8 resultados para Serial correlation

em Helda - Digital Repository of University of Helsinki


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In the past decade, the Finnish agricultural sector has undergone rapid structural changes. The number of farms has decreased and the average farm size has increased when the number of farms transferred to new entrants has decreased. Part of the structural change in agriculture is manifested in early retirement programmes. In studying farmers exit behaviour in different countries, institutional differences, incentive programmes and constraints are found to matter. In Finland, farmers early retirement programmes were first introduced in 1974 and, during the last ten years, they have been carried out within the European Union framework for these programmes. The early retirement benefits are farmer specific and de-pend on the level of pension insurance the farmer has paid over his active farming years. In order to predict the future development of the agricultural sector, farmers have been frequently asked about their future plans and their plans for succession. However, the plans the farmers made for succession have been found to be time inconsistent. This study estimates the value of farmers stated succession plans in predicting revealed succession decisions. A stated succession plan exists when a farmer answers in a survey questionnaire that the farm is going to be transferred to a new entrant within a five-year period. The succession is revealed when the farm is transferred to a suc-cessor. Stated and revealed behaviour was estimated as a recursive Binomial Probit Model, which accounts for the censoring of the decision variables and controls for a potential correlation between the two equations. The results suggest that the succession plans, as stated by elderly farmers in the questionnaires, do not provide information that is significant and valuable in predicting true, com-pleted successions. Therefore, farmer exit should be analysed based on observed behaviour rather than on stated plans and intentions. As farm retirement plays a crucial role in determining the characteristics of structural change in agriculture, it is important to establish the factors which determine an exit from farming among eld-erly farmers and how off-farm income and income losses affect their exit choices. In this study, the observed choice of pension scheme by elderly farmers was analysed by a bivariate probit model. Despite some variations in significance and the effects of each factor, the ages of the farmer and spouse, the age and number of potential successors, farm size, income loss when retiring and the location of the farm together with the production line were found to be the most important determi-nants of early retirement and the transfer or closure of farms. Recently, the labour status of the spouse has been found to contribute significantly to individual retirement decisions. In this study, the effect of spousal retirement and economic incentives related to the timing of a farming couple s early retirement decision were analysed with a duration model. The results suggest that an expected pension in particular advances farm transfers. It was found that on farms operated by a couple, both early retirement and farm succession took place more often than on farms operated by a single person. However, the existence of a spouse delayed the timing of early retirement. Farming couples were found to co-ordinate their early retirement decisions when they both exit through agricultural retirement programmes, but such a co-ordination did not exist when one of the spouses retired under other pension schemes. Besides changes in the agricultural structure, the share and amount of off-farm income of a farm family s total income has also increased. In the study, the effect of off-farm income on farmers retirement decisions, in addition to other financial factors, was analysed. The unknown parameters were first estimated by a switching-type multivariate probit model and then by the simulated maxi-mum likelihood (SML) method, controlling for farmer specific fixed effects and serial correlation of the errors. The results suggest that elderly farmers off-farm income is a significant determinant in a farmer s choice to exit and close down the farm. However, off-farm income only has a short term effect on structural changes in agriculture since it does not significantly contribute to the timing of farm successions.

