Search results for: time varying covariate
19207 A Modified Estimating Equations in Derivation of the Causal Effect on the Survival Time with Time-Varying Covariates
Authors: Yemane Hailu Fissuh, Zhongzhan Zhang
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a systematic observation from a defined time of origin up to certain failure or censor is known as survival data. Survival analysis is a major area of interest in biostatistics and biomedical researches. At the heart of understanding, the most scientific and medical research inquiries lie for a causality analysis. Thus, the main concern of this study is to investigate the causal effect of treatment on survival time conditional to the possibly time-varying covariates. The theory of causality often differs from the simple association between the response variable and predictors. A causal estimation is a scientific concept to compare a pragmatic effect between two or more experimental arms. To evaluate an average treatment effect on survival outcome, the estimating equation was adjusted for time-varying covariates under the semi-parametric transformation models. The proposed model intuitively obtained the consistent estimators for unknown parameters and unspecified monotone transformation functions. In this article, the proposed method estimated an unbiased average causal effect of treatment on survival time of interest. The modified estimating equations of semiparametric transformation models have the advantage to include the time-varying effect in the model. Finally, the finite sample performance characteristics of the estimators proved through the simulation and Stanford heart transplant real data. To this end, the average effect of a treatment on survival time estimated after adjusting for biases raised due to the high correlation of the left-truncation and possibly time-varying covariates. The bias in covariates was restored, by estimating density function for left-truncation. Besides, to relax the independence assumption between failure time and truncation time, the model incorporated the left-truncation variable as a covariate. Moreover, the expectation-maximization (EM) algorithm iteratively obtained unknown parameters and unspecified monotone transformation functions. To summarize idea, the ratio of cumulative hazards functions between the treated and untreated experimental group has a sense of the average causal effect for the entire population.Keywords: a modified estimation equation, causal effect, semiparametric transformation models, survival analysis, time-varying covariate
Procedia PDF Downloads 16719206 An Estimating Equation for Survival Data with a Possibly Time-Varying Covariates under a Semiparametric Transformation Models
Authors: Yemane Hailu Fissuh, Zhongzhan Zhang
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An estimating equation technique is an alternative method of the widely used maximum likelihood methods, which enables us to ease some complexity due to the complex characteristics of time-varying covariates. In the situations, when both the time-varying covariates and left-truncation are considered in the model, the maximum likelihood estimation procedures become much more burdensome and complex. To ease the complexity, in this study, the modified estimating equations those have been given high attention and considerations in many researchers under semiparametric transformation model was proposed. The purpose of this article was to develop the modified estimating equation under flexible and general class of semiparametric transformation models for left-truncated and right censored survival data with time-varying covariates. Besides the commonly applied Cox proportional hazards model, such kind of problems can be also analyzed with a general class of semiparametric transformation models to estimate the effect of treatment given possibly time-varying covariates on the survival time. The consistency and asymptotic properties of the estimators were intuitively derived via the expectation-maximization (EM) algorithm. The characteristics of the estimators in the finite sample performance for the proposed model were illustrated via simulation studies and Stanford heart transplant real data examples. To sum up the study, the bias for covariates has been adjusted by estimating density function for the truncation time variable. Then the effect of possibly time-varying covariates was evaluated in some special semiparametric transformation models.Keywords: EM algorithm, estimating equation, semiparametric transformation models, time-to-event outcomes, time varying covariate
Procedia PDF Downloads 14819205 Causal Estimation for the Left-Truncation Adjusted Time-Varying Covariates under the Semiparametric Transformation Models of a Survival Time
Authors: Yemane Hailu Fissuh, Zhongzhan Zhang
