805 resultados para evolving factor analysis
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Background: A scale validated in one language is not automatically valid in another language or culture. The purpose of this study was to validate the English version of the UNESP-Botucatu multidimensional composite pain scale (MCPS) to assess postoperative pain in cats. The English version was developed using translation, back-translation, and review by individuals with expertise in feline pain management. In sequence, validity and reliability tests were performed.Results: Of the three domains identified by factor analysis, the internal consistency was excellent for 'pain expression' and 'psychomotor change' (0.86 and 0.87) but not for 'physiological variables' (0.28). Relevant changes in pain scores at clinically distinct time points (e.g., post-surgery, post-analgesic therapy), confirmed the construct validity and responsiveness (Wilcoxon test, p < 0.001). Favorable correlation with the IVAS scores (p < 0.001) and moderate to very good agreement between blinded observers and 'gold standard' evaluations, supported criterion validity. The cut-off point for rescue analgesia was > 7 (range 0-30 points) with 96.5% sensitivity and 99.5% specificity.Conclusions: The English version of the UNESP-Botucatu-MCPS is a valid, reliable and responsive instrument for assessing acute pain in cats undergoing ovariohysterectomy, when used by anesthesiologists or anesthesia technicians. The cut-off point for rescue analgesia provides an additional tool for guiding analgesic therapy. © 2013 Brondani et al.; licensee BioMed Central Ltd.
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Pós-graduação em Aquicultura - FCAV
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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The multivariate t models are symmetric and with heavier tail than the normal distribution, important feature in financial data. In this theses is presented the Bayesian estimation of a dynamic factor model, where the factors follow a multivariate autoregressive model, using multivariate t distribution. Since the multivariate t distribution is complex, it was represented in this work as a mix between a multivariate normal distribution and a square root of a chi-square distribution. This method allowed to define the posteriors. The inference on the parameters was made taking a sample of the posterior distribution, through the Gibbs Sampler. The convergence was verified through graphical analysis and the convergence tests Geweke (1992) and Raftery & Lewis (1992a). The method was applied in simulated data and in the indexes of the major stock exchanges in the world.
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Pós-graduação em Saúde Coletiva - FMB
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Pós-graduação em Engenharia Elétrica - FEIS
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Pós-graduação em Alimentos e Nutrição - FCFAR