A scaled difference chi-square test statistic for moment structure analysis

A family of scaling corrections aimed to improve the chi-square approximation of goodness-of-fit test statistics in small samples, large models, and nonnormal data was proposed in Satorra and Bentler (1994). For structural equations models, Satorra-Bentler's (SB) scaling corrections are available in standard computer software. Often, however, the interest is not on the overall fit of a model, but on a test of the restrictions that a null model say ${\cal M}_0$ implies on a less restricted one ${\cal M}_1$. If $T_0$ and $T_1$ denote the goodness-of-fit test statistics associated to ${\cal M}_0$ and ${\cal M}_1$, respectively, then typically the difference $T_d = T_0 - T_1$ is used as a chi-square test statistic with degrees of freedom equal to the difference on the number of independent parameters estimated under the models ${\cal M}_0$ and ${\cal M}_1$. As in the case of the goodness-of-fit test, it is of interest to scale the statistic $T_d$ in order to improve its chi-square approximation in realistic, i.e., nonasymptotic and nonnormal, applications. In a recent paper, Satorra (1999) shows that the difference between two Satorra-Bentler scaled test statistics for overall model fit does not yield the correct SB scaled difference test statistic. Satorra developed an expression that permits scaling the difference test statistic, but his formula has some practical limitations, since it requires heavy computations that are notavailable in standard computer software. The purpose of the present paper is to provide an easy way to compute the scaled difference chi-square statistic from the scaled goodness-of-fit test statistics of models ${\cal M}_0$ and ${\cal M}_1$. A Monte Carlo study is provided to illustrate the performance of the competing statistics.

Difference in the homocysteine-lowering effect of folic acid in haemodialysis patients with and without occlusive vascular disease.

BACKGROUND: Hyperhomocysteinaemia has been identified as an independent cardiovascular risk factor and is found in more than 85% of patients on maintenance haemodialysis. Previous studies have shown that folic acid can lower circulating homocysteine in dialysis patients. We evaluated prospectively the effect of increasing the folic acid dosage from 1 to 6 mg per dialysis on plasma total homocysteine levels of haemodialysis patients with and without a history of occlusive vascular artery disease (OVD). METHODS: Thirty-nine stable patients on high-flux dialysis were studied. Their mean age was 63 +/-11 years and 17 (43%) had a history of OVD, either coronary and/or cerebral and/or peripheral occlusive disease. For several years prior to the study, the patients had received an oral post-dialysis multivitamin supplement including 1 mg of folic acid per dialysis. After baseline determinations, the folic acid dose was increased from 1 to 6 mg/dialysis for 3 months. RESULTS: After 3 months, plasma homocysteine had decreased significantly by approximately 23% from 31.1 +/- 12.7 to 24.5 +/- 9 micromol/l (P = 0.0005), while folic acid concentrations had increased from 6.5 +/- 2.5 to 14.4+/-2.5 microg/l (P < 0.0001). However, the decrease of homocysteine was quite different in patients with and in those without OVD. In patients with OVD, homocysteine decreased only marginally by approximately 2.5% (from 29.0 +/- 10.3 to 28.3 +/- 8.4 micromol/l, P = 0.74), whereas in patients without OVD there was a significant reduction of approximately 34% (from 32.7+/-14.4 to 21.6+/-8.6 micromol/l, P = 0.0008). Plasma homocysteine levels were reduced by > 15% in three patients (18%) in the group with OVD compared with 19 (86%) in the group without OVD (P = 0.001), and by > 30% in none of the patients (0%) in the former group compared with 13 (59%) in the latter (P = 0.001). CONCLUSIONS: These results indicate that the homocysteine-lowering effect of folic acid administration appears to be less effective in haemodialysis patients having occlusive vascular disease than in those without evidence of such disease.

Criteria for hitting probabilities with applications to systems of stochastic wave equations

We develop several results on hitting probabilities of random fields which highlight the role of the dimension of the parameter space. This yields upper and lower bounds in terms of Hausdorff measure and Bessel-Riesz capacity, respectively. We apply these results to a system of stochastic wave equations in spatial dimension k >- 1 driven by a d-dimensional spatially homogeneous additive Gaussian noise that is white in time and colored in space.

Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter H 1/2

We consider the Cauchy problem for a stochastic delay differential equation driven by a fractional Brownian motion with Hurst parameter H>¿. We prove an existence and uniqueness result for this problem, when the coefficients are sufficiently regular. Furthermore, if the diffusion coefficient is bounded away from zero and the coefficients are smooth functions with bounded derivatives of all orders, we prove that the law of the solution admits a smooth density with respect to Lebesgue measure on R.

Modeling of non-isothermalvapor membrane separation with thermodynamic models and generalized mass transfer equations

A rigorous unit operation model is developed for vapor membrane separation. The new model is able to describe temperature, pressure, and concentration dependent permeation as wellreal fluid effects in vapor and gas separation with hydrocarbon selective rubbery polymeric membranes. The permeation through the membrane is described by a separate treatment of sorption and diffusion within the membrane. The chemical engineering thermodynamics is used to describe the equilibrium sorption of vapors and gases in rubbery membranes with equation of state models for polymeric systems. Also a new modification of the UNIFAC model is proposed for this purpose. Various thermodynamic models are extensively compared in order to verify the models' ability to predict and correlate experimental vapor-liquid equilibrium data. The penetrant transport through the selective layer of the membrane is described with the generalized Maxwell-Stefan equations, which are able to account for thebulk flux contribution as well as the diffusive coupling effect. A method is described to compute and correlate binary penetrant¿membrane diffusion coefficients from the experimental permeability coefficients at different temperatures and pressures. A fluid flow model for spiral-wound modules is derived from the conservation equation of mass, momentum, and energy. The conservation equations are presented in a discretized form by using the control volume approach. A combination of the permeation model and the fluid flow model yields the desired rigorous model for vapor membrane separation. The model is implemented into an inhouse process simulator and so vapor membrane separation may be evaluated as an integralpart of a process flowsheet.

Increased risk of cardiovascular disease (CVD) with age in HIV-positive men : a comparison of the D:A:D CVD risk equation and general population CVD risk equations

OBJECTIVES: The aim of the study was to statistically model the relative increased risk of cardiovascular disease (CVD) per year older in Data collection on Adverse events of anti-HIV Drugs (D:A:D) and to compare this with the relative increased risk of CVD per year older in general population risk equations. METHODS: We analysed three endpoints: myocardial infarction (MI), coronary heart disease (CHD: MI or invasive coronary procedure) and CVD (CHD or stroke). We fitted a number of parametric age effects, adjusting for known risk factors and antiretroviral therapy (ART) use. The best-fitting age effect was determined using the Akaike information criterion. We compared the ageing effect from D:A:D with that from the general population risk equations: the Framingham Heart Study, CUORE and ASSIGN risk scores. RESULTS: A total of 24 323 men were included in analyses. Crude MI, CHD and CVD event rates per 1000 person-years increased from 2.29, 3.11 and 3.65 in those aged 40-45 years to 6.53, 11.91 and 15.89 in those aged 60-65 years, respectively. The best-fitting models included inverse age for MI and age + age(2) for CHD and CVD. In D:A:D there was a slowly accelerating increased risk of CHD and CVD per year older, which appeared to be only modest yet was consistently raised compared with the risk in the general population. The relative risk of MI with age was not different between D:A:D and the general population. CONCLUSIONS: We found only limited evidence of accelerating increased risk of CVD with age in D:A:D compared with the general population. The absolute risk of CVD associated with HIV infection remains uncertain.

There is no difference in hepatic fibrosis rates of patients infected with hepatitis C virus and those co-infected with HIV

Some studies have suggested that human immunodeficiency virus (HIV) infection modifies the natural history of hepatitis C virus (HCV) infection, accelerating the progression of fibrosis and the development of cirrhosis. Our objective was to evaluate the fibrosis progression rate (FPR) in HCV/HIV-co-infected patients, and to identify factors that may influence it. HCV-mono-infected and HCV/HIV-co-infected patients with a known date of HCV infection (transfusion or injection drug use) and a liver biopsy were included. The FPR was defined as the ratio between the fibrosis stage (Metavir score) and the estimated length of infection in years and the result was reported as fibrosis units per year. The factors studied were gender, age at infection, consumption of alcohol, aminotransferase levels, histological activity grade, HCV genotype and viral load, CD4 cell count, HIV viral load, and the use of antiretroviral therapy. Sixty-five HCV-infected (group 1) and 53 HCV/HIV-co-infected (group 2) patients were evaluated over a period of 19 months. The mean FPR of groups 1 and 2 was 0.086 ± 0.074 and 0.109 ± 0.098 fibrosis units per year, respectively (P = 0.276). There was a correlation between length of HCV infection and stage of fibrosis in both groups. The age at infection, the aspartate aminotransferase level (r = 0.36) and the inflammatory activity grade were correlated with the FPR (P < 0.001). No difference in FPR was found between HCV-mono-infected and HCV/HIV-co-infected patients.

