188 resultados para pricing methods


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Interpretability and power of genome-wide association studies can be increased by imputing unobserved genotypes, using a reference panel of individuals genotyped at higher marker density. For many markers, genotypes cannot be imputed with complete certainty, and the uncertainty needs to be taken into account when testing for association with a given phenotype. In this paper, we compare currently available methods for testing association between uncertain genotypes and quantitative traits. We show that some previously described methods offer poor control of the false-positive rate (FPR), and that satisfactory performance of these methods is obtained only by using ad hoc filtering rules or by using a harsh transformation of the trait under study. We propose new methods that are based on exact maximum likelihood estimation and use a mixture model to accommodate nonnormal trait distributions when necessary. The new methods adequately control the FPR and also have equal or better power compared to all previously described methods. We provide a fast software implementation of all the methods studied here; our new method requires computation time of less than one computer-day for a typical genome-wide scan, with 2.5 M single nucleotide polymorphisms and 5000 individuals.

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The generation of an antigen-specific T-lymphocyte response is a complex multi-step process. Upon T-cell receptor-mediated recognition of antigen presented by activated dendritic cells, naive T-lymphocytes enter a program of proliferation and differentiation, during the course of which they acquire effector functions and may ultimately become memory T-cells. A major goal of modern immunology is to precisely identify and characterize effector and memory T-cell subpopulations that may be most efficient in disease protection. Sensitive methods are required to address these questions in exceedingly low numbers of antigen-specific lymphocytes recovered from clinical samples, and not manipulated in vitro. We have developed new techniques to dissect immune responses against viral or tumor antigens. These allow the isolation of various subsets of antigen-specific T-cells (with major histocompatibility complex [MHC]-peptide multimers and five-color FACS sorting) and the monitoring of gene expression in individual cells (by five-cell reverse transcription-polymerase chain reaction [RT-PCR]). We can also follow their proliferative life history by flow-fluorescence in situ hybridization (FISH) analysis of average telomere length. Recently, using these tools, we have identified subpopulations of CD8+ T-lymphocytes with distinct proliferative history and partial effector-like properties. Our data suggest that these subsets descend from recently activated T-cells and are committed to become differentiated effector T-lymphocytes.

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Carbon isotope ratio of androgens in urine specimens is routinely determined to exclude an abuse of testosterone or testosterone prohormones by athletes. Increasing application of gas chromatography/combustion/isotope ratio mass spectrometry (GC/C/IRMS) in the last years for target and systematic investigations on samples has resulted in the demand for rapid sample throughput as well as high selectivity in the extraction process particularly in the case of conspicuous samples. For that purpose, we present herein the complimentary use of an SPE-based assay and an HPLC fractionation method as a two-stage strategy for the isolation of testosterone metabolites and endogenous reference compounds prior to GC/C/IRMS analyses. Assays validation demonstrated acceptable performance in terms of intermediate precision (range: 0.1-0.4 per thousand) and Bland-Altman analyses revealed no significant bias (0.2 per thousand). For further validation of this two-stage analyses strategy, all the specimens (n=124) collected during a major sport event were processed.

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Painful neuromas may follow traumatic nerve injury. We carried out a double-blind controlled trial in which patients with a painful neuroma of the lower limb (n = 20) were randomly assigned to treatment by resection of the neuroma and translocation of the proximal nerve stump into either muscle tissue or an adjacent subcutaneous vein. Translocation into a vein led to reduced intensity of pain as assessed by visual analogue scale (5.8 (SD 2.7) vs 3.8 (SD 2.4); p < 0.01), and improved sensory, affective and evaluative dimensions of pain as assessed by the McGill pain score (33 (SD 18) vs 14 (SD 12); p < 0.01). This was associated with an increased level of activity (p < 0.01) and improved function (p < 0.01). Transposition of the nerve stump into an adjacent vein should be preferred to relocation into muscle.

