Forecasting with serially correlated regression models

In this article we investigate the asymptotic and finite-sample properties of predictors of regression models with autocorrelated errors. We prove new theorems associated with the predictive efficiency of generalized least squares (GLS) and incorrectly structured GLS predictors. We also establish the form associated with their predictive mean squared errors as well as the magnitude of these errors relative to each other and to those generated from the ordinary least squares (OLS) predictor. A large simulation study is used to evaluate the finite-sample performance of forecasts generated from models using different corrections for the serial correlation.

Long-term outcome of a school-based, universal approach to prevention of depression in adolescents

In this study. the authors examined the 2-, 3-, and 4-year outcomes of a school-based, universal approach to the prevention of adolescent depression. Despite initial short-term positive effects, these benefits were not maintained over time. Adolescents who completed the teacher-administered cognitive-behavioral intervention did not differ significantly from adolescents in the monitoring-control condition in terms of changes in depressive symptoms, problem solving, attributional style, or other indicators of psychopathology from preintervention to 4-year follow-up. Results were equivalent irrespective of initial level of depressive symptoms.

A comparison between three and five factor models of Pakistani personality data

The Eysenck Personality Questionnaire-Revised (EPQ-R), the Eysenck Personality Profiler Short Version (EPP-S), and the Big Five Inventory (BFI-V4a) were administered to 135 postgraduate students of business in Pakistan. Whilst Extraversion and Neuroticism scales from the three questionnaires were highly correlated, it was found that Agreeableness was most highly correlated with Psychoticism in the EPQ-R and Conscientiousness was most highly correlated with Psychoticism in the EPP-S. Principal component analyses with varimax rotation were carried out. The analyses generally suggested that the five factor model rather than the three-factor model was more robust and better for interpretation of all the higher order scales of the EPQ-R, EPP-S, and BFI-V4a in the Pakistani data. Results show that the superiority of the five factor solution results from the inclusion of a broader variety of personality scales in the input data, whereas Eysenck's three factor solution seems to be best when a less complete but possibly more important set of variables are input. (C) 2001 Elsevier Science Ltd. All rights reserved.

Integrable Kondo impurities in the one-dimensional supersymmetric U model of strongly correlated electrons

Integrable Kondo impurities in the one-dimensional supersymmetric U model of strongly correlated electrons are studied by means of the boundary graded quantum inverse scattering method. The boundary K-matrices depending on the local magnetic moments of the impurities are presented as non-trivial realizations of the reflection equation algebras in an impurity Hilbert space. Furthermore, the model Hamiltonian is diagonalized and the Bethe ansatz equations are derived. It is interesting to note that our model exhibits a free parameter in the bulk Hamiltonian but no free parameter exists on the boundaries. This is in sharp contrast to the impurity models arising from the supersymmetric t-J and extended Hubbard models where there is no free parameter in the bulk but there is a free parameter on each boundary.

Integrable Kondo impurities in one-dimensional extended Hubbard models

Three kinds of integrable Kondo problems in one-dimensional extended Hubbard models are studied by means of the boundary graded quantum inverse scattering method. The boundary K matrices depending on the local moments of the impurities are presented as a nontrivial realization of the graded reflection equation algebras acting in a (2s alpha + 1)-dimensional impurity Hilbert space. Furthermore, these models are solved using the algebraic Bethe ansatz method, and the Bethe ansatz equations are obtained.

Integrable Kondo impurity in one-dimensional q-deformed t-J models

Integrable Kondo impurities in two cases of one-dimensional q-deformed t-J models are studied by means of the boundary Z(2)-graded quantum inverse scattering method. The boundary K matrices depending on the local magnetic moments of the impurities are presented as nontrivial realizations of the reflection equation algebras in an impurity Hilbert space. Furthermore, these models are solved by using the algebraic Bethe ansatz method and the Bethe ansatz equations are obtained.

Algebraic Bethe ansatz for integrable one-dimensional extended Hubbard models with open boundary conditions

Nine classes of integrable open boundary conditions, further extending the one-dimensional U-q (gl (212)) extended Hubbard model, have been constructed previously by means of the boundary Z(2)-graded quantum inverse scattering method. The boundary systems are now solved by using the algebraic Bethe ansatz method, and the Bethe ansatz equations are obtained for all nine cases.

Integrable extended hubbard models with boundary Kondo impurities

Three kinds of integrable Kondo impurity additions to one-dimensional q-deformed extended Hubbard models are studied by means of the boundary Z(2)-graded quantum inverse scattering method. The boundary K matrices depending on the local magnetic moments of the impurities are presented as nontrivial realisations of the reflection equation algebras in an impurity Hilbert space. The models are solved by using the algebraic Bethe ansatz method, and the Bethe ansatz equations are obtained.

