978 resultados para multivariate null intercepts model


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Osteoporosis has become a serious global public health issue. Hence, osteoporotic fracture healing has been investigated in several previous studies because there is still controversy over the effect osteoporosis has on the healing process. The current study aimed to analyze two different periods of bone healing in normal and osteopenic rats. Sixty, 7-week-old female Wistar rats were randomly divided into four groups: unrestricted and immobilized for 2 weeks after osteotomy (OU2), suspended and immobilized for 2 weeks after osteotomy (OS2), unrestricted and immobilized for 6 weeks after osteotomy (OU6), and suspended and immobilized for 6 weeks after osteotomy (OS6). Osteotomy was performed in the middle third of the right tibia 21 days after tail suspension, when the osteopenic condition was already set. The fractured limb was then immobilized by orthosis. Tibias were collected 2 and 6 weeks after osteotomy, and were analyzed by bone densitometry, mechanical testing, and histomorphometry. Bone mineral density values from bony calluses were significantly lower in the 2-week post-osteotomy groups compared with the 6-week post-osteotomy groups (multivariate general linear model analysis, P<0.000). Similarly, the mechanical properties showed that animals had stronger bones 6 weeks after osteotomy compared with 2 weeks after osteotomy (multivariate general linear model analysis, P<0.000). Histomorphometry indicated gradual bone healing. Results showed that osteopenia did not influence the bone healing process, and that time was an independent determinant factor regardless of whether the fracture was osteopenic. This suggests that the body is able to compensate for the negative effects of suspension.

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This study explores the pricing of liquidity risk and its effect on stock returns in the Finnish stock market. In addition to that, it investigates whether there is a trend in liquidity risk. Finally, it analyzes whether the two chosen liquidity measures provide different results. The data consists of all the common shares listed in the Finnish stock market during the period of 1/1997–7/2015. To examine whether liquidity risk affects stock returns in the Finnish stock market, this study utilizes a conditional version of liquidity-adjusted capital asset pricing model (LCAPM) by Acharya and Pedersen (2005). Two recently proposed illiquidity measures – PQS and AdjILLIQ – are used in the empirical estimation to see whether there are differences in the results between the measures. The time-varying conditional liquidity risks are estimated by using a multivariate DCC-GARCH model, while the pricing of the liquidity risk is conducted by applying fixed effect panel regression. The results imply that investors in the Finnish stock market are willing to pay a premium to hedge from wealth shocks and having liquid assets during the declined market liquidity. However, investors are not willing to pay a premium for stocks with higher returns during illiquid markets. The total annualized illiquidity premiums found in the Finnish stock market are 1.77% and 1.04%, based on the PQS and AdjILLIQ measures, respectively. The study also shows that liquidity risk does not exhibit decreasing trend, and investors should consider liquidity risk in their portfolio diversification in the Finnish stock market.

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This thesis examines the performance of Canadian fixed-income mutual funds in the context of an unobservable market factor that affects mutual fund returns. We use various selection and timing models augmented with univariate and multivariate regime-switching structures. These models assume a joint distribution of an unobservable latent variable and fund returns. The fund sample comprises six Canadian value-weighted portfolios with different investing objectives from 1980 to 2011. These are the Canadian fixed-income funds, the Canadian inflation protected fixed-income funds, the Canadian long-term fixed-income funds, the Canadian money market funds, the Canadian short-term fixed-income funds and the high yield fixed-income funds. We find strong evidence that more than one state variable is necessary to explain the dynamics of the returns on Canadian fixed-income funds. For instance, Canadian fixed-income funds clearly show that there are two regimes that can be identified with a turning point during the mid-eighties. This structural break corresponds to an increase in the Canadian bond index from its low values in the early 1980s to its current high values. Other fixed-income funds results show latent state variables that mimic the behaviour of the general economic activity. Generally, we report that Canadian bond fund alphas are negative. In other words, fund managers do not add value through their selection abilities. We find evidence that Canadian fixed-income fund portfolio managers are successful market timers who shift portfolio weights between risky and riskless financial assets according to expected market conditions. Conversely, Canadian inflation protected funds, Canadian long-term fixed-income funds and Canadian money market funds have no market timing ability. We conclude that these managers generally do not have positive performance by actively managing their portfolios. We also report that the Canadian fixed-income fund portfolios perform asymmetrically under different economic regimes. In particular, these portfolio managers demonstrate poorer selection skills during recessions. Finally, we demonstrate that the multivariate regime-switching model is superior to univariate models given the dynamic market conditions and the correlation between fund portfolios.