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In biomedical researches and randomized clinical trials, the most commonly interested outcomes are time-to-event so-called survival data. The importance of robust models in this context is to compare the effect of randomly controlled experimental groups that have a sense of causality. Causal estimation is the scientific concept of comparing the pragmatic effect of treatments conditional to the given covariates rather than assessing the simple association of response and predictors. Hence, the causal effect based semiparametric transformation model was proposed to estimate the effect of treatment with the presence of possibly time-varying covariates. Due to its high flexibility and robustness, the semiparametric transformation model which shall be applied in this paper has been given much more attention for estimation of a causal effect in modeling left-truncated and right censored survival data. Despite its wide applications and popularity in estimating unknown parameters, the maximum likelihood estimation technique is quite complex and burdensome in estimating unknown parameters and unspecified transformation function in the presence of possibly time-varying covariates. Thus, to ease the complexity we proposed the modified estimating equations. After intuitive estimation procedures, the consistency and asymptotic properties of the estimators were derived and the characteristics of the estimators in the finite sample performance of the proposed model were illustrated via simulation studies and Stanford heart transplant real data example. To sum up the study, the bias of covariates was adjusted via estimating the density function for truncation variable which was also incorporated in the model as a covariate in order to relax the independence assumption of failure time and truncation time. Moreover, the expectation-maximization (EM) algorithm was described for the estimation of iterative unknown parameters and unspecified transformation function. In addition, the causal effect was derived by the ratio of the cumulative hazard function of active and passive experiments after adjusting for bias raised in the model due to the truncation variable.Keywords: causal estimation, EM algorithm, semiparametric transformation models, time-to-event outcomes, time-varying covariate
Procedia PDF Downloads 11719204 Minimizing the Impact of Covariate Detection Limit in Logistic Regression
Authors: Shahadut Hossain, Jacek Wesolowski, Zahirul Hoque
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In many epidemiological and environmental studies covariate measurements are subject to the detection limit. In most applications, covariate measurements are usually truncated from below which is known as left-truncation. Because the measuring device, which we use to measure the covariate, fails to detect values falling below the certain threshold. In regression analyses, it causes inflated bias and inaccurate mean squared error (MSE) to the estimators. This paper suggests a response-based regression calibration method to correct the deleterious impact introduced by the covariate detection limit in the estimators of the parameters of simple logistic regression model. Compared to the maximum likelihood method, the proposed method is computationally simpler, and hence easier to implement. It is robust to the violation of distributional assumption about the covariate of interest. In producing correct inference, the performance of the proposed method compared to the other competing methods has been investigated through extensive simulations. A real-life application of the method is also shown using data from a population-based case-control study of non-Hodgkin lymphoma.Keywords: environmental exposure, detection limit, left truncation, bias, ad-hoc substitution
Procedia PDF Downloads 22819203 Survival and Hazard Maximum Likelihood Estimator with Covariate Based on Right Censored Data of Weibull Distribution
Authors: Al Omari Mohammed Ahmed
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This paper focuses on Maximum Likelihood Estimator with Covariate. Covariates are incorporated into the Weibull model. Under this regression model with regards to maximum likelihood estimator, the parameters of the covariate, shape parameter, survival function and hazard rate of the Weibull regression distribution with right censored data are estimated. The mean square error (MSE) and absolute bias are used to compare the performance of Weibull regression distribution. For the simulation comparison, the study used various sample sizes and several specific values of the Weibull shape parameter.Keywords: weibull regression distribution, maximum likelihood estimator, survival function, hazard rate, right censoring
Procedia PDF Downloads 43519202 Spatial Point Process Analysis of Dengue Fever in Tainan, Taiwan
Authors: Ya-Mei Chang
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This research is intended to apply spatio-temporal point process methods to the dengue fever data in Tainan. The spatio-temporal intensity function of the dataset is assumed to be separable. The kernel estimation is a widely used approach to estimate intensity functions. The intensity function is very helpful to study the relation of the spatio-temporal point process and some covariates. The covariate effects might be nonlinear. An nonparametric smoothing estimator is used to detect the nonlinearity of the covariate effects. A fitted parametric model could describe the influence of the covariates to the dengue fever. The correlation between the data points is detected by the K-function. The result of this research could provide useful information to help the government or the stakeholders making decisions.Keywords: dengue fever, spatial point process, kernel estimation, covariate effect
