Transitional dynamics of an endogenous growth model with an erosion effect

The convergence features of an Endogenous Growth model with Physical capital, Human Capital and R&D have been studied. We add an erosion effect (supported by empirical evidence) to this model, and fully characterize its convergence properties. The dynamics is described by a fourth-order system of differential equations. We show that the model converges along a one-dimensional stable manifold and that its equilibrium is saddle-path stable. We also argue that one of the implications of considering this “erosion effect” is the increase in the adherence of the model to data.

A Dynamic Model of Hand-and-Foot Syndrome in Patients Receiving Capecitabine

For the purpose of developing a longitudinal model to predict hand-and-foot syndrome (HFS) dynamics in patients receiving capecitabine, data from two large phase III studies were used. Of 595 patients in the capecitabine arms, 400 patients were randomly selected to build the model, and the other 195 were assigned for model validation. A score for risk of developing HFS was modeled using the proportional odds model, a sigmoidal maximum effect model driven by capecitabine accumulation as estimated through a kinetic-pharmacodynamic model and a Markov process. The lower the calculated creatinine clearance value at inclusion, the higher was the risk of HFS. Model validation was performed by visual and statistical predictive checks. The predictive dynamic model of HFS in patients receiving capecitabine allows the prediction of toxicity risk based on cumulative capecitabine dose and previous HFS grade. This dose-toxicity model will be useful in developing Bayesian individual treatment adaptations and may be of use in the clinic.

Credit default swap (CDS) prediction model & trading strategy

This project focuses on the study of different explanatory models for the behavior of CDS security, such as Fixed-Effect Model, GLS Random-Effect Model, Pooled OLS and Quantile Regression Model. After determining the best fitness model, trading strategies with long and short positions in CDS have been developed. Due to some specifications of CDS, I conclude that the quantile regression is the most efficient model to estimate the data. The P&L and Sharpe Ratio of the strategy are analyzed using a backtesting analogy, where I conclude that, mainly for non-financial companies, the model allows traders to take advantage of and profit from arbitrages.

A Grounded Theory Model of the Counselling Referral Process in Primary Care Methadone Treatment in Ireland.

In terms of the treatment of illicit drug abuse, methadone maintenance is a well researched and widely applied systematic response. The approach to primary care methadone treatment in Ireland is based on the methadone protocol. Primary care plays a central role in the delivery of methadone treatment. Beginning with a view that a system evolves within the constraints and influencing factors of its context, the aim of this thesis is to model the process that has developed by which patients on primary care methadone treatment are referred to counselling. It investigates the role primary care practitioners perceive they have in relation to managing the psychosocial aspects of the methadone patient's treatment regime. It analyzes individual medical practitioner counselling referral mechanisms to determine what common processes operate across different practitioners. It identifies the factors that influence the use of counselling on primary care methadone programmes and structures these in a cause/effect model. This research used interviews and documentary analysis to acquire grounded data. The sample consisted primarily of medical practitioners involved in the delivery of methadone programmes. Others closely involved in the implementation of drug treatment in the primary care context made up the balance of interviewees. The study used a grounded theory methodology to induce the process that was latent in the grounded data. Concepts emerging were grouped under the headings of referral factors, decision making factors and factors related to the unique positioning of primary care at the interface between medicine and society. The core finding was that, in primary care in Ireland, there is no psychological model to complement the pharmacological intervention of methadone substitution. The findings from this study offer insight into the factors at work and their impacts, in the context of the use of counselling in primary care methadone treatment. The study suggests a possible direction for further evolution of opiate abuse treatment in Ireland which would transform it from a harm reduction to a holistic patient centric paradigm.This resource was contributed by The National Documentation Centre on Drug Use.

Designs and model effects definitions in the initial stage of a plant breeding program

The objective of this work was to compare the relative efficiency of initial selection and genetic parameter estimation, using augmented blocks design (ABD), augmented blocks twice replicated design (DABD) and group of randomised block design experiments with common treatments (ERBCT), by simulations, considering fixed effect model and mixed model with regular treatment effects as random. For the simulations, eight different conditions (scenarios) were considered. From the 600 simulations in each scenario, the mean percentage selection coincidence, the Pearsons´s correlation estimates between adjusted means for the fixed effects model, and the heritability estimates for the mixed model were evaluated. DABD and ERBCT were very similar in their comparisons and slightly superior to ABD. Considering the initial stages of selection in a plant breeding program, ABD is a good alternative for selecting superior genotypes, although none of the designs had been effective to estimate heritability in all the different scenarios evaluated.

