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This simulation study focused on determining the effect of unequal sample sizes on statistical power of SIBTEST and Mantel-Haenszel procedures for detection of DIF of moderate and large magnitudes. Item parameters were estimated by, and generated with the 2PLM using WinGen2 (Han, 2006). MULTISIM was used to simulate ability estimates and to generate response data that were analyzed by SIBTEST. The SIBTEST procedure with regression correction was used to calculate the DIF statistics, namely the DIF effect size and the statistical significance of the bias. The older SIBTEST was used to calculate the DIF statistics for the M-H procedure. SAS provided the environment in which the ability parameters were simulated; response data generated and DIF analyses conducted. Test items were observed to determine if a priori manipulated items demonstrated DIF. The study results indicated that with unequal samples in any ratio, M-H had better Type I error rate control than SIBTEST. The results also indicated that not only the ratios, but also the sample size and the magnitude of DIF influenced the behavior of SIBTEST and M-H with regard to their error rate behavior. With small samples and moderate DIF magnitude, Type II errors were committed by both M-H and SIBTEST when the reference to focal group sample size ratio was 1:.10 due to low observed statistical power and inflated Type I error rates. / Ph. D.

Este trabalho visa apresentar métodos de categorização de variáveis explicativas contínuas em Análise de Sobrevivência. Do ponto de vista clínico, agrupar pacientes em grupos de risco distintos é importante para agilizar tomadas de decisões; entretanto, perda de informação e outros problemas estatísticos podem ocorrer. Portanto, métodos para seleção de pontos de corte e correção dos possíveis problemas gerados pela categorização são criticamente avaliados. Para a aplicação e comparação dos métodos são utilizados dados do Instituto do Coração do Hospital das Clínicas da Faculdade de Medicina da Universidade de São Paulo (InCor - FMUSP), em que a variável fração de ejeção é dicotomizada e tricotomizada. / This dissertation aims to present methods of categorization for continuous variables in Survival Analysis. From a clinical point of view, grouping patients into distinct risk groups is important for accelerating decision-making; however, loss of information and other statistical problems may occur. Therefore, methods for selecting cutpoints and correcting problems generated by categorization are critically evaluated. For the application and comparison of the methods, the dataset from Heart Institute - University of Sao Paulo Medical School (InCor FMUSP) is used, in which the variable ejection fraction is dichotomized and trichotomized.

Este trabalho visa apresentar métodos de categorização de variáveis explicativas contínuas em Análise de Sobrevivência. Do ponto de vista clínico, agrupar pacientes em grupos de risco distintos é importante para agilizar tomadas de decisões; entretanto, perda de informação e outros problemas estatísticos podem ocorrer. Portanto, métodos para seleção de pontos de corte e correção dos possíveis problemas gerados pela categorização são criticamente avaliados. Para a aplicação e comparação dos métodos são utilizados dados do Instituto do Coração do Hospital das Clínicas da Faculdade de Medicina da Universidade de São Paulo (InCor - FMUSP), em que a variável fração de ejeção é dicotomizada e tricotomizada. / This dissertation aims to present methods of categorization for continuous variables in Survival Analysis. From a clinical point of view, grouping patients into distinct risk groups is important for accelerating decision-making; however, loss of information and other statistical problems may occur. Therefore, methods for selecting cutpoints and correcting problems generated by categorization are critically evaluated. For the application and comparison of the methods, the dataset from Heart Institute - University of Sao Paulo Medical School (InCor FMUSP) is used, in which the variable ejection fraction is dichotomized and trichotomized.

This study investigated earnings management in European firms. The private investors became victims of manipulated earnings where few laws offered regulatory oversight. The study forensically examined the attributes of earnings management identified using a discretionary accrual model published in Jones' work and Schippers' work. The firms' managers should fulfil agency theory when they made reporting decisions, and they should act in the investors' best interests to fulfil stewardship theory. The managers failed as they seemed to favor insiders when they reported manipulated earnings to outsiders like small investors even though the managers published financial reports conforming to the International Financial Reporting Standards. The investors depended on the decision usefulness of the reports. The study used the data of 432 listed firms in 11 code law nations. The paired t test identified significant differences between reported and economic earnings to find earnings management attributes and between economic and restated earnings to find earnings management cases. The research found that managers seemed to manipulate discretionary accruals to misstate earnings and reduce the decision usefulness of reporting. The data came from published financial reports and databases. The firms represented 11 nations and 9 industries that excluded banking and insurance. Almost 17% of nations and industry segments reflected earnings management attributes. About 29% of firms restated at least one annual earnings, and 84% of the restatements appeared to offset manipulation. The research results should prompt social change for small investors where regulators would redress the manipulation using stronger investor protection laws to improve the reported earnings quality and its decision usefulness.

