Modelli non lineari statici e dinamici su dati microeconomici: analisi delle condizioni finanziarie delle famiglie italiane

The thesis studies the economic and financial conditions of Italian households, by using microeconomic data of the Survey on Household Income and Wealth (SHIW) over the period 1998-2006. It develops along two lines of enquiry. First it studies the determinants of households holdings of assets and liabilities and estimates their correlation degree. After a review of the literature, it estimates two non-linear multivariate models on the interactions between assets and liabilities with repeated cross-sections. Second, it analyses households financial difficulties. It defines a quantitative measure of financial distress and tests, by means of non-linear dynamic probit models, whether the probability of experiencing financial difficulties is persistent over time. Chapter 1 provides a critical review of the theoretical and empirical literature on the estimation of assets and liabilities holdings, on their interactions and on households net wealth. The review stresses the fact that a large part of the literature explain households debt holdings as a function, among others, of net wealth, an assumption that runs into possible endogeneity problems. Chapter 2 defines two non-linear multivariate models to study the interactions between assets and liabilities held by Italian households. Estimation refers to a pooling of cross-sections of SHIW. The first model is a bivariate tobit that estimates factors affecting assets and liabilities and their degree of correlation with results coherent with theoretical expectations. To tackle the presence of non normality and heteroskedasticity in the error term, generating non consistent tobit estimators, semi-parametric estimates are provided that confirm the results of the tobit model. The second model is a quadrivariate probit on three different assets (safe, risky and real) and total liabilities; the results show the expected patterns of interdependence suggested by theoretical considerations. Chapter 3 reviews the methodologies for estimating non-linear dynamic panel data models, drawing attention to the problems to be dealt with to obtain consistent estimators. Specific attention is given to the initial condition problem raised by the inclusion of the lagged dependent variable in the set of explanatory variables. The advantage of using dynamic panel data models lies in the fact that they allow to simultaneously account for true state dependence, via the lagged variable, and unobserved heterogeneity via individual effects specification. Chapter 4 applies the models reviewed in Chapter 3 to analyse financial difficulties of Italian households, by using information on net wealth as provided in the panel component of the SHIW. The aim is to test whether households persistently experience financial difficulties over time. A thorough discussion is provided of the alternative approaches proposed by the literature (subjective/qualitative indicators versus quantitative indexes) to identify households in financial distress. Households in financial difficulties are identified as those holding amounts of net wealth lower than the value corresponding to the first quartile of net wealth distribution. Estimation is conducted via four different methods: the pooled probit model, the random effects probit model with exogenous initial conditions, the Heckman model and the recently developed Wooldridge model. Results obtained from all estimators accept the null hypothesis of true state dependence and show that, according with the literature, less sophisticated models, namely the pooled and exogenous models, over-estimate such persistence.

Catch and by-catch analyses of tropical tuna fishery in the Gulf of Guinea from 2010 to 2012.

Canned tuna is one of the most widespread and recognizable fish commodities in the world. Over all oceans 80% of the total tuna catches are caught by purse seine fishery and in tropical waters their target species are: yellowfin (Thunnus albacares), bigeye (Thunnus obesus) and skipjack (Katsuwonus pelamis). Even if this fishing gear is claimed to be very selective, there are high levels of by-catch especially when operating under Fish Aggregating Devices (FADs). The main problem is underestimation of by-catch data. In order to solve this problem the scientific community has developed many specific programs (e.g. Observe Program) to collect data about both target species and by-catch with observers onboard. The purposes of this study are to estimate the quantity and composition of target species and by-catch by tuna purse seiner fishery operating in tropical waters and to underline a possible seasonal variability in the by-catch ratio (tunas versus by-catch). Data were collected with the French scientific program ”Observe” on board of the French tuna purse seiner “Via Avenir” during a fishing trip in the Gulf of Guinea (C-E Atlantic) from August to September 2012. Furthermore some by-catch specimens have been sampled to obtain more information about size class composition. In order to achieve those purposes we have shared our data with the French Institute of Research for the Development (IRD), which has data collected by observers onboard in the same study area. Yellowfin tuna results to be the main specie caught in all trips considered (around 71% of the total catches) especially on free swimming schools (FSC) sets. Instead skipjack tuna is the main specie caught under FADs. Different percentages of by-catch with the two fishing modes are observed: the by-catch incidence is higher on FADs sets (96.5% of total by-catch) than on FSC sets (3.5%) and the main category of by-catch is little-tuna (73%). When pooling data for both fishing sets used in purse seine fishery the overall by-catch/catch ratio is 5%, a lower level than in other fishing gears like long-lining and trawling.

