65 resultados para Causality-in-variance


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Diverticular disease (DD) is an age-related disorder of the large bowel which may affect half of the population over the age of 65 in the UK. This high prevalence ranks it as one of the most common bowel disorders in western nations. The majority of patients remain asymptomatic but there are associated life-threatening co-morbidities, which, given the large numbers of people with DD, translates into a considerable number of deaths per annum. Despite this public health burden, relatively little seems to be known about either the mechanisms of development or causality. In the 1970s, a model of DD formulated the concept that diverticula occur as a consequence of pressureinduced damage to the colon wall amongst those with a low intake of dietary fiber. In this review, we have examined the evidence regarding the influence of ageing, diet, inflammation and genetics on DD development. We argue that the evidence supporting the barotrauma hypothesis is largely anecdotal. We have also identified several gaps in the knowledge base which need to be filled before we can complete

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We seek to address formally the question raised by Gardner (2003) in his Elmhirst lecture as to the direction of causality between agricultural value added per worker and Gross Domestic Product (GDP) per capita. Using the Granger causality test in the panel data analyzed by Gardner for 85 countries, we find overwhelming evidence that supports the conclusion that agricultural value added is the causal variable in developing countries, while the direction of causality in developed countries is unclear. We also examine further the use of the Granger causality test in integrated data and provide evidence that the performance of the test can be increased in small samples through the use of the bootstrap.

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Personalised, genotype-based nutrition is a concept that links genotyping with specific nutritional advice in order to improve the prevention of nutrition-associated, chronic diseases. This review describes the current scientific basis of the concept and discusses its problems. There is convincing evidence that variant genes may indeed determine the biological response to nutrients. The effects of single-gene variants on risk or risk factor levels of a complex disease are, however, usually small and sometimes inconsistent. Thus, information on the effects of combinations of relevant gene variants appears to be required in order to improve the predictive precision of the genetic information. Furthermore, very few associations between genotype and response have been tested for causality in human intervention studies, and little is known about potential adverse effects of a genotype-derived intervention. These issues need to be addressed before genotyping can become an acceptable method to guide nutritional recommendations.

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This paper combines and generalizes a number of recent time series models of daily exchange rate series by using a SETAR model which also allows the variance equation of a GARCH specification for the error terms to be drawn from more than one regime. An application of the model to the French Franc/Deutschmark exchange rate demonstrates that out-of-sample forecasts for the exchange rate volatility are also improved when the restriction that the data it is drawn from a single regime is removed. This result highlights the importance of considering both types of regime shift (i.e. thresholds in variance as well as in mean) when analysing financial time series.

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This paper explores the criticism that system dynamics is a ‘hard’ or ‘deterministic’ systems approach. This criticism is seen to have four interpretations and each is addressed from the perspectives of social theory and systems science. Firstly, system dynamics is shown to offer not prophecies but Popperian predictions. Secondly, it is shown to involve the view that system structure only partially, not fully, determines human behaviour. Thirdly, the field's assumptions are shown not to constitute a grand content theory—though its structural theory and its attachment to the notion of causality in social systems are acknowledged. Finally, system dynamics is shown to be significantly different from systems engineering. The paper concludes that such confusions have arisen partially because of limited communication at the theoretical level from within the system dynamics community but also because of imperfect command of the available literature on the part of external commentators. Improved communication on theoretical issues is encouraged, though it is observed that system dynamics will continue to justify its assumptions primarily from the point of view of practical problem solving. The answer to the question in the paper's title is therefore: on balance, no.

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This study uses a Granger causality time series modeling approach to quantitatively diagnose the feedback of daily sea surface temperatures (SSTs) on daily values of the North Atlantic Oscillation (NAO) as simulated by a realistic coupled general circulation model (GCM). Bivariate vector autoregressive time series models are carefully fitted to daily wintertime SST and NAO time series produced by a 50-yr simulation of the Third Hadley Centre Coupled Ocean-Atmosphere GCM (HadCM3). The approach demonstrates that there is a small yet statistically significant feedback of SSTs oil the NAO. The SST tripole index is found to provide additional predictive information for the NAO than that available by using only past values of NAO-the SST tripole is Granger causal for the NAO. Careful examination of local SSTs reveals that much of this effect is due to the effect of SSTs in the region of the Gulf Steam, especially south of Cape Hatteras. The effect of SSTs on NAO is responsible for the slower-than-exponential decay in lag-autocorrelations of NAO notable at lags longer than 10 days. The persistence induced in daily NAO by SSTs causes long-term means of NAO to have more variance than expected from averaging NAO noise if there is no feedback of the ocean on the atmosphere. There are greater long-term trends in NAO than can be expected from aggregating just short-term atmospheric noise, and NAO is potentially predictable provided that future SSTs are known. For example, there is about 10%-30% more variance in seasonal wintertime means of NAO and almost 70% more variance in annual means of NAO due to SST effects than one would expect if NAO were a purely atmospheric process.

