Likelihood based inference for autoregressive censored mixed-effects models, with applications to hiv viral loads dataset

Detalhes bibliográficos
Ano de defesa: 2019
Autor(a) principal: OLIVARI, Rommy Camasca
Orientador(a): GARAY, Aldo William Medina
Banca de defesa: Não Informado pela instituição
Tipo de documento: Dissertação
Tipo de acesso: Acesso aberto
Idioma: eng
Instituição de defesa: Universidade Federal de Pernambuco
Programa de Pós-Graduação: Programa de Pos Graduacao em Estatistica
Departamento: Não Informado pela instituição
País: Brasil
Palavras-chave em Português:
Link de acesso: https://repositorio.ufpe.br/handle/123456789/33518
Resumo: In AIDS clinical trials, the HIV-1 RNA measurements are often subject to some upper and lower detection limits, depending on the quantification assays. Linear and nonlinear mixedeffects models, with modifications to accommodate censored observations, are routinely used to analyze this type of data (VAIDA; LIU, 2009). This work presents a likelihood based approach for fitting Linear and nonlinear mixedeffects models, with modifications to accommodate censored observations and considering an structure autoregressive of order p (AR(p)) dependence on the error term. An EM-type algorithm is developed for computing the maximum likelihood estimates, obtaining as a byproduct the standard errors of the fixed effects and the likelihood value. Moreover, the constraints on the parameter space arising, from the stationarity conditions for the autoregressive parameters, in the EM algorithm are handled by a reparametrization scheme, as discussed by Lin e Lee (2007). Finally, the proposed algorithm is implemented in the R package ARpMMEC, which is available. It presents an application to real data and developed three simulation studies that show the relevance and applicability of the proposed model.
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spelling OLIVARI, Rommy Camascahttp://lattes.cnpq.br/3971746603022796http://lattes.cnpq.br/6628260142102150GARAY, Aldo William MedinaLACHOS DAVILA, Víctor Hugo2019-09-23T19:38:51Z2019-09-23T19:38:51Z2019-02-27https://repositorio.ufpe.br/handle/123456789/33518In AIDS clinical trials, the HIV-1 RNA measurements are often subject to some upper and lower detection limits, depending on the quantification assays. Linear and nonlinear mixedeffects models, with modifications to accommodate censored observations, are routinely used to analyze this type of data (VAIDA; LIU, 2009). This work presents a likelihood based approach for fitting Linear and nonlinear mixedeffects models, with modifications to accommodate censored observations and considering an structure autoregressive of order p (AR(p)) dependence on the error term. An EM-type algorithm is developed for computing the maximum likelihood estimates, obtaining as a byproduct the standard errors of the fixed effects and the likelihood value. Moreover, the constraints on the parameter space arising, from the stationarity conditions for the autoregressive parameters, in the EM algorithm are handled by a reparametrization scheme, as discussed by Lin e Lee (2007). Finally, the proposed algorithm is implemented in the R package ARpMMEC, which is available. It presents an application to real data and developed three simulation studies that show the relevance and applicability of the proposed model.Ensaios clínicos de HIV, as medições de VIH-1 RNA são frequentemente restritas por alguns limites de detecção superiores e inferiores, dependendo do ensaio de quantificação. Modelos com efeitos mistos, lineares e não lineares, adaptados para observações censuradas, são rotineiramente utilizados para analisar este tipo de dados (VAIDA; LIU, 2009). Este trabalho apresenta, sobre uma abordagem baseada na maximização da função de verossimilhança, o ajuste dos modelos com efeitos mistos, lineares e não lineares, adaptados para observações censuradas e considerando uma estrutura de dependência autorregressiva de ordem p (AR(p)) para o erro do modelo. É desenvolvido um algoritmo tipo EM para calcular as estimativas por máxima verossimilhança, obtendo como resultado os erros padrões dos efeitos fixos e o valor da função de verossimilhança. Além disso, para lidiar com as restrições sobre o espaço paramétrico, que surgem na estimação dos parâmetros autorregresivos do modelo AR(p) no algoritmo EM, é utilizado um esquema de reparametrização, como discutido por Lin e Lee (2007). Finalmente, o algoritmo proposto é implementado no pacote ARpLMEC, o qual está disponível. É apresentada uma aplicação a dados reais e desenvolvido três estudos de simulação que evidenciam a relevância e aplicabilidade do modelo proposto.engUniversidade Federal de PernambucoPrograma de Pos Graduacao em EstatisticaUFPEBrasilAttribution-NonCommercial-NoDerivs 3.0 Brazilhttp://creativecommons.org/licenses/by-nc-nd/3.0/br/info:eu-repo/semantics/openAccessProbabilidade