Specification and testing of multiplicative time-varying GARCH models with applications

In this article, we develop a specification technique for building multiplicative time-varying GARCH models of Amado and Teräsvirta (2008, 2013). The variance is decomposed into an unconditional and a conditional component such that the unconditional variance component is allowed to evolve smoothly over time. This nonstationary component is defined as a linear combination of logistic transition functions with time as the transition variable. The appropriate number of transition functions is determined by a sequence of specification tests. For that purpose, a coherent modelling strategy based on statistical inference is presented. It is heavily dependent on Lagrange multiplier type misspecification tests. The tests are easily implemented as they are entirely based on auxiliary regressions. Finite-sample properties of the strategy and tests are examined by simulation. The modelling strategy is illustrated in practice with two real examples: an empirical application to daily exchange rate returns and another one to daily coffee futures returns.

Body image dissatisfaction and its relationship with physical activity and body mass index in Brazilian adolescents

Objective: To evaluate body image dissatisfaction and its relationship with physical activity and body mass index in a Brazilian sample of adolescents. Methods: A total of 275 adolescents (139 boys and 136 girls) between the ages of 14 and 18 years completed measures of body image dissatisfaction through the Contour Drawing Scale and current physical activity by the International Physical Activity Questionnaire. Weight and height were also measured for subsequent calculation of body mass index. Results: Boys and girls differed significantly regarding body image dissatisfaction, with girls reporting higher levels of dissatisfaction. Underweight and eutrophic boys preferred to be heavier, while those overweight preferred be thinner and, in contrast, girls desired to be thinner even when they are of normal weight. Conclusion: Body image dissatisfaction was strictly related to body mass index, but not to physical activity.

HPV DNA testing with cytology triage in cervical cancer screening: Influence of revealing HPV infection status

BACKGROUND: Knowledge of cervical human papillomavirus (HPV) status might influence a cytotechnician's assessment of cellular abnormalities. The authors compared original cytotechnicians' Papanicolaou (Pap) readings for which HPV status was concealed with Pap rereads for which HPV status was revealed separately for 3 screening populations. METHODS: Previously collected cervical Pap smears and clinical data were obtained from the Canadian Cervical Cancer Screening Trial (study A), the Democratic Republic of Congo Community-Based Screening Study (study B), and the Brazilian Investigation into Nutrition and Cervical Cancer Prevention (study C). Smears were reread with knowledge of HPV status for all HPV-positive women as well as a sample of HPV-negative women. Diagnostic performance of Pap cytology was compared between original readings and rereads. RESULTS: A total of 1767 Pap tests were reread. Among 915 rereads for HPV-positive women, the contrast between "revealed" and "concealed" Pap readings demonstrated revisions from negative to positive results for 109 women (cutoff was atypical squamous cells of undetermined significance or worse) and 124 women (cutoff was low-grade squamous intraepithelial lesions [LSIL] or worse). For a disease threshold of cervical intraepithelial neoplasia of grade 2 or worse, specificity significantly declined at the atypical squamous cells of undetermined significance cutoff for studies A (86.6% to 75.3%) and C (42.5% to 15.5%), and at the LSIL cutoff for study C (61.9% to 37.6%). Sensitivity remained nearly unchanged between readings, except in study C, in which reread performance was superior (91.3% vs 71.9% for the LSIL cutoff). CONCLUSIONS: A reduction in the diagnostic accuracy of Pap cytology was observed when revealing patients' cervical HPV status, possibly due to a heightened awareness of potential abnormalities, which led to more false-positive results. Cancer (Cancer Cytopathol) 2015. (c) 2015 American Cancer Society.

