982 resultados para casuality testing in VaRs with bootstrapping
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Sex allocation data in eusocial Hymenoptera (ants, bees and wasps) provide an excellent opportunity to assess the effectiveness of kin selection, because queens and workers differ in their relatedness to females and males. The first studies on sex allocation in eusocial Hymenoptera compared population sex investment ratios across species. Female-biased investment in monogyne (= with single-queen colonies) populations of ants suggested that workers manipulate sex allocation according to their higher relatedness to females than males (relatedness asymmetry). However, several factors may confound these comparisons across species. First, variation in relatedness asymmetry is typically associated with major changes in breeding system and life history that may also affect sex allocation. Secondly, the relative cost of females and males is difficult to estimate across sexually dimorphic taxa, such as ants. Thirdly, each species in the comparison may not represent an independent data point, because of phylogenetic relationships among species. Recently, stronger evidence that workers control sex allocation has been provided by intraspecific studies of sex ratio variation across colonies. In several species of eusocial Hymenoptera, colonies with high relatedness asymmetry produced mostly females, in contrast to colonies with low relatedness asymmetry which produced mostly males. Additional signs of worker control were found by investigating proximate mechanisms of sex ratio manipulation in ants and wasps. However, worker control is not always effective, and further manipulative experiments will be needed to disentangle the multiple evolutionary factors and processes affecting sex allocation in eusocial Hymenoptera.
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In this paper we propose exact likelihood-based mean-variance efficiency tests of the market portfolio in the context of Capital Asset Pricing Model (CAPM), allowing for a wide class of error distributions which include normality as a special case. These tests are developed in the frame-work of multivariate linear regressions (MLR). It is well known however that despite their simple statistical structure, standard asymptotically justified MLR-based tests are unreliable. In financial econometrics, exact tests have been proposed for a few specific hypotheses [Jobson and Korkie (Journal of Financial Economics, 1982), MacKinlay (Journal of Financial Economics, 1987), Gib-bons, Ross and Shanken (Econometrica, 1989), Zhou (Journal of Finance 1993)], most of which depend on normality. For the gaussian model, our tests correspond to Gibbons, Ross and Shanken’s mean-variance efficiency tests. In non-gaussian contexts, we reconsider mean-variance efficiency tests allowing for multivariate Student-t and gaussian mixture errors. Our framework allows to cast more evidence on whether the normality assumption is too restrictive when testing the CAPM. We also propose exact multivariate diagnostic checks (including tests for multivariate GARCH and mul-tivariate generalization of the well known variance ratio tests) and goodness of fit tests as well as a set estimate for the intervening nuisance parameters. Our results [over five-year subperiods] show the following: (i) multivariate normality is rejected in most subperiods, (ii) residual checks reveal no significant departures from the multivariate i.i.d. assumption, and (iii) mean-variance efficiency tests of the market portfolio is not rejected as frequently once it is allowed for the possibility of non-normal errors.
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This paper studies testing for a unit root for large n and T panels in which the cross-sectional units are correlated. To model this cross-sectional correlation, we assume that the data is generated by an unknown number of unobservable common factors. We propose unit root tests in this environment and derive their (Gaussian) asymptotic distribution under the null hypothesis of a unit root and local alternatives. We show that these tests have significant asymptotic power when the model has no incidental trends. However, when there are incidental trends in the model and it is necessary to remove heterogeneous deterministic components, we show that these tests have no power against the same local alternatives. Through Monte Carlo simulations, we provide evidence on the finite sample properties of these new tests.
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A wind catcher/tower natural ventilation system was installed in a seminar room in the building of the School of Construction Management and Engineering, the University of Reading in the UK . Performance was analysed by means of ventilation tracer gas measurements, indoor climate measurements (temperature, humidity, CO2) and occupant surveys. In addition, the potential of simple design tools was evaluated by comparing observed ventilation results with those predicted by an explicit ventilation model and the AIDA implicit ventilation model. To support this analysis, external climate parameters (wind speed and direction, solar radiation, external temperature and humidity) were also monitored. The results showed the chosen ventilation design provided a substantially greater ventilation rate than an equivalent area of openable window. Also air quality parameters stayed within accepted norms while occupants expressed general satisfaction with the system and with comfort conditions. Night cooling was maximised by using the system in combination with openable windows. Comparisons of calculations with ventilation rate measurements showed that while AIDA gave reasonably correlated results with the monitored performance results, the widely used industry explicit model was found to over estimate the monitored ventilation rate.
