908 resultados para exact test
Resumo:
The aim of this paper is to investigate the mechanism of nanoscale fatigue using nano-impact and multiple-loading cycle nanoindentation tests, and compare it to previously reported findings of nanoscale fatigue using integrated stiffness and depth sensing approach. Two different film loading mechanism, loading history and indenter shapes are compared to comprehend the influence of test methodology on the nanoscale fatigue failure mechanisms of DLC film. An amorphous 100 nm thick DLC film was deposited on a 500 μm silicon substrate using sputtering of graphite target in pure argon atmosphere. Nano-impact and multiple-load cycle indentations were performed in the load range of 100 μN to 1000 μN and 0.1 mN to 100 mN, respectively. Both test types were conducted using conical and Berkovich indenters. Results indicate that for the case of conical indenter, the combination of nano-impact and multiple-loading cycle nanoindentation tests provide information on the life and failure mechanism of DLC film, which is comparable to the previously reported findings using the integrated stiffness and depth sensing approach. However, the comparison of results is sensitive to the applied load, loading mechanism, test-type and probe geometry. The loading mechanism and load history is therefore critical which also leads to two different definitions of film failure. The choice of exact test methodology, load and probe geometry should therefore be dictated by the in-service tribological conditions, and where necessary both test methodologies can be used to provide better insights of failure mechanism. Molecular dynamics (MD) simulations of the elastic response of nanoindentation is reported, which indicates that the elastic modulus of the film measured using MD simulation was higher than that experimentally measured. This difference is attributed to the factors related to the presence of material defects, crystal structure, residual stress, indenter geometry and loading/unloading rate differences between the MD and experimental results.
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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.
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In this paper, we study several tests for the equality of two unknown distributions. Two are based on empirical distribution functions, three others on nonparametric probability density estimates, and the last ones on differences between sample moments. We suggest controlling the size of such tests (under nonparametric assumptions) by using permutational versions of the tests jointly with the method of Monte Carlo tests properly adjusted to deal with discrete distributions. We also propose a combined test procedure, whose level is again perfectly controlled through the Monte Carlo test technique and has better power properties than the individual tests that are combined. Finally, in a simulation experiment, we show that the technique suggested provides perfect control of test size and that the new tests proposed can yield sizeable power improvements.
Resumo:
In this paper we propose exact likelihood-based mean-variance efficiency tests of the market portfolio in the context of Capital Asset Pricing Model (CAPM), allowing for a wide class of error distributions which include normality as a special case. These tests are developed in the frame-work of multivariate linear regressions (MLR). It is well known however that despite their simple statistical structure, standard asymptotically justified MLR-based tests are unreliable. In financial econometrics, exact tests have been proposed for a few specific hypotheses [Jobson and Korkie (Journal of Financial Economics, 1982), MacKinlay (Journal of Financial Economics, 1987), Gib-bons, Ross and Shanken (Econometrica, 1989), Zhou (Journal of Finance 1993)], most of which depend on normality. For the gaussian model, our tests correspond to Gibbons, Ross and Shanken’s mean-variance efficiency tests. In non-gaussian contexts, we reconsider mean-variance efficiency tests allowing for multivariate Student-t and gaussian mixture errors. Our framework allows to cast more evidence on whether the normality assumption is too restrictive when testing the CAPM. We also propose exact multivariate diagnostic checks (including tests for multivariate GARCH and mul-tivariate generalization of the well known variance ratio tests) and goodness of fit tests as well as a set estimate for the intervening nuisance parameters. Our results [over five-year subperiods] show the following: (i) multivariate normality is rejected in most subperiods, (ii) residual checks reveal no significant departures from the multivariate i.i.d. assumption, and (iii) mean-variance efficiency tests of the market portfolio is not rejected as frequently once it is allowed for the possibility of non-normal errors.
Resumo:
We study the problem of testing the error distribution in a multivariate linear regression (MLR) model. The tests are functions of appropriately standardized multivariate least squares residuals whose distribution is invariant to the unknown cross-equation error covariance matrix. Empirical multivariate skewness and kurtosis criteria are then compared to simulation-based estimate of their expected value under the hypothesized distribution. Special cases considered include testing multivariate normal, Student t; normal mixtures and stable error models. In the Gaussian case, finite-sample versions of the standard multivariate skewness and kurtosis tests are derived. To do this, we exploit simple, double and multi-stage Monte Carlo test methods. For non-Gaussian distribution families involving nuisance parameters, confidence sets are derived for the the nuisance parameters and the error distribution. The procedures considered are evaluated in a small simulation experi-ment. Finally, the tests are applied to an asset pricing model with observable risk-free rates, using monthly returns on New York Stock Exchange (NYSE) portfolios over five-year subperiods from 1926-1995.
