824 resultados para Limited dependent variable regression
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Regression coefficients specify the partial effect of a regressor on the dependent variable. Sometimes the bivariate or limited multivariate relationship of that regressor variable with the dependent variable is known from population-level data. We show here that such population- level data can be used to reduce variance and bias about estimates of those regression coefficients from sample survey data. The method of constrained MLE is used to achieve these improvements. Its statistical properties are first described. The method constrains the weighted sum of all the covariate-specific associations (partial effects) of the regressors on the dependent variable to equal the overall association of one or more regressors, where the latter is known exactly from the population data. We refer to those regressors whose bivariate or limited multivariate relationships with the dependent variable are constrained by population data as being ‘‘directly constrained.’’ Our study investigates the improvements in the estimation of directly constrained variables as well as the improvements in the estimation of other regressor variables that may be correlated with the directly constrained variables, and thus ‘‘indirectly constrained’’ by the population data. The example application is to the marital fertility of black versus white women. The difference between white and black women’s rates of marital fertility, available from population-level data, gives the overall association of race with fertility. We show that the constrained MLE technique both provides a far more powerful statistical test of the partial effect of being black and purges the test of a bias that would otherwise distort the estimated magnitude of this effect. We find only trivial reductions, however, in the standard errors of the parameters for indirectly constrained regressors.
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Alterations in cognitive function are characteristic of the aging process in humans and other animals. However, the nature of these age related changes in cognition is complex and is likely to be influenced by interactions between genetic predispositions and environmental factors resulting in dynamic fluctuations within and between individuals. These inter and intra-individual fluctuations are evident in both so-called normal cognitive aging and at the onset of cognitive pathology. Mild Cognitive Impairment (MCI), thought to be a prodromal phase of dementia, represents perhaps the final opportunity to mitigate cognitive declines that may lead to terminal conditions such as dementia. The prognosis for people with MCI is mixed with the evidence suggesting that many will remain stable within 10-years of diagnosis, many will improve, and many will transition to dementia. If the characteristics of people who do not progress to dementia from MCI can be identified and replicated in others it may be possible to reduce or delay dementia onset, thus reducing a growing personal and public health burden. Furthermore, if MCI onset can be prevented or delayed, the burden of cognitive decline in aging populations worldwide may be reduced. A cognitive domain that is sensitive to the effects of advancing age, and declines in which have been shown to presage the onset of dementia in MCI patients, is executive function. Moreover, environmental factors such as diet and physical activity have been shown to affect performance on tests of executive function. For example, improvements in executive function have been demonstrated as a result of increased aerobic and anaerobic physical activity and, although the evidence is not as strong, findings from dietary interventions suggest certain nutrients may preserve or improve executive functions in old age. These encouraging findings have been demonstrated in older adults with MCI and their non-impaired peers. However, there are some gaps in the literature that need to be addressed. For example, little is known about the effect on cognition of an interaction between diet and physical activity. Both are important contributors to health and wellbeing, and a growing body of evidence attests to their importance in mental and cognitive health in aging individuals. Yet physical activity and diet are rarely considered together in the context of cognitive function. There is also little known about potential underlying biological mechanisms that might explain the physical activity/diet/cognition relationship. The first aim of this program of research was to examine the individual and interactive role of physical activity and diet, specifically long chain polyunsaturated fatty acid consumption(LCn3) as predictors of MCI status. The second aim is to examine executive function in MCI in the context of the individual and interactive effects of physical activity and LCn3.. A third aim was to explore the role of immune and endocrine system biomarkers as possible mediators in the relationship between LCn3, physical activity and cognition. Study 1a was a cross-sectional analysis of MCI status as a function of erythrocyte proportions of an interaction between physical activity and LCn3. The marine based LCn3s eicosapentaenoic acid (EPA) and docosahexaenoic acid (DHA) have both received support in the literature as having cognitive benefits, although comparisons of the relative benefits of EPA or DHA, particularly in relation to the aetiology of MCI, are rare. Furthermore, a limited amount of research has examined the cognitive benefits of physical activity in terms of MCI onset. No studies have examined the potential interactive benefits of physical activity and either EPA or DHA. Eighty-four male and female adults aged 65 to 87 years, 50 with MCI and 34 without, participated in Study 1a. A logistic binary regression was conducted with MCI status as a dependent variable, and the individual and interactive relationships between physical activity and either EPA or DHA as predictors. Physical