Bayesian analysis of the error correction model

This paper presents a method for estimating the posterior probability density of the cointegrating rank of a multivariate error correction model. A second contribution is the careful elicitation of the prior for the cointegrating vectors derived from a prior on the cointegrating space. This prior obtains naturally from treating the cointegrating space as the parameter of interest in inference and overcomes problems previously encountered in Bayesian cointegration analysis. Using this new prior and Laplace approximation, an estimator for the posterior probability of the rank is given. The approach performs well compared with information criteria in Monte Carlo experiments. (C) 2003 Elsevier B.V. All rights reserved.

Characterizing QALYs under a general rank dependent utility model

This paper provides a characterization of QALYs, the most important outcome measure in medical decision making, in the context of a general rank dependent utility model. We show that both for chronic and for nonchronic health states the characterization of QALYs depends on intuitive conditions. This facilitates the assessment of the validity of QALYs in rank dependent non-expected utility theories and a comparison with other utility based measures of health.

Model specification tests in nonparametric stochastic regression models

In this paper, we consider testing for additivity in a class of nonparametric stochastic regression models. Two test statistics are constructed and their asymptotic distributions are established. We also conduct a small sample study for one of the test statistics through a simulated example. (C) 2002 Elsevier Science (USA).

Simulation of the influence of rate- and state-dependent friction on the macroscopic behavior of complex fault zones with the lattice solid model

In order to understand the earthquake nucleation process, we need to understand the effective frictional behavior of faults with complex geometry and fault gouge zones. One important aspect of this is the interaction between the friction law governing the behavior of the fault on the microscopic level and the resulting macroscopic behavior of the fault zone. Numerical simulations offer a possibility to investigate the behavior of faults on many different scales and thus provide a means to gain insight into fault zone dynamics on scales which are not accessible to laboratory experiments. Numerical experiments have been performed to investigate the influence of the geometric configuration of faults with a rate- and state-dependent friction at the particle contacts on the effective frictional behavior of these faults. The numerical experiments are designed to be similar to laboratory experiments by DIETERICH and KILGORE (1994) in which a slide-hold-slide cycle was performed between two blocks of material and the resulting peak friction was plotted vs. holding time. Simulations with a flat fault without a fault gouge have been performed to verify the implementation. These have shown close agreement with comparable laboratory experiments. The simulations performed with a fault containing fault gouge have demonstrated a strong dependence of the critical slip distance D-c on the roughness of the fault surfaces and are in qualitative agreement with laboratory experiments.

Random error in willingness to pay measurement: A multiple indicators, latent variable approach to the reliability of contingent values

The reliability of measurement refers to unsystematic error in observed responses. Investigations of the prevalence of random error in stated estimates of willingness to pay (WTP) are important to an understanding of why tests of validity in CV can fail. However, published reliability studies have tended to adopt empirical methods that have practical and conceptual limitations when applied to WTP responses. This contention is supported in a review of contingent valuation reliability studies that demonstrate important limitations of existing approaches to WTP reliability. It is argued that empirical assessments of the reliability of contingent values may be better dealt with by using multiple indicators to measure the latent WTP distribution. This latent variable approach is demonstrated with data obtained from a WTP study for stormwater pollution abatement. Attitude variables were employed as a way of assessing the reliability of open-ended WTP (with benchmarked payment cards) for stormwater pollution abatement. The results indicated that participants' decisions to pay were reliably measured, but not the magnitude of the WTP bids. This finding highlights the need to better discern what is actually being measured in VVTP studies, (C) 2003 Elsevier B.V. All rights reserved.

Equity weights in the allocation of health care: the rank-dependent QALY model

This paper introduces the rank-dependent quality-adjusted life-years (QALY) model, a new method to aggregate QALYs in economic evaluations of health care. The rank-dependent QALY model permits the formalization of influential concepts of equity in the allocation of health care, such as the fair innings approach, and it includes as special cases many of the social welfare functions that have been proposed in the literature. An important advantage of the rank-dependent QALY model is that it offers a straightforward procedure to estimate equity weights for QALYs. We characterize the rank-dependent QALY model and argue that its central condition has normative appeal. (C) 2003 Elsevier B.V. All rights reserved.

Novel strategies in feedforward adaptation to a position-dependent perturbation

To investigate the control mechanisms used in adapting to position-dependent forces, subjects performed 150 horizontal reaching movements over 25 cm in the presence of a position-dependent parabolic force field (PF). The PF acted only over the first 10 cm of the movement. On every fifth trial, a virtual mechanical guide (double wall) constrained subjects to move along a straight-line path between the start and target positions. Its purpose was to register lateral force to track formation of an internal model of the force field, and to look for evidence of possible alternative adaptive strategies. The force field produced a force to the right, which initially caused subjects to deviate in that direction. They reacted by producing deviations to the left, into the force field, as early as the second trial. Further adaptation resulted in rapid exponential reduction of kinematic error in the latter portion of the movement, where the greatest perturbation to the handpath was initially observed, whereas there was little modification of the handpath in the region where the PF was active. Significant force directed to counteract the PF was measured on the first guided trial, and was modified during the first half of the learning set. The total force impulse in the region of the PF increased throughout the learning trials, but it always remained less than that produced by the PF. The force profile did not resemble a mirror image of the PF in that it tended to be more trapezoidal than parabolic in shape. As in previous studies of force-field adaptation, we found that changes in muscle activation involved a general increase in the activity of all muscles, which increased arm stiffness, and selectively-greater increases in the activation of muscles which counteracted the PF. With training, activation was exponentially reduced, albeit more slowly than kinematic error. Progressive changes in kinematics and EMG occurred predominantly in the region of the workspace beyond the force field. We suggest that constraints on muscle mechanics limit the ability of the central nervous system to employ an inverse dynamics model to nullify impulse-like forces by generating mirror-image forces. Consequently, subjects adopted a strategy of slightly overcompensating for the first half of the force field, then allowing the force field to push them in the opposite direction. Muscle activity patterns in the region beyond the boundary of the force field were subsequently adjusted because of the relatively-slow response of the second-order mechanics of muscle impedance to the force impulse.

Type III secretion contact-dependent model for the intracellular development of Chlamydia

The medically significant genus Chlamydia is a class of obligate intracellular bacterial pathogens that replicate within vacuoles in host eukaryotic cells termed inclusions. Chlamydia's developmental cycle involves two forms; an infectious extracellular form, known as an elementary body (EB), and a non-infectious form, known as the reticulate body (RB), that replicates inside the vacuoles of the host cells. The RB surface is covered in projections that are in intimate contact with the inclusion membrane. Late in the developmental cycle, these reticulate bodies differentiate into the elementary body form. In this paper, we present a hypothesis for the modulation of these developmental events involving the contact-dependent type III secretion (TTS) system. TTS surface projections mediate intimate contact between the RB and the inclusion membrane. Below a certain number of projections, detachment of the RB provides a signal for late differentiation of RB into EB. We use data and develop a mathematical model investigating this hypothesis. If the hypothesis proves to be accurate, then we have shown that increasing the number of inclusions per host cell will increase the number of infectious progeny EB until some optimal number of inclusions. For more inclusions than this optimum, the infectious yield is reduced because of spatial restrictions. We also predict that a reduction in the number of projections on the surface of the RB (and as early as possible during development) will significantly reduce the burst size of infectious EB particles. Many of the results predicted by the model can be tested experimentally and may lead to the identification of potential targets for drug design. © Society for Mathematical Biology 2006.