980 resultados para multilevel statistical modeling


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Odds ratios for head and neck cancer increase with greater cigarette and alcohol use and lower body mass index (BMI; weight (kg)/height(2) (m(2))). Using data from the International Head and Neck Cancer Epidemiology Consortium, the authors conducted a formal analysis of BMI as a modifier of smoking- and alcohol-related effects. Analysis of never and current smokers included 6,333 cases, while analysis of never drinkers and consumers of < or =10 drinks/day included 8,452 cases. There were 8,000 or more controls, depending on the analysis. Odds ratios for all sites increased with lower BMI, greater smoking, and greater drinking. In polytomous regression, odds ratios for BMI (P = 0.65), smoking (P = 0.52), and drinking (P = 0.73) were homogeneous for oral cavity and pharyngeal cancers. Odds ratios for BMI and drinking were greater for oral cavity/pharyngeal cancer (P < 0.01), while smoking odds ratios were greater for laryngeal cancer (P < 0.01). Lower BMI enhanced smoking- and drinking-related odds ratios for oral cavity/pharyngeal cancer (P < 0.01), while BMI did not modify smoking and drinking odds ratios for laryngeal cancer. The increased odds ratios for all sites with low BMI may suggest related carcinogenic mechanisms; however, BMI modification of smoking and drinking odds ratios for cancer of the oral cavity/pharynx but not larynx cancer suggests additional factors specific to oral cavity/pharynx cancer.

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This paper uses an infinite hidden Markov model (IIHMM) to analyze U.S. inflation dynamics with a particular focus on the persistence of inflation. The IHMM is a Bayesian nonparametric approach to modeling structural breaks. It allows for an unknown number of breakpoints and is a flexible and attractive alternative to existing methods. We found a clear structural break during the recent financial crisis. Prior to that, inflation persistence was high and fairly constant.

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In this paper we propose a novel empirical extension of the standard market microstructure order flow model. The main idea is that heterogeneity of beliefs in the foreign exchange market can cause model instability and such instability has not been fully accounted for in the existing empirical literature. We investigate this issue using two di¤erent data sets and focusing on out- of-sample forecasts. Forecasting power is measured using standard statistical tests and, additionally, using an alternative approach based on measuring the economic value of forecasts after building a portfolio of assets. We nd there is a substantial economic value on conditioning on the proposed models.

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‘Modern’ Phillips curve theories predict inflation is an integrated, or near integrated, process. However, inflation appears bounded above and below in developed economies and so cannot be ‘truly’ integrated and more likely stationary around a shifting mean. If agents believe inflation is integrated as in the ‘modern’ theories then they are making systematic errors concerning the statistical process of inflation. An alternative theory of the Phillips curve is developed that is consistent with the ‘true’ statistical process of inflation. It is demonstrated that United States inflation data is consistent with the alternative theory but not with the existing ‘modern’ theories.

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In recent years, multi-atlas fusion methods have gainedsignificant attention in medical image segmentation. Inthis paper, we propose a general Markov Random Field(MRF) based framework that can perform edge-preservingsmoothing of the labels at the time of fusing the labelsitself. More specifically, we formulate the label fusionproblem with MRF-based neighborhood priors, as an energyminimization problem containing a unary data term and apairwise smoothness term. We present how the existingfusion methods like majority voting, global weightedvoting and local weighted voting methods can be reframedto profit from the proposed framework, for generatingmore accurate segmentations as well as more contiguoussegmentations by getting rid of holes and islands. Theproposed framework is evaluated for segmenting lymphnodes in 3D head and neck CT images. A comparison ofvarious fusion algorithms is also presented.

