Experimental assessment of the effects of a Neotropical nocturnal piscivore on juvenile native and invasive fishes

We experimentally examined the predator-prey relationships between juvenile spotted sorubim Pseudoplastystoma corruscans and young-of-the-year invasive and native fish species of the Paraná River basin, Brazil. Three invasive (peacock bass Cichla piquiti, Nile tilapia Oreochromis niloticus, and channel catfish Ictalurus punctatus) and two native (yellowtail tetra Astyanax altiparanae and streaked prochilod Prochilodus lineatus) fish species were offered as prey to P. corruscans in 300 L aquaria with three habitat complexity treatments (0%, 50% and 100% structure-covered). Prey survival was variable through time and among species (C. piquiti < O. niloticus < A. altiparanae < P. lineatus < I. punctatus), depending largely on species-specific prey behavior but also on prey size and morphological defenses. Habitat complexity did not directly affect P. corruscans piscivory but some prey species changed their microhabitat use and shoaling behavior among habitat treatments in predator’s presence. Pseudoplatystoma corruscans preyed preferentially on smaller individuals of those invasive species with weak morphological defensive features that persisted in a non-shoaling behavior. Overall, our results contrast with those in a companion experiment using a diurnal predator, suggesting that nocturnal piscivores preferentially prey on different (rather diurnal) fish species and are less affected by habitat complexity. Our findings suggest that recovering the native populations of P. corruscans might help controling some fish species introduced to the Paraná River basin, particularly C. piquiti and O. niloticus, whose parental care is expected to be weak or null at night

O Jesulein süss, o Jesulein mild

Soitinnus: lauluääni, urut.

Komm süsser Tod

Soitinnus: lauluääni, urut.

Uskonnollisuuden ja terapian vuoropuhelusta

Teemanumero: Lukivaikeus.

Fish consumption preferences and factors influencing it

Fish consumption preferences are affected by individuals’ socioeconomic characteristics. The aims of the present paper were (i) to obtain information on fish consumption level and frequency; (ii) to investigate the associations between the socioeconomic characteristics of consumers and their preferences; and (iii) to examine the influence of determinants on fish consumption. Data were gathered through a questionnaire completed by a total of 127 randomly selected individuals from different socioeconomic backgrounds from the Antakya, Turkey. The average consumption was found to be 2.98 kg/person/year for fish. Anchovies, gilt-head sea bream, and sea bass were reported as the most consumed three species, respectively. Significant differences in fish consumption were found among age groups, gender groups, and education groups, as well as between marital statuses. A majority of the consumers eat fish once a month throughout the year or only during the winter months. Fish consumption level and frequency were significantly positively correlated with education (p<0.01), income (p<0.05) and total meat consumption (p<0.01). The stepwise multiple regression model explained 41.7% (p<0.01) of the total variance for fish consumption. The amount and frequency of the consumption in the region, which is very far below the world and Turkey average especially for lower socioeconomic groups and for less-consumed fish species, can be increased by certain policies, such as training, advertising and different marketing strategies. Moreover, consumption should be distributed equally throughout the year instead of consuming only in certain seasons.

Brock University T-shirt

Generic Brock University striped grey shirt.

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.

Exact Nonparametric Two-Sample Homogeneity Tests for Possibly Discrete Distributions.

In this paper, we study several tests for the equality of two unknown distributions. Two are based on empirical distribution functions, three others on nonparametric probability density estimates, and the last ones on differences between sample moments. We suggest controlling the size of such tests (under nonparametric assumptions) by using permutational versions of the tests jointly with the method of Monte Carlo tests properly adjusted to deal with discrete distributions. We also propose a combined test procedure, whose level is again perfectly controlled through the Monte Carlo test technique and has better power properties than the individual tests that are combined. Finally, in a simulation experiment, we show that the technique suggested provides perfect control of test size and that the new tests proposed can yield sizeable power improvements.

Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form

Conditional heteroskedasticity is an important feature of many macroeconomic and financial time series. Standard residual-based bootstrap procedures for dynamic regression models treat the regression error as i.i.d. These procedures are invalid in the presence of conditional heteroskedasticity. We establish the asymptotic validity of three easy-to-implement alternative bootstrap proposals for stationary autoregressive processes with m.d.s. errors subject to possible conditional heteroskedasticity of unknown form. These proposals are the fixed-design wild bootstrap, the recursive-design wild bootstrap and the pairwise bootstrap. In a simulation study all three procedures tend to be more accurate in small samples than the conventional large-sample approximation based on robust standard errors. In contrast, standard residual-based bootstrap methods for models with i.i.d. errors may be very inaccurate if the i.i.d. assumption is violated. We conclude that in many empirical applications the proposed robust bootstrap procedures should routinely replace conventional bootstrap procedures for autoregressions based on the i.i.d. error assumption.

Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach

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.

Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models

In this paper, we propose several finite-sample specification tests for multivariate linear regressions (MLR) with applications to asset pricing models. We focus on departures from the assumption of i.i.d. errors assumption, at univariate and multivariate levels, with Gaussian and non-Gaussian (including Student t) errors. The univariate tests studied extend existing exact procedures by allowing for unspecified parameters in the error distributions (e.g., the degrees of freedom in the case of the Student t distribution). The multivariate tests are based on properly standardized multivariate residuals to ensure invariance to MLR coefficients and error covariances. We consider tests for serial correlation, tests for multivariate GARCH and sign-type tests against general dependencies and asymmetries. The procedures proposed provide exact versions of those applied in Shanken (1990) which consist in combining univariate specification tests. Specifically, we combine tests across equations using the MC test procedure to avoid Bonferroni-type bounds. Since non-Gaussian based tests are not pivotal, we apply the “maximized MC” (MMC) test method [Dufour (2002)], where the MC p-value for the tested hypothesis (which depends on nuisance parameters) is maximized (with respect to these nuisance parameters) to control the test’s significance level. The tests proposed are applied to an asset pricing model with observable risk-free rates, using monthly returns on New York Stock Exchange (NYSE) portfolios over five-year subperiods from 1926-1995. Our empirical results reveal the following. Whereas univariate exact tests indicate significant serial correlation, asymmetries and GARCH in some equations, such effects are much less prevalent once error cross-equation covariances are accounted for. In addition, significant departures from the i.i.d. hypothesis are less evident once we allow for non-Gaussian errors.

