Generalized factor models: a bayesian approach

There is recent interest in the generalization of classical factor models in which the idiosyncratic factors are assumed to be orthogonal and there are identification restrictions on cross-sectional and time dimensions. In this study, we describe and implement a Bayesian approach to generalized factor models. A flexible framework is developed to determine the variations attributed to common and idiosyncratic factors. We also propose a unique methodology to select the (generalized) factor model that best fits a given set of data. Applying the proposed methodology to the simulated data and the foreign exchange rate data, we provide a comparative analysis between the classical and generalized factor models. We find that when there is a shift from classical to generalized, there are significant changes in the estimates of the structures of the covariance and correlation matrices while there are less dramatic changes in the estimates of the factor loadings and the variation attributed to common factors.

Non-assisted versus neuro-navigated and XperCT-guided external ventricular catheter placement: a comparative cadaver study.

BACKGROUND AND PURPOSE: Accurate placement of an external ventricular drain (EVD) for the treatment of hydrocephalus is of paramount importance for its functionality and in order to minimize morbidity and complications. The aim of this study was to compare two different drain insertion assistance tools with the traditional free-hand anatomical landmark method, and to measure efficacy, safety and precision. METHODS: Ten cadaver heads were prepared by opening large bone windows centered on Kocher's points on both sides. Nineteen physicians, divided in two groups (trainees and board certified neurosurgeons) performed EVD insertions. The target for the ventricular drain tip was the ipsilateral foramen of Monro. Each participant inserted the external ventricular catheter in three different ways: 1) free-hand by anatomical landmarks, 2) neuronavigation-assisted (NN), and 3) XperCT-guided (XCT). The number of ventricular hits and dangerous trajectories; time to proceed; radiation exposure of patients and physicians; distance of the catheter tip to target and size of deviations projected in the orthogonal plans were measured and compared. RESULTS: Insertion using XCT increased the probability of ventricular puncture from 69.2 to 90.2 % (p = 0.02). Non-assisted placements were significantly less precise (catheter tip to target distance 14.3 ± 7.4 mm versus 9.6 ± 7.2 mm, p = 0.0003). The insertion time to proceed increased from 3.04 ± 2.06 min. to 7.3 ± 3.6 min. (p < 0.001). The X-ray exposure for XCT was 32.23 mSv, but could be reduced to 13.9 mSv if patients were initially imaged in the hybrid-operating suite. No supplementary radiation exposure is needed for NN if patients are imaged according to a navigation protocol initially. CONCLUSION: This ex vivo study demonstrates a significantly improved accuracy and safety using either NN or XCT-assisted methods. Therefore, efforts should be undertaken to implement these new technologies into daily clinical practice. However, the accuracy versus urgency of an EVD placement has to be balanced, as the image-guided insertion technique will implicate a longer preparation time due to a specific image acquisition and trajectory planning.

Sex difference and the role of leptin in the association between high-sensitivity C-reactive protein and adiposity in two different populations.

Elevated high-sensitivity C-reactive protein (hs-CRP) concentration is associated with an increased risk of cardiovascular disease but this association seems to be largely mediated via conventional cardiovascular risk factors. In particular, the association between hs-CRP and obesity has been extensively demonstrated and correlations are stronger in women than men. We used fractional polynomials-a method that allows flexible modeling of non linear relations-to investigate the dose/response mathematical relationship between hs-CRP and several indicators of adiposity in Caucasians (Switzerland) and Africans (Seychelles) surveyed in two population-based studies. This relationship was non-linear exhibiting a steeper slope for low levels of hs-CRP and a higher level in women. The observed sex difference in the relationship between hs-CRP and adiposity almost disappeared upon adjustment for leptin, suggesting that these sex differences might be partially mediated, by leptin. All these relationship were similar in Caucasians and Africans. This is the first report on a non-linear relation, stratified by gender, between hs-CRP and adiposity.

Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal

Spatial heterogeneity, spatial dependence and spatial scale constitute key features of spatial analysis of housing markets. However, the common practice of modelling spatial dependence as being generated by spatial interactions through a known spatial weights matrix is often not satisfactory. While existing estimators of spatial weights matrices are based on repeat sales or panel data, this paper takes this approach to a cross-section setting. Specifically, based on an a priori definition of housing submarkets and the assumption of a multifactor model, we develop maximum likelihood methodology to estimate hedonic models that facilitate understanding of both spatial heterogeneity and spatial interactions. The methodology, based on statistical orthogonal factor analysis, is applied to the urban housing market of Aveiro, Portugal at two different spatial scales.