Procedia PDF Downloads 34119201 Delay-Dependent Passivity Analysis for Neural Networks with Time-Varying Delays
Authors: H. Y. Jung, Jing Wang, J. H. Park, Hao Shen
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This brief addresses the passivity problem for neural networks with time-varying delays. The aim is focus on establishing the passivity condition of the considered neural networks.Keywords: neural networks, passivity analysis, time-varying delays, linear matrix inequality
Procedia PDF Downloads 55719200 Failure Inference and Optimization for Step Stress Model Based on Bivariate Wiener Model
Authors: Soudabeh Shemehsavar
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In this paper, we consider the situation under a life test, in which the failure time of the test units are not related deterministically to an observable stochastic time varying covariate. In such a case, the joint distribution of failure time and a marker value would be useful for modeling the step stress life test. The problem of accelerating such an experiment is considered as the main aim of this paper. We present a step stress accelerated model based on a bivariate Wiener process with one component as the latent (unobservable) degradation process, which determines the failure times and the other as a marker process, the degradation values of which are recorded at times of failure. Parametric inference based on the proposed model is discussed and the optimization procedure for obtaining the optimal time for changing the stress level is presented. The optimization criterion is to minimize the approximate variance of the maximum likelihood estimator of a percentile of the products’ lifetime distribution.Keywords: bivariate normal, Fisher information matrix, inverse Gaussian distribution, Wiener process
Procedia PDF Downloads 31319199 Decomposition of Third-Order Discrete-Time Linear Time-Varying Systems into Its Second- and First-Order Pairs
Authors: Mohamed Hassan Abdullahi
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Decomposition is used as a synthesis tool in several physical systems. It can also be used for tearing and restructuring, which is large-scale system analysis. On the other hand, the commutativity of series-connected systems has fascinated the interest of researchers, and its advantages have been emphasized in the literature. The presentation looks into the necessary conditions for decomposing any third-order discrete-time linear time-varying system into a commutative pair of first- and second-order systems. Additional requirements are derived in the case of nonzero initial conditions. MATLAB simulations are used to verify the findings. The work is unique and is being published for the first time. It is critical from the standpoints of synthesis and/or design. Because many design techniques in engineering systems rely on tearing and reconstruction, this is the process of putting together simple components to create a finished product. Furthermore, it is demonstrated that regarding sensitivity to initial conditions, some combinations may be better than others. The results of this work can be extended for the decomposition of fourth-order discrete-time linear time-varying systems into lower-order commutative pairs, as two second-order commutative subsystems or one first-order and one third-order commutative subsystems.Keywords: commutativity, decomposition, discrete time-varying systems, systems
Procedia PDF Downloads 9819198 Application of Generalized Autoregressive Score Model to Stock Returns
Authors: Katleho Daniel Makatjane, Diteboho Lawrence Xaba, Ntebogang Dinah Moroke
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The current study investigates the behaviour of time-varying parameters that are based on the score function of the predictive model density at time t. The mechanism to update the parameters over time is the scaled score of the likelihood function. The results revealed that there is high persistence of time-varying, as the location parameter is higher and the skewness parameter implied the departure of scale parameter from the normality with the unconditional parameter as 1.5. The results also revealed that there is a perseverance of the leptokurtic behaviour in stock returns which implies the returns are heavily tailed. Prior to model estimation, the White Neural Network test exposed that the stock price can be modelled by a GAS model. Finally, we proposed further researches specifically to model the existence of time-varying parameters with a more detailed model that encounters the heavy tail distribution of the series and computes the risk measure associated with the returns.Keywords: generalized autoregressive score model, South Africa, stock returns, time-varying
Procedia PDF Downloads 49119197 Bayesian Reliability of Weibull Regression with Type-I Censored Data
Authors: Al Omari Moahmmed Ahmed
