872 resultados para dual-factor model
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Background. At present, prostate cancer screening (PCS) guidelines require a discussion of risks, benefits, alternatives, and personal values, making decision aids an important tool to help convey information and to help clarify values. Objective: The overall goal of this study is to provide evidence of the reliability and validity of a PCS anxiety measure and the Decisional Conflict Scale (DCS). Methods. Using data from a randomized, controlled PCS decision aid trial that measured PCS anxiety at baseline and DCS at baseline (T0) and at two-weeks (T2), four psychometric properties were assessed: (1) internal consistency reliability, indicated by factor analysis intraclass correlations and Cronbach's α; (2) construct validity, indicated by patterns of Pearson correlations among subscales; (3) discriminant validity, indicated by the measure's ability to discriminate between undecided men and those with a definite screening intention; and (4) factor validity and invariance using confirmatory factor analyses (CFA). Results. The PCS anxiety measure had adequate internal consistency reliability and good construct and discriminant validity. CFAs indicated that the 3-factor model did not have adequate fit. CFAs for a general PCS anxiety measure and a PSA anxiety measure indicated adequate fit. The general PCS anxiety measure was invariant across clinics. The DCS had adequate internal consistency reliability except for the support subscale and had adequate discriminate validity. Good construct validity was found at the private clinic, but was only found for the feeling informed subscale at the public clinic. The traditional DCS did not have adequate fit at T0 or at T2. The alternative DCS had adequate fit at T0 but was not identified at T2. Factor loadings indicated that two subscales, feeling informed and feeling clear about values, were not distinct factors. Conclusions. Our general PCS anxiety measure can be used in PCS decision aid studies. The alternative DCS may be appropriate for men eligible for PCS. Implications: More emphasis needs to be placed on the development of PCS anxiety items relating to testing procedures. We recommend that the two DCS versions be validated in other samples of men eligible for PCS and in other health care decisions that involve uncertainty. ^
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It is well known that an identification problem exists in the analysis of age-period-cohort data because of the relationship among the three factors (date of birth + age at death = date of death). There are numerous suggestions about how to analyze the data. No one solution has been satisfactory. The purpose of this study is to provide another analytic method by extending the Cox's lifetable regression model with time-dependent covariates. The new approach contains the following features: (1) It is based on the conditional maximum likelihood procedure using a proportional hazard function described by Cox (1972), treating the age factor as the underlying hazard to estimate the parameters for the cohort and period factors. (2) The model is flexible so that both the cohort and period factors can be treated as dummy or continuous variables, and the parameter estimations can be obtained for numerous combinations of variables as in a regression analysis. (3) The model is applicable even when the time period is unequally spaced.^ Two specific models are considered to illustrate the new approach and applied to the U.S. prostate cancer data. We find that there are significant differences between all cohorts and there is a significant period effect for both whites and nonwhites. The underlying hazard increases exponentially with age indicating that old people have much higher risk than young people. A log transformation of relative risk shows that the prostate cancer risk declined in recent cohorts for both models. However, prostate cancer risk declined 5 cohorts (25 years) earlier for whites than for nonwhites under the period factor model (0 0 0 1 1 1 1). These latter results are similar to the previous study by Holford (1983).^ The new approach offers a general method to analyze the age-period-cohort data without using any arbitrary constraint in the model. ^
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The electron pencil-beam redefinition algorithm (PBRA) of Shiu and Hogstrom has been developed for use in radiotherapy treatment planning (RTP). Earlier studies of Boyd and Hogstrom showed that the PBRA lacked an adequate incident beam model, that PBRA might require improved electron physics, and that no data existed which allowed adequate assessment of the PBRA-calculated dose accuracy in a heterogeneous medium such as one presented by patient anatomy. The hypothesis of this research was that by addressing the above issues the PBRA-calculated dose would be accurate to within 4% or 2 mm in regions of high dose gradients. A secondary electron source was added to the PBRA to account for collimation-scattered electrons in the incident beam. Parameters of the dual-source model were determined from a minimal data set to allow ease of beam commissioning. Comparisons with measured data showed 3% or better dose accuracy in water within the field for cases where 4% accuracy was not previously achievable. A measured data set was developed that allowed an evaluation of PBRA in regions distal to localized heterogeneities. Geometries in the data set included irregular surfaces and high- and low-density internal heterogeneities. The data was estimated to have 1% precision and 2% agreement with accurate, benchmarked Monte Carlo (MC) code. PBRA electron transport was enhanced by modeling local pencil beam divergence. This required fundamental changes to the mathematics of electron transport (divPBRA). Evaluation of divPBRA with the measured data set showed marginal improvement in dose accuracy when compared to PBRA; however, 4% or 2mm accuracy was not achieved by either PBRA version for all data points. Finally, PBRA was evaluated clinically by comparing PBRA- and MC-calculated dose distributions using site-specific patient RTP data. Results show PBRA did not agree with MC to within 4% or 2mm in a small fraction (<3%) of the irradiated volume. Although the hypothesis of the research was shown to be false, the minor dose inaccuracies should have little or no impact on RTP decisions or patient outcome. Therefore, given ease of beam commissioning, documentation of accuracy, and calculational speed, the PBRA should be considered a practical tool for clinical use. ^
