Computation and Analysis of Multiple Structural-Change Models

In a recent paper, Bai and Perron (1998) considered theoretical issues related to the limiting distribution of estimators and test statistics in the linear model with multiple structural changes. In this companion paper, we consider practical issues for the empirical applications of the procedures. We first address the problem of estimation of the break dates and present an efficient algorithm to obtain global minimizers of the sum of squared residuals. This algorithm is based on the principle of dynamic programming and requires at most least-squares operations of order O(T 2) for any number of breaks. Our method can be applied to both pure and partial structural-change models. Secondly, we consider the problem of forming confidence intervals for the break dates under various hypotheses about the structure of the data and the errors across segments. Third, we address the issue of testing for structural changes under very general conditions on the data and the errors. Fourth, we address the issue of estimating the number of breaks. We present simulation results pertaining to the behavior of the estimators and tests in finite samples. Finally, a few empirical applications are presented to illustrate the usefulness of the procedures. All methods discussed are implemented in a GAUSS program available upon request for non-profit academic use.

Qualitative air flow modelling and analysis of data centre air conditioning as multiple jet array

This work identifies the importance of plenum pressure on the performance of the data centre. The present methodology followed in the industry considers the pressure drop across the tile as a dependant variable, but it is shown in this work that this is the only one independent variable that is responsible for the entire flow dynamics in the data centre, and any design or assessment procedure must consider the pressure difference across the tile as the primary independent variable. This concept is further explained by the studies on the effect of dampers on the flow characteristics. The dampers have found to introduce an additional pressure drop there by reducing the effective pressure drop across the tile. The effect of damper is to change the flow both in quantitative and qualitative aspects. But the effect of damper on the flow in the quantitative aspect is only considered while using the damper as an aid for capacity control. Results from the present study suggest that the use of dampers must be avoided in data centre and well designed tiles which give required flow rates must be used in the appropriate locations. In the present study the effect of hot air recirculation is studied with suitable assumptions. It identifies that, the pressure drop across the tile is a dominant parameter which governs the recirculation. The rack suction pressure of the hardware along with the pressure drop across the tile determines the point of recirculation in the cold aisle. The positioning of hardware in the racks play an important role in controlling the recirculation point. The present study is thus helpful in the design of data centre air flow, based on the theory of jets. The air flow can be modelled both quantitatively and qualitatively based on the results.

Multiple structural change models:a simulation analysis

In a reccnt paper. Bai and Perron (1998) considcrccl theoretical issues relatec\ lo lhe limiting distriblltion of estimators and test. statist.ics in the linear model \\'ith multiplc struct ural changes. \Ve assess. via simulations, the adequacy of the \'arious I1Iethods suggested. These CO\'er the size and power of tests for structural changes. the cO\'erage rates of the confidence Íntervals for the break dates and the relat.Í\'e merits of methods to select the I1umber of breaks. The \'arious data generating processes considered alIo,,' for general conditions OIl the data and the errors including differellces across segmcll(s. Yarious practical recommendations are made.

A Bayesian changepoint analysis on spatio-temporal point processes

Changepoint analysis is a well established area of statistical research, but in the context of spatio-temporal point processes it is as yet relatively unexplored. Some substantial differences with regard to standard changepoint analysis have to be taken into account: firstly, at every time point the datum is an irregular pattern of points; secondly, in real situations issues of spatial dependence between points and temporal dependence within time segments raise. Our motivating example consists of data concerning the monitoring and recovery of radioactive particles from Sandside beach, North of Scotland; there have been two major changes in the equipment used to detect the particles, representing known potential changepoints in the number of retrieved particles. In addition, offshore particle retrieval campaigns are believed may reduce the particle intensity onshore with an unknown temporal lag; in this latter case, the problem concerns multiple unknown changepoints. We therefore propose a Bayesian approach for detecting multiple changepoints in the intensity function of a spatio-temporal point process, allowing for spatial and temporal dependence within segments. We use Log-Gaussian Cox Processes, a very flexible class of models suitable for environmental applications that can be implemented using integrated nested Laplace approximation (INLA), a computationally efficient alternative to Monte Carlo Markov Chain methods for approximating the posterior distribution of the parameters. Once the posterior curve is obtained, we propose a few methods for detecting significant change points. We present a simulation study, which consists in generating spatio-temporal point pattern series under several scenarios; the performance of the methods is assessed in terms of type I and II errors, detected changepoint locations and accuracy of the segment intensity estimates. We finally apply the above methods to the motivating dataset and find good and sensible results about the presence and quality of changes in the process.

