Prévention et dépistage du cancer en Suisse : fréquence et déterminants

Contexte : Après les maladies cardiovasculaires, le cancer est la deuxième cause de mortalité en Suisse. Les cancers de la prostate, du sein, du côlon-rectum, du col utérin et le mélanome cutané représentent, en termes d'incidence et de mortalité, la moitié du fardeau du cancer en Suisse. Des moyens de prévention primaire et/ou secondaire contribuent à réduire la fréquence et la mortalité due à ces cinq cancers. Cependant, l'attitude face à la prévention diffère selon les individus et dépend de multiples facteurs socio-économiques, environnementaux, culturels et comportementaux. Objectif : Évaluer la fréquence et identifier les déterminants des pratiques de dépistage des cancers de la prostate, du sein, du côlon-rectum, du col utérin et du mélanome cutané en Suisse. Matériel et méthode : Les données utilisées sont issues de l'Enquête suisse sur la santé 2007. Une pondération statistique permet d'extrapoler les résultats à la population générale. Des modèles de régression logistique multivariée ont été construits afin de décrire l'association entre pratique du dépistage et facteurs sociodémographiques, style de vie, état de santé, recours aux prestations de santé et soutien social. Résultats : En 2007, selon les méthodes et fréquences recommandées en Suisse et dans les tranches d'âge concernées, 49% des hommes ont effectué un dépistage du cancer prostatique, 13% du cancer colorectal et 33,7% du mélanome cutané. Chez les femmes, 17,9% ont réalisé un dépistage du cancer du sein, 8,7% du cancer colorectal, 36,8% du mélanome cutané et 50,2% du cancer du col utérin. Globalement et pour les deux sexes, l'âge, le lieu de résidence, le niveau de formation, la classe socioprofessionnelle, le revenu d'équivalence du ménage, la pratique d'autres dépistages des cancers, le nombre de visites médicales et de jours d'hospitalisation au cours des 12 mois précédents déterminent le recours au dépistage des cancers d'intérêt. Chez les hommes, la présence d'un médecin de famille et, chez les femmes, la franchise annuelle, influencent aussi la pratique du dépistage. Conclusion : Les prévalences du dépistage varient notablement selon le type de cancer. Le recours aux dépistages des cancers dépend de facteurs sociodémographiques, de l'utilisation des services de santé et de la pratique d'autres dépistages, mais peu, voire pas, du style de vie, de l'état de santé et de la sécurité et du soutien sociaux. Les facteurs identifiés sont souvent communs aux différents types de cancer et rendent possible l'établissement d'un profil général d'utilisateurs du dépistage des cancers. Les stratégies visant à améliorer la compliance aux examens de dépistage devraient considérer les facteurs qui en déterminent le recours et mieux cibler les segments de la population qui les sous-utilisent.

Traduction de fragments des oeuvres de François BACON, baron de Verulam.

Contient : « Tableau des belles et rares conceptions de messire François VERULAM, chancelier de la Grand-Bretagne, touchant le restablissement des sciences, avec l'exposition de la méthode qu'il a jugée propre tant à ceux de son aage qu'à la postérité, pour l'intelligence d'icelles » ; c'est le morceau qui sert de préambule général à l'Instauratio magna ; The works of Francis Bacon, Londres, 1765, t. IV, pp. XIX-XX ; Epître dédicatoire de « François Verulam » au roi d'Angleterre Jacques premier ; The Works..., ibid., pp. 261-262, avant le Novum organum ; « Le Restablissement de François DE VERULAM. Préface » et « Distribution de tout l'oeuvre » ; c'est la Préface à l'Instauratio magna ; The Works..., ibid., pp. 1-13 ; « Préface de la seconde partie de cet oeuvre, intitulé Nouvel organe, ou vrays indices de l'interprétation de nature » ; Préface du Novum organum ; The Works..., ibid., pp. 263-264 ; « Sommaire [du Novum organum ou] de la seconde partie [de l'Instauratio magna], rédigée en Aphorismes ; Aphorismes de l'interprétation de la nature et du royaume de l'homme » [numéros 1 à 100] ; The Works..., ibid., pp. 266-293 ; « Livre second des Aphorismes de l'interprétation de la nature ou du royaume de l'homme » [numéros 1 à 11] ; The Works..., ibid., pp. 306-311

Papiers et travaux de D. Jacques LE CLERC, sousprieur de la Trinité de Vendôme, relatifs à la musique.