Étude du rôle des professionnels de l'information dans les systèmes d'information Web du Gouvernement fédéral canadien

Les professionnels de l'information traversent actuellement une période de redéfinition de leur profession provoquée par la transformation de l'information et des processus informationnels vers un mode de plus en plus électronique. Les systèmes d'information Web (SIW) — c'est-à-dire des systèmes d'information basés sur les technologies Web tels que les sites Web externes, les intranets, les systèmes de commerce électronique et les extranets — font partie des technologies à l'origine de ces changements. Ces systèmes sont de plus en plus adoptés par les organisations et, en particulier, par les gouvernements dans leur volonté de devenir électroniques. Le gouvernement fédéral canadien est reconnu comme un des plus innovateurs en matière de SIW et doit adapter son environnement informationnel, dont font partie les professionnels de l'information, à l'introduction de ces systèmes. Malgré l'innovation que les SIW représentent, peu d'études empiriques ont été menées pour identifier quels sont les intervenants nécessaires à leur mise en place. Aucun consensus n'émerge de la littérature quant à la nature de l'intervention des professionnels de l'information dans ces systèmes. Cette recherche vise à accroître les connaissances sur l'intervention des professionnels de l'information dans les SIW. Pour les besoins de cette recherche, les professionnels de l'information sont définis comme les personnes ayant une maîtrise en bibliothéconomie et sciences de l'information ou toute autre formulation équivalente. Cette recherche étudie quatre questions de recherche qui portent sur : (1) les rôles des professionnels de l'information décrits dans les politiques d'information pan-gouvernementales liées aux SIW ainsi que ceux des autres intervenants mentionnés en lien direct avec les SIW, (2) les types de SIW dans lesquels les professionnels de l'information interviennent, (3) les tâches des professionnels de l'information dans ces SIW, et (4) les autres intervenants qui travaillent dans ces systèmes. Une approche qualitative a été utilisée pour répondre à ces questions et implique quatre modes de collecte des données : (1) des entrevues en profondeur en personne avec des professionnels de l'information impliqués dans des SIW, (2) une analyse des SIW où interviennent ces professionnels de l'information, (3) une analyse des politiques pan-gouvernementales liées aux SIW, et (4) la documentation pertinente. Les professionnels de l'information rencontrés proviennent de sept ministères du gouvernement fédéral canadien, ministères retenus pour leur implication dans les SIW. Les résultats indiquent que les professionnels de l'information rencontrés interviennent dans les SIW aux niveaux micro et macro, c'est-à-dire dans des SIW spécifiques ainsi que globalement au niveau de l'ensemble des SIW d'un ministère ou du gouvernement fédéral. Ces professionnels de l'information sont impliqués dans toutes les dimensions et les phases de développement des SIW. Les tâches liées au contenu sont prédominantes mais les tâches technologiques sont aussi très présentes. Trois variables se dégagent de cette étude qui ont un impact sur l'intervention des professionnels de l'information dans les SIW : les types de SIW, les types de postes occupés par les professionnels de l'information et les types de gouvernance.

L’apprentissage du caring dans l’approche par compétences

Rapport de stage présenté à la Faculté des sciences infirmières en vue de l'obtention du grade de Maîtrise ès sciences (M. Sc.) en Sciences infirmières option formation

L’intégration de la perception visuelle du mouvement

La perception visuelle du mouvement est essentielle à l’exécution de déplacements sécuritaires ainsi qu’à l’interaction efficace avec notre environnement. C’est pourquoi il est nécessaire de comprendre la nature des mécanismes responsables de l’analyse de l’information sur le mouvement, ainsi que l’effet du vieillissement sur la réponse de ces mécanismes. Deux études seront présentées. La première avait pour but l’analyse des mécanismes responsables de la perception du mouvement de rotation fractale, nouveau stimulus introduit par Benton, O’Brien & Curran (2007). Ce type de stimulus a été créé afin d’isoler les mécanismes sensibles à la forme. Plusieurs auteurs ont suggéré que les mécanismes sensibles au mouvement de deuxième ordre utiliseraient les indices de position afin d’extraire l’information sur le mouvement (Seiffert & Cavanagh, 1998). Ainsi, la présente étude visait à déterminer si la rotation fractale est analysée par de tels mécanismes. Les résultats obtenus suggèrent que les mécanismes sensibles à la rotation fractale seraient basés sur l’orientation; tandis que ceux sensibles à la rotation de premier ordre, basés sur l’énergie. De plus, une certaine dissociation des mécanismes responsables du traitement de la rotation fractale et de premier ordre serait présente. La deuxième étude avait pour but, quant à elle, d’établir l’effet du vieillissement sur l’intégration du mouvement de premier et deuxième ordre. Les résultats indiquent que les mécanismes sensibles au mouvement de deuxième ordre seraient davantage affectés, comparativement à ceux de premier ordre. Ainsi, les fonctions visuelles requérant une intégration corticale de plus haut niveau seraient davantage affectées par l’effet du vieillissement.