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Parameter Model (parameter + model)
Kinds of Parameter Model Selected AbstractsA Semi-Parametric Shared Parameter Model to Handle Nonmonotone Nonignorable MissingnessBIOMETRICS, Issue 1 2009Roula Tsonaka Summary Longitudinal studies often generate incomplete response patterns according to a missing not at random mechanism. Shared parameter models provide an appealing framework for the joint modelling of the measurement and missingness processes, especially in the nonmonotone missingness case, and assume a set of random effects to induce the interdependence. Parametric assumptions are typically made for the random effects distribution, violation of which leads to model misspecification with a potential effect on the parameter estimates and standard errors. In this article we avoid any parametric assumption for the random effects distribution and leave it completely unspecified. The estimation of the model is then made using a semi-parametric maximum likelihood method. Our proposal is illustrated on a randomized longitudinal study on patients with rheumatoid arthritis exhibiting nonmonotone missingness. [source] Etched succinate-functionalized silica hydride stationary phase for open-tubular CECELECTROPHORESIS, Issue 22 2009Jian-Lian Chen Abstract An open-tubular (OT) CEC column was designed to anchor ionizable succinate-functionalized ligands onto a silica hydride-based stationary phase through surface etching, silanization, and hydrosilation reactions beginning from a bare fused-silica tube. The modified columns that were produced in each step were monitored by analysis of the effect of performance of EOF on the changes of pH values, concentrations, and the amount of ACN added in the running buffers. By tracking the EOF patterns between columns, the author determined that the surface composition of the final product column was a combination of silanols, silica hydrides, and succinate ligands. Furthermore, lower loading volumes of the succinate ligands prepared for the hydrosilation reaction served to complete the mixed-mode OT-CEC columns, and subsequently to carry out the separation of six phenyl alcohols. Studies on the elution order of these alcohols identified the presence of chromatographic interactions in addition to electrophoresis. Based on the employment of a solvation parameter model, these interactions likely included dispersion interactions, dipole-type interactions, and interactions arising through the polarizable electrons in the solute. The optimum buffer conditions for CEC separations of phenyl alcohols, carbonyl-substituted phenols, and a mixture of nucleosides and thymine were a phosphate buffer (50,mM, pH 10.51), a borate buffer (50,mM, pH 8.62), and a borate buffer (50,mM, pH 9.50), respectively. Overall, the hydride-based stationary phases with ionizable ligands were successfully applied to the OT-CEC separations, and these results confidently propose an ideal route to the synthesis of novel OT-CEC columns. [source] Monomeric and polymeric anionic gemini surfactants and mixed surfactant systems in micellar electrokinetic chromatography.ELECTROPHORESIS, Issue 2 2005Part II: Characterization of chemical selectivity using two linear solvation energy relationship models Abstract Sodium di(undecenyl) tartarate monomer (SDUT), a vesicle-forming amphiphilic compound possessing two hydrophilic carboxylate headgroups and two hydrophobic undecenyl chains, was prepared and polymerized to form a polymeric vesicle (i.e., poly-SDUT). The anionic surfactants of SDUT and poly-SDUT (carboxylate head group) and sodium dodecyl sulfate, SDS (sulfate head groups) as well as mixed surfactant systems (SDS/SDUT, SDS/poly-SDUT, and SDUT/poly-SDUT) were applied as pseudostationary phases in micellar electrokinetic chromatography (MEKC). Two linear solvation energy relationship (LSER) models, i.e., solvatochromic and solvation parameter models, were successfully applied to investigate the effect of the type and composition of pseudostationary phases on the retention mechanism and selectivity in MEKC. The solvatochromic and solvation parameter models were used to help understand the fundamental nature of the solute-pseudostationary phase interactions and to characterize the properties of the pseudostationary phases (e.g., solute size and hydrogen bond-accepting ability for all pseudostationary phases). The solute types were found to have a significant effect on the LSER system coefficients and on the predicted retention factors. Although both LSER models provide the same information, the solvation parameter model is found to provide much better results both statistically and chemically than the solvatochromic model. [source] Quantifying Ground Water Recharge at Multiple Scales Using PRMS and GISGROUND WATER, Issue 1 2004Douglas S. Cherkauer Management of ground water resources requires a method to calculate demonstrably accurate recharge rates at local to regional scales using readily available information bases. Many methods are available to calculate recharge, but most are unable to satisfy all these conditions. A distributed parameter model is shown to meet the stated needs. Such models are input intensive, however, so