Modeling left-truncated and right-censored survival data with longitudinal covariates

There is a surge in medical follow-up studies that include longitudinal covariates in the modeling of survival data. So far, the focus has been largely on right-censored survival data. We consider survival data that are subject to both left truncation and right censoring. Left truncation is well known to produce biased sample. The sampling bias issue has been resolved in the literature for the case which involves baseline or time-varying covariates that are observable. The problem remains open, however, for the important case where longitudinal covariates are present in survival models. A joint likelihood approach has been shown in the literature to provide an effective way to overcome those difficulties for right-censored data, but this approach faces substantial additional challenges in the presence of left truncation. Here we thus propose an alternative likelihood to overcome these difficulties and show that the regression coefficient in the survival component can be estimated unbiasedly and efficiently. Issues about the bias for the longitudinal component are discussed. The new approach is illustrated numerically through simulations and data from a multi-center AIDS cohort study.Comment: Published in at http://dx.doi.org/10.1214/12-AOS996 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

The Lending-Deposit Rate Relationship in Eastern European Countries: Evidence from the Rank Test for Non-linear Cointegration

This study carries out an examination of the potential non-linear cointegration between the lending and deposit rates of eight Eastern European countries using the non-parametric rank tests proposed by Breitung (2001). Based upon our adoption in this study of the threshold error-correction model (TECM), we find solid evidence of an asymmetric price transmission effect, in both the short term and the long term, between lending and deposit rates. Thus, our results reveal that there are indeed such long-run non-linear cointegration relationships between the lending and deposit rates in these Eastern European countries. Furthermore, we go on to successfully capture the dynamic adjustment of the spread.lending-deposit rates, rank test, non-linearity

Automatic Detection of Pain from Spontaneous Facial Expressions

This paper presents a new approach for detecting pain in sequences of spontaneous facial expressions. The motivation for this work is to accompany mobile-based self-management of chronic pain as a virtual sensor for tracking patients' expressions in real-world settings. Operating under such constraints requires a resource efficient approach for processing non-posed facial expressions from unprocessed temporal data. In this work, the facial action units of pain are modeled as sets of distances among related facial landmarks. Using standardized measurements of pain versus no-pain that are specific to each user, changes in the extracted features in relation to pain are detected. The activated features in each frame are combined using an adapted form of the Prkachin and Solomon Pain Intensity scale (PSPI) to detect the presence of pain per frame. Painful features must be activated in N consequent frames (time window) to indicate the presence of pain in a session. The discussed method was tested on 171 video sessions for 19 subjects from the McMaster painful dataset for spontaneous facial expressions. The results show higher precision than coverage in detecting sequences of pain. Our algorithm achieves 94% precision (F-score=0.82) against human observed labels, 74% precision (F-score=0.62) against automatically generated pain intensities and 100% precision (F-score=0.67) against self-reported pain intensities