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This thesis studies quantile residuals and uses different methodologies to develop test statistics that are applicable in evaluating linear and nonlinear time series models based on continuous distributions. Models based on mixtures of distributions are of special interest because it turns out that for those models traditional residuals, often referred to as Pearson's residuals, are not appropriate. As such models have become more and more popular in practice, especially with financial time series data there is a need for reliable diagnostic tools that can be used to evaluate them. The aim of the thesis is to show how such diagnostic tools can be obtained and used in model evaluation. The quantile residuals considered here are defined in such a way that, when the model is correctly specified and its parameters are consistently estimated, they are approximately independent with standard normal distribution. All the tests derived in the thesis are pure significance type tests and are theoretically sound in that they properly take the uncertainty caused by parameter estimation into account. -- In Chapter 2 a general framework based on the likelihood function and smooth functions of univariate quantile residuals is derived that can be used to obtain misspecification tests for various purposes. Three easy-to-use tests aimed at detecting non-normality, autocorrelation, and conditional heteroscedasticity in quantile residuals are formulated. It also turns out that these tests can be interpreted as Lagrange Multiplier or score tests so that they are asymptotically optimal against local alternatives. Chapter 3 extends the concept of quantile residuals to multivariate models. The framework of Chapter 2 is generalized and tests aimed at detecting non-normality, serial correlation, and conditional heteroscedasticity in multivariate quantile residuals are derived based on it. Score test interpretations are obtained for the serial correlation and conditional heteroscedasticity tests and in a rather restricted special case for the normality test. In Chapter 4 the tests are constructed using the empirical distribution function of quantile residuals. So-called Khmaladze s martingale transformation is applied in order to eliminate the uncertainty caused by parameter estimation. Various test statistics are considered so that critical bounds for histogram type plots as well as Quantile-Quantile and Probability-Probability type plots of quantile residuals are obtained. Chapters 2, 3, and 4 contain simulations and empirical examples which illustrate the finite sample size and power properties of the derived tests and also how the tests and related graphical tools based on residuals are applied in practice.

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Ischemic stroke (IS) is a heterogeneous disease in which outcome is influenced by many factors. The hemostatic system is activated in association with cerebral ischemia, and thus, markers measuring coagulation, fibrinolysis, and vasoactivity could be useful tools in clinical practice. We investigated whether repeated measurements of these markers reveal patterns that might help in evaluating IS patients, including the early diagnosis of stroke subtypes, in estimating prognosis and risk of recurrence, and in selecting a treatment for secondary prevention of stroke. Vasoconstrictor peptide endothelin-1 (ET-1), homocysteine (Hcy), indicators of thrombin formation and activation (prothrombin fragment 1+2/F1+2, thrombin-antithrombin complex/TAT), indicators of plasmin formation and fibrinolysis (tissue plasminogen activator/t-PA, plasminogen activator inhibitor-1/PAI-1, and D-dimer), and natural anticoagulants (antithrombin/AT, protein C/PC, and protein S/PS) were measured in 102 consecutive mild to moderate IS patients on four occasions: on admission and at 1 week, 1 month, and 3 months after stroke, and once in controls. All patients underwent neurological examination and blood sampling in the same session. Furthermore, 42 IS patients with heterozygous factor V Leiden mutation (FVLm) were selected from 740 IS patients without an obvious etiology, and evaluated in detail for specific clinical, laboratory, and radiological features. Measurements of ET-1 and Hcy levels did not disclose information that could aid in the diagnostic evaluation of IS patients. F1+2 level at 3 months after IS had a positive correlation with recurrence of thromboembolic events, and thus, may be used as a predictive marker of subsequent cerebral events. The D-dimer and AT levels on admission and 1 week after IS were strongly associated with stroke severity, outcome, and disability. The specific analysis of IS patients with FVLm more often revealed a positive family history of thrombosis, a higher prevalence of peripheral vascular disease, and multiple infarctions in brain images, most of which were `silent infarcts´. Results of this study support the view that IS patients with sustained activation of both the fibrinolytic and the coagulation systems and increased thrombin generation may have an unfavorable prognosis. The level of activation may reflect the ongoing thrombotic process and the extent of thrombosis. Changes in these markers could be useful in predicting prognosis of IS patients. A clear need exists for a randomized prospective study to determine whether a subgroup of IS patients with markers indicating activation of fibrinolytic and coagulation systems might benefit from more aggressive secondary prevention of IS.