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In the Bayesian, we developed an approach by using non-informative prior with covariate and obtained by using Gauss quadrature method to estimate the parameters of the covariate and reliability function of the Weibull regression distribution with Type-I censored data. The maximum likelihood seen that the estimators obtained are not available in closed forms, although they can be solved it by using Newton-Raphson methods. The comparison criteria are the MSE and the performance of these estimates are assessed using simulation considering various sample size, several specific values of shape parameter. The results show that Bayesian with non-informative prior is better than Maximum Likelihood Estimator.Keywords: non-informative prior, Bayesian method, type-I censoring, Gauss quardature
Procedia PDF Downloads 49219196 Stability of Hybrid Stochastic Systems
Authors: Manlika Ratchagit
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This paper is concerned with robust mean square stability of uncertain stochastic switched discrete time-delay systems. The system to be considered is subject to interval time-varying delays, which allows the delay to be a fast time-varying function and the lower bound is not restricted to zero. Based on the discrete Lyapunov functional, a switching rule for the robust mean square stability for the uncertain stochastic discrete time-delay system is designed via linear matrix inequalities. Finally, some examples are exploited to illustrate the effectiveness of the proposed schemes.Keywords: robust mean square stability, discrete-time stochastic systems, hybrid systems, interval time-varying delays, Lyapunov functional, linear matrix inequalities
Procedia PDF Downloads 47719195 New Results on Stability of Hybrid Stochastic Systems
Authors: Manlika Rajchakit
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This paper is concerned with robust mean square stability of uncertain stochastic switched discrete time-delay systems. The system to be considered is subject to interval time-varying delays, which allows the delay to be a fast time-varying function and the lower bound is not restricted to zero. Based on the discrete Lyapunov functional, a switching rule for the robust mean square stability for the uncertain stochastic discrete time-delay system is designed via linear matrix inequalities. Finally, some examples are exploited to illustrate the effectiveness of the proposed schemes.Keywords: robust mean square stability, discrete-time stochastic systems, hybrid systems, interval time-varying delays, lyapunov functional, linear matrix inequalities
Procedia PDF Downloads 42319194 New Results on Exponential Stability of Hybrid Systems
Authors: Grienggrai Rajchakit
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This paper is concerned with the exponential stability of switched linear systems with interval time-varying delays. The time delay is any continuous function belonging to a given interval, in which the lower bound of delay is not restricted to zero. By constructing a suitable augmented Lyapunov-Krasovskii functional combined with Leibniz-Newton's formula, a switching rule for the exponential stability of switched linear systems with interval time-varying delays and new delay-dependent sufficient conditions for the exponential stability of the systems are first established in terms of LMIs. Finally, some examples are exploited to illustrate the effectiveness of the proposed schemes.Keywords: exponential stability, hybrid systems, time-varying delays, lyapunov-krasovskii functional, leibniz-newton's formula
Procedia PDF Downloads 53619193 An Efficient Propensity Score Method for Causal Analysis With Application to Case-Control Study in Breast Cancer Research
Authors: Ms Azam Najafkouchak, David Todem, Dorothy Pathak, Pramod Pathak, Joseph Gardiner
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Propensity score (PS) methods have recently become the standard analysis as a tool for the causal inference in the observational studies where exposure is not randomly assigned, thus, confounding can impact the estimation of treatment effect on the outcome. For the binary outcome, the effect of treatment on the outcome can be estimated by odds ratios, relative risks, and risk differences. However, using the different PS methods may give you a different estimation of the treatment effect on the outcome. Several methods of PS analyses have been used mainly, include matching, inverse probability of weighting, stratification, and covariate adjusted on PS. Due to the dangers of discretizing continuous variables (exposure, covariates), the focus of this paper will be on how the variation in cut-points or boundaries will affect the average treatment effect (ATE) utilizing the stratification of PS method. Therefore, we are trying to avoid choosing arbitrary cut-points, instead, we continuously discretize the PS and accumulate information across all cut-points for inferences. We will use Monte Carlo simulation to evaluate ATE, focusing on two PS methods, stratification and covariate adjusted on PS. We will then show how this can be observed based on the analyses of the data from a case-control study of breast cancer, the Polish Women’s Health Study.Keywords: average treatment effect, propensity score, stratification, covariate adjusted, monte Calro estimation, breast cancer, case_control study
Procedia PDF Downloads 9419192 Using Optimal Control Method to Investigate the Stability and Transparency of a Nonlinear Teleoperation System with Time Varying Delay
Authors: Abasali Amini, Alireza Mirbagheri, Amir Homayoun Jafari