Contient : « Remarques sur l'ouvrage du P. D. Jacques Le Clerc, composé en 1665, et intitulé Méthode facile et accomplie pour apprendre le chant de l'Église sans l'aide d'aucune gamme » ; c'est le traité dont une copie est contenue dans le ms. français 20001, fol. 1-26, et qui se trouve en plusieurs états dans le ms. français 19103, cf. infra ; Lettre de D. « Anselme Thevart » à D. Benoît de Jumilhac, 1667, orig ; Minute d'une lettre de D. Jacques Le Clerc, incomplète ; « Remarques sur les méthodes du chant de l'Église, aoust 1666 » ; « Deux méthodes pour apprendre le plein chant » ; Traités et fragments de traités de musique, de métrique et d'hymnologie, de la main de D. Jacques LE CLERC ; Fragments imprimés d'hymnologie, avec annotations de D. Jacques Le Clerc, petit in-8°, 5 feuillets

« How to Teach Evidence-Based Clinical Practice 2002 » à l'Université McMaster : 3 bibliothécaires participantes

Article en anglais et en français.

The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity.

This paper studies seemingly unrelated linear models with integrated regressors and stationary errors. By adding leads and lags of the first differences of the regressors and estimating this augmented dynamic regression model by feasible generalized least squares using the long-run covariance matrix, we obtain an efficient estimator of the cointegrating vector that has a limiting mixed normal distribution. Simulation results suggest that this new estimator compares favorably with others already proposed in the literature. We apply these new estimators to the testing of purchasing power parity (PPP) among the G-7 countries. The test based on the efficient estimates rejects the PPP hypothesis for most countries.

Sharing a River

A group of agents located along a river have quasi-linear preferences over water and money. We ask how the water should be allocated and what money transfers should be performed. We are interested in efficiency, stability (in the sense of the core), and fairness (in a sense to be defined). We first show that the cooperative game associated with our problem is convex : its core is therefore large and easily described. Next, we propose the following fairness requirement : no group of agents should enjoy a welfare higher than what it could achieve in the absence of the remaining agents. We prove that only one welfare vector in the core satisfies this condition : it is the marginal contribution vector corresponding to the ordering of the agents along the river. We discuss how it could be decentralized or implemented.

Simulation-Based Finite and Large Sample Tests in Multivariate Regressions.

In the context of multivariate linear regression (MLR) models, it is well known that commonly employed asymptotic test criteria are seriously biased towards overrejection. In this paper, we propose a general method for constructing exact tests of possibly nonlinear hypotheses on the coefficients of MLR systems. For the case of uniform linear hypotheses, we present exact distributional invariance results concerning several standard test criteria. These include Wilks' likelihood ratio (LR) criterion as well as trace and maximum root criteria. The normality assumption is not necessary for most of the results to hold. Implications for inference are two-fold. First, invariance to nuisance parameters entails that the technique of Monte Carlo tests can be applied on all these statistics to obtain exact tests of uniform linear hypotheses. Second, the invariance property of the latter statistic is exploited to derive general nuisance-parameter-free bounds on the distribution of the LR statistic for arbitrary hypotheses. Even though it may be difficult to compute these bounds analytically, they can easily be simulated, hence yielding exact bounds Monte Carlo tests. Illustrative simulation experiments show that the bounds are sufficiently tight to provide conclusive results with a high probability. Our findings illustrate the value of the bounds as a tool to be used in conjunction with more traditional simulation-based test methods (e.g., the parametric bootstrap) which may be applied when the bounds are not conclusive.

Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions.

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.

Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes.

In this paper, we develop finite-sample inference procedures for stationary and nonstationary autoregressive (AR) models. The method is based on special properties of Markov processes and a split-sample technique. The results on Markovian processes (intercalary independence and truncation) only require the existence of conditional densities. They are proved for possibly nonstationary and/or non-Gaussian multivariate Markov processes. In the context of a linear regression model with AR(1) errors, we show how these results can be used to simplify the distributional properties of the model by conditioning a subset of the data on the remaining observations. This transformation leads to a new model which has the form of a two-sided autoregression to which standard classical linear regression inference techniques can be applied. We show how to derive tests and confidence sets for the mean and/or autoregressive parameters of the model. We also develop a test on the order of an autoregression. We show that a combination of subsample-based inferences can improve the performance of the procedure. An application to U.S. domestic investment data illustrates the method.

Économétrie, théorie des tests et philosophie des sciences

Dans ce texte, nous revoyons certains développements récents de l’économétrie qui peuvent être intéressants pour des chercheurs dans des domaines autres que l’économie et nous soulignons l’éclairage particulier que l’économétrie peut jeter sur certains thèmes généraux de méthodologie et de philosophie des sciences, tels la falsifiabilité comme critère du caractère scientifique d’une théorie (Popper), la sous-détermination des théories par les données (Quine) et l’instrumentalisme. En particulier, nous soulignons le contraste entre deux styles de modélisation - l’approche parcimonieuse et l’approche statistico-descriptive - et nous discutons les liens entre la théorie des tests statistiques et la philosophie des sciences.