Macrocospic and physiochemical characterization of a sugarless and gluten-free cake enriched with fibers made from pumpkin seed (Cucurbita maxima, L.) flour and cornstarch

The Consumers' interest for products with caloric reduction has increased, and their development is a technological challenge. The consumption of cakes has grown in importance and the demand for dietary products has stimulated the use of sweeteners and the optimization of bakery products. The consumption of fibers is related to chronic diseases prevention. Pumpkin seeds (maximum Cucurbita, L.), rich in fibers, can be used as a source of fiber in food products. A gluten-free diet is not easy to follow since gluten free products are not always available. The objective of this work was to perform a physicochemical characterization of cakes prepared with flours blends (FB) based on Pumpkin Seed Flour (PSF). The cakes were elaborated with FB in the ratios of 30:70 (C30) and 40:60 (C40) of PSF and cornstarch (CS), respectively. The results showed gluten absence and near-neutral pH. The chemical analysis of C30 and B40 showed increase of ashes, lipids, proteins, and insoluble dietary fiber and a decrease in the content of carbohydrates and calories. The chemical composition of C40 presented the greatest content of lipids, proteins, and dietary fibers, the lowest content of calories, and the best physical parameters. Therefore, both products proved suitable for human consumption.

Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors

We propose finite sample tests and confidence sets for models with unobserved and generated regressors as well as various models estimated by instrumental variables methods. The validity of the procedures is unaffected by the presence of identification problems or \"weak instruments\", so no detection of such problems is required. We study two distinct approaches for various models considered by Pagan (1984). The first one is an instrument substitution method which generalizes an approach proposed by Anderson and Rubin (1949) and Fuller (1987) for different (although related) problems, while the second one is based on splitting the sample. The instrument substitution method uses the instruments directly, instead of generated regressors, in order to test hypotheses about the \"structural parameters\" of interest and build confidence sets. The second approach relies on \"generated regressors\", which allows a gain in degrees of freedom, and a sample split technique. For inference about general possibly nonlinear transformations of model parameters, projection techniques are proposed. A distributional theory is obtained under the assumptions of Gaussian errors and strictly exogenous regressors. We show that the various tests and confidence sets proposed are (locally) \"asymptotically valid\" under much weaker assumptions. The properties of the tests proposed are examined in simulation experiments. In general, they outperform the usual asymptotic inference methods in terms of both reliability and power. Finally, the techniques suggested are applied to a model of Tobin’s q and to a model of academic performance.

Strategy-proofness makes the difference: deferred-acceptance with responsive priorities

In college admissions and student placements at public schools, the admission decision can be thought of as assigning indivisible objects with capacity constraints to a set of students such that each student receives at most one object and monetary compensations are not allowed. In these important market design problems, the agent-proposing deferred-acceptance (DA-)mechanism with responsive strict priorities performs well and economists have successfully implemented DA-mechanisms or slight variants thereof. We show that almost all real-life mechanisms used in such environments - including the large classes of priority mechanisms and linear programming mechanisms - satisfy a set of simple and intuitive properties. Once we add strategy-proofness to these properties, DA-mechanisms are the only ones surviving. In market design problems that are based on weak priorities (like school choice), generally multiple tie-breaking (MTB)procedures are used and then a mechanism is implemented with the obtained strict priorities. By adding stability with respect to the weak priorities, we establish the first normative foundation for MTB-DA-mechanisms that are used in NYC.

Accurate Hartree-Fock-Slater calculations on small diatomic molecules with the finite-element method

We report on the self-consistent field solution of the Hartree-Fock-Slater equations using the finite-element method for the three small diatomic molecules N_2, BH and CO as examples. The quality of the results is not only better by two orders of magnitude than the fully numerical finite difference method of Laaksonen et al. but the method also requires a smaller number of grid points.