Systematic risk estimation in symmetric models

The aim of this article is to discuss the estimation of the systematic risk in capital asset pricing models with heavy-tailed error distributions to explain the asset returns. Diagnostic methods for assessing departures from the model assumptions as well as the influence of observations on the parameter estimates are also presented. It may be shown that outlying observations are down weighted in the maximum likelihood equations of linear models with heavy-tailed error distributions, such as Student-t, power exponential, logistic II, so on. This robustness aspect may also be extended to influential observations. An application in which the systematic risk estimate of Microsoft is compared under normal and heavy-tailed errors is presented for illustration.

Pricing farm-level agricultural insurance: a Bayesian approach

This paper applies Hierarchical Bayesian Models to price farm-level yield insurance contracts. This methodology considers the temporal effect, the spatial dependence and spatio-temporal models. One of the major advantages of this framework is that an estimate of the premium rate is obtained directly from the posterior distribution. These methods were applied to a farm-level data set of soybean in the State of the Parana (Brazil), for the period between 1994 and 2003. The model selection was based on a posterior predictive criterion. This study improves considerably the estimation of the fair premium rates considering the small number of observations.

Spatio-temporal modeling of agricultural yield data with an application to pricing crop insurance contracts

This article presents a statistical model of agricultural yield data based on a set of hierarchical Bayesian models that allows joint modeling of temporal and spatial autocorrelation. This method captures a comprehensive range of the various uncertainties involved in predicting crop insurance premium rates as opposed to the more traditional ad hoc, two-stage methods that are typically based on independent estimation and prediction. A panel data set of county-average yield data was analyzed for 290 counties in the State of Parana (Brazil) for the period of 1990 through 2002. Posterior predictive criteria are used to evaluate different model specifications. This article provides substantial improvements in the statistical and actuarial methods often applied to the calculation of insurance premium rates. These improvements are especially relevant to situations where data are limited.

Comparative study of dental arch width in plaster models, photocopies and digitized images

The aim of this study was to comparatively assess dental arch width, in the canine and molar regions, by means of direct measurements from plaster models, photocopies and digitized images of the models. The sample consisted of 130 pairs of plaster models, photocopies and digitized images of the models of white patients (n = 65), both genders, with Class I and Class II Division 1 malocclusions, treated by standard Edgewise mechanics and extraction of the four first premolars. Maxillary and mandibular intercanine and intermolar widths were measured by a calibrated examiner, prior to and after orthodontic treatment, using the three modes of reproduction of the dental arches. Dispersion of the data relative to pre- and posttreatment intra-arch linear measurements (mm) was represented as box plots. The three measuring methods were compared by one-way ANOVA for repeated measurements (α = 0.05). Initial / final mean values varied as follows: 33.94 to 34.29 mm / 34.49 to 34.66 mm (maxillary intercanine width); 26.23 to 26.26 mm / 26.77 to 26.84 mm (mandibular intercanine width); 49.55 to 49.66 mm / 47.28 to 47.45 mm (maxillary intermolar width) and 43.28 to 43.41 mm / 40.29 to 40.46 mm (mandibular intermolar width). There were no statistically significant differences between mean dental arch widths estimated by the three studied methods, prior to and after orthodontic treatment. It may be concluded that photocopies and digitized images of the plaster models provided reliable reproductions of the dental arches for obtaining transversal intra-arch measurements.

Linear dimensional changes in plaster die models using different elastomeric materials

Dental impression is an important step in the preparation of prostheses since it provides the reproduction of anatomic and surface details of teeth and adjacent structures. The objective of this study was to evaluate the linear dimensional alterations in gypsum dies obtained with different elastomeric materials, using a resin coping impression technique with individual shells. A master cast made of stainless steel with fixed prosthesis characteristics with two prepared abutment teeth was used to obtain the impressions. References points (A, B, C, D, E and F) were recorded on the occlusal and buccal surfaces of abutments to register the distances. The impressions were obtained using the following materials: polyether, mercaptan-polysulfide, addition silicone, and condensation silicone. The transfer impressions were made with custom trays and an irreversible hydrocolloid material and were poured with type IV gypsum. The distances between identified points in gypsum dies were measured using an optical microscope and the results were statistically analyzed by ANOVA (p < 0.05) and Tukey's test. The mean of the distances were registered as follows: addition silicone (AB = 13.6 µm, CD=15.0 µm, EF = 14.6 µm, GH=15.2 µm), mercaptan-polysulfide (AB = 36.0 µm, CD = 36.0 µm, EF = 39.6 µm, GH = 40.6 µm), polyether (AB = 35.2 µm, CD = 35.6 µm, EF = 39.4 µm, GH = 41.4 µm) and condensation silicone (AB = 69.2 µm, CD = 71.0 µm, EF = 80.6 µm, GH = 81.2 µm). All of the measurements found in gypsum dies were compared to those of a master cast. The results demonstrated that the addition silicone provides the best stability of the compounds tested, followed by polyether, polysulfide and condensation silicone. No statistical differences were obtained between polyether and mercaptan-polysulfide materials.

