39 resultados para factor analytic model

em Consorci de Serveis Universitaris de Catalunya (CSUC), Spain


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We presented an integrated hierarchical model of psychopathology that more accurately captures empirical patterns of comorbidity between clinical syndromes and personality disorders.In order to verify the structural validity of the model proposed, this study aimed to analyze the convergence between the Restructured Clinical (RC) scales and Personality scales (PSY-5) of the MMPI-2-RF and the Clinical Syndrome and Personality Disorder scales of the MCMI-III.The MMPI-2-RF and MCMI-III were administered to a clinical sample of 377 outpatients (167 men and 210 women).The structural hypothesiswas assessed by using a Confirmatory Factor Analytic design with four common superordinate factors. An independent-cluster-basis solution was proposed based on maximum likelihood estimation and the application of several fit indices.The fit of the proposed model can be considered as good and more so if we take into account its complexity.

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We present an Analytic Model of Intergalactic-medium and GAlaxy (AMIGA) evolution since the dark ages. AMIGA is in the spirit of the popular semi-analytic models of galaxy formation, although it does not use halo merger trees but interpolates halo properties in grids that are progressively built. This strategy is less memory-demanding and allows one to start modeling at sufficiently high redshifts and low halo masses to have trivial boundary conditions. The number of free parameters is minimized by making a causal connection between physical processes usually treated as independent of each other, which leads to more reliable predictions. However, the strongest points of AMIGA are the following: (1) the inclusion of molecular cooling and metal-poor, population III (Pop III) stars with the most dramatic feedback and (2) accurate follow up of the temperature and volume filling factor of neutral, singly ionized, and doubly ionized regions, taking into account the distinct halo mass functions in those environments. We find the following general results. Massive Pop III stars determine the intergalactic medium metallicity and temperature, and the growth of spheroids and disks is self-regulated by that of massive black holes (MBHs) developed from the remnants of those stars. However, the properties of normal galaxies and active galactic nuclei appear to be quite insensitive to Pop III star properties due to the much higher yield of ordinary stars compared to Pop III stars and the dramatic growth of MBHs when normal galaxies begin to develop, which cause the memory loss of the initial conditions.

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In this paper we set out a confirmatory factor analysis model relating the values adolescents and their parents aspire to for the child’s future. We approach a problem when collecting parents’ answers and analysing paired data from parents and their child: the fact that in some families only one parent answers, while in others both meet to answer together. In order to account for differences between one-parent and two-parent responses we follow a multiple group structural equation modelling approach. Some significant differences emerged between the two and one answering parent groups. We observed only weak relationships between parents’ and children’s values

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We determined NGF involvement in MMCs and colonic motor alterations in an ovalbumin (OVA)-induced gut dysfunction model in rats. Animals received OVA (6 weeks), with/without simultaneous K252a (TrkA antagonist) treatment. MMCs, rat mast cell protease II (RMCPII) levels and colonic contractility in vitro were assessed. OVA increased MMC density and RMCPII concentration. Spontaneous contractility was similar in both groups and inhibited by K252a. Carbachol responses were increased by OVA in a K252a-independent manner. NO-synthase inhibition increased spontaneous activity in OVA-treated animals in a K252a-dependent manner. These observations support an involvement of NGF in the functional changes observed in this model.

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We use a dynamic factor model to provide a semi-structural representation for 101 quarterly US macroeconomic series. We find that (i) the US economy is well described by a number of structural shocks between two and six. Focusing on the four-shock specification, we identify, using sign restrictions, two non-policy shocks, demand and supply, and two policy shocks, monetary and fiscal. We obtain the following results. (ii) Both supply and demand shocks are important sources of fluctuations; supply prevails for GDP, while demand prevails for employment and inflation. (ii) Policy matters, Both monetary and fiscal policy shocks have sizeable effects on output and prices, with little evidence of crowding out; both monetary and fiscal authorities implement important systematic countercyclical policies reacting to demand shocks. (iii) Negative demand shocks have a large long-run positive effect on productivity, consistently with the Schumpeterian "cleansing" view of recessions.

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To measure the contribution of individual transactions inside the total risk of a credit portfolio is a major issue in financial institutions. VaR Contributions (VaRC) and Expected Shortfall Contributions (ESC) have become two popular ways of quantifying the risks. However, the usual Monte Carlo (MC) approach is known to be a very time consuming method for computing these risk contributions. In this paper we consider the Wavelet Approximation (WA) method for Value at Risk (VaR) computation presented in [Mas10] in order to calculate the Expected Shortfall (ES) and the risk contributions under the Vasicek one-factor model framework. We decompose the VaR and the ES as a sum of sensitivities representing the marginal impact on the total portfolio risk. Moreover, we present technical improvements in the Wavelet Approximation (WA) that considerably reduce the computational effort in the approximation while, at the same time, the accuracy increases.