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Multiple sclerosis (MS) is a chronic, inflammatory disease of the central nervous system, characterized especially by myelin and axon damage. Cognitive impairment in MS is common but difficult to detect without a neuropsychological examination. Valid and reliable methods are needed in clinical practice and research to detect deficits, follow their natural evolution, and verify treatment effects. The Paced Auditory Serial Addition Test (PASAT) is a measure of sustained and divided attention, working memory, and information processing speed, and it is widely used in MS patients neuropsychological evaluation. Additionally, the PASAT is the sole cognitive measure in an assessment tool primarly designed for MS clinical trials, the Multiple Sclerosis Functional Composite (MSFC). The aims of the present study were to determine a) the frequency, characteristics, and evolution of cognitive impairment among relapsing-remitting MS patients, and b) the validity and reliability of the PASAT in measuring cognitive performance in MS patients. The subjects were 45 relapsing-remitting MS patients from Seinäjoki Central Hospital, Department of Neurology and 48 healthy controls. Both groups underwent comprehensive neuropsychological assessments, including the PASAT, twice in a one-year follow-up, and additionally a sample of 10 patients and controls were evaluated with the PASAT in serial assessments five times in one month. The frequency of cognitive dysfunction among relapsing-remitting MS patients in the present study was 42%. Impairments were characterized especially by slowed information processing speed and memory deficits. During the one-year follow-up, the cognitive performance was relatively stable among MS patients on a group level. However, the practice effects in cognitive tests were less pronounced among MS patients than healthy controls. At an individual level the spectrum of MS patients cognitive deficits was wide in regards to their characteristics, severity, and evolution. The PASAT was moderately accurate in detecting MS-associated cognitive impairment, and 69% of patients were correctly classified as cognitively impaired or unimpaired when comprehensive neuropsychological assessment was used as a "gold standard". Self-reported nervousness and poor arithmetical skills seemed to explain misclassifications. MS-related fatigue was objectively demonstrated as fading performance towards the end of the test. Despite the observed practice effect, the reliability of the PASAT was excellent, and it was sensitive to the cognitive decline taking place during the follow-up in a subgroup of patients. The PASAT can be recommended for use in the neuropsychological assessment of MS patients. The test is fairly sensitive, but less specific; consequently, the reasons for low scores have to be carefully identified before interpreting them as clinically significant.

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Adult-type hypolactasia (primary lactose malabsorption, lactase non-persistence) is the most common enzyme deficiency worldwide, and manifests with symptoms of lactose intolerance such as abdominal pain, gas formation and diarrhea. In humans with adult-type hypolactasia, lactase activity is high at birth, but declines during childhood to about one-tenth of the activity at birth. In 2002, a one base polymorphism C/T-13910, located 14 kilobases from the starting codon of the lactase-phlorizin hydrolase (LPH) gene was observed to be associated with the persistence of lactase activity. The T-13910 allele (C/T-13910 and T/T-13910 genotypes) associates with persistence of lactase activity throughout life, whereas the C/C-13910 genotype associates with adult-type hypolactasia. In this thesis work, the timing and mechanism of decline of lactase enzyme activity during development was studied using the C/T-13910 polymorphism as a molecular marker. We observed an excellent correlation between low lactase activity and the C/C-13910 genotype in all subjects > 12 years of age, irrespective their ethnicity. In children of African origin, the lactase activity declined somewhat earlier than among Finnish children. Furthermore, we observed an increasing imbalance in the relative lactase mRNA expression from the C-13910 and T-13910 alleles in Finnish children beginning from five years of age. The genetic test for adult-type hypolactasia showed a sensitivity of 93% and a specificity of 100% in the Finnish children and adolescents > 12 years of age. The relation of milk consumption and the milk-related abdominal complaints to the C/T-13910 genotypes associated with lactase persistence/non-persistence was studied by a questionnaire-based approach in > 2100 Finns. Both Finnish children and adults with the C/C-13910 genotype consumed significantly less dairy products compared to those with the C/T-13910 and T/T-13910 genotypes. Flatulence was the only of the abdominal symptoms of lactose intolerance that subjects with the C/C-13910 genotype reported significantly more often than those with the C/T-13910 and T/T-13910 genotypes. A minor proportion (<10%) of subjects with the C/C-13910 genotype, nevertheless, reported drinking milk without any symptoms afterwards. There was no association between cow's milk allergy starting as a newborn and adult-type hypolactasia. In an association study an increased risk of colorectal cancer was observed among those with molecular diagnosis of adult-type hypolactasia. It warrants further studies to clarify whether the increased risk observed in the Finnish population is associated with lactose or decreased intake of dairy products in these subjects.