Investigation of field and diffusion time dependence of the diffusion-weighted signal at ultrahigh magnetic fields.

Over the last decade, there has been a significant increase in the number of high-magnetic-field MRI magnets. However, the exact effect of a high magnetic field strength (B0 ) on diffusion-weighted MR signals is not yet fully understood. The goal of this study was to investigate the influence of different high magnetic field strengths (9.4 T and 14.1 T) and diffusion times (9, 11, 13, 15, 17 and 24 ms) on the diffusion-weighted signal in rat brain white matter. At a short diffusion time (9 ms), fractional anisotropy values were found to be lower at 14.1 T than at 9.4 T, but this difference disappeared at longer diffusion times. A simple two-pool model was used to explain these findings. The model describes the white matter as a first hindered compartment (often associated with the extra-axonal space), characterized by a faster orthogonal diffusion and a lower fractional anisotropy, and a second restricted compartment (often associated with the intra-axonal space), characterized by a slower orthogonal diffusion (i.e. orthogonal to the axon direction) and a higher fractional anisotropy. Apparent T2 relaxation time measurements of the hindered and restricted pools were performed. The shortening of the pseudo-T2 value from the restricted compartment with B0 is likely to be more pronounced than the apparent T2 changes in the hindered compartment. This study suggests that the observed differences in diffusion tensor imaging parameters between the two magnetic field strengths at short diffusion time may be related to differences in the apparent T2 values between the pools. Copyright © 2013 John Wiley & Sons, Ltd.

Gains from switching and evolutionary stability in multi-player matrix games.

In this paper we unify, simplify, and extend previous work on the evolutionary dynamics of symmetric N-player matrix games with two pure strategies. In such games, gains from switching strategies depend, in general, on how many other individuals in the group play a given strategy. As a consequence, the gain function determining the gradient of selection can be a polynomial of degree N-1. In order to deal with the intricacy of the resulting evolutionary dynamics, we make use of the theory of polynomials in Bernstein form. This theory implies a tight link between the sign pattern of the gains from switching on the one hand and the number and stability of the rest points of the replicator dynamics on the other hand. While this relationship is a general one, it is most informative if gains from switching have at most two sign changes, as is the case for most multi-player matrix games considered in the literature. We demonstrate that previous results for public goods games are easily recovered and extended using this observation. Further examples illustrate how focusing on the sign pattern of the gains from switching obviates the need for a more involved analysis.

Integral formulae for a Riemannian manifold with a distribution

We obtain a new series of integral formulae for symmetric functions of curvature of a distribution of arbitrary codimension (an its orthogonal complement) given on a compact Riemannian manifold, which start from known formula by P.Walczak (1990) and generalize ones for foliations by several authors: Asimov (1978), Brito, Langevin and Rosenberg (1981), Brito and Naveira (2000), Andrzejewski and Walczak (2010), etc. Our integral formulae involve the co-nullity tensor, certain component of the curvature tensor and their products. The formulae also deal with a number of arbitrary functions depending on the scalar invariants of the co-nullity tensor. For foliated manifolds of constant curvature the obtained formulae give us the classical type formulae. For a special choice of functions our formulae reduce to ones with Newton transformations of the co-nullity tensor.

Psychometric properties of the French version of the Zuckerman-Kuhlman Personality Questionnaire

This instrumental study was designed to investigate the psychometric properties of the French version and the cross-language replicability of the Zuckerman-Kuhlman Personality Questionnaire (ZKPQ) at the factor- and at the facet-level. The ZKPQ is an instrument aimed at assessing the five basic factors of Zuckerman's Alternative Five-Factor Model (AFFM). Subjects were 843 French-speaking Swiss, mainly students. At the factor-level, the reliability ranged from .73 to .87 and at the facet level, the reliability ranged from .57 to .77. Differences between genders are congruent with those found in the American sample. Women scored higher on N-Anx, and lower on ImpSS, and Act. A series of exploratory factor analyses supported the overall five-factor structure and the structure at the facet-level. The correlations among the scales support that the five basic factors of the AFFM are orthogonal. Targeted factor analyses and congruence coefficients show high cross-language replicability at the factor- and at the facet-level. The adequacy of the model at the factor- and facet-level was tested using confirmatory factor analyses. The results show that the French version of the ZKPQ is a reliable and valid instrument and has a high cross-language replicability.

