Trimestralización y conciliación de magnitudes económicas : una ampliación del método Chow-Lin

Una de las herramientas estadísticas más importantes para el seguimiento y análisis de la evolución de la actividad económica a corto plazo es la disponibilidad de estimaciones de la evolución trimestral de los componentes del PIB, en lo que afecta tanto a la oferta como a la demanda. La necesidad de disponer de esta información con un retraso temporal reducido hace imprescindible la utilización de métodos de trimestralización que permitan desagregar la información anual a trimestral. El método más aplicado, puesto que permite resolver este problema de manera muy elegante bajo un enfoque estadístico de estimador óptimo, es el método de Chow-Lin. Pero este método no garantiza que las estimaciones trimestrales del PIB en lo que respecta a la oferta y a la demanda coincidan, haciendo necesaria la aplicación posterior de algún método de conciliación. En este trabajo se desarrolla una ampliación multivariante del método de Chow-Lin que permite resolver el problema de la estimación de los valores trimestrales de manera óptima, sujeta a un conjunto de restricciones. Una de las aplicaciones potenciales de este método, que hemos denominado método de Chow-Lin restringido, es precisamente la estimación conjunta de valores trimestrales para cada uno de los componentes del PIB en lo que afecta tanto a la demanda como a la oferta condicionada a que ambas estimaciones trimestrales del PIB sean iguales, evitando así la necesidad de aplicar posteriormente métodos de conciliación

Transformation kernel density estimation of actuarial loss functions

[cat] Es presenta un estimador nucli transformat que és adequat per a distribucions de cua pesada. Utilitzant una transformació basada en la distribució de probabilitat Beta l’elecció del paràmetre de finestra és molt directa. Es presenta una aplicació a dades d’assegurances i es mostra com calcular el Valor en Risc.

Una extensión de la regresión propuesta por Geweke y Porter-Hudak para la estimación del orden de diferenciación en modelos ARFIMA

Recientemente, ha aumentado mucho el interés por la aplicación de los modelos de memoria larga a variables económicas, sobre todo los modelos ARFIMA. Sin duda , el método más usado para la estimación de estos modelos en el ámbito del análisis económico es el propuesto por Geweke y Portero-Hudak (GPH) aun cuando en trabajos recientes se ha demostrado que, en ciertos casos, este estimador presenta un sesgo muy importante. De ahí que, se propone una extensión de este estimador a partir del modelo exponencial propuesto por Bloomfield, y que permite corregir este sesgo.A continuación, se analiza y compara el comportamiento de ambos estimadores en muestras no muy grandes y se comprueba como el estimador propuesto presenta un error cuadrático medio menor que el estimador GPH

Identifying the socioeconomic determinants of crime in Spanish provinces

In this paper we study, having as theoretical reference the economic model of crime (Becker, 1968; Ehrlich, 1973), which are the socioeconomic and demographic determinants of crime in Spain paying attention on the role of provincial peculiarities. We estimate a crime equation using a panel dataset of Spanish provinces (NUTS3) for the period 1993 to 1999 employing the GMMsystem estimator. Empirical results suggest that lagged crime rate and clear-up rate are correlated to all typologies of crime rate considered. Property crimes are better explained by socioeconomic variables (GDP per capita, GDP growth rate and percentage of population with high school and university degree), while demographic factors reveal important and significant influences, in particular for crimes against the person. These results are obtained using an instrumental variable approach that takes advantage of the dynamic properties of our dataset to control for both measurement errors in crime data and joint endogeneity of the explanatory variables

Ethnic differences in proximal and distal tubular sodium reabsorption are heritable in black and white populations.

BACKGROUND: Segmental handling of sodium along the proximal and distal nephron might be heritable and different between black and white participants. METHODS: We randomly recruited 95 nuclear families of black South African ancestry and 103 nuclear families of white Belgian ancestry. We measured the (FENa) and estimated the fractional renal sodium reabsorption in the proximal (RNaprox) and distal (RNadist) tubules from the clearances of endogenous lithium and creatinine. In multivariable analyses, we studied the relation of RNaprox and RNadist with FENa and estimated the heritability (h) of RNaprox and RNadist. RESULTS: Independent of urinary sodium excretion, South Africans (n = 240) had higher RNaprox (unadjusted median, 93.9% vs. 81.0%; P < 0.001) than Belgians (n = 737), but lower RNadist (91.2% vs. 95.1%; P < 0.001). The slope of RNaprox on FENa was steeper in Belgians than in South Africans (-5.40 +/- 0.58 vs. -0.78 +/- 0.58 units; P < 0.001), whereas the opposite was true for the slope of RNadist on FENa (-3.84 +/- 0.19 vs. -13.71 +/- 1.30 units; P < 0.001). h of RNaprox and RNadist was high and significant (P < 0.001) in both countries. h was higher in South Africans than in Belgians for RNaprox (0.82 vs. 0.56; P < 0.001), but was similar for RNadist (0.68 vs. 0.50; P = 0.17). Of the filtered sodium load, black participants reabsorb more than white participants in the proximal nephron and less postproximally. CONCLUSION: Segmental sodium reabsorption along the nephron is highly heritable, but the capacity for regulation in the proximal and postproximal tubules differs between whites and blacks.