a procedure to define most inputs from GIS and hydrogeological sources is presented. It simplifies the PRMS calibration observed streamflow hydrographs by reducing degrees of freedom from dozens to four. For seven watersheds (60 to 500 km2), the GIS-aided calibrations have average errors of 5% on recharge and 2% on total streamflow, verifying the accuracy of the process. Recharge is also calculated for 63 local-scale subwater-sheds (average size 37 km2). For the study area, calculated recharges average 11 cm/yr. Soil and rock conductivity, porosity, and depth to the water table are shown to be the physical properties which dominate the spatial variability of recharge. The model has been extended to uncalibrated watersheds where GIS and climatic information are known. It reproduces total annual discharge and recharge to within 9% and 10%, respectively, indicating the process can also be used to calculate recharge in ungauged watersheds. It has not been tested outside the study area, however. [source] Advances in the application of the SWAT model for water resources managementHYDROLOGICAL PROCESSES, Issue 3 2005R. Jayakrishnan Abstract Developments in computer technology have revolutionized the study of hydrologic systems and water resources management. Several computer-based hydrologic/water quality models have been developed for applications in hydrologic modelling and water resources studies. Distributed parameter models, necessary for basin-scale studies, have large input data requirements. Geographic information systems (GIS) and model,GIS interfaces aid the efficient creation of input data files required by such models. One such model available for the water resources professional is the Soil and Water Assessment Tool (SWAT), a distributed parameter model developed by the United States Department of Agriculture. This paper describes some recent advances made in the application of SWAT and the SWAT,GIS interface for water resources management. Four case studies are presented. The Hydrologic Unit Model for the United States (HUMUS) project used SWAT to conduct a national-scale analysis of the effect of management scenarios on water quantity and quality. Integration of the SWAT model with rainfall data available from the WSR-88D radar network helps us to incorporate the spatial variability of rainfall into the modelling process. This study demonstrates the usefulness of radar rainfall data in distributed hydrologic studies and the potential of SWAT for application in flood analysis and prediction. A hydrologic modelling study of the Sondu river basin in Kenya using SWAT indicates the potential for application of the model in African watersheds and points to the need for development of better model input data sets in Africa, which are critical for detailed water resources studies. The application of SWAT for water quality analysis in the Bosque river basin, Texas demonstrates the strength of the model for analysing different management scenarios to minimize point and non-point pollution, and its potential for application in total maximum daily load (TMDL) studies. Copyright © 2005 John Wiley & Sons, Ltd. [source] Numerical modelling of the pressure wave propagation in the arterial flowINTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN FLUIDS, Issue 6-7 2003Giuseppe Pontrelli Abstract A differential model of blood flow through an arterial vessel is presented. It consists of a one-dimensional model describing the non-linear fluid,wall interaction coupled with a simple lumped parameter model which accounts for outlet boundary conditions. The model includes a local stiffening of the vessel and the wave propagation of disturbances due to prosthetic implantations is also studied. The non-linear problem is solved by a finite-difference method on a staggered grid and some numerical simulations are analysed and discussed. Copyright © 2003 John Wiley & Sons, Ltd. [source] Performance analysis of a modified two-bed solar-adsorption air-conditioning systemINTERNATIONAL JOURNAL OF ENERGY RESEARCH, Issue 7 2009K. Sumathy Abstract This paper presents the description and operation of a solar-powered modified two-bed adsorption air-conditioning system with activated carbon and methanol as the working pair. A simple lumped parameter model is established to investigate the performance of this continuous adsorption cycle consisting of a twin adsorber immersed in water tanks, which is measured in terms of the temperature histories, gross solar coefficient of performance and specific cooling power. In addition, the influence of some important design and operational parameters on the performance of the system has been studied. Compared with the conventional system, it is found that the modified system can operate more cycles and at a higher efficiency. The parametric study also shows that the adsorbent mass and the solar collector area have significant effect on the system performance as well as on the system size. Finally, when the system uses gas heater as an auxiliary heat source, it is found that the system can provide a stable cooling effect for a longer period of operation. Copyright © 2008 John Wiley & Sons, Ltd. [source] Term premia and the maturity composition of the Federal