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Survival models deal with the time until the occurrence of an event of interest. However, in some situations the event may not occur in part of the studied population. The fraction of the populatio...

The use of control charts for monitoring schemes in medical context should consider adjustments to incorporate the specific risk for each individual. Some authors propose the use of a risk-adjusted survival time cumulative sum (RAST CUSUM) control chart to monitor a time-to-event outcome, possibly right censored, using conventional survival models, which do not contemplate the possibility of cure of a patient. We propose to extend this approach considering a risk-adjusted CUSUM chart, based on a cure rate model. We consider a regression model in which the covariates affect the cure fraction. The CUSUM scores are obtained for Weibull and log-logistic promotion time model to monitor a scale parameter for nonimmune individuals. A simulation study was conducted to evaluate and compare the performance of the proposed chart (RACUF CUSUM) with RAST CUSUM, based on optimal control limits and average run length in different situations. As a result, we note that the RAST CUSUM chart is inappropriate when applied to data with a cure rate, while the proposed RACUF CUSUM chart seems to have similar performance if applied to data without a cure rate. The proposed chart is illustrated with simulated data and with a real data set of patients with heart failure treated at the Heart Institute (InCor), at the University of Sao Paulo, Brazil.

In this paper we study the cure rate survival model involving a competitive risk structure with missing categorical covariates. A parametric distribution that can be written as a sequence of one-dimensional conditional distributions is specified for the missing covariates. We consider the missing data at random situation so that the missing covariates may depend only on the observed ones. Parameter estimates are obtained by using the EM algorithm via the method of weights. Extensive simulation studies are conducted and reported to compare estimates efficiency with and without missing data. As expected, the estimation approach taking into consideration the missing covariates presents much better efficiency in terms of mean square errors than the complete case situation. Effects of increasing cured fraction and censored observations are also reported. We demonstrate the proposed methodology with two real data sets. One involved the length of time to obtain a BS degree in Statistics, and another about the ti...

In some survival studies part of the population may be no longer subject to the event of interest. The called cure rate models take this fact into account. They have been extensively studied for several authors who have proposed extensions and applications in real lifetime data. Classic large sample tests are usually considered in these applications, especially the likelihood ratio. Recently a new test called \textit{gradient test} has been proposed. The gradient statistic shares the same asymptotic properties with the classic likelihood ratio and does not involve knowledge of the information matrix, which can be an advantage in survival models. Some simulation studies have been carried out to explore the behavior of the gradient test in finite samples and compare it with the classic tests in different models. However little is known about the properties of these large sample tests in finite sample for cure rate models. In this work we performed a simulation study based on the promotion time model with Weibull distribution, to assess the performance of likelihood ratio and gradient tests in finite samples. An application is presented to illustrate the results.

Este trabalho apresenta um estudo de confiabilidade em dados relativos ao tempo de vida de poços petrolíferos terrestres da Petrobras, produtores de óleo na Bacia Potiguar (RN/CE). O objetivo do estudo foi, com base em um conjunto de dados sobre ocorrências de falhas, verificar a existência do relacionamento entre o tempo de vida dos poços e algumas de suas características, como método de elevação, nível de produção, BSW (Basic Sediments and Water), razão gás óleo (RGO), unidade operacional de origem, entre outras. Os dados foram obtidos de um estudo retrospectivo de uma amostra com 450 poços-colunas que se encontravam em funcionamento no período de 2000 a 2006, escolhida de forma a representar todos os poços da bacia RN/CE. Foi realizada uma modelagem probabilística dos dados relativos à primeira falha através do ajuste do modelo de regressão Weibull. O modelo se mostrou apropriado para ajustar os dados e foi possível identificar, através do teste da razão de verossimilhança, quais e de que forma algumas características influenciam o tempo até a falha dos poços.This work presents a reliability study conducted among on-shore oil fields in the Potiguar Basin (RN/CE) belonging to PETROBRAS, Brazil. The main study objective was to verify the existence of a relationship between oil pump lifetime and some characteristics such as the elevation method, the amount of water produced in the well (BSW), the gas/oil ratio (RGO), the depth of the production pump, the oil field operational unit, among others. The study was based on a retrospective sample of 450 oil columns from all that were functioning between 2000 and 2006. Statistical hypothesis tests under a Weibull regression model fitted to the first failure data allowed the selection of some covariates in the set considered to explain the failure time in the oil pumps.