activity was measured using a questionnaire and specific physical activity categories were weighted according to the metabolic equivalents (METs) of each activity to create a physical activity intensity index (PAI). A significant relationship was identified between MCI outcome and the interaction between the PAI and EPA; participants with a higher PAI and higher erythrocyte proportions of EPA were more likely to be classified as non-MCI than their less active peers with less EPA. Study 1b was a randomised control trial using the participants from Study 1a who were identified with MCI. Given the importance of executive function as a determinant of progression to more severe forms of cognitive impairment and dementia, Study 1b aimed to examine the individual and interactive effect of physical activity and supplementation with either EPA or DHA on executive function in a sample of older adults with MCI. Fifty male and female participants were randomly allocated to supplementation groups to receive 6-months of supplementation with EPA, or DHA, or linoleic acid (LA), a long chain polyunsaturated omega-6 fatty acid not known for its cognitive enhancing properties. Physical activity was measured using the PAI from Study 1a at baseline and follow-up. Executive function was measured using five tests thought to measure different executive function domains. Erythrocyte proportions of EPA and DHA were higher at follow-up; however, PAI was not significantly different. There was also a significant improvement in three of the five executive function tests at follow-up. However, regression analyses revealed that none of the variance in executive function at follow-up was predicted by EPA, DHA, PAI, the EPA by PAI interaction, or the DHA by PAI interaction. The absence of an effect may be due to a small sample resulting in limited power to find an effect, the lack of change in physical activity over time in terms of volume and/or intensity, or a combination of both reduced power and no change in physical activity. Study 2a was a cross-sectional study using cognitively unimpaired older adults to examine the individual and interactive effects of LCn3 and PAI on executive function. Several possible explanations for the absence of an effect were identified. From this consideration of alternative explanations it was hypothesised that post-onset interventions with LCn3 either alone or in interation with self-reported physical activity may not be beneficial in MCI. Thus executive function responses to the individual and interactive effects of physical activity and LCn3 were examined in a sample of older male and female adults without cognitive impairment (n = 50). A further aim of study 2a was to operationalise executive function using principal components analysis (PCA) of several executive function tests. This approach was used firstly as a data reduction technique to overcome the task impurity problem, and secondly to examine the executive function structure of the sample for evidence of de-differentiation. Two executive function components were identified as a result of the PCA (EF 1 and EF 2). However, EPA, DHA, the PAI, or the EPA by PAI or DHA by PAI interactions did not account for any variance in the executive function components in subsequent hierarchical multiple regressions. Study 2b was an exploratory correlational study designed to explore the possibility that immune and endocrine system biomarkers may act as mediators of the relationship between LCn3, PAI, the interaction between LCn3 and PAI, and executive functions. Insulin-like growth factor-1 (IGF-1), an endocrine system growth hormone, and interleukin-6 (IL-6) an immune system cytokine involved in the acute inflammatory response, have both been shown to affect cognition including executive functions. Moreover, IGF-1 and IL-6 have been shown to be antithetical in so far as chronically increased IL-6 has been associated with reduced IGF-1 levels, a relationship that has been linked to age related morbidity. Further, physical activity and LCn3 have been shown to modulate levels of both IGF-1 and IL-6. Thus, it is possible that the cognitive enhancing effects of LCn3, physical activity or their interaction are mediated by changes in the balance between IL-6 and IGF-1. Partial and non-parametric correlations were conducted in a subsample of participants from Study 2a (n = 13) to explore these relationships. Correlations of interest did not reach significance; however, the coefficients were quite large for several relationships suggesting studies with larger samples may be warranted. In summary, the current program of research found some evidence supporting an interaction between EPA, not DHA, and higher energy expenditure via physical activity in differentiating between older adults with and without MCI. However, a RCT examining executive function in older adults with MCI found no support for increasing EPA or DHA while maintaining current levels of energy expenditure. Furthermore, a cross-sectional study examining executive function in older adults without MCI found no support for better executive function performance as a function of increased EPA or DHA consumption, greater energy expenditure via physical activity or an interaction between physical activity and either EPA or DHA. Finally, an examination of endocrine and immune system biomarkers revealed promising relationships in terms of executive function in non-MCI older adults particularly with respect to LCn3 and physical activity. Taken together, these findings demonstrate a potential benefit of increasing physical activity and LCn3 consumption, particularly EPA, in mitigating the risk of developing MCI. In contrast, no support was found for a benefit to executive function as a result of increased physical activity, LCn3 consumption or an interaction between physical activity and LCn3, in participants with and without MCI. These results are discussed with reference to previous findings in the literature including possible limitations and opportunities for future research.
