Weighted Kernel regression

In the fixed design regression model, additional weights areconsidered for the Nadaraya--Watson and Gasser--M\"uller kernel estimators.We study their asymptotic behavior and the relationships between new andclassical estimators. For a simple family of weights, and considering theIMSE as global loss criterion, we show some possible theoretical advantages.An empirical study illustrates the performance of the weighted estimatorsin finite samples.

Spatial prediction of monthly wind speeds in complex terrain with adaptive general regression neural networks

This paper presents the general regression neural networks (GRNN) as a nonlinear regression method for the interpolation of monthly wind speeds in complex Alpine orography. GRNN is trained using data coming from Swiss meteorological networks to learn the statistical relationship between topographic features and wind speed. The terrain convexity, slope and exposure are considered by extracting features from the digital elevation model at different spatial scales using specialised convolution filters. A database of gridded monthly wind speeds is then constructed by applying GRNN in prediction mode during the period 1968-2008. This study demonstrates that using topographic features as inputs in GRNN significantly reduces cross-validation errors with respect to low-dimensional models integrating only geographical coordinates and terrain height for the interpolation of wind speed. The spatial predictability of wind speed is found to be lower in summer than in winter due to more complex and weaker wind-topography relationships. The relevance of these relationships is studied using an adaptive version of the GRNN algorithm which allows to select the useful terrain features by eliminating the noisy ones. This research provides a framework for extending the low-dimensional interpolation models to high-dimensional spaces by integrating additional features accounting for the topographic conditions at multiple spatial scales. Copyright (c) 2012 Royal Meteorological Society.

Tests of sunspot number sequences: 3. Effects of regression procedures on the calibration of historic sunspot data

We use sunspot group observations from the Royal Greenwich Observatory (RGO) to investigate the effects of intercalibrating data from observers with different visual acuities. The tests are made by counting the number of groups RB above a variable cut-off threshold of observed total whole-spot area (uncorrected for foreshortening) to simulate what a lower acuity observer would have seen. The synthesised annual means of RB are then re-scaled to the full observed RGO group number RA using a variety of regression techniques. It is found that a very high correlation between RA and RB (rAB > 0.98) does not prevent large errors in the intercalibration (for example sunspot maximum values can be over 30 % too large even for such levels of rAB). In generating the backbone sunspot number (RBB), Svalgaard and Schatten (2015, this issue) force regression fits to pass through the scatter plot origin which generates unreliable fits (the residuals do not form a normal distribution) and causes sunspot cycle amplitudes to be exaggerated in the intercalibrated data. It is demonstrated that the use of Quantile-Quantile (“Q  Q”) plots to test for a normal distribution is a useful indicator of erroneous and misleading regression fits. Ordinary least squares linear fits, not forced to pass through the origin, are sometimes reliable (although the optimum method used is shown to be different when matching peak and average sunspot group numbers). However, other fits are only reliable if non-linear regression is used. From these results it is entirely possible that the inflation of solar cycle amplitudes in the backbone group sunspot number as one goes back in time, relative to related solar-terrestrial parameters, is entirely caused by the use of inappropriate and non-robust regression techniques to calibrate the sunspot data.

Comparison of partial least squares regression and principal component regression for pelvic shape prediction.

This paper studied two different regression techniques for pelvic shape prediction, i.e., the partial least square regression (PLSR) and the principal component regression (PCR). Three different predictors such as surface landmarks, morphological parameters, or surface models of neighboring structures were used in a cross-validation study to predict the pelvic shape. Results obtained from applying these two different regression techniques were compared to the population mean model. In almost all the prediction experiments, both regression techniques unanimously generated better results than the population mean model, while the difference on prediction accuracy between these two regression methods is not statistically significant (α=0.01).

Parametric & nonparametric approaches to event studies: an application to a hotel’s market value

The main objective of this paper is twofold: on the one hand, to analyse the impact that the announcement of the opening of a new hotel has on the performance of its chain by carrying out an event study, and on the other hand, to compare the results of two different approaches to this method: a parametric specification based on the autoregressive conditional heteroskedasticity models to estimate the market model, and a nonparametric approach, which implies employing Theil’s nonparametric regression technique, which in turn, leads to the so-called complete nonparametric approach to event studies. The results that the empirical application arrives at are noteworthy as, on average, the reaction to such news releases is highly positive, both approaches reaching the same level of significance. However, a word of caution must be said when one is not only interested in detecting whether the market reacts, but also in obtaining an exhaustive calculation of the abnormal returns to further examine its determining factors.