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Contexte: la survenue d’IRA chez les patients ayant subi un traumatisme est une problématique qui a été peu étudiée jusqu’à ce jour. La présence de cette atteinte rénale a été démontrée comme étant associée à un risque accru de morbidités et de mortalité chez les sujets atteints. Objectifs: identifier les facteurs prédictifs d’insuffisance rénale ou plus récemment appelée atteinte rénale dans cette population particulière et tenter de trouver des facteurs qui peuvent être mesurés dans les premières heures de la prise en charge du patient. Aussi, nous avons cherché à savoir si l’injection de produit de contraste est associée à un risque accru d’insuffisance rénale aiguë dans cette population. Méthodes et résultats: la recherche a eu lieu à l’Hôpital du Sacré-Coeur de Montréal, un centre de traumatologie tertiaire en milieu urbain. Nous avons utilisé le registre des patients hospitalisés en traumatologie dans notre centre hospitalier entre 2002 et mars 2007 de même que les banques de données de laboratoire et de radiologie pour obtenir les données sur la créatinine et les examens avec produits de contraste. Finalement, une revue de dossiers structurée fut conduite pour recueillir le reste de l’information requise. L’incidence d’IRA dans la population étudiée est estimée à environ 5 %. Une analyse cas témoins fut conduite pour identifier les facteurs prédictifs d’IRA. Quarante-neuf cas d’IRA diagnostiqués par le médecin traitant et 101 témoins sélectionnés au hasard ont été analysés. Les facteurs prédictifs suivants ont été identifiés à l’analyse univariée : la première valeur de créatinine obtenue (p<0,001), l’instabilité hémodynamique (p<0,001), les antécédents d’insuffisance rénale chronique tels que notés dans le dossier par le médecin traitant (p=0,009), une maladie cardiaque (p=0,007), une chirurgie dans les 48 premières heures suivant le traumatisme (p=0,053), le niveau de gravité du traumatisme (Injury Severity Score) (p=0,046) et l’injection de produit de contraste au cours des 48 heures suivant le trauma (p=0,077). Parmi ces facteurs, deux ont été identifiés comme prédicteurs indépendants d’IRA à l’analyse multivariée. Une des valeurs était la première valeur de créatinine obtenue RC = 6,17 (p<0,001, IC95 % 2,81 – 13,53) pour chaque augmentation de 0.5mg/dL de créatinine. L’autre facteur était la présence d’instabilité hémodynamique RC 11,61 (p<0,001, IC95 % 3,71 – 36,29). Conclusion: des informations obtenues tôt dans la prise en charge du patient permettent de prédire le risque d’IRA chez ces patients. L’administration de contraste (intraveineuse ou intra-artérielle) ne s’est pas avérée un facteur indépendant de prédiction d’insuffisance rénale aiguë dans cette population dans le modèle multivarié.

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La pollution microbienne des eaux récréatives peut engendrer un risque pour la santé des populations exposées. La contamination fécale de ces eaux représente une composante importante de ce risque, notamment par la présence possible d’agents pathogènes et par l’exposition à des micro-organismes résistants aux antimicrobiens. Les sources de pollution fécale sont multiples et incluent entre autres les activités agricoles et les productions animales. Ce projet visait donc à mieux comprendre les facteurs influençant la qualité microbiologique des eaux récréatives du Québec méridional, en ciblant le rôle possible des activités agricoles, ainsi qu`à proposer et évaluer de nouvelles sources de données pouvant contribuer à l’identification de ces facteurs. Dans un premier temps, une évaluation de la présence d’Escherichia coli résistants aux antimicrobiens dans les eaux récréatives à l’étude a été effectuée. À la lumière des résultats de cette première étude, ces eaux représenteraient une source de micro-organismes résistants aux antimicrobiens pour les personnes pratiquant des activités aquatiques, mais l’impact en santé publique d’une telle exposition demeure à déterminer. Les déterminants agroenvironnementaux associés à la présence de micro-organismes résistants aux antimicrobiens ont par la suite été explorés. Les résultats de ce chapitre suggèrent que les activités agricoles, et plus spécifiquement l’épandage de fumier liquide, seraient reliées à la contamination des eaux récréatives par des bactéries résistantes aux antimicrobiens. Le chapitre suivant visait à identifier des déterminants agroenvironnementaux temps-indépendants d’importance associés à la contamination fécale des eaux à l’étude. Différentes variables, regroupées en trois classes (activités agricoles, humaines et caractéristiques géohydrologiques), ont été explorées à travers un modèle de régression logistique multivarié. Il en est ressorti que les eaux récréatives ayant des sites de productions de ruminants à proximité, et en particulier à l’intérieur d’un rayon de 2 km, possédaient un risque plus élevé de contamination fécale. Une association positive a également été notée entre le niveau de contamination fécale et le fait que les plages soient situées à l’intérieur d’une zone urbaine. Cette composante nous permet donc de conclure qu’en regard à la santé publique, les eaux récréatives pourraient être contaminées par des sources de pollution fécale tant animales qu’humaines, et que celles-ci pourraient représenter un risque pour la santé des utilisateurs. Pour terminer, un modèle de régression logistique construit à l’aide de données issues de la télédétection et mettant en association un groupe de déterminants agroenvironnementaux et la contamination fécale des eaux récréatives a été mis au point. Ce chapitre visait à évaluer l’utilité de telles données dans l’identification de ces déterminants, de même qu`à discuter des avantages et contraintes associées à leur emploi dans le contexte de la surveillance de la qualité microbiologique des eaux récréatives. À travers cette étude, des associations positives ont été mises en évidence entre le niveau de contamination fécale des eaux et la superficie des terres agricoles adjacentes, de même qu’avec la présence de surfaces imperméables. Les données issues des images d’observation de la Terre pourraient donc constituer une valeur ajoutée pour les programmes de suivi de la qualité microbiologique de ces eaux en permettant une surveillance des déterminants y étant associés.

