Novel Regression Methods For Spectral Data

Singular Value Decomposition (SVD), Principal Component Analysis (PCA) and Multiple Linear Regression (MLR) are some of the mathematical pre- liminaries that are discussed prior to explaining PLS and PCR models. Both PLS and PCR are applied to real spectral data and their di erences and similarities are discussed in this thesis. The challenge lies in establishing the optimum number of components to be included in either of the models but this has been overcome by using various diagnostic tools suggested in this thesis. Correspondence analysis (CA) and PLS were applied to ecological data. The idea of CA was to correlate the macrophytes species and lakes. The di erences between PLS model for ecological data and PLS for spectral data are noted and explained in this thesis. i

Robust current control of a phase shifted full-bridge buck converter

In this thesis, the main point of interest is the robust control of a DC/DC converter. The use of reactive components in the power conversion gives rise to dynamical effects in DC/DC converters and the dynamical effects of the converter mandates the use of active control. Active control uses measurements from the converter to correct errors present in the converter’s output. The controller needs to be able to perform in the presence of varying component values and different kinds of disturbances in loading and noises in measurements. Such a feature in control design is referred as robustness. This thesis also contains survey of general properties of DC/DC converters and their effects on control design. In this thesis, a linear robust control design method is studied. A robust controller is then designed and applied to the current control of a phase shifted full bridge converter. The experimental results are shown to match simulations.

The cardiopulmonary reflexes of spontaneously hypertensive rats are normalized after regression of left ventricular hypertrophy and hypertension

Cardiopulmonary reflexes are activated via changes in cardiac filling pressure (volume-sensitive reflex) and chemical stimulation (chemosensitive reflex). The sensitivity of the cardiopulmonary reflexes to these stimuli is impaired in the spontaneously hypertensive rat (SHR) and other models of hypertension and is thought to be associated with cardiac hypertrophy. The present study investigated whether the sensitivity of the cardiopulmonary reflexes in SHR is restored when cardiac hypertrophy and hypertension are reduced by enalapril treatment. Untreated SHR and WKY rats were fed a normal diet. Another groups of rats were treated with enalapril (10 mg kg-1 day-1, mixed in the diet; SHRE or WKYE) for one month. After treatment, the volume-sensitive reflex was evaluated in each group by determining the decrease in magnitude of the efferent renal sympathetic nerve activity (RSNA) produced by acute isotonic saline volume expansion. Chemoreflex sensitivity was evaluated by examining the bradycardia response elicited by phenyldiguanide administration. Cardiac hypertrophy was determined from the left ventricular/body weight (LV/BW) ratio. Volume expansion produced an attenuated renal sympathoinhibitory response in SHR as compared to WKY rats. As compared to the levels observed in normotensive WKY rats, however, enalapril treatment restored the volume expansion-induced decrease in RSNA in SHRE. SHR with established hypertension had a higher LV/BW ratio (45%) as compared to normotensive WKY rats. With enalapril treatment, the LV/BW ratio was reduced to 19% in SHRE. Finally, the reflex-induced bradycardia response produced by phenyldiguanide was significantly attenuated in SHR compared to WKY rats. Unlike the effects on the volume reflex, the sensitivity of the cardiac chemosensitive reflex to phenyldiguanide was not restored by enalapril treatment in SHRE. Taken together, these results indicate that the impairment of the volume-sensitive, but not the chemosensitive, reflex can be restored by treatment of SHR with enalapril. It is possible that by augmenting the gain of the volume-sensitive reflex control of RSNA, enalapril contributed to the reversal of cardiac hypertrophy and normalization of arterial blood pressure in SHR.

Temperature, air pollution, and mortality from myocardial infarction in São Paulo, Brazil

An increase in daily mortality from myocardial infarction has been observed in association with meteorological factors and air pollution in several cities in the world, mainly in the northern hemisphere. The objective of the present study was to analyze the independent effects of environmental variables on daily counts of death from myocardial infarction in a subtropical region in South America. We used the robust Poisson regression to investigate associations between weather (temperature, humidity and barometric pressure), air pollution (sulfur dioxide, carbon monoxide, and inhalable particulate), and the daily death counts attributed to myocardial infarction in the city of São Paulo in Brazil, where 12,007 fatal events were observed from 1996 to 1998. The model was adjusted in a linear fashion for relative humidity and day-of-week, while nonparametric smoothing factors were used for seasonal trend and temperature. We found a significant association of daily temperature with deaths due to myocardial infarction (P < 0.001), with the lowest mortality being observed at temperatures between 21.6 and 22.6ºC. Relative humidity appeared to exert a protective effect. Sulfur dioxide concentrations correlated linearly with myocardial infarction deaths, increasing the number of fatal events by 3.4% (relative risk of 1.03; 95% confidence interval = 1.02-1.05) for each 10 µg/m³ increase. In conclusion, this study provides evidence of important associations between daily temperature and air pollution and mortality from myocardial infarction in a subtropical region, even after a comprehensive control for confounding factors.