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This book gives a general view of sequence analysis, the statistical study of successions of states or events. It includes innovative contributions on life course studies, transitions into and out of employment, contemporaneous and historical careers, and political trajectories. The approach presented in this book is now central to the life-course perspective and the study of social processes more generally. This volume promotes the dialogue between approaches to sequence analysis that developed separately, within traditions contrasted in space and disciplines. It includes the latest developments in sequential concepts, coding, atypical datasets and time patterns, optimal matching and alternative algorithms, survey optimization, and visualization. Field studies include original sequential material related to parenting in 19th-century Belgium, higher education and work in Finland and Italy, family formation before and after German reunification, French Jews persecuted in occupied France, long-term trends in electoral participation, and regime democratization. Overall the book reassesses the classical uses of sequences and it promotes new ways of collecting, formatting, representing and processing them. The introduction provides basic sequential concepts and tools, as well as a history of the method. Chapters are presented in a way that is both accessible to the beginner and informative to the expert.

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OBJECTIVE: Postmortem investigations are becoming more and more sophisticated. CT and MRI are already being used in pathology and forensic medicine. In this context, the impact of postmortem angiography increases because of the rapid evaluation of organ-specific vascular patterns, vascular alteration under pathologic and physiologic conditions, and tissue changes induced by artificial and unnatural causes. CONCLUSION: In this article, the advantages and disadvantages of former and current techniques and contrast agents are reviewed.

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OBJECTIVE: To assess total free-living energy expenditure (EE) in Gambian farmers with two independent methods, and to determine the most realistic free-living EE and physical activity in order to establish energy requirements for rural populations in developing countries. DESIGN: In this cross-sectional study two methods were applied at the same time. SETTING: Three rural villages and Dunn Nutrition Centre Keneba, MRC, The Gambia. SUBJECTS: Eight healthy, male subjects were recruited from three rural Gambian villages in the sub-Sahelian area (age: 25 +/- 4y; weight: 61.2 +/- 10.1 kg; height: 169.5 +/- 6.5 cm, body mass index: 21.2 +/- 2.5 kg/m2). INTERVENTION: We assessed free-living EE with two inconspicuous and independent methods: the first one used doubly labeled water (DLW) (2H2 18O) over a period of 12 days, whereas the second one was based on continuous heart rate (HR) measurements on two to three days using individual regression lines (HR vs EE) established by indirect calorimetry in a respiration chamber. Isotopic dilution of deuterium (2H2O) was also used to assess total body water and hence fat-free mass (FFM). RESULTS: EE assessed by DLW was found to be 3880 +/- 994 kcal/day (16.2 +/- 4.2 MJ/day). Expressed per unit body weight the EE averaged 64.2 +/- 9.3 kcal/kg/d (269 +/- 38 kJ/kg/d). These results were consistent with the EE results assessed by HR: 3847 +/- 605 kcal/d (16.1 +/- 2.5 MJ/d) or 63.4 +/- 8.2 kcal/kg/d (265 +/- 34kJ/kg/d). Physical activity index, expressed as a multiple of basal metabolic rate (BMR), averaged 2.40 +/- 0.41 (DLW) or 2.40 +/- 0.28 (HR). CONCLUSIONS: These findings suggest an extremely high level of physical activity in Gambian men during intense agricultural work (wet season). This contrasts with the relative food shortage, previously reported during the harvesting period. We conclude that the assessment of EE during the agricultural season in non-industrialized countries needs further investigations in order to obtain information on the energy requirement of these populations. For this purpose the use of the DLW and HR methods have been shown to be useful and complementary.

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This paper presents and discusses the use of Bayesian procedures - introduced through the use of Bayesian networks in Part I of this series of papers - for 'learning' probabilities from data. The discussion will relate to a set of real data on characteristics of black toners commonly used in printing and copying devices. Particular attention is drawn to the incorporation of the proposed procedures as an integral part in probabilistic inference schemes (notably in the form of Bayesian networks) that are intended to address uncertainties related to particular propositions of interest (e.g., whether or not a sample originates from a particular source). The conceptual tenets of the proposed methodologies are presented along with aspects of their practical implementation using currently available Bayesian network software.