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High quality of platelet analytics requires specialized knowledge and skills. It was applied to analyze platelet activation and aggregation responses in a prospective controlled study of patients with Finnish type of amyloidosis. The 20 patients with AGel amyloidosis displayed a delayed and more profound platelet shape change than healthy siblings and healthy volunteers, which may be related to altered fragmentation of mutated gelsolin during platelet activation. Alterations in platelet shape change have not been reported in association with platelet disorders. In the rare Bernard-Soulier syndrome with Asn45Ser mutation of glycoprotein (GP) IX, the diagnostic defect in the expression of GPIb-IX-V complex was characterized in seven Finnish patients, also an internationally exceptionally large patient series. When measuring thrombopoietin in serial samples of amniotic fluid and cord blood of 15 pregnant women with confirmed or suspected fetal alloimmune thrombocytopenia, the lower limit of detection could be extended. The results approved that thrombopoietin is present already in amniotic fluid. The application of various non-invasive means for diagnosing thrombocytopenia (TP) revealed that techniques for estimating the proportion of young, i.e. large platelets, such as direct measurement of reticulated platelets and the mean platelet size, would be useful for evaluating platelet kinetics in a given patient. Due to different kinetics between thrombopoietin and increase of young platelets in circulation, these measurements may have most predictive value when measured from simultaneous samples. Platelet autoantibodies were present not only in isolated autoimmune TP but also in patients without TP where disappearance of platelets might be compensated by increased production. The autoantibodies may also persist after TP has been cured. Simultaneous demonstration of increased young platelets (or increased mean platelet volume) in peripheral blood and the presence of platelet associated IgG specificities to major glycoproteins (GPIb-IX and GPIIb-IIIa) may be considered diagnostic for autoimmune TP. Measurement of a soluble marker as a sign of thrombin activation and proceeding deterioration of platelet components was applied to analyze the alterations under several stress factors (storage, transportation and lack of continuous shaking under controlled conditions) of platelet products. The GPV measured as a soluble factor in platelet storage medium showed good correlation with an array of other measurements commonly applied in characterization of stored platelets. The benefits of measuring soluble analyte in a quantitative assay were evident.