Reliability and convergent validity of the Childhood Anxiety Sensitivity Index in children and adolescents

OBJECTIVE: The purpose of this study was to examine the reliability and the convergent validity of the Children Anxiety Sensitivity Index (CASI) with DSM-IV anxiety disorder symptoms, by comparison with the Screen for Child Anxiety Related Emotional Disorders (SCARED), in a community sample of Brazilian children and adolescents. METHODS: Children and adolescents from five schools were selected from a larger study that aimed to assess different aspects of childhood anxiety disorders. All participants completed the CASI and the SCARED. RESULTS: This study supported the reliability of the CASI total score. Girls reported higher total anxiety sensitivity scores than boys and there were no differences in total anxiety sensitivity scores between children and adolescents. This study showed moderate to high correlations between the CASI scores with SCARED scores, all correlations coefficients being positive and significant. CONCLUSIONS: Our findings demonstrate an appropriate reliability and evidence of convergent validity in the CASI in a sample of Brazilian children and adolescents.

Desenvolvimento e avaliação das propriedades psicométricas da versão brasileira do Addiction Severity Index 6 (ASI-6) Light

Objetivo Desenvolver e avaliar as propriedades psicométricas de uma versão brasileira reduzida do Addiction Severity Index 6 Light (ASI-6 Light) previamente proposta com base em um estudo de validação dos construtos do instrumento e desenvolver os novos escores de cada área do instrumento baseados na Teoria de Resposta ao Item (TRI). Métodos Foram entrevistados 200 sujeitos, 100 com uso problemático de álcool e outras drogas e 100 sem uso problemático. Foram calculados os escores dos indivíduos com base na TRI. As propriedades psicométricas foram avaliadas pela correlação entre os escores do ASI-6 Light e do Alcohol, Smoking and Substance Involvement Screening Test (ASSIST), padrão-ouro do estudo. Foram avaliados os índices de sensibilidade e especificidade. Resultados Foi encontrada alta correlação entre os escores da área “álcool” do ASI-6 Light e os escores do ASSIST em relação ao álcool (r = 0,79), correlações moderadas em relação ao tabaco (r = 0,47) e cocaína/crack (r = 0,44) e baixa (r = 0,39) em relação à maconha. Ao correlacionarem-se os escores do ASSIST e os escores da área “drogas” do ASI-6 Light, obteve-se alta correlação em relação à cocaína/crack (r = 0,85), correlações moderadas em relação ao tabaco (r = 0,57) e maconha (r = 0,68) e baixa (r = 0,29) em relação ao álcool. A área sob a curva ROC da área “álcool” foi de 0,93 e a da área “drogas” foi de 0,88. Conclusão Boas evidências de validade das áreas “álcool” e “drogas” foram apresentadas. Essa nova versão tornou-se um instrumento de fácil manejo e de rápida aplicação, contendo os itens que melhor avaliam a gravidade de problemas.

Programa com abordagem probabilística do sistema de avaliação de qualidade de taludes Slope Quality Index (SQI)

Dissertação de mestrado integrado em Engenharia Civil

Detection of coronary artery disease based on the calcification index obtained by helical computed tomography

OBJECTIVE: To assess the relation between coronary artery disease and the calcification index on helical computed tomography. METHOD: We studied 22 patients (ages ranging from 40 to 70 years) who underwent coronary angiography because of chest pain suggestive of angina pectoris. Findings on coronary angiography were classified as follows: significant obstructive disease (stenosis > or = 50%), nonobstructive disease (stenosis <50%), and no disease. With no previous knowledge of the results of the coronary angiography and within 7 days, helical computed tomography of the chest was performed. Then, data of the coronary angiography were correlated with the calcification index obtained by helical computed tomography. RESULTS: The sensitivity of helical computed tomography to the presence of significant obstructive lesions on coronary angiography was 87.5%, specificity was 100%, and negative and positive predictive values were 75% and 100%, respectively. The mean calcification index was greater in patients with severe coronary lesions, mainly when involvement of 2 or 3 vessels occurred, than that in patients with no coronary artery disease or with nonobstructive coronary artery lesions (p<0.05). CONCLUSION: Helical computed tomography is an effective method for detecting and quantifying coronary artery calcification, and it has proved to be sensitive to and specific for the noninvasive diagnosis of coronary artery stenosis.