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Protocols for bioassessment often relate changes in summary metrics that describe aspects of biotic assemblage structure and function to environmental stress. Biotic assessment using multimetric indices now forms the basis for setting regulatory standards for stream quality and a range of other goals related to water resource management in the USA and elsewhere. Biotic metrics are typically interpreted with reference to the expected natural state to evaluate whether a site is degraded. It is critical that natural variation in biotic metrics along environmental gradients is adequately accounted for, in order to quantify human disturbance-induced change. A common approach used in the IBI is to examine scatter plots of variation in a given metric along a single stream size surrogate and a fit a line (drawn by eye) to form the upper bound, and hence define the maximum likely value of a given metric in a site of a given environmental characteristic (termed the 'maximum species richness line' - MSRL). In this paper we examine whether the use of a single environmental descriptor and the MSRL is appropriate for defining the reference condition for a biotic metric (fish species richness) and for detecting human disturbance gradients in rivers of south-eastern Queensland, Australia. We compare the accuracy and precision of the MSRL approach based on single environmental predictors, with three regression-based prediction methods (Simple Linear Regression, Generalised Linear Modelling and Regression Tree modelling) that use (either singly or in combination) a set of landscape and local scale environmental variables as predictors of species richness. We compared the frequency of classification errors from each method against set biocriteria and contrast the ability of each method to accurately reflect human disturbance gradients at a large set of test sites. The results of this study suggest that the MSRL based upon variation in a single environmental descriptor could not accurately predict species richness at minimally disturbed sites when compared with SLR's based on equivalent environmental variables. Regression-based modelling incorporating multiple environmental variables as predictors more accurately explained natural variation in species richness than did simple models using single environmental predictors. Prediction error arising from the MSRL was substantially higher than for the regression methods and led to an increased frequency of Type I errors (incorrectly classing a site as disturbed). We suggest that problems with the MSRL arise from the inherent scoring procedure used and that it is limited to predicting variation in the dependent variable along a single environmental gradient.
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Purpose:Physical activity is recommended for optimal prevention of cardiovascular disease(CVD) and participation in sport is associated with improved well-being. However, people with long-standing illness/disability are less likely to participate in sport than others. Evidence of factors associated with their participation is limited and the best approach to encourage participation is unknown. This study aimed to identify sport participation levels and their correlates, among adults with long standing illness/disability in Northern Ireland, where CVD prevalence is high. Method:Using routinely collected data in annual surveys of population samples from 2007 to 2011, descriptive statistics were derived. Chi-squared tests were used to compare characteristics of those with a long-term illness/disability and those without long-term health problems. Uni-variate binary regression analysis for the whole sample and those with a long-standing illness/disability, using sport participation as the dependent variable, was performed and variables with a p-value of 0.1 or less were taken into a multi-variate analysis. Results:The sample included 13,683 adults; 3550(26%) reported having long-term illness/disability. Fewer of those with, than without, long-term illness/disability reported sport participation in the previous year (868/3550(24.5%) v 5615/10133(55.6%)). Multi-variate analysis showed that, for those with long-standing illness/disability, being single and less socio-economically deprived correlated positively with sport participation. For both those with long-standing illness/disability and the full sample, sport participation correlated positively with being male, aged <56 years, access to a household car/van, sports club membership, health ‘fairly good’ or ‘good’ in the previous year, doing paid/unpaid work, and living in an urban location. For the full sample but not those with long-standing illness/disability, sport participation correlated positively with being a non-smoker, higher educational status and personal internet access. Of note, personal internet access was less for those with, than without, long-term illness/disability (41% v 70%). Conclusions:Efforts to promote physical activity in sport for those with long-standing illness/disability should target older people, married females, those who live rurally, and those who are socio-economically deprived and report their health as ‘not good’. Implementation of initiatives should not rely on the internet, to which these people may not have ready access, to help support their sport participation and physical activity in optimal CVD prevention.
