75 resultados para Multivariate volatility

em University of Queensland eSpace - Australia


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The CASMIN Project is arguably the most influential contemporary study of class mobility in the world. However, CASMIN results with respect to weak vertical status effects on class mobility have been extensively criticized. Drawing on arguments about how to model vertical mobility, Hout and Hauser (1992) show that class mobility is strongly determined by vertical socioeconomic differences. This paper extends these arguments by estimating the CASMIN model while explicitly controlling for individual determinants of socioeconomic attainment. Using the 1972 Oxford Mobility Data and the 1979 and 1983 British Election Studies, the paper employs mixed legit models to show how individual socioeconomic factors and categorical differences between classes shape intergenerational mobility. The findings highlight the multidimensionality of class mobility and its irreducibility to vertical movement up and down a stratification hierarchy.

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Binning and truncation of data are common in data analysis and machine learning. This paper addresses the problem of fitting mixture densities to multivariate binned and truncated data. The EM approach proposed by McLachlan and Jones (Biometrics, 44: 2, 571-578, 1988) for the univariate case is generalized to multivariate measurements. The multivariate solution requires the evaluation of multidimensional integrals over each bin at each iteration of the EM procedure. Naive implementation of the procedure can lead to computationally inefficient results. To reduce the computational cost a number of straightforward numerical techniques are proposed. Results on simulated data indicate that the proposed methods can achieve significant computational gains with no loss in the accuracy of the final parameter estimates. Furthermore, experimental results suggest that with a sufficient number of bins and data points it is possible to estimate the true underlying density almost as well as if the data were not binned. The paper concludes with a brief description of an application of this approach to diagnosis of iron deficiency anemia, in the context of binned and truncated bivariate measurements of volume and hemoglobin concentration from an individual's red blood cells.

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Many business-oriented software applications are subject to frequent changes in requirements. This paper shows that, ceteris paribus, increases in the volatility of system requirements decrease the reliability of software. Further, systems that exhibit high volatility during the development phase are likely to have lower reliability during their operational phase. In addition to the typically higher volatility of requirements, end-users who specify the requirements of business-oriented systems are usually less technically oriented than people who specify the requirements of compilers, radar tracking systems or medical equipment. Hence, the characteristics of software reliability problems for business-oriented systems are likely to differ significantly from those of more technically oriented systems.

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The associations between personality disorders and adult attachment dimensions were assessed in a sample of 487 consecutively admitted psychiatric subjects. Canonical correlation analysis showed that two sets of moderately correlated canonical variates explained the correlations between personality disorders and adult attachment patterns. The first and second attachment variates closely resembled the avoidance and anxiety attachment dimensions, respectively. The first personality disorder variate was mainly characterized by avoidant, depressive, paranoid, and schizotypal personality disorders, whereas dependent, histrionic, and borderline personality disorders loaded on the second canonical variate. However, these linear combinations of personality disorders were different from those obtained from principal component analysis. The results extend previous studies linking personality disorders and attachment patterns and suggest the importance of focusing on specific constellations of symptoms associated with dimensions of insecurity.

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Platelet count is a highly heritable trait with genetic factors responsible for around 80% of the phenotypic variance. We measured platelet count longitudinally in 327 monozygotic and 418 dizygotic twin pairs at 12, 14 and 16 years of age. We also performed a genome-wide linkage scan of these twins and their families in an attempt to localize QTLs that influenced variation in platelet concentrations. Suggestive linkage was observed on chromosome 19q13.13-19q13.31 at 12 (LOD=2.12, P=0.0009), 14 (LOD=2.23, P=0.0007) and 16 (LOD=1.01, P=0.016) years of age and multivariate analysis of counts at all three ages increased the LOD to 2.59 (P=0.0003). A possible candidate in this region is the gene for glycoprotein VI, a receptor involved in platelet aggregation. Smaller linkage peaks were also seen at 2p, 5p, 5q, 10p and 15q. There was little evidence for linkage to the chromosomal regions containing the genes for thrombopoietin (3q27) and the thrombopoietin receptor (1q34), suggesting that polymorphisms in these genes do not contribute substantially to variation in platelet count between healthy individuals.

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The dopamine D4 receptor gene contains a polymorphic sequence consisting of a variable number of 48-base-pair (bp) repeats, and there have been a number of reports that this polymorphism is associated with variation in novelty seeking or in substance abuse and addictive behaviors. In this study we have assessed the linkage and association of DRD4 genotype with novelty seeking, alcohol use, and smoking in a sample of 377 dizygotic twin pairs and 15 single twins recruited from the Australian Twin Registry (ATR). We found no evidence of linkage or association of the DRD4 locus with any of the phenotypes. We made use of repeated measures for some phenotypes to increase power by multivariate genetic analysis, but allelic effects were still non-significant. Specifically, it has been suggested that the DRD4 7-repeat allele is associated with increased novelty seeking in males but we found no evidence for this, despite considerable power to do so. We conclude that DRD4 variation does not have an effect on use of alcohol and the problems that arise from it, on smoking, or on novelty seeking behavior. (C) 2003 Wiley-Liss, Inc.