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Nowadays, the joint exploitation of images acquired daily by remote sensing instruments and of images available from archives allows a detailed monitoring of the transitions occurring at the surface of the Earth. These modifications of the land cover generate spectral discrepancies that can be detected via the analysis of remote sensing images. Independently from the origin of the images and of type of surface change, a correct processing of such data implies the adoption of flexible, robust and possibly nonlinear method, to correctly account for the complex statistical relationships characterizing the pixels of the images. This Thesis deals with the development and the application of advanced statistical methods for multi-temporal optical remote sensing image processing tasks. Three different families of machine learning models have been explored and fundamental solutions for change detection problems are provided. In the first part, change detection with user supervision has been considered. In a first application, a nonlinear classifier has been applied with the intent of precisely delineating flooded regions from a pair of images. In a second case study, the spatial context of each pixel has been injected into another nonlinear classifier to obtain a precise mapping of new urban structures. In both cases, the user provides the classifier with examples of what he believes has changed or not. In the second part, a completely automatic and unsupervised method for precise binary detection of changes has been proposed. The technique allows a very accurate mapping without any user intervention, resulting particularly useful when readiness and reaction times of the system are a crucial constraint. In the third, the problem of statistical distributions shifting between acquisitions is studied. Two approaches to transform the couple of bi-temporal images and reduce their differences unrelated to changes in land cover are studied. The methods align the distributions of the images, so that the pixel-wise comparison could be carried out with higher accuracy. Furthermore, the second method can deal with images from different sensors, no matter the dimensionality of the data nor the spectral information content. This opens the doors to possible solutions for a crucial problem in the field: detecting changes when the images have been acquired by two different sensors.

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A short overview is given on the most important analytical body composition methods. Principles of the methods and advantages and limitations of the methods are discussed also in relation to other fields of research such as energy metabolism. Attention is given to some new developments in body composition research such as chemical multiple-compartment models, computerized tomography or nuclear magnetic resonance imaging (tissue level), and multifrequency bioelectrical impedance. Possible future directions of body composition research in the light of these new developments are discussed.

