Critical values for unit root and cointegration test statistics - the use of response surface equations

This note considers the value of surface response equations which can be used to calculate critical values for a range of unit root and cointegration tests popular in applied economic research.

Predictors of local recurrence after treatment of ductal carcinoma in situ - A meta-analysis

lBACKGROUND. Management of patients with ductal carcinoma in situ (DCIS) is a dilemma, as mastectomy provides nearly a 100% cure rate but at the expense of physical and psychologic morbidity. It would be helpful if we could predict which patients with DCIS are at sufficiently high risk of local recurrence after conservative surgery (CS) alone to warrant postoperative radiotherapy (RT) and which patients are at sufficient risk of local recurrence after CS + RT to warrant mastectomy. The authors reviewed the published studies and identified the factors that may be predictive of local recurrence after management by mastectomy, CS alone, or CS + RT. METHODS. The authors examined patient, tumor, and treatment factors as potential predictors for local recurrence and estimated the risks of recurrence based on a review of published studies. They examined the effects of patient factors (age at diagnosis and family history), tumor factors (sub-type of DCIS, grade, tumor size, necrosis, and margins), and treatment (mastectomy, CS alone, and CS + RT). The 95% confidence intervals (CI) of the recurrence rates for each of the studies were calculated for subtype, grade, and necrosis, using the exact binomial; the summary recurrence rate and 95% CI for each treatment category were calculated by quantitative meta-analysis using the fixed and random effects models applied to proportions. RESULTS, Meta-analysis yielded a summary recurrence rate of 22.5% (95% CI = 16.9-28.2) for studies employing CS alone, 8.9% (95% CI = 6.8-11.0) for CS + RT, and 1.4% (95% CI = 0.7-2.1) for studies involving mastectomy alone. These summary figures indicate a clear and statistically significant separation, and therefore outcome, between the recurrence rates of each treatment category, despite the likelihood that the patients who underwent CS alone were likely to have had smaller, possibly low grade lesions with clear margins. The patients with risk factors of presence of necrosis, high grade cytologic features, or comedo subtype were found to derive the greatest improvement in local control with the addition of RT to CS. Local recurrence among patients treated by CS alone is approximately 20%, and one-half of the recurrences are invasive cancers. For most patients, RT reduces the risk of recurrence after CS alone by at least 50%. The differences in local recurrence between CS alone and CS + RT are most apparent for those patients with high grade tumors or DCIS with necrosis, or of the comedo subtype, or DCIS with close or positive surgical margins. CONCLUSIONS, The authors recommend that radiation be added to CS if patients with DCIS who also have the risk factors for local recurrence choose breast conservation over mastectomy. The patients who may be suitable for CS alone outside of a clinical trial may be those who have low grade lesions with little or no necrosis, and with clear surgical margins. Use of the summary statistics when discussing outcomes with patients may help the patient make treatment decisions. Cancer 1999;85:616-28. (C) 1999 American Cancer Society.

Asymmetry and duration dependence in Australian GDP and unemployment

The per iodic structure of business cycles suggests that significant asymmetries are present over different phases of the cycle. This paper uses markov regime-switching models with fixed and duration dependent transition probabilities to directly model expansions, contractions and durations in Australian GDP growth and unemployment growth. Evidence is found of significant asymmetry in growth rates across expansions and contractions for both series. GDP contractions exhibit duration dependence implying that as output recessions age the likelihood of switching into an expansion phase increases. Unemployment growth does not exhibit duration dependence in either phase. Evidence is also presented that non-linearities in unemployment growth are well explained by the asymmetries in the GDP growth cycle. The analysis suggests that recessions are periods of rapid and intense job destruction, that Australian unemployment tends to ratchet up in recessionary periods and, in contrast to US and UK studies, that shocks to Australian unemployment growth are more persistent in recessions than expansions. [E37 C5 C41].

Building better wildlife-habitat models

Wildlife-habitat models are an important tool in wildlife management toda?, and by far the majority of these predict aspects of species distribution (abundance or presence) as a proxy measure of habitat quality. Unfortunately, few are tested on independent data, and of those that are, few show useful predictive st;ill. We demonstrate that six critical assumptions underlie distribution based wildlife-habitat models, all of which must be valid for the model to predict habitat quality. We outline these assumptions in a mete-model, and discuss methods for their validation. Even where all sis assumptions show a high level of validity, there is still a strong likelihood that the model will not predict habitat quality. However, the meta-model does suggest habitat quality can be predicted more accurately if distributional data are ignored, and variables more indicative of habitat quality are modelled instead.

