893 resultados para Amostragem de Gibbs
Resumo:
It is known that patients may cease participating in a longitudinal study and become lost to follow-up. The objective of this article is to present a Bayesian model to estimate the malaria transition probabilities considering individuals lost to follow-up. We consider a homogeneous population, and it is assumed that the considered period of time is small enough to avoid two or more transitions from one state of health to another. The proposed model is based on a Gibbs sampling algorithm that uses information of lost to follow-up at the end of the longitudinal study. To simulate the unknown number of individuals with positive and negative states of malaria at the end of the study and lost to follow-up, two latent variables were introduced in the model. We used a real data set and a simulated data to illustrate the application of the methodology. The proposed model showed a good fit to these data sets, and the algorithm did not show problems of convergence or lack of identifiability. We conclude that the proposed model is a good alternative to estimate probabilities of transitions from one state of health to the other in studies with low adherence to follow-up.
Resumo:
In this paper, we compare the performance of two statistical approaches for the analysis of data obtained from the social research area. In the first approach, we use normal models with joint regression modelling for the mean and for the variance heterogeneity. In the second approach, we use hierarchical models. In the first case, individual and social variables are included in the regression modelling for the mean and for the variance, as explanatory variables, while in the second case, the variance at level 1 of the hierarchical model depends on the individuals (age of the individuals), and in the level 2 of the hierarchical model, the variance is assumed to change according to socioeconomic stratum. Applying these methodologies, we analyze a Colombian tallness data set to find differences that can be explained by socioeconomic conditions. We also present some theoretical and empirical results concerning the two models. From this comparative study, we conclude that it is better to jointly modelling the mean and variance heterogeneity in all cases. We also observe that the convergence of the Gibbs sampling chain used in the Markov Chain Monte Carlo method for the jointly modeling the mean and variance heterogeneity is quickly achieved.
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In this paper, we consider the problem of estimating the number of times an air quality standard is exceeded in a given period of time. A non-homogeneous Poisson model is proposed to analyse this issue. The rate at which the Poisson events occur is given by a rate function lambda(t), t >= 0. This rate function also depends on some parameters that need to be estimated. Two forms of lambda(t), t >= 0 are considered. One of them is of the Weibull form and the other is of the exponentiated-Weibull form. The parameters estimation is made using a Bayesian formulation based on the Gibbs sampling algorithm. The assignation of the prior distributions for the parameters is made in two stages. In the first stage, non-informative prior distributions are considered. Using the information provided by the first stage, more informative prior distributions are used in the second one. The theoretical development is applied to data provided by the monitoring network of Mexico City. The rate function that best fit the data varies according to the region of the city and/or threshold that is considered. In some cases the best fit is the Weibull form and in other cases the best option is the exponentiated-Weibull. Copyright (C) 2007 John Wiley & Sons, Ltd.
Resumo:
The multivariate skew-t distribution (J Multivar Anal 79:93-113, 2001; J R Stat Soc, Ser B 65:367-389, 2003; Statistics 37:359-363, 2003) includes the Student t, skew-Cauchy and Cauchy distributions as special cases and the normal and skew-normal ones as limiting cases. In this paper, we explore the use of Markov Chain Monte Carlo (MCMC) methods to develop a Bayesian analysis of repeated measures, pretest/post-test data, under multivariate null intercept measurement error model (J Biopharm Stat 13(4):763-771, 2003) where the random errors and the unobserved value of the covariate (latent variable) follows a Student t and skew-t distribution, respectively. The results and methods are numerically illustrated with an example in the field of dentistry.
Resumo:
Linear mixed models were developed to handle clustered data and have been a topic of increasing interest in statistics for the past 50 years. Generally. the normality (or symmetry) of the random effects is a common assumption in linear mixed models but it may, sometimes, be unrealistic, obscuring important features of among-subjects variation. In this article, we utilize skew-normal/independent distributions as a tool for robust modeling of linear mixed models under a Bayesian paradigm. The skew-normal/independent distributions is an attractive class of asymmetric heavy-tailed distributions that includes the skew-normal distribution, skew-t, skew-slash and the skew-contaminated normal distributions as special cases, providing an appealing robust alternative to the routine use of symmetric distributions in this type of models. The methods developed are illustrated using a real data set from Framingham cholesterol study. (C) 2009 Elsevier B.V. All rights reserved.
Resumo:
Skew-normal distribution is a class of distributions that includes the normal distributions as a special case. In this paper, we explore the use of Markov Chain Monte Carlo (MCMC) methods to develop a Bayesian analysis in a multivariate, null intercept, measurement error model [R. Aoki, H. Bolfarine, J.A. Achcar, and D. Leao Pinto Jr, Bayesian analysis of a multivariate null intercept error-in -variables regression model, J. Biopharm. Stat. 13(4) (2003b), pp. 763-771] where the unobserved value of the covariate (latent variable) follows a skew-normal distribution. The results and methods are applied to a real dental clinical trial presented in [A. Hadgu and G. Koch, Application of generalized estimating equations to a dental randomized clinical trial, J. Biopharm. Stat. 9 (1999), pp. 161-178].