Trends in dermatomyositis- and polymyositis-related mortality in the state of Sao Paulo, Brazil, 1985-2007: multiple cause-of-death analysis

Background: Dermatomyositis (DM) and polymyositis (PM) are rare systemic autoimmune rheumatic diseases with high fatality rates. There have been few population-based mortality studies of dermatomyositis and polymyositis in the world, and none have been conducted in Brazil. The objective of the present study was to employ multiple-cause of-death methodology in the analysis of trends in mortality related to dermatomyositis and polymyositis in the state of Sao Paulo, Brazil, between 1985 and 2007. Methods: We analyzed mortality data from the Sao Paulo State Data Analysis System, selecting all death certificates on which DM or PM was listed as a cause of death. The variables sex, age and underlying, associated or total mentions of causes of death were studied using mortality rates, proportions and historical trends. Statistical analysis were performed by chi-square and H Kruskal-Wallis tests, variance analysis and linear regression. A p value less than 0.05 was regarded as significant. Results: Over a 23-year period, there were 318 DM-related deaths and 316 PM-related deaths. Overall, DM/PM was designated as an underlying cause in 55.2% and as an associated cause in 44.8%; among 634 total deaths females accounted for 71.5%. During the study period, age-and gender-adjusted DM mortality rates did not change significantly, although PM as an underlying cause and total mentions of PM trended lower (p < 0.05). The mean ages at death were 47.76 +/- 20.81 years for DM and 54.24 +/- 17.94 years for PM (p = 0.0003). For DM/PM, respectively, as underlying causes, the principal associated causes of death were as follows: pneumonia (in 43.8%/33.5%); respiratory failure (in 34.4%/32.3%); interstitial pulmonary diseases and other pulmonary conditions (in 28.9%/17.6%); and septicemia (in 22.8%/15.9%). For DM/PM, respectively, as associated causes, the following were the principal underlying causes of death: respiratory disorders (in 28.3%/26.0%); circulatory disorders (in 17.4%/20.5%); neoplasms (in 16.7%/13.7%); infectious and parasitic diseases (in 11.6%/9.6%); and gastrointestinal disorders (in 8.0%/4.8%). Of the 318 DM-related deaths, 36 involved neoplasms, compared with 20 of the 316 PM-related deaths (p = 0.03). Conclusions: Our study using multiple cause of deaths found that DM/PM were identified as the underlying cause of death in only 55.2% of the deaths, indicating that both diseases were underestimated in the primary mortality statistics. We observed a predominance of deaths in women and in older individuals, as well as a trend toward stability in the mortality rates. We have confirmed that the risk of death is greater when either disease is accompanied by neoplasm, albeit to lesser degree in individuals with PM. The investigation of the underlying and associated causes of death related to DM/PM broaden the knowledge of the natural history of both diseases and could help integrate mortality data for use in the evaluation of control measures for DM/PM.

Runoff sources and land cover change in the Amazon: an end-member mixing analysis from small watersheds

The flowpaths by which water moves from watersheds to streams has important consequences for the runoff dynamics and biogeochemistry of surface waters in the Amazon Basin. The clearing of Amazon forest to cattle pasture has the potential to change runoff sources to streams by shifting runoff to more surficial flow pathways. We applied end-member mixing analysis (EMMA) to 10 small watersheds throughout the Amazon in which solute composition of streamwater and groundwater, overland flow, soil solution, throughfall and rainwater were measured, largely as part of the Large-Scale Biosphere-Atmosphere Experiment in Amazonia. We found a range in the extent to which streamwater samples fell within the mixing space determined by potential flowpath end-members, suggesting that some water sources to streams were not sampled. The contribution of overland flow as a source of stream flow was greater in pasture watersheds than in forest watersheds of comparable size. Increases in overland flow contribution to pasture streams ranged in some cases from 0% in forest to 27-28% in pasture and were broadly consistent with results from hydrometric sampling of Amazon forest and pasture watersheds that indicate 17- to 18-fold increase in the overland flow contribution to stream flow in pastures. In forest, overland flow was an important contribution to stream flow (45-57%) in ephemeral streams where flows were dominated by stormflow. Overland flow contribution to stream flow decreased in importance with increasing watershed area, from 21 to 57% in forest and 60-89% in pasture watersheds of less than 10 ha to 0% in forest and 27-28% in pastures in watersheds greater than 100 ha. Soil solution contributions to stream flow were similar across watershed area and groundwater inputs generally increased in proportion to decreases in overland flow. Application of EMMA across multiple watersheds indicated patterns across gradients of stream size and land cover that were consistent with patterns determined by detailed hydrometric sampling.