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In many epidemiological studies it is common to resort to regression models relating incidence of a disease and its risk factors. The main goal of this paper is to consider inference on such models with error-prone observations and variances of the measurement errors changing across observations. We suppose that the observations follow a bivariate normal distribution and the measurement errors are normally distributed. Aggregate data allow the estimation of the error variances. Maximum likelihood estimates are computed numerically via the EM algorithm. Consistent estimation of the asymptotic variance of the maximum likelihood estimators is also discussed. Test statistics are proposed for testing hypotheses of interest. Further, we implement a simple graphical device that enables an assessment of the model`s goodness of fit. Results of simulations concerning the properties of the test statistics are reported. The approach is illustrated with data from the WHO MONICA Project on cardiovascular disease. Copyright (C) 2008 John Wiley & Sons, Ltd.
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The aim of this study was to assess and apply a microsatellite multiplex system for parentage determination in alpacas. An approach for parentage testing based on 10 microsatellites was evaluated in a population of 329 unrelated alpacas from different geographical zones in Peru. All microsatellite markers, which amplified in two multiplex reactions, were highly polymorphic with a mean of 14.5 alleles per locus (six to 28 alleles per locus) and an average expected heterozygosity (H-E) of 0.8185 (range of 0.698-0.946). The total parentage exclusion probability was 0.999456 for excluding a candidate parent from parentage of an arbitrary offspring, given only the genotype of the offspring, and 0.999991 for excluding a candidate parent from parentage of an arbitrary offspring, given the genotype of the offspring and the other parent. In a case test of parentage assignment, the microsatellite panel assigned 38 (from 45 cases) offspring parentage to 10 sires with LOD scores ranging from 2.19 x 10(+13) to 1.34 x 10(+15) and Delta values ranging from 2.80 x 10(+12) to 1.34 x 10(+15) with an estimated pedigree error rate of 15.5%. The performance of this multiplex panel of markers suggests that it will be useful in parentage testing of alpacas.
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Rationale Mannitol dry powder (MDP) challenge is an indirect bronchial provocation test, which is well studied in adults but not established for children. Objective We compared feasibility, validity, and clinical significance of MDP challenge with exercise testing in children in a clinical setting. Methods Children aged 6–16 years, referred to two respiratory outpatient clinics for possible asthma diagnosis, underwent standardized exercise testing followed within a week by an MDP challenge (Aridol™, Pharmaxis, Australia). Agreement between the two challenge tests using Cohen's kappa and receiving operating characteristic (ROC) curves was compared. Results One hundred eleven children performed both challenge tests. Twelve children were excluded due to exhaustion or insufficient cooperation (11 at the exercise test, 1 at the MDP challenge), leaving 99 children (mean ± SD age 11.5 ± 2.7 years) for analysis. MDP tests were well accepted, with minor side effects and a shorter duration than exercise tests. The MDP challenge was positive in 29 children (29%), the exercise test in 21 (21%). Both tests were concordant in 83 children (84%), with moderate agreement (κ = 0.58, 95% CI 0.39–0.76). Positive and negative predictive values of the MDP challenge for exercise-induced bronchoconstriction were 68% and 89%. The overall ability of MDP challenge to separate children with or without positive exercise tests was good (area under the ROC curve 0.83). Conclusions MDP challenge test is feasible in children and is a suitable alternative for bronchial challenge testing in childhood. Pediatr. Pulmonol. 2011; 46:842–848. © 2011 Wiley-Liss, Inc.