Allometric models for estimating the phytomass of a secondary Atlantic Forest area of southeastern Brazil

The purpose of this study was to develop and validate equations to estimate the aboveground phytomass of a 30 years old plot of Atlantic Forest. In two plots of 100 m², a total of 82 trees were cut down at ground level. For each tree, height and diameter were measured. Leaves and woody material were separated in order to determine their fresh weights in field conditions. Samples of each fraction were oven dried at 80 °C to constant weight to determine their dry weight. Tree data were divided into two random samples. One sample was used for the development of the regression equations, and the other for validation. The models were developed using single linear regression analysis, where the dependent variable was the dry mass, and the independent variables were height (h), diameter (d) and d²h. The validation was carried out using Pearson correlation coefficient, paired t-Student test and standard error of estimation. The best equations to estimate aboveground phytomass were: lnDW = -3.068+2.522lnd (r² = 0.91; s y/x = 0.67) and lnDW = -3.676+0.951ln d²h (r² = 0.94; s y/x = 0.56).

Descriptor-and fragment-based QSAR models for a series of Schistosoma mansoni purine nucleoside inhibitors

The enzyme purine nucleoside phosphorylase from Schistosoma mansoni (SmPNP) is an attractive molecular target for the treatment of major parasitic infectious diseases, with special emphasis on its role in the discovery of new drugs against schistosomiasis, a tropical disease that affects millions of people worldwide. In the present work, we have determined the inhibitory potency and developed descriptor- and fragment-based quantitative structure-activity relationships (QSAR) for a series of 9-deazaguanine analogs as inhibitors of SmPNP. Significant statistical parameters (descriptor-based model: r² = 0.79, q² = 0.62, r²pred = 0.52; and fragment-based model: r² = 0.95, q² = 0.81, r²pred = 0.80) were obtained, indicating the potential of the models for untested compounds. The fragment-based model was then used to predict the inhibitory potency of a test set of compounds, and the predicted values are in good agreement with the experimental results

Wettability, Shrinkage and Color Changes of Araucaria angustifolia After Heating Treatment

The effects of thermal treatment on the wettability and shrink resistance of Araucaria angustifolia (Parana pine) were studied from 20 to 200 °C. The contact angles of water droplets on untreated and heat-treated samples were measured by the sessile drop method in the grain of heartwood and sapwood cut in the radial, longitudinal, and tangential directions. A significant increase of the contact angles was verified for the samples from room temperature to 120 °C, in particular in the radial and tangential directions; at higher temperatures, the contact angles assumed almost constant values. From 120 to 200 °C, the sapwood of Araucaria angustifolia showed better dimensional stability and lower thermal resistance when compared to the heartwood. Variations of color were also studied by using the CIELab system, which showed to be capable of accurately distinguishing samples treated at different temperatures.

Comparison of some theoretical models for fittings of the temperature dependence of the fundamental energy gap in GaAs

In this work we report on a comparison of some theoretical models usually used to fit the dependence on temperature of the fundamental energy gap of semiconductor materials. We used in our investigations the theoretical models of Viña, Pässler-p and Pässler-ρ to fit several sets of experimental data, available in the literature for the energy gap of GaAs in the temperature range from 12 to 974 K. Performing several fittings for different values of the upper limit of the analyzed temperature range (Tmax), we were able to follow in a systematic way the evolution of the fitting parameters up to the limit of high temperatures and make a comparison between the zero-point values obtained from the different models by extrapolating the linear dependence of the gaps at high T to T = 0 K and that determined by the dependence of the gap on isotope mass. Using experimental data measured by absorption spectroscopy, we observed the non-linear behavior of Eg(T) of GaAs for T > ΘD.

