909 resultados para VARIANCE COMPONENTS
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The article presents and discusses estimates of social and economic indicators for Italy’s regions in benchmark years roughly from Unification to the present day: life expectancy, education, GDP per capita at purchasing power parity, and the new Human Development Index (HDI). A broad interpretative hypothesis, based on the distinction between passive and active modernization, is proposed to account for the evolution of regional imbalances over the long-run. In the lack of active modernization, Southern Italy converged thanks to passive modernization, i.e., State intervention: however, this was more effective in life expectancy, less successful in education, expensive and as a whole ineffective in GDP. As a consequence, convergence in the HDI occurred from the late XIX century to the 1970s, but came to a sudden halt in the last decades of the XX century.
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BACKGROUND: Toll-like receptors (TLRs) are essential components of the immune response to fungal pathogens. We examined the role of TLR polymorphisms in conferring a risk of invasive aspergillosis among recipients of allogeneic hematopoietic-cell transplants. METHODS: We analyzed 20 single-nucleotide polymorphisms (SNPs) in the toll-like receptor 2 gene (TLR2), the toll-like receptor 3 gene (TLR3), the toll-like receptor 4 gene (TLR4), and the toll-like receptor 9 gene (TLR9) in a cohort of 336 recipients of hematopoietic-cell transplants and their unrelated donors. The risk of invasive aspergillosis was assessed with the use of multivariate Cox regression analysis. The analysis was replicated in a validation study involving 103 case patients and 263 matched controls who received hematopoietic-cell transplants from related and unrelated donors. RESULTS: In the discovery study, two donor TLR4 haplotypes (S3 and S4) increased the risk of invasive aspergillosis (adjusted hazard ratio for S3, 2.20; 95% confidence interval [CI], 1.14 to 4.25; P=0.02; adjusted hazard ratio for S4, 6.16; 95% CI, 1.97 to 19.26; P=0.002). The haplotype S4 was present in carriers of two SNPs in strong linkage disequilibrium (1063 A/G [D299G] and 1363 C/T [T399I]) that influence TLR4 function. In the validation study, donor haplotype S4 also increased the risk of invasive aspergillosis (adjusted odds ratio, 2.49; 95% CI, 1.15 to 5.41; P=0.02); the association was present in unrelated recipients of hematopoietic-cell transplants (odds ratio, 5.00; 95% CI, 1.04 to 24.01; P=0.04) but not in related recipients (odds ratio, 2.29; 95% CI, 0.93 to 5.68; P=0.07). In the discovery study, seropositivity for cytomegalovirus (CMV) in donors or recipients, donor positivity for S4, or both, as compared with negative results for CMV and S4, were associated with an increase in the 3-year probability of invasive aspergillosis (12% vs. 1%, P=0.02) and death that was not related to relapse (35% vs. 22%, P=0.02). CONCLUSIONS: This study suggests an association between the donor TLR4 haplotype S4 and the risk of invasive aspergillosis among recipients of hematopoietic-cell transplants from unrelated donors.
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Swain corrects the chi-square overidentification test (i.e., likelihood ratio test of fit) for structural equation models whethr with or without latent variables. The chi-square statistic is asymptotically correct; however, it does not behave as expected in small samples and/or when the model is complex (cf. Herzog, Boomsma, & Reinecke, 2007). Thus, particularly in situations where the ratio of sample size (n) to the number of parameters estimated (p) is relatively small (i.e., the p to n ratio is large), the chi-square test will tend to overreject correctly specified models. To obtain a closer approximation to the distribution of the chi-square statistic, Swain (1975) developed a correction; this scaling factor, which converges to 1 asymptotically, is multiplied with the chi-square statistic. The correction better approximates the chi-square distribution resulting in more appropriate Type 1 reject error rates (see Herzog & Boomsma, 2009; Herzog, et al., 2007).