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In this paper, observations by a ground-based vertically pointing Doppler lidar and sonic anemometer are used to investigate the diurnal evolution of boundary-layer turbulence in cloudless, cumulus and stratocumulus conditions. When turbulence is driven primarily by surface heating, such as in cloudless and cumulus-topped boundary layers, both the vertical velocity variance and skewness follow similar profiles, on average, to previous observational studies of turbulence in convective conditions, with a peak skewness of around 0.8 in the upper third of the mixed layer. When the turbulence is driven primarily by cloud-top radiative cooling, such as in the presence of nocturnal stratocumulus, it is found that the skewness is inverted in both sign and height: its minimum value of around −0.9 occurs in the lower third of the mixed layer. The profile of variance is consistent with a cloud-top cooling rate of around 30Wm−2. This is also consistent with the evolution of the thermodynamic profile and the rate of growth of the mixed layer into the stable nocturnal boundary layer from above. In conditions where surface heating occurs simultaneously with cloud-top cooling, the skewness is found to be useful for diagnosing the source of the turbulence, suggesting that long-term Doppler lidar observations would be valuable for evaluating boundary-layer parametrization schemes. Copyright c 2009 Royal Meteorological Society

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Although the potential to adapt to warmer climate is constrained by genetic trade-offs, our understanding of how selection and mutation shape genetic (co)variances in thermal reaction norms is poor. Using 71 isofemale lines of the fly Sepsis punctum, originating from northern, central, and southern European climates, we tested for divergence in juvenile development rate across latitude at five experimental temperatures. To investigate effects of evolutionary history in different climates on standing genetic variation in reaction norms, we further compared genetic (co)variances between regions. Flies were reared on either high or low food resources to explore the role of energy acquisition in determining genetic trade-offs between different temperatures. Although the latter had only weak effects on the strength and sign of genetic correlations, genetic architecture differed significantly between climatic regions, implying that evolution of reaction norms proceeds via different trajectories at high latitude versus low latitude in this system. Accordingly, regional genetic architecture was correlated to region-specific differentiation. Moreover, hot development temperatures were associated with low genetic variance and stronger genetic correlations compared to cooler temperatures. We discuss the evolutionary potential of thermal reaction norms in light of their underlying genetic architectures, evolutionary histories, and the materialization of trade-offs in natural environments.

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In both Hawaiian and Tahitian, the central meaning of mahu denotes gender-variant individuals, particularly male-bodied persons who have a significant investment in femininity. However, in Hawai‘i, unlike Tahiti, the word mahu is now more commonly used as an insult against gay or transgender people. The negative connotation of the term in Hawaiian indexes lower levels of social acceptability for mahu identity on O‘ahu (Hawai‘i’s most populous island) as compared to Tahiti. The article argues that these differences are partly due to a historical legacy of sexually repressive laws. The article traces the history of sodomy laws in these two Polynesian societies and argues that this history supports the hypothesis that sodomy laws (in conjunction with such social processes as urbanisation and Christianisation) are partially to blame for the diminished social status of mahu on O‘ahu. A different social and legal history in Tahiti accounts for the fact that the loss of social status experienced by Tahitian mahu has been lesser than that of their Hawaiian counterparts.

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The theory of evolution by sexual selection for sexual size dimorphism (SSD) postulates that SSD primarily reflects the adaptation of males and females to their different reproductive roles. For example, competition among males for access to females increases male body size because larger males are better able to maintain dominant status than smaller males. Larger dominant males sire most offspring while smaller subordinate males are unsuccessful, leading to skew in reproductive success. Therefore, species with male-biased SSD are predicted to have greater variance in male reproductive success than those in which both sexes are similar in size. We tested this prediction among the Pinnipedia, a mammalian group with a great variation in SSD. From a literature review, we identified genetic estimates of male reproductive success for 10 pinniped taxa (eight unique species and two subspecies of a ninth species) that range from seals with similarly sized males and females to species in which males are more than four times as large as females. We found no support for a positive relationship between variance in reproductive success and SSD among pinnipeds after excluding the elephant seals Mirounga leonina and Mirounga angustirostris, which we discuss as distinctive cases. Several explanations for these results are presented, including the revival of one of Darwin's original ideas. Darwin proposed that natural selection may explain SSD based on differences in energetic requirements between sexes and the potential for sexual niche segregation. Males may develop larger bodies to exploit resources that remain unavailable to females due to the energetic constraints imposed on female mammals by gestation and lactation. The importance of this alternative explanation remains to be tested.