The updated European Consensus 2009 on the use of Botulinum toxin for children with cerebral palsy

An interdisciplinary European group of clinical experts in the field of movement disorders and experienced Botulinum toxin users has updated the consensus for the use of Botulinum toxin in the treatment of children with cerebral palsy (CP). A problem-orientated approach was used focussing on both published and practice-based evidence. In part I of the consensus the authors have tabulated the supporting evidence to produce a concise but comprehensive information base, pooling data and experience from 36 institutions in 9 European countries which involves more than 10,000 patients and over 45,000 treatment sessions during a period of more than 280 treatment years. In part II of the consensus the Gross Motor Function Measure (GMFM) and Gross Motor Function Classification System (GMFCS) based Motor Development Curves have been expanded to provide a graphical framework on how to treat the motor disorders in children with CP. This graph is named "CP(Graph) Treatment Modalities - Gross Motor Function" and is intended to facilitate communication between parents, therapists and medical doctors concerning (1) achievable motor function, (2) realistic goal-setting and (3) treatment perspectives for children with CP. The updated European consensus 2009 summarises the current understanding regarding an integrated, multidisciplinary treatment approach using Botulinum toxin for the treatment of children with CP.

A multi-center study: Intra-scan and inter-scan variability of diffusion spectrum imaging

The objective of this study was to investigate whether it is possible to pool together diffusion spectrum imaging data from four different scanners, located at three different sites. Two of the scanners had identical configuration whereas two did not. To measure the variability, we extracted three scalar maps (ADC, FA and GFA) from the DSI and utilized a region and a tract-based analysis. Additionally, a phantom study was performed to rule out some potential factors arising from the scanner performance in case some systematic bias occurred in the subject study. This work was split into three experiments: intra-scanner reproducibility, reproducibility with twin-scanner settings and reproducibility with other configurations. Overall for the intra-scanner and twin-scanner experiments, the region-based analysis coefficient of variation (CV) was in a range of 1%-4.2% and below 3% for almost every bundle for the tract-based analysis. The uncinate fasciculus showed the worst reproducibility, especially for FA and GFA values (CV 3.7-6%). For the GFA and FA maps, an ICC value of 0.7 and above is observed in almost all the regions/tracts. Looking at the last experiment, it was found that there is a very high similarity of the outcomes from the two scanners with identical setting. However, this was not the case for the two other imagers. Given the fact that the overall variation in our study is low for the imagers with identical settings, our findings support the feasibility of cross-site pooling of DSI data from identical scanners.

Does pet ownership in infancy lead to asthma or allergy at school age? Pooled analysis of individual participant data from 11 European birth cohorts

Objective To examine the associations between pet keeping in early childhood and asthma and allergies in children aged 6–10 years. Design Pooled analysis of individual participant data of 11 prospective European birth cohorts that recruited a total of over 22,000 children in the 1990s. Exposure definition Ownership of only cats, dogs, birds, rodents, or cats/dogs combined during the first 2 years of life. Outcome definition Current asthma (primary outcome), allergic asthma, allergic rhinitis and allergic sensitization during 6–10 years of age. Data synthesis Three-step approach: (i) Common definition of outcome and exposure variables across cohorts; (ii) calculation of adjusted effect estimates for each cohort; (iii) pooling of effect estimates by using random effects meta-analysis models. Results We found no association between furry and feathered pet keeping early in life and asthma in school age. For example, the odds ratio for asthma comparing cat ownership with “no pets” (10 studies, 11489 participants) was 1.00 (95% confidence interval 0.78 to 1.28) (I2 = 9%; p = 0.36). The odds ratio for asthma comparing dog ownership with “no pets” (9 studies, 11433 participants) was 0.77 (0.58 to 1.03) (I2 = 0%, p = 0.89). Owning both cat(s) and dog(s) compared to “no pets” resulted in an odds ratio of 1.04 (0.59 to 1.84) (I2 = 33%, p = 0.18). Similarly, for allergic asthma and for allergic rhinitis we did not find associations regarding any type of pet ownership early in life. However, we found some evidence for an association between ownership of furry pets during the first 2 years of life and reduced likelihood of becoming sensitized to aero-allergens. Conclusions Pet ownership in early life did not appear to either increase or reduce the risk of asthma or allergic rhinitis symptoms in children aged 6–10. Advice from health care practitioners to avoid or to specifically acquire pets for primary prevention of asthma or allergic rhinitis in children should not be given.