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Objectives To determine the improvement in positive predictive value of immunological failure criteria for identifying virological failure in HIV-infected children on antiretroviral therapy (ART) when a single targeted viral load measurement is performed in children identified as having immunological failure. Methods Analysis of data from children (<16 years at ART initiation) at South African ART sites at which CD4 count/per cent and HIV-RNA monitoring are performed 6-monthly. Immunological failure was defined according to both WHO 2010 and United States Department of Health and Human Services (DHHS) 2008 criteria. Confirmed virological failure was defined as HIV-RNA >5000 copies/ml on two consecutive occasions <365 days apart in a child on ART for ≥18 months. Results Among 2798 children on ART for ≥18 months [median (IQR) age 50 (21-84) months at ART initiation], the cumulative probability of confirmed virological failure by 42 months on ART was 6.3%. Using targeted viral load after meeting DHHS immunological failure criteria rather than DHHS immunological failure criteria alone increased positive predictive value from 28% to 82%. Targeted viral load improved the positive predictive value of WHO 2010 criteria for identifying confirmed virological failure from 49% to 82%. Conclusion The addition of a single viral load measurement in children identified as failing immunologically will prevent most switches to second-line treatment in virologically suppressed children.
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Visuo-perceptual abnormalities are a prominent feature in dementia with Lewy bodies (DLB) and also occur in Alzheimer's disease (AD) to a lesser extent. We studied the progression of visuo-perceptual abnormalities over a 12-month period in DLB and AD by using a novel computerised test battery.
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BACKGROUND: Aeroallergens from house dust mite (HDM) may be an important trigger in a subgroup of patients with atopic dermatitis (AD). HDM and cockroach (CR) contain cross-reactive allergens, such as tropomyosin. OBJECTIVE: To investigate the diagnostic value of patch testing with an aeroallergen and the role of CR allergen and HDM allergen in persons with AD. METHODS: We performed skin prick tests (SPT) with a panel of common aeroallergens and total serum immunoglobulin (Ig)E and specific IgE tests for CR and HDM on 23 patients with AD and 9 nonatopic control participants. Atopy patch tests (APT) were performed with CR and HDM extracts on clinically uninvolved skin on the back, and evaluated after 48 and 72 hours. RESULTS: A positive APT reaction to CR was found in 10/23 (43%) patients with AD. No positive reactions were observed in the nonatopic control participants. Positive APT reactions for CR showed no significant correlation with SPT or specific IgE levels for this allergen. Twelve of the 23 (52%) patients with AD were also sensitized to HDM. There was no significant correlation between positive results for SPT, APT, and specific IgE to CR and HDM. CONCLUSION: We demonstrate that CR allergens can induce positive patch test reactions in patients with AD. The absence of a significant correlation to SPT and specific IgE antibodies suggests that T-cell- and IgE-sensitization may be mediated by different allergens. There was no significant relationship between CR and HDM sensitivity, thus indicating no major cross-reactivity.
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OBJECTIVE Visuoperceptual deficits are common in dementia with Lewy bodies (DLB) and Alzheimer disease (AD). Testing visuoperception in dementia is complicated by decline in other cognitive domains and extrapyramidal features. To overcome these issues, we developed a computerized test, the Newcastle visuoperception battery (NEVIP), which is independent of motor function and has minimal cognitive load.We aimed to test its utility to identify visuoperceptual deficits in people with dementia. PARTICIPANTS AND MEASUREMENTS We recruited 28 AD and 26 DLB participants with 35 comparison participants of similar age and education. The NEVIP was used to test angle, color, and form discrimination along with motion perception to obtain a composite visuoperception score. RESULTS Those with DLB performed significantly worse than AD participants on the composite visuoperception score (Mann-Whitney U = 142, p = 0.01). Visuoperceptual deficits (defined as 2 SD below the performance of comparisons) were present in 71% of the DLB group and 40% of the AD group. Performance was not significantly correlated with motor impairment, but was significantly related to global cognitive impairment in DLB (rs = -0.689, p <0.001), but not in AD. CONCLUSION Visuoperceptual deficits can be detected in both DLB and AD participants using the NEVIP, with the DLB group performing significantly worse than AD. Visuoperception scores obtained by the NEVIP are independent of participant motor deficits and participants are able to comprehend and perform the tasks.
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Objective To investigate the efficacy of using a rapid plasma d-dimer test as an adjunct to compression ultrasound for diagnosing clinically suspected deep vein thrombosis.
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National Highway Traffic Safety Administration, Office of Vehicle Safety Compliance, Washington, D.C.
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National Highway Traffic Safety Administration, Washington D.C.