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Background: Opiod dependence is a chronic severe brain disorder associated with enormous health and social problems. The relapse back to opioid abuse is very high especially in early abstinence, but neuropsychological and neurophysiological deficits during opioid abuse or soon after cessation of opioids are scarcely investigated. Also the structural brain changes and their correlations with the length of opioid abuse or abuse onset age are not known. In this study the cognitive functions, neural basis of cognitive dysfunction, and brain structural changes was studied in opioid-dependent patients and in age and sex matched healthy controls. Materials and methods: All subjects participating in the study, 23 opioid dependents of whom, 15 were also benzodiazepine and five cannabis co-dependent and 18 healthy age and sex matched controls went through Structured Clinical Interviews (SCID) to obtain DSM-IV axis I and II diagnosis and to exclude psychiatric illness not related to opioid dependence or personality disorders. Simultaneous magnetoencephalography (MEG) and electroencephalography (EEG) measurements were done on 21 opioid-dependent individuals on the day of hospitalization for withdrawal therapy. The neural basis of auditory processing was studied and pre-attentive attention and sensory memory were investigated. During the withdrawal 15 opioid-dependent patients participated in neuropsychological tests, measuring fluid intelligence, attention and working memory, verbal and visual memory, and executive functions. Fifteen healthy subjects served as controls for the MEG-EEG measurements and neuropsychological assessment. The brain magnetic resonance imaging (MRI) was obtained from 17 patients after approximately two weeks abstinence, and from 17 controls. The areas of different brain structures and the absolute and relative volumes of cerebrum, cerebral white and gray matter, and cerebrospinal fluid (CSF) spaces were measured and the Sylvian fissure ratio (SFR) and bifrontal ratio were calculated. Also correlation between the cerebral measures and neuropsychological performance was done. Results: MEG-EEG measurements showed that compared to controls the opioid-dependent patients had delayed mismatch negativity (MMN) response to novel sounds in the EEG and P3am on the contralateral hemisphere to the stimulated ear in MEG. The equivalent current dipole (ECD) of N1m response was stronger in patients with benzodiazepine co-dependence than those without benzodiazepine co-dependence or controls. In early abstinence the opioid dependents performed poorer than the controls in tests measuring attention and working memory, executive function and fluid intelligence. Test results of the Culture Fair Intelligence Test (CFIT), testing fluid intelligence, and Paced Auditory Serial Addition Test (PASAT), measuring attention and working memory correlated positively with the days of abstinence. MRI measurements showed that the relative volume of CSF was significantly larger in opioid dependents, which could also be seen in visual analysis. Also Sylvian fissures, expressed by SFR were wider in patients, which correlated negatively with the age of opioid abuse onset. In controls the relative gray matter volume had a positive correlation with composite cognitive performance, but this correlation was not found in opioid dependents in early abstinence. Conclusions: Opioid dependents had wide Sylvian fissures and CSF spaces indicating frontotemporal atrophy. Dilatation of Sylvian fissures correlated with the abuse onset age. During early withdrawal cognitive performance of opioid dependents was impaired. While intoxicated the pre-attentive attention to novel stimulus was delayed and benzodiazepine co-dependence impaired sound detection. All these changes point to disturbances on frontotemporal areas.

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This thesis describes current and past n-in-one methods and presents three early experimental studies using mass spectrometry and the triple quadrupole instrument on the application of n-in-one in drug discovery. N-in-one strategy pools and mix samples in drug discovery prior to measurement or analysis. This allows the most promising compounds to be rapidly identified and then analysed. Nowadays properties of drugs are characterised earlier and in parallel with pharmacological efficacy. Studies presented here use in vitro methods as caco-2 cells and immobilized artificial membrane chromatography for drug absorption and lipophilicity measurements. The high sensitivity and selectivity of liquid chromatography mass spectrometry are especially important for new analytical methods using n-in-one. In the first study, the fragmentation patterns of ten nitrophenoxy benzoate compounds, serial homology, were characterised and the presence of the compounds was determined in a combinatorial library. The influence of one or two nitro substituents and the alkyl chain length of methyl to pentyl on collision-induced fragmentation was studied, and interesting structurefragmentation relationships were detected. Two nitro group compounds increased fragmentation compared to one nitro group, whereas less fragmentation was noted in molecules with a longer alkyl chain. The most abundant product ions were nitrophenoxy ions, which were also tested in the precursor ion screening of the combinatorial library. In the second study, the immobilized artificial membrane chromatographic method was transferred from ultraviolet detection to mass spectrometric analysis and a new method was developed. Mass spectra were scanned and the chromatographic retention of compounds was analysed using extract ion chromatograms. When changing detectors and buffers and including n-in-one in the method, the results showed good correlation. Finally, the results demonstrated that mass spectrometric detection with gradient elution can provide a rapid and convenient n-in-one method for ranking the lipophilic properties of several structurally diverse compounds simultaneously. In the final study, a new method was developed for caco-2 samples. Compounds were separated by liquid chromatography and quantified by selected reaction monitoring using mass spectrometry. This method was used for caco-2 samples, where absorption of ten chemically and physiologically different compounds was screened using both single and nin- one approaches. These three studies used mass spectrometry for compound identification, method transfer and quantitation in the area of mixture analysis. Different mass spectrometric scanning modes for the triple quadrupole instrument were used in each method. Early drug discovery with n-in-one is area where mass spectrometric analysis, its possibilities and proper use, is especially important.