Reproducibility, reliability and validity of measurements obtained from Cecile3 digital models

The aim of this study was to determine the reproducibility, reliability and validity of measurements in digital models compared to plaster models. Fifteen pairs of plaster models were obtained from orthodontic patients with permanent dentition before treatment. These were digitized to be evaluated with the program Cécile3 v2.554.2 beta. Two examiners measured three times the mesiodistal width of all the teeth present, intercanine, interpremolar and intermolar distances, overjet and overbite. The plaster models were measured using a digital vernier. The t-Student test for paired samples and interclass correlation coefficient (ICC) were used for statistical analysis. The ICC of the digital models were 0.84 ± 0.15 (intra-examiner) and 0.80 ± 0.19 (inter-examiner). The average mean difference of the digital models was 0.23 ± 0.14 and 0.24 ± 0.11 for each examiner, respectively. When the two types of measurements were compared, the values obtained from the digital models were lower than those obtained from the plaster models (p < 0.05), although the differences were considered clinically insignificant (differences < 0.1 mm). The Cécile digital models are a clinically acceptable alternative for use in Orthodontics.

Phlebotomines (Diptera, Psychodidae) in the Speleological Province of the Ribeira Valley: 3. Serra district - area of hostels for tourists who visit the Parque Estadual do Alto Ribeira (PETAR), state of São Paulo, Brazil

Phlebotomines (Diptera, Psychodidae) in the Speleological Province of the Ribeira Valley: 3. Area of hostels for tourists who visit the Parque Estadual do Alto Ribeira (PETAR), state of São Paulo, Brazil. The study characterizes some ecological aspects of the phlebotomine fauna in an endemic area of cutaneous leishmaniasis (CL) situated in the Serra district, Iporanga municipality where the hostels for tourists visiting the PETAR are located. Captures were undertaken on a smallholding and a small farm situated near the hostels, monthly between January/2001 and December/2003 with automatic light traps (ALT) in pigsty, hen-house and veranda of a domicile at the two sites, and in peridomicile of the small farm also with black/white Shannon traps. With the ALT a total of 87,224 phlebotomines representing 19 species and also two hybrids of Nyssomyia intermedia (Lutz & Neiva) and Nyssomyia neivai (Pinto) and two anomalous specimens were captured. The standardized index species abundance was for Ny. intermedia = 1.0 and Ny. neivai = 0.935. The highest frequencies of the smallholding occurred in the pigsty, the Williams' mean/capture for Ny. intermedia being 63.7 specimens and for Ny. neivai 29.2, and on the small farm, in the hen-house, Ny. intermedia 402.6 and Ny. neivai 116.2. A total of 863 phlebotomines (Ny. intermedia: 75.4%; Ny. neivai: 24.3%) were captured with black/white Shannon traps; females of both species being predominant in the white trap. The high frequencies of Ny. intermedia and Ny. neivai, both implicated in CL transmission, indicate the areas presenting risk of the disease.

Tendência temporal e desigualdades na mortalidade por diarreias em menores de 5 anos

OBJETIVO: Analisar a tendência da mortalidade por diarreia entre menores de 5 anos, no município de Osasco (SP), entre 1980 e 2000. MÉTODOS: Trata-se de estudo observacional com dois delineamentos. Um descritivo, que toma o indivíduo como unidade do estudo, e outro ecológico, analisando agregado populacional que incluiu análise de séries temporais. A fonte de dados foi o sistema de informação de mortalidade do Estado de São Paulo e censos de 1980, 1991 e 2000. Descreveu-se a variação sazonal e para a análise de tendência aplicaram-se modelos log lineares de regressão polinomiais, utilizando-se variáveis sociodemográficas da criança e da mãe. Foram analisadas a evolução de indicadores sociodemográficos do município de 1980 a 2000, as taxas médias de mortalidade por diarreia nos menores de 5 anos e seus diferenciais por distrito nos anos 90. RESULTADOS: Dos 1.360 óbitos, 94,3 e 75,3% atingiram, respectivamente, menores de 1 ano e de 6 meses. O declínio da mortalidade foi de 98,3%, com deslocamento da sazonalidade do verão para o outono. A mediana da idade elevou-se de 2 meses nos primeiros períodos para 3 meses no último. O resíduo de óbitos manteve-se entre filhos de mães de 20 a 29 anos e escolaridade < 8 anos. O risco relativo entre o distrito mais atingido e a taxa média do município diminuiu de 3,4 para 1,3 do primeiro para o segundo quinquênio dos anos 90. CONCLUSÃO: Nossos resultados apontam uma elevação da idade mais vulnerável e a provável mudança do agente mais frequentemente associado ao óbito por diarreia.