Finite element analysis of flow patterns near geological lenses in hydrodynamic and hydrothermal systems

We use theoretical and numerical methods to investigate the general pore-fluid flow patterns near geological lenses in hydrodynamic and hydrothermal systems respectively. Analytical solutions have been rigorously derived for the pore-fluid velocity, stream function and excess pore-fluid pressure near a circular lens in a hydrodynamic system. These analytical solutions provide not only a better understanding of the physics behind the problem, but also a valuable benchmark solution for validating any numerical method. Since a geological lens is surrounded by a medium of large extent in nature and the finite element method is efficient at modelling only media of finite size, the determination of the size of the computational domain of a finite element model, which is often overlooked by numerical analysts, is very important in order to ensure both the efficiency of the method and the accuracy of the numerical solution obtained. To highlight this issue, we use the derived analytical solutions to deduce a rigorous mathematical formula for designing the computational domain size of a finite element model. The proposed mathematical formula has indicated that, no matter how fine the mesh or how high the order of elements, the desired accuracy of a finite element solution for pore-fluid flow near a geological lens cannot be achieved unless the size of the finite element model is determined appropriately. Once the finite element computational model has been appropriately designed and validated in a hydrodynamic system, it is used to examine general pore-fluid flow patterns near geological lenses in hydrothermal systems. Some interesting conclusions on the behaviour of geological lenses in hydrodynamic and hydrothermal systems have been reached through the analytical and numerical analyses carried out in this paper.

On modifications to the long-term survival mixture model in the presence of competing risks

A mixture model for long-term survivors has been adopted in various fields such as biostatistics and criminology where some individuals may never experience the type of failure under study. It is directly applicable in situations where the only information available from follow-up on individuals who will never experience this type of failure is in the form of censored observations. In this paper, we consider a modification to the model so that it still applies in the case where during the follow-up period it becomes known that an individual will never experience failure from the cause of interest. Unless a model allows for this additional information, a consistent survival analysis will not be obtained. A partial maximum likelihood (ML) approach is proposed that preserves the simplicity of the long-term survival mixture model and provides consistent estimators of the quantities of interest. Some simulation experiments are performed to assess the efficiency of the partial ML approach relative to the full ML approach for survival in the presence of competing risks.

Comparison of coherent and weakly incoherent transport models for the interlayer magnetoresistance of layered Fermi liquids

The interlayer magnetoresistance of layered metals in a tilted magnetic field is calculated for two distinct models for the interlayer transport. The first model involves coherent interlayer transport, and makes use of results of semiclassical or Bloch-Boltzmann transport theory. The second model involves weakly incoherent interlayer transport where the electron is scattered many times within a layer before tunneling into the next layer. The results are relevant to the interpretation of experiments on angular-dependent magnetoresistance oscillations (AMRO) in quasi-one- and quasi-two-dimensional organic metals. We find that the dependence of the magnetoresistance on the direction of the magnetic field is identical for both models except when the field is almost parallel to the layers. An important implication of this result is that a three-dimensional Fermi surface is not necessary for the observation of the Yamaji and Danner oscillations seen in quasi-two- and quasi-one-dimensional metals, respectively. A universal expression is given for the dependence of the resistance at AMRO maxima and minima on the magnetic field and scattering time (and thus the temperature). We point out three distinctive features of coherent interlayer transport: (i) a beat frequency in the magnetic oscillations of quasi-two-dimensional systems, (ii) a peak in the angular-dependent magnetoresistance when the field is sufficiently large and parallel to the layers, and (iii) a crossover from a linear to a quadratic field dependence for the magnetoresistance when the field is parallel to the layers. Properties (i) and (ii) are compared with published experimental data for a range of quasi-two-dimensional organic metals. [S0163-1829(99)02236-5].

Periodic orbit resonances in layered metals in tilted magnetic fields

The frequency dependence of the interlayer conductivity of a layered Fermi liquid in a magnetic field that is tilted away from the normal to the layers is considered. For both quasi-one- and quasi-two-dimensional systems resonances occur when the frequency is a harmonic of the frequency at which the magnetic field causes the electrons to oscillate on the Fermi surface within the layers. The intensity of the different harmonic resonances varies significantly with the direction of the field. The resonances occur for both coherent and weakly incoherent interlayer transport and so their observation does not imply the existence of a three-dimensional Fermi surface. [S0163-1829(99)51240-X].

