In this article we investigate regression calibration methods to jointly model longitudinal and survival data using a semiparametric longitudinal model and a proportional hazards model. In the longitudinal model, a biomarker is assumed to follow a semiparametric mixed model where covariate...

This research develops nonparametric strategies for sequentially monitoring clinical trial data where detecting years of life saved is of interest. The recommended test statistic looks at integrated differences in survival estimates during the time frame of interest. In many practical...

In order to develop better treatment and screening programs for cancer prevention programs, it is important to be able to understand the natural history of the disease and what factors affect its progression. We focus on a particular framework first outlined by Kimmel and Flehinger (1991,...

We extend the proportional hazards model to a two-level model with a random intercept term and random coefficients. The parameters in the multilevel model are estimated by a combination of EM and Newton-Raphson algorithms. Even for samples of 50 groups, this method produces estimators of the...

Considerable attention has been recently paid to the use of surrogate endpoints in clinical research. We deal with the situation where the two endpoints are both right censored. While proportional hazards analyses are typically used for this setting, their use leads to several complications. In...

The White information matrix (IM) test is applied to the linear regression model with autoregressive conditional heteroskedastic (ARCH) errors. ARCH models are used widely in analyzing economic and financial time series data. However, in practice, the models are not often thoroughly tested. We...

The agriculture sector of East Java, which is a major food production center in Indonesia, played a major role in the economic development of Indonesia in the past twenty five years. Several forms of agricultural policies have been designed and implemented to continue this contributing role....

Draudimo kompanijų veiklos principas - prisiimti apdraustųjų rizikas. Tuo atveju, kai apdraustųjų rizikos yra skirtingos, tikslinga, atsižvelgiant į rizikos laipsnį, pritaikyti atitinkamas draudimo įmokas, todėl labai svarbu nustatyti ir įvertinti požymių, lemiančių draudžiamojo...

Darbe apžvelgiamos OMX Baltijos šalių vertybinių popierių (VP) rinkos akcijų indeksų sudarymo ir skaičiavimo taisyklės, bei pagrindiniai metodai: binominis ir finansinių laiko eilučių modeliai. Šie modeliai skirti prognozuoti akcijų kainos ar indekso reikšmės pokyčius. Binominis...

Magistriniame darbe buvo susipažinta su vartotojų kainų indekso sudarymu, jo paskirtimi tiek Lietuvoje, tiek Europos Sąjungoje. Taip pat apžvelgta vartotojų kainų indekso skaičiavimo metodika, būdai. Pirmoje darbo dalyje susipažinta su laiko eilučių ARMA modeliais, kurie yra vieni...