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This Paper Studies Tests of Joint Hypotheses in Time Series Regression with a Unit Root in Which Weakly Dependent and Heterogeneously Distributed Innovations Are Allowed. We Consider Two Types of Regression: One with a Constant and Lagged Dependent Variable, and the Other with a Trend Added. the Statistics Studied Are the Regression \"F-Test\" Originally Analysed by Dickey and Fuller (1981) in a Less General Framework. the Limiting Distributions Are Found Using Functinal Central Limit Theory. New Test Statistics Are Proposed Which Require Only Already Tabulated Critical Values But Which Are Valid in a Quite General Framework (Including Finite Order Arma Models Generated by Gaussian Errors). This Study Extends the Results on Single Coefficients Derived in Phillips (1986A) and Phillips and Perron (1986).
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Cubicle should provide good resting comfort as well as clean udders. Dairy cows in cubicle houses often face a restrictive environment with regard to resting behaviour, whereas cleanliness may still be impaired. This study aimed to determine reliable behavioural measures regarding resting comfort applicable in on-farm welfare assessments. Furthermore, relationships between cubicle design, cow sizes, management factors and udder cleanliness (namely teats and teat tips) were investigated. Altogether 15 resting measures were examined in terms of feasibility, inter-observer reliability (IOR) and consistency of results per farm over time. They were recorded during three farm visits on farms in Germany and Austria with cubicle, deep litter and tie stall systems. Seven measures occurred to infrequently to allow reliable recording within a limited observation time. IOR was generally acceptable to excellent except for 'collisions during lying down', which only showed good IOR after improvement of the definition. Only three measures were acceptably repeatable over time: 'duration of lying down', 'percentage of collisions during lying down' and 'percentage of cows lying partly or completely outside lying area'. These measures were evaluated as suitable animal based welfare measures regarding resting behaviour in the framework of an on-farm welfare assessment protocol. The second part of the thesis comprises a cross-sectional study on resting comfort and cow cleanliness including 23 Holstein Friesian dairy herds with very low within-farm variation in cubicle measures. Height at withers, shoulder width and diagonal body length were measured in 79-100 % of the cows (herd size 30 to115 cows). Based on the 25 % largest animals, compliance with recommendations for cubicle measures was calculated. Cleanliness of different body parts, the udder, teats and teat tips was assessed for each cow in the herd prior to morning milking. No significant correlation was found between udder soiling and teat or teat tip soiling on herd level. The final model of a stepwise regression regarding the percentage of dirty teats per farm explained 58.5 % the variance and contained four factors. Teat dipping after milking which might be associated with an overall clean and accurate management style, deep bedded cubicles, increasing cubicle maintenance times and decreasing compliance concerning total cubicle length predicted lower teat soiling. The final model concerning teat tip soiling explained 46.0 % of the variance and contained three factors. Increasing litter height in the rear part of the cubicle and increased alley soiling which is difficult to explain, predicted for less soiled teat tips, whereas increasing compliance concerning resting length was associated with higher percentages of dirty teat tips. The dependent variable ‘duration of lying down’ was analysed using again stepwise regression. The final model explained 54.8 % of the total variance. Lying down duration was significantly shorter in deep bedded cubicles. Further explanatory though not significant factors in the model were neck-rail height, deep bedding or comfort mattresses versus concrete floor or rubber mats and clearance height of side partitions. In the attempt to create a more comprehensive lying down measure, another analysis was carried out with percentage of ‘impaired lying down’ (i.e. events exceeding 6.3 seconds, with collisions or being interrupted) as dependent variable. The explanatory value of this final model was 41.3 %. An increase in partition length, in compliance concerning cubicle width and the presence of straw within bedding predicted a lower proportion of impaired lying down. The effect of partition length is difficult to interpret, but partition length and height were positively correlated on the study farms, possibly leading to a bigger zone of clear space for pelvis freedom. No associations could be found between impaired lying down and teat or teat tip soiling. Altogether, in agreement with earlier studies it was found that cubicle dimensions in practice are often inadequate with regard to the body dimensions of the cows, leading to high proportions of impaired lying down behaviour, whereas teat cleanliness is still unsatisfactory. Connections between cleanliness and cow comfort are far from simplistic. Especially the relationship between cubicle characteristics and lying down behaviour apparently is very complex, so that it is difficult to identify single influential factors that are valid for all farm situations. However, based on the results of the present study the use of deep bedded cubicles can be recommended as well as improved management with special regard to cubicle and litter maintenance in order to achieve both better resting comfort and teat cleanliness.