Validation and refinement of survival models for liver retransplantation

Orthotopic liver retransplantation (re-OLT) is highly controversial. The objectives of this study were to determine the validity of a recently developed United Network for Organ Sharing (UNOS) multivariate model using an independent cohort of patients undergoing re-OLT outside the United States, to determine whether incorporation of other variables that were incomplete in the UNOS registry would provide additional prognostic information, to develop new models combining data sets from both cohorts, and to evaluate the validity of the model for end-stage liver disease (MELD) in patients undergoing re-OLT. Two hundred eighty-one adult patients undergoing re-OLT (between 1986 and 1999) at 6 foreign transplant centers comprised the validation cohort. We found good agreement between actual survival and predicted survival in the validation cohort; 1-year patient survival rates in the low-, intermediate-, and high-risk groups (as assigned by the original UNOS model) were 72%, 68%, and 36%, respectively (P < .0001). In the patients for whom the international normalized ratio (INR) of prothrombin time was available, MELD correlated with outcome following re-OLT; the median MELD scores for patients surviving at least 90 days compared with those dying within 90 days were 20.75 versus 25.9, respectively (P = .004). Utilizing both patient cohorts (n = 979), a new model, based on recipient age, total serum bilirubin, creatinine, and interval to re-OLT, was constructed (whole model χ(2) = 105, P < .0001). Using the c-statistic with 30-day, 90-day, 1-year, and 3-year mortality as the end points, the area under the receiver operating characteristic (ROC) curves for 4 different models were compared. In conclusion, prospective validation and use of these models as adjuncts to clinical decision making in the management of patients being considered for re-OLT are warranted.

Analysis of Melanoma Onset: Assessing Familial Aggregation by Using Estimating Equations and Fitting Variance Components via Bayesian Random Effects Models

We investigate whether relative contributions of genetic and shared environmental factors are associated with an increased risk in melanoma. Data from the Queensland Familial Melanoma Project comprising 15,907 subjects arising from 1912 families were analyzed to estimate the additive genetic, common and unique environmental contributions to variation in the age at onset of melanoma. Two complementary approaches for analyzing correlated time-to-onset family data were considered: the generalized estimating equations (GEE) method in which one can estimate relationship-specific dependence simultaneously with regression coefficients that describe the average population response to changing covariates; and a subject-specific Bayesian mixed model in which heterogeneity in regression parameters is explicitly modeled and the different components of variation may be estimated directly. The proportional hazards and Weibull models were utilized, as both produce natural frameworks for estimating relative risks while adjusting for simultaneous effects of other covariates. A simple Markov Chain Monte Carlo method for covariate imputation of missing data was used and the actual implementation of the Bayesian model was based on Gibbs sampling using the free ware package BUGS. In addition, we also used a Bayesian model to investigate the relative contribution of genetic and environmental effects on the expression of naevi and freckles, which are known risk factors for melanoma.

Primary personality trait correlates of religious practice and orientation

The aim of the study was to examine the relationships between Eysenck's primary personality factors and various aspects of religious orientation and practice. Some 400 UK undergraduates completed questionnaires constructed from the Batson and Schoenrade Religious Life Inventory (Batson & Schoenrade, 1991) and the Eysenck Personality Profiler (Eysenck, Barrett, Wilson, & Jackson, 1992). As is generally found, all the religious variables correlated negatively with the higher order personality factor of psychoticism. In contrast, among the primary factors, those associated with neuroticism appeared to be the strongest indicators of religiosity. In particular, all the primary traits classically linked to neuroticism correlate positively with the quest orientation. However, fewer primary traits predict religious behaviour in regression and of these, a sense of guilt is the greatest and a common predictor of extrinsic, intrinsic and quest religiosities. Upon factor analysis of the significant personality predictors together with the three religious orientations, the orientations formed a single discrete factor, which implies that extrinsic, intrinsic and quest religiosities have more in common with one another than with any of the personality traits included in the study. This suggests that religious awareness may itself be an important individual difference that is distinct from those generally associated with models of personality. (C) 2003 Elsevier Ltd. All rights reserved.