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El capital financiero es muy volátil y si el inversor no obtiene una remuneración adecuada al riesgo que asume puede plantearse el retirar su capital del patrimonio de la empresa y, en consecuencia, producir un cambio estructural en cualquier sector de la economía. El objetivo principal es el estudio de los coeficientes de regresión (coeficiente beta) de los modelos de valoración de activos empleados en Economía Financiera, esto es, el estudio de la variación de la rentabilidad de los activos en función de los cambios que suceden en los mercados. La elección de los modelos utilizados se justifica por la amplia utilización teórica y empírica de los mismos a lo largo de la historia de la Economía Financiera. Se han aplicado el modelo de valoración de activos de mercado (capital asset pricing model, CAPM), el modelo basado en la teoría de precios de arbitraje (arbitrage pricing theory, APT) y el modelo de tres factores de Fama y French (FF). Estos modelos se han aplicado a los rendimientos mensuales de 27 empresas del sector minero que cotizan en la bolsa de Nueva York (New York Stock Exchange, NYSE) o en la de Londres (London Stock Exchange, LSE), con datos del período que comprende desde Enero de 2006 a Diciembre de 2010. Los resultados de series de tiempo y sección cruzada tanto para CAPM, como para APT y FF producen varios errores, lo que sugiere que muchas empresas del sector no han podido obtener el coste de capital. También los resultados muestran que las empresas de mayor riesgo tienden a tener una menor rentabilidad. Estas conclusiones hacen poco probable que se mantenga en el largo plazo el equilibrio actual y puede que sea uno de los principales factores que impulsen un cambio estructural en el sector minero en forma de concentraciones de empresas. ABSTRACT Financial capital is highly volatile and if the investor does not get adequate compensation for the risk faced he may consider withdrawing his capital assets from the company and consequently produce a structural change in any sector of the economy. The main purpose is the study of the regression coefficients (beta) of asset pricing models used in financial economics, that is, the study of variation in profitability of assets in terms of the changes that occur in the markets. The choice of models used is justified by the extensive theoretical and empirical use of them throughout the history of financial economics. Have been used the capital asset pricing model, CAPM, the model XII based on the arbitrage pricing theory (APT) and the three-factor model of Fama and French (FF). These models have been applied to the monthly returns of 27 mining companies listed on the NYSE (New York Stock Exchange) or LSE(London Stock Exchange), using data from the period covered from January 2006 to December 2010. The results of time series and cross sectional regressions for CAPM, APT and FF produce some errors, suggesting that many companies have failed to obtain the cost of capital. Also the results show that higher risk firms tend to have lower profitability. These findings make it unlikely to be mainteined over the long term the current status and could drive structural change in the mining sector in the form of mergers.
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In the current uncertain context that affects both the world economy and the energy sector, with the rapid increase in the prices of oil and gas and the very unstable political situation that affects some of the largest raw materials’ producers, there is a need for developing efficient and powerful quantitative tools that allow to model and forecast fossil fuel prices, CO2 emission allowances prices as well as electricity prices. This will improve decision making for all the agents involved in energy issues. Although there are papers focused on modelling fossil fuel prices, CO2 prices and electricity prices, the literature is scarce on attempts to consider all of them together. This paper focuses on both building a multivariate model for the aforementioned prices and comparing its results with those of univariate ones, in terms of prediction accuracy (univariate and multivariate models are compared for a large span of days, all in the first 4 months in 2011) as well as extracting common features in the volatilities of the prices of all these relevant magnitudes. The common features in volatility are extracted by means of a conditionally heteroskedastic dynamic factor model which allows to solve the curse of dimensionality problem that commonly arises when estimating multivariate GARCH models. Additionally, the common volatility factors obtained are useful for improving the forecasting intervals and have a nice economical interpretation. Besides, the results obtained and methodology proposed can be useful as a starting point for risk management or portfolio optimization under uncertainty in the current context of energy markets.