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We study the asymmetric and dynamic dependence between financial assets and demonstrate, from the perspective of risk management, the economic significance of dynamic copula models. First, we construct stock and currency portfolios sorted on different characteristics (ex ante beta, coskewness, cokurtosis and order flows), and find substantial evidence of dynamic evolution between the high beta (respectively, coskewness, cokurtosis and order flow) portfolios and the low beta (coskewness, cokurtosis and order flow) portfolios. Second, using three different dependence measures, we show the presence of asymmetric dependence between these characteristic-sorted portfolios. Third, we use a dynamic copula framework based on Creal et al. (2013) and Patton (2012) to forecast the portfolio Value-at-Risk of long-short (high minus low) equity and FX portfolios. We use several widely used univariate and multivariate VaR models for the purpose of comparison. Backtesting our methodology, we find that the asymmetric dynamic copula models provide more accurate forecasts, in general, and, in particular, perform much better during the recent financial crises, indicating the economic significance of incorporating dynamic and asymmetric dependence in risk management.

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'Modern' theories of the Phillips curve imply that inflation is an integrated, or near integrated process. This paper explains this implication and why these 'modern' theories are logically inconsistent with what is commonly known about the statistical process of inflation.

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Rapport de synthèse : Cette recherche s'intéresse (1) au port et à l'utilisation d'armes chez les adolescents ainsi que (2) aux rôles des facteurs environnementaux et individuels dans la violence juvénile. Les données étaient tirés de SMASH 2002 (Swiss multicenter adolescent survey on health 2002), étude dans laquelle un échantillon représentatif de 7548 étudiants et apprentis âgés entre 16 et 20 ans vivant en Suisse ont été interrogés Dans une première étude, les adolescents ayant porté une arme (couteau, masse, coup de poing américain, pistolet/autre arme à feu, spray) durant l'année précédant l'enquête étaient comparés avec ceux n'ayant pas porté d'arme. Ensuite, dans le sous-échantillon de porteurs d'armes, ceux ayant uniquement porté l'arme étaient comparés avec ceux ayant utilisé une arme dans une bagarre. Des facteurs individuels, familiaux, scolaires et sociaux ont été étudiés à l'aide d'analyses bivariées et multivariées. 13.7% des jeunes vivant en Suisse ont porté une arme dans l'année précédant l'enquête. 6.2% des filles porteuses d'armes et 19.9% des garçons porteurs d'armes ont fait usage de l'arme dans une bagarre. Chez les garçons et chez les filles, les porteurs d'armes étaient plus souvent délinquants et victimes de violence physique. Les garçons porteurs d'armes étaient plus souvent des apprentis, à la recherche de sensations fortes, porteurs de tatouages, avaient une mauvaise relation avec leurs parents, étaient dans des bagarres sous l'influence de substances, et avaient des relations sexuelles à risque. En comparaison avec les porteuses d'armes, les filles utilisatrices d'armes étaient plus souvent fumeuses quotidiennes. Les garçons ayant utilisé leur arme étaient plus souvent nés à l'étranger, vivaient dans un milieu urbain, étaient des apprentis, avaient un mauvais contexte scolaire, avaient des relations sexuelles à risque et étaient impliqués dans des bagarres sous l'influence de substances. Nos résultats montrent que porter une arme est un comportement relativement fréquent chez les adolescents vivant en Suisse et qu'une proportion non négligeable de ces porteurs d'armes ont utilisé l'arme dans une bagarre. De ce fait, une discussion sur le port d'arme devrait être incluse dans l'entretien clinique ainsi que dans les programmes de prévention visant les adolescents. Dans une deuxième étude, la violence juvénile était définie comme présente si l'adolescent avait commis au moins un des quatre délits suivants durant l'année précédant l'enquête: attaquer un adulte, arracher ou voler quelque chose, porter une arme ou utiliser une arme dans une bagarre. Des niveaux écologiques étaient testés et résultaient en un modèle à trois niveaux pour les garçons (niveau individuel, niveau classe et niveau école) et, à cause d'une faible prévalence de la violence chez les filles, en un modèle à un niveau (individuel) pour les filles. Des variables dépendantes étaient attribuées à chaque niveau, en se basant sur la littérature. Le modèle multiniveaux des garçons montrait que le niveau école (10%) et le niveau classe (24%) comptaient pour plus d'un tiers de la variance inter-individuelle dans le comportement violent. Les facteurs associés à ce comportement chez les filles étaient être victime de violence physique et la recherche de sensations fortes. Pour les garçons, les facteurs explicatifs de la violence étaient pratiquer des relations sexuelles à risque, être à la recherche de sensations fortes, être victime de violence physique, avoir une mauvaise relation avec les parents, être déprimé et vivre dans une famille monoparentale au niveau individuel, la violence et les actes antisociaux au niveau de la classe et être apprenti au niveau de l'école. Des interventions au niveau de la classe ainsi qu'un règlement explicit en ce qui concerne la violence et d'autres comportements à risque dans des écoles devraient être prioritaires pour la prévention de la violence chez les adolescents. En outre, la prévention devrait tenir compte des différences entre les sexes.