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Objective: To assess the factorial validity of the Portuguese version of the Maslach Burnout Inventory - Human Services Survey (MBI-HSS). Methods: Between November 2010 and November 2011 a Portuguese version of the MBI-HSS was applied to 151 Portuguese family doctors (55% women, median age 54 years). The factorial structure of the MBI-HSS was examined by principal component analysis (PCA) and confirmatory factor analysis (CFA). Internal consistency estimates of the MBI-HSS were determined with Cronbach's alpha. Results: The fit of the hypothesized three-factor model to the data was superior to the alternative two-factor and four-factor models. CFA supported MBI-HSS as an acceptable measure to evaluate burnout and deletion of items 12 and 16 improved the goodness of fit of the model. In PCA, the three-factor model explained 50.58% of the variance and the four-factor model did not lead to understandable components. Item 12 was also found to be problematic in PCA. The Cronbach's alpha was satisfactory for emotional exhaustion (alpha=0.90), lack of personal accomplishment (alpha=0.73), and depersonalization (alpha=0.64). Conclusion: The Portuguese version of the MBI-HSS was found to be reliable to measure burnout among Portuguese medical doctors. We also recommend the deletion of items 12 and 16 from the MBI-HSS.
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This paper discusses the role of deterministic components in the DGP and in the auxiliary regression model which underlies the implementation of the Fractional Dickey-Fuller (FDF) test for I(1) against I(d) processes with d ∈ [0, 1). This is an important test in many economic applications because I(d) processess with d & 1 are mean-reverting although, when 0.5 ≤ d & 1,, like I(1) processes, they are nonstationary. We show how simple is the implementation of the FDF in these situations, and argue that it has better properties than LM tests. A simple testing strategy entailing only asymptotically normally distributed tests is also proposed. Finally, an empirical application is provided where the FDF test allowing for deterministic components is used to test for long-memory in the per capita GDP of several OECD countries, an issue that has important consequences to discriminate between growth theories, and on which there is some controversy.
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The educational system in Spain is undergoing a reorganization. At present, high-school graduates who want to enroll at a public university must take a set of examinations Pruebas de Aptitud para el Acceso a la Universidad (PAAU). A "new formula" (components, weights, type of exam,...) for university admission is been discussed. The present paper summarizes part of the research done by the author in her PhD. The context for this thesis is the evaluation of large-scale and complex systems of assessment. The main objectives were: to achieve a deep knowledge of the entire university admissions process in Spain, to discover the main sources of uncertainty and topromote empirical research in a continual improvement of the entire process. Focusing in the suitable statistical models and strategies which allow to high-light the imperfections of the system and reduce them, the paper develops, among other approaches, some applications of multilevel modeling.
Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach
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We propose new spanning tests that assess if the initial and additional assets share theeconomically meaningful cost and mean representing portfolios. We prove their asymptoticequivalence to existing tests under local alternatives. We also show that unlike two-step oriterated procedures, single-step methods such as continuously updated GMM yield numericallyidentical overidentifyng restrictions tests, so there is arguably a single spanning test.To prove these results, we extend optimal GMM inference to deal with singularities in thelong run second moment matrix of the influence functions. Finally, we test for spanningusing size and book-to-market sorted US stock portfolios.
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This paper discusses the role of deterministic components in the DGP and in the auxiliaryregression model which underlies the implementation of the Fractional Dickey-Fuller (FDF) test for I(1) against I(d) processes with d [0, 1). This is an important test in many economic applications because I(d) processess with d < 1 are mean-reverting although, when 0.5 = d < 1, like I(1) processes, they are nonstationary. We show how simple is the implementation of the FDF in these situations, and argue that it has better properties than LM tests. A simple testing strategy entailing only asymptotically normally distributedtests is also proposed. Finally, an empirical application is provided where the FDF test allowing for deterministic components is used to test for long-memory in the per capita GDP of several OECD countries, an issue that has important consequences to discriminate between growth theories, and on which there is some controversy.
