Subjetividad humana y "error" en la filosofía cartesiana

El presente trabajo, continuando la línea investigadora acerca de las nociones derazón, conciencia y subjetividad en Descartes, tal como se ha defendido en otros artículos ya publicados, aporta un nuevo argumento a una línea de trabajo previamente iniciada, poniendo de relieve que el problema gnoseológico del error viene condicionado por la misma noción cartesiana de racionalidad, y que ésta dista mucho de lo que tradicionalmente se ha entendido como una racionalidad abstracta y formal, libre de los imperativos humanos. Por otro lado, y a la inversa, también se intenta mostrar como el hecho del error contribuye, cartesianamente hablando, a definir un modelo de racionalidad profundamentehumanizada. El artículo, tras una introducción, se propone analizar las relaciones entre los conceptos básicos de racionalidad, dogma, y naturaleza, lo que permitirá a continuación dejar constancia de la copertenencia entre racionalidad y error, para acabar viendo como la libertad humana es la vez, y para ambos, su fundamento último.

Coocurrencia entre ansiedad y autismo: Las hipótesis del error social y de la carga alostática

Introducción. El concepto de comorbilidad en trastornos del neurodesarrollo como el autismo resulta, en ocasiones, ambiguo. La coocurrencia entre ansiedad y autismo es clínicamente signifi cativa; sin embargo, no siempre es fácil diferenciar si se trata de una comorbilidad"real", donde las dos condiciones comórbidas son fenotípica y etiológicamente idénticas a lo que supondría dicha ansiedad en personas con un desarrollo neurotípico; si se trata de una ansiedad fenotípicamente alterada por los procesos patogénicos de los trastornos del espectro autista, resultando en una variante específica de éstos, o si partimos de una comorbilidad falsa derivada de diagnósticos diferenciales poco exactos. Desarrollo. El artículo plantea dos hipótesis explicativas de dicha coocurrencia, que se retroalimentan entre sí y que no dejan de ser una refl exión en voz alta partiendo de las evidencias científi cas con las que contamos. La primera es la hipótesis del"error social", y considera que el desajuste en el comportamiento social de las personas con autismofruto de alteraciones en los procesos de cognición social contribuye a exacerbar la ansiedad en el autismo. La segunda hipótesis, la de la carga alostática, defi ende que la ansiedad es la respuesta a un estrés crónico, al desgaste o agotamiento que produce la hiperactivación de ciertas estructuras del sistema límbico. Conclusiones. Las manifestaciones prototípicas de la ansiedad presentes en la persona con autismo no siempre se relacionan con las mismas variables biopsicosociales evidenciadas en personas sin autismo. Las evidencias apuntan a respuestas hiperreactivas de huida o lucha (hipervigilancia) cuando la persona se encuentra fuera de su zona de confort, y apoyan la hipótesis del"error social" y de la descompensación del mecanismo de alostasis que permite afrontar el estrés.

Retaining principal components for discrete variables

The present study discusses retention criteria for principal components analysis (PCA) applied to Likert scale items typical in psychological questionnaires. The main aim is to recommend applied researchers to restrain from relying only on the eigenvalue-than-one criterion; alternative procedures are suggested for adjusting for sampling error. An additional objective is to add evidence on the consequences of applying this rule when PCA is used with discrete variables. The experimental conditions were studied by means of Monte Carlo sampling including several sample sizes, different number of variables and answer alternatives, and four non-normal distributions. The results suggest that even when all the items and thus the underlying dimensions are independent, eigenvalues greater than one are frequent and they can explain up to 80% of the variance in data, meeting the empirical criterion. The consequences of using Kaiser"s rule are illustrated with a clinical psychology example. The size of the eigenvalues resulted to be a function of the sample size and the number of variables, which is also the case for parallel analysis as previous research shows. To enhance the application of alternative criteria, an R package was developed for deciding the number of principal components to retain by means of confidence intervals constructed about the eigenvalues corresponding to lack of relationship between discrete variables.

Lag-one autocorrelation in short series: Estimation and hypothesis testing

In the first part of the study, nine estimators of the first-order autoregressive parameter are reviewed and a new estimator is proposed. The relationships and discrepancies between the estimators are discussed in order to achieve a clear differentiation. In the second part of the study, the precision in the estimation of autocorrelation is studied. The performance of the ten lag-one autocorrelation estimators is compared in terms of Mean Square Error (combining bias and variance) using data series generated by Monte Carlo simulation. The results show that there is not a single optimal estimator for all conditions, suggesting that the estimator ought to be chosen according to sample size and to the information available of the possible direction of the serial dependence. Additionally, the probability of labelling an actually existing autocorrelation as statistically significant is explored using Monte Carlo sampling. The power estimates obtained are quite similar among the tests associated with the different estimators. These estimates evidence the small probability of detecting autocorrelation in series with less than 20 measurement times.