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En este trabajo se realiza la medición del riesgo de mercado para el portafolio de TES de un banco colombiano determinado, abordando el pronóstico de valor en riesgo (VaR) mediante diferentes modelos multivariados de volatilidad: EWMA, GARCH ortogonal, GARCH robusto, así como distintos modelos de VaR con distribución normal y distribución t-student, evaluando su eficiencia con las metodologías de backtesting propuestas por Candelon et al. (2011) con base en el método generalizado de momentos, junto con los test de independencia y de cobertura condicional planteados por Christoffersen y Pelletier (2004) y por Berkowitz, Christoffersen y Pelletier (2010). Los resultados obtenidos demuestran que la mejor especificación del VaR para la medición del riesgo de mercado del portafolio de TES de los bancos colombianos, es el construido a partir de volatilidades EWMA y basado en la distribución normal, ya que satisface las hipótesis de cobertura no condicional, independencia y cobertura condicional, al igual que los requerimientos estipulados en Basilea II y en la normativa vigente en Colombia.

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Objetivo: Determinar el nivel de riesgo de la exposición por fracción respirable a polvo de carbón y sílice cristalina y la prevalencia de neumoconiosis en trabajadores de minas de socavón del departamento de Cundinamarca. Métodos: estudio de corte transversal, en grupos de exposición similar (GES) en las minas seleccionadas, el tamaño muestral fue constituido por 11 empresas y 215 trabajadores en donde se realizó un muestreo ambiental para medir los niveles de polvo de carbón y sílice cristalina. Resultados: La edad promedio del grupo fue de 46±9,5 años y género masculino (97,2%), se encontró una asociación significativa entre polvo de carbón y neumoconiosis (p =0,050) y no fue significativa con exposición a sílice cristalina (p = 0,537). El modelo de regresión logística mostró asociación significativa con la escala de nivel de riesgo de carbón medio (OR=10.4, IC 95%:1.50, 71.41, p=0,02), ajustando con variables significativas como: tamaño de la empresa mediana (OR = 2,67, IC 95%:1.07, 6.66, p=0,04), antigüedad mayor o igual a 30 años (OR = 7,186, IC 95%:2.98, 17.29, p=0,001) y habito tabáquico por más de un año (OR = 4,437, IC 95%:2.06, 9.55, p=0,001) para sílice cristalina no hubo asociación en el modelo multivariado. Conclusión: El riesgo de exposición a carbón de nivel medio está relacionado con la prevalencia de neumoconiosis y otros factores adicionales como tamaño de la empresa mediana, antigüedad mayor o igual a 30 años y habito tabáquico por más de un año para los trabajadores de minería de socavón en Cundinamarca. Para los niveles de sílice cristalina no se encontró asociación significativa.