Tendência temporal e desigualdades na mortalidade por diarreias em

Objetivo: Analisar a tendência da mortalidade por diarreia entre menores de 5 anos, no município de Osasco (SP), entre 1980 e 2000. Métodos: Trata-se de estudo observacional com dois delineamentos. Um descritivo, que toma o indivíduo como unidade do estudo, e outro ecológico, analisando agregado populacional que incluiu análise de séries temporais. A fonte de dados foi o sistema de informação de mortalidade do Estado de São Paulo e censos de 1980, 1991 e 2000. Descreveu-se a variação sazonal e para a análise de tendência aplicaram-se modelos log lineares de regressão polinomiais, utilizando-se variáveis sociodemográficas da criança e da mãe. Foram analisadas a evolução de indicadores sociodemográficos do município de 1980 a 2000, as taxas médias de mortalidade por diarreia nos menores de 5 anos e seus diferenciais por distrito nos anos 90. Resultados: Dos 1.360 óbitos, 94,3 e 75,3% atingiram, respectivamente, menores de 1 ano e de 6 meses. O declínio da mortalidade foi de 98,3%, com deslocamento da sazonalidade do verão para o outono. A mediana da idade elevou-se de 2 meses nos primeiros períodos para 3 meses no último. O resíduo de óbitos manteve-se entre filhos de mães de 20 a 29 anos e escolaridade < 8 anos. O risco relativo entre o distrito mais atingido e a taxa média do município diminuiu de 3,4 para 1,3 do primeiro para o segundo quinquênio dos anos 90. Conclusão: Nossos resultados apontam uma elevação da idade mais vulnerável e a provável mudança do agente mais frequentemente associado ao óbito por diarreia

Prevalence and social distribution of risk factors for chronic noncommunicable diseases in Brazil

OBJETIVOS: Evaluar los factores de riesgo de enfermedades crónicas no transmisibles (ECNT) e identificar las desigualdades sociales relacionadas con su distribución en la población adulta brasileña.MÉTODOS: Se estudiaron los factores de riesgo de ECNT (entre ellos el consumo de tabaco, el sobrepeso y la obesidad, el bajo consumo de frutas y vegetales [BCFV], la insuficiente actividad física en el tiempo de ocio [IAFTO], el estilo de vida sedentario y el consumo excesivo de alcohol) en una muestra probabilística de 54369 adultos de 26 capitales estatales de Brasil y el Distrito Federal en 2006. Se utilizó el Sistema de Vigilancia de los Factores Protectores y de Riesgo para Enfermedades Crónicas No Transmisibles por Entrevistas Telefónicas (VIGITEL), un sistema de encuestas telefónicas asistido por computadora, y se calcularon las prevalencias ajustadas por la edad para las tendencias en cuanto al nivel educacional mediante la regresión de Poisson con modelos lineales. RESULTADOS: Los hombres informaron mayor consumo de tabaco, sobrepeso, BCFV, estilo de vida sedentario y consumo excesivo de alcohol que las mujeres, pero menos IAFTO. En los hombres, la educación se asoció con un mayor sobrepeso y un estilo de vida sedentario, pero con un menor consumo de tabaco, BCFV e IAFTO. En las mujeres, la educación se asoció con un menor consumo de tabaco, sobrepeso, obesidad, BCFV e IAFTO, pero aumentó el estilo de vida sedentario CONCLUSIONES: En Brasil, la prevalencia de factores de riesgo para ECNT (excepto IAFTO) es mayor en los hombres que en las mujeres. En ambos sexos, el nivel de educación influye en la prevalencia de los factores de riesgo para ECNT

Environmental conditions and rodent infestation in Campo Limpo district, Sao Paulo municipality, Brazil

Rodents are involved in the transmission to human beings of several diseases, including liptospirosis, which shows high lethality rates in Sao Paulo municipality. Despite this, few studies have assessed the relationship existing between urban environmental conditions and building rodent infestation. With the purpose of clarifying this relationship, an analysis has been conducted in order to quantify the influence of environmental factors upon rodent infestation on a low-income district. Diagnosis of the environmental situation has been performed to evaluate the frequency according to which harborage, food and access sources occur, and a survey on infestation rates in 2175 dwellings in the area studied. The logistic regression analysis showed that among the environmental variables, the one that showed the closest association with rodent infestation was access; followed by harborage, and food. It was concluded that poor socioeconomic and environmental conditions in the area propitiate the occurrence of high rodent infestation rates