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Over thirty years ago, Leamer (1983) - among many others - expressed doubts about the quality and usefulness of empirical analyses for the economic profession by stating that "hardly anyone takes data analyses seriously. Or perhaps more accurately, hardly anyone takes anyone else's data analyses seriously" (p.37). Improvements in data quality, more robust estimation methods and the evolution of better research designs seem to make that assertion no longer justifiable (see Angrist and Pischke (2010) for a recent response to Leamer's essay). The economic profes- sion and policy makers alike often rely on empirical evidence as a means to investigate policy relevant questions. The approach of using scientifically rigorous and systematic evidence to identify policies and programs that are capable of improving policy-relevant outcomes is known under the increasingly popular notion of evidence-based policy. Evidence-based economic policy often relies on randomized or quasi-natural experiments in order to identify causal effects of policies. These can require relatively strong assumptions or raise concerns of external validity. In the context of this thesis, potential concerns are for example endogeneity of policy reforms with respect to the business cycle in the first chapter, the trade-off between precision and bias in the regression-discontinuity setting in chapter 2 or non-representativeness of the sample due to self-selection in chapter 3. While the identification strategies are very useful to gain insights into the causal effects of specific policy questions, transforming the evidence into concrete policy conclusions can be challenging. Policy develop- ment should therefore rely on the systematic evidence of a whole body of research on a specific policy question rather than on a single analysis. In this sense, this thesis cannot and should not be viewed as a comprehensive analysis of specific policy issues but rather as a first step towards a better understanding of certain aspects of a policy question. The thesis applies new and innovative identification strategies to policy-relevant and topical questions in the fields of labor economics and behavioral environmental economics. Each chapter relies on a different identification strategy. In the first chapter, we employ a difference- in-differences approach to exploit the quasi-experimental change in the entitlement of the max- imum unemployment benefit duration to identify the medium-run effects of reduced benefit durations on post-unemployment outcomes. Shortening benefit duration carries a double- dividend: It generates fiscal benefits without deteriorating the quality of job-matches. On the contrary, shortened benefit durations improve medium-run earnings and employment possibly through containing the negative effects of skill depreciation or stigmatization. While the first chapter provides only indirect evidence on the underlying behavioral channels, in the second chapter I develop a novel approach that allows to learn about the relative impor- tance of the two key margins of job search - reservation wage choice and search effort. In the framework of a standard non-stationary job search model, I show how the exit rate from un- employment can be decomposed in a way that is informative on reservation wage movements over the unemployment spell. The empirical analysis relies on a sharp discontinuity in unem- ployment benefit entitlement, which can be exploited in a regression-discontinuity approach to identify the effects of extended benefit durations on unemployment and survivor functions. I find evidence that calls for an important role of reservation wage choices for job search be- havior. This can have direct implications for the optimal design of unemployment insurance policies. The third chapter - while thematically detached from the other chapters - addresses one of the major policy challenges of the 21st century: climate change and resource consumption. Many governments have recently put energy efficiency on top of their agendas. While pricing instru- ments aimed at regulating the energy demand have often been found to be short-lived and difficult to enforce politically, the focus of energy conservation programs has shifted towards behavioral approaches - such as provision of information or social norm feedback. The third chapter describes a randomized controlled field experiment in which we discuss the effective- ness of different types of feedback on residential electricity consumption. We find that detailed and real-time feedback caused persistent electricity reductions on the order of 3 to 5 % of daily electricity consumption. Also social norm information can generate substantial electricity sav- ings when designed appropriately. The findings suggest that behavioral approaches constitute effective and relatively cheap way of improving residential energy-efficiency.

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P>1. Entomopathogenic nematodes can function as indirect defence for plants that are attacked by root herbivores. By releasing volatile organic compounds (VOCs), plants signal the presence of host insects and thereby attract nematodes.2. Nonetheless, how roots deploy indirect defences, how indirect defences relate to direct defences, and the ecological consequences of root defence allocation for herbivores and plant biomass are essentially unknown.3. We investigate a natural below-ground tritrophic system, involving common milkweed, a specialist root-boring beetle and entomopathogenic nematodes, and asked whether there is a negative genetic correlation between direct defences (root cardenolides) and indirect defences (emission of volatiles in the roots and nematode attraction), and between constitutive and inducible defences.4. Volatiles of roots were analysed using two distinct sampling methods. First, we collected emissions from living Asclepias syriaca roots by dynamic headspace sampling. This method showed that attacked A. syriaca plants emit five times higher levels of volatiles than control plants. Secondly, we used a solid phase micro-extraction (SPME) method to sample the full pool of volatiles in roots for genetic correlations of volatile biosynthesis.5. Field experiments showed that entomopathogenic nematodes prevent the loss of biomass to root herbivory. Additionally, suppression of root herbivores was mediated directly by cardenolides and indirectly by the attraction of nematodes. Genetic families of plants with high cardenolides benefited less from nematodes compared to low-cardenolide families, suggesting that direct and indirect defences may be redundant. Although constitutive and induced root defences traded off within each strategy (for both direct and indirect defence, cardenolides and VOCs, respectively), we found no trade-off between the two strategies.6. Synthesis. Constitutive expression and inducibility of defences may trade off because of resource limitation or because they are redundant. Direct and indirect defences do not trade off, likely because they may not share a limiting resource and because independently they may promote defence across the patchiness of herbivore attack and nematode presence in the field. Indeed, some redundancy in strategies may be necessary to increase effective defence, but for each strategy, an economy of deployment reduces overall costs.