive function. Design and Setting: We conducted a double-blind placebo-controlled randomized controlled trial in the context of United Kingdom primary care. Patients: Ninety-four subjects aged 65 yr and over (57 females, 37 males) with SCH were recruited from a population of 147 identified by screening. Intervention: T4 or placebo was given at an initial dosage of one tablet of either placebo or 25 µg T4 per day for 12 months. Thyroid function tests were performed at 8-weekly intervals with dosage adjusted in one-tablet increments to achieve TSH within the reference range for subjects in treatment arm. Fifty-two subjects received T4 (31 females, 21 males; mean age 73.5 yr, range 65–94 yr); 42 subjects received placebo (26 females, 16 males; mean age 74.2 yr, 66–84 yr). Main Outcome Measures: Mini-Mental State Examination, Middlesex Elderly Assessment of Mental State (covering orientation, learning, memory, numeracy, perception, attention, and language skills), and Trail-Making A and B were administered. Results: Eighty-two percent and 84% in the T4 group achieved euthyroidism at 6- and 12-month intervals, respectively. Cognitive function scores at baseline and 6 and 12 months were as follows: Mini-Mental State Examination T4 group, 28.26, 28.9, and 28.28, and placebo group, 28.17, 27.82, and 28.25 [not significant (NS)]; Middlesex Elderly Assessment of Mental State T4 group, 11.72, 11.67, and 11.78, and placebo group, 11.21, 11.47, and 11.44 (NS); Trail-Making A T4 group, 45.72, 47.65, and 44.52, and placebo group, 50.29, 49.00, and 46.97 (NS); and Trail-Making B T4 group, 110.57, 106.61, and 96.67, and placebo group, 131.46, 119.13, and 108.38 (NS). Linear mixed-model analysis demonstrated no significant changes in any of the measures of cognitive function over time and no between-group difference in cognitive scores at 6 and 12 months. Conclusions: This RCT provides no evidence for treating elderly subjects with SCH with T4 replacement therapy to improve cognitive function.

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This paper provides the most fully comprehensive evidence to date on whether or not monetary aggregates are valuable for forecasting US inflation in the early to mid 2000s. We explore a wide range of different definitions of money, including different methods of aggregation and different collections of included monetary assets. In our forecasting experiment we use two non-linear techniques, namely, recurrent neural networks and kernel recursive least squares regression - techniques that are new to macroeconomics. Recurrent neural networks operate with potentially unbounded input memory, while the kernel regression technique is a finite memory predictor. The two methodologies compete to find the best fitting US inflation forecasting models and are then compared to forecasts from a naive random walk model. The best models were non-linear autoregressive models based on kernel methods. Our findings do not provide much support for the usefulness of monetary aggregates in forecasting inflation.

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This paper explores the use of the optimization procedures in SAS/OR software with application to the contemporary logistics distribution network design using an integrated multiple criteria decision making approach. Unlike the traditional optimization techniques, the proposed approach, combining analytic hierarchy process (AHP) and goal programming (GP), considers both quantitative and qualitative factors. In the integrated approach, AHP is used to determine the relative importance weightings or priorities of alternative warehouses with respect to both deliverer oriented and customer oriented criteria. Then, a GP model incorporating the constraints of system, resource, and AHP priority is formulated to select the best set of warehouses without exceeding the limited available resources. To facilitate the use of integrated multiple criteria decision making approach by SAS users, an ORMCDM code was implemented in the SAS programming language. The SAS macro developed in this paper selects the chosen variables from a SAS data file and constructs sets of linear programming models based on the selected GP model. An example is given to illustrate how one could use the code to design the logistics distribution network.