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This paper presents several applications to interest rate risk managementbased on a two-factor continuous-time model of the term structure of interestrates previously presented in Moreno (1996). This model assumes that defaultfree discount bond prices are determined by the time to maturity and twofactors, the long-term interest rate and the spread (difference between thelong-term rate and the short-term (instantaneous) riskless rate). Several newmeasures of ``generalized duration" are presented and applied in differentsituations in order to manage market risk and yield curve risk. By means ofthese measures, we are able to compute the hedging ratios that allows us toimmunize a bond portfolio by means of options on bonds. Focusing on thehedging problem, it is shown that these new measures allow us to immunize abond portfolio against changes (parallel and/or in the slope) in the yieldcurve. Finally, a proposal of solution of the limitations of conventionalduration by means of these new measures is presented and illustratednumerically.

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This paper presents a two--factor model of the term structure ofinterest rates. We assume that default free discount bond prices aredetermined by the time to maturity and two factors, the long--term interestrate and the spread (difference between the long--term rate and theshort--term (instantaneous) riskless rate). Assuming that both factorsfollow a joint Ornstein--Uhlenbeck process, a general bond pricing equationis derived. We obtain a closed--form expression for bond prices andexamine its implications for the term structure of interest rates. We alsoderive a closed--form solution for interest rate derivatives prices. Thisexpression is applied to price European options on discount bonds andmore complex types of options. Finally, empirical evidence of the model'sperformance is presented.

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Rats bearing the Yoshida AH-130 ascites hepatoma showed enhanced fractional rates of protein degradation in gastrocnemius muscle, heart, and liver, while fractional synthesis rates were similar to those in non-tumor bearing rats. This hypercatabolic pattern was associated with marked perturbations of the hormonal homeostasis and presence of tumor necrosis factor in the circulation. The daily administration of a goat anti-murine TNF IgG to tumor-bearing rats decreased protein degradation rates in skeletal muscle, heart, and liver as compared with tumor-bearing rats receiving a nonimmune goat IgG. The anti-TNF treatment was also effective in attenuating early perturbations in insulin and corticosterone homeostasis. Although these results suggest that tumor necrosis factor plays a significant role in mediating the changes in protein turnover and hormone levels elicited by tumor growth, the inability of such treatment to prevent a reduction in body weight implies that other mediators or tumor-related events were also involved.

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Rats bearing the Yoshida AH-130 ascites hepatoma showed enhanced fractional rates of protein degradation in gastrocnemius muscle, heart, and liver, while fractional synthesis rates were similar to those in non-tumor bearing rats. This hypercatabolic pattern was associated with marked perturbations of the hormonal homeostasis and presence of tumor necrosis factor in the circulation. The daily administration of a goat anti-murine TNF IgG to tumor-bearing rats decreased protein degradation rates in skeletal muscle, heart, and liver as compared with tumor-bearing rats receiving a nonimmune goat IgG. The anti-TNF treatment was also effective in attenuating early perturbations in insulin and corticosterone homeostasis. Although these results suggest that tumor necrosis factor plays a significant role in mediating the changes in protein turnover and hormone levels elicited by tumor growth, the inability of such treatment to prevent a reduction in body weight implies that other mediators or tumor-related events were also involved.

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The aim of this study is to confirm the factorial structure of the Identification-Commitment Inventory (ICI) developed within the frame of the Human System Audit (HSA) (Quijano et al. in Revist Psicol Soc Apl 10(2):27-61, 2000; Pap Psicól Revist Col Of Psicó 29:92-106, 2008). Commitment and identification are understood by the HSA at an individual level as part of the quality of human processes and resources in an organization; and therefore as antecedents of important organizational outcomes, such as personnel turnover intentions, organizational citizenship behavior, etc. (Meyer et al. in J Org Behav 27:665-683, 2006). The theoretical integrative model which underlies ICI Quijano et al. (2000) was tested in a sample (N = 625) of workers in a Spanish public hospital. Confirmatory factor analysis through structural equation modeling was performed. Elliptical least square solution was chosen as estimator procedure on account of non-normal distribution of the variables. The results confirm the goodness of fit of an integrative model, which underlies the relation between Commitment and Identification, although each one is operatively different.

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This paper sets out a Marxian model that is based on the one by Stephen Marglin with one sector and continuous substitution. It is extended by adding technical progress and land as a factor of production. It is then shown that capital accumulation causes the preconditions for the breakdown of capitalism to emerge; that is, it causes the organic composition of capital to rise, the rate of profit to fall and the rate of exploitation to rise. A compressed history of the idea of the breakdown of capitalism is then set out and an explanation is given as to how the model relates to this and how it may serve as the basis for further research.