Bone mineral density analysis in patients with primary hyperparathyroidism associated with multiple endocrine neoplasia type 1 after total parathyroidectomy

P>Objective Limited data have been reported on the effect of parathyroidectomy (PTx) on bone mineral density (BMD) in the setting of patients with hyperparathyroidism (HPT) associated with multiple endocrine neoplasia type 1 (MEN1). This study investigates the impact of total PTx on BMD in patients with HPT/MEN1. Design and patients A case series study was performed in a tertiary academic hospital. A total of 16 HPT/MEN1 patients from six families harbouring MEN1 germline mutations were subjected to total PTx followed by parathyroid auto-implant in the forearm. Measurements Bone mineral density values were assessed using dual-energy X-ray absorptiometry. Results Before PTx, reduced BMD (Z-score <-2 center dot 0) was highly prevalent in the proximal one-third of the distal radius (1/3 DR) (50%), lumbar spine (LS) (43 center dot 7%), ultradistal radius (UDR) (43 center dot 7%), femoral neck (FN) (25%) and total femur (TF) (18 center dot 7%) in the patients. Fifteen months after PTx, we observed a BMD improvement in the LS (from 0 center dot 843 to 0 center dot 909 g/cm2; +8 center dot 4%, P = 0 center dot 001), FN (from 0 center dot 745 to 0 center dot 798 g/cm2; +7 center dot 7%, P = 0 center dot 0001) and TF (from 0 center dot 818 to 0 center dot 874 g/cm2; +6 center dot 9%, P < 0 center dot 0001). No significant change was noticed in the 1/3 DR and UDR after PTx. Conclusions This data confirmed BMD recovery in the LS and FN after PTx in HPT/MEN1 patients. We also documented a significant BMD increase in the TF and no change in both the 1/3 DR and UDR BMD after PTx. Our data suggest that LS and proximal femur are the most informative sites to evaluate the short-term BMD outcome after PTx in HPT/MEN1 subjects.

Cognitive functioning and efficacy of cognitive intervention in Multiple Sclerosis

Tese de Doutoramento em Psicologia Clínica / Psicologia

Political alliances and organisational change in political parties: a framework for analysis

This article sets out a theoretical framework for the study of organisational change within political alliances. To achieve this objective it uses as a starting point a series of premises, the most notable of which include the definition of organisational change as a discrete, complex and focussed phenomenon of changes in power within the party. In accordance with these premises, it analyses the synthetic model of organisational change proposed by Panebianco (1988). After examining its limitations, a number of amendments are proposed to adapt it to the way political alliances operate. The above has resulted in the design of four new models. In order to test its validity and explanatory power in a preliminary manner, the second part looks at the organisational change of the UDC within the CiU alliance between 1978 and 2001. The discussion and conclusions reached demonstrate the problems of determinism of the Panebianco model and suggest, tentatively, the importance of the power balance within the alliance as a key factor.

Large-system analysis of a CDMA dynamic channel under a Markovian input process

We study the minimum mean square error (MMSE) and the multiuser efficiency η of large dynamic multiple access communication systems in which optimal multiuser detection is performed at the receiver as the number and the identities of active users is allowed to change at each transmission time. The system dynamics are ruled by a Markov model describing the evolution of the channel occupancy and a large-system analysis is performed when the number of observations grow large. Starting on the equivalent scalar channel and the fixed-point equation tying multiuser efficiency and MMSE, we extend it to the case of a dynamic channel, and derive lower and upper bounds for the MMSE (and, thus, for η as well) holding true in the limit of large signal–to–noise ratios and increasingly large observation time T.