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In this paper, a new structure for teleoperation systems with time varying delay has been modeled and proposed. A random time varying the delay of up to 150 msec is simulated in teleoperation channel of both masters to slave and vice versa. The system stability and transparency have been investigated, comparing the result of a PID controller and an optimal controller on each master and slave sub-systems separately. The controllers have been designed in slave subsystem for reducing position errors between master and slave, and another controller has been designed in the master subsystem to establish stability, transparency and force tracking. Results have been compared together. The results showed PID controller is appropriate in position tracking, but force response oscillates in contact with the environment. We showed the optimal control established position tracking properly. Also, force tracking is achieved in this controller appropriately.Keywords: optimal control, time varying delay, teleoperation systems, stability and transparency
Procedia PDF Downloads 24419191 Formation Control for Linear Multi-Robot System with Switched Directed Topology and Time-Varying Delays
Authors: Yaxiao Zhang, Yangzhou Chen
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This study investigate the formation problem for high-order continuous-time multi-robot with bounded symmetric time-varying delay protocol under switched directed communication topology. By using a linear transformation, the formation problem is transformed to stability analysis of a switched delay system. Under the assumption that each communication topology has a directed spanning tree, sufficient conditions are presented in terms of linear matrix inequalities (LMIs) that the multi-robot system can achieve a desired formation by the trade-off among the pre-exist topologies with the help of the scheme of average dwell time. A numeral example is presented to illustrate the effectiveness of the obtained results.Keywords: multi-robot systems, formation, switched directed topology, symmetric time-varying delay, average dwell time, linear matrix inequalities (lmis)
Procedia PDF Downloads 52719190 Frequency Modulation Continuous Wave Radar Human Fall Detection Based on Time-Varying Range-Doppler Features
Authors: Xiang Yu, Chuntao Feng, Lu Yang, Meiyang Song, Wenhao Zhou
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The existing two-dimensional micro-Doppler features extraction ignores the correlation information between the spatial and temporal dimension features. For the range-Doppler map, the time dimension is introduced, and a frequency modulation continuous wave (FMCW) radar human fall detection algorithm based on time-varying range-Doppler features is proposed. Firstly, the range-Doppler sequence maps are generated from the echo signals of the continuous motion of the human body collected by the radar. Then the three-dimensional data cube composed of multiple frames of range-Doppler maps is input into the three-dimensional Convolutional Neural Network (3D CNN). The spatial and temporal features of time-varying range-Doppler are extracted by the convolution layer and pool layer at the same time. Finally, the extracted spatial and temporal features are input into the fully connected layer for classification. The experimental results show that the proposed fall detection algorithm has a detection accuracy of 95.66%.Keywords: FMCW radar, fall detection, 3D CNN, time-varying range-doppler features
Procedia PDF Downloads 10919189 Forecasting the Volatility of Geophysical Time Series with Stochastic Volatility Models
Authors: Maria C. Mariani, Md Al Masum Bhuiyan, Osei K. Tweneboah, Hector G. Huizar
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This work is devoted to the study of modeling geophysical time series. A stochastic technique with time-varying parameters is used to forecast the volatility of data arising in geophysics. In this study, the volatility is defined as a logarithmic first-order autoregressive process. We observe that the inclusion of log-volatility into the time-varying parameter estimation significantly improves forecasting which is facilitated via maximum likelihood estimation. This allows us to conclude that the estimation algorithm for the corresponding one-step-ahead suggested volatility (with ±2 standard prediction errors) is very feasible since it possesses good convergence properties.Keywords: Augmented Dickey Fuller Test, geophysical time series, maximum likelihood estimation, stochastic volatility model
Procedia PDF Downloads 30319188 A Time-Varying and Non-Stationary Convolution Spectral Mixture Kernel for Gaussian Process
Authors: Kai Chen, Shuguang Cui, Feng Yin
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Gaussian process (GP) with spectral mixture (SM) kernel demonstrates flexible non-parametric Bayesian learning ability in modeling unknown function. In this work a novel time-varying and non-stationary convolution spectral mixture (TN-CSM) kernel with a significant enhancing of interpretability by using process convolution is introduced. A way decomposing the SM component into an auto-convolution of base SM component and parameterizing it to be input dependent is outlined. Smoothly, performing a convolution between two base SM component yields a novel structure of non-stationary SM component with much better generalized expression and interpretation. The TN-CSM perfectly allows compatibility with the stationary SM kernel in terms of kernel form and spectral base ignored and confused by previous non-stationary kernels. On synthetic and real-world datatsets, experiments show the time-varying characteristics of hyper-parameters in TN-CSM and compare the learning performance of TN-CSM with popular and representative non-stationary GP.Keywords: Gaussian process, spectral mixture, non-stationary, convolution