Cette thèse développe des méthodes de sélection de modèles pour des applications en Biostatistique et plus particulièrement dans le domaine médical. Dans la première partie, nous proposons une méthode et un programme de correction du niveau de signification d'un test lorsque plusieurs codages d'une variable explicative sont essayés. Ce travail est réalisé dans le cadre d'une régression logistique et appliqué à des données sur la relation entre cholestérol et démence. La deuxième partie de la thèse est consacrée au développement d'un critère d'information général permettant de sélectionner un estimateur parmi une famille d'estimateurs semi-paramétriques. Le critère que nous proposons est basé sur l'estimation par bootstrap de l'information de Kullback-Leibler. Nous appliquons ensuite ce critère à la modélisation de l'effet de l'amiante sur le risque de mésothéliome et nous comparons cette approche à la méthode de sélection de Birgé-Massart. Enfin, la troisième partie présente un critère de sélection en présence des données incomplètes. Le critère proposé est une extension du critère developpé dans la deuxième partie. Ce critère, construit sur l'espérance de la log-vraisemblance observée, permet en particulier de sélectionner le paramètre de lissage dans l'estimation lisse de la fonction de risque et de choisir entre des modèles stratifiés et des modèles à risques proportionnels. Nous avons notamment appliqué cette méthode à la modélisation de l'effet du sexe et du niveau d'éducation sur le risque de démence.

Made available in DSpace on 2014-06-12T15:50:15Z (GMT). No. of bitstreams: 2 arquivo1959_1.pdf: 2352925 bytes, checksum: 90760b286db4ed0dcc12ae48554413a9 (MD5) license.txt: 1748 bytes, checksum: 8a4605be74aa9ea9d79846c1fba20a33 (MD5) Previous issue date: 2008 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Estudos recentes têm demonstrado que as redes biológicas apresentam características nãoaleatórias, dentre as quais destacamos a arquitetura modular. Neste trabalho, estamos interessados na organização modular das redes de regulação transcricional (RRT), que modelizam as interações entre genes e proteínas que controlam a sua expressão no nível transcricional. Compreender os mecanismos de regulação transcricional é crucial para se explicar a diversidade morfológica e funcional das células. Nós nos propomos a abordar o problema da identificação de módulos regulatórios transcricionais, i.e. grupos de genes co-regulados e seus reguladores, com ênfase no aspecto computacional. Uma distinção importante deste trabalho é que estamos também interessados em estudar o aspecto evolutivo dos módulos transcricionais. Do ponto de vista biológico, a abordagem proposta está fundamentada em três premissas principais: (i) genes co-regulados são controlados por proteínas regulatórias comuns (fatores de transcrição FTs) e, portanto, eles devem apresentar padrões de sequência (motifs) comuns nas suas regiões regulatórias, que correspondem aos sítios de ligação desses FTs, (ii) genes co-regulados respondem coordenadamente a certas condições ambientais e de desenvolvimento e, logo, devem ser co-expressos sob essas condições, e (iii) uma vez que módulos transcricionais são presumivelmente responsáveis por funções biológicas importantes, eles estão sujeitos a uma maior pressão seletiva e, consequentemente, devem ser evolutivamente conservados. Nós definimos, portanto, o conceito de metamódulo regulatório transcricional (MMRT) como grupos de genes compartilhando motifs e exibindo um comportamento de expressão coerente em contextos específicos consistentemente em várias espécies e propomos modelos probabilísticos para descrever o comportamento modular em termos do compartilhamento de elementos regulatórios (motifs), da co-expressão e da conservação evolutiva das associações funcionais entre os genes com base em dados diversos tais como dados de sequência, de expressão e dados filogenéticos

In this thesis, we present the use of logistic regression method to develop a credit scoring modelusing the raw data of 4447 customers of a bank. The data of customers is collected under 14independent explanatory variables and 1 default indicator. The objective of this thesis is toidentify optimal coefficients. In order to clean data, the raw data set was put through variousdata calibration techniques such as Kurtosis, Skewness, Winsorization to eliminate outliers.On this winsorized dataset, LOGIT analysis is applied in two rounds with multiple statisticaltests. These tests aim to estimate the significance of each independent variable and modelfitness. The optimal coefficients can be used to obtain the credit scores for new customers witha new data set and rank them according to their credit risk.

