Constant coefficient tests for random coefficient regression

Random coefficient regression models have been applied in differentfields and they constitute a unifying setup for many statisticalproblems. The nonparametric study of this model started with Beranand Hall (1992) and it has become a fruitful framework. In thispaper we propose and study statistics for testing a basic hypothesisconcerning this model: the constancy of coefficients. The asymptoticbehavior of the statistics is investigated and bootstrapapproximations are used in order to determine the critical values ofthe test statistics. A simulation study illustrates the performanceof the proposals.

Testing financing constraints on firm investment using variable capital

We consider a dynamic multifactor model of investment with financing imperfections,adjustment costs and fixed and variable capital. We use the model to derive a test offinancing constraints based on a reduced form variable capital equation. Simulation resultsshow that this test correctly identifies financially constrained firms even when the estimationof firms investment opportunities is very noisy. In addition, the test is well specified inthe presence of both concave and convex adjustment costs of fixed capital. We confirmempirically the validity of this test on a sample of small Italian manufacturing companies.

Stabilization versus insurance: Welfare effects of procyclical taxation under incomplete markets

We construct and calibrate a general equilibrium business cycle model with unemployment and precautionary saving. We compute the cost of business cycles and locate the optimum in a set of simple cyclical fiscal policies. Our economy exhibits productivity shocks, giving firms an incentive to hire more when productivity is high. However, business cycles make workers' income riskier, both by increasing the unconditional probability of unusuallylong unemployment spells, and by making wages more variable, and therefore they decrease social welfare by around one-fourth or one-third of 1% of consumption. Optimal fiscal policy offsets the cycle, holding unemployment benefits constant but varying the tax rate procyclically to smooth hiring. By running a deficit of 4% to 5% of output in recessions, the government eliminates half the variation in the unemployment rate, most of the variation in workers'aggregate consumption, and most of the welfare cost of business cycles.

Constant interest rate projections without the curse of indeterminacy

Constant interest rate (CIR) projections are often criticized on the grounds that they are inconsistent with the existence of a unique equilibrium in a variety of forward-looking models. This note shows howto construct CIR projections that are not subject to that criticism, using a standard New Keynesian model as a reference framework.

Inequalities for a new data-based method for selecting nonparametric density estimates

We continue the development of a method for the selection of a bandwidth or a number of design parameters in density estimation. We provideexplicit non-asymptotic density-free inequalities that relate the $L_1$ error of the selected estimate with that of the best possible estimate,and study in particular the connection between the richness of the classof density estimates and the performance bound. For example, our methodallows one to pick the bandwidth and kernel order in the kernel estimatesimultaneously and still assure that for {\it all densities}, the $L_1$error of the corresponding kernel estimate is not larger than aboutthree times the error of the estimate with the optimal smoothing factor and kernel plus a constant times $\sqrt{\log n/n}$, where $n$ is the sample size, and the constant only depends on the complexity of the family of kernels used in the estimate. Further applications include multivariate kernel estimates, transformed kernel estimates, and variablekernel estimates.

Granulomatosis-associated common variable immunodeficiency disorder: a case-control study versus sarcoidosis.

The aim of the present study was to investigate to what extent interstitial lung disease (ILD) in common variable immunodeficiency disorder (CVID)-associated granulomatous disease (GD) is similar to pulmonary sarcoidosis 20 patients with CVID/GD were included in a retrospective study conducted by the Groupe Sarcoïdose Francophone. Medical records were centralised. Patients were compared with 60 controls with sarcoidosis. Clinical examination showed more frequent crackles in patients than controls (45% versus 1.7%, respectively; p<0.001). On thoracic computed tomography scans, nodules (often multiple and with smooth margins), air bronchograms and halo signs were more frequent in patients than controls (80% versus 42%, respectively; p=0.004) as well as bronchiectasis (65% versus 23%, respectively; p<0.001). The micronodule distribution was perilymphatic in 100% of controls and in 42% of patients (p<0.001). Bronchoalveolar lavage analysis showed lower T-cell CD4/CD8 ratios in patients than in controls (mean±sd 1.6±1.1 versus 5.3±4, respectively; p<0.01). On pathological analysis, nodules and consolidations corresponded to granulomatous lesions with or without lymphocytic disorders in most cases. Mortality was higher in patients than controls (30% versus 0%, respectively) and resulted from common variable immunodeficiency complications. ILD in CVID/GD presents a specific clinical picture and evolution that are markedly different from those of sarcoidosis.