Prática e duração do aleitamento materno de crianças matriculadas em escolas particulares do município de São Paulo, SP

presente estudo descreve a prática de aleitamento materno e verifica possíveis fatores de associação com a duração do aleitamento materno exclusivo e aleitamento materno em crianças de escolas particulares do município de São Paulo. Fizeram parte do estudo 566 crianças, com 2 a 6 anos completos de idade. Foi considerada como variável dependente a duração do aleitamento materno (aleitamento materno exclusivo e aleitamento materno), e como independente idade e escolaridade materna, condição de trabalho da mãe e sexo da criança. A caracterização da amostra é apresentada por meio de distribuições de freqüências. A variável aleitamento materno foi descrita em categorias, e para análise foi utilizada como variável contínua. Para a análise da relação entre duração do aleitamento materno e as variáveis independentes utilizou-se a técnica de regressão múltipla de Cox adotando-se critério p < 0,05 para decisão de significância. Não houve associação entre as variáveis estudadas e tempo de duração das duas formas de aleitamento. Cerca de 80% das crianças deixaram de ser amamentadas exclusivamente antes dos seis meses de vida, o que mostra a necessidade de continuar o desenvolvimento de ações para incentivo e apoio à amamentação

Energy expenditure and the body cell mass in cystic fibrosis

Poor nutritional status in patients with cystic fibrosis (CF) is associated with severe lung disease, and possible causative factors include inadequate intake, malabsorption, and increased energy requirements. Body cell mass (which can be quantified by measurement of total body potassium) provides an ideal standard for measurements of energy expenditure. The aim of this study was to compare resting energy expenditure (REE) in patients with CF with both predicted values and age-matched healthy children and to determine whether REE was related to either nutritional status or pulmonary function. REE was measured by indirect calorimetry and body cell mass by scanning with total body potassium in 30 patients with CF(12 male, mean age = 13.07 +/- 0.55 y) and 18 healthy children (six male, mean age = 12.56 +/- 1.25 y). Nutritional status was expressed as a percentage of predicted total body potassium; Lung function was measured in the CF group by spirometry and expressed as the percentage of predicted forced expiratory volume in 1 s. Mean REE was significantly increased in the patients with CF compared with healthy children (119.3 +/- 3.1% predicted versus 103.6 +/- 5% predicted, P < 0.001) and, using multiple regression techniques, REE for total body potassium was significantly increased in patients with CF (P = 0.0001). There was no relation between REE and nutritional status or pulmonary disease status in the CF group. In conclusion, REE is increased in children and adolescents with CF but is not directly related to nutritional status or pulmonary disease. Nutrition 2001;17:22-25. (C)Elsevier Science Inc. 2001.

El conservadurismo, el secreto y las opciones de financiación de las pyme portuguesas

Doutoramento em Economia Financeira e Contabilidade

Análise comparativa de valores de imóveis e de métodos de avaliação

Esta dissertação considera a importância da avaliação imobiliária no mercado imobiliário, nas mais diversas situações. Contudo, cinge-se à determinação de um presumível valor de transação para apartamentos, moradias, lojas e terrenos, para venda ou arrendamento. Os mercados imobiliários escolhidos são dois concelhos conhecidos, da autora, por ser mais fácil a perceção dos locais e preços de venda. Foi escolhido o Concelho de Valongo para apartamentos, moradias e terrenos e o Concelho da Maia para lojas. Para determinarmos os valores em estudo adotaram-se os métodos de avaliação imobiliária mais comuns nomeadamente: o Método Comparativo, Método do Rendimento e o Método do Custo. São apresentados os métodos de avaliação mais utilizados, descrevendo-se a aplicação de cada um deles e as suas condições necessárias. Fez-se uma comparação entre cada um o que permitiu concluir sobre os mesmos. A recolha dos imóveis objeto de estudo foi efetuada em Sites de empresas imobiliárias que dispunham de informação necessária ao âmbito do trabalho. Aplicaram-se os métodos a cada caso recolhido e posteriormente fez-se a comparação dos resultados obtidos. Através de tratamento estatístico, utilizaram-se as técnicas de regressão múltipla para análise de relações entre os métodos de avaliação aplicados. Por fim, retiraram-se conclusões sobre a relação existente entre os três métodos de avaliação.

Predicting SO2 pollution incidents by means of additive models with optimum variable selection

The aim of this paper is to predict time series of SO2 concentrations emitted by coal-fired power stations in order to estimate in advance emission episodes and analyze the influence of some meteorological variables in the prediction. An emission episode is said to occur when the series of bi-hourly means of SO2 is greater than a specific level. For coal-fired power stations it is essential to predict emission epi- sodes sufficiently in advance so appropriate preventive measures can be taken. We proposed a meth- odology to predict SO2 emission episodes based on using an additive model and an algorithm for variable selection. The methodology was applied to the estimation of SO2 emissions registered in sampling lo- cations near a coal-fired power station located in Northern Spain. The results obtained indicate a good performance of the model considering only two terms of the time series and that the inclusion of the meteorological variables in the model is not significant.