Economic growth and inequality: the role of fiscal policies

This paper analyses the impact of different instruments of fiscal policy on economic growth as well as on income inequality, using an unbalanced panel of 43 upper-middle and high income countries for the period 1972-2006. We consider and estimate two individual equations explaining growth and inequality in order to assess the incidence of different fiscal policies. Firstly, our approach considers imposing orthogonal assumptions between growth and inequality in both equations, and secondly, it allows growth to be included in the inequality equation, and inequality to be included in the growth equation. The empirical results suggest that an increase in the size of government measured through current expenditures and direct taxes diminishes economic growth while reducing inequality, being public investment the only fiscal policy that may break this trade-off between efficiency and equity, since increases in this item reduces inequality without harming output. Therefore, the results reflect that the trade-off between efficiency and equity that governments often confront when designing their fiscal policies may be avoided.

Index theory for basic Dirac operators on Riemannian foliations

In this paper we prove a formula for the analytic index of a basic Dirac-type operator on a Riemannian foliation, solving a problem that has been open for many years. We also consider more general indices given by twisting the basic Dirac operator by a representation of the orthogonal group. The formula is a sum of integrals over blowups of the strata of the foliation and also involves eta invariants of associated elliptic operators. As a special case, a Gauss-Bonnet formula for the basic Euler characteristic is obtained using two independent proofs.

Inexperienced sonographers can successfully visualize and assess a three-dimensional image of the fetal face using a standardized ultrasound protocol

Introduction: A standardized three-dimensional ultrasonographic (3DUS) protocol is described that allows fetal face reconstruction. Ability to identify cleft lip with 3DUS using this protocol was assessed by operators with minimal 3DUS experience. Material and Methods: 260 stored volumes of fetal face were analyzed using a standardized protocol by operators with different levels of competence in 3DUS. The outcomes studied were: (1) the performance of post-processing 3D face volumes for the detection of facial clefts; (2) the ability of a resident with minimal 3DUS experience to reconstruct the acquired facial volumes, and (3) the time needed to reconstruct each plane to allow proper diagnosis of a cleft. Results: The three orthogonal planes of the fetal face (axial, sagittal and coronal) were adequately reconstructed with similar performance when acquired by a maternal-fetal medicine specialist or by residents with minimal experience (72 vs. 76%, p = 0.629). The learning curve for manipulation of 3DUS volumes of the fetal face corresponds to 30 cases and is independent of the operator's level of experience. Discussion: The learning curve for the standardized protocol we describe is short, even for inexperienced sonographers. This technique might decrease the length of anatomy ultrasounds and improve the ability to visualize fetal face anomalies.

Perfusion measurement in brain gliomas with intravoxel incoherent motion MRI.

BACKGROUND AND PURPOSE: Intravoxel incoherent motion MRI has been proposed as an alternative method to measure brain perfusion. Our aim was to evaluate the utility of intravoxel incoherent motion perfusion parameters (the perfusion fraction, the pseudodiffusion coefficient, and the flow-related parameter) to differentiate high- and low-grade brain gliomas. MATERIALS AND METHODS: The intravoxel incoherent motion perfusion parameters were assessed in 21 brain gliomas (16 high-grade, 5 low-grade). Images were acquired by using a Stejskal-Tanner diffusion pulse sequence, with 16 values of b (0-900 s/mm(2)) in 3 orthogonal directions on 3T systems equipped with 32 multichannel receiver head coils. The intravoxel incoherent motion perfusion parameters were derived by fitting the intravoxel incoherent motion biexponential model. Regions of interest were drawn in regions of maximum intravoxel incoherent motion perfusion fraction and contralateral control regions. Statistical significance was assessed by using the Student t test. In addition, regions of interest were drawn around all whole tumors and were evaluated with the help of histograms. RESULTS: In the regions of maximum perfusion fraction, perfusion fraction was significantly higher in the high-grade group (0.127 ± 0.031) than in the low-grade group (0.084 ± 0.016, P < .001) and in the contralateral control region (0.061 ± 0.011, P < .001). No statistically significant difference was observed for the pseudodiffusion coefficient. The perfusion fraction correlated moderately with dynamic susceptibility contrast relative CBV (r = 0.59). The histograms of the perfusion fraction showed a "heavy-tailed" distribution for high-grade but not low-grade gliomas. CONCLUSIONS: The intravoxel incoherent motion perfusion fraction is helpful for differentiating high- from low-grade brain gliomas.

