905 resultados para Bootstrap truncated regression
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A 28-month-old boy was referred for acute onset of abnormal head movements. History revealed an insidious progressive regression in behaviour and communication over several months. Head and shoulder 'spasms' with alteration of consciousness and on one occasion ictal laughter were seen. The electroencephalograph (EEG) showed repeated bursts of brief generalized polyspikes and spike-wave during the 'spasms', followed by flattening, a special pattern which never recurred after treatment. Review of family videos showed a single 'minor' identical seizure 6 months previously. Magnetic resonance imaging was normal. Clonazepam brought immediate cessation of seizures, normalization of the EEG and a parallel spectacular improvement in communication, mood and language. Follow-up over the next 10 months showed a new regression unaccompained by recognized seizures, although numerous seizures were discovered during the videotaped neuropsychological examination, when stereotyped subtle brief paroxysmal changes in posture and behaviour could be studied in slow motion and compared with the 'prototypical' initial ones. The EEG showed predominant rare left-sided fronto-temporal discharges. Clonazepam was changed to carbamazepin with marked improvement in behaviour, language and cognition which has been sustained up to the last control at 51 months. Videotaped home observations allowed the documentation of striking qualitative and quantitative variations in social interaction and play of autistic type in relation to the epileptic activity. We conclude that this child has a special characteristic epileptic syndrome with subtle motor and vegetative symptomatology associated with an insidious catastrophic 'autistic-like' regression which could be overlooked. The methods used to document such fluctuating epileptic behavioural manifestations are discussed.
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This paper investigates the usefulness of switching Gaussian state space models as a tool for implementing dynamic model selecting (DMS) or averaging (DMA) in time-varying parameter regression models. DMS methods allow for model switching, where a different model can be chosen at each point in time. Thus, they allow for the explanatory variables in the time-varying parameter regression model to change over time. DMA will carry out model averaging in a time-varying manner. We compare our exact approach to DMA/DMS to a popular existing procedure which relies on the use of forgetting factor approximations. In an application, we use DMS to select different predictors in an in ation forecasting application. We also compare different ways of implementing DMA/DMS and investigate whether they lead to similar results.
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This paper proposes a novel way of testing exogeneity of an explanatory variable without any parametric assumptions in the presence of a "conditional" instrumental variable. A testable implication is derived that if an explanatory variable is endogenous, the conditional distribution of the outcome given the endogenous variable is not independent of its instrumental variable(s). The test rejects the null hypothesis with probability one if the explanatory variable is endogenous and it detects alternatives converging to the null at a rate n..1=2:We propose a consistent nonparametric bootstrap test to implement this testable implication. We show that the proposed bootstrap test can be asymptotically justi.ed in the sense that it produces asymptotically correct size under the null of exogeneity, and it has unit power asymptotically. Our nonparametric test can be applied to the cases in which the outcome is generated by an additively non-separable structural relation or in which the outcome is discrete, which has not been studied in the literature.
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Lean meat percentage (LMP) is an important carcass quality parameter. The aim of this work is to obtain a calibration equation for the Computed Tomography (CT) scans with the Partial Least Square Regression (PLS) technique in order to predict the LMP of the carcass and the different cuts and to study and compare two different methodologies of the selection of the variables (Variable Importance for Projection — VIP- and Stepwise) to be included in the prediction equation. The error of prediction with cross-validation (RMSEPCV) of the LMP obtained with PLS and selection based on VIP value was 0.82% and for stepwise selection it was 0.83%. The prediction of the LMP scanning only the ham had a RMSEPCV of 0.97% and if the ham and the loin were scanned the RMSEPCV was 0.90%. Results indicate that for CT data both VIP and stepwise selection are good methods. Moreover the scanning of only the ham allowed us to obtain a good prediction of the LMP of the whole carcass.
