Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions.

This paper proposes finite-sample procedures for testing the SURE specification in multi-equation regression models, i.e. whether the disturbances in different equations are contemporaneously uncorrelated or not. We apply the technique of Monte Carlo (MC) tests [Dwass (1957), Barnard (1963)] to obtain exact tests based on standard LR and LM zero correlation tests. We also suggest a MC quasi-LR (QLR) test based on feasible generalized least squares (FGLS). We show that the latter statistics are pivotal under the null, which provides the justification for applying MC tests. Furthermore, we extend the exact independence test proposed by Harvey and Phillips (1982) to the multi-equation framework. Specifically, we introduce several induced tests based on a set of simultaneous Harvey/Phillips-type tests and suggest a simulation-based solution to the associated combination problem. The properties of the proposed tests are studied in a Monte Carlo experiment which shows that standard asymptotic tests exhibit important size distortions, while MC tests achieve complete size control and display good power. Moreover, MC-QLR tests performed best in terms of power, a result of interest from the point of view of simulation-based tests. The power of the MC induced tests improves appreciably in comparison to standard Bonferroni tests and, in certain cases, outperforms the likelihood-based MC tests. The tests are applied to data used by Fischer (1993) to analyze the macroeconomic determinants of growth.

Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects.

A wide range of tests for heteroskedasticity have been proposed in the econometric and statistics literature. Although a few exact homoskedasticity tests are available, the commonly employed procedures are quite generally based on asymptotic approximations which may not provide good size control in finite samples. There has been a number of recent studies that seek to improve the reliability of common heteroskedasticity tests using Edgeworth, Bartlett, jackknife and bootstrap methods. Yet the latter remain approximate. In this paper, we describe a solution to the problem of controlling the size of homoskedasticity tests in linear regression contexts. We study procedures based on the standard test statistics [e.g., the Goldfeld-Quandt, Glejser, Bartlett, Cochran, Hartley, Breusch-Pagan-Godfrey, White and Szroeter criteria] as well as tests for autoregressive conditional heteroskedasticity (ARCH-type models). We also suggest several extensions of the existing procedures (sup-type of combined test statistics) to allow for unknown breakpoints in the error variance. We exploit the technique of Monte Carlo tests to obtain provably exact p-values, for both the standard and the new tests suggested. We show that the MC test procedure conveniently solves the intractable null distribution problem, in particular those raised by the sup-type and combined test statistics as well as (when relevant) unidentified nuisance parameter problems under the null hypothesis. The method proposed works in exactly the same way with both Gaussian and non-Gaussian disturbance distributions [such as heavy-tailed or stable distributions]. The performance of the procedures is examined by simulation. The Monte Carlo experiments conducted focus on : (1) ARCH, GARCH, and ARCH-in-mean alternatives; (2) the case where the variance increases monotonically with : (i) one exogenous variable, and (ii) the mean of the dependent variable; (3) grouped heteroskedasticity; (4) breaks in variance at unknown points. We find that the proposed tests achieve perfect size control and have good power.

Subepithelial collagen content in the peripheral airways of heaves-affected and control horses

Chez les patients asthmatiques, on retrouve un remodelage de la matrice extracellulaire des poumons, caractérisé par une augmentation du collagène ou fibrose de la couche sous-épithéliale des voies respiratoires. Le souffle, maladie inflammatoire chronique des voies respiratoires inférieures des chevaux matures, présente des similarités physiopathologiques avec l’asthme humain, incluant le remodelage. Ceci nous conduit à l’hypothèse que la fibrose de la couche sous-épithéliale pourrait être une composante des lésions pulmonaires chez les chevaux affectés, ce que notre étude avait pour objectif d’évaluer. Des biopsies pulmonaires périphériques réalisées par voie thoracoscopique ont été obtenues chez 5 chevaux témoins et 6 chevaux atteints du souffle, avant (T0) et après une stimulation antigénique de 30 jours avec du foin moisi et de la paille. Avant le début de l’étude, les sujets étaient en rémission clinique et ne démontraient aucun signe clinique de maladie. Un examen microscopique des échantillons prélevés a été réalisé après traitement au picrosirius-rouge, colorant spécifique des fibres de collagène. La surface du collagène de la couche sous-épithéliale a été mesurée et corrigée en fonction de la taille de la voie respiratoire en utilisant des techniques morphométriques standards. Les chevaux atteints de souffle ont une surface de collagène plus grande dans la couche sous-épithéliale (p<0.1) en comparaison avec les chevaux témoins. La fibrose de la couche sous-épithéliale demeure inchangée chez les chevaux malades après la stimulation antigénique de 30 jours. À T0, la fibrose de la couche sous-épithéliale est associée positivement aux variations maximales de pression pleurale et à la résistance pulmonaire chez les chevaux atteints de souffle. Les résultats de cette étude suggèrent qu’une fibrose de la couche sous-épithéliale est présente dans les voies respiratoires périphériques des chevaux atteints de souffle et contribue au déficit de fonction résiduel pulmonaire observé lors de rémission clinique.

Changes in urethral sphincter size following rehabilitation in older women with stress urinary incontinence

Introduction and hypothesis The purpose of this study was to evaluate the effects of a pelvic floor muscle (PFM) rehabilitation program on the striated urethral sphincter in women over 60 years with stress urinary incontinence (SUI). We hypothesized that the PFM rehabilitation program would also exercise the striated urethral sphincter and that this would be demonstrated by hypertrophy of the sphincter on magnetic resonance imaging (MRI). Methods Women with at least weekly episodes of SUI were recruited. Participants were evaluated before and after a 12-week group PFM rehabilitation intervention with T2-weighted fast-spin-echo MRI sequences recorded in the axial plane at rest to assess urethral sphincter size. Data on SUI symptoms and their bother were also collected. No control group was included. Results Seventeen women participated in the study. The striated urethral sphincter increased significantly in thickness (21 %, p < 0.001), cross-sectional area (20 %, p = 0.003), and volume (12 %, p = 0.003) following the intervention. The reported number of incontinence episodes and their bother also decreased significantly. Conclusions This study appears to demonstrate that PFM training for SUI also trains the striated urethral sphincter and that improvement in incontinence signs and symptoms is associated with sphincter hypertrophy in older women with SUI. These findings support previous ultrasound (US) data showing an increase in urethral cross-sectional area following PFM training and extend the previous findings by more specifically assessing the area of hypertrophy and by demonstrating that older women present the same changes as younger women when assessed using MRI data.