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Background/Aim - People of south Asian origin have an excessive risk of morbidity and mortality from cardiovascular disease. We examined the effect of ethnicity on known risk factors and analysed the risk of cardiovascular events and mortality in UK south Asian and white Europeans patients with type 2 diabetes over a 2 year period. Methods - A total of 1486 south Asian (SA) and 492 white European (WE) subjects with type 2 diabetes were recruited from 25 general practices in Coventry and Birmingham, UK. Baseline data included clinical history, anthropometry and measurements of traditional risk factors – blood pressure, total cholesterol, HbA1c. Multiple linear regression models were used to examine ethnicity differences in individual risk factors. Ten-year cardiovascular risk was estimated using the Framingham and UKPDS equations. All subjects were followed up for 2 years. Cardiovascular events (CVD) and mortality between the two groups were compared. Findings - Significant differences were noted in risk profiles between both groups. After adjustment for clustering and confounding a significant ethnicity effect remained only for higher HbA1c (0.50 [0.22 to 0.77]; P?=?0.0004) and lower HDL (-0.09 [-0.17 to -0.01]; P?=?0.0266). Baseline CVD history was predictive of CVD events during follow-up for SA (P?

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The Multiple Pheromone Ant Clustering Algorithm (MPACA) models the collective behaviour of ants to find clusters in data and to assign objects to the most appropriate class. It is an ant colony optimisation approach that uses pheromones to mark paths linking objects that are similar and potentially members of the same cluster or class. Its novelty is in the way it uses separate pheromones for each descriptive attribute of the object rather than a single pheromone representing the whole object. Ants that encounter other ants frequently enough can combine the attribute values they are detecting, which enables the MPACA to learn influential variable interactions. This paper applies the model to real-world data from two domains. One is logistics, focusing on resource allocation rather than the more traditional vehicle-routing problem. The other is mental-health risk assessment. The task for the MPACA in each domain was to predict class membership where the classes for the logistics domain were the levels of demand on haulage company resources and the mental-health classes were levels of suicide risk. Results on these noisy real-world data were promising, demonstrating the ability of the MPACA to find patterns in the data with accuracy comparable to more traditional linear regression models. © 2013 Polish Information Processing Society.

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Aims - To build a population pharmacokinetic model that describes the apparent clearance of tacrolimus and the potential demographic, clinical and genetically controlled factors that could lead to inter-patient pharmacokinetic variability within children following liver transplantation. Methods - The present study retrospectively examined tacrolimus whole blood pre-dose concentrations (n = 628) of 43 children during their first year post-liver transplantation. Population pharmacokinetic analysis was performed using the non-linear mixed effects modelling program (nonmem) to determine the population mean parameter estimate of clearance and influential covariates. Results - The final model identified time post-transplantation and CYP3A5*1 allele as influential covariates on tacrolimus apparent clearance according to the following equation: TVCL = 12.9 x (Weight/13.2)0.35 x EXP (-0.0058 x TPT) x EXP (0.428 x CYP3A5) where TVCL is the typical value for apparent clearance, TPT is time post-transplantation in days and the CYP3A5 is 1 where *1 allele is present and 0 otherwise. The population estimate and inter-individual variability (%CV) of tacrolimus apparent clearance were found to be 0.977 l h−1 kg−1 (95% CI 0.958, 0.996) and 40.0%, respectively, while the residual variability between the observed and predicted concentrations was 35.4%. Conclusion Tacrolimus apparent clearance was influenced by time post-transplantation and CYP3A5 genotypes. The results of this study, once confirmed by a large scale prospective study, can be used in conjunction with therapeutic drug monitoring to recommend tacrolimus dose adjustments that take into account not only body weight but also genetic and time-related changes in tacrolimus clearance.

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This paper aims to help supply chain managers to determine the value of retailer-supplier partnership initiatives beyond information sharing (IS) according to their specific business environment under time-varying demand conditions. For this purpose, we use integer linear programming models to quantify the benefits that can be accrued by a retailer, a supplier and system as a whole from shift in inventory ownership and shift in decision-making power with that of IS. The results of a detailed numerical study pertaining to static time horizon reveal that the shift in inventory ownership provides system-wide cost benefits in specific settings. Particularly, when it induces the retailer to order larger quantities and the supplier also prefers such orders due to significantly high setup and shipment costs. We observe that the relative benefits of shift in decision-making power are always higher than the shift in inventory ownership under all the conditions. The value of the shift in decision-making power is greater than IS particularly when the variability of underlying demand is low and time-dependent variation in production cost is high. However, when the shipment cost is negligible and order issuing efficiency of the supplier is low, the cost benefits of shift in decision-making power beyond IS are not significant. © 2012 Taylor & Francis.