debt: new evidence from the term structure of interest ratesJOURNAL OF FORECASTING, Issue 7 2001Basma Bekdache Abstract This paper models bond term premia empirically in terms of the maturity composition of the federal debt and other observable economic variables in a time-varying framework with potential regime shifts. We present regression and out-of sample forecasting results demonstrating that information on the age composition of the Federal debt is useful for forecasting term premia. We show that the multiprocess mixture model, a multi-state time-varying parameter model, outperforms the commonly used GARCH model in out-of-sample forecasts of term premia. The results underscore the importance of modelling term premia, as a function of economic variables rather than just as a function of asset covariances as in the conditional heteroscedasticity models. Copyright © 2001 John Wiley & Sons, Ltd. [source] Impact of deposit ageing on thermal fouling: Lumped parameter modelAICHE JOURNAL, Issue 2 2010Edward. Abstract The thermal and hydraulic performance of heat exchangers can be seriously impaired by the formation of fouling deposits on the heat transfer surfaces. The thermal effect of fouling can be complicated when the deposit is subject to ageing, represented here as a change in deposit thermal conductivity (but not thickness) over time. In this article, we revisit the ageing concept for crude oil fouling proposed by Nelson (Refiner Nat Gas Manufacturer. 1934;13:271,276, 292,298), using a numerical model incorporating first order kinetics to generate quantitative comparisons of different ageing rates. Results are reported for lumped parameter systems (which also simulate point measurement methods commonly used in laboratory testing) that demonstrate that ageing can have a substantial influence on the rate of heat transfer and hence on the surface temperature and rate of fouling. Rapid ageing (compared with the rate of deposition) does not pose problems, but slow ageing, or the use of constant heat fluxes in experiments, can lead to modified thermal fouling behavior. It is concluded that deposit ageing dynamics should be considered alongside deposition rate dynamics when interpreting experimental fouling data and when modeling fouling behavior in support of heat exchanger design or operation. © 2009 American Institute of Chemical Engineers AIChE J, 2010 [source] Effect of anesthetic structure on inhalation anesthesia: Implications for the mechanismJOURNAL OF PHARMACEUTICAL SCIENCES, Issue 6 2008Michael H. Abraham Abstract Many previous attempts (e.g., the Meyer,Overton hypothesis) to provide a single set of physical or chemical characteristics that accurately predict anesthetic potency have failed. A finding of a general predictive correlation would support the notion of a unitary theory of narcosis. Using the Abraham solvation parameter model, the minimum alveolar concentration, MAC, of 148 varied anesthetic agents can be fitted to a linear equation in log (1/MAC) with R2,=,0.985 and a standard deviation, SD,=,0.192 log units. Division of the 148 compounds into a training set and a test set shows that log (1/MAC) values can be predicted with no bias and with SD,=,0.20 log units. The two main factors that determine MAC values are compound size and compound hydrogen bond acidity, both of which increase anesthetic activity. Shape has little or no effect on anesthetic activity. Our observations support a unitary theory of narcosis by inhalation anesthetics. A two-stage mechanism for inhalation anesthesia accounts for the observed structural effects of anesthetics. In this mechanism, the first main step is transfer of the anesthetic to the site of action, and the second step is interaction of the anesthetic with a receptor(s). © 2007 Wiley-Liss, Inc. and the American Pharmacists Association J Pharm Sci 97:2373,2384, 2008 [source] Stock Market Linkages in South,East AsiaASIAN ECONOMIC JOURNAL, Issue 4 2002Thiam Hee Ng The present paper examines the linkages between the South,East Asian stock markets following the opening of the stock markets in the 1990s. No evidence was found to indicate a long,run relationship among the South,East Asian stock markets over the period 1988,1997; however, correlation analyses indicate that the South,East Asian stock markets are becoming more integrated. The results from the time,varying parameter model also show that the stock market returns of Indonesia, the Philippines and Thailand had all become more closely linked with that of Singapore. [source] Time-varying Armington elasticity and country-of-origin bias: from the dynamic perspective of the Japanese demand for beef importsAUSTRALIAN JOURNAL OF AGRICULTURAL & RESOURCE ECONOMICS, Issue 1 2010Shigekazu Kawashima Elasticities of substitution, often called Armington elasticities, reflect incomplete substitutability because of perceived product characteristics. This study divides the determinants of the Japanese demand for beef imports into two factors: (i) substitution elasticity and (ii) country-of-origin bias, and demonstrate how these measurements are associated with trade policy and food scare events. The Japanese beef industry serves as a case study to evaluate the multifold impact