L'error com a forma de coneixement

" Has comes un error" . " Estas en un error" . " És un error votar aquest parti!" . " És un error votar" . " És un error afirmar que 2 + 3 = 9" . " És un error afirmar que és un error afirmar que 2 + 3 = 5" . " És un error afirmar que, quan dividim, sempre obtenim un nombre més petit" . " És un error que l'existencia precedeixi l'essencia" . " És un error que vulguis enganyar-me" . " És un error afirmar que a = a" ... i així fins a acomplir les il'limitades possibilitats del llenguatge. Qualsevol judici, en la mesura que té un significat, en la mesura que és assertori, és susceptible de ser erroni, de ser fals. Peró, l'error té sempre la mateixa qualitat? Us hem proposat un reguitzell d'exemples. És obvi (si excloem la mentida, que no és error, sinó mentida) que el significat d'" error" (o el seu valor) no és identic en tots els casos.

Analysis of variance of primary data on plant growth analysis

Plant growth analysis presents difficulties related to statistical comparison of growth rates, and the analysis of variance of primary data could guide the interpretation of results. The objective of this work was to evaluate the analysis of variance of data from distinct harvests of an experiment, focusing especially on the homogeneity of variances and the choice of an adequate ANOVA model. Data from five experiments covering different crops and growth conditions were used. From the total number of variables, 19% were originally homoscedastic, 60% became homoscedastic after logarithmic transformation, and 21% remained heteroscedastic after transformation. Data transformation did not affect the F test in one experiment, whereas in the other experiments transformation modified the F test usually reducing the number of significant effects. Even when transformation has not altered the F test, mean comparisons led to divergent interpretations. The mixed ANOVA model, considering harvest as a random effect, reduced the number of significant effects of every factor which had the F test modified by this model. Examples illustrated that analysis of variance of primary variables provides a tool for identifying significant differences in growth rates. The analysis of variance imposes restrictions to experimental design thereby eliminating some advantages of the functional growth analysis.

Out-of-sample forecast tests robust to the choice of window size

This paper proposes new methodologies for evaluating out-of-sample forecastingperformance that are robust to the choice of the estimation window size. The methodologies involve evaluating the predictive ability of forecasting models over a wide rangeof window sizes. We show that the tests proposed in the literature may lack the powerto detect predictive ability and might be subject to data snooping across differentwindow sizes if used repeatedly. An empirical application shows the usefulness of themethodologies for evaluating exchange rate models' forecasting ability.

Sub- or intertrochanteric fracture following screw fixation of an intracapsular proximal femoral fracture: true complication or technical error?

PURPOSE: To review, retrospectively, the possible causes of sub- or intertrochanteric fractures after screw fixation of intracapsular fractures of the proximal femur. METHODS: Eighty-four patients with an intracapsular fracture of proximal femur were operated between 1995 and 1998 by using three cannulated 6.25 mm screws. The screws were inserted in a triangular configuration, one screw in the upper part of the femoral neck and two screws in the inferior part. Between 1999 and 2001, we use two screws proximally and one screw distally. RESULTS: In the first series, two patients died within one week after operation. Sixty-four fractures healed without problems. Four patients developed an atrophic non-union; avascular necrosis of the femoral head was found in 11 patients. Three patients (3.6%) suffered a sub- and/or intertrochanteric fracture after a mean postoperative time of 30 days, in one case without obvious trauma. In all three cases surgical revision was necessary. Between 1999 and 2001 we did not observe any fracture after screwing. CONCLUSION: Two screws in the inferior part of the femoral neck create a stress riser in the subtrochanteric region, potentially inducing a fracture in the weakened bone. For internal fixation for proximal intracapsular femoral fracture only one screw must be inserted in the inferior part of neck.