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Multiple regression analysis is a statistical technique which allows to predict a dependent variable from m ore than one independent variable and also to determine influential independent variables. Using experimental data, in this study the multiple regression analysis is applied to predict the room mean velocity and determine the most influencing parameters on the velocity. More than 120 experiments for four different heat source locations were carried out in a test chamber with a high level wall mounted air supply terminal at air change rates 3-6 ach. The influence of the environmental parameters such as supply air momentum, room heat load, Archimedes number and local temperature ratio, were examined by two methods: a simple regression analysis incorporated into scatter matrix plots and multiple stepwise regression analysis. It is concluded that, when a heat source is located along the jet centre line, the supply momentum mainly influences the room mean velocity regardless of the plume strength. However, when the heat source is located outside the jet region, the local temperature ratio (the inverse of the local heat removal effectiveness) is a major influencing parameter.
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This paper derives some exact power properties of tests for spatial autocorrelation in the context of a linear regression model. In particular, we characterize the circumstances in which the power vanishes as the autocorrelation increases, thus extending the work of Krämer (2005). More generally, the analysis in the paper sheds new light on how the power of tests for spatial autocorrelation is affected by the matrix of regressors and by the spatial structure. We mainly focus on the problem of residual spatial autocorrelation, in which case it is appropriate to restrict attention to the class of invariant tests, but we also consider the case when the autocorrelation is due to the presence of a spatially lagged dependent variable among the regressors. A numerical study aimed at assessing the practical relevance of the theoretical results is included
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In this paper, we study the influence of the National Telecom Business Volume by the data in 2008 that have been published in China Statistical Yearbook of Statistics. We illustrate the procedure of modeling “National Telecom Business Volume” on the following eight variables, GDP, Consumption Levels, Retail Sales of Social Consumer Goods Total Renovation Investment, the Local Telephone Exchange Capacity, Mobile Telephone Exchange Capacity, Mobile Phone End Users, and the Local Telephone End Users. The testing of heteroscedasticity and multicollinearity for model evaluation is included. We also consider AIC and BIC criterion to select independent variables, and conclude the result of the factors which are the optimal regression model for the amount of telecommunications business and the relation between independent variables and dependent variable. Based on the final results, we propose several recommendations about how to improve telecommunication services and promote the economic development.
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This paper addresses the investment decisions considering the presence of financial constraints of 373 large Brazilian firms from 1997 to 2004, using panel data. A Bayesian econometric model was used considering ridge regression for multicollinearity problems among the variables in the model. Prior distributions are assumed for the parameters, classifying the model into random or fixed effects. We used a Bayesian approach to estimate the parameters, considering normal and Student t distributions for the error and assumed that the initial values for the lagged dependent variable are not fixed, but generated by a random process. The recursive predictive density criterion was used for model comparisons. Twenty models were tested and the results indicated that multicollinearity does influence the value of the estimated parameters. Controlling for capital intensity, financial constraints are found to be more important for capital-intensive firms, probably due to their lower profitability indexes, higher fixed costs and higher degree of property diversification.