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Kidney transplantation improves the quality of life of end-stage renal disease patients. The quality of life benefits, however, pertain to patients on average, not to all transplant recipients. The aim of this study was to identify factors associated with health-related quality of life after kidney transplantation. Population-based study with a cross-sectional design was carried out and quality of life was assessed by SF-36 Health Survey Version 1. A multivariate linear regression model was constructed with sociodemographic, clinical and laboratory data as independent variables. Two hundred and seventy-two kidney recipients with a functioning graft were analyzed. Hypertension, diabetes, higher serum creatinine and lower hematocrit were independently and significantly associated with lower scores for the SF-36 oblique physical component summary (PCSc). The final regression model explained 11% of the PCSc variance. The scores of oblique mental component summary (MCSc) were worse for females, patients with a lower income, unemployed and patients with a higher serum creatinine. The regression model explained 9% of the MCSc variance. Among the studied variables, comorbidity and graft function were the main factors associated with the PCSc, and sociodemographic variables and graft function were the main determinants of MCSc. Despite comprehensive, the final regression models explained only a little part of the heath-related quality of life variance. Additional factors, such as personal, environmental and clinical ones might influence quality of life perceived by the patients after kidney transplantation.

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A escolha da cidade do Rio de Janeiro como sede de grandes eventos esportivos mundiais, a Copa do Mundo de Futebol de 2014 e os Jogos Olímpicos de 2016, colocou-a no centro de investimentos em infraestrutura, mobilidade urbana e segurança pública, com consequente impacto no mercado imobiliário, tanto de novos lançamentos de empreendimentos, quanto na revenda de imóveis usados. Acredita-se que o preço de um imóvel dependa de uma relação entre suas características estruturais como quantidade de quartos, suítes, vagas de garagem, presença de varanda, tal como sua localização, proximidade com centros de trabalho, entretenimento e áreas valorizadas ou degradadas. Uma das técnicas para avaliar a contribuição dessas características para a formação do preço do imóvel, conhecido na Econométrica como Modelagem Hedônica de Preços, é uma aplicação de regressão linear multivariada onde a variável dependente é o preço e as variáveis independentes, as respectivas características que deseja-se modelar. A utilização da regressão linear implica em observar premissas que devem ser atendidas para a confiabilidade dos resultados a serem analisados, tais como independência e homoscedasticidade dos resíduos e não colinearidade entre as variáveis independentes. O presente trabalho objetiva aplicar a modelagem hedônica de preços para imóveis localizados na cidade do Rio de Janeiro em um modelo de regressão linear multivariada, em conjunto com outras fontes de dados para a construção de variáveis de acessibilidade e socioambiental a fim de verificar a relação de importância entre elas para a formação do preço e, em particular, exploramos brevemente a tendência de preços em função da distância a favelas. Em atenção aos pré-requisitos observados para a aplicação de regressão linear, verificamos que a premissa de independência dos preços não pode ser atestada devido a constatação da autocorrelação espacial entre os imóveis, onde não apenas as características estruturais e de acessibilidade são levadas em consideração para a precificação do bem, mas principalmente a influência mútua que os imóveis vizinhos exercem um ao outro.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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A infecção genital pelo Papilomavírus humano (HPV) é a principal causa para o desenvolvimento de lesões precursoras e processos neoplásicos na cérvice uterina. O câncer cervical representa a segunda maior causa de óbito por câncer em mulheres brasileiras, constituindo-se em uma das principais causas de morbimortalidade feminina na região Norte do Brasil. Este estudo teve o intuito de investigar os aspectos epidemiológicos da infecção genital pelo Papilomavírus humano (HPV) em mulheres de população urbana e rural oriundas de duas regiões distintas da Amazônia Oriental Brasileira. Para tanto foi conduzido um estudo Transversal analítico com 444 mulheres de 13 a 74 anos que se submeteram ao exame preventivo do câncer do colo uterino, sendo 233 urbanas oriundas de uma unidade básica de saúde da cidade de Belém do Pará e 211 rurais provenientes das margens direita e esquerda do lago da U.H.T de Tucuruí - PA, no período de janeiro de 2008 a março de 2010. Amostras da cérvice uterina foram coletadas para a realização da colpocitologia convencional e para a detecção do DNA do HPV através da reação em cadeia da polimerase (PCR) mediada pelos oligonucleotídeos iniciadores universais MY9/11. Todas as mulheres responderam a um formulário clínico e epidemiológico. Para análise das associações epidemiológicas entre os fatores de risco e a infecção pelo HPV dividiu-se a amostra em três faixas etárias, sendo obtidas a Razão de Chances de Prevalência (ORp) com IC95%, com sua significância verificada por meio do teste do qui-quadrado ou exato de Físher, além do emprego final do modelo de regressão logística multivariado. Entre as 444 mulheres analisadas, a prevalência geral de infecção genital pelo HPV foi de 14,6%, variando entre 15,0% para a amostra urbana e 14,2% para a rural. A faixa etária mais acometida foi a de 13 a 25 anos (17,9%), tanto na amostra urbana (19,0%) quanto rural (17,2%). O DNA do HPV foi detectado em 13,6% das mulheres com citologia normal e em 41,6% daquelas com citologia alterada, sendo este resultado mais significativo para a porção urbana do estudo com idades compreendidas entre 26 a 44 anos. Anormalidades colpocitológicas, início precoce da atividade sexual, situação conjugal, número de parceiros sexuais novos e antigos, o uso pregresso de anticoncepcionais orais e preservativos, história de DST e de sintomas genitais, além de tabagismo atual, foram fatores que se mostraram associados à infecção genital pelo HPV de maneira diferenciada nas três faixas etárias analisadas entre amostras urbana e rural da Amazônia Oriental Brasileira.

