The asymptotic distribution of canonical correlations and vectors in higher-order cointegrated models

The study of the large-sample distribution of the canonical correlations and variates in cointegrated models is extended from the first-order autoregression model to autoregression of any (finite) order. The cointegrated process considered here is nonstationary in some dimensions and stationary in some other directions, but the first difference (the “error-correction form”) is stationary. The asymptotic distribution of the canonical correlations between the first differences and the predictor variables as well as the corresponding canonical variables is obtained under the assumption that the process is Gaussian. The method of analysis is similar to that used for the first-order process.

Mean-value identities as an opportunity for Monte Carlo error reduction

In the Monte Carlo simulation of both lattice field theories and of models of statistical mechanics, identities verified by exact mean values, such as Schwinger-Dyson equations, Guerra relations, Callen identities, etc., provide well-known and sensitive tests of thermalization bias as well as checks of pseudo-random-number generators. We point out that they can be further exploited as control variates to reduce statistical errors. The strategy is general, very simple, and almost costless in CPU time. The method is demonstrated in the twodimensional Ising model at criticality, where the CPU gain factor lies between 2 and 4.

Fault development and interaction in distributed strike-slip shear zones: an experimental approach

Analogue model experiments using both brittle and viscous materials were performed to investigate the development and interaction of strike-slip faults in zones of distributed shear deformation. At low strain, bulk dextral shear deformation of an initial rectangular model is dominantly accommodated by left-stepping, en echelon strike-slip faults (Riedel shears, R) that form in response to the regional (bulk) stress field. Push-up zones form in the area of interaction between adjacent left-stepping Riedel shears. In cross sections, faults bounding push-up zones have an arcuate shape or merge at depth. Adjacent left-stepping R shears merge by sideways propagation or link by short synthetic shears that strike subparallel to the bulk shear direction. Coalescence of en echelon R shears results in major, through-going faults zones (master faults). Several parallel master faults develop due to the distributed nature of deformation. Spacing between master faults is related to the thickness of the brittle layers overlying the basal viscous layer. Master faults control to a large extent the subsequent fault pattern. With increasing strain, relatively short antithetic and synthetic faults develop mostly between old, but still active master faults. The orientation and evolution of the new faults indicate local modifications of the stress field. In experiments lacking lateral borders, closely spaced parallel antithetic faults (cross faults) define blocks that undergo clockwise rotation about a vertical axis with continuing deformation. Fault development and fault interaction at different stages of shear strain in our models show similarities with natural examples that have undergone distributed shear.

Locating a strand of the Seattle Fault Zone in southeast Seattle, Washington through topographic analysis, borehole analysis and ground penetrating radar

Contributing to the evaluation of seismic hazards, a previously unmapped strand of the Seattle Fault Zone (SFZ), cutting across the southwest side of Lake Washington and southeast Seattle, is located and characterized on the basis of bathymetry, borehole logs, and ground penetrating radar (GPR). Previous geologic mapping and geophysical analysis of the Seattle area have generally mapped the locations of some strands of the SFZ, though a complete and accurate understanding of locations of all individual strands of the fault system is still incomplete. A bathymetric scarp-like feature and co-linear aeromagnetic anomaly lineament defined the extent of the study area. A 2-dimensional lithology cross-section was constructed using six boreholes, chosen from suitable boreholes in the study area. In addition, two GPR transects, oblique to the proposed fault trend, served to identify physical differences in subsurface materials. The proposed fault trace follows the previously mapped contact between the Oligocene Blakeley Formation and Quaternary deposits, and topographic changes in slope. GPR profiles in Seward Park and across the proposed fault location show the contact between the Blakeley Formation and unconsolidated glacial deposits, but it does not constrain an offset. However, north-dipping beds in the Blakely Formation are consistent with previous interpretations of P-wave seismic profiles on Mercer Island and Bellevue, Washington. The profiles show the mapped location of the aeromagnetic lineament in Lake Washington and the inferred location of the steeply-dipping, high-amplitude bedrock reflector, representing a fault strand. This north-dipping reflector is likely the same feature identified in my analysis. I characterize the strand as a splay fault, antithetic to the frontal fault of the SFZ. This new fault may pose a geologic hazard to the region.

Personality disorders and adult attachment dimensions in a mixed psychiatric sample: A multivariate study

The associations between personality disorders and adult attachment dimensions were assessed in a sample of 487 consecutively admitted psychiatric subjects. Canonical correlation analysis showed that two sets of moderately correlated canonical variates explained the correlations between personality disorders and adult attachment patterns. The first and second attachment variates closely resembled the avoidance and anxiety attachment dimensions, respectively. The first personality disorder variate was mainly characterized by avoidant, depressive, paranoid, and schizotypal personality disorders, whereas dependent, histrionic, and borderline personality disorders loaded on the second canonical variate. However, these linear combinations of personality disorders were different from those obtained from principal component analysis. The results extend previous studies linking personality disorders and attachment patterns and suggest the importance of focusing on specific constellations of symptoms associated with dimensions of insecurity.

