869 resultados para Markov chains hidden Markov models Viterbi algorithm Forward-Backward algorithm maximum likelihood
Resumo:
Hepatitis C virus (HCV) infection frequently persists despite substantial virus-specific immune responses and the combination of pegylated interferon (INF)-alpha and ribavirin therapy. Major histocompatibility complex class I restricted CD8+ T cells are responsible for the control of viraemia in HCV infection, and several studies suggest protection against viral infection associated with specific HLAs. The reason for low rates of sustained viral response (SVR) in HCV patients remains unknown. Escape mutations in response to cytotoxic T lymphocyte are widely described; however, its influence in the treatment outcome is ill understood. Here, we investigate the differences in CD8 epitopes frequencies from the Los Alamos database between groups of patients that showed distinct response to pegylated alpha-INF with ribavirin therapy and test evidence of natural selection on the virus in those who failed treatment, using five maximum likelihood evolutionary models from PAML package. The group of sustained virological responders showed three epitopes with frequencies higher than Non-responders group, all had statistical support, and we observed evidence of selection pressure in the last group. No escape mutation was observed. Interestingly, the epitope VLSDFKTWL was 100% conserved in SVR group. These results suggest that the response to treatment can be explained by the increase in immune pressure, induced by interferon therapy, and the presence of those epitopes may represent an important factor in determining the outcome of therapy.
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In this paper we introduce a parametric model for handling lifetime data where an early lifetime can be related to the infant-mortality failure or to the wear processes but we do not know which risk is responsible for the failure. The maximum likelihood approach and the sampling-based approach are used to get the inferences of interest. Some special cases of the proposed model are studied via Monte Carlo methods for size and power of hypothesis tests. To illustrate the proposed methodology, we introduce an example consisting of a real data set.
A bivariate regression model for matched paired survival data: local influence and residual analysis
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The use of bivariate distributions plays a fundamental role in survival and reliability studies. In this paper, we consider a location scale model for bivariate survival times based on the proposal of a copula to model the dependence of bivariate survival data. For the proposed model, we consider inferential procedures based on maximum likelihood. Gains in efficiency from bivariate models are also examined in the censored data setting. For different parameter settings, sample sizes and censoring percentages, various simulation studies are performed and compared to the performance of the bivariate regression model for matched paired survival data. Sensitivity analysis methods such as local and total influence are presented and derived under three perturbation schemes. The martingale marginal and the deviance marginal residual measures are used to check the adequacy of the model. Furthermore, we propose a new measure which we call modified deviance component residual. The methodology in the paper is illustrated on a lifetime data set for kidney patients.
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The main objective of this paper is to discuss maximum likelihood inference for the comparative structural calibration model (Barnett, in Biometrics 25:129-142, 1969), which is frequently used in the problem of assessing the relative calibrations and relative accuracies of a set of p instruments, each designed to measure the same characteristic on a common group of n experimental units. We consider asymptotic tests to answer the outlined questions. The methodology is applied to a real data set and a small simulation study is presented.
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We obtain adjustments to the profile likelihood function in Weibull regression models with and without censoring. Specifically, we consider two different modified profile likelihoods: (i) the one proposed by Cox and Reid [Cox, D.R. and Reid, N., 1987, Parameter orthogonality and approximate conditional inference. Journal of the Royal Statistical Society B, 49, 1-39.], and (ii) an approximation to the one proposed by Barndorff-Nielsen [Barndorff-Nielsen, O.E., 1983, On a formula for the distribution of the maximum likelihood estimator. Biometrika, 70, 343-365.], the approximation having been obtained using the results by Fraser and Reid [Fraser, D.A.S. and Reid, N., 1995, Ancillaries and third-order significance. Utilitas Mathematica, 47, 33-53.] and by Fraser et al. [Fraser, D.A.S., Reid, N. and Wu, J., 1999, A simple formula for tail probabilities for frequentist and Bayesian inference. Biometrika, 86, 655-661.]. We focus on point estimation and likelihood ratio tests on the shape parameter in the class of Weibull regression models. We derive some distributional properties of the different maximum likelihood estimators and likelihood ratio tests. The numerical evidence presented in the paper favors the approximation to Barndorff-Nielsen`s adjustment.
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We propose two new residuals for the class of beta regression models, and numerically evaluate their behaviour relative to the residuals proposed by Ferrari and Cribari-Neto. Monte Carlo simulation results and empirical applications using real and simulated data are provided. The results favour one of the residuals we propose.
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When missing data occur in studies designed to compare the accuracy of diagnostic tests, a common, though naive, practice is to base the comparison of sensitivity, specificity, as well as of positive and negative predictive values on some subset of the data that fits into methods implemented in standard statistical packages. Such methods are usually valid only under the strong missing completely at random (MCAR) assumption and may generate biased and less precise estimates. We review some models that use the dependence structure of the completely observed cases to incorporate the information of the partially categorized observations into the analysis and show how they may be fitted via a two-stage hybrid process involving maximum likelihood in the first stage and weighted least squares in the second. We indicate how computational subroutines written in R may be used to fit the proposed models and illustrate the different analysis strategies with observational data collected to compare the accuracy of three distinct non-invasive diagnostic methods for endometriosis. The results indicate that even when the MCAR assumption is plausible, the naive partial analyses should be avoided.