Variable phenotypic expressivity in a Swiss family with autosomal dominant retinitis pigmentosa due to a T494M mutation in the PRPF3 gene.

PURPOSE: To characterize the clinical, psychophysical, and electrophysiological phenotypes in a five-generation Swiss family with dominantly inherited retinitis pigmentosa caused by a T494M mutation in the Precursor mRNA-Processing factor 3 (PRPF3) gene, and to relate the phenotype to the underlying genetic mutation. METHODS: Eleven affected patients were ascertained for phenotypic and genotypic characterization. Ophthalmologic evaluations included color vision testing, Goldmann perimetry, and digital fundus photography. Some patients had autofluorescence imaging, Optical Coherence Tomography, and ISCEV-standard full-field electroretinography. All affected patients had genetic testing. RESULTS: The age of onset of night blindness and the severity of the progression of the disease varied between members of the family. Some patients reported early onset of night blindness at age three, with subsequent severe deterioration of visual acuity, which was 0.4 in the best eye after their fifties. The second group of patients had a later onset of night blindness, in the mid-twenties, with a milder disease progression and a visual acuity of 0.8 at age 70. Fundus autofluorescence imaging and electrophysiological and visual field abnormalities also showed some degree of varying phenotypes. The autofluorescence imaging showed a large high-density ring bilaterally. Myopia (range: -0.75 to -8) was found in 10/11 affected subjects. Fundus findings showed areas of atrophy along the arcades. A T494M change was found in exon 11 of the PRPF3 gene. The change segregates with the disease in the family. CONCLUSIONS: A mutation in the PRPF3 gene is rare compared to other genes causing autosomal dominant retinitis pigmentosa (ADRP). Although a T494M change has been reported, the family in our study is the first with variable expressivity. Mutations in the PRPF3 gene can cause a variable ADRP phenotype, unlike in the previously described Danish, English, and Japanese families. Our report, based on one of the largest affected pedigree, provides a better understanding as to the phenotype/genotype description of ADRP caused by a PRPF3 mutation.

Constant fluctuating asymmetry but not directional asymmetry along the geographic distribution of Drosophila antonietae (Diptera, Drosophilidae)

ABSTRACT The population dynamics of a species tends to change from the core to the periphery of its distribution. Therefore, one could expect peripheral populations to be subject to a higher level of stress than more central populations (the center–periphery hypothesis) and consequently should present a higher level of fluctuating asymmetry. To test these predictions we study asymmetry in wing shape of five populations of Drosophila antonietae collected throughout the distribution of the species using fluctuating asymmetry as a proxy for developmental instability. More specifically, we addressed the following questions: (1) what types of asymmetry occur in populations of D. antonietae? (2) Does the level of fluctuating asymmetry vary among populations? (3) Does peripheral populations have a higher fluctuating asymmetry level than central populations? We used 12 anatomical landmarks to quantify patterns of asymmetry in wing shape in five populations of D. antonietae within the framework of geometric morphometrics. Net asymmetry – a composite measure of directional asymmetry + fluctuating asymmetry – varied significantly among populations. However, once net asymmetry of each population is decomposed into directional asymmetry and fluctuating asymmetry, most of the variation in asymmetry was explained by directional asymmetry alone, suggesting that populations of D. antonietae have the same magnitude of fluctuating asymmetry throughout the geographical distribution of the species. We hypothesize that larval development in rotting cladodes might play an important role in explaining our results. In addition, our study underscores the importance of understanding the interplay between the biology of a species and its geographical patterns of asymmetry.