Cooperative VS. Non-cooperative Truels: Little Agreement, but Does that Matter?

It is well-known that non-cooperative and cooperative game theory may yield different solutions to games. These differences are particularly dramatic in the case of truels, or three-person duels, in which the players may fire sequentially or simultaneously, and the games may be one-round or n-round. Thus, it is never a Nash equilibrium for all players to hold their fire in any of these games, whereas in simultaneous one-round and n-round truels such cooperation, wherein everybody survives, is in both the a -core and ß -core. On the other hand, both cores may be empty, indicating a lack of stability, when the unique Nash equilibrium is one survivor. Conditions under which each approach seems most applicable are discussed. Although it might be desirable to subsume the two approaches within a unified framework, such unification seems unlikely since the two approaches are grounded in fundamentally different notions of stability.

Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects.

A wide range of tests for heteroskedasticity have been proposed in the econometric and statistics literature. Although a few exact homoskedasticity tests are available, the commonly employed procedures are quite generally based on asymptotic approximations which may not provide good size control in finite samples. There has been a number of recent studies that seek to improve the reliability of common heteroskedasticity tests using Edgeworth, Bartlett, jackknife and bootstrap methods. Yet the latter remain approximate. In this paper, we describe a solution to the problem of controlling the size of homoskedasticity tests in linear regression contexts. We study procedures based on the standard test statistics [e.g., the Goldfeld-Quandt, Glejser, Bartlett, Cochran, Hartley, Breusch-Pagan-Godfrey, White and Szroeter criteria] as well as tests for autoregressive conditional heteroskedasticity (ARCH-type models). We also suggest several extensions of the existing procedures (sup-type of combined test statistics) to allow for unknown breakpoints in the error variance. We exploit the technique of Monte Carlo tests to obtain provably exact p-values, for both the standard and the new tests suggested. We show that the MC test procedure conveniently solves the intractable null distribution problem, in particular those raised by the sup-type and combined test statistics as well as (when relevant) unidentified nuisance parameter problems under the null hypothesis. The method proposed works in exactly the same way with both Gaussian and non-Gaussian disturbance distributions [such as heavy-tailed or stable distributions]. The performance of the procedures is examined by simulation. The Monte Carlo experiments conducted focus on : (1) ARCH, GARCH, and ARCH-in-mean alternatives; (2) the case where the variance increases monotonically with : (i) one exogenous variable, and (ii) the mean of the dependent variable; (3) grouped heteroskedasticity; (4) breaks in variance at unknown points. We find that the proposed tests achieve perfect size control and have good power.

Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables

This paper assesses the empirical performance of an intertemporal option pricing model with latent variables which generalizes the Hull-White stochastic volatility formula. Using this generalized formula in an ad-hoc fashion to extract two implicit parameters and forecast next day S&P 500 option prices, we obtain similar pricing errors than with implied volatility alone as in the Hull-White case. When we specialize this model to an equilibrium recursive utility model, we show through simulations that option prices are more informative than stock prices about the structural parameters of the model. We also show that a simple method of moments with a panel of option prices provides good estimates of the parameters of the model. This lays the ground for an empirical assessment of this equilibrium model with S&P 500 option prices in terms of pricing errors.

Organizational Design of R&D Activities

This paper addresses the question of whether R&D should be carried out by an independent research unit or be produced in-house by the firm marketing the innovation. We define two organizational structures. In an integrated structure, the firm that markets the innovation also carries out and finances research leading to the innovation. In an independent structure, the firm that markets the innovation buys it from an independent research unit which is financed externally. We compare the two structures under the assumption that the research unit has some private information about the real cost of developing the new product. When development costs are negatively correlated with revenues from the innovation, the integrated structure dominates. The independent structure dominates in the opposite case.

Rationalizability of Choice Functions on General Domains without Full Transitivity

The rationalizability of a choice function by means of a transitive relation has been analyzed thoroughly in the literature. However, not much seems to be known when transitivity is weakened to quasi-transitivity or acyclicity. We describe the logical relationships between the different notions of rationalizability involving, for example, the transitivity, quasi-transitivity, or acyclicity of the rationalizing relation. Furthermore, we discuss sufficient conditions and necessary conditions for rational choice on arbitrary domains. Transitive, quasi-transitive, and acyclical rationalizability are fully characterized for domains that contain all singletons and all two-element subsets of the universal set.