Computation of multiple correspondence analysis, with code in R

The generalization of simple correspondence analysis, for two categorical variables, to multiple correspondence analysis where they may be three or more variables, is not straighforward, both from a mathematical and computational point of view. In this paper we detail the exact computational steps involved in performing a multiple correspondence analysis, including the special aspects of adjusting the principal inertias to correct the percentages of inertia, supplementary points and subset analysis. Furthermore, we give the algorithm for joint correspondence analysis where the cross-tabulations of all unique pairs of variables are analysed jointly. The code in the R language for every step of the computations is given, as well as the results of each computation.

From correspondence analysis to multiple and joint correspondence analysis

The generalization of simple (two-variable) correspondence analysis to more than two categorical variables, commonly referred to as multiple correspondence analysis, is neither obvious nor well-defined. We present two alternative ways of generalizing correspondence analysis, one based on the quantification of the variables and intercorrelation relationships, and the other based on the geometric ideas of simple correspondence analysis. We propose a version of multiple correspondence analysis, with adjusted principal inertias, as the method of choice for the geometric definition, since it contains simple correspondence analysis as an exact special case, which is not the situation of the standard generalizations. We also clarify the issue of supplementary point representation and the properties of joint correspondence analysis, a method that visualizes all two-way relationships between the variables. The methodology is illustrated using data on attitudes to science from the International Social Survey Program on Environment in 1993.

Graphical probabilistic analysis of the combination of items of evidence

Unlike the evaluation of single items of scientific evidence, the formal study and analysis of the jointevaluation of several distinct items of forensic evidence has to date received some punctual, ratherthan systematic, attention. Questions about the (i) relationships among a set of (usually unobservable)propositions and a set of (observable) items of scientific evidence, (ii) the joint probative valueof a collection of distinct items of evidence as well as (iii) the contribution of each individual itemwithin a given group of pieces of evidence still represent fundamental areas of research. To somedegree, this is remarkable since both, forensic science theory and practice, yet many daily inferencetasks, require the consideration of multiple items if not masses of evidence. A recurrent and particularcomplication that arises in such settings is that the application of probability theory, i.e. the referencemethod for reasoning under uncertainty, becomes increasingly demanding. The present paper takesthis as a starting point and discusses graphical probability models, i.e. Bayesian networks, as frameworkwithin which the joint evaluation of scientific evidence can be approached in some viable way.Based on a review of existing main contributions in this area, the article here aims at presentinginstances of real case studies from the author's institution in order to point out the usefulness andcapacities of Bayesian networks for the probabilistic assessment of the probative value of multipleand interrelated items of evidence. A main emphasis is placed on underlying general patterns of inference,their representation as well as their graphical probabilistic analysis. Attention is also drawnto inferential interactions, such as redundancy, synergy and directional change. These distinguish thejoint evaluation of evidence from assessments of isolated items of evidence. Together, these topicspresent aspects of interest to both, domain experts and recipients of expert information, because theyhave bearing on how multiple items of evidence are meaningfully and appropriately set into context.

Birth weight, weight change, and blood pressure during childhood and adolescence: a school-based multiple cohort study.

OBJECTIVE: We assessed the association between birth weight, weight change, and current blood pressure (BP) across the entire age-span of childhood and adolescence in large school-based cohorts in the Seychelles, an island state in the African region. METHODS: Three cohorts were analyzed: 1004 children examined at age 5.5 and 9.1 years, 1886 children at 9.1 and 12.5, and 1575 children at 12.5 and 15.5, respectively. Birth and 1-year anthropometric data were gathered from medical files. The outcome was BP at age 5.5, 9.1, 12.5 or 15.5 years, respectively. Conditional linear regression analysis was used to estimate the relative contribution of changes in weight (expressed in z-score) during different age periods on BP. All analyses were adjusted for height. RESULTS: At all ages, current BP was strongly associated with current weight. Birth weight was not significantly associated with current BP. Upon adjustment for current weight, the association between birth weight and current BP tended to become negative. Conditional linear regression analyses indicated that changes in weight during successive age periods since birth contributed substantially to current BP at all ages. The strength of the association between weight change and current BP increased throughout successive age periods. CONCLUSION: Weight changes during any age period since birth have substantial impact on BP during childhood and adolescence, with BP being more responsive to recent than earlier weight changes.