Association between white-coat effect and blunted dipping of nocturnal blood pressure.

In this study, we assessed whether the white-coat effect (difference between office and daytime blood pressure (BP)) is associated with nondipping (absence of BP decrease at night). Data were available in 371 individuals of African descent from 74 families selected from a population-based hypertension register in the Seychelles Islands and in 295 Caucasian individuals randomly selected from a population-based study in Switzerland. We used standard multiple linear regression in the Swiss data and generalized estimating equations to account for familial correlations in the Seychelles data. The prevalence of systolic and diastolic nondipping (<10% nocturnal BP decrease) and white-coat hypertension (WCH) was respectively 51, 46, and 4% in blacks and 33, 37, and 7% in whites. When white coat effect and nocturnal dipping were taken as continuous variables (mm Hg), systolic (SBP) and diastolic BP (DBP) dipping were associated inversely and independently with white-coat effect (P < 0.05) in both populations. Analogously, the difference between office and daytime heart rate was inversely associated with the difference between daytime and night-time heart rate in the two populations. These results did not change after adjustment for potential confounders. The white-coat effect is associated with BP nondipping. The similar associations between office-daytime values and daytime-night-time values for both BP and heart rate suggest that the sympathetic nervous system might play a role. Our findings also further stress the interest, for clinicians, of assessing the presence of a white-coat effect as a means to further identify patients at increased cardiovascular risk and guide treatment accordingly.

Una extensión de la regresión propuesta por Geweke y Porter-Hudak para la estimación del orden de diferenciación en modelos ARFIMA

Recientemente, ha aumentado mucho el interés por la aplicación de los modelos de memoria larga a variables económicas, sobre todo los modelos ARFIMA. Sin duda , el método más usado para la estimación de estos modelos en el ámbito del análisis económico es el propuesto por Geweke y Portero-Hudak (GPH) aun cuando en trabajos recientes se ha demostrado que, en ciertos casos, este estimador presenta un sesgo muy importante. De ahí que, se propone una extensión de este estimador a partir del modelo exponencial propuesto por Bloomfield, y que permite corregir este sesgo.A continuación, se analiza y compara el comportamiento de ambos estimadores en muestras no muy grandes y se comprueba como el estimador propuesto presenta un error cuadrático medio menor que el estimador GPH

Transformation kernel density estimation of actuarial loss functions

[cat] Es presenta un estimador nucli transformat que és adequat per a distribucions de cua pesada. Utilitzant una transformació basada en la distribució de probabilitat Beta l’elecció del paràmetre de finestra és molt directa. Es presenta una aplicació a dades d’assegurances i es mostra com calcular el Valor en Risc.

Linear least squares estimation of the first order moving average parameter

We propose an iterative procedure to minimize the sum of squares function which avoids the nonlinear nature of estimating the first order moving average parameter and provides a closed form of the estimator. The asymptotic properties of the method are discussed and the consistency of the linear least squares estimator is proved for the invertible case. We perform various Monte Carlo experiments in order to compare the sample properties of the linear least squares estimator with its nonlinear counterpart for the conditional and unconditional cases. Some examples are also discussed

Analysis, modelling and classification of geospatial data using machine learning

The research considers the problem of spatial data classification using machine learning algorithms: probabilistic neural networks (PNN) and support vector machines (SVM). As a benchmark model simple k-nearest neighbor algorithm is considered. PNN is a neural network reformulation of well known nonparametric principles of probability density modeling using kernel density estimator and Bayesian optimal or maximum a posteriori decision rules. PNN is well suited to problems where not only predictions but also quantification of accuracy and integration of prior information are necessary. An important property of PNN is that they can be easily used in decision support systems dealing with problems of automatic classification. Support vector machine is an implementation of the principles of statistical learning theory for the classification tasks. Recently they were successfully applied for different environmental topics: classification of soil types and hydro-geological units, optimization of monitoring networks, susceptibility mapping of natural hazards. In the present paper both simulated and real data case studies (low and high dimensional) are considered. The main attention is paid to the detection and learning of spatial patterns by the algorithms applied.