Procedia PDF Downloads 18519187 Generalized Additive Model for Estimating Propensity Score
Authors: Tahmidul Islam
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Propensity Score Matching (PSM) technique has been widely used for estimating causal effect of treatment in observational studies. One major step of implementing PSM is estimating the propensity score (PS). Logistic regression model with additive linear terms of covariates is most used technique in many studies. Logistics regression model is also used with cubic splines for retaining flexibility in the model. However, choosing the functional form of the logistic regression model has been a question since the effectiveness of PSM depends on how accurately the PS been estimated. In many situations, the linearity assumption of linear logistic regression may not hold and non-linear relation between the logit and the covariates may be appropriate. One can estimate PS using machine learning techniques such as random forest, neural network etc for more accuracy in non-linear situation. In this study, an attempt has been made to compare the efficacy of Generalized Additive Model (GAM) in various linear and non-linear settings and compare its performance with usual logistic regression. GAM is a non-parametric technique where functional form of the covariates can be unspecified and a flexible regression model can be fitted. In this study various simple and complex models have been considered for treatment under several situations (small/large sample, low/high number of treatment units) and examined which method leads to more covariate balance in the matched dataset. It is found that logistic regression model is impressively robust against inclusion quadratic and interaction terms and reduces mean difference in treatment and control set equally efficiently as GAM does. GAM provided no significantly better covariate balance than logistic regression in both simple and complex models. The analysis also suggests that larger proportion of controls than treatment units leads to better balance for both of the methods.Keywords: accuracy, covariate balances, generalized additive model, logistic regression, non-linearity, propensity score matching
Procedia PDF Downloads 35919186 H∞ Sampled-Data Control for Linear Systems Time-Varying Delays: Application to Power System
Authors: Chang-Ho Lee, Seung-Hoon Lee, Myeong-Jin Park, Oh-Min Kwon
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This paper investigates improved stability criteria for sampled-data control of linear systems with disturbances and time-varying delays. Based on Lyapunov-Krasovskii stability theory, delay-dependent conditions sufficient to ensure H∞ stability for the system are derived in the form of linear matrix inequalities(LMI). The effectiveness of the proposed method will be shown in numerical examples.Keywords: sampled-data control system, Lyapunov-Krasovskii functional, time delay-dependent, LMI, H∞ control
Procedia PDF Downloads 31519185 Covariate-Adjusted Response-Adaptive Designs for Semi-Parametric Survival Responses
Authors: Ayon Mukherjee
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Covariate-adjusted response-adaptive (CARA) designs use the available responses to skew the treatment allocation in a clinical trial in towards treatment found at an interim stage to be best for a given patient's covariate profile. Extensive research has been done on various aspects of CARA designs with the patient responses assumed to follow a parametric model. However, ranges of application for such designs are limited in real-life clinical trials where the responses infrequently fit a certain parametric form. On the other hand, robust estimates for the covariate-adjusted treatment effects are obtained from the parametric assumption. To balance these two requirements, designs are developed which are free from distributional assumptions about the survival responses, relying only on the assumption of proportional hazards for the two treatment arms. The proposed designs are developed by deriving two types of optimum allocation designs, and also by using a distribution function to link the past allocation, covariate and response histories to the present allocation. The optimal designs are based on biased coin procedures, with a bias towards the better treatment arm. These are the doubly-adaptive biased coin design (DBCD) and the efficient randomized adaptive design (ERADE). The treatment allocation proportions for these designs converge to the expected target values, which are functions of the Cox regression coefficients that are estimated sequentially. These expected target values are derived based on constrained optimization problems and are updated as information accrues with sequential arrival of patients. The