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This paper explores the effects of two main sources of innovation - intramural and external R&D— on the productivity level in a sample of 3,267 Catalonian firms. The data set used is based on the official innovation survey of Catalonia which was a part of the Spanish sample of CIS4, covering the years 2002-2004. We compare empirical results by applying usual OLS and quantile regression techniques both in manufacturing and services industries. In quantile regression, results suggest different patterns at both innovation sources as we move across conditional quantiles. The elasticity of intramural R&D activities on productivity decreased when we move up the high productivity levels both in manufacturing and services sectors, while the effects of external R&D rise in high-technology industries but are more ambiguous in low-technology and knowledge-intensive services. JEL codes: O300, C100, O140 Keywords: Innovation sources, R&D, Productivity, Quantile Regression
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When actuaries face with the problem of pricing an insurance contract that contains different types of coverage, such as a motor insurance or homeowner's insurance policy, they usually assume that types of claim are independent. However, this assumption may not be realistic: several studies have shown that there is a positive correlation between types of claim. Here we introduce different regression models in order to relax the independence assumption, including zero-inflated models to account for excess of zeros and overdispersion. These models have been largely ignored to multivariate Poisson date, mainly because of their computational di±culties. Bayesian inference based on MCMC helps to solve this problem (and also lets us derive, for several quantities of interest, posterior summaries to account for uncertainty). Finally, these models are applied to an automobile insurance claims database with three different types of claims. We analyse the consequences for pure and loaded premiums when the independence assumption is relaxed by using different multivariate Poisson regression models and their zero-inflated versions.
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Calomys callosus a wild rodent, is a natural host of Trypanosoma cruzi. Twelve C. callosus were infected with 10(5) trypomastigotes of the F strain (a myotropic strain) of T. cruzi. Parasitemia decreased on the 21 st day becoming negative around the 40th day of infection. All animals survived but had positive parasitological tests, until the end of the experiment. The infected animals developed severe inflammation in the myocardium and skeletal muscle. This process was pronounced from the 26 th to the 30th day and gradually subsided from the 50 th day becoming absent or residual on the 64 th day after infection. Collagen was identified by the picro Sirius red method. Fibrogenesis developed early, but regression of fibrosis occurred between the 50th and 64th day. Ultrastructural study disclosed a predominance of macrophages and fibroblasts in the inflammatory infiltrates, with small numbers of lymphocytes. Macrophages had active phagocytosis and showed points of contact with altered muscle cells. Different degrees of matrix expansion were present, with granular and fibrilar deposits and collagen bundles. These alterations subsided by the 64th days. Macrophages seem to be the main immune effector cell in the C. callosus model of infection with T. cruzi. The mechanisms involved in the rapid fibrogenesis and its regression deserve further investigation.
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Background Individual signs and symptoms are of limited value for the diagnosis of influenza. Objective To develop a decision tree for the diagnosis of influenza based on a classification and regression tree (CART) analysis. Methods Data from two previous similar cohort studies were assembled into a single dataset. The data were randomly divided into a development set (70%) and a validation set (30%). We used CART analysis to develop three models that maximize the number of patients who do not require diagnostic testing prior to treatment decisions. The validation set was used to evaluate overfitting of the model to the training set. Results Model 1 has seven terminal nodes based on temperature, the onset of symptoms and the presence of chills, cough and myalgia. Model 2 was a simpler tree with only two splits based on temperature and the presence of chills. Model 3 was developed with temperature as a dichotomous variable (≥38°C) and had only two splits based on the presence of fever and myalgia. The area under the receiver operating characteristic curves (AUROCC) for the development and validation sets, respectively, were 0.82 and 0.80 for Model 1, 0.75 and 0.76 for Model 2 and 0.76 and 0.77 for Model 3. Model 2 classified 67% of patients in the validation group into a high- or low-risk group compared with only 38% for Model 1 and 54% for Model 3. Conclusions A simple decision tree (Model 2) classified two-thirds of patients as low or high risk and had an AUROCC of 0.76. After further validation in an independent population, this CART model could support clinical decision making regarding influenza, with low-risk patients requiring no further evaluation for influenza and high-risk patients being candidates for empiric symptomatic or drug therapy.