We address the issue of performing hypothesis testing in accelerated failure time models for non-censored and censored samples. The performances of the likelihood ratio test and a recently proposed test, the gradient test, are compared through simulation. The gradient test features the same asymptotic properties as the classical large sample tests, namely, the likelihood ratio, Wald and score tests. Additionally, it is as simple to compute as the likelihood ratio test. Unlike the score and Wald tests, the gradient test does require the computation of the information matrix, neither observed nor expected. Our study suggests that the gradient test is more reliable than the other classical tests when the sample is of small or moderate size.

We consider parametric accelerated failure time models with random effects to predict the probability of possibly correlated failures occurring in oil wells. In this context, we first consider empirical Bayes predictors (EBP) based on aWeibull distribution for the failure times and on a Gaussian distribution for the random effects.We also obtain empirical best linear unbiased predictors (EBLUP) using a linear mixed model for which the form of the distribution of the random effects is not specified. We compare both approaches using data obtained from an oil-drilling company and suggest how the results may be employed in designing a preventive maintenance program.

Este trabalho apresenta um estudo de confiabilidade em dados relativos ao tempo de vida de poços petrolíferos terrestres da Petrobras, produtores de óleo na Bacia Potiguar (RN/CE). O objetivo do estudo foi, com base em um conjunto de dados sobre ocorrências de falhas, verificar a existência do relacionamento entre o tempo de vida dos poços e algumas de suas características, como método de elevação, nível de produção, BSW (Basic Sediments and Water), razão gás óleo (RGO), unidade operacional de origem, entre outras. Os dados foram obtidos de um estudo retrospectivo de uma amostra com 450 poços-colunas que se encontravam em funcionamento no período de 2000 a 2006, escolhida de forma a representar todos os poços da bacia RN/CE. Foi realizada uma modelagem probabilística dos dados relativos à primeira falha através do ajuste do modelo de regressão Weibull. O modelo se mostrou apropriado para ajustar os dados e foi possível identificar, através do teste da razão de verossimilhança, quais e de que forma algumas características influenciam o tempo até a falha dos poços. This work presents a reliability study conducted among on-shore oil fields in the Potiguar Basin (RN/CE) belonging to PETROBRAS, Brazil. The main study objective was to verify the existence of a relationship between oil pump lifetime and some characteristics such as the elevation method, the amount of water produced in the well (BSW), the gas/oil ratio (RGO), the depth of the production pump, the oil field operational unit, among others. The study was based on a retrospective sample of 450 oil columns from all that were functioning between 2000 and 2006. Statistical hypothesis tests under a Weibull regression model fitted to the first failure data allowed the selection of some covariates in the set considered to explain the failure time in the oil pumps.

In survival studies with families or geographical units it may be of interest testing whether such groups are homogeneous for given explanatory variables. In this paper we consider score type tests for group homogeneity based on a mixing model in which the group effect is modelled as a random variable. As opposed to hazard-based frailty models, this model presents survival times that conditioned on the random effect, has an accelerated failure time representation. The test statistics requires only estimation of the conventional regression model without the random effect and does not require specifying the distribution of the random effect. The tests are derived for a Weibull regression model and in the uncensored situation, a closed form is obtained for the test statistic. A simulation study is used for comparing the power of the tests. The proposed tests are applied to real data sets with censored data.