design based on the link function is derived using the distribution function of a probit model whose parameters are adjusted based on the covariate profile of the incoming patient. To apply such designs, the treatment allocation probabilities are sequentially modified based on the treatment allocation history, response history, previous patients’ covariates and also the covariates of the incoming patient. Given these information, an expression is obtained for the conditional probability of a patient allocation to a treatment arm. Based on simulation studies, it is found that the ERADE is preferable to the DBCD when the main aim is to minimize the variance of the observed allocation proportion and to maximize the power of the Wald test for a treatment difference. However, the former procedure being discrete tends to be slower in converging towards the expected target allocation proportion. The link function based design achieves the highest skewness of patient allocation to the best treatment arm and thus ethically is the best design. Other comparative merits of the proposed designs have been highlighted and their preferred areas of application are discussed. It is concluded that the proposed CARA designs can be considered as suitable alternatives to the traditional balanced randomization designs in survival trials in terms of the power of the Wald test, provided that response data are available during the recruitment phase of the trial to enable adaptations to the designs. Moreover, the proposed designs enable more patients to get treated with the better treatment during the trial thus making the designs more ethically attractive to the patients. An existing clinical trial has been redesigned using these methods.Keywords: censored response, Cox regression, efficiency, ethics, optimal allocation, power, variability
Procedia PDF Downloads 15619184 The Effect of Motivational Postures as a Concomitant Factor and Peer Reporting Behavior on Taxpayer Compliance Decisions
Authors: Elen Puspitasari, Yeye Susilowati, Wahyu Meiranto
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This study uses an experiment to examine the effect of motivational postures and peer’s reporting behavior on taxpayer compliance decisions. The motivational postures of taxpayers placed as a concomitant variable. Taxpayers were randomly assigned to alternate peer reporting behavior as an experimental variable with two level treatments and then responded to tax reporting scenarios. A motivational posture was measured with 29 statements developed by Braithwaite. Therefore, this experimental research uses Quasi-Experimental Design Between-Subject with Covariate with random assignment method. The subject in this experiment is the taxpayers who has a tax ID and have experience in reporting their tax revenue. The most important is that they earn income from their own business. The analysis technique used was Analysis of Covariate. The results showed that the posture of motivation as concomitant factors does not affect tax compliance decisions. Furthermore, this study proves that peer reporting behavior will determine the decisions of tax compliance. The findings in this study are intended to provide some practical implications for improving tax compliance.Keywords: motivational postures, concomitant, tax compliance decisions, peer reporting behavior
Procedia PDF Downloads 26819183 Measurement Errors and Misclassifications in Covariates in Logistic Regression: Bayesian Adjustment of Main and Interaction Effects and the Sample Size Implications
Authors: Shahadut Hossain
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Measurement errors in continuous covariates and/or misclassifications in categorical covariates are common in epidemiological studies. Regression analysis ignoring such mismeasurements seriously biases the estimated main and interaction effects of covariates on the outcome of interest. Thus, adjustments for such mismeasurements are necessary. In this research, we propose a Bayesian parametric framework for eliminating deleterious impacts of covariate mismeasurements in logistic regression. The proposed adjustment method is unified and thus can be applied to any generalized linear and non-linear regression models. Furthermore, adjustment for covariate mismeasurements requires validation data usually in the form of either gold standard measurements or replicates of the mismeasured covariates on a subset of the study population. Initial investigation shows that adequacy of such adjustment depends on the sizes of main and validation samples, especially when prevalences of the categorical covariates are low. Thus, we investigate the impact of main and validation sample sizes on the adjusted estimates, and provide a general guideline about these sample sizes based on simulation studies.Keywords: measurement errors, misclassification, mismeasurement, validation sample, Bayesian adjustment
Procedia PDF Downloads 40119182 Stability of Hybrid Systems
Authors: Kreangkri Ratchagit