Exercise stress testing in healthy subjects during cholinergic stimulation after a single dose of pyridostigmine

OBJETIVE: The evaluation, by exercise stress testing, of the cardiorespiratory effects of pyridostigmine (PYR), a reversible acetylcholinesterase inhibitor. METHODS: A double-blind, randomized, cross-over, placebo-controlled comparison of hemodynamic and ventilation variables of 10 healthy subjects who underwent three exercise stress tests (the first for adaptation and determination of tolerance to exercise, the other two after administration of placebo or 45mg of PYR). RESULTS: Heart rate at rest was: 68±3 vs 68±3bpm before and after placebo, respectively (P=0.38); 70±2 vs 59±2bpm, before and after pyridostigmine, respectively (P<0.01). During exercise, relative to placebo: a significantly lower heart rate after PYR at, respectively, 20% (P=0.02), 40% (P=0.03), 80% (P=0.05) and 100% (P=0.02) of peak effort was observed. No significant differences were observed in arterial blood pressure, oxygen consumption at submaximal and maximal effort, exercise duration, respiratory ratio, CO2 production, ventilation threshold, minute ventilation, and oxygen pulse. CONCLUSION: Pyridostigmine, at a dose of 45mg, decreases heart rate at rest and during exercise, with minimal side effects and without interfering with exercise tolerance and ventilation variables.

A cumulative risk model of child physical maltreatment potential: findings from a community-based study

"Published online before print November 20, 2015"

Left Ventricular Hypertrophy Evaluation in Obese Hypertensive Patients: Effect of Left Ventricular Mass Index Criteria

PURPOSE: To evaluate left ventricular mass (LVM) index in hypertensive and normotensive obese individuals. METHODS: Using M mode echocardiography, 544 essential hypertensive and 106 normotensive patients were evaluated, and LVM was indexed for body surface area (LVM/BSA) and for height² (LVM/h²). The 2 indexes were then compared in both populations, in subgroups stratified according to body mass index (BMI): <27; 27-30; > or = 30kg/m². RESULTS: The BSA index does not allow identification of significant differences between BMI subgroups. Indexing by height² provides significantly increased values for high BMI subgroups in normotensive and hypertensive populations. CONCLUSION: Left ventricular hypertrophy (LVH) has been underestimated in the obese with the use of LVM/BSA because this index considers obesity as a physiological variable. Indexing by height² allows differences between BMI subgroups to become apparent and seems to be more appropriate for detecting LVH in obese populations.

Development of a water-in-oil-in-water multiple emulsion system integrating biomimetic aqueous-core lipid nanodroplets for protein entity stabilization. Part I: experimental factorial design

Lipid nanoballoons integrating multiple emulsions of the type water-in-oil-in-water enclose, at least in theory, a biomimetic aqueous-core suitable for housing hydrophilic biomolecules such as proteins, peptides and bacteriophage particles. The research effort entertained in this paper reports a full statistical 23x31 factorial design study (three variables at two levels and one variable at three levels) to optimize biomimetic aqueous-core lipid nanoballoons for housing hydrophilic protein entities. The concentrations of protein, lipophilic and hydrophilic emulsifiers, and homogenization speed were set as the four independent variables, whereas the mean particle hydrodynamic size (HS), zeta potential (ZP) and polydispersity index (PI) were set as the dependent variables. The V23x31 factorial design constructed led to optimization of the higher (+1) and lower (-1) levels, with triplicate testing for the central (0) level, thus producing thirty three experiments and leading to selection of the optimized processing parameters as 0.015% (w/w) protein entity, 0.75% (w/w) lipophilic emulsifier (soybean lecithin) and 0.50% (w/w) hydrophilic emulsifier (poloxamer 188). In the present research effort, statistical optimization and production of protein derivatives encompassing full stabilization of their three-dimensional structure, has been attempted via housing said molecular entities within biomimetic aqueous-core lipid nanoballoons integrating a multiple (W/O/W) emulsion.