Resumo:
In this paper, we propose exact inference procedures for asset pricing models that can be formulated in the framework of a multivariate linear regression (CAPM), allowing for stable error distributions. The normality assumption on the distribution of stock returns is usually rejected in empirical studies, due to excess kurtosis and asymmetry. To model such data, we propose a comprehensive statistical approach which allows for alternative - possibly asymmetric - heavy tailed distributions without the use of large-sample approximations. The methods suggested are based on Monte Carlo test techniques. Goodness-of-fit tests are formally incorporated to ensure that the error distributions considered are empirically sustainable, from which exact confidence sets for the unknown tail area and asymmetry parameters of the stable error distribution are derived. Tests for the efficiency of the market portfolio (zero intercepts) which explicitly allow for the presence of (unknown) nuisance parameter in the stable error distribution are derived. The methods proposed are applied to monthly returns on 12 portfolios of the New York Stock Exchange over the period 1926-1995 (5 year subperiods). We find that stable possibly skewed distributions provide statistically significant improvement in goodness-of-fit and lead to fewer rejections of the efficiency hypothesis.
Resumo:
Objectives: The stair-climbing test as measured in meters or number of steps has been proposed to predict the risk of postoperative complications. The study objective was to determine whether the stair-climbing time can predict the risk of postoperative complications. Methods: Patients aged more than 18 years with a recommendation of thoracotomy for lung resection were included in the study. Spirometry was performed according to the criteria by the American Thoracic Society. The stair-climbing test was performed on shaded stairs with a total of 12.16 m in height, and the stair-climbing time in seconds elapsed during the climb of the total height was measured. The accuracy test was applied to obtain stair-climbing time predictive values, and the receiver operating characteristic curve was calculated. Variables were tested for association with postoperative cardiopulmonary complications using the Student t test for independent populations, the Mann-Whitney test, and the chi-square or Fisher exact test. Logistic regression analysis was performed. Results: Ninety-eight patients were evaluated. Of these, 27 showed postoperative complications. Differences were found between the groups for age and attributes obtained from the stair-climbing test. The cutoff point for stair-climbing time obtained from the receiver operating characteristic curve was 37.5 seconds. No differences were found between the groups for forced expiratory volume in 1 second. In the logistic regression, stair-climbing time was the only variable associated with postoperative complications, suggesting that the risk of postoperative complications increases with increased stair-climbing time. Conclusions: The only variable showing association with complications, according to multivariate analysis, was stair-climbing time. © 2013 by The American Association for Thoracic Surgery.
Resumo:
Power calculations in a small sample comparative study, with a continuous outcome measure, are typically undertaken using the asymptotic distribution of the test statistic. When the sample size is small, this asymptotic result can be a poor approximation. An alternative approach, using a rank based test statistic, is an exact power calculation. When the number of groups is greater than two, the number of calculations required to perform an exact power calculation is prohibitive. To reduce the computational burden, a Monte Carlo resampling procedure is used to approximate the exact power function of a k-sample rank test statistic under the family of Lehmann alternative hypotheses. The motivating example for this approach is the design of animal studies, where the number of animals per group is typically small.
Resumo:
Monitoring foodservice satisfaction is a risk management strategy for malnutrition in the acute care sector, as low satisfaction may be associated with poor intake. This study aimed to investigate the relationship between age and foodservice satisfaction in the private acute care setting. Patient satisfaction was assessed using a validated tool, the Acute Care Hospital Foodservice Patient Satisfaction Questionnaire for data collected 2008–2010 (n = 779) at a private hospital, Brisbane. Age was grouped into three categories; <50 years, 51–70 years and >70 years. Fisher’s exact test assessed independence of categorical responses and age group; ANOVA or Kruskal–Wallis test was used for continuous variables. Dichotomised responses were analysed using logistic regression and odds ratios (95% confidence interval, p < 0.05). Overall foodservice satisfaction (5 point scale) was high (≥4 out of 5) and was independent of age group (p = 0.377). There was an increasing trend with age in mean satisfaction scores for individual dimensions of foodservice; food quality (p < 0.001), meal service quality (p < 0.001), staff service issues (p < 0.001) and physical environment (p < 0.001). A preference for being able to choose different sized meals (59.8% > 70 years vs 40.6% ≤50 years; p < 0.001) and response to ‘the foods are just the right temperature’ (55.3% >70 years vs 35.9% ≤50 years; p < 0.001) was dependent on age. For the food quality dimension, based on dichotomised responses (satisfied or not), the odds of satisfaction was higher for >70 years (OR = 5.0, 95% CI: 1.8–13.8; <50 years referent). These results suggest that dimensions of foodservice satisfaction are associated with age and can assist foodservices to meet varying generational expectations of clients.
