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.

The plausibility of long-wavelength stress correlation or stress magnitude as a mechanism for precursory seismicity: Results from two simple elastic models

Observations of accelerating seismic activity prior to large earthquakes in natural fault systems have raised hopes for intermediate-term eartquake forecasting. If this phenomena does exist, then what causes it to occur? Recent theoretical work suggests that the accelerating seismic release sequence is a symptom of increasing long-wavelength stress correlation in the fault region. A more traditional explanation, based on Reid's elastic rebound theory, argues that an accelerating sequence of seismic energy release could be a consequence of increasing stress in a fault system whose stress moment release is dominated by large events. Both of these theories are examined using two discrete models of seismicity: a Burridge-Knopoff block-slider model and an elastic continuum based model. Both models display an accelerating release of seismic energy prior to large simulated earthquakes. In both models there is a correlation between the rate of seismic energy release with the total root-mean-squared stress and the level of long-wavelength stress correlation. Furthermore, both models exhibit a systematic increase in the number of large events at high stress and high long-wavelength stress correlation levels. These results suggest that either explanation is plausible for the accelerating moment release in the models examined. A statistical model based on the Burridge-Knopoff block-slider is constructed which indicates that stress alone is sufficient to produce accelerating release of seismic energy with time prior to a large earthquake.

Technical, allocative, cost and scale efficiencies in Bangladesh rice cultivation: A non-parametric approach

Applying programming techniques to detailed data for 406 rice farms in 21 villages, for 1997, produces inefficiency measures, which differ substantially from the results of simple yield and unit cost measures. For the Boro (dry) season, mean technical efficiency was efficiency was 56.2 per cent and 69.4 per cent, allocative efficiency was 81.3 per cent, cost efficiency was 56.2 per cent and scale efficiency 94.9 per cent. The Aman (wet) season results are similar, but a few points lower. Allocative inefficiency is due to overuse of labour, suggesting population pressure, and of fertiliser, where recommended rates may warrant revision. Second-stage regressions show that large families are more inefficient, whereas farmers with better access to input markets, and those who do less off-farm work, tend to be more efficient. The information on the sources of inter-farm performance differentials could be used by the extension agents to help inefficient farmers. There is little excuse for such sub-optimal use of survey data, which are often collected at substantial costs.

Assessing the performance of a nucleus estate and smallholder scheme for oil palm production in West Sumatra: a stochastic frontier analysis

In this paper, we study the performance of smallholders in a nucleus estate and smallholder (NES) scheme in oil palm production schemein West Sumatra by measuring their technical efficiency using a stochastic frontier production function. Our results indicate a mean technical efficiency of 66%, which is below what we would have expected given the uniformity of the climate, soils and plantation construction among the sample farmers. The use of progressive farmers as a means of disseminating extension advice does not appear to have been successful, and more rigorous farmer selection procedures need to be put in place for similar schemes and for general agricultural extension in future. No clear relationship was established between technical efficiency and the use of female labour, suggesting there is no need to target extension services specifically at female labourers in the household. Finally, education was found to have an unexpectedly negative impact on technical efficiency, indicating that farmers with primary education may be more important than those with secondary and tertiary education as targets of development schemes and extension programs entailing non-formal education. (C) 2003 Elsevier Ltd. All rights reserved.

The critical power function is dependent on the duration of the predictive exercise tests chosen

The linear relationship between work accomplished (W-lim) and time to exhaustion (t(lim)) can be described by the equation: W-lim = a + CP.t(lim). Critical power (CP) is the slope of this line and is thought to represent a maximum rate of ATP synthesis without exhaustion, presumably an inherent characteristic of the aerobic energy system. The present investigation determined whether the choice of predictive tests would elicit significant differences in the estimated CP. Ten female physical education students completed, in random order and on consecutive days, five art-out predictive tests at preselected constant-power outputs. Predictive tests were performed on an electrically-braked cycle ergometer and power loadings were individually chosen so as to induce fatigue within approximately 1-10 mins. CP was derived by fitting the linear W-lim-t(lim) regression and calculated three ways: 1) using the first, third and fifth W-lim-t(lim) coordinates (I-135), 2) using coordinates from the three highest power outputs (I-123; mean t(lim) = 68-193 s) and 3) using coordinates from the lowest power outputs (I-345; mean t(lim) = 193-485 s). Repeated measures ANOVA revealed that CPI123 (201.0 +/- 37.9W) > CPI135 (176.1 +/- 27.6W) > CPI345 (164.0 +/- 22.8W) (P < 0.05). When the three sets of data were used to fit the hyperbolic Power-t(lim) regression, statistically significant differences between each CP were also found (P < 0.05). The shorter the predictive trials, the greater the slope of the W-lim-t(lim) regression; possibly because of the greater influence of 'aerobic inertia' on these trials. This may explain why CP has failed to represent a maximal, sustainable work rate. The present findings suggest that if CP is to represent the highest power output that an individual can maintain for a very long time without fatigue then CP should be calculated over a range of predictive tests in which the influence of aerobic inertia is minimised.