Serodiagnosis of Echinococcus spp. infection: explorative selection of diagnostic antigens by peptide microarray

BACKGROUND: Production of native antigens for serodiagnosis of helminthic infections is laborious and hampered by batch-to-batch variation. For serodiagnosis of echinococcosis, especially cystic disease, most screening tests rely on crude or purified Echinococcus granulosus hydatid cyst fluid. To resolve limitations associated with native antigens in serological tests, the use of standardized and highly pure antigens produced by chemical synthesis offers considerable advantages, provided appropriate diagnostic sensitivity and specificity is achieved. METHODOLOGY/PRINCIPAL FINDINGS: Making use of the growing collection of genomic and proteomic data, we applied a set of bioinformatic selection criteria to a collection of protein sequences including conceptually translated nucleotide sequence data of two related tapeworms, Echinococcus multilocularis and Echinococcus granulosus. Our approach targeted alpha-helical coiled-coils and intrinsically unstructured regions of parasite proteins potentially exposed to the host immune system. From 6 proteins of E. multilocularis and 5 proteins of E. granulosus, 45 peptides between 24 and 30 amino acids in length were designed. These peptides were chemically synthesized, spotted on microarrays and screened for reactivity with sera from infected humans. Peptides reacting above the cut-off were validated in enzyme-linked immunosorbent assays (ELISA). Peptides identified failed to differentiate between E. multilocularis and E. granulosus infection. The peptide performing best reached 57% sensitivity and 94% specificity. This candidate derived from Echinococcus multilocularis antigen B8/1 and showed strong reactivity to sera from patients infected either with E. multilocularis or E. granulosus. CONCLUSIONS/SIGNIFICANCE: This study provides proof of principle for the discovery of diagnostically relevant peptides by bioinformatic selection complemented with screening on a high-throughput microarray platform. Our data showed that a single peptide cannot provide sufficient diagnostic sensitivity whereas pooling several peptide antigens improved sensitivity; thus combinations of several peptides may lead the way to new diagnostic tests that replace, or at least complement conventional immunodiagnosis of echinococcosis. Our strategy could prove useful for diagnostic developments in other pathogens.

Oral purified bacterial extracts in acute respiratory tract infections in childhood: a systematic quantitative review

BACKGROUND: Recurrent acute respiratory tract infections (ARTI) are a common problem in childhood. Some evidence suggests a benefit regarding the prevention of ARTI in children treated with the immunomodulator OM-85 BV (Bronchovaxom). METHODS: We summarised the evidence on the effectiveness of the immunomodulator OM-85 BV in the prevention of ARTI in children. We searched randomised comparisons of oral purified bacterial extracts against inactive controls in children with respiratory tract diseases in nine electronic databases and reference lists of included studies. We extracted salient features of each study, calculated relative risks (RR) or weighted mean differences (WMD) and performed meta-analyses using random-effects models. RESULTS: Thirteen studies (2,721 patients) of low to moderate quality tested OM-85 BV. Patients and outcomes differed substantially, which impeded pooling results of more than two trials. Two studies (240 patients) reporting on the number of patients with less than three infections over 6 month of follow-up in children not in day care showed a trend for benefit RR 0.82 (95% CI, 0.65-1.02). One out of two studies examining the number of children not in day care without infections over 4-6 month reported a significant RR of 0.42 (95% CI, 0.21-0.82) whereas the smaller, second study did not [RR 0.92 (95% CI, 0.58-1.46)]. Two studies reporting the number of antibiotic courses indicated a benefit for the intervention arm [WMD 2.0 (95% CI, 1.7-2.3)]. Two out of the three studies showed a reduction of length of episodes of 4-6 days whereas a third study showed no difference between the two groups. CONCLUSION: Evidence in favour of OM-85 BV in the prevention of ARTI in children is weak. There is a trend for fewer and shorter infections and a reduction of antibiotic use.