Trimestralización y conciliación de magnitudes económicas : una ampliación del método Chow-Lin

Una de las herramientas estadísticas más importantes para el seguimiento y análisis de la evolución de la actividad económica a corto plazo es la disponibilidad de estimaciones de la evolución trimestral de los componentes del PIB, en lo que afecta tanto a la oferta como a la demanda. La necesidad de disponer de esta información con un retraso temporal reducido hace imprescindible la utilización de métodos de trimestralización que permitan desagregar la información anual a trimestral. El método más aplicado, puesto que permite resolver este problema de manera muy elegante bajo un enfoque estadístico de estimador óptimo, es el método de Chow-Lin. Pero este método no garantiza que las estimaciones trimestrales del PIB en lo que respecta a la oferta y a la demanda coincidan, haciendo necesaria la aplicación posterior de algún método de conciliación. En este trabajo se desarrolla una ampliación multivariante del método de Chow-Lin que permite resolver el problema de la estimación de los valores trimestrales de manera óptima, sujeta a un conjunto de restricciones. Una de las aplicaciones potenciales de este método, que hemos denominado método de Chow-Lin restringido, es precisamente la estimación conjunta de valores trimestrales para cada uno de los componentes del PIB en lo que afecta tanto a la demanda como a la oferta condicionada a que ambas estimaciones trimestrales del PIB sean iguales, evitando así la necesidad de aplicar posteriormente métodos de conciliación

Identifying the socioeconomic determinants of crime in Spanish provinces

In this paper we study, having as theoretical reference the economic model of crime (Becker, 1968; Ehrlich, 1973), which are the socioeconomic and demographic determinants of crime in Spain paying attention on the role of provincial peculiarities. We estimate a crime equation using a panel dataset of Spanish provinces (NUTS3) for the period 1993 to 1999 employing the GMMsystem estimator. Empirical results suggest that lagged crime rate and clear-up rate are correlated to all typologies of crime rate considered. Property crimes are better explained by socioeconomic variables (GDP per capita, GDP growth rate and percentage of population with high school and university degree), while demographic factors reveal important and significant influences, in particular for crimes against the person. These results are obtained using an instrumental variable approach that takes advantage of the dynamic properties of our dataset to control for both measurement errors in crime data and joint endogeneity of the explanatory variables

Evolution of source EEG synchronization in early Alzheimer's disease.

Alzheimer's disease (AD) disrupts functional connectivity in distributed cortical networks. We analyzed changes in the S-estimator, a measure of multivariate intraregional synchronization, in electroencephalogram (EEG) source space in 15 mild AD patients versus 15 age-matched controls to evaluate its potential as a marker of AD progression. All participants underwent 2 clinical evaluations and 2 EEG recording sessions on diagnosis and after a year. The main effect of AD was hyposynchronization in the medial temporal and frontal regions and relative hypersynchronization in posterior cingulate, precuneus, cuneus, and parietotemporal cortices. However, the S-estimator did not change over time in either group. This result motivated an analysis of rapidly progressing AD versus slow-progressing patients. Rapidly progressing AD patients showed a significant reduction in synchronization with time, manifest in left frontotemporal cortex. Thus, the evolution of source EEG synchronization over time is correlated with the rate of disease progression and should be considered as a cost-effective AD biomarker.

Can routine offering of influenza vaccination in office-based settings reduce racial and ethnic disparities in adult influenza vaccination?

BACKGROUND: Influenza vaccination remains below the federally targeted levels outlined in Healthy People 2020. Compared to non-Hispanic whites, racial and ethnic minorities are less likely to be vaccinated for influenza, despite being at increased risk for influenza-related complications and death. Also, vaccinated minorities are more likely to receive influenza vaccinations in office-based settings and less likely to use non-medical vaccination locations compared to non-Hispanic white vaccine users. OBJECTIVE: To assess the number of "missed opportunities" for influenza vaccination in office-based settings by race and ethnicity and the magnitude of potential vaccine uptake and reductions in racial and ethnic disparities in influenza vaccination if these "missed opportunities" were eliminated. DESIGN: National cross-sectional Internet survey administered between March 4 and March 14, 2010 in the United States. PARTICIPANTS: Non-Hispanic black, Hispanic and non-Hispanic white adults living in the United States (N = 3,418). MAIN MEASURES: We collected data on influenza vaccination, frequency and timing of healthcare visits, and self-reported compliance with a potential provider recommendation for vaccination during the 2009-2010 influenza season. "Missed opportunities" for seasonal influenza vaccination in office-based settings were defined as the number of unvaccinated respondents who reported at least one healthcare visit in the Fall and Winter of 2009-2010 and indicated their willingness to get vaccinated if a healthcare provider strongly recommended it. "Potential vaccine uptake" was defined as the sum of actual vaccine uptake and "missed opportunities." KEY RESULTS: The frequency of "missed opportunities" for influenza vaccination in office-based settings was significantly higher among racial and ethnic minorities than non-Hispanic whites. Eliminating these "missed opportunities" could have cut racial and ethnic disparities in influenza vaccination by roughly one half. CONCLUSIONS: Improved office-based practices regarding influenza vaccination could significantly impact Healthy People 2020 goals by increasing influenza vaccine uptake and reducing corresponding racial and ethnic disparities.

One Stop Reentry Reduces Disproportionate Representation, Data Download, Iowa Department of Corrections, January 2011

In a national study released in 2007 by The Sentencing Project, Iowa tops the nation for imprisoning African Americans at a rate of 13.6 times that of whites. In addition, African Americans in Iowa are much more likely to be unemployed, lacking a high school diploma, and earning less than white Iowans. And African American offenders’ return-to-prison rates are higher than for white offenders.