Ordered probit regression analysis of the effect of brand name on beer acceptance by consumers

Ordered probit regression was used to analyze data of sensory acceptance tests designed to study the effect of brand name on the acceptability of beer samples. Eight different brands of Pilsen beer were evaluated by 101 consumers in two sessions of acceptance tests: blind evaluation and brand information test. Ordered probit regression, although a relatively sophisticated technique compared to others used to analyze sensory data, was chosen to enable the observation of consumers' behavior using graphical interpretations of estimated probabilities plotted against hedonic scales. It can be concluded that brands B, C, and D had a positive effect on the sensory acceptance of the product, whereas brands A, F, G, and H had a negative influence on consumers' evaluation of the samples. On the other hand, brand E had little influence on consumers' assessment.

Multivariate study and regression analysis of gluten-free granola

This study developed a gluten-free granola and evaluated it during storage with the application of multivariate and regression analysis of the sensory and instrumental parameters. The physicochemical, sensory, and nutritional characteristics of a product containing quinoa, amaranth and linseed were evaluated. The crude protein and lipid contents ranged from 97.49 and 122.72 g kg-1 of food, respectively. The polyunsaturated/saturated, and n-6:n-3 fatty acid ratios ranged from 2.82 and 2.59:1, respectively. Granola had the best alpha-linolenic acid content, nutritional indices in the lipid fraction, and mineral content. There were good hygienic and sanitary conditions during storage; probably due to the low water activity of the formulation, which contributed to inhibit microbial growth. The sensory attributes ranged from 'like very much' to 'like slightly', and the regression models were highly fitted and correlated during the storage period. A reduction in the sensory attribute levels and in the product physical stabilisation was verified by principal component analysis. The use of the affective test acceptance and instrumental analysis combined with statistical methods allowed us to obtain promising results about the characteristics of gluten-free granola.

Pricing of Liquidity Risks in London Stock Exchange

This thesis aims to investigate pricing of liquidity risks in London Stock Exchange. Liquidity Adjusted Capital Asset Pricing Model i.e. LCAPM developed by Acharya and Pedersen (2005) is being applied to test the influence of various liquidity risks on stock returns in London Stock Exchange. The Liquidity Adjusted Capital Asset Pricing model provides a unified framework for the testing of liquidity risks. All the common stocks listed and delisted for the period of 2000 to 2014 are included in the data sample. The study has incorporated three different measures of liquidity – Percent Quoted Spread, Amihud (2002) and Turnover. The reason behind the application of three different liquidity measures is the multi-dimensional nature of liquidity. Firm fixed effects panel regression is applied for the estimation of LCAPM. However, the results are robust according to Fama-Macbeth regressions. The results of the study indicates that liquidity risks in the form of (i) level of liquidity, (ii) commonality in liquidity (iii) flight to liquidity, (iv) depressed wealth effect and market return as well as aggregate liquidity risk are priced at London Stock Exchange. However, the results are sensitive to the choice of liquidity measures.