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We analyze a threshold contact process on a square lattice in which particles are created on empty sites with at least two neighboring particles and are annihilated spontaneously. We show by means of Monte Carlo simulations that the process undergoes a discontinuous phase transition at a definite value of the annihilation parameter, in accordance with the Gibbs phase rule, and that the discontinuous transition exhibits critical behavior. The simulations were performed by using boundary conditions in which the sites of the border of the lattice are permanently occupied by particles.
Resumo:
Pterins are members of a family of heterocyclic compounds present in a wide variety of biological systems and may exist in two forms, corresponding to an acid and a basic tautomer. In this work, the proton transfer reaction between these tautomeric forms was investigated in the gas phase and in aqueous solution. In gas phase, the intramolecular mechanism was carried out for die isolated pterin by quantum mechanical second-order Moller-Plesset Perturbation theory (MP2/aug-cc-pVDZ) calculations and it indicates that the acid form is more stable than the basic form by -1.4 kcal/mol with a barrier of 34.2 kcal/mol with respect to the basic form. In aqueous solution, the role of the water molecules in the proton transfer reaction was analyzed in two separated parts, the direct participation of one water molecule in the reaction path, called water-assisted mechanism, and the complementary participation of the aqueous solvation. The water-assisted mechanism was carried out for one pterin-water cluster by quantum mechanical calculations and it indicates that the acid form is still more stable by -3.3 kcal/mol with a drastic reduction of 70% of the barrier, The bulk solution effect on the intramolecular and water-assisted mechanisms was included by free energy perturbation implemented on Monte Carlo simulations. The bulk water effect is found to be substantial and decisive when the reaction path involves the water-assisted mechanism. In this case, the free energy barrier is only 6.7 kcal/mol and the calculated relative Gibbs free energy for the two tautomers is -11.2 kcal/mol. This value is used to calculate the pK(a) value of 8.2 +/- 0.6 that is in excellent agreement with the experimental result of 7.9.
Resumo:
Enzyme immobilization in nanostructured films may be useful for a number of biomimetic systems, particularly if suitable matrixes are identified. Here we show that alcohol dehydrogenase (ADH) has high affinity toward a negatively charged phospholipid, dimyristoylphosphatidic acid (DMPA), which forms a Langmuir monolayer at an air-water interface. Incorporation of ADH into the DMPA monolayer was monitored with Surface pressure measurements; and polarization-modulation infrared reflection absorption spectroscopy, with the alpha-helices from ADH being mainly oriented parallel to the water surface. ADH remained at the interface even at high surface pressures, thus allowing deposition of Langmuir-Blodgett (LB) films from the DMPA-ADH film. Indeed, interaction with DMPA enhances the transfer of ADH, where the mass transferred onto a solid support increased from 134 ng for ADH on a Gibbs monolayer to 178 ng for an LB film with DMPA. With fluorescence spectroscopy it was possible to confirm that the ADH structure was preserved even after one month of the LB deposition. ADH-containing films deposited onto gold-interdigitated electrodes were employed in a sensor array capable of detecting ethanol at concentrations down to 10 ppb (in volume), using impedance spectroscopy as the method of detection.
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A thermodynamic study involving 7-nitro-1,3,5-triaza adamantane, 1, and its interaction with metal cations in nonaqueous media is first reported. Solubility data of 1 in various solvents were used to derive the standard Gibbs energies of solution, Delta G(s)degrees in these solvents. The effect of solvation in the different media was assessed from the Gibbs energy of transfer taking acetonitrile as a reference solvent. (1)H NMR studies of the interaction of 1 and metal cations were carried out in CD(3)CN and CD(3)OD and the data are reported. Conductance measurements revealed that this ligand forms lead(II) or zinc complexes of 1: 1 stoichiometry in acetonitrile. It also revealed a stoichiometry of two molecules of 1 per mercury(II) and two cadmiu (II) ions per molecule of 1. The addition of silver salt to 1 led to the precipitation of the silver-1 complex which was isolated and characterized by X-ray crystallography. At variance with conductance measurements in solution, in the solid state the X-ray structure show`s a 1:1 stoichiometry in the Hg(II) complex. The themiodynamics of complexation of 1 and these cations provide a quantitative assessment of the selective behavior of this ligand for ions of environmental relevance.