Background/Aims: Enterocutaneous fistulas are associated with prolonged hospital stay, high morbidity/mortality, and increased hospital costs. This study aims to describe the use of a vacuum system and normal oral diet in dealing with this problem. Methods: Seventy-four consecutive patients with recent and defined external postoperative fistulas were analyzed. Abdominal imaging was used to exclude abscess and distal obstruction. The fistula tract was sealed with Foley catheter, connected to a negative pressure flask, changed daily for 5, 10 or 15 days, as necessary. A normal oral diet was permitted. Results: No patient died. Serum albumin and transferrin showed significantly higher levels at the end of treatment than at the beginning. The moderate and low-output fistulas had the best results (97% closed). Forty-eight (65%) fistulas closed after 5 days, 16 (22%) after 10 days and 4 (5%) after 15 days. Treatment failed in 6 (8%) patients, who subsequently underwent surgery. The fistula did not close in 1 patient with a low output. The cost of the treatment was USD 41.75/day and it was considered cost-effective. Conclusions: The vacuum system demonstrated good results in the treatment of fistulas. It included simplicity, low cost, short hospital stay, absence of skin breakdown, normal eating, good nutrition and activity patterns.

Este trabalho trata do estudo de procedimentos inferenciais em modelos para dados de sobrevivência, sujeitos a alguns aspectos especiais: a ocorrência de correlação entre observações em dados agrupados e a imprecisão na medida de algumas covariáveis relacionadas com a resposta. Consideramos, para isso, extensões da classe de modelos de locação e escala, com aplicações para o modelo de regressão Weibull. Com base nesta classe de modelos, desenvolvemos um teste escore de homogeneidade para dados agrupados, que pode ser usado na presença de censuras. Estendemos posteriormente este teste, utilizando o método do escore corrigido, para admitir também a ocorrência de erros de medida nas covariáveis. Nas duas situações, realizamos simulações para avaliar o poder dos testes. Apresentamos também um procedimento para estimação em dados de sobrevivência agrupados e um estudo de simulação para comparar diferentes métodos de estimação em modelos com erros de medida. Consideramos aplicações com problemas reais para ilustrar alguns procedimentos. not available

We discuss properties of the score statistics for testing the null hypothesis of homogeneity in a Weibull mixing model in which the group effect is modelled as a random variable and some of the covariates are measured with error. The statistics proposed are based on the corrected score approach and they require estimation only under the conventional Weibull model with measurement errors and does not require that the distribution of the random effect be specified. The results in this paper extend results in Gimenez, Bolfarine, and Colosimo (Annals of the Institute of Statistical Mathematics, 52, 698–711, 2000) for the case of independent Weibull models. A simulation study is provided.

Neste trabalho propomos gráficos de controle tipo CUSUM para monitoramento de tempos de sobrevivência. Nossa proposta é desenvolver diferentes estatísticas para o escore do gráfico CUSUM de forma prospectiva. Inicialmente propomos um gráfico CUSUM não paramétrico para monitoramento de populações homogêneas que avalia a variação na estatística log-rank como forma de identificar se há uma mudança significativa no risco de falha ao longo do tempo. Algumas abordagens diferentes foram consideradas e em destaque colocamos o gráfico ZDiff CUSUM, que tem como escore o incremento na estatística Z do teste log-rank em relação à inspeção anterior. Foi constatado, via simulação, que este método é eficiente. Posteriormente investigamos abordagens que levam em conta heterogeneidade na população por meio do modelo de Cox, considerando medidas baseadas na razão de verossimilhanças e em resíduos martingal e deviance. Através de simulações, verificou-se que o método com base na razão de verossimilhanças se mostrou ágil para detectar alteração na taxa de falha, quando se conhece a intensidade da mudança e este valor é informado na construção do teste. Por outro lado, os gráficos CUSUM com base em resíduos são mais simples e se mostraram eficazes para identificar aumentos no padrão da sobrevivência. Estes três métodos e o ZDiff CUSUM foram aplicados a dados de um estudo conduzido no Instituto do Coração (InCor) envolvendo pacientes com insuficiência cardíaca. Foi detectado que ao longo do tempo estes pacientes apresentam sobrevida maior, o que pode estar ligado à melhoria no tratamento e procedimentos realizados no hospital. Como conclusão, sugerimos que os gráficos tipo CUSUM com resíduos do modelo de Cox e o método não paramétrico com teste log-rank podem ser alternativas para utilização na prática em monitoramento de dados de sobrevivência. In this work we propose CUSUM control charts to monitor survival times. Our proposal is to develop different statistics for the CUSUM chart score in a prospective way, to take into account SA approaches. We initially consider a non-parametric approach to monitor homogeneous populations. This CUSUM evaluates the variation on the log-rank test statistics as a way to identify significant changes in the risk of failure. Some different expressions for this have been considered and, in particular, we propose a ZDiff CUSUM chart computed as the increment on the log-rank test statistics Z at each inspection point in relation to the previous one. Based on simulation studies it was found that this method is efficient. Subsequently we investigated approaches that take into account heterogeneity in the population through the Cox model, considering measures based on the likelihood ratio and on martingal and deviance residuals. Through simulations, it was verified that the method based on the likelihood ratio was agile to detect a change in the hazard rate, when the intensity of the change is known and this value is informed in the construction of the test. On the other hand, CUSUM methods based on residuals are simpler and have been shown to be effective in identifying increases in survival pattern. These three methods and the ZDiff CUSUM were applied to a dataset from a study conducted at the Heart Institute (InCor) on patients with heart failure. It has been found that, over time, these patients have greater survival, which may be linked to improved treatment and procedures performed at the hospital. As a conclusion, we suggest that the CUSUM methods based on Cox model residuals and the nonparametric method on the log-rank test may be alternatives for practice in monitoring survival data.