Reliability of a new measure of motoneuron excitability

Objectlve:--This study examined the intraclass reliability· of different measures of the excitability of the Hoffmann reflex, derived from stimulus-response curves. The slope of the regression line of the H-reflex stimulus-response curve advocated by Funase et al. (1994) was also compared to the peak of the first derivative of the H-reflex stimulus-response curve (dHIdVmax), a new measure introduced in this investigation. A secondary purpose was to explore the possibility of mood as a covariate when measuring excitability of the H-reflex arc. Methods: The H-reflex amplitude at a stimulus intensity corresponding to 5% of the maximum M-wave (Mmax) is an established measure that was used as an additional basis of comparison. The H-reflex was elicited in the soleus for 24 subjects (12 males and 12 females) on five separate days. Vibration was applied to the Achilles tendon prior to stimulation to test the sensitivity of the measures on test day four. The means of five evoked potentials at each gradually increasing intensity, from below H-reflex threshold to above Mmax, were used to create both the H-reflex and M-wave stimulus response curves for each subject across test days. The mood of the subjects was assessed using the Subjective Exercise Experience Scale (SEES) prior to the stimulation protocol each day. Results: There was a modest decrease in all H-reflex measures from the first to third test day, but it was non-significant (P's>0.05). All measures of the H-reflex exhibited a profound reduction following vibration on test day four, and then returned to baseline levels on test day five (P's<0.05). The intraclass correlation coefficient (ICC) for H-reflex amplitude at 5% of Mmax was 0.85. The ICC for the slope of the regression line was 0.79 while it was 0.89 for dH/dVmax. Maximum M-wave amplitude had an ICC of 0.96 attesting to careful methodological controls. The SEES subscales of fatigue and psychological well-being remained unchanged IV across the five days. The psychological distress subscale (PO.05). Conclusions: The peak of the first derivative of the H-reflex stimulus-response curve (dH/dVmax) was shown to have comparable reliability and sensitivity to other more established measures of excitability. Psychological distress and the amplitude of the H-reflex at 5% Mmax follow similar trends across days, however there was no significant correlation between the two measures. Significance: The proposed method appears to be a more robust measure ofH-reflex excitability than the other methods tested. As such it would be an advantageous method to apply in clinical and investigative settings. Additionally, the results suggest that the relationship between psychological distress and H-reflex amplitude should be investigated further.

Electrophysiological constituents of the P100 and N170 ERP complex: De-constructing of face processing using independent component analysis and robust estimation.

The initial timing of face-specific effects in event-related potentials (ERPs) is a point of contention in face processing research. Although effects during the time of the N170 are robust in the literature, inconsistent effects during the time of the P100 challenge the interpretation of the N170 as being the initial face-specific ERP effect. The interpretation of the early P100 effects are often attributed to low-level differences between face stimuli and a host of other image categories. Research using sophisticated controls for low-level stimulus characteristics (Rousselet, Husk, Bennett, & Sekuler, 2008) report robust face effects starting at around 130 ms following stimulus onset. The present study examines the independent components (ICs) of the P100 and N170 complex in the context of a minimally controlled low-level stimulus set and a clear P100 effect for faces versus houses at the scalp. Results indicate that four ICs account for the ERPs to faces and houses in the first 200ms following stimulus onset. The IC that accounts for the majority of the scalp N170 (icNla) begins dissociating stimulus conditions at approximately 130 ms, closely replicating the scalp results of Rousselet et al. (2008). The scalp effects at the time of the P100 are accounted for by two constituent ICs (icP1a and icP1b). The IC that projects the greatest voltage at the scalp during the P100 (icP1a) shows a face-minus-house effect over the period of the P100 that is less robust than the N 170 effect of icN 1 a when measured as the average of single subject differential activation robustness. The second constituent process of the P100 (icP1b), although projecting a smaller voltage to the scalp than icP1a, shows a more robust effect for the face-minus-house contrast starting prior to 100 ms following stimulus onset. Further, the effect expressed by icP1 b takes the form of a larger negative projection to medial occipital sites for houses over faces partially canceling the larger projection of icP1a, thereby enhancing the face positivity at this time. These findings have three main implications for ERP research on face processing: First, the ICs that constitute the face-minus-house P100 effect are independent from the ICs that constitute the N170 effect. This suggests that the P100 effect and the N170 effect are anatomically independent. Second, the timing of the N170 effect can be recovered from scalp ERPs that have spatio-temporally overlapping effects possibly associated with low-level stimulus characteristics. This unmixing of the EEG signals may reduce the need for highly constrained stimulus sets, a characteristic that is not always desirable for a topic that is highly coupled to ecological validity. Third, by unmixing the constituent processes of the EEG signals new analysis strategies are made available. In particular the exploration of the relationship between cortical processes over the period of the P100 and N170 ERP complex (and beyond) may provide previously unaccessible answers to questions such as: Is the face effect a special relationship between low-level and high-level processes along the visual stream?