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Multiple sclerosis (MS) is a chronic inflammatory disease of the central nervous system (CNS) affecting most commonly the Caucasian population. Nitric oxide (NO) is a biological signaling and effector molecule and is especially important during inflammation. Inducible nitric oxide synthase (iNOS) is one of the three enzymes responsible for generating NO. It has been reported that there is an excessive production of NO in MS concordant with an increased expression of iNOS in MS lesions. This study investigated the role of a bi-allelic tetranucleotide polymorphism located in the promoter region of the human iNOS (NOS2A) gene in MS susceptibility. A group of MS patients (n = 101) were genotyped and compared to an age- and sex-matched group of healthy controls (n = 101). The MS group was subdivided into three subtypes, namely relapsing-remitting MS (RR-MS), secondary-progressive MS (SP-MS) and primary-progressive MS (PP-MS). Results of a chi-squared analysis and a Fisher's exact test revealed that allele and genotype distributions between cases and controls were not significantly different for the total population (chi(2) = 3.4, P(genotype) = 0.15; chi(2) = 3.4, P(allele) = 0.082) and for each subtype of MS (P > 0.05). This suggests that there is no direct association of this iNOS gene variant with MS susceptibility.
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Patellar tendon ultrasound appearance is commonly used in clinical practice to diagnose patellar tendinopathy and guide management. Using a longitudinal study design we examined whether or not the presence of a hypoechoic ultrasonographic lesion in an asymptomatic patellar tendon conferred a risk for developing jumper's knee compared with a tendon that was ultrasonographically normal. Ultrasonographic, symptomatic and anthropometric assessment was completed at baseline and followup. Magnetic resonance imaging was performed on four tendons that resolved ultrasonographically in the study period. Forty-six patellar tendons were followed over 47 ± 11.8 months. Eighteen tendons were hypoechoic at baseline and 28 were ultrasonographically normal. Five tendons resolved ultrasonographically in the study period. Magnetic resonance imaging in four of these tendons was normal. Seven normal patellar tendons at baseline developed a hypoechoic area but only two became symptomatic. Analysis of ultrasonography at baseline and clinical outcome with Fisher's exact test shows there is no association between baseline ultrasound changes and symptoms at followup. In this study there is no statistically significant relationship between ultrasonographic patellar tendon abnormalities and clinical outcome in elite male athletes. Management of jumper's knee should not be solely based on ultrasonographic appearance; clinical assessment remains the cornerstone of appropriate management.
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Purpose: To investigate the expression pattern of hypoxia-induced proteins identified as being involved in malignant progression of head-and-neck squamous cell carcinoma (HNSCC) and to determine their relationship to tumor pO 2 and prognosis. Methods and Materials: We performed immunohistochemical staining of hypoxia-induced proteins (carbonic anhydrase IX [CA IX], BNIP3L, connective tissue growth factor, osteopontin, ephrin A1, hypoxia inducible gene-2, dihydrofolate reductase, galectin-1, IκB kinase β, and lysyl oxidase) on tumor tissue arrays of 101 HNSCC patients with pretreatment pO 2 measurements. Analysis of variance and Fisher's exact tests were used to evaluate the relationship between marker expression, tumor pO 2, and CA IX staining. Cox proportional hazard model and log-rank tests were used to determine the relationship between markers and prognosis. Results: Osteopontin expression correlated with tumor pO 2 (Eppendorf measurements) (p = 0.04). However, there was a strong correlation between lysyl oxidase, ephrin A1, and galectin-1 and CA IX staining. These markers also predicted for cancer-specific survival and overall survival on univariate analysis. A hypoxia score of 0-5 was assigned to each patient, on the basis of the presence of strong staining for these markers, whereby a higher score signifies increased marker expression. On multivariate analysis, increasing hypoxia score was an independent prognostic factor for cancer-specific survival (p = 0.015) and was borderline significant for overall survival (p = 0.057) when adjusted for other independent predictors of outcomes (hemoglobin and age). Conclusions: We identified a panel of hypoxia-related tissue markers that correlates with treatment outcomes in HNSCC. Validation of these markers will be needed to determine their utility in identifying patients for hypoxia-targeted therapy. © 2007 Elsevier Inc. All rights reserved.