A pharmacokinetic-pharmacodynamic model for duodenal levodopa infusion

Objective Levodopa in presence of decarboxylase inhibitors is following two-compartment kinetics and its effect is typically modelled using sigmoid Emax models. Pharmacokinetic modelling of the absorption phase of oral distributions is problematic because of irregular gastric emptying. The purpose of this work was to identify and estimate a population pharmacokinetic- pharmacodynamic model for duodenal infusion of levodopa/carbidopa (Duodopa®) that can be used for in numero simulation of treatment strategies. Methods The modelling involved pooling data from two studies and fixing some parameters to values found in literature (Chan et al. J Pharmacokinet Pharmacodyn. 2005 Aug;32(3-4):307-31). The first study involved 12 patients on 3 occasions and is described in Nyholm et al. Clinical Neuropharmacology 2003:26:156-63. The second study, PEDAL, involved 3 patients on 2 occasions. A bolus dose (normal morning dose plus 50%) was given after a washout during night. Plasma samples and motor ratings (clinical assessment of motor function from video recordings on a treatment response scale between -3 and 3, where -3 represents severe parkinsonism and 3 represents severe dyskinesia.) were repeatedly collected until the clinical effect was back at baseline. At this point, the usual infusion rate was started and sampling continued for another two hours. Different structural absorption models and effect models were evaluated using the value of the objective function in the NONMEM package. Population mean parameter values, standard error of estimates (SE) and if possible, interindividual/interoccasion variability (IIV/IOV) were estimated. Results Our results indicate that Duodopa absorption can be modelled with an absorption compartment with an added bioavailability fraction and a lag time. The most successful effect model was of sigmoid Emax type with a steep Hill coefficient and an effect compartment delay. Estimated parameter values are presented in the table. Conclusions The absorption and effect models were reasonably successful in fitting observed data and can be used in simulation experiments.

Effect of IGF1, GH, and PIT1 markers on the genetic parameters of growth and reproduction traits in Canchim cattle

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

A Multilevel Model with Time Series Components for the Analysis of Tribal Art Prices

In the present work we perform an econometric analysis of the Tribal art market. To this aim, we use a unique and original database that includes information on Tribal art market auctions worldwide from 1998 to 2011. In Literature, art prices are modelled through the hedonic regression model, a classic fixed-effect model. The main drawback of the hedonic approach is the large number of parameters, since, in general, art data include many categorical variables. In this work, we propose a multilevel model for the analysis of Tribal art prices that takes into account the influence of time on artwork prices. In fact, it is natural to assume that time exerts an influence over the price dynamics in various ways. Nevertheless, since the set of objects change at every auction date, we do not have repeated measurements of the same items over time. Hence, the dataset does not constitute a proper panel; rather, it has a two-level structure in that items, level-1 units, are grouped in time points, level-2 units. The main theoretical contribution is the extension of classical multilevel models to cope with the case described above. In particular, we introduce a model with time dependent random effects at the second level. We propose a novel specification of the model, derive the maximum likelihood estimators and implement them through the E-M algorithm. We test the finite sample properties of the estimators and the validity of the own-written R-code by means of a simulation study. Finally, we show that the new model improves considerably the fit of the Tribal art data with respect to both the hedonic regression model and the classic multilevel model.

FUNCTIONAL PRINCIPAL COMPONENTS MODEL FOR HIGH-DIMENSIONAL BRAIN IMAGING

We establish a fundamental equivalence between singular value decomposition (SVD) and functional principal components analysis (FPCA) models. The constructive relationship allows to deploy the numerical efficiency of SVD to fully estimate the components of FPCA, even for extremely high-dimensional functional objects, such as brain images. As an example, a functional mixed effect model is fitted to high-resolution morphometric (RAVENS) images. The main directions of morphometric variation in brain volumes are identified and discussed.

The sleeper effect: Artifact or phenomenon—A brief comment on Bell et al. (2013)

OBJECTIVE: Bell, Marcus, and Goodlad (2013) recently conducted a meta-analysis of randomized controlled additive trials and found that adding an additional component to an existing treatment vis-à-vis the existing treatment produced larger effect sizes on targeted outcomes at 6-months follow-up than at termination, an effect they labeled as a sleeper effect. One of the limitations with Bell et al.'s detection of the sleeper effect was that they did not conduct a statistical test of the size of the effect at follow-up versus termination. METHOD: To statistically test if the differences of effect sizes between the additive conditions and the control conditions at follow-up differed from those at termination, we used a restricted maximum-likelihood random-effect model with known variances to conduct a multilevel longitudinal meta-analysis (k = 30). RESULTS: Although the small effects at termination detected by Bell et al. were replicated (ds = 0.17-0.23), none of the analyses of growth from termination to follow-up produced statistically significant effects (ds < 0.08; p > .20), and when asymmetry was considered using trim-and-fill procedure or the studies after 2000 were analyzed, magnitude of the sleeper effect was negligible (d = 0.00). CONCLUSION: There is no empirical evidence to support the sleeper effect.