The Determinants of Entry are not Independent of Start-up Size: Some evidence from Spanish manufacturing

In this paper we explore the determinants of firm start-up size of Spanish manufacturing industries. The industries' barriers to entry affect the ability of potential entrants to enter the markets and the size range at which they decide to enter. In order to examine the relationships between barriers to entry and size we applied the quantile regression techniques. Our results indicate that the variables that characterize the structure of the market, the variables that are related to the behaviour of the incumbent firms and the rate of growth of the industries generate different barriers depending on the initial size of the entrants. Keywords: Entry, regression quantiles, start-up size. JEL classification: L110, L600

Exploring Determinants of Urban Motorcycle Accident Severity: The Case of Barcelona

Public authorities and road users alike are increasingly concerned by recent trends in road safety outcomes in Barcelona, which is the European city with the highest number of registered Powered Two-Wheel (PTW) vehicles per inhabitant,. In this study we explore the determinants of motorcycle and moped accident severity in a large urban area, drawing on Barcelona’s local police database (2002-2008). We apply non-parametric regression techniques to characterize PTW accidents and parametric methods to investigate the factors influencing their severity. Our results show that PTW accident victims are more vulnerable, showing greater degrees of accident severity, than other traffic victims. Speed violations and alcohol consumption provide the worst health outcomes. Demographic and environment-related risk factors, in addition to helmet use, play an important role in determining accident severity. Thus, this study furthers our understanding of the most vulnerable vehicle types, while our results have direct implications for local policy makers in their fight to reduce the severity of PTW accidents in large urban areas.

Stochastic time-concentration activity models for cytotoxicity in 3D brain cell cultures.

BACKGROUND: In vitro aggregating brain cell cultures containing all types of brain cells have been shown to be useful for neurotoxicological investigations. The cultures are used for the detection of nervous system-specific effects of compounds by measuring multiple endpoints, including changes in enzyme activities. Concentration-dependent neurotoxicity is determined at several time points. METHODS: A Markov model was set up to describe the dynamics of brain cell populations exposed to potentially neurotoxic compounds. Brain cells were assumed to be either in a healthy or stressed state, with only stressed cells being susceptible to cell death. Cells may have switched between these states or died with concentration-dependent transition rates. Since cell numbers were not directly measurable, intracellular lactate dehydrogenase (LDH) activity was used as a surrogate. Assuming that changes in cell numbers are proportional to changes in intracellular LDH activity, stochastic enzyme activity models were derived. Maximum likelihood and least squares regression techniques were applied for estimation of the transition rates. Likelihood ratio tests were performed to test hypotheses about the transition rates. Simulation studies were used to investigate the performance of the transition rate estimators and to analyze the error rates of the likelihood ratio tests. The stochastic time-concentration activity model was applied to intracellular LDH activity measurements after 7 and 14 days of continuous exposure to propofol. The model describes transitions from healthy to stressed cells and from stressed cells to death. RESULTS: The model predicted that propofol would affect stressed cells more than healthy cells. Increasing propofol concentration from 10 to 100 μM reduced the mean waiting time for transition to the stressed state by 50%, from 14 to 7 days, whereas the mean duration to cellular death reduced more dramatically from 2.7 days to 6.5 hours. CONCLUSION: The proposed stochastic modeling approach can be used to discriminate between different biological hypotheses regarding the effect of a compound on the transition rates. The effects of different compounds on the transition rate estimates can be quantitatively compared. Data can be extrapolated at late measurement time points to investigate whether costs and time-consuming long-term experiments could possibly be eliminated.

Predictors of asthma control in everyday clinical practice in Switzerland.

OBJECTIVE: To identify predictors of improved asthma control under conditions of everyday practice in Switzerland. RESEARCH DESIGN AND METHODS: A subgroup of 1380 patients with initially inadequately controlled asthma was defined from a cohort of 1893 asthmatic patients (mean age 45.3 + or - 19.2 years) recruited by 281 office-based physicians who participated in a previously-conducted asthma control survey in Switzerland. Multiple regression techniques were used to identify predictors of improved asthma control, defined as an absolute decrease of 0.5 points or more in the Asthma Control Questionnaire between the baseline (V1) and follow-up visit (V2). RESULTS: Asthma control between V1 and V2 improved in 85.7%. Add-on treatment with montelukast was reported in 82.9% of the patients. Patients with worse asthma control at V1 and patients with good self-reported adherence to therapy had significantly higher chances of improved asthma control (OR = 1.24 and 1.73, 95% CI 1.18-1.29 and 1.20-2.50, respectively). Compared to adding montelukast and continuing the same inhaled corticosteroid/fixed combination (ICS/FC) dose, the addition of montelukast to an increased ICS/FC dose yielded a 4 times higher chance of improved asthma control (OR = 3.84, 95% CI 1.58-9.29). Significantly, withholding montelukast halved the probability of achieving improved asthma control (OR = 0.51, 95% CI = 0.33-078). The probability of improved asthma control was almost 5 times lower among patients in whom FEV(1) was measured compared to those in whom it was not (OR = 0.23, 95% CI = 0.09-0.55). Patients with severe persistent asthma also had a significantly lower probability of improved control (OR = 0.15, 95% CI = 0.07-0.32), as did older patients (OR = 0.98, 95% CI = 0.97-0.99). Subgroup analyses which excluded patients whose asthma may have been misdiagnosed and might in reality have been chronic obstructive pulmonary disease (COPD) showed comparable results. CONCLUSIONS: Under conditions of everyday clinical practice, the addition of montelukast to ICS/FC and good adherence to therapy increased the likelihood of achieving better asthma control at the follow-up visit, while older age and more severe asthma significantly decreased it.