of import liberalisation and a series of bovine spongiform encephalopathy (BSE) outbreaks. A time-varying parameter model is used to shed light on the dynamic effects of the import liberalisation and BSE outbreaks on the measurements. The estimation results reveal that the estimated substitutability and country-of-origin bias are very sensitive to the BSE cases, but not to the process of trade liberalisation. The results also confirm that as a result of the BSE outbreaks, the major factor of the Japanese demand for beef imports has changed from relative prices to the country-of-origin effect, thereby emphasising the importance of a traceability system and promotional activities, which would help in the formation of the country-of-origin effect. [source] A Semiparametric Joint Model for Longitudinal and Survival Data with Application to Hemodialysis StudyBIOMETRICS, Issue 3 2009Liang Li Summary In many longitudinal clinical studies, the level and progression rate of repeatedly measured biomarkers on each subject quantify the severity of the disease and that subject's susceptibility to progression of the disease. It is of scientific and clinical interest to relate such quantities to a later time-to-event clinical endpoint such as patient survival. This is usually done with a shared parameter model. In such models, the longitudinal biomarker data and the survival outcome of each subject are assumed to be conditionally independent given subject-level severity or susceptibility (also called frailty in statistical terms). In this article, we study the case where the conditional distribution of longitudinal data is modeled by a linear mixed-effect model, and the conditional distribution of the survival data is given by a Cox proportional hazard model. We allow unknown regression coefficients and time-dependent covariates in both models. The proposed estimators are maximizers of an exact correction to the joint log likelihood with the frailties eliminated as nuisance parameters, an idea that originated from correction of covariate measurement error in measurement error models. The corrected joint log likelihood is shown to be asymptotically concave and leads to consistent and asymptotically normal estimators. Unlike most published methods for joint modeling, the proposed estimation procedure does not rely on distributional assumptions of the frailties. The proposed method was studied in simulations and applied to a data set from the Hemodialysis Study. [source] Chute Performance and Design for Rapid Flow ConditionsCHEMICAL ENGINEERING & TECHNOLOGY (CET), Issue 2 2003A.W. Roberts Abstract Many industrial chute applications are characterised by rapid flow conditions in which the bulk solid stream thickness or depth is less than the chute width. Under these conditions, it is possible to describe the stream flow by means of a lumped parameter model which takes into account the frictional drag around the chute boundaries as well as making allowance for inter-particle friction. Equations of motion to describe the chute flow are presented and their application to the determination of chute profiles to achieve optimum flow is illustrated. By means of design examples, the problems associated with the feeding of bulk solids onto belt conveyors and conveyor transfers are discussed. Criteria for the selection of the most appropriate chute geometry to minimise chute wear and belt wear at the feed point are presented. The determination of optimum chute profiles to achieve specified performance criteria is outlined. [source] The Functional Form Of The Demand For Euro Area M1THE MANCHESTER SCHOOL, Issue 2 2003Livio Stracca A remarkable development seen in recent years is the pronounced decline in euro area M1 velocity vis,à,vis a moderate decline in short,term interest rates, which represent the most natural opportunity cost for M1, suggesting an increase in the interest rate elasticity of M1 demand. In fact, estimating a theoretically plausible and stable demand function for M1 in the euro area is possible if a functional form of money demand allowing for an interest rate elasticity decreasing in size with the level of the interest rate is imposed. This finding would apparently suggest that the decline in inflation and nominal interest rates in Europe experienced in the run,up to the euro should have ,naturally' brought about an increased degree of preference for liquidity without any fundamental change in agents' preferences. To test the validity of this conclusion, a time,varying parameters model is estimated through a Kalman filter on the level of real M1, which is able to test simultaneously the stability of the parameters and the functional form of the demand for euro area M1. In this case, results clearly suggest the double,log function to be very close to the true ,deep' functional form of M1 demand in the euro area, consistent with the findings of Chadha, Haldane and Janssen for the UK and of Lucas for the USA. At the same time, there is evidence of an increased interest rate elasticity in M1 demand in the most recent years, presumably associated with the transition to the new environment prevailing from the start of Stage Three of European Monetary Union. [source] | ||||||||||||||||