Scaling of semivariograms and the kriging estimation of field-measured properties

Two methods were evaluated for scaling a set of semivariograms into a unified function for kriging estimation of field-measured properties. Scaling is performed using sample variances and sills of individual semivariograms as scale factors. Theoretical developments show that kriging weights are independent of the scaling factor which appears simply as a constant multiplying both sides of the kriging equations. The scaling techniques were applied to four sets of semivariograms representing spatial scales of 30 x 30 m to 600 x 900 km. Experimental semivariograms in each set successfully coalesced into a single curve by variances and sills of individual semivariograms. To evaluate the scaling techniques, kriged estimates derived from scaled semivariogram models were compared with those derived from unscaled models. Differences in kriged estimates of the order of 5% were found for the cases in which the scaling technique was not successful in coalescing the individual semivariograms, which also means that the spatial variability of these properties is different. The proposed scaling techniques enhance interpretation of semivariograms when a variety of measurements are made at the same location. They also reduce computational times for kriging estimations because kriging weights only need to be calculated for one variable. Weights remain unchanged for all other variables in the data set whose semivariograms are scaled.

Non-invasive quantification of brain glycogen absolute concentration.

The only currently available method to measure brain glycogen in vivo is 13C NMR spectroscopy. Incorporation of 13C-labeled glucose (Glc) is necessary to allow glycogen measurement, but might be affected by turnover changes. Our aim was to measure glycogen absolute concentration in the rat brain by eliminating label turnover as variable. The approach is based on establishing an increased, constant 13C isotopic enrichment (IE). 13C-Glc infusion is then performed at the IE of brain glycogen. As glycogen IE cannot be assessed in vivo, we validated that it can be inferred from that of N-acetyl-aspartate IE in vivo: After [1-13C]-Glc ingestion, glycogen IE was 2.2 +/- 0.1 fold that of N-acetyl-aspartate (n = 11, R(2) = 0.77). After subsequent Glc infusion, glycogen IE equaled brain Glc IE (n = 6, paired t-test, p = 0.37), implying isotopic steady-state achievement and complete turnover of the glycogen molecule. Glycogen concentration measured in vivo by 13C NMR (mean +/- SD: 5.8 +/- 0.7 micromol/g) was in excellent agreement with that in vitro (6.4 +/- 0.6 micromol/g, n = 5). When insulin was administered, the stability of glycogen concentration was analogous to previous biochemical measurements implying that glycogen turnover is activated by insulin. We conclude that the entire glycogen molecule is turned over and that insulin activates glycogen turnover.

Time constant of the cerebral arterial bed in normal subjects.

The time constant of cerebral arterial bed (in brief time constant) is a product of brain arterial compliance (C(a)) and resistance (CVR). We tested the hypothesis that in normal subjects, changes in end-tidal CO(2) (EtCO(2)) affect the value of the time constant. C(a) and CVR were estimated using mathematical transformations of arterial pressure (ABP) and transcranial Doppler (TCD) cerebral blood flow velocity waveforms. Responses of the time constant to controlled changes in EtCO(2) were compared in 34 young volunteers. Hypercapnia shortened the time constant (0.22 s [0.17, 0.26] vs. 0.16 s [0.13, 0.20]; p = 0.000001), while hypocapnia lengthened the time constant (0.22 s [0.17, 0.26] vs. 0.23 s [0.19, 0.32]; p < 0.0032). The time constant was negatively correlated with changes in EtCO(2) (R(partial) = -0.68, p < 0.000001). This was associated with a decrease in CVR when EtCO(2) increased (R(partial) = -0.80, p < 0.000001) and C(a) remained independent of changes in EtCO(2). C(a) was negatively correlated with mean ABP (R(partial) = -0.68, p < 0.000001). In summary, the time constant shortens with increasing EtCO(2). Its potential role in cerebrovascular investigations needs further studies.