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PECUBE is a three-dimensional thermal-kinematic code capable of solving the heat production-diffusion-advection equation under a temporally varying surface boundary condition. It was initially developed to assess the effects of time-varying surface topography (relief) on low-temperature thermochronological datasets. Thermochronometric ages are predicted by tracking the time-temperature histories of rock-particles ending up at the surface and by combining these with various age-prediction models. In the decade since its inception, the PECUBE code has been under continuous development as its use became wider and addressed different tectonic-geomorphic problems. This paper describes several major recent improvements in the code, including its integration with an inverse-modeling package based on the Neighborhood Algorithm, the incorporation of fault-controlled kinematics, several different ways to address topographic and drainage change through time, the ability to predict subsurface (tunnel or borehole) data, prediction of detrital thermochronology data and a method to compare these with observations, and the coupling with landscape-evolution (or surface-process) models. Each new development is described together with one or several applications, so that the reader and potential user can clearly assess and make use of the capabilities of PECUBE. We end with describing some developments that are currently underway or should take place in the foreseeable future. (C) 2012 Elsevier B.V. All rights reserved.

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This paper discuses current strategies for the development of AIDS vaccines wich allow immunzation to disturb the natural course of HIV at different detailed stages of its life cycle. Mathematical models describing the main biological phenomena (i.e. virus and vaccine induced T4 cell growth; virus and vaccine induced activation latently infected T4 cells; incremental changes immune response as infection progress; antibody dependent enhancement and neutralization of infection) and allowing for different vaccination strategies serve as a backgroud for computer simulations. The mathematical models reproduce updated information on the behavior of immune cells, antibody concentrations and free viruses. The results point to some controversial outcomes of an AIDS vaccine such as an early increase in virus concentration among vaccinated when compared to nonvaccinated individuals.

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Computational modeling has become a widely used tool for unraveling the mechanisms of higher level cooperative cell behavior during vascular morphogenesis. However, experimenting with published simulation models or adding new assumptions to those models can be daunting for novice and even for experienced computational scientists. Here, we present a step-by-step, practical tutorial for building cell-based simulations of vascular morphogenesis using the Tissue Simulation Toolkit (TST). The TST is a freely available, open-source C++ library for developing simulations with the two-dimensional cellular Potts model, a stochastic, agent-based framework to simulate collective cell behavior. We will show the basic use of the TST to simulate and experiment with published simulations of vascular network formation. Then, we will present step-by-step instructions and explanations for building a recent simulation model of tumor angiogenesis. Demonstrated mechanisms include cell-cell adhesion, chemotaxis, cell elongation, haptotaxis, and haptokinesis.

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The usual way to investigate the statistical properties of finitely generated subgroups of free groups, and of finite presentations of groups, is based on the so-called word-based distribution: subgroups are generated (finite presentations are determined) by randomly chosen k-tuples of reduced words, whose maximal length is allowed to tend to infinity. In this paper we adopt a different, though equally natural point of view: we investigate the statistical properties of the same objects, but with respect to the so-called graph-based distribution, recently introduced by Bassino, Nicaud and Weil. Here, subgroups (and finite presentations) are determined by randomly chosen Stallings graphs whose number of vertices tends to infinity. Our results show that these two distributions behave quite differently from each other, shedding a new light on which properties of finitely generated subgroups can be considered frequent or rare. For example, we show that malnormal subgroups of a free group are negligible in the raph-based distribution, while they are exponentially generic in the word-based distribution. Quite surprisingly, a random finite presentation generically presents the trivial group in this new distribution, while in the classical one it is known to generically present an infinite hyperbolic group.