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Purpose - This research aims to assess the risks and benefits of outsourcing for organisations, sectors and nations. The literature on outsourcing contains little evidence of research on holistic issues of its impact at systems levels beyond the firm, notably sectors and nations. Design/methodology/approach - A Delphi study with senior strategists from private and public sectors captured perspectives and specific observations on benefits and risks of outsourcing. Emergent issues on outsourcing policy, strategy and decision-making processes were synthesised into a framework for analysing factors associated with outsourcing. Findings - The findings suggest that a more holistic view of outsourcing is needed, linking local, organisational issues with sector and national level actions and outcomes. In this way, aggregate risks and benefits can be assessed at different systems levels. Research limitations/implications - Future research might address the motivations for outsourcing; currently there is little research evidence to assess whether outsourcing is a mechanism for failing to solve internal problems, and moving responsibility and risk out of the firm. Additionally most outsourcing research to date has concentrated on an activity either being "in" or "out"; there is little research exploring the circumstances in which mixed models might be appropriate. Practical implications - The framework provides an aid to research and an aide memoire for managers considering outsourcing. Originality/value - This paper contributes to knowledge on understanding of outsourcing at different systems levels, particularly highlighting the implications of outsourcing for sectors and nations. Previously most research has focused at the level of the firm or dyadic relationship. © Emerald Group Publishing Limited.

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This paper provides the most fully comprehensive evidence to date on whether or not monetary aggregates are valuable for forecasting US inflation in the early to mid 2000s. We explore a wide range of different definitions of money, including different methods of aggregation and different collections of included monetary assets. We use non-linear, artificial intelligence techniques, namely, recurrent neural networks, evolution strategies and kernel methods in our forecasting experiment. In the experiment, these three methodologies compete to find the best fitting US inflation forecasting models and are then compared to forecasts from a naive random walk model. The best models were non-linear autoregressive models based on kernel methods. Our findings do not provide much support for the usefulness of monetary aggregates in forecasting inflation. There is evidence in the literature that evolutionary methods can be used to evolve kernels hence our future work should combine the evolutionary and kernel methods to get the benefits of both.

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

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It has widely been agreed that the distorted price system is one of the causes of inefficient ecooomic decisions in centrally planned economies. The paper investigates the possible effect of a price reform on the allocation of resources in a situation where micro-efficiency remains unchanged. Foreign trade and endogenously induced terms-of-trade changes are focal points ín the multisectoral applied general equilibrium analysis. Special attention is paid to some methodological problems connected to the representation of foreign trade in such models. The adoption of Armington's assumption leads to an export demand function and this in turn gives rise to the question of optimal export structure, different from the equilibrium one-an aspect so far neglected in the related literature. The results show, that the applied model allows for a more flexible handling of the overspecialization problem, than the linear programming models. It also becomes evident that the use of export demand functions brings unwanted terms-of-trade changes into the model, to be avoided by a suitable reformulation of the model. The analysis also suggests, that a price reform alone does not significantly increase global economic efficiency. Thus the effect of an economic reform on micro-efficiency appears to be a more crucial factor. The author raises in conclusion some rather general questions related to the foreign trade practice of small open economies.