The effect of a smoking ban introduction to environmental tobacco smoke exposure in Swiss hospitality workers : Abstracts of the 23rd Annual Conference of the International Society of Environmental Epidemiology (ISEE), September 13-16, 2011, Barcelona, Spain

Background and Aims: To protect the population from environmental tobacco smoke (ETS) Switzerland introduced a nationwide rather heterogeneous smoking ban in May 2010. The exposure situation of non-smoking hospitality workers before and after implementation of the new law is being assessed in a prospective cohort study. Methods: Exposure to ETS was measured using a novel method developed by the Institute for Work and Health in Lausanne. It is a passive sampler called MoNIC (Monitor of NICotine). The nicotine of the ETS is fixed onto a filter and transformed into salt of not volatile nicotine. Subsequently the number of passively smoked cigarettes is calculated. Badges were placed at the workplace as well as distributed to the participants for personal measuring. Additionally a salivary sample was taken to determine nicotine concentration. Results: At baseline Spearman's correlation between workplace and personal badge was 0.47. The average cigarette equivalents per day at the workplace obtained by badge significantly dropped from 5.1 (95%- CI: 2.4 to 7.9) at baseline to 0.3 (0.2 to 0.4) at first follow-up (n=29) three months later (p<0.001). For personal badges the number of passively smoked cigarettes declined from 1.5 (2.7 to 0.4) per day to 0.5 (0.3 to 0.8) (n=16).Salivary nicotine concentration in a subset of 13 participants who had worked on the day prior to the examination was 2.63 ng/ml before and 1.53 ng/ml after the ban (p=0.04). Spearman's correlation of salivary nicotine was 0.56 with workplace badge and 0.79 with personal badge concentrations. Conclusions: Workplace measurements clearly reflect the smoking regulation in a venue. The MoNIC badge proves to be a sensitive measuring device to determine personal ETS exposure and it is a demonstrative measure for communication with lay audiences and study participants as the number of passively smoked cigarettes is an easily conceivable result.

Statistical treatment of grain-size curves and empirical distributions: densities as compositions?

The preceding two editions of CoDaWork included talks on the possible considerationof densities as infinite compositions: Egozcue and D´ıaz-Barrero (2003) extended theEuclidean structure of the simplex to a Hilbert space structure of the set of densitieswithin a bounded interval, and van den Boogaart (2005) generalized this to the setof densities bounded by an arbitrary reference density. From the many variations ofthe Hilbert structures available, we work with three cases. For bounded variables, abasis derived from Legendre polynomials is used. For variables with a lower bound, westandardize them with respect to an exponential distribution and express their densitiesas coordinates in a basis derived from Laguerre polynomials. Finally, for unboundedvariables, a normal distribution is used as reference, and coordinates are obtained withrespect to a Hermite-polynomials-based basis.To get the coordinates, several approaches can be considered. A numerical accuracyproblem occurs if one estimates the coordinates directly by using discretized scalarproducts. Thus we propose to use a weighted linear regression approach, where all k-order polynomials are used as predictand variables and weights are proportional to thereference density. Finally, for the case of 2-order Hermite polinomials (normal reference)and 1-order Laguerre polinomials (exponential), one can also derive the coordinatesfrom their relationships to the classical mean and variance.Apart of these theoretical issues, this contribution focuses on the application of thistheory to two main problems in sedimentary geology: the comparison of several grainsize distributions, and the comparison among different rocks of the empirical distribution of a property measured on a batch of individual grains from the same rock orsediment, like their composition

CoDa-dendrogram: A new exploratory too

The use of orthonormal coordinates in the simplex and, particularly, balance coordinates, has suggested the use of a dendrogram for the exploratory analysis of compositional data. The dendrogram is based on a sequential binary partition of a compositional vector into groups of parts. At each step of a partition, one group of parts isdivided into two new groups, and a balancing axis in the simplex between both groupsis defined. The set of balancing axes constitutes an orthonormal basis, and the projections of the sample on them are orthogonal coordinates. They can be represented in adendrogram-like graph showing: (a) the way of grouping parts of the compositional vector; (b) the explanatory role of each subcomposition generated in the partition process;(c) the decomposition of the total variance into balance components associated witheach binary partition; (d) a box-plot of each balance. This representation is useful tohelp the interpretation of balance coordinates; to identify which are the most explanatory coordinates; and to describe the whole sample in a single diagram independentlyof the number of parts of the sample