Nonstationary brand variables in category management: A cointegration perspective

Category-management models serve to assist in the development of plans for pricing and promotions of individual brands. Techniques to solve the models can have problems of accuracy and interpretability because they are susceptible to spurious regression problems due to nonstationary time-series data. Improperly stated nonstationary systems can reduce the accuracy of the forecasts and undermine the interpretation of the results. This is problematic because recent studies indicate that sales are often a nonstationary time-series. Newly developed correction techniques can account for nonstationarity by incorporating error-correction terms into the model when using a Bayesian Vector Error-Correction Model. The benefit of using such a technique is that shocks to control variates can be separated into permanent and temporary effects and allow cointegration of series for analysis purposes. Analysis of a brand data set indicates that this is important even at the brand level. Thus, additional information is generated that allows a decision maker to examine controllable variables in terms of whether they influence sales over a short or long duration. Only products that are nonstationary in sales volume can be manipulated for long-term profit gain, and promotions must be cointegrated with brand sales volume. The brand data set is used to explore the capabilities and interpretation of cointegration.

Improved algorithms for rare event simulation with heavy tails

The estimation of P(S-n > u) by simulation, where S, is the sum of independent. identically distributed random varibles Y-1,..., Y-n, is of importance in many applications. We propose two simulation estimators based upon the identity P(S-n > u) = nP(S, > u, M-n = Y-n), where M-n = max(Y-1,..., Y-n). One estimator uses importance sampling (for Y-n only), and the other uses conditional Monte Carlo conditioning upon Y1,..., Yn-1. Properties of the relative error of the estimators are derived and a numerical study given in terms of the M/G/1 queue in which n is replaced by an independent geometric random variable N. The conclusion is that the new estimators compare extremely favorably with previous ones. In particular, the conditional Monte Carlo estimator is the first heavy-tailed example of an estimator with bounded relative error. Further improvements are obtained in the random-N case, by incorporating control variates and stratification techniques into the new estimation procedures.

The relation of sports participation to academic performance of high school students

Over the past one hundred years, interscholastic athletic programs have evolved to a place of prominence in both public and private education across America. The National Federation of State High School Associations (NFHS) estimates that approximately 3.96 million males and 2.80 million females participated in organized high school athletic programs during the 2001–2002 school year at over 17 thousand public and private high schools. The popularity of interscholastic athletic programs has resulted in continuous investigations of the relationship between high school athletic programs and academic performance. ^ The present study extends earlier investigations by examining the relation of athletic participation to several indicators of academic performance for senior high school students. This research examined: (a) average daily attendance of varsity athletes and non-athletes; (b) final cumulative grade point average; and (c) test scores on the tenth grade Florida Comprehensive Assessment Test (FLAT) in both reading and in mathematics. ^ Data were collected on 2081 randomly selected male and female high school students identified as athletes or non-athletes at ten public senior high schools in the Miami-Dade County Public Schools district. The results of the overall analyses showed a positive and significant relationship between athletic participation and educational performance. On average, athletes were absent fewer days from school per year than non-athletes and athletes earned a significantly higher cumulative grade point average than their non-athlete peers. A significant statistical difference was also found in the tenth grade FCAT test scores in both reading and mathematics for athletes and non-athletes when eighth grade FCAT test scores in reading and mathematics were used as co-variates. Athletes earned significantly higher Grade 10 FCAT test scores in both reading and mathematics than non-athletes. ^ Although cause and effect cannot be inferred from this study, the findings do indicate the potentially beneficial value of athletic programs in public secondary education. The study concluded that Florida high school graduation requirements might seriously consider the role of interscholastic athletic programs as a valid and essential extra-curricular activity. ^

The relationship of spirituality and the health promoting behaviors of diet and exercise of African -American women

Public health data show that African-Americans have not adopted health-promoting behaviors of diet and exercise. Spirituality, important in the lives of many African-American women, may be associated with health-promoting behaviors. This study was designed to determine how spirituality relates to health-promoting behaviors in African-American women. Burkhardt's theoretical framework for spirituality was adopted and measures were selected for the three elements of the framework: connectedness with self, others, and environment. ^ The study used a descriptive cross sectional correlational design to investigate the relationships of the independent variables of spirituality, sociodemographics, and BMI, to the dependent variables of diet and exercise, to answer the two primary