Hemichordates and deuterostome evolution: robust molecular phylogenetic support for a hemichordate plus echinoderm clade

Hemichordates were traditionally allied to the chordates, but recent molecular analyses have suggested that hemichordates are a sister group to the echinoderms, a relationship that has important consequences for the interpretation of the evolution of deuterostome body plans. However, the molecular phylogenetic analyses to date have not provided robust support for the hemichordate + echinoderm clade. We use a maximum likelihood framework, including the parametric bootstrap, to reanalyze DNA data from complete mitochondrial genomes and nuclear 18S rRNA. This approach provides the first statistically significant support for the hemichordate + echinoderm clade from molecular data. This grouping implies that the ancestral deuterostome had features that included an adult with a pharynx and a dorsal nerve cord and an indirectly developing dipleurula-like larva.

Quasistationarity of continuous-time Markov chains with positive drift

We shall study continuous-time Markov chains on the nonnegative integers which are both irreducible and transient, and which exhibit discernible stationarity before drift to infinity sets in. We will show how this 'quasi' stationary behaviour can be modelled using a limiting conditional distribution: specifically, the limiting state probabilities conditional on not having left 0 for the last time. By way of a dual chain, obtained by killing the original process on last exit from 0, we invoke the theory of quasistationarity for absorbing Markov chains. We prove that the conditioned state probabilities of the original chain are equal to the state probabilities of its dual conditioned on non-absorption, thus allowing us to establish the simultaneous existence and then equivalence, of their limiting conditional distributions. Although a limiting conditional distribution for the dual chain is always a quasistationary distribution in the usual sense, a similar statement is not possible for the original chain.

Induction of an antigen-specific CTL response by a conformationally biased agonist of human C5a anaphylatoxin as a molecular adjuvant

A conformationally biased decapeptide agonist of human C5a anaphylatoxin (YSPKPMPLaR) was used as a molecular adjuvant in stimulating an Ag-specific CTL response against murine P815S target cells expressing an Ld-restricted CTL epitope of the hepatitis B surface Ag (HBsAg), Groups of BALB/c mice (H-2(d)) were immunized with aqueous solutions of the HBsAg CTL epitopes (IPQSLDSWWTSL and IPQSLDSTaVTSLRR); the C5a agonist (YSFKPMPLaR); the C5a agonist and HBsAg CTL epitopes admired (IPQSLDSWWTSL and IPQSLDSWWTSLRR + YSFKPMPLaR); the C5a-active, HBsAg CTL epitope-C5a agonist constructs (IPQSLDSWWTSLYSFKPMPLaR, IPQSLDSWWTSLRRYSFKPMPLaR, and IPQSLDSWWTSLRVRRYSFPMPLaR); a C5a-inactive, reverse-moiety construct (YSFKPMPLaRRRIPQSLDSWWTSL); and a C5a-attenuated, carboxyl-terminal-blocked construct (IPQSLDSWWTSLRRYSFKPMPLaRG). Ag-specific CD8(+) CTL responses were observed after the secondary boost in the absence of any added adjuvant only in mice that were immunized with C5a-active contructs, IPQSLDSWWTSLRRYSFKPMPLaR and IPQSLDSWWTSLRVRRYSFKPMPLaR. These two C5a-active immunogens contained potential subtilisin-sensitive linker sequences between the HBsAg CTL epitope and the C5a agonist; i.e., a double-Arg (RR) and a furin protease sensitive sequence (RVRR), The introduction of these potentially cleavable sequences may be a method of increasing the likelihood of liberating the CTL epitope from the C5a agonist by intracellular proteases, thereby facilitating entry of the epitope into Ag-processing pathways via an exogenous route.