Correlation between carbon isotope discrimination and transpiration efficiency in lines of the C-4 species Sorghum bicolor in the glasshouse and the field

Transpiration efficiency, W, the ratio of plant carbon produced to water transpired and carbon isotope discrimination of leaf dry matter, Delta(d)' were measured together on 30 lines of the C-4 species, Sorghum bicolor in the glasshouse and on eight lines grown in the field. In the glasshouse, the mean W observed was 4.9 mmol C mol(-1) H2O and the range was 0.8 mmol C mol(-1) H2O The mean Delta(d) was 3.0 parts per thousand and the observed range was 0.4 parts per thousand. In the field, the mean W was lower at 2.8 mmol C mol H2O and the mean Delta(d) was 4.6 parts per thousand. Significant positive correlations between W and Delta(d) were observed for plants grown in the glasshouse and in the field. The observed correlations were consistent with theory, opposite to those for C-4 species, and showed that variation in Delta(d) was an integrated measure of long-term variation in the ratio of intercellular to ambient CO2 partial pressure, p(i)/p(a). Detailed gas exchange measurements of carbon isotope discrimination during CO2 uptake, Delta(A) and p(i)/p(a) were made on leaves of eight S. bicolor lines. The observed relationship between Delta(A) and p(i)/p(a) was linear with a negative slope of 3.7 parts per thousand in Delta(A) for a unit change in p(i)/p(a). The slope of this linear relationship between Delta(A) and p(i)/p(a) in C-4 species is dependent on the leakiness of the CO2 concentrating mechanism of the C pathway, We estimated the leakiness (defined as the fraction of CO2 released in the bundle sheath by C-4 acid decarboxylations, which is lost by leakage) to be 0.2. We conclude that, although variation in Delta(d) observed in the 30 lines of S. bicolor is smaller than that commonly observed in C-4 species, it also reflects variation in transpiration efficiency, W. Among the eight lines examined in detail and in the environments used, there was considerable genotype x environment interaction.

MRI based diffusion and perfusion predictive model to estimate stroke evolution

In this study we present a novel automated strategy for predicting infarct evolution, based on MR diffusion and perfusion images acquired in the acute stage of stroke. The validity of this methodology was tested on novel patient data including data acquired from an independent stroke clinic. Regions-of-interest (ROIs) defining the initial diffusion lesion and tissue with abnormal hemodynamic function as defined by the mean transit time (MTT) abnormality were automatically extracted from DWI/PI maps. Quantitative measures of cerebral blood flow (CBF) and volume (CBV) along with ratio measures defined relative to the contralateral hemisphere (r(a)CBF and r(a)CBV) were calculated for the MTT ROIs. A parametric normal classifier algorithm incorporating these measures was used to predict infarct growth. The mean r(a)CBF and r(a)CBV values for eventually infarcted MTT tissue were 0.70 +/-0.19 and 1.20 +/-0.36. For recovered tissue the mean values were 0.99 +/-0.25 and 1.87 +/-0.71, respectively. There was a significant difference between these two regions for both measures (P

Outcomes of transient evoked otoacoustic emission testing in 6-year-old school children: A comparison with pure tone screening and tympanometry

Objectives: (1) To establish test performance measures for Transient Evoked Otoacoustic Emission testing of 6-year-old children in a school setting; (2) To investigate whether Transient Evoked Otoacoustic Emission testing provides a more accurate and effective alternative to a pure tone screening plus tympanometry protocol. Methods: Pure tone screening, tympanometry and transient evoked otoacoustic emission data were collected from 940 subjects (1880 ears), with a mean age of 6.2 years. Subjects were tested in non-sound-treated rooms within 22 schools. Receiver operating characteristics curves along with specificity, sensitivity, accuracy and efficiency values were determined for a variety of transient evoked otoacoustic emission/pure tone screening/tympanometry comparisons. Results: The Transient Evoked Otoacoustic Emission failure rate for the group was 20.3%. The failure rate for pure tone screening was found to be 8.9%, whilst 18.6% of subjects failed a protocol consisting of combined pure tone screening and tympanometry results. In essence, findings from the comparison of overall Transient Evoked Otoacoustic Emission pass/fail with overall pure tone screening pass/fail suggested that use of a modified Rhode Island Hearing Assessment Project criterion would result in a very high probability that a child with a pass result has normal hearing (true negative). However, the hit rate was only moderate. Selection of a signal-to-noise ratio (SNR) criterion set at greater than or equal to 1 dB appeared to provide the best test performance measures for the range of SNR values investigated. Test performance measures generally declined when tympanometry results were included, with the exception of lower false alarm rates and higher positive predictive values. The exclusion of low frequency data from the Transient Evoked Otoacoustic Emission SNR versus pure tone screening analysis resulted in improved performance measures. Conclusions: The present study poses several implications for the clinical implementation of Transient Evoked Otoacoustic Emission screening for entry level school children. Transient Evoked Otoacoustic Emission pass/fail criteria will require revision. The findings of the current investigation offer support to the possible replacement of pure tone screening with Transient Evoked Otoacoustic Emission testing for 6-year-old children. However, they do not suggest the replacement of the pure tone screening plus tympanometry battery. (C) 2001 Elsevier Science Ireland Ltd. All rights reserved.