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The present paper proposes a model for the persistence of abnormal returnsboth at firm and industry levels, when longitudinal data for the profitsof firms classiffied as industries are available. The model produces a two-way variance decomposition of abnormal returns: (a) at firm versus industrylevels, and (b) for permanent versus transitory components. This variancedecomposition supplies information on the relative importance of thefundamental components of abnormal returns that have been discussed in theliterature. The model is applied to a Spanish sample of firms, obtainingresults such as: (a) there are significant and permanent differences betweenprofit rates both at industry and firm levels; (b) variation of abnormal returnsat firm level is greater than at industry level; and (c) firm and industry levelsdo not differ significantly regarding rates of convergence of abnormal returns.
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In Drosophila, courtship is an elaborate sequence of behavioural patterns that enables the flies to identify conspecific mates from those of closely related species. This is important because drosophilids usually gather in feeding sites, where males of various species court females vigorously. We investigated the effects of previous experience on D. mercatorum courtship, by testing if virgin males learn to improve their courtship by observing other flies (social learning), or by adjusting their pre-existent behaviour based on previous experiences (facilitation). Behaviours recorded in a controlled environment were courtship latency, courtship (orientation, tapping and wing vibration), mating and other behaviours not related to sexual activities. This study demonstrated that males of D. mercatorum were capable of improving their mating ability based on prior experiences, but they had no social learning on the development of courtship.
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Principal curves have been defined Hastie and Stuetzle (JASA, 1989) assmooth curves passing through the middle of a multidimensional dataset. They are nonlinear generalizations of the first principalcomponent, a characterization of which is the basis for the principalcurves definition.In this paper we propose an alternative approach based on a differentproperty of principal components. Consider a point in the space wherea multivariate normal is defined and, for each hyperplane containingthat point, compute the total variance of the normal distributionconditioned to belong to that hyperplane. Choose now the hyperplaneminimizing this conditional total variance and look for thecorresponding conditional mean. The first principal component of theoriginal distribution passes by this conditional mean and it isorthogonal to that hyperplane. This property is easily generalized todata sets with nonlinear structure. Repeating the search from differentstarting points, many points analogous to conditional means are found.We call them principal oriented points. When a one-dimensional curveruns the set of these special points it is called principal curve oforiented points. Successive principal curves are recursively definedfrom a generalization of the total variance.
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This paper establishes a general framework for metric scaling of any distance measure between individuals based on a rectangular individuals-by-variables data matrix. The method allows visualization of both individuals and variables as well as preserving all the good properties of principal axis methods such as principal components and correspondence analysis, based on the singular-value decomposition, including the decomposition of variance into components along principal axes which provide the numerical diagnostics known as contributions. The idea is inspired from the chi-square distance in correspondence analysis which weights each coordinate by an amount calculated from the margins of the data table. In weighted metric multidimensional scaling (WMDS) we allow these weights to be unknown parameters which are estimated from the data to maximize the fit to the original distances. Once this extra weight-estimation step is accomplished, the procedure follows the classical path in decomposing a matrix and displaying its rows and columns in biplots.
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The population-genetic consequences of monogamy and male philopatry (a rare breeding system in mammals) were investigated using microsatellite markers in the semisocial and anthropophilic shrew Crocidura russula. A hierarchical sampling design over a 16-km geographical transect revealed a large genetic diversity (h = 0.813) with significant differentiation among subpopulations (F-ST = 5-6%), which suggests an exchange of 4.4 migrants per generation. Demic effective-size estimates were very high, due both to this limited gene inflow and to the inner structure of subpopulations. These were made of 13-20 smaller units (breeding groups), comprising an estimate of four breeding pairs each. Members of the same breeding groups displayed significant coancestries (F-LS = 9-10%), which was essentially due to strong male kinship: syntopic males were on average related at the half-sib level. Female dispersal among breeding groups was not complete (similar to 39%), and insufficient to prevent inbreeding. From our results, the breeding strategy of C. russula seems less efficient than classical mammalian systems (polygyny and male dispersal) in disentangling coancestry from inbreeding, but more so in retaining genetic variance.