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Infection with human papilloma virus (HPV) is the most common sexually transmitted disease in the world. Among the 630 million new cases of HPV that occur each year, 30 million develop anogenital warts. Although subclinical infection with HPV is the most common cause, genital warts are also associated with immunosuppression caused by HIV. In view of the high prevalence of HPV/HIV co-infection particularly among men who have sex with men, the objectives of this study were to determine the prevalence of anogenital warts in men with HIV/AIDS and to identify associated factors. A cross-sectional study was conducted on 159 men with HIV/AIDS consecutively selected at a referral service in Botucatu, São Paulo, Brazil, in which the association between sociodemographic, behavioral and clinical variables and the presence of anogenital warts was evaluated. After hierarchical analysis of the data, variables presenting a p value ≤ 0.2 were entered into an unconditional multivariate logistic regression model. Forty-nine (31%) of the HIV-positive patients had anogenital warts. The mean age was 44.6 ± 9.6 years. The main factors associated with the presence of anogenital warts were irregular antiretroviral treatment and genital herpes(HSV). The present study demonstrate that anogenital warts occur in almost one-third of the male population infected with HIV and factors associated with a higher risk of being diagnosed with anogenital warts were irregular cART use and co-infection with HSV, other variables could not be associated.

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Background: The role of serum metalloproteinases (MMP) after myocardial infarction (MI) is unknown. Objective: The aim of this study was to evaluate the role of serum MMP-2 and -9 as predictors of ventricular remodeling six months after anterior MI. Methods: We prospectively enrolled patients after their first anterior MI. MMP activity was assayed 12 to 72 hours after the MI. An echocardiogram was performed during the hospitalization and six months later. Results: We included 29 patients; 62% exhibited ventricular remodeling. The patients who exhibited remodeling had higher infarct size based on creatine phosphokinase (CPK) peak values (p = 0.037), higher prevalence of in-hospital congestive heart failure (p = 0.004), and decreased ejection fraction (EF) (p = 0.007). The patients with ventricular remodeling had significantly lower serum levels of inactive MMP-9 (p = 0.007) and significantly higher levels of the active form of MMP-2 (p = 0.011). In a multivariate logistic regression model, adjusted by age, CPK peak, EF and prevalence of heart failure, MMP-2 and -9 serum levels remained associated with remodeling (p = 0.033 and 0.044, respectively). Conclusion: Higher serum levels of inactive MMP-9 were associated with the preservation of left ventricular volumes, and higher serum levels of the active form of MMP-2 were a predictor of remodeling 6 months after MI. (Arq Bras Cardiol. 2013;100(4):315-321).

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Background: Cancer is the second leading cause of death in Argentina, and there is little knowledge about its incidence. The first study based on population-based cancer registry described spatial incidence and indicated that there existed at least county-level aggregation. The aim of the present work is to model the incidence patterns for the most incidence cancer in Córdoba Province, Argentina, using information from the Córdoba Cancer Registry by performing multilevel mixed model approach to deal with dependence and unobserved heterogeneity coming from the geo-reference cancer occurrence. Methods: Standardized incidence rates (world standard population) (SIR) by sex based on 5-year age groups were calculated for 109 districts nested on 26 counties for the most incidence cancers in Cordoba using 2004 database. A Poisson twolevel random effect model representing unobserved heterogeneity between first level-districts and second level-counties was fitted to assess the spatial distribution of the overall and site specific cancer incidence rates. Results: SIR cancer at Córdoba province shown an average of 263.53±138.34 and 200.45±98.30 for men and women, respectively. Considering the ratio site specific mean SIR to the total mean, breast cancer ratio was 0.25±0.19, prostate cancer ratio was 0.12±0.10 and lower values for lung and colon cancer for both sexes. The Poisson two-level random intercepts model fitted for SIR data distributed with overdispersion shown significant hierarchical structure for the cancer incidence distribution. Conclusions: a strong spatial-nested effect for the cancer incidence in Córdoba was observed and will help to begin the study of the factors associated with it.