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This paper is concerned with exponential stability of switched linear systems with interval time-varying delays. The time delay is any continuous function belonging to a given interval, in which the lower bound of delay is not restricted to zero. By constructing a suitable augmented Lyapunov-Krasovskii functional combined with Leibniz-Newton’s formula, a switching rule for the exponential stability of switched linear systems with interval time-varying delays and new delay-dependent sufficient conditions for the exponential stability of the systems are first established in terms of LMIs. Finally, some examples are exploited to illustrate the effectiveness of the proposed schemes.Keywords: exponential stability, hybrid systems, timevarying delays, Lyapunov-Krasovskii functional, Leibniz-Newton’s formula
Procedia PDF Downloads 44419181 Time Variance and Spillover Effects between International Crude Oil Price and Ten Emerging Equity Markets
Authors: Murad A. Bein
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This paper empirically examines the time-varying relationship and spillover effects between the international crude oil price and ten emerging equity markets, namely three oil-exporting countries (Brazil, Mexico, and Russia) and seven Central and Eastern European (CEE) countries (Bulgaria, Croatia, Czech Republic, Hungary, Poland, Romania, and Slovakia). The results revealed that there are spillover effects from oil markets into almost all emerging equity markets save Slovakia. Besides, the oil supply glut had a homogenous effect on the emerging markets, both net oil-exporting, and oil-importing countries (CEE). Further, the time variance drastically increased during financial turmoil. Indeed, the time variance remained high from 2009 to 2012 in response to aggregate demand shocks (global financial crisis and Eurozone debt crisis) and quantitative easing measures. Interestingly, the time variance was slightly higher for the oil-exporting countries than for some of the CEE countries. Decision-makers in emerging economies should therefore seek policy coordination when dealing with financial turmoil.Keywords: crude oil, spillover effects, emerging equity, time-varying, aggregate demand shock
Procedia PDF Downloads 11519180 A Pole Radius Varying Notch Filter with Transient Suppression for Electrocardiogram
Authors: Ramesh Rajagopalan, Adam Dahlstrom
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Noise removal techniques play a vital role in the performance of electrocardiographic (ECG) signal processing systems. ECG signals can be corrupted by various kinds of noise such as baseline wander noise, electromyographic interference, and power-line interference. One of the significant challenges in ECG signal processing is the degradation caused by additive 50 or 60 Hz power-line interference. This work investigates the removal of power line interference and suppression of transient response for filtering noise corrupted ECG signals. We demonstrate the effectiveness of Infinite Impulse Response (IIR) notch filter with time varying pole radius for improving the transient behavior. The temporary change in the pole radius of the filter diminishes the transient behavior. Simulation results show that the proposed IIR filter with time varying pole radius outperforms traditional IIR notch filters in terms of mean square error and transient suppression.Keywords: notch filter, ECG, transient, pole radius
Procedia PDF Downloads 36819179 Commutativity of Fractional Order Linear Time-Varying Systems
Authors: Salisu Ibrahim
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The paper studies the commutativity associated with fractional order linear time-varying systems (LTVSs), which is an important area of study in control systems engineering. In this paper, we explore the properties of these systems and their ability to commute. We proposed the necessary and sufficient condition for commutativity for fractional order LTVSs. Through a simulation and mathematical analysis, we demonstrate that these systems exhibit commutativity under certain conditions. Our findings have implications for the design and control of fractional order systems in practical applications, science, and engineering. An example is given to show the effectiveness of the proposed method which is been computed by Mathematica and validated by the use of MATLAB (Simulink).Keywords: fractional differential equation, physical systems, equivalent circuit, analog control
Procedia PDF Downloads 10419178 Commutativity of Fractional Order Linear Time-Varying System
Authors: Salisu Ibrahim
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The paper studies the commutativity associated with fractional order linear time-varying systems (LTVSs), which is an important area of study in control systems engineering. In this paper, we explore the properties of these systems and their ability to commute. We proposed the necessary and sufficient condition for commutativity for fractional order LTVSs. Through a simulation and mathematical analysis, we demonstrate that these systems exhibit commutativity under certain conditions. Our findings have implications for the design and control of fractional order systems in practical applications, science, and engineering. An example is given to show the effectiveness of the proposed method which is been computed by Mathematica and validated by the use of Matlab (Simulink).Keywords: fractional differential equation, physical systems, equivalent circuit, and analog control
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