Multi-sample analysis of moment-structures: Asymptotic validity of inferences based on second-order moments

In moment structure analysis with nonnormal data, asymptotic valid inferences require the computation of a consistent (under general distributional assumptions) estimate of the matrix $\Gamma$ of asymptotic variances of sample second--order moments. Such a consistent estimate involves the fourth--order sample moments of the data. In practice, the use of fourth--order moments leads to computational burden and lack of robustness against small samples. In this paper we show that, under certain assumptions, correct asymptotic inferences can be attained when $\Gamma$ is replaced by a matrix $\Omega$ that involves only the second--order moments of the data. The present paper extends to the context of multi--sample analysis of second--order moment structures, results derived in the context of (simple--sample) covariance structure analysis (Satorra and Bentler, 1990). The results apply to a variety of estimation methods and general type of statistics. An example involving a test of equality of means under covariance restrictions illustrates theoretical aspects of the paper.

Scaled and adjusted restricted tests in multi-sample analysis of moment structures

We extend to score, Wald and difference test statistics the scaled and adjusted corrections to goodness-of-fit test statistics developed in Satorra and Bentler (1988a,b). The theory is framed in the general context of multisample analysis of moment structures, under general conditions on the distribution of observable variables. Computational issues, as well as the relation of the scaled and corrected statistics to the asymptotic robust ones, is discussed. A Monte Carlo study illustrates thecomparative performance in finite samples of corrected score test statistics.

Comparison of information structures

We introduce two ways of comparing information structures, say ${\cal I}$ and${\cal J}$. First we say that ${\cal I}$ is richer than ${\cal J}$ when forevery compact game $G$, all correlated equilibrium distributions of $G$ inducedby ${\cal J}$ are also induced by ${\cal I}$. Second, we say that ${\cal J}$is faithfully reproducable from ${\cal I}$ when all the players can computefrom their information in ${\cal I}$ ``new information'' that they could havereceived from ${\cal J}$. We prove that ${\cal I}$ is richer than ${\cal J}$if and only if ${\cal J}$ is faithfully reproducable from ${\cal I}$.

Wage structures and family economies in the Catalan textile industry in an age of nascent capitalism

This paper deals with changes in managerial practices in Catalonia in anage of nascent capitalism (1830-1925) and adaptive family strategies inorder to face the absence of state welfare. During the 19 t h Century andin the absence of recorded labor contracts, human resources of the firmwere organized by means of implicit contracts and informal labor markets.With the advent of scientific organization of labor, wage per hour workedbegan to be recorded. This is why in the 1920s the perfect competitionmodel applies to our case. On the other hand, in the same period, and inthe absence of state welfare, ideas stemming from cooperative game theoryapply to the pattern of household income formation. Kin related networkswere used to improve the living standards of the household. In thisparticular direction we also show that there was a demonstration effectby means of which migrant s living standards were higher than those ofnatives.

The modal nature of structures in ontic structural realism

Ontic structural realism is the view that structures are what is real in the first place in the domain of fundamental physics. The structures are usually conceived as including a primitive modality. However, it has not been spelled out as yet what exactly that modality amounts to. This paper proposes to fill this lacuna by arguing that the fundamental physical structures possess a causal essence, being powers. Applying the debate about causal vs. categorical properties in analytic metaphysics to ontic structural realism, I show that the standard argument against categorical and for causal properties holds for structures as well. Structural realism, as a position in the metaphysics of science that is a form of scientific realism, is committed to causal structures. The metaphysics of causal structures is supported by physics, and it can provide for a complete and coherent view of the world that includes all domains of empirical science.

Training in flexible intensive insulin therapy improves quality of life, decreases the risk of hypoglycaemia and ameliorates poor metabolic control in patients with type 1 diabetes.

AIM: Intensified insulin therapy has evolved to be the standard treatment of type 1 diabetes. However, it has been reported to increase significantly the risk of hypoglycaemia. We studied the effect of structured group teaching courses in flexible insulin therapy (FIT) on psychological and metabolic parameters in patients with type 1 diabetes. METHODS: We prospectively followed 45 type 1 diabetic patients of our outpatient clinic participating in 5 consecutive FIT teaching courses at the University Hospital of Basel. These courses consist of 7 weekly ambulatory evening group sessions. Patients were studied before and 1, 6, and 18 months after the course. Main outcome measures were glycated haemoglobin (HbA1c), severe hypoglycaemic events, quality of life (DQoL), diabetes self-control (IPC-9) and diabetes knowledge (DWT). RESULTS: Quality of life, self-control and diabetes knowledge improved after the FIT courses (all p<0.001). The frequency of severe hypoglycaemic events decreased ten-fold from 0.33 episodes/6 months at baseline to 0.03 episodes/6 months after 18 months (p<0.05). Baseline HbA1c was 7.2+/-1.1% and decreased in the subgroup with HbA1c > or = 8% from 8.4% to 7.8% (p<0.05). CONCLUSIONS: In an unselected, but relatively well-controlled population of type 1 diabetes, a structured, but not very time consuming FIT teaching programme in the outpatient setting improves psychological well-being and metabolic parameters.