Natural antibodies target virus-antibody complexes to organized lymphoid tissue

Natural antibodies (NA) specific for infectious pathogens are found at low titer (usually <1:40) in the serum of healthy, non-immunized, individuals. Therefore, NA are part of the first line of defence against blood borne microorganisms. They directly neutralize viral infections or lyse pathogens by activating the complement cascade. In addition, recent studies highlighted their role in the pooling of infectious pathogens and other antigens to the spleen. This prevents infection of vital target organs and enhances the induction of adaptive immune responses. Specific T and B-cell responses are exclusively induced in highly organized secondary lymphoid organs including lymph nodes and the spleen. As a consequence, mice with disrupted microorganisation of lymphoid organs have defective adaptive immunity. In addition, some pathogens including lymphocytic choriomeningitis virus (LCMV), Leishmania and HIV developed strategies to destroy the splenic architecture in order to induce an acquired immunosuppression and to establish persistent infection. NA antibodies enhance early neutralizing antibodies in the absence of T help mainly by targeting antigen to the splenic marginal zone. In addition, by activating the complement cascade, NA enhance T cell and T-cell dependent B-cell responses. Therefore, natural antibodies are an important link between innate and adaptive immunity.

Development of a physically-based method for delineation of hydrologically homogeneous regions and flood quantile estimation in ungauged basins via the index flood method

Regional flood frequency techniques are commonly used to estimate flood quantiles when flood data is unavailable or the record length at an individual gauging station is insufficient for reliable analyses. These methods compensate for limited or unavailable data by pooling data from nearby gauged sites. This requires the delineation of hydrologically homogeneous regions in which the flood regime is sufficiently similar to allow the spatial transfer of information. It is generally accepted that hydrologic similarity results from similar physiographic characteristics, and thus these characteristics can be used to delineate regions and classify ungauged sites. However, as currently practiced, the delineation is highly subjective and dependent on the similarity measures and classification techniques employed. A standardized procedure for delineation of hydrologically homogeneous regions is presented herein. Key aspects are a new statistical metric to identify physically discordant sites, and the identification of an appropriate set of physically based measures of extreme hydrological similarity. A combination of multivariate statistical techniques applied to multiple flood statistics and basin characteristics for gauging stations in the Southeastern U.S. revealed that basin slope, elevation, and soil drainage largely determine the extreme hydrological behavior of a watershed. Use of these characteristics as similarity measures in the standardized approach for region delineation yields regions which are more homogeneous and more efficient for quantile estimation at ungauged sites than those delineated using alternative physically-based procedures typically employed in practice. The proposed methods and key physical characteristics are also shown to be efficient for region delineation and quantile development in alternative areas composed of watersheds with statistically different physical composition. In addition, the use of aggregated values of key watershed characteristics was found to be sufficient for the regionalization of flood data; the added time and computational effort required to derive spatially distributed watershed variables does not increase the accuracy of quantile estimators for ungauged sites. This dissertation also presents a methodology by which flood quantile estimates in Haiti can be derived using relationships developed for data rich regions of the U.S. As currently practiced, regional flood frequency techniques can only be applied within the predefined area used for model development. However, results presented herein demonstrate that the regional flood distribution can successfully be extrapolated to areas of similar physical composition located beyond the extent of that used for model development provided differences in precipitation are accounted for and the site in question can be appropriately classified within a delineated region.

An empirical comparison of methods for meta-analysis of diagnostic accuracy showed hierarchical models are necessary

OBJECTIVE: Meta-analysis of studies of the accuracy of diagnostic tests currently uses a variety of methods. Statistically rigorous hierarchical models require expertise and sophisticated software. We assessed whether any of the simpler methods can in practice give adequately accurate and reliable results. STUDY DESIGN AND SETTING: We reviewed six methods for meta-analysis of diagnostic accuracy: four simple commonly used methods (simple pooling, separate random-effects meta-analyses of sensitivity and specificity, separate meta-analyses of positive and negative likelihood ratios, and the Littenberg-Moses summary receiver operating characteristic [ROC] curve) and two more statistically rigorous approaches using hierarchical models (bivariate random-effects meta-analysis and hierarchical summary ROC curve analysis). We applied the methods to data from a sample of eight systematic reviews chosen to illustrate a variety of patterns of results. RESULTS: In each meta-analysis, there was substantial heterogeneity between the results of different studies. Simple pooling of results gave misleading summary estimates of sensitivity and specificity in some meta-analyses, and the Littenberg-Moses method produced summary ROC curves that diverged from those produced by more rigorous methods in some situations. CONCLUSION: The closely related hierarchical summary ROC curve or bivariate models should be used as the standard method for meta-analysis of diagnostic accuracy.