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The purpose of this study was to understand the scope of breast cancer disparities within the Texas Medical Center. The goal was to increase the awareness of breast cancer disparities at the health care organization level, and to foster the development of organizational interventions to reduce breast cancer disparities. The study seeks to answer the following questions: 1. Are hospitals in the Texas Medical Center implementing interventions to reduce breast cancer disparities? 2. What are their interventions for reducing the effects of non clinical factors on breast cancer treatment disparities? 3. What are their measures for monitoring, continuously improving, and evaluating the success of their interventions? ^ This research project was designed as a mixed methods case study. Quantitative breast cancer data for the years 2000-2009 was obtained from the Texas Cancer Registry (TCR). Qualitative data collection and analysis was done by conducting a total of 20 semi-structured interviews of administrators, physicians and nurses at five hospitals (A, B, C, D and E) in the Texas Medical Center (TMC). For quantitative analysis, the study was limited to early stage breast cancer patients: local and regional. The dependent variable was receipt of standard treatment: Surgery (Yes/No), BCS vs Mastectomy, Chemotherapy (Yes/No) and Radiation after BCS (Yes/No). The main independent variable was race: non-Hispanic White (NHW) , non-Hispanic Black (NHB), and Hispanic. Other covariates included age at diagnosis, diagnosis date, percent poverty, grade, stage, and regional nodes. Multivariate logistic regression was used to test the adjusted association between receipt of standard care and race. Qualitative data was analyzed with the Atlas.ti7 software (ATLAS.ti GmbH, Berlin). ^ Though there were significant differences by race for all dependent variables when the data was analyzed as a single group of all hospitals; at the level of the individual hospitals the results were not consistent by race/ethnicity across all dependent variables for hospitals A, B, and E. There were no racial differences in adjusted analysis for receipt of chemotherapy for the individual hospitals of interest in this study. For hospitals C and D, no racial disparities in treatment was observed in adjusted multivariable analysis. All organizations in this study were aware of the body of research which shows that there are disparities in breast cancer outcomes for patient population groups. However, qualitative data analysis found that there were differences in interest among hospitals in addressing breast cancer disparities in their patient population groups. Some organizations were actively implementing directed measures to reduce the breast cancer disparity gap in outcomes for patients, and others were not. Despite the differences in levels of interest, quantitative data analysis showed that organizations in the Texas Medical Center were making progress in reducing the burden of breast cancer disparities in the patient populations being served.^
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Researchers often use 3-way interactions in moderated multiple regression analysis to test the joint effect of 3 independent variables on a dependent variable. However, further probing of significant interaction terms varies considerably and is sometimes error prone. The authors developed a significance test for slope differences in 3-way interactions and illustrate its importance for testing psychological hypotheses. Monte Carlo simulations revealed that sample size, magnitude of the slope difference, and data reliability affected test power. Application of the test to published data yielded detection of some slope differences that were undetected by alternative probing techniques and led to changes of results and conclusions. The authors conclude by discussing the test's applicability for psychological research. Copyright 2006 by the American Psychological Association.
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2002 Mathematics Subject Classification: 62J05, 62G35.
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2000 Mathematics Subject Classification: 62J12, 62P10.
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This paper explains how Poisson regression can be used in studies in which the dependent variable describes the number of occurrences of some rare event such as suicide. After pointing out why ordinary linear regression is inappropriate for treating dependent variables of this sort, we go on to present the basic Poisson regression model and show how it fits in the broad class of generalized linear models. Then we turn to discussing a major problem of Poisson regression known as overdispersion and suggest possible solutions, including the correction of standard errors and negative binomial regression. The paper ends with a detailed empirical example, drawn from our own research on suicide.