Nesta tese abordamos o aperfeiçoamento de testes de hipóteses na classe dos modelos não-lineares simétricos heteroscedásticos. Inicialmente, aprimoramos os testes de heteroscedasticidade baseados nas estatísticas da razão de verossimilhanças e razão de verossimilhanças perfiladas modificadas. A versão modificada da verossimilhança perfilada considerada neste trabalho é a proposta por Cox e Reid (1987). Em seguida, obtemos um fator de correção tipo-Bartlett para o teste de heteroscedasticidade baseado na estatística gradiente. A estatística gradiente foi proposta por Terrell (2002) e tem recebido crescente atenção na literatura, uma vez que além de ter estrutura simples de calcular e implementar, é assintoticamente equivalente às estatísticas da razão de verossimilhanças, Wald e escore. Ainda, realizamos um estudo de poder local dos testes da razão de verossimilhanças, Wald, escore e gradiente a fim de avaliar (localmente) o poder dos quatro testes. Para cada abordagem realizada, foi desenvolvido um estudo de simulação de Monte Carlo a fim de avaliar o desempenho dos testes sob investigação. In this thesis, we deal with improvement for hypotheses tests in heteroscedastic symmetric nonlinear models. First, we derive Bartlett adjustments for likelihood ratio statistics and modified profile likelihood ratio statistics in order to improve likelihood ratio and modified profile likelihood ratio tests, respectively. Next, we calculate a type-Bartlett adjustment to improve the gradient test, a new hypotheses test proposed by Terrell (2002) which is asymptotically equivalent to likelihood ratio, Wald and score tests. We also treat about the local power of likelihood ratio, Wald, score and gradient tests in heteroscedastic symmetric nonlinear models. For each approach, we develop a Monte Carlo simulation study in order to evaluate the performance of the tests in finite-size samples.

Modelos multi-estados têm sido utilizados para descrever o comportamento de unidades amostrais cuja principal resposta é o tempo necessário para a ocorrência de seqüências de eventos. Consideramos um modelo multi-estados markoviano, não homogêneo, que incorpora covariáveis cujos efeitos podem variar ao longo do tempo (efeitos dinâmicos), o que permite a generalização dos modelos usualmente empregados. Resultados assintóticos mostram que procedimentos de estimação baseados no método histograma crivo convergem para um processo gaussiano. A metodologia proposta mostra-se adequada na modelagem de dados reais para comparação de desenvolvimento de recém-nascidos pré-termo com os a termo. Estudos com dados gerados artificialmente confirmam os resultados teóricos obtidos. Multi-state models have been used to describe the behavior of sample units where the principal response is the time needed for the occurrence of a sequence of events. We consider a non-homogeneous Markovian multi-state model that incorporates covariates with time-dependent coefficient (dynamic effects), generalizing models usually employed. The asymptotic results show that the estimators based on the method of histogram sieves converge to a Gaussian process. The proposed methodology revels adequated for modeling data related to the comparison of developement of preterm infants with term infants. The studies with artificially generated data confirm the asymptotic results.