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We analyze the risk premia embedded in the S&P 500 spot index and option markets. We use a long time-series of spot prices and a large panel of option prices to jointly estimate the diffusive stock risk premium, the price jump risk premium, the diffusive variance risk premium and the variance jump risk premium. The risk premia are statistically and economically significant and move over time. Investigating the economic drivers of the risk premia, we are able to explain up to 63 % of these variations.

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The sensitivity of the UK Universities Global Atmospheric Modelling Programme (UGAMP) General Circulation Model (UGCM) to two very different approaches to convective parametrization is described. Comparison is made between a Kuo scheme, which is constrained by large-scale moisture convergence, and a convective-adjustment scheme, which relaxes to observed thermodynamic states. Results from 360-day integrations with perpetual January conditions are used to describe the model's tropical time-mean climate and its variability. Both convection schemes give reasonable simulations of the time-mean climate, but the representation of the main modes of tropical variability is markedly different. The Kuo scheme has much weaker variance, confined to synoptic frequencies near 4 days, and a poor simulation of intraseasonal variability. In contrast, the convective-adjustment scheme has much more transient activity at all time-scales. The various aspects of the two schemes which might explain this difference are discussed. The particular closure on moisture convergence used in this version of the Kuo scheme is identified as being inappropriate.

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A new spectral-based approach is presented to find orthogonal patterns from gridded weather/climate data. The method is based on optimizing the interpolation error variance. The optimally interpolated patterns (OIP) are then given by the eigenvectors of the interpolation error covariance matrix, obtained using the cross-spectral matrix. The formulation of the approach is presented, and the application to low-dimension stochastic toy models and to various reanalyses datasets is performed. In particular, it is found that the lowest-frequency patterns correspond to largest eigenvalues, that is, variances, of the interpolation error matrix. The approach has been applied to the Northern Hemispheric (NH) and tropical sea level pressure (SLP) and to the Indian Ocean sea surface temperature (SST). Two main OIP patterns are found for the NH SLP representing respectively the North Atlantic Oscillation and the North Pacific pattern. The leading tropical SLP OIP represents the Southern Oscillation. For the Indian Ocean SST, the leading OIP pattern shows a tripole-like structure having one sign over the eastern and north- and southwestern parts and an opposite sign in the remaining parts of the basin. The pattern is also found to have a high lagged correlation with the Niño-3 index with 6-months lag.

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The variogram is essential for local estimation and mapping of any variable by kriging. The variogram itself must usually be estimated from sample data. The sampling density is a compromise between precision and cost, but it must be sufficiently dense to encompass the principal spatial sources of variance. A nested, multi-stage, sampling with separating distances increasing in geometric progression from stage to stage will do that. The data may then be analyzed by a hierarchical analysis of variance to estimate the components of variance for every stage, and hence lag. By accumulating the components starting from the shortest lag one obtains a rough variogram for modest effort. For balanced designs the analysis of variance is optimal; for unbalanced ones, however, these estimators are not necessarily the best, and the analysis by residual maximum likelihood (REML) will usually be preferable. The paper summarizes the underlying theory and illustrates its application with data from three surveys, one in which the design had four stages and was balanced and two implemented with unbalanced designs to economize when there were more stages. A Fortran program is available for the analysis of variance, and code for the REML analysis is listed in the paper. (c) 2005 Elsevier Ltd. All rights reserved.

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Long-term monitoring of forest soils as part of a pan-European network to detect environmental change depends on an accurate determination of the mean of the soil properties at each monitoring event. Forest soil is known to be very variable spatially, however. A study was undertaken to explore and quantify this variability at three forest monitoring plots in Britain. Detailed soil sampling was carried out, and the data from the chemical analyses were analysed by classical statistics and geostatistics. An analysis of variance showed that there were no consistent effects from the sample sites in relation to the position of the trees. The variogram analysis showed that there was spatial dependence at each site for several variables and some varied in an apparently periodic way. An optimal sampling analysis based on the multivariate variogram for each site suggested that a bulked sample from 36 cores would reduce error to an acceptable level. Future sampling should be designed so that it neither targets nor avoids trees and disturbed ground. This can be achieved best by using a stratified random sampling design.