Flexible multivariate GARCH modeling with an application to international stock markets

The goal of this paper is to estimate time-varying covariance matrices.Since the covariance matrix of financial returns is known to changethrough time and is an essential ingredient in risk measurement, portfolioselection, and tests of asset pricing models, this is a very importantproblem in practice. Our model of choice is the Diagonal-Vech version ofthe Multivariate GARCH(1,1) model. The problem is that the estimation ofthe general Diagonal-Vech model model is numerically infeasible indimensions higher than 5. The common approach is to estimate more restrictive models which are tractable but may not conform to the data. Our contributionis to propose an alternative estimation method that is numerically feasible,produces positive semi-definite conditional covariance matrices, and doesnot impose unrealistic a priori restrictions. We provide an empiricalapplication in the context of international stock markets, comparing thenew estimator to a number of existing ones.

Tectonics of the Simplon massif and Lepontine gneiss dome: deformation structures due to collision between the underthrusting European plate and the Adriatic indenter

this study presents a review of published geological data, combined with original observations on the tectonics of the simplon massif and the Lepontine gneiss dome in the Western Alps. New observations concern the geometry of the Oligocene Vanzone back fold, formed under amphibolite facies conditions, and of its root between Domodossola and Locarno, which is cut at an acute angle by the Miocene, epi- to anchizonal, dextral centovalli strike-slip fault. the structures of the simplon massif result from collision over 50 Ma between two plate boundaries with a different geometry: the underthrusted European plate and the Adriatic indenter. Detailed mapping and analysis of a complex structural interference pattern, combined with observations on the metamorphic grade of the superimposed structures and radiometric data, allow a kinematic model to be developed for this zone of oblique continental collision. the following main Alpine tectonic phases and structures may be distinguished: 1. NW-directed nappe emplacement, starting in the Early Eocene (similar to 50 Ma); 2. W, SW and S- verging transverse folds; 3. transpressional movements on the dextral simplon ductile shear zone since similar to 32 Ma; 4. formation of the Bergell - Vanzone backfolds and of the southern steep belt during the Oligocene, emplacement of the mantle derived 31 - 29 Ma Bergell and Biella granodiorites and porphyritic andesites as well as intrusions of 29-25 Ma crustal aplites and pegmatites; 5. formation of the dextral discrete Rhone-Simplon line and the centovalli line during the Miocene, accompanied by the pull-apart development of the Lepontine gneiss dome - Dent blanche (Valpelline) depression. It is suggested that movements of shortening in fan shaped NW, W and sW directions accompanied the more regular NW- to WNW-directed displacement of the Adriatic indenter during continental collision.

Endogenous information structures

Many models in the economics literature deal with strategic situations withprivately informed agents. In those models the information structure isassumed to be exogenous and common knowledge. We consider whether suchmodels, and the results they produce, are robust with respect theendogenization of the information structure. The results depend on whetherinformation acquisition is secret or private, and on whether the strategicsituation involves simultaneous or sequential moves. In particular we findthat only when information is secretly acquired and moves are simultaneous,the results are fully robust. When information is acquired secretly butmoves are sequential additional equilibria may appear. Instead, privateinformation acquisition may make the equilibrium set smaller.

Homologous DNA pairing domain peptides of RecA protein: intrinsic propensity to form beta-structures and filaments.

The 20 amino acid residue peptides derived from RecA loop L2 have been shown to be the pairing domain of RecA. The peptides bind to ss- and dsDNA, unstack ssDNA, and pair the ssDNA to its homologous target in a duplex DNA. As shown by circular dichroism, upon binding to DNA the disordered peptides adopt a beta-structure conformation. Here we show that the conformational change of the peptide from random coil to beta-structure is important in binding ss- and dsDNA. The beta-structure in the DNA pairing peptides can be induced by many environmental conditions such as high pH, high concentration, and non-micellar sodium dodecyl sulfate (6 mM). This behavior indicates an intrinsic property of these peptides to form a beta-structure. A beta-structure model for the loop L2 of RecA protein when bound to DNA is thus proposed. The fact that aromatic residues at the central position 203 strongly modulate the peptide binding to DNA and subsequent biochemical activities can be accounted for by the direct effect of the aromatic amino acids on the peptide conformational change. The DNA-pairing domain of RecA visualized by electron microscopy self-assembles into a filamentous structure like RecA. The relevance of such a peptide filamentous structure to the structure of RecA when bound to DNA is discussed.

