764 resultados para Idiosyncratic skewness


Relevância:

20.00% 20.00%

Publicador:

Resumo:

Purpose We analyzed the changes in the body mass index (BMI) distribution for urban Australian adults between 1980 and 2007.

Methods We used data from participants of six consecutive Australian nation-wide surveys with measured weight and height between 1980 and 2007. We used quantile regression to estimate mean BMI (for percentiles of BMI) and prevalence of severe obesity, modeled by natural splines in age, date of birth, and survey date.

Results Since 1980, the right skew in the BMI distribution for Australian adults has increased greatly for men and women, driven by increases in skew associated with age and birth cohort/period. Between 1980 and 2007, the average 5-year increase in BMI was 1 kg/m2 (0.8) for the 95th percentile of BMI in women (men). The increase in the median was about a third of this, and for the 10th percentile, a fifth of this. We estimated that for the cohort born in 1960 around 31% of men and women were obese by age 50 years compared with 11% of the 1930 birth cohort.

Conclusions There have been large increases in the right skew of the BMI distribution for urban Australian adults between 1980 and 2007, and birth cohort effects suggests similar increases are likely to continue.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

This paper evaluates the long-run effects of economic instability. In particular, we study the impact of idiosyncratic shocks to father’s income on children’s human capital accumulation variables such as school drop-outs, repetition rates and domestic and non-domestic labor. Although, the problem of child labor in Brazil has declined greatly during the last decade, the number of children working is still substantial. The low levels of educational attainment in Brazil are also a main cause for concern. The large rotating panel data set used allows for the estimation of the impacts of changes in occupational and income status of fathers on changes in his child’s time allocation circumstances. The empirical analysis is restricted to families with fathers, mothers and at least one child between 10 and 15 years of age in the main Brazilian metropolitan areas during the 1982-1999 period. We perform logistic regressions controlling for child characteristics (gender, age, if he/she is behind in school for age), parents characteristics (grade attainment and income) and time and location variables. The main variables analyzed are dynamic proxies of impulses and responses, namely: shocks to household head’s income and unemployment status, on the one hand and child’s probability of dropping out of school, of repeating a grade and of start working, on the other. The findings suggest that father’s income has a significant positive correlation with child’s dropping out of school and of repeating a grade. The findings do not suggest a significant relationship between a father’s becoming unemployed and a child entering the non-domestic labor market. However, the results demonstrate a significant positive relationship between a father becoming unemployed and a child beginning to work in domestic labor. There was also a positive correlation between father becoming unemployed and a child dropping out and repeating a grade. Both gender and age were highly significant with boys and older children being more likely to work, drop-out and repeat grades.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Considering the three first moments and allowing short sales, the efficient portfolios set for n risky assets and a riskless one is found, supposing that agents like odd moments and dislike even ones. Analytical formulas for the solution surface are obtained and important geometric properties provide insights on its shape in the three dimensional space defined by the moments. A special duality result is needed and proved. The methodology is general, comprising situations in which, for instance, the investor trades a negative skewness for a higher expected return. Computation of the optimum portfolio weights is feasible in most cases.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

In recent years, many central banks have adopted inflation targeting policies starting an intense debate about which measure of inflation to adopt. The literature on core inflation has tried to develop indicators of inflation which would respond only to "significant" changes in inflation. This paper defines a measure of core inflation as the common trend of prices in a multivariate dynamic model, that has, by construction, three properties: it filters idiosyncratic and transitory macro noises, and it leads the future leveI of headline inflation. We also show that the popular trimmed mean estimator of core inflation could be regarded as a proxy for the ideal GLS estimator for heteroskedastic data. We employ an asymmetric trimmed mean estimator to take account of possible skewness of the distribution, and we obtain an unconditional measure of core inflation.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Based on a single-case observation, the descriptive label "leiomyomatoid angiomatous neuroendocrine tumor" (LANT) has been tentatively applied to what was perceived as a possible novel type of dual-lineage pituitary neoplasm with biphasic architecture. We report on two additional examples of an analogous phenomenon encountered in male patients, aged 59 years (Case 1) and 91 years (Case 2). Both tumors were intra- and suprasellar masses, measuring 5.6 cm × 4.4 cm × 3.4 cm, and 2.7 cm × 2 cm × 1.7 cm, respectively. Histologically, Case 1 was an FSH-cell adenoma interwoven by vascularized connective tissue septa that tended to exhibit incremental stages of adventitial overgrowth. The epithelial component of Case 2 corresponded to an LH-cell adenoma, and lay partitioned by a maze of paucicellular to hyalinized vascular axes. Irrespective of architectural variations, perivascular spindle cells exhibited immunopositivity for vimentin, muscular actin, and smooth muscle actin. Conversely, negative results were obtained for CD34, EMA, S100 protein, GFAP, and TTF-1. Ultrastructural study failed to reveal metaplastic cell forms involving transitional features between adenohypophyseal-epithelial and mesenchymal-contractile phenotype. We propose that LANT be regarded as a peculiar reflection of maladaptive angiogenesis in some pituitary adenomas, rather than a genuine hybrid neoplasm. While no mechanistic clue is forthcoming to account for this distinctive pattern, hemodynamic strain through direct arterial - rather than portal - supply of the adenoma's capillary bed may be one such explanatory factor. The apparent predilection of the LANT pattern for macroadenomas of the gonadotroph cell lineage remains unexplained.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Severe liver injury (SLI) due to drugs is a frequent cause of catastrophic illness and hospitalization. Due to significant morbidity, mortality, and excess medical care costs, this poses a challenge as a public health problem. The role of associated risk factors like alcohol consumption in contributing to the high mortality remains to be studied. This study was conducted to assess the impact of alcohol use on mortality in IDILI patients, while adjusting for age, gender, race/ethnicity, and education level. The data from this study indicate only a small excess risk of death among IDILI patients using alcohol, but the difference was not statistically significant. The major contribution of this study to the field of public health is that it excludes a large hazard of alcohol consumption on the mortality among idiosyncratic drug induced liver injury (IDILI) patients. ^

Relevância:

20.00% 20.00%

Publicador:

Resumo:

In the cs.index.zip file we provide an R script which let us plot the conditioned Gini (or skewness) coefficient used in the working paper entitled "On conditional skewness with applications in environmental data" submitted to Environmental and Ecological Statistics. On the other hand, the ReadMe.pdf explains how to use the cs.index.R script.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The effect of acceleration skewness on sheet flow sediment transport rates (q) over bar (s) is analysed using new data which have acceleration skewness and superimposed currents but no boundary layer streaming. Sediment mobilizing forces due to drag and to acceleration (similar to pressure gradients) are weighted by cosine and sine, respectively, of the angle phi(.)(tau)phi(tau) = 0 thus corresponds to drag dominated sediment transport, (q) over bar (s)similar to vertical bar u(infinity)vertical bar u(infinity), while phi(tau) = 90 degrees corresponds to total domination by the pressure gradients, (q) over bar similar to du(infinity)/dt. Using the optimal angle, phi = 51 degrees based on that data, good agreement is subsequently found with data that have strong influence from boundary layer streaming. Good agreement is also maintained with the large body of U-tube data simulating sine waves with superimposed currents and second-order Stokes waves, all of which have zero acceleration skewness. The recommended model can be applied to irregular waves with arbitrary shape as long as the assumption negligible time lag between forcing and sediment transport rate is valid. With respect to irregular waves, the model is much easier to apply than the competing wave-by-wave models. Issues for further model developments are identified through a comprehensive data review.