Body Mass Index: A Scientific Evidence-Based Inquiry

OBJECTVE: To objectively and critically assess body mass index and to propose alternatives for relating body weight and height that are evidence-based and that eliminate or reduce the limitations of the body mass index. METHODS: To analyze the relations involving weight and height, we used 2 databases as follows: 1) children and adolescents from Brazil, the United States, and Switzerland; and 2) 538 university students. We performed mathematical simulations with height data ranging from 115 to 190 cm and weight data ranging from 25 to 105 kg. We selected 3 methods to analyze the relation of weight and height as follows: body mass index - weight (kg)/height (m²); reciprocal of the ponderal index - height (cm)/weight1/3 (kg); and ectomorphy. Using the normal range from 20 to 25 kg/m² for the body mass index in the reference height of 170 cm, we identified the corresponding ranges of 41 to 44 cm/kg1/3 for the reciprocal of the ponderal index, and of 1.45 to 3.60 for ectomorphy. RESULTS: The mathematical simulations showed a strong association among the 3 methods with an absolute concordance to a height of 170 cm, but with a tendency towards discrepancy in the normal ranges, which had already been observed for the heights of 165 and 175 cm. This made the direct convertibility between the indices unfeasible. The reciprocal of the ponderal index and ectomorphy with their cut points comprised a larger age range in children and adolescents and a wider and more central range in the university students, both for the reported (current) and desired weights. CONCLUSION: The reciprocal of the ponderal index and ectomorphy are stronger and are more mathematically logical than body mass index; in addition, they may be applied with the same cut points for normal from the age of 5 ½ years on.

Comparison between tilt-table testing results performed during different periods of the day

OBJECTIVE: To evaluate the influences of circadian variations on tilt-table testing (TTT) results by comparing the positivity rate of the test performed during the morning with that of the test performed in the afternoon and to evaluate the reproducibility of the results in different periods of the day. METHODS: One hundred twenty-three patients with recurrent unexplained syncope or near-syncope referred for TTT were randomized into 2 groups. In group I, 68 patients, TTT was performed first in the afternoon and then in the morning. In group II, 55 patients, the test was performed first in the morning and then in the afternoon. RESULTS: The TTT protocol was the prolonged passive test, without drug sensitization. Twenty-nine (23.5%) patients had a positive result in at least one of the periods. The positivity rate for each period was similar: 20 (16.2%) patients in the afternoon and 19 (15.4%) in the morning (p=1.000). Total reproducibility (positive/positive and negative/negative) was observed in 49 (89%) patients in group I and in 55 (81%) in group II. Reproducibility of the results was obtained in 94 (90.4%) patients with first negative tests but in 10 (34%) patients with first positive tests. CONCLUSION: TTT could be performed during any period of the day, and even in the 2 periods to enhance positivity. Considering the low reproducibility rate of the positive tests, serial TTT to evaluate therapeutic efficacy should be performed during the same period of the day.

Stress, cognitive appraisal, and psychological health: testing instruments for health professionals

The job of health professionals, including nurses, is considered inherently stressful (Lee & Wang, 2002; Rutledge et al., 2009), and thus it is important to improve and develop specific measures that are sensitive to the demands that health professionals face. This study analysed the psychometric properties of three instruments that focus on the professional experiences of nurses in aspects related to occupational stress, cognitive appraisal, and mental health issues. The evaluation protocol included the Stress Questionnaire for Health Professionals (SQHP; Gomes, 2014), the Cognitive Appraisal Scale (CAS; Gomes, Faria, & Gonçalves, 2013), and the General Health Questionnaire-12 (GHQ-12; Goldberg, 1972). Validity and reliability issues were considered with statistical analysis (i.e. confirmatory factor analysis, convergent validity, and composite reliability) that revealed adequate values for all of the instruments, namely, a six-factor structure for the SQHP, a five-factor structure for the CAS, and a two-factor structure for the GHQ-12. In conclusion, this study proposes three consistent instruments that may be useful for analysing nurses’ adaptation to work contexts.