Tertiary Himalayan structures and metamorphism in the Kulu Valley (Mandi-Khoksar transect of the Western Himalaya) - Shikar-Beh-nappe and crystalline nappe

The Crystalline Nappe of the High Himalayan Crystalline has been examined along the Kulu Valley and its vicinity (Mandi-Khoksar transect). This nappe was believed to have undergone deformation related only to its transport towards the SW essentially during the `'Main Central Thrust event''. New data has led to the conclusion that during the Himalayan orogeny, two distinctive phases, related to two opposite transport directions, characterize the evolution of this part of the chain, before the creation of the late NE-vergent backfolding. The first phase corresponds to an early NE-vergent folding and thrusting, creating the Tandi Syncline and the NE-oriented Shikar Beh Nappe stack, with a displacement amplitude of about 50 km. Two schistosities, together with a strong stretching lineation are developed at a deep tectonic level under amphibolite facies conditions (kyanite-staurolite-garnet-two mica schists). At a higher tectonic level and in the southern part of the section (Tandy Syncline and southern Kulu Valley between Kulu and Mandi) one or two schistosities are developed in the greenschist facies grade rocks (garnet-biotite and biotite schists). These structures and the associated Barrovian type metamorphism are all related to the NE-verging Shikar Beh Nappe. The creation of the NE-verging Shikar Beh Nappe may be explained by the reactivation of a SW dipping listric normal fault of the N Indian flexural passive margin, during the early stages of the Himalayan orogeny. In the second phase, the still hot metamorphic rocks of the Shikar Beh Nappe were folded and thrust towards the SW (mainly along the MBT and the MCT with a displacement in excess of 100 km) onto the cold, low-grade metamorphic rocks of the Larji-Kulu-Rampur Window or, near Mandi, on the non-metamorphic sandstones of the Ganges Molasse (Siwaliks). Sense of shear criteria and a strong NE-SW stretching-lineation indicate that the Crystalline Nappe has been overthrusted towards the SW. Thermometry on synkinematically crystallised garnet-biotite and garnet-hornblende pairs reveals the lower amphibolite facies temperature conditions related to the Crystalline Nappe formation. From the muscovite and biotite Rb-Sr cooling ages, the Shikar Beh Nappe emplacement occurred before 32 Ma and the southwestward thrusting of the Crystalline Nappe began before 21 Ma. Our model involving two opposite directions of thrusting goes against the conventional idea of only one main SW-oriented transport direction in the High Himalayan Crystalline Nappes.

RNA pentaloop structures as effective targets of regulators belonging to the RsmA/CsrA protein family.

In the Gac/Rsm signal transduction pathway of Pseudomonas fluorescens CHA0, the dimeric RNA-binding proteins RsmA and RsmE, which belong to the vast bacterial RsmA/CsrA family, effectively repress translation of target mRNAs containing a typical recognition sequence near the translation start site. Three small RNAs (RsmX, RsmY, RsmZ) with clustered recognition sequences can sequester RsmA and RsmE and thereby relieve translational repression. According to a previously established structural model, the RsmE protein makes optimal contacts with an RNA sequence 5'- (A)/(U)CANGGANG(U)/(A)-3', in which the central ribonucleotides form a hexaloop. Here, we questioned the relevance of the hexaloop structure in target RNAs. We found that two predicted pentaloop structures, AGGGA (in pltA mRNA encoding a pyoluteorin biosynthetic enzyme) and AAGGA (in mutated pltA mRNA), allowed effective interaction with the RsmE protein in vivo. By contrast, ACGGA and AUGGA were poor targets. Isothermal titration calorimetry measurements confirmed the strong binding of RsmE to the AGGGA pentaloop structure in an RNA oligomer. Modeling studies highlighted the crucial role of the second ribonucleotide in the loop structure. In conclusion, a refined structural model of RsmE-RNA interaction accommodates certain pentaloop RNAs among the preferred hexaloop RNAs.

Crystal packing modifies ligand binding affinity: the case of aldose reductase.

The relationship between the structures of protein-ligand complexes existing in the crystal and in solution, essential in the case of fragment-based screening by X-ray crystallography (FBS-X), has been often an object of controversy. To address this question, simultaneous co-crystallization and soaking of two inhibitors with different ratios, Fidarestat (FID; K(d) = 6.5 nM) and IDD594 (594; K(d) = 61 nM), which bind to h-aldose reductase (AR), have been performed. The subatomic resolution of the crystal structures allows the differentiation of both inhibitors, even when the structures are almost superposed. We have determined the occupation ratio in solution by mass spectrometry (MS) Occ(FID)/Occ(594) = 2.7 and by X-ray crystallography Occ(FID)/Occ(594) = 0.6. The occupancies in the crystal and in solution differ 4.6 times, implying that ligand binding potency is influenced by crystal contacts. A structural analysis shows that the Loop A (residues 122-130), which is exposed to the solvent, is flexible in solution, and is involved in packing contacts within the crystal. Furthermore, inhibitor 594 contacts the base of Loop A, stabilizing it, while inhibitor FID does not. This is shown by the difference in B-factors of the Loop A between the AR-594 and AR-FID complexes. A stable loop diminishes the entropic energy barrier to binding, favoring 594 versus FID. Therefore, the effect of the crystal environment should be taken into consideration in the X-ray diffraction analysis of ligand binding to proteins. This conclusion highlights the need for additional methodologies in the case of FBS-X to validate this powerful screening technique, which is widely used.