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The purpose of this research study was to investigate if the determination of school readiness as it was evaluated by Broward County kindergarten teachers on the Florida's Expectations of School Readiness checklist can be attributed to the effects of gender, chronological age on school entry, racial or ethnic background, attending public preschool, native language other than English, or socioeconomic status.^ This is a descriptive study in which the number of expectations passed or failed for each of the identifier categories was compared. The Chi-squared distribution was used to evaluate the null hypothesis that "chronological age at entry to school, gender, race or ethnicity, native language other than English, public preschool experience, and socioeconomic status have no effect on the determination of readiness for school". Results were confirmed using t-tests, ANOVA, and linear regression models. The cohort of 1555 Broward County students in the study were evaluated using the Florida's Expectations for School Readiness checklist and were determined not ready for school during the initial data collection year 1996-1997.^ The determination of school readiness was significantly dependent on the gender, and racial or ethnic background of the students in the cohort. The socioeconomic status and native language other than English designations were significant for students only in the areas of preacademic, academic and literacy development. Chronological age on entry to school or attendance in public preschool prior to entry in kindergarten for the cohort was not significant in the determination of readiness for school.^ Given the fact that this study followed only students that were determined not ready for school, it is recommended that a second cohort of both "ready" and "not ready" students be studied. ^

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Annual average daily traffic (AADT) is important information for many transportation planning, design, operation, and maintenance activities, as well as for the allocation of highway funds. Many studies have attempted AADT estimation using factor approach, regression analysis, time series, and artificial neural networks. However, these methods are unable to account for spatially variable influence of independent variables on the dependent variable even though it is well known that to many transportation problems, including AADT estimation, spatial context is important. ^ In this study, applications of geographically weighted regression (GWR) methods to estimating AADT were investigated. The GWR based methods considered the influence of correlations among the variables over space and the spatially non-stationarity of the variables. A GWR model allows different relationships between the dependent and independent variables to exist at different points in space. In other words, model parameters vary from location to location and the locally linear regression parameters at a point are affected more by observations near that point than observations further away. ^ The study area was Broward County, Florida. Broward County lies on the Atlantic coast between Palm Beach and Miami-Dade counties. In this study, a total of 67 variables were considered as potential AADT predictors, and six variables (lanes, speed, regional accessibility, direct access, density of roadway length, and density of seasonal household) were selected to develop the models. ^ To investigate the predictive powers of various AADT predictors over the space, the statistics including local r-square, local parameter estimates, and local errors were examined and mapped. The local variations in relationships among parameters were investigated, measured, and mapped to assess the usefulness of GWR methods. ^ The results indicated that the GWR models were able to better explain the variation in the data and to predict AADT with smaller errors than the ordinary linear regression models for the same dataset. Additionally, GWR was able to model the spatial non-stationarity in the data, i.e., the spatially varying relationship between AADT and predictors, which cannot be modeled in ordinary linear regression. ^

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As traffic congestion exuberates and new roadway construction is severely constrained because of limited availability of land, high cost of land acquisition, and communities' opposition to the building of major roads, new solutions have to be sought to either make roadway use more efficient or reduce travel demand. There is a general agreement that travel demand is affected by land use patterns. However, traditional aggregate four-step models, which are the prevailing modeling approach presently, assume that traffic condition will not affect people's decision on whether to make a trip or not when trip generation is estimated. Existing survey data indicate, however, that differences exist in trip rates for different geographic areas. The reasons for such differences have not been carefully studied, and the success of quantifying the influence of land use on travel demand beyond employment, households, and their characteristics has been limited to be useful to the traditional four-step models. There may be a number of reasons, such as that the representation of influence of land use on travel demand is aggregated and is not explicit and that land use variables such as density and mix and accessibility as measured by travel time and congestion have not been adequately considered. This research employs the artificial neural network technique to investigate the potential effects of land use and accessibility on trip productions. Sixty two variables that may potentially influence trip production are studied. These variables include demographic, socioeconomic, land use and accessibility variables. Different architectures of ANN models are tested. Sensitivity analysis of the models shows that land use does have an effect on trip production, so does traffic condition. The ANN models are compared with linear regression models and cross-classification models using the same data. The results show that ANN models are better than the linear regression models and cross-classification models in terms of RMSE. Future work may focus on finding a representation of traffic condition with existing network data and population data which might be available when the variables are needed to in prediction.