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We review some issues related to the implications of different missing data mechanisms on statistical inference for contingency tables and consider simulation studies to compare the results obtained under such models to those where the units with missing data are disregarded. We confirm that although, in general, analyses under the correct missing at random and missing completely at random models are more efficient even for small sample sizes, there are exceptions where they may not improve the results obtained by ignoring the partially classified data. We show that under the missing not at random (MNAR) model, estimates on the boundary of the parameter space as well as lack of identifiability of the parameters of saturated models may be associated with undesirable asymptotic properties of maximum likelihood estimators and likelihood ratio tests; even in standard cases the bias of the estimators may be low only for very large samples. We also show that the probability of a boundary solution obtained under the correct MNAR model may be large even for large samples and that, consequently, we may not always conclude that a MNAR model is misspecified because the estimate is on the boundary of the parameter space.
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In this paper, we discuss inferential aspects for the Grubbs model when the unknown quantity x (latent response) follows a skew-normal distribution, extending early results given in Arellano-Valle et al. (J Multivar Anal 96:265-281, 2005b). Maximum likelihood parameter estimates are computed via the EM-algorithm. Wald and likelihood ratio type statistics are used for hypothesis testing and we explain the apparent failure of the Wald statistics in detecting skewness via the profile likelihood function. The results and methods developed in this paper are illustrated with a numerical example.
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We consider the issue of performing residual and local influence analyses in beta regression models with varying dispersion, which are useful for modelling random variables that assume values in the standard unit interval. In such models, both the mean and the dispersion depend upon independent variables. We derive the appropriate matrices for assessing local influence on the parameter estimates under different perturbation schemes. An application using real data is presented and discussed.
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In this article, we present the EM-algorithm for performing maximum likelihood estimation of an asymmetric linear calibration model with the assumption of skew-normally distributed error. A simulation study is conducted for evaluating the performance of the calibration estimator with interpolation and extrapolation situations. As one application in a real data set, we fitted the model studied in a dimensional measurement method used for calculating the testicular volume through a caliper and its calibration by using ultrasonography as the standard method. By applying this methodology, we do not need to transform the variables to have symmetrical errors. Another interesting aspect of the approach is that the developed transformation to make the information matrix nonsingular, when the skewness parameter is near zero, leaves the parameter of interest unchanged. Model fitting is implemented and the best choice between the usual calibration model and the model proposed in this article was evaluated by developing the Akaike information criterion, Schwarz`s Bayesian information criterion and Hannan-Quinn criterion.
Resumo:
The main objective of this paper is to study a logarithm extension of the bimodal skew normal model introduced by Elal-Olivero et al. [1]. The model can then be seen as an alternative to the log-normal model typically used for fitting positive data. We study some basic properties such as the distribution function and moments, and discuss maximum likelihood for parameter estimation. We report results of an application to a real data set related to nickel concentration in soil samples. Model fitting comparison with several alternative models indicates that the model proposed presents the best fit and so it can be quite useful in real applications for chemical data on substance concentration. Copyright (C) 2011 John Wiley & Sons, Ltd.
Resumo:
Modeling of spatial dependence structure, concerning geoestatistics approach, is an indispensable tool for fixing parameters that define this structure, applied on interpolation of values in places that are not sampled, by kriging techniques. However, the estimation of parameters can be greatly affected by the presence of atypical observations on sampled data. Thus, this trial aimed at using diagnostics techniques of local influence in spatial linear Gaussians models, applied at geoestatistics in order to evaluate sensitivity of maximum likelihood estimators and restrict maximum likelihood to small perturbations in these data. So, studies with simulated and experimental data were performed. Those results, obtained from the study of real data, allowed us to conclude that the presence of atypical values among the sampled data can have a strong influence on thematic maps, changing, therefore, the spatial dependence. The application of diagnostics techniques of local influence should be part of any geoestatistic analysis, ensuring that the information from thematic maps has better quality and can be used with greater security by farmers.
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Objectives: To translate and evaluate the psychometric properties of the Swedish version of the Fear of Complications Questionnaire. Design: Cross-sectional study design and scale development. Settings: Totally, 469 adults (response rate 63.5%) with Type 1 diabetes completed the questionnaires. Participants were recruited from two university hospitals in Sweden. Participants: Eligible patients were those who met the following inclusion criteria: diagnosed with Type 1 diabetes, diabetes duration of at least 1 year and aged at least 18 years. Methods: The Fear of Complications Questionnaire was translated using the forward-backward translation method. Factor analyses of the questionnaire were performed in two steps using both exploratory and confirmatory factor analysis. Convergent validity was examined using the Hospital Anxiety and Depression Scale and the Fear of Hypoglycaemia Fear Survey. Internal consistency was estimated using Cronbach’s alpha.Results: Exploratory factor analysis supported a two-factor solution. One factor contained three items having to do with fear of kidney-related complications and one factor included the rest of items concerning fear of other diabetes-related complications, as well as fear of complications in general. Internal consistency was high Cronbach’s alpha 0.96. The findings also gave support for convergent validity, with significant positive correlations between measures (r = 0.51 to 0.54). Conclusion: The clinical relevance of the identified two-factor model with a structure of one dominant subdomain may be considered. We suggest, however a one-factor model covering all the items as a relevant basis to assess fear of complications among people with Type 1 diabetes.
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Um total de 201 seqüências de DNA, de 50 espécies pertencentes a 32 gêneros e 12 famílias, foi investigado através do método da máxima verossimilhança para identificar, nas proteínas respectivas, possíveis códons nos quais estivesse ocorrendo seleção positiva. Foram considerados 15 tipos de proteínas relacionadas à patogênese (PR1-PR15), quanto a 14 modelos diferentes de seleção. Tanto quanto se possa avaliar, não há qualquer estudo disponível na literatura que tenha examinado de maneira homogênea tal número de seqüências de forma tão abrangente.