High HIV incidence and prevalence among young women in rural South Africa: Developing a cohort for intervention trials

Objective: To measure prevalence and model incidence of HIV infection. Setting: 2013 consecutive pregnant women attending public sector antenatal clinics in 1997 in Hlabisa health district, South Africa. Historical seroprevalence data, 1992-1995. Methods: Serum remaining from syphilis testing was tested anonymously for antibodies to HIV to determine seroprevalence. Two models, allowing for differential mortality between HIV-positive and HIV-negative people, were used. The first used serial seroprevalence data to estimate trends in annual incidence. The second, a maximum likelihood model, took account of changing force of infection and age-dependent risk of infection, to estimate age-specific HIV incidence in 1997. Multiple logistic regression provided adjusted odds ratios (OR) for risk factors for prevalent HIV infection. Results: Estimated annual HIV incidence increased from 4% in 1992/1993 to 10% in 1996/1997. In 1997, highest age-specific incidence was 16% among women aged between 20 and 24 years. in 1997, overall prevalence was 26% (95% confidence interval [CI], 24%-28%) and at 34% was highest among women aged between 20 and 24 years. Young age (<30 years; odds ratio [OR], 2.1; p = .001), unmarried status (OR 2.2; p = .001) and living in less remote parts of the district (OR 1.5; p = .002) were associated with HIV prevalence in univariate analysis. Associations were less strong in multivariate analysis. Partner's migration status was not associated with HIV infection. Substantial heterogeneity of HIV prevalence by clinic was observed (range 17%-31%; test for trend, p = .001). Conclusions: This community is experiencing an explosive HIV epidemic. Young, single women in the more developed parts of the district would form an appropriate cohort to test, and benefit from, interventions such as vaginal microbicides and HIV vaccines.

High-frequency acousto-electric single-photon source

We propose a single optical photon source for quantum cryptography based on the acoustoelectric effect. Surface acoustic waves (SAWs) propagating through a quasi-one-dimensional channel have been shown to produce packets of electrons that reside in the SAW minima and travel at the velocity of sound. In our scheme, the electron packets are injected into a p-type region, resulting in photon emission. Since the number of electrons in each packet can be controlled down to a single electron, a stream of single- (or N-) photon states, with a creation time strongly correlated with the driving acoustic field, should be generated.

Cyclotron effective masses in layered metals

Many layered metals such as quasi-two-dimensional organic molecular crystals show properties consistent with a Fermi-liquid description at low temperatures. The effective masses extracted from the temperature dependence of the magnetic oscillations observed in these materials are in the range, m(c)*/m(e) similar to 1 - 7, suggesting that these systems are strongly correlated. However, the ratio m(c)*/m(e) contains both the renormalization due to the electron-electron interaction and the periodic potential of the lattice. We show that for any quasi-two-dimensional band structure, the cyclotron mass is proportional to the density-of-states at the Fermi energy. Due to Luttinger's theorem, this result is also valid in the presence of interactions. We then evaluate m(c) for several model band structures for the beta, kappa, and theta families of (BEDT-TTF)(2)X, where BEDT-TTF is bis-(ethylenedithia-tetrathiafulvalene) and X is an anion. We find that for kappa-(BEDT-TTF)(2)X, the cyclotron mass of the beta orbit, m(c)*(beta) is close to 2 m(c)*(alpha), where m(c)*(alpha) is the effective mass of the alpha orbit. This result is fairly insensitive to the band-structure details. For a wide range of materials we compare values of the cyclotron mass deduced from band-structure calculations to values deduced from measurements of magnetic oscillations and the specific-heat coefficient gamma.

Coupled experimental and thermodynamic modeling studies for metallurgical smelting and coal combustion slag systems

An extensive research program focused on the characterization of various metallurgical complex smelting and coal combustion slags is being undertaken. The research combines both experimental and thermodynamic modeling studies. The approach is illustrated by work on the PbO-ZnO-Al2O3-FeO-Fe2O3-CaO-SiO2 system. Experimental measurements of the liquidus and solidus have been undertaken under oxidizing and reducing conditions using equilibration, quenching, and electron probe X-ray microanalysis. The experimental program has been planned so as to obtain data for thermodynamic model development as well as for pseudo-ternary Liquidus diagrams that can be used directly by process operators. Thermodynamic modeling has been carried out using the computer system FACT, which contains thermodynamic databases with over 5000 compounds and evaluated solution models. The FACT package is used for the calculation of multiphase equilibria in multicomponent systems of industrial interest. A modified quasi-chemical solution model is used for the liquid slag phase. New optimizations have been carried out, which significantly improve the accuracy of the thermodynamic models for lead/zinc smelting and coal combustion processes. Examples of experimentally determined and calculated liquidus diagrams are presented. These examples provide information of direct relevance to various metallurgical smelting and coal combustion processes.