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The Pierre Auger Observatory is a hybrid detector for ultra-high energy cosmic rays. It combines a surface array to measure secondary particles at ground level together with a fluorescence detector to measure the development of air showers in the atmosphere above the array. The fluorescence detector comprises 24 large telescopes specialized for measuring the nitrogen fluorescence caused by charged particles of cosmic ray air showers. In this paper we describe the components of the fluorescence detector including its optical system, the design of the camera, the electronics, and the systems for relative and absolute calibration. We also discuss the operation and the monitoring of the detector. Finally, we evaluate the detector performance and precision of shower reconstructions. (C) 2010 Elsevier B.V All rights reserved.
Resumo:
Item response theory (IRT) comprises a set of statistical models which are useful in many fields, especially when there is interest in studying latent variables. These latent variables are directly considered in the Item Response Models (IRM) and they are usually called latent traits. A usual assumption for parameter estimation of the IRM, considering one group of examinees, is to assume that the latent traits are random variables which follow a standard normal distribution. However, many works suggest that this assumption does not apply in many cases. Furthermore, when this assumption does not hold, the parameter estimates tend to be biased and misleading inference can be obtained. Therefore, it is important to model the distribution of the latent traits properly. In this paper we present an alternative latent traits modeling based on the so-called skew-normal distribution; see Genton (2004). We used the centred parameterization, which was proposed by Azzalini (1985). This approach ensures the model identifiability as pointed out by Azevedo et al. (2009b). Also, a Metropolis Hastings within Gibbs sampling (MHWGS) algorithm was built for parameter estimation by using an augmented data approach. A simulation study was performed in order to assess the parameter recovery in the proposed model and the estimation method, and the effect of the asymmetry level of the latent traits distribution on the parameter estimation. Also, a comparison of our approach with other estimation methods (which consider the assumption of symmetric normality for the latent traits distribution) was considered. The results indicated that our proposed algorithm recovers properly all parameters. Specifically, the greater the asymmetry level, the better the performance of our approach compared with other approaches, mainly in the presence of small sample sizes (number of examinees). Furthermore, we analyzed a real data set which presents indication of asymmetry concerning the latent traits distribution. The results obtained by using our approach confirmed the presence of strong negative asymmetry of the latent traits distribution. (C) 2010 Elsevier B.V. All rights reserved.
Resumo:
The main object of this paper is to discuss the Bayes estimation of the regression coefficients in the elliptically distributed simple regression model with measurement errors. The posterior distribution for the line parameters is obtained in a closed form, considering the following: the ratio of the error variances is known, informative prior distribution for the error variance, and non-informative prior distributions for the regression coefficients and for the incidental parameters. We proved that the posterior distribution of the regression coefficients has at most two real modes. Situations with a single mode are more likely than those with two modes, especially in large samples. The precision of the modal estimators is studied by deriving the Hessian matrix, which although complicated can be computed numerically. The posterior mean is estimated by using the Gibbs sampling algorithm and approximations by normal distributions. The results are applied to a real data set and connections with results in the literature are reported. (C) 2011 Elsevier B.V. All rights reserved.
Resumo:
This work presents a Bayesian semiparametric approach for dealing with regression models where the covariate is measured with error. Given that (1) the error normality assumption is very restrictive, and (2) assuming a specific elliptical distribution for errors (Student-t for example), may be somewhat presumptuous; there is need for more flexible methods, in terms of assuming only symmetry of errors (admitting unknown kurtosis). In this sense, the main advantage of this extended Bayesian approach is the possibility of considering generalizations of the elliptical family of models by using Dirichlet process priors in dependent and independent situations. Conditional posterior distributions are implemented, allowing the use of Markov Chain Monte Carlo (MCMC), to generate the posterior distributions. An interesting result shown is that the Dirichlet process prior is not updated in the case of the dependent elliptical model. Furthermore, an analysis of a real data set is reported to illustrate the usefulness of our approach, in dealing with outliers. Finally, semiparametric proposed models and parametric normal model are compared, graphically with the posterior distribution density of the coefficients. (C) 2009 Elsevier Inc. All rights reserved.
Resumo:
We have considered a Bayesian approach for the nonlinear regression model by replacing the normal distribution on the error term by some skewed distributions, which account for both skewness and heavy tails or skewness alone. The type of data considered in this paper concerns repeated measurements taken in time on a set of individuals. Such multiple observations on the same individual generally produce serially correlated outcomes. Thus, additionally, our model does allow for a correlation between observations made from the same individual. We have illustrated the procedure using a data set to study the growth curves of a clinic measurement of a group of pregnant women from an obstetrics clinic in Santiago, Chile. Parameter estimation and prediction were carried out using appropriate posterior simulation schemes based in Markov Chain Monte Carlo methods. Besides the deviance information criterion (DIC) and the conditional predictive ordinate (CPO), we suggest the use of proper scoring rules based on the posterior predictive distribution for comparing models. For our data set, all these criteria chose the skew-t model as the best model for the errors. These DIC and CPO criteria are also validated, for the model proposed here, through a simulation study. As a conclusion of this study, the DIC criterion is not trustful for this kind of complex model.