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A Internet está inserida no cotidiano do indivíduo, e torna-se cada vez mais acessível por meio de diferentes tipos de dispositivos. Com isto, diversos estudos foram realizados com o intuito de avaliar os reflexos do seu uso excessivo na vida pessoal, acadêmica e profissional. Esta dissertação buscou identificar se a perda de concentração e o isolamento social são alguns dos reflexos individuais que o uso pessoal e excessivo de aplicativos de comunicação instantânea podem resultar no ambiente de trabalho. Entre as variáveis selecionadas para avaliar os aspectos do uso excessivo de comunicadores instantâneos tem-se a distração digital, o controle reduzido de impulso, o conforto social e a solidão. Através de uma abordagem de investigação quantitativa, utilizaram-se escalas aplicadas a uma amostra de 283 pessoas. Os dados foram analisados por meio de técnicas estatísticas multivariadas como a Análise Fatorial Exploratória e para auferir a relação entre as variáveis, a Regressão Linear Múltipla. Os resultados deste estudo confirmam que o uso excessivo de comunicadores instantâneos está positivamente relacionado com a perda de concentração, e a variável distração digital exerce uma influência maior do que o controle reduzido de impulso. De acordo com os resultados, não se podem afirmar que a solidão e o conforto social exercem relações com aumento do isolamento social, devido à ausência do relacionamento entre os construtos.
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Amphibian metamorphosis is marked by dramatic, thyroid hormone (TH)-induced changes involving gene regulation by TH receptor (TR). It has been postulated that TR-mediated gene regulation involves chromatin remodeling. In the absence of ligand, TR can repress gene expression by recruiting a histone deacetylase complex, whereas liganded TR recruits a histone acetylase complex for gene activation. Earlier studies have led us to propose a dual function model for TR during development. In premetamorphic tadpoles, unliganded TR represses transcription involving histone deacetylation. During metamorphosis, endogenous TH allows TR to activate gene expression through histone acetylation. Here using chromatin immunoprecipitation assay, we directly demonstrate TR binding to TH response genes constitutively in vivo in premetamorphic tadpoles. We further show that TH treatment leads to histone deacetylase release from TH response gene promoters. Interestingly, in whole animals, changes in histone acetylation show little correlation with the expression of TH response genes. On the other hand, in the intestine and tail, where TH response genes are known to be up-regulated more dramatically by TH than in most other organs, we demonstrate that TH treatment induces gene activation and histone H4 acetylation. These data argue for a role of histone acetylation in transcriptional regulation by TRs during amphibian development in some tissues, whereas in others changes in histone acetylation levels may play no or only a minor role, supporting the existence of important alternative mechanisms in gene regulation by TR.
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This study examines the concept of engagement in samples of volunteers from different non-profit organisations. Study 1 analyzes the psychometric properties of the abbreviated version of the Utrecht Work Engagement Scale (UWES) (Schaufeli, Bakker, & Salanova, 2006a). Two factorial structures are examined: one-dimensional and three-dimensional structures. Based on the Three-Stage Model of Volunteers’ Duration of Service (Chacón, Vecina, & Dávila, 2007), Study 2 investigates the relationship between engagement, volunteer satisfaction, and intention to remain in a sample of new volunteers and the relationship between engagement, organisational commitment, and intention to remain in a sample of veteran volunteers. Moderated mediation analysis is provided using duration of service as a moderator in order to set a splitting point between new and veteran volunteers. The results of the confirmatory factor analysis suggest that the three-factor model fits better to the data. Regarding the structural models, the first one shows that engagement is crucial to volunteer satisfaction during the first stage, while volunteer satisfaction is the key variable in explaining intention to continue. The second structural model shows that engagement reinforces the participant’s commitment to the organisation, while organizational commitment predicts intention to continue. Both models demonstrate a notable decline when samples are changed.
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Background: The Strengths and Difficulties Questionnaire (SDQ) is a tool to measure the risk for mental disorders in children. The aim of this study is to describe the diagnostic efficiency and internal structure of the SDQ in the sample of children studied in the Spanish National Health Survey 2006. Methods: A representative sample of 6,773 children aged 4 to 15 years was studied. The data were obtained using the Minors Questionnaire in the Spanish National Health Survey 2006. The ROC curve was constructed and calculations made of the area under the curve, sensitivity, specificity and the Youden J indices. The factorial structure was studied using models of exploratory factorial analysis (EFA) and confirmatory factorial analysis (CFA). Results: The prevalence of behavioural disorders varied between 0.47% and 1.18% according to the requisites of the diagnostic definition. The area under the ROC curve varied from 0.84 to 0.91 according to the diagnosis. Factor models were cross-validated by means of two different random subsamples for EFA and CFA. An EFA suggested a three correlated factor model. CFA confirmed this model. A five-factor model according to EFA and the theoretical five-factor model described in the bibliography were also confirmed. The reliabilities of the factors of the different models were acceptable (>0.70, except for one factor with reliability 0.62). Conclusions: The diagnostic behaviour of the SDQ in the Spanish population is within the working limits described in other countries. According to the results obtained in this study, the diagnostic efficiency of the questionnaire is adequate to identify probable cases of psychiatric disorders in low prevalence populations. Regarding the factorial structure we found that both the five and the three factor models fit the data with acceptable goodness of fit indexes, the latter including an externalization and internalization dimension and perhaps a meaningful positive social dimension. Accordingly, we recommend studying whether these differences depend on sociocultural factors or are, in fact, due to methodological questions.