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There is recent interest in the generalization of classical factor models in which the idiosyncratic factors are assumed to be orthogonal and there are identification restrictions on cross-sectional and time dimensions. In this study, we describe and implement a Bayesian approach to generalized factor models. A flexible framework is developed to determine the variations attributed to common and idiosyncratic factors. We also propose a unique methodology to select the (generalized) factor model that best fits a given set of data. Applying the proposed methodology to the simulated data and the foreign exchange rate data, we provide a comparative analysis between the classical and generalized factor models. We find that when there is a shift from classical to generalized, there are significant changes in the estimates of the structures of the covariance and correlation matrices while there are less dramatic changes in the estimates of the factor loadings and the variation attributed to common factors.

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La beca concedida ha anat destinada a desenvolupar la tesi doctoral que duu per nom "Les ciutats turístiques, les noves ciutats. Anàlisi de l'evolució del model turístic en destinacions de litoral madures a partir de l'anàlisi de paràmetres urbanístics". L’àrea d’estudi comprèn els municipis de Cambrils, Salou i La Pineda (Vila-seca) que conformen la Costa Daurada central, destinació madura de litoral mediterrani, que basa el seu desenvolupament d’acord el model turístic de sol i platja. Arribats en aquest punt de finalització de la beca, cal destacar que s’ha complert amb l'objectiu d'analitzar el procés de transformació de les ciutats turístiques, tot establint com el turisme litoral mediterrani s'ha convertit en un factor de creació de ciutat. Així mateix també s'han complert els objectius específics tals com: analitzar l'evolució de les destinacions turístiques consolidades del litoral mediterrani, recopilar informació per a la creació d'índexs i eines que serveixin per l'anàlisi del procés de tranformació de les ciutats turístiques a ciutats tradicionals a partir del tractament dels plans parcials, recopilar i analitzar les polítiques de planificació que han condicionat l'area d'estudi, modelitzar el procés de construcció de l'espai turístic a partir de l'establiment d'unes unitats bàsiques en la descripció i anàlisi territorial i paisatgístic, i crear un SIG per culminar el procés d'anàlisi tot creant una base de dades i la representació dels resultats en cartogradia temàtica. Pel que fa al disseny i l’execució de la metodologia, es poden considerar dos vessants, una vessant més qualitativa i una altra més quantitativa per al tractament de la informació recopilada. Igualment la generació de cartografia específica completa el procés amb la producció de cartografia específica, tal i com es desenvolupa en la present memòria. La tesi parteix del guió que contempla: un prier capítol d'introducció, un segon dedicat al marc teòric, un tercer apartat on s'exposaran les hipòtesis de les quals es parteix, i un quart dedicat a la metodologia. Pren especial importància l'apartat dedicat a l’ànalisi, així com el dedicat a la discussió dels resultats obtinguts, que es desenvoluparà en el sisè apartat. Per últim resta destacar el setè apartat dedicat a les conclusions a les que s'ha arribat.

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En una economia basada en el coneixement, la innovació del producte es considera un factor clau a l'hora de determinar la competitivitat, la productivitat i el creixement d'una companyia. No obstant això, l'experiència de les companyies demostra la necessitat d'un nou model de gestió de la innovació del producte: una gestió basada en el màrqueting, en què la cooperació i l'ús intensiu de les tecnologies de la informació i de la comunicació (TIC) són especialment importants. En els darrers anys, la bibliografia sobre màrqueting ha analitzat el paper de la cooperació en l'èxit del procés d'innovació. No obstant això, fins ara pocs treballs han estudiat el paper que té l'ús de les TIC en el màrqueting en l'èxit del desenvolupament de nous productes (NPD, New Product Development en anglès). És una omissió curiosa, tenint en compte que el nou entorn competitiu és definit per una economia i una societat basades principalment en l'ús intensiu de les TIC i del coneixement. L'objectiu d'aquest treball és investigar el paper que l'ús de les TIC en el màrqueting té en el procés de desenvolupament de nous productes, com a element que reforça la integració d'agents al projecte, afavorint l'establiment de relacions dirigides a la cooperació i l'adquisició d'intel·ligència de mercat útil en el procés de desenvolupament de nous productes. L'estudi d'una mostra de 2.038 companyies de tots els sectors de l'activitat econòmica a Catalunya ens permet contrastar hipòtesis inicials i establir un perfil de companyia innovadora basat en les importants relacions que hi ha entre la innovació, l'ús de TIC en el màrqueting i la integració. Sobresurten dues idees en la nostra anàlisi. En primer lloc, l'ús intensiu de les TIC en el màrqueting fa que la companyia sigui més innovadora, ja que percep que el seu ús ajuda a superar barreres a la innovació i accelera els processos, que es tornen més eficients. En segon lloc, incrementant l'ús de les TIC en el màrqueting es fa augmentar la predisposició de la companyia a integrar agents particulars en l'entorn de negoci en el desenvolupament del procés d'innovació i a col·laborar-hi, de manera que es millora el grau d'adaptació del nou producte a les demandes del mercat.