Non-testability of equal weights spatial dependence

We show that any invariant test for spatial autocorrelation in a spatial error or spatial lag model with equal weights matrix has power equal to size. This result holds under the assumption of an elliptical distribution. Under Gaussianity, we also show that any test whose power is larger than its size for at least one point in the parameter space must be biased.

Why was urban overcrowding much more severe in Scotland than in the rest of the British Isles? Evidence from the first (1904) official household expenditure survey

This article presents an analysis of British urban working-class housing conditions in 1904, using a rediscovered survey. We investigate overcrowding and find major regional differences. Scottish households in the survey were more overcrowded despite being less poor. Investigating the causes of this overcrowding, we find little support for supply-side theories or for the idea that the Scottish households in our survey experienced particularly great variations in income, causing them to commit to overly modest accommodation. We present evidence that is consistent with idea that particularly tough Scottish tenancy and local tax laws caused excess overcrowding. We also provide evidence that Scottish workers had a relatively high preference for food, rather than housing, expenditure, which can be at least partly attributed to their inheritance of more communal patterns of urban living.

Rental depreciation and capital expenditure in the UK commercial real estate market, 1993–2009

This paper identifies the long-term rental depreciation rates for UK commercial properties and rates of capital expenditure incurred to offset depreciation over the same period. It starts by reviewing the economic depreciation literature and the rationale for adopting a longitudinal method of measurement, before discussing the data used and results. Data from 1993 to 2009 were sourced from Investment Property Databank and CB Richard Ellis real estate consultants. This is used to compare the change in values of new buildings in different locations with the change in values of individual properties in those locations. The analysis is conducted using observations on 742 assets drawn from all major segments of the commercial real estate market. Overall rental depreciation and capital expenditure rates are similar to those in other recent UK studies. Depreciation rates are 0.8% pa for offices, 0.5% pa for industrial properties and 0.3% pa for standard retail properties. These results hide interesting variations at a segment level, notably in retail where location often dominates value rather than the building. The majority of properties had little (if any) money spent on them over the last 16 years, but those subject to higher rates of expenditure were found to have lower depreciation rates.

Habitual energy expenditure modifies the association between NOS3 gene polymorphisms and blood pressue

BACKGROUND: The endothelial nitric-oxide synthase (NOS3) gene encodes the enzyme (eNOS) that synthesizes the molecule nitric oxide, which facilitates endothelium-dependent vasodilation in response to physical activity. Thus, energy expenditure may modify the association between the genetic variation at NOS3 and blood pressure. METHODS: To test this hypothesis, we genotyped 11 NOS3 polymorphisms, capturing all common variations, in 726 men and women from the Medical Research Council (MRC) Ely Study (age (mean +/- s.d.): 55 +/- 10 years, body mass index: 26.4 +/- 4.1 kg/m(2)). Habitual/non-resting energy expenditure (NREE) was assessed via individually calibrated heart rate monitoring over 4 days. RESULTS: The intronic variant, IVS25+15 [G-->A], was significantly associated with blood pressure; GG homozygotes had significantly lower levels of diastolic blood pressure (DBP) (-2.8 mm Hg; P = 0.016) and systolic blood pressure (SBP) (-1.9 mm Hg; P = 0.018) than A-allele carriers. The interaction between NREE and IVS25+15 was also significant for both DBP (P = 0.006) and SBP (P = 0.026), in such a way that the effect of the GG-genotype on blood pressure was stronger in individuals with higher NREE (DBP: -4.9 mm Hg, P = 0.02. SBP: -3.8 mm Hg, P= 0.03 for the third tertile). Similar results were observed when the outcome was dichotomously defined as hypertension. CONCLUSIONS: In summary, the NOS3 IVS25+15 is directly associated with blood pressure and hypertension in white Europeans. However, the associations are most evident in the individuals with the highest NREE. These results need further replication and have to be ideally tested in a trial before being informative for targeted disease prevention. Eventually, the selection of individuals for lifestyle intervention programs could be guided by knowledge of genotype.

An exploration of the equivalent weights particle filter

Particle filters are fully non-linear data assimilation techniques that aim to represent the probability distribution of the model state given the observations (the posterior) by a number of particles. In high-dimensional geophysical applications the number of particles required by the sequential importance resampling (SIR) particle filter in order to capture the high probability region of the posterior, is too large to make them usable. However particle filters can be formulated using proposal densities, which gives greater freedom in how particles are sampled and allows for a much smaller number of particles. Here a particle filter is presented which uses the proposal density to ensure that all particles end up in the high probability region of the posterior probability density function. This gives rise to the possibility of non-linear data assimilation in large dimensional systems. The particle filter formulation is compared to the optimal proposal density particle filter and the implicit particle filter, both of which also utilise a proposal density. We show that when observations are available every time step, both schemes will be degenerate when the number of independent observations is large, unlike the new scheme. The sensitivity of the new scheme to its parameter values is explored theoretically and demonstrated using the Lorenz (1963) model.

Costing conservation: an expert appraisal of the pollinator habitat benefits of England’s entry level stewardship

Pollination services provided by insects play a key role in English crop production and wider ecology. Despite growing evidence of the negative effects of habitat loss on pollinator populations, limited policy support is available to reverse this pressure. One measure that may provide beneficial habitat to pollinators is England’s entry level stewardship agri-environment scheme. This study uses a novel expert survey to develop weights for a range of models which adjust the balance of Entry Level Stewardship options within the current area of spending. The annual costs of establishing and maintaining these option compositions were estimated at £59.3–£12.4 M above current expenditure. Although this produced substantial reduction in private cost:benefit ratios, the benefits of the scheme to pollinator habitat rose by 7–140 %; significantly increasing the public cost:benefit ratio. This study demonstrates that the scheme has significant untapped potential to provide good quality habitat for pollinators across England, even within existing expenditure. The findings should open debate on the costs and benefits of specific entry level stewardship management options and how these can be enhanced to benefit both participants and biodiversity more equitably.

The equivalent-weights particle filter in a high-dimensional system

In general, particle filters need large numbers of model runs in order to avoid filter degeneracy in high-dimensional systems. The recently proposed, fully nonlinear equivalent-weights particle filter overcomes this requirement by replacing the standard model transition density with two different proposal transition densities. The first proposal density is used to relax all particles towards the high-probability regions of state space as defined by the observations. The crucial second proposal density is then used to ensure that the majority of particles have equivalent weights at observation time. Here, the performance of the scheme in a high, 65 500 dimensional, simplified ocean model is explored. The success of the equivalent-weights particle filter in matching the true model state is shown using the mean of just 32 particles in twin experiments. It is of particular significance that this remains true even as the number and spatial variability of the observations are changed. The results from rank histograms are less easy to interpret and can be influenced considerably by the parameter values used. This article also explores the sensitivity of the performance of the scheme to the chosen parameter values and the effect of using different model error parameters in the truth compared with the ensemble model runs.