Modellierung und Bewertung der maritimen Leercontainerlogistik unter Berücksichtigung des Container-Poolings

Vor dem Hintergrund zunehmenden Kostendrucks und der Suche nach Effizienzsteigerungen im Leercontainermanagement gewinnen zukünftig kooperative Gestaltungsansätze vermehrt an Bedeutung. Einen Ansatz zur kooperativen Neugestaltung des Leercontainermanagements in der maritimen Containerlogistik stellt die gemeinsame Nutzung eines Container-Pools durch mehrere Reedereien und Containerleasinggesellschaften dar. Dieses sogenannte Container-Pooling orientiert auf die Reduzierung des Repositionierungs-, Transport-, Umschlag- und Lagerungsaufwands durch gezielte Ausnutzung struktureller Ungleichgewichte. In der Praxis ist dieser Ansatz insbesondere aufgrund unternehmenspolitischer Gründe (Container als Werbeträger) bisher kaum umgesetzt. Für eine Optimierung und zur Unterstützung der operativen Planung sind mathematische Ansätze notwendig, die die verschiedenen Gestaltungsmöglichkeiten des Container-Poolings modellseitig berücksichtigen sowie zwischen Pool-, Reeder- und Leasing-Containern unterscheiden. Ziel dieses Beitrags ist daher die Vorstellung eines mathematischen Optimierungsansatzes, der sowohl die Abläufe der maritimen Containerlogistik beschreibt, als auch die Einsparungspotentiale durch den Einsatz des Container-Poolings quantifiziert. Es wird gezeigt, dass durch den Einsatz des Container-Poolings Kosteneinsparungen im Vergleich zum unkooperativen Verhalten vorliegen.

Estimating the Value of Source Verification in Iowa Feeder Cattle Markets

Source verification and pooling of feeder cattle into larger lots resulted in higher selling prices compared to more typical sales at a southern Iowa auction market. After higher prices due to larger lot sizes were accounted for, cattle that received a specified management program and were source verified as to origin received additional price premiums. The data do not distinguish between the value of the specific management program and the value of the source verification process. However, cow–calf producers participating in the program took home more money.

Estimating the Value of Source Verification in Iowa Feeder Cattle Markets

Source verification and pooling of feeder cattle into larger lots resulted in higher selling prices compared with more typical sales at a southern Iowa auction market. After accounting for higher prices due to larger lot sizes, cattle that received a specified management program and were source verified as to origin received additional price premiums. The data do not distinguish between the value of the specific management program and the value of the source verification process. However, cow-calf producers participating in the program took home more money.

Variation of a test's sensitivity and specificity with disease prevalence

BACKGROUND Anecdotal evidence suggests that the sensitivity and specificity of a diagnostic test may vary with disease prevalence. Our objective was to investigate the associations between disease prevalence and test sensitivity and specificity using studies of diagnostic accuracy. METHODS We used data from 23 meta-analyses, each of which included 10-39 studies (416 total). The median prevalence per review ranged from 1% to 77%. We evaluated the effects of prevalence on sensitivity and specificity using a bivariate random-effects model for each meta-analysis, with prevalence as a covariate. We estimated the overall effect of prevalence by pooling the effects using the inverse variance method. RESULTS Within a given review, a change in prevalence from the lowest to highest value resulted in a corresponding change in sensitivity or specificity from 0 to 40 percentage points. This effect was statistically significant (p < 0.05) for either sensitivity or specificity in 8 meta-analyses (35%). Overall, specificity tended to be lower with higher disease prevalence; there was no such systematic effect for sensitivity. INTERPRETATION The sensitivity and specificity of a test often vary with disease prevalence; this effect is likely to be the result of mechanisms, such as patient spectrum, that affect prevalence, sensitivity and specificity. Because it may be difficult to identify such mechanisms, clinicians should use prevalence as a guide when selecting studies that most closely match their situation.