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To examine population affinities in light of the ‘dual structure model’, frequencies of 21 nonmetric cranial traits were analyzed in 17 prehistoric to recent samples from Japan and five from continental northeast Asia. Eight bivariate plots, each representing a different bone or region of the skull, as well as cluster analysis of 21-trait mean measures of divergence using multidimensional scaling and additive tree techniques, revealed good discrimination between the Jomon-Ainu indigenous lineage and that of the immigrants who arrived from continental Asia after 300 BC. In Hokkaido, in agreement with historical records, Ainu villages of Hidaka province were least, and those close to the Japan Sea coast were most, hybridized with Wajin. In the central islands, clines were identified among Wajin skeletal samples whereby those from Kyushu most resembled continental northeast Asians, while those from the northernmost prefectures of Tohoku apparently retained the strongest indigenous heritage. In the more southerly prefectures of Tohoku, stronger traces of Jomon ancestry prevailed in the cohort born during the latest Edo period than in the one born after 1870. Thus, it seems that increased inter-regional mobility and gene flow following the Meiji Restoration initiated the most recent episode in the long process of demic diffusion that has helped to shape craniofacial change in Japan.
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This paper develops a new underlying inflation gauge (UIG) for China which differentiates between trend and noise, is available daily and uses a broad set of variables that potentially influence inflation. Its construction follows the works at other major central banks, adopts the methodology of a dynamic factor model that extracts the lower frequency components as developed by Forni et al (2000) and draws on the experience of the People’s Bank of China in modelling inflation.
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The synthetic control (SC) method has been recently proposed as an alternative to estimate treatment effects in comparative case studies. The SC relies on the assumption that there is a weighted average of the control units that reconstruct the potential outcome of the treated unit in the absence of treatment. If these weights were known, then one could estimate the counterfactual for the treated unit using this weighted average. With these weights, the SC would provide an unbiased estimator for the treatment effect even if selection into treatment is correlated with the unobserved heterogeneity. In this paper, we revisit the SC method in a linear factor model where the SC weights are considered nuisance parameters that are estimated to construct the SC estimator. We show that, when the number of control units is fixed, the estimated SC weights will generally not converge to the weights that reconstruct the factor loadings of the treated unit, even when the number of pre-intervention periods goes to infinity. As a consequence, the SC estimator will be asymptotically biased if treatment assignment is correlated with the unobserved heterogeneity. The asymptotic bias only vanishes when the variance of the idiosyncratic error goes to zero. We suggest a slight modification in the SC method that guarantees that the SC estimator is asymptotically unbiased and has a lower asymptotic variance than the difference-in-differences (DID) estimator when the DID identification assumption is satisfied. If the DID assumption is not satisfied, then both estimators would be asymptotically biased, and it would not be possible to rank them in terms of their asymptotic bias.
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The knowledge of the current state of the economy is crucial for policy makers, economists and analysts. However, a key economic variable, the gross domestic product (GDP), are typically colected on a quartely basis and released with substancial delays by the national statistical agencies. The first aim of this paper is to use a dynamic factor model to forecast the current russian GDP, using a set of timely monthly information. This approach can cope with the typical data flow problems of non-synchronous releases, mixed frequency and the curse of dimensionality. Given that Russian economy is largely dependent on the commodity market, our second motivation relates to study the effects of innovations in the russian macroeconomic fundamentals on commodity price predictability. We identify these innovations through a news index which summarizes deviations of offical data releases from the expectations generated by the DFM and perform a forecasting exercise comparing the performance of different models.
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Thesis (Ph.D.)--University of Washington, 2016-06
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Following study, participants received 2 tests. The 1st was a recognition test; the 2nd was designed to tap recollection. The objective was to examine performance on Test I conditional on Test 2 performance. In Experiment 1, contrary to process dissociation assumptions, exclusion errors better predicted subsequent recollection than did inclusion errors. In Experiments 2 and 3, with alternate questions posed on Test 2, words having high estimates of recollection with one question had high estimates of familiarity with the other question. Results supported the following: (a) the 2-test procedure has considerable potential for elucidating the relationship between recollection and familiarity; (b) there is substantial evidence for dependency between such processes when estimates are obtained using the process dissociation and remember-know procedures; and (c) order of information access appears to depend on the question posed to the memory system.