Forecasting Helicoverpa populations in Australia: A comparison of regression based models and a bio-climatic based modeling approach

Long-term forecasts of pest pressure are central to the effective management of many agricultural insect pests. In the eastern cropping regions of Australia, serious infestations of Helicoverpa punctigera (Wallengren) and H. armigera (Hübner)(Lepidoptera: Noctuidae) are experienced annually. Regression analyses of a long series of light-trap catches of adult moths were used to describe the seasonal dynamics of both species. The size of the spring generation in eastern cropping zones could be related to rainfall in putative source areas in inland Australia. Subsequent generations could be related to the abundance of various crops in agricultural areas, rainfall and the magnitude of the spring population peak. As rainfall figured prominently as a predictor variable, and can itself be predicted using the Southern Oscillation Index (SOI), trap catches were also related to this variable. The geographic distribution of each species was modelled in relation to climate and CLIMEX was used to predict temporal variation in abundance at given putative source sites in inland Australia using historical meteorological data. These predictions were then correlated with subsequent pest abundance data in a major cropping region. The regression-based and bioclimatic-based approaches to predicting pest abundance are compared and their utility in predicting and interpreting pest dynamics are discussed.

A Score Test for Zero-Inflation in Correlated Count Data

To account for the preponderance of zero counts and simultaneous correlation of observations, a class of zero-inflated Poisson mixed regression models is applicable for accommodating the within-cluster dependence. In this paper, a score test for zero-inflation is developed for assessing correlated count data with excess zeros. The sampling distribution and the power of the test statistic are evaluated by simulation studies. The results show that the test statistic performs satisfactorily under a wide range of conditions. The test procedure is further illustrated using a data set on recurrent urinary tract infections. Copyright (c) 2005 John Wiley & Sons, Ltd.

Defining a role for the subthalamic nucleus within operative theoretical models of subcortical participation in language

Objective:To investigate the effects of bilateral, surgically induced functional inhibition of the subthalamic nucleus (STN) on general language, high level linguistic abilities, and semantic processing skills in a group of patients with Parkinson’s disease. Methods:Comprehensive linguistic profiles were obtained up to one month before and three months after bilateral implantation of electrodes in the STN during active deep brain stimulation (DBS) in five subjects with Parkinson’s disease (mean age, 63.2 years). Equivalent linguistic profiles were generated over a three month period for a non-surgical control cohort of 16 subjects with Parkinson’s disease (NSPD) (mean age, 64.4 years). Education and disease duration were similar in the two groups. Initial assessment and three month follow up performance profiles were compared within subjects by paired t tests. Reliability change indices (RCI), representing clinically significant alterations in performance over time, were calculated for each of the assessment scores achieved by the five STN-DBS cases and the 16 NSPD controls, relative to performance variability within a group of 16 non-neurologically impaired adults (mean age, 61.9 years). Proportions of reliable change were then compared between the STN-DBS and NSPD groups. Results:Paired comparisons within the STN-DBS group showed prolonged postoperative semantic processing reaction times for a range of word types coded for meanings and meaning relatedness. Case by case analyses of reliable change across language assessments and groups revealed differences in proportions of change over time within the STN-DBS and NSPD groups in the domains of high level linguistics and semantic processing. Specifically, when compared with the NSPD group, the STN-DBS group showed a proportionally significant (p

Redefining functional models of basal ganglia organisation: Role for the posteroventral pallidum in linguistic processing?

Traditionally the basal ganglia have been implicated in motor behavior, as they are involved in both the execution of automatic actions and the modification of ongoing actions in novel contexts. Corresponding to cognition, the role of the basal ganglia has not been defined as explicitly. Relative to linguistic processes, contemporary theories of subcortical participation in language have endorsed a role for the globus pallidus internus (GPi) in the control of lexical-semantic operations. However, attempts to empirically validate these postulates have been largely limited to neuropsychological investigations of verbal fluency abilities subsequent to pallidotomy. We evaluated the impact of bilateral posteroventral pallidotomy (BPVP) on language function across a range of general and high-level linguistic abilities, and validated/extended working theories of pallidal participation in language. Comprehensive linguistic profiles were compiled up to 1 month before and 3 months after BPVP in 6 subjects with Parkinson's disease (PD). Commensurate linguistic profiles were also gathered over a 3-month period for a nonsurgical control cohort of 16 subjects with PD and a group of 16 non-neurologically impaired controls (NC). Nonparametric between-groups comparisons were conducted and reliable change indices calculated, relative to baseline/3-month follow-up difference scores. Group-wise statistical comparisons between the three groups failed to reveal significant postoperative changes in language performance. Case-by-case data analysis relative to clinically consequential change indices revealed reliable alterations in performance across several language variables as a consequence of BPVP. These findings lend support to models of subcortical participation in language, which promote a role for the GPi in lexical-semantic manipulation mechanisms. Concomitant improvements and decrements in postoperative performance were interpreted within the context of additive and subtractive postlesional effects. Relative to parkinsonian cohorts, clinically reliable versus statistically significant changes on a case by case basis may provide the most accurate method of characterizing the way in which pathophysiologically divergent basal ganglia linguistic circuits respond to BPVP.