Level shifts in a panel data based unit root test : an application to the rate of unemployment

Several unit root tests in panel data have recently been proposed. The test developed by Harris and Tzavalis (1999 JoE) performs particularly well when the time dimension is moderate in relation to the cross-section dimension. However, in common with the traditional tests designed for the unidimensional case, it was found to perform poorly when there is a structural break in the time series under the alternative. Here we derive the asymptotic distribution of the test allowing for a shift in the mean, and assess the small sample performance. We apply this new test to show how the hypothesis of (perfect) hysteresis in Spanish unemployment is rejected in favour of the alternative of the natural unemployment rate, when the possibility of a change in the latter is considered.

Level shifts in a panel data based unit root test : an application to the rate of unemployment

Several unit root tests in panel data have recently been proposed. The test developed by Harris and Tzavalis (1999 JoE) performs particularly well when the time dimension is moderate in relation to the cross-section dimension. However, in common with the traditional tests designed for the unidimensional case, it was found to perform poorly when there is a structural break in the time series under the alternative. Here we derive the asymptotic distribution of the test allowing for a shift in the mean, and assess the small sample performance. We apply this new test to show how the hypothesis of (perfect) hysteresis in Spanish unemployment is rejected in favour of the alternative of the natural unemployment rate, when the possibility of a change in the latter is considered.

Uso de la estadística en la oncología y la hematología

En este artículo abordamos el uso y la importancia de las herramientas estadísticas que se utilizan principalmente en los estudios médicos del ámbito de la oncología y la hematología, pero aplicables a muchos otros campos tanto médicos como experimentales o industriales. El objetivo del presente trabajo es presentar de una manera clara y precisa la metodología estadística necesaria para analizar los datos obtenidos en los estudios rigurosa y concisamente en cuanto a las hipótesis de trabajo planteadas por los investigadores. La medida de la respuesta al tratamiento elegidas en al tipo de estudio elegido determinarán los métodos estadísticos que se utilizarán durante el análisis de los datos del estudio y también el tamaño de muestra. Mediante la correcta aplicación del análisis estadístico y de una adecuada planificación se puede determinar si la relación encontrada entre la exposición a un tratamiento y un resultado es casual o por el contrario, está sujeto a una relación no aleatoria que podría establecer una relación de causalidad. Hemos estudiado los principales tipos de diseño de los estudios médicos más utilizados, tales como ensayos clínicos y estudios observacionales (cohortes, casos y controles, estudios de prevalencia y estudios ecológicos). También se presenta una sección sobre el cálculo del tamaño muestral de los estudios y cómo calcularlo, ¿Qué prueba estadística debe utilizarse?, los aspectos sobre fuerza del efecto ¿odds ratio¿ (OR) y riesgo relativo (RR), el análisis de supervivencia. Se presentan ejemplos en la mayoría de secciones del artículo y bibliografía más relevante.

Test of the fluctuation theorem for stochastic entropy production in a nonequilibrium steady state

We derive a simple closed analytical expression for the total entropy production along a single stochastic trajectory of a Brownian particle diffusing on a periodic potential under an external constant force. By numerical simulations we compute the probability distribution functions of the entropy and satisfactorily test many of the predictions based on Seiferts integral fluctuation theorem. The results presented for this simple model clearly illustrate the practical features and implications derived from such a result of nonequilibrium statistical mechanics.

Magnesium hydrogen breath test using end-expiratory sampling to assess achlorhydria in pernicious anaemia patients

A modified magnesium hydrogen breath test, using end expiratory breath sampling, is described to investigate achlorhydria. The efficacy of this test in the diagnostic investigation of pernicious anaemia was compared with that of serum pepsinogen I. Twenty one patients with pernicious anaemia--that is, patients with achlorhydria--and 22 with healed duodenal ulcer and normal chlorhydria were studied. Magnesium hydrogen breath test, serum pepsinogen I, serum gastrin, and standard gastric acid secretory tests were performed in all subjects. The mean (SEM) hydrogen peak value was lower in patients with pernicious anaemia than in the duodenal ulcer group (21.7 (1.9) v 71.3 (5.2) ppm; p = 0.00005). The hydrogen peak value had a 95.2% sensitivity and a 100% specificity to detect pentagastrin resistant achlorhydria. Mean serum pepsinogen I concentrations were also significantly lower in patients with pernicious anaemia than in the duodenal ulcer group (10.7 (2.7) v 123.6 (11.8) micrograms/l p = 0.00005). Sensitivity and specificity to detect pernicious anaemia were both 100% for pepsinogen I. It is concluded that this modified magnesium hydrogen breath test is a simple, noninvasive, cost effective, and accurate method to assess achlorhydria and may be useful in the diagnostic investigation of patients with suspected pernicious anaemia.