Dans cette thèse, nous développons une nouvelle méthode de détection de ruptures "Off-line", appelée Dérivée Filtrée avec p-value, sur des paramètres d'une suite de variables aléatoires indépendantes, puis sur le paramètre de Hurst d'un mouvement Brownien multifractionnaire. Cette thèse est composée de trois articles. Dans un premier article paru dans Sequential Analysis nous posons les bases de la méthode Dérivée Filtrée avec p-value (FDpV) en l'appliquant à une suite de variables aléatoires indépendantes. La méthode a une complexité linéaire en temps et en mémoire. Elle est constituée de deux étapes. La première étape utilisant la méthode Dérivée Filtrée détecte les bons instants de ruptures, mais également certaines fausses alarmes. La deuxième étape attribue une p-value à chaque instant de rupture potentiel détecté à la première étape, et élimine les instants dont la p-value est inférieure à un certain seuil critique. Nous démontrons les propriétés asymptotiques nécessaires à la calibration de la méthode. L'efficacité de la méthode a été prouvé tant sur des données simulées que sur des données réelles. Ensuite, nous nous sommes attaqués à l'application de la méthode pour la détection de ruptures sur le paramètre de Hurst d'un mouvement Brownien multifractionnaire. Cela s'est fait en deux phases. La première phase a fait l'objet d'un article à paraitre dans ESAIM P&S où nous avons établi un Théorème Central Limite pour l'estimateur du paramètre de Hurst appelé Increment Ratio Statistic (IRS). Puis, nous avons proposé une version localisée de l'IRS et démontré un TCL local pour estimer la fonction de Hurst d'un mouvement Brownien multifractionnaire. Les preuves sont intuitives et se distinguent par leur simplicité. Elles s'appuient sur le théorème de Breuer-Major et une stratégie originale appelée "freezing of time". La deuxième phase repose sur un nouvel article soumis pour publication. Nous adaptons la méthode FDpV pour détecter des ruptures sur l'indice de Hurst d'un mouvement Brownien fractionnaire constant par morceaux. La statistique sous-jacent de l'algorithme FDpV est un nouvel estimateur de l'indice de Hurst, appelé Increment Zero-Crossing Statistic (IZCS) qui est une variante de l'IRS. La combinaison des méthodes FDpV + IZCS constitue une procédure efficace et rapide avec une complexité linéaire en temps et en mémoire. / This Ph.D dissertation deals with "Off-line" detection of change points on parameters of time series of independent random variables, and in the Hurst parameter of multifrcational Brownian motion. It consists of three articles. In the first paper, published in Sequential Analysis, we set the cornerstones of the Filtered Derivative with p-Value method for the detection of change point on parameters of independent random variables. This method has linear time and memory complexities, with respect to the size of the series. It consists of two steps. The first step is based on Filtered Derivative method which detects the right change points as well as the false ones. We improve the Filtered Derivative method by adding a second step in which we compute the p-values associated to every single potential change point. Then we eliminate false alarms, i.e. the change points which have p-value smaller than a given critical level. We showed asymptotic properties needed for the calibration of the algorithm. The effectiveness of the method has been proved both on simulated data and on real data. Then we moved to the application of the method for the detection of change point on the Hurst parameter of multifractional Brownian motion. This was done in two phases. In the first phase, a paper is to be published in ESAIM P&S where we investigated the Central Limit Theorem of the Increment Ratio Statistic of a multifractional Brownian motion, leading to a CLT for the time varying Hurst index. The proofs are quite simple relying on Breuer-Major theorems and an original freezing of time strategy.The second phase relies on a new paper submitted for publication. We adapted the FDpV method to detect change points on the Hurst parameter of piecewise fractional Brownian motion. The underlying statistics of the FDpV technology is a new statistic estimator for Hurst index, so-called Increment Zero-Crossing Statistic (IZCS) which is a variation of IRS. Both FDpV and IZCS are methods with linear time and memory complexities, with respect to the size of the series.

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