Resumo:
Lung cancer is the most important cause of cancer-related mortality. Resectability and eligibility for treatment with adjuvant chemotherapy is determined by staging according to the TNM classification. Other determinants of tumour behaviour that predict disease outcome, such as molecular markers, may improve decision-making. Activation of the gene encoding human telomerase reverse transcriptase (hTERT) is implicated in the pathogenesis of lung cancer, and consequently detection of hTERT mRNA might have prognostic value for patients with early stage lung cancer. A cohort of patients who underwent a complete resection for early stage lung cancer was recruited as part of the European Early Lung Cancer (EUELC) project. In 166 patients expression of hTERT mRNA was determined in tumour tissue by quantitative real-time RT-PCR and related to that of a house-keeping gene (PBGD). Of a subgroup of 130 patients tumour-distant normal tissue was additionally available for hTERT mRNA analysis. The correlation between hTERT levels of surgical samples and disease-free survival was determined using a Fine and Gray hazard model. Although hTERT mRNA positivity in tumour tissue was significantly associated with clinical stage (Fisher's exact test p=0.016), neither hTERT mRNA detectability nor hTERT mRNA levels in tumour tissue were associated with clinical outcome. Conversely, hTERT positivity in adjacent normal samples was associated with progressive disease, 28% of patients with progressive disease versus 7.5% of disease-free patients had detectable hTERT mRNA in normal tissue [adjusted HR: 3.60 (1.64-7.94), p=0.0015]. hTERT mRNA level in tumour tissue has no prognostic value for patients with early stage lung cancer. However, detection of hTERT mRNA expression in tumour-distant normal lung tissue may indicate an increased risk of progressive disease.
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The subiculum is the major output region of the hippocampal formation. We have studied pyramidal neurons in slices of rat ventral subiculum to determine if there is a correlation between nicotinamide adenine dinucleotide phosphate-diaphorase (NADPH-d) activity and electrophysiological phenotype. The majority of NADPH-d-positive pyramidal neurons were found in the superficial cell layer (i.e. nearest to the hippocampal fissure) of the subiculum and appreciable NADPH-d activity was absent from pyramidal neurons in area CA1. This distribution of NADPH-d activity was mimicked by that of immunoreactivity for the neuronal isoform of nitric oxide synthase. Subicular pyramidal neurons were classified, electrophysiologically, as intrinsically burst-firing or regular spiking. After electrophysiological characterization, neurons were filled with Neurobiotin and revealed using fluorescence immunocytochemistry. The slices containing these neurons were also processed for NADPH-d. NADPH-d activity was found in six out of eight regular spiking neurons but was not found in any of 13 intrinsically burst-firing neurons (P=0.0008, Fisher's Exact Test). We conclude that in rat ventral subiculum, NADPH-d activity is present in a proportion of pyramidal neurons and indicates the presence of the neuronal isoform of nitric oxide synthase. Furthermore, amongst pyramidal neurons, NADPH-d activity is distributed preferentially to those with the regular spiking phenotype. The distribution of regular spiking neurons suggests that they may not be present to the same extent in all subicular output pathways. Thus, the actions of nitric oxide may be relatively specific to particular hippocampal connections.
Resumo:
Head and neck squamous cell carcinoma (HNSCC) accounts for a bulk of the oral and laryngeal cancers, the majority (70%) of which are associated with smoking and excessive drinking, major known risk factors for the development of HNSCC. In contrast to reports that suggest an inverse relationship between smoking and global DNA CpG methylation, hypermethylation of promoters of a number of genes was detected in saliva collected from patients with HNSCC. Using a sensitive methylation-specific polymerase chain reaction (MSP) assay to determine specific methylation events in the promoters of RASSF1A, DAPK1, and p16 genes, we demonstrate that we can detect tumor presence with an overall accuracy of 81% in the DNA isolated from saliva of patients with HNSCC (n = 143) when compared with the DNA isolated from the saliva of healthy nonsmoker controls (n = 31). The specificity for this MSP panel was 87% and the sensitivity was 80%(with a Fisher exact test P < .0001). In addition, the test panel performed extremely well in the detection of the early stages of HNSCCs, with a sensitivity of 94% and a specificity of 87%, and a high. concordance value of 0.8, indicating an excellent overall agreement between the presence of HNSCC and a positive MSP panel result. In conclusion, we demonstrate that the promoter methylation of RASSF1A, DAPK1, and p16 MSP panel is useful in detecting hypermethylation events in a noninvasive manner in patients with HNSCC.