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It has been argued that by truncating the sample space of the negative binomial and of the inverse Gaussian-Poisson mixture models at zero, one is allowed to extend the parameter space of the model. Here that is proved to be the case for the more general three parameter Tweedie-Poisson mixture model. It is also proved that the distributions in the extended part of the parameter space are not the zero truncation of mixed poisson distributions and that, other than for the negative binomial, they are not mixtures of zero truncated Poisson distributions either. By extending the parameter space one can improve the fit when the frequency of one is larger and the right tail is heavier than is allowed by the unextended model. Considering the extended model also allows one to use the basic maximum likelihood based inference tools when parameter estimates fall in the extended part of the parameter space, and hence when the m.l.e. does not exist under the unextended model. This extended truncated Tweedie-Poisson model is proved to be useful in the analysis of words and species frequency count data.
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In a recent paper Bermúdez [2009] used bivariate Poisson regression models for ratemaking in car insurance, and included zero-inflated models to account for the excess of zeros and the overdispersion in the data set. In the present paper, we revisit this model in order to consider alternatives. We propose a 2-finite mixture of bivariate Poisson regression models to demonstrate that the overdispersion in the data requires more structure if it is to be taken into account, and that a simple zero-inflated bivariate Poisson model does not suffice. At the same time, we show that a finite mixture of bivariate Poisson regression models embraces zero-inflated bivariate Poisson regression models as a special case. Additionally, we describe a model in which the mixing proportions are dependent on covariates when modelling the way in which each individual belongs to a separate cluster. Finally, an EM algorithm is provided in order to ensure the models’ ease-of-fit. These models are applied to the same automobile insurance claims data set as used in Bermúdez [2009] and it is shown that the modelling of the data set can be improved considerably.
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This article focuses on business risk management in the insurance industry. A methodology for estimating the profit loss caused by each customer in the portfolio due to policy cancellation is proposed. Using data from a European insurance company, customer behaviour over time is analyzed in order to estimate the probability of policy cancelation and the resulting potential profit loss due to cancellation. Customers may have up to two different lines of business contracts: motor insurance and other diverse insurance (such as, home contents, life or accident insurance). Implications for understanding customer cancellation behaviour as the core of business risk management are outlined.
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Background: Thin melanomas (Breslow thickness <= 1 mm) are considered highly curable. The aim of this study was to evaluate the correlation between histological tumour regression and sentinel lymph node (SLN) involvement in thin melanomas. Patients and methods: This was a retrospective single-centre study of 34 patients with thin melanomas undergoing SLN biopsy between April 1998 and January 2005. Results: The study included 14 women and 20 men of mean age 56.3 years. Melanomas were located on the neck (n = 3), soles (n = 4), trunk (n = 13) and extremities (n = 14). Pathological examination showed 25 SSM, four acral lentiginous melanomas, three in situ melanomas, one nodular melanoma and one unclassified melanoma with a mean Breslow thickness of 0.57 mm. Histological tumour regression was observed in 26 over 34 cases and ulceration was found in one case. Clark levels were as follows: I (n = 3), II (n = 20), III (n = 9), IV (n = 2). Growth phase was available in 15 cases (seven radial and eight vertical). Mitotic rates, available in 24 cases, were: 0 (n = 9), 1 (n = 11), 2 (n = 2), 3 (n = 1), 6 (n = 1). One patient with histological tumour regression (2.9% of cases and 3.8% of cases with regressing tumours) had a metastatic SLN. One patient negative for SLN had a lung relapse and died of the disease. Mean follow-up was 26.2 months. Conclusion: The results of the present study and the analysis of the literature show that histological regression of the primary tumour does not seem predictive of higher risk of SLN involvement in thin melanomas. This suggests that screening for SLN is not indicated in thin melanomas, even those with histological regression.