Cardiac motion estimation by joint alignment of tagged MRI sequences

Image registration has been proposed as an automatic method for recovering cardiac displacement fields from Tagged Magnetic Resonance Imaging (tMRI) sequences. Initially performed as a set of pairwise registrations, these techniques have evolved to the use of 3D+t deformation models, requiring metrics of joint image alignment (JA). However, only linear combinations of cost functions defined with respect to the first frame have been used. In this paper, we have applied k-Nearest Neighbors Graphs (kNNG) estimators of the -entropy (H ) to measure the joint similarity between frames, and to combine the information provided by different cardiac views in an unified metric. Experiments performed on six subjects showed a significantly higher accuracy (p < 0.05) with respect to a standard pairwise alignment (PA) approach in terms of mean positional error and variance with respect to manually placed landmarks. The developed method was used to study strains in patients with myocardial infarction, showing a consistency between strain, infarction location, and coronary occlusion. This paper also presentsan interesting clinical application of graph-based metric estimators, showing their value for solving practical problems found in medical imaging.

Structural macro factors and the affine term structure of interest rates

This work consists of three essays investigating the ability of structural macroeconomic models to price zero coupon U.S. government bonds. 1. A small scale 3 factor DSGE model implying constant term premium is able to provide reasonable a fit for the term structure only at the expense of the persistence parameters of the structural shocks. The test of the structural model against one that has constant but unrestricted prices of risk parameters shows that the exogenous prices of risk-model is only weakly preferred. We provide an MLE based variance-covariance matrix of the Metropolis Proposal Density that improves convergence speeds in MCMC chains. 2. Affine in observable macro-variables, prices of risk specification is excessively flexible and provides term-structure fit without significantly altering the structural parameters. The exogenous component of the SDF is separating the macro part of the model from the term structure and the good term structure fit has as a driving force an extremely volatile SDF and an implied average short rate that is inexplicable. We conclude that the no arbitrage restrictions do not suffice to temper the SDF, thus there is need for more restrictions. We introduce a penalty-function methodology that proves useful in showing that affine prices of risk specifications are able to reconcile stable macro-dynamics with good term structure fit and a plausible SDF. 3. The level factor is reproduced most importantly by the preference shock to which it is strongly and positively related but technology and monetary shocks, with negative loadings, are also contributing to its replication. The slope factor is only related to the monetary policy shocks and it is poorly explained. We find that there are gains in in- and out-of-sample forecast of consumption and inflation if term structure information is used in a time varying hybrid prices of risk setting. In-sample yield forecast are better in models with non-stationary shocks for the period 1982-1988. After this period, time varying market price of risk models provide better in-sample forecasts. For the period 2005-2008, out of sample forecast of consumption and inflation are better if term structure information is incorporated in the DSGE model but yields are better forecasted by a pure macro DSGE model.

Analysis and Forecast of Housing Needs in Iowa Technical Report, January 22, 2013

The research and analysis summarized in this report prepared by Gruen Gruen + Associates (“GG+A”) provides an information base about population, household, housing, and employment conditions and trends affecting the current and future housing needs of Iowans. It also provides a synthesis of how the housing needs of Iowans have changed over the past decade and how needs are likely to continue to change over the present decade (2010-2020), given forecast employment and population growth in Iowa.

Iowa Prison Population Forecast FY 2015-2025

CJJP takes a look at the forecast of inmates population in the state of Iowa in a ten year period. Information was produced by Division of Criminal and Juvenile Justice Planning. This report was made possible partially through funding from the U.S. Department of Justice, Bureau of Justice Statistics and its program for State Statistical Analysis Centers. Points of view or opinions expressed in this report are those of the Division of Criminal and Juvenile Justice Planning (CJJP), and do not necessarily reflect official positions of the U.S. Department of Justice.

Iowa Prison Population Forecast FY 2014-2024

CJJP takes a look at the forecast of inmates population in the state of Iowa in a ten year period. Information was produced by Division of Criminal and Juvenile Justice Planning. This report was made possible partially through funding from the U.S. Department of Justice, Bureau of Justice Statistics and its program for State Statistical Analysis Centers. Points of view or opinions expressed in this report are those of the Division of Criminal and Juvenile Justice Planning (CJJP), and do not necessarily reflect official positions of the U.S. Department of Justice.

On the inefficiency of the restricted maximum likelihood

The restricted maximum likelihood is preferred by many to the full maximumlikelihood for estimation with variance component and other randomcoefficientmodels, because the variance estimator is unbiased. It is shown that thisunbiasednessis accompanied in some balanced designs by an inflation of the meansquared error.An estimator of the cluster-level variance that is uniformly moreefficient than the fullmaximum likelihood is derived. Estimators of the variance ratio are alsostudied.