Predictive validity of three ActiGraph energy expenditure equations for children

Purpose: This Study evaluated the predictive validity of three previously published ActiGraph energy expenditure (EE) prediction equations developed for children and adolescents. Methods: A total of 45 healthy children and adolescents (mean age: 13.7 +/- 2.6 yr) completed four 5-min activity trials (normal walking. brisk walking, easy running, and fast running) in ail indoor exercise facility. During each trial, participants were all ActiGraph accelerometer oil the right hip. EE was monitored breath by breath using the Cosmed K4b(2) portable indirect calorimetry system. Differences and associations between measured and predicted EE were assessed using dependent t-tests and Pearson correlations, respectively. Classification accuracy was assessed using percent agreement, sensitivity, specificity, and area under the receiver operating characteristic (ROC) curve, Results: None of the equations accurately predicted mean energy expenditure during each of the four activity trials. Each equation, however, accurately predicted mean EE in at least one activity trial. The Puyau equation accurately predicted EE during slow walking. The Trost equation accurately predicted EE during slow running. The Freedson equation accurately predicted EE during fast running. None of the three equations accurately predicted EE during brisk walking. The equations exhibited fair to excellent classification accuracy with respect to activity intensity. with the Trost equation exhibiting the highest classification accuracy and the Puyau equation exhibiting the lowest. Conclusions: These data suggest that the three accelerometer prediction equations do not accurately predict EE on a minute-by-minute basis in children and adolescents during overground walking and running. The equations maybe, however, for estimating participation in moderate and vigorous activity.

Maternal transmission efficiency of Wolbachia superinfections in Aedes albopictus populations in Thailand

We examined the transmission efficiency of 2 strains of Wolbachia bacteria that cause cytoplasmic incompatibility in field populations of Aedes albopictus by polymerase chain reaction assay. We found mainland and island populations throughout Thailand to be superinfected with group A and B bacteria. Of 320 Wolbachia-positive adult mosquitoes, 97.5% were infected with both groups. Single infected individuals of each Wolbachia group were encountered in nearly equal numbers. We screened 550 offspring from 80 field-collected mothers and found the transmission efficiency of group A Wolbachia to be 96.7% and that of group B Wolbachia to be 99.6%. Mothers that did not transmit both Wolbachia infections to all of their offspring were significantly larger in size than those with perfect transmission fidelity. We discuss our findings in relation to the prospects of the use of Wolbachia as a gene-driving mechanism.

The Coefficient of Variance as an index of L2 lexical processing skill

The Coefficient of Variance (mean standard deviation/mean Response time) is a measure of response time variability that corrects for differences in mean Response time (RT) (Segalowitz & Segalowitz, 1993). A positive correlation between decreasing mean RTs and CVs (rCV-RT) has been proposed as an indicator of L2 automaticity and more generally as an index of processing efficiency. The current study evaluates this claim by examining lexical decision performance by individuals from three levels of English proficiency (Intermediate ESL, Advanced ESL and L1 controls) on stimuli from four levels of item familiarity, as defined by frequency of occurrence. A three-phase model of skill development defined by changing rCV-RT.values was tested. Results showed that RTs and CVs systematically decreased as a function of increasing proficiency and frequency levels, with the rCV-RT serving as a stable indicator of individual differences in lexical decision performance. The rCV-RT and automaticity/restructuring account is discussed in light of the findings. The CV is also evaluated as a more general quantitative index of processing efficiency in the L2.

An introduction to efficiency and productivity analysis

The second edition of An Introduction to Efficiency and Productivity Analysis is designed to be a general introduction for those who wish to study efficiency and productivity analysis. The book provides an accessible, well-written introduction to the four principal methods involved: econometric estimation of average response models; index numbers, data envelopment analysis (DEA); and stochastic frontier analysis (SFA). For each method, a detailed introduction to the basic concepts is presented, numerical examples are provided, and some of the more important extensions to the basic methods are discussed. Of special interest is the systematic use of detailed empirical applications using real-world data throughout the book. In recent years, there have been a number of excellent advance-level books published on performance measurement. This book, however, is the first systematic survey of performance measurement with the express purpose of introducing the field to a wide audience of students, researchers, and practitioners. Indeed, the 2nd Edition maintains its uniqueness: (1) It is a well-written introduction to the field. (2) It outlines, discusses and compares the four principal methods for efficiency and productivity analysis in a well-motivated presentation. (3) It provides detailed advice on computer programs that can be used to implement these performance measurement methods. The book contains computer instructions and output listings for the SHAZAM, LIMDEP, TFPIP, DEAP and FRONTIER computer programs. More extensive listings of data and computer instruction files are available on the book's website: (www.uq.edu.au/economics/cepa/crob2005).