A model-based approach for assessing in vivo combination therapy interactions

We present an approach for evaluating the efficacy of combination antitumor agent schedules that accounts for order and timing of drug administration. Our model-based approach compares in vivo tumor volume data over a time course and offers a quantitative definition for additivity of drug effects, relative to which synergism and antagonism are interpreted. We begin by fitting data from individual mice receiving at most one drug to a differential equation tumor growth/drug effect model and combine individual parameter estimates to obtain population statistics. Using two null hypotheses: (i) combination therapy is consistent with additivity or (ii) combination therapy is equivalent to treating with the more effective single agent alone, we compute predicted tumor growth trajectories and their distribution for combination treated animals. We illustrate this approach by comparing entire observed and expected tumor volume trajectories for a data set in which HER-2/neu-overexpressing MCF-7 human breast cancer xenografts are treated with a humanized, anti-HER-2 monoclonal antibody (rhuMAb HER-2), doxorubicin, or one of five proposed combination therapy schedules.

The correlation of the indentation size effect measured with indenters of various shapes

Experimental results are presented which show that the indentation size effect for pyramidal and spherical indenters can be correlated. For a pyramidal indenter, the hardness measured in crystalline materials usually increases with decreasing depth of penetration, which is known as the indentation size effect. Spherical indentation also shows an indentation size effect. However, for a spherical indenter, hardness is not affected by depth, but increases with decreasing sphere radius. The correlation for pyramidal and spherical indenter shapes is based on geometrically necessary dislocations and work-hardening. The Nix and Gao indentation size effect model (J. Mech. Phys. Solids 46 (1998) 411) for conical indenters is extended to indenters of various shapes and compared to the experimental results. © 2002 Elsevier Science Ltd. All rights reserved.

Parameterized Link Functions in Generalized Linear Random Effect Models: a Case Study on Breast Cancer Treatment

In non-linear random effects some attention has been very recently devoted to the analysis ofsuitable transformation of the response variables separately (Taylor 1996) or not (Oberg and Davidian 2000) from the transformations of the covariates and, as far as we know, no investigation has been carried out on the choice of link function in such models. In our study we consider the use of a random effect model when a parameterized family of links (Aranda-Ordaz 1981, Prentice 1996, Pregibon 1980, Stukel 1988 and Czado 1997) is introduced. We point out the advantages and the drawbacks associated with the choice of this data-driven kind of modeling. Difficulties in the interpretation of regression parameters, and therefore in understanding the influence of covariates, as well as problems related to loss of efficiency of estimates and overfitting, are discussed. A case study on radiotherapy usage in breast cancer treatment is discussed.

Sources of variation of energy and nutrient intake among adolescents in São Paulo, Brazil

The aim of the current study was to describe the sources of variation of energy and nutrient intake and to calculate the number of repetitions of diet measurements to estimate usual intake in adolescents from São Paulo, Brazil. Data was collected using 24-hour dietary recalls (24hR) in 273 adolescents between 2007 and 2008. Individuals completed a repeat 24hR around two months later. The sources of variation were estimated using the random effect model. Variance ratios (within-person to between-person variance ratio) and the number of repetitions of 24hR to estimate usual intake were calculated. The principal source of variation was due to within-person variance. The contribution of day of week and month of year was less than 8%. Variations ranged from 1.15 for calcium to 7.31 for vitamin E. The number of 24hR repeats required to estimate usual intake varied according to nutrient and gender, numbering 15 for males and 8 for females.

Fontes de variação da ingestão de energia e nutrientes entre adolescentes do Município de São Paulo, Brasil

Este estudo propôs-se a descrever as fontes de variação da ingestão de energia e nutrientes e calcular o número de dias necessários para a estimativa da ingestão habitual em adolescentes do Município de São Paulo, Brasil. Foi aplicado um recordatório alimentar de 24 horas (R24h) em 273 adolescentes, durante os anos de 2007 e 2008, e posteriormente cada indivíduo foi convidado a responder a outro R24h. Foram estimadas as fontes de variação da ingestão utilizando-se modelo de efeitos aleatórios. A variância intrapessoal foi o componente de variância que mais contribuiu para a variabilidade da ingestão de energia e nutrientes, ao passo que a contribuição do dia da semana e mês do ano foi pequena (< 8por cento ) para a variabilidade total da ingestão. As razões de variância variaram de 1,15 para o cálcio a 7,31 para a vitamina E. O número de R24h necessário para estimar a ingestão habitual variou de acordo com o nutriente: em torno de 15 para o sexo masculino e 8 para o feminino