e estatísticaModelos AR(p) autorregressivoDados censuradosLikelihood based inference for autoregressive censored mixed-effects models, with applications to hiv viral loads datasetinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesismestradoreponame:Repositório Institucional da UFPEinstname:Universidade Federal de Pernambuco (UFPE)instacron:UFPETHUMBNAILDISSERTAÇÃO Rommy Camasca Olivari.pdf.jpgDISSERTAÇÃO Rommy Camasca Olivari.pdf.jpgGenerated Thumbnailimage/jpeg1220https://repositorio.ufpe.br/bitstream/123456789/33518/5/DISSERTA%c3%87%c3%83O%20Rommy%20Camasca%20Olivari.pdf.jpge57dbf7074aad28a427b59301b9de2edMD55ORIGINALDISSERTAÇÃO Rommy Camasca Olivari.pdfDISSERTAÇÃO Rommy Camasca Olivari.pdfapplication/pdf1652857https://repositorio.ufpe.br/bitstream/123456789/33518/1/DISSERTA%c3%87%c3%83O%20Rommy%20Camasca%20Olivari.pdf99cfc7f1745378b9d1ef674bf339a8beMD51CC-LICENSElicense_rdflicense_rdfapplication/rdf+xml; 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dc.title.pt_BR.fl_str_mv Likelihood based inference for autoregressive censored mixed-effects models, with applications to hiv viral loads dataset
title Likelihood based inference for autoregressive censored mixed-effects models, with applications to hiv viral loads dataset
spellingShingle Likelihood based inference for autoregressive censored mixed-effects models, with applications to hiv viral loads dataset
OLIVARI, Rommy Camasca
Probabilidade e estatística
Modelos AR(p) autorregressivo
Dados censurados
title_short Likelihood based inference for autoregressive censored mixed-effects models, with applications to hiv viral loads dataset
title_full Likelihood based inference for autoregressive censored mixed-effects models, with applications to hiv viral loads dataset
title_fullStr Likelihood based inference for autoregressive censored mixed-effects models, with applications to hiv viral loads dataset
title_full_unstemmed Likelihood based inference for autoregressive censored mixed-effects models, with applications to hiv viral loads dataset
title_sort Likelihood based inference for autoregressive censored mixed-effects models, with applications to hiv viral loads dataset
author OLIVARI, Rommy Camasca
author_facet OLIVARI, Rommy Camasca
author_role author
dc.contributor.authorLattes.pt_BR.fl_str_mv http://lattes.cnpq.br/3971746603022796
dc.contributor.advisorLattes.pt_BR.fl_str_mv http://lattes.cnpq.br/6628260142102150
dc.contributor.author.fl_str_mv OLIVARI, Rommy Camasca
dc.contributor.advisor1.fl_str_mv GARAY, Aldo William Medina
dc.contributor.advisor-co1.fl_str_mv LACHOS DAVILA, Víctor Hugo
contributor_str_mv GARAY, Aldo William Medina
LACHOS DAVILA, Víctor Hugo
dc.subject.por.fl_str_mv Probabilidade e estatística
Modelos AR(p) autorregressivo
Dados censurados
topic Probabilidade e estatística
Modelos AR(p) autorregressivo
Dados censurados
description In AIDS clinical trials, the HIV-1 RNA measurements are often subject to some upper and lower detection limits, depending on the quantification assays. Linear and nonlinear mixedeffects models, with modifications to accommodate censored observations, are routinely used to analyze this type of data (VAIDA; LIU, 2009). This work presents a likelihood based approach for fitting Linear and nonlinear mixedeffects models, with modifications to accommodate censored observations and considering an structure autoregressive of order p (AR(p)) dependence on the error term. An EM-type algorithm is developed for computing the maximum likelihood estimates, obtaining as a byproduct the standard errors of the fixed effects and the likelihood value. Moreover, the constraints on the parameter space arising, from the stationarity conditions for the autoregressive parameters, in the EM algorithm are handled by a reparametrization scheme, as discussed by Lin e Lee (2007). Finally, the proposed algorithm is implemented in the R package ARpMMEC, which is available. It presents an application to real data and developed three simulation studies that show the relevance and applicability of the proposed model.
publishDate 2019
dc.date.accessioned.fl_str_mv 2019-09-23T19:38:51Z
dc.date.available.fl_str_mv 2019-09-23T19:38:51Z
dc.date.issued.fl_str_mv 2019-02-27
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
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dc.identifier.uri.fl_str_mv https://repositorio.ufpe.br/handle/123456789/33518
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dc.language.iso.fl_str_mv eng
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dc.publisher.none.fl_str_mv Universidade Federal de Pernambuco
dc.publisher.program.fl_str_mv Programa de Pos Graduacao em Estatistica
dc.publisher.initials.fl_str_mv UFPE
dc.publisher.country.fl_str_mv Brasil
publisher.none.fl_str_mv Universidade Federal de Pernambuco
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