Macroeconomic News and Exchange Rates: Evidence of Unstable Effect

Although the link between macroeconomic news announcements and exchange rates is well documented in recent literature, this connection may be unstable. By using a broad set of macroeconomic news announcements and high frequency forex data for the Euro/Dollar, Pound/Dollar and Yen/Dollar from Nov 1, 2004 to Mar 31, 2014, we obtain two major findings with regards to this instability. First, many macroeconomic news announcements exhibit unstable effects with certain patterns in foreign exchange rates. These news effects may change in magnitude and even in their sign over time, over business cycles and crises within distinctive contexts. This finding is robust because the results are obtained by applying a Two-Regime Smooth Transition Regression Model, a Breakpoints Regression Model, and an Efficient Test of Parameter Instability which are all consistent with each other. Second, when we explore the source of this instability, we find that global risks and the reaction by central bank monetary policy to these risks to be possible factors causing this instability.

Corporate Social Responsibility, Corporate Governance, And Managerial Risk-Taking

This dissertation investigates the association between corporate social responsibility (CSR) and managerial risk-taking, as well as the differences in governance structure that affect this association. Using a sample of US public firms from 1995 to 2009, we find that firms with strong CSR records engage in higher risk-taking. Furthermore, we find that this relationship is robust when accounting for differences in governance structure and correcting for endogeneity via simultaneous equations modeling. Additional testing indicates that performance in the employee relations dimension of CSR in particular increases with risk-taking, while high firm visibility dampens the association between CSR and the accounting-based measures of risk-taking. Prior literature establishes that high managerial risk-tolerance is necessary for the undertaking of risky yet value-enhancing investment decisions. Thus, the main findings suggest that CSR, rather than being a waste of scarce corporate resources, is instead an important aspect of shareholder value creation. They contribute to the debate on CSR by documenting that corporate risk-taking is one mechanism among others through which CSR maps into higher firm value.

The time-course of lexical activation in Japanese morphographic word recognition: Evidence for a character-driven processing model

This lexical decision study with eye tracking of Japanese two-kanji-character words investigated the order in which a whole two-character word and its morphographic constituents are activated in the course of lexical access, the relative contributions of the left and the right characters in lexical decision, the depth to which semantic radicals are processed, and how nonlinguistic factors affect lexical processes. Mixed-effects regression analyses of response times and subgaze durations (i.e., first-pass fixation time spent on each of the two characters) revealed joint contributions of morphographic units at all levels of the linguistic structure with the magnitude and the direction of the lexical effects modulated by readers’ locus of attention in a left-to-right preferred processing path. During the early time frame, character effects were larger in magnitude and more robust than radical and whole-word effects, regardless of the font size and the type of nonwords. Extending previous radical-based and character-based models, we propose a task/decision-sensitive character-driven processing model with a level-skipping assumption: Connections from the feature level bypass the lower radical level and link up directly to the higher character level.

Optimal and Robust Designs of Step-stress Accelerated Life Testing Experiments for Proportional Hazards Models

Accelerated life testing (ALT) is widely used to obtain reliability information about a product within a limited time frame. The Cox s proportional hazards (PH) model is often utilized for reliability prediction. My master thesis research focuses on designing accelerated life testing experiments for reliability estimation. We consider multiple step-stress ALT plans with censoring. The optimal stress levels and times of changing the stress levels are investigated. We discuss the optimal designs under three optimality criteria. They are D-, A- and Q-optimal designs. We note that the classical designs are optimal only if the model assumed is correct. Due to the nature of prediction made from ALT experimental data, attained under the stress levels higher than the normal condition, extrapolation is encountered. In such case, the assumed model cannot be tested. Therefore, for possible imprecision in the assumed PH model, the method of construction for robust designs is also explored.

The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity.

This paper studies seemingly unrelated linear models with integrated regressors and stationary errors. By adding leads and lags of the first differences of the regressors and estimating this augmented dynamic regression model by feasible generalized least squares using the long-run covariance matrix, we obtain an efficient estimator of the cointegrating vector that has a limiting mixed normal distribution. Simulation results suggest that this new estimator compares favorably with others already proposed in the literature. We apply these new estimators to the testing of purchasing power parity (PPP) among the G-7 countries. The test based on the efficient estimates rejects the PPP hypothesis for most countries.

Nonparametric Instrumental Regression

The focus of the paper is the nonparametric estimation of an instrumental regression function P defined by conditional moment restrictions stemming from a structural econometric model : E[Y-P(Z)|W]=0 and involving endogenous variables Y and Z and instruments W. The function P is the solution of an ill-posed inverse problem and we propose an estimation procedure based on Tikhonov regularization. The paper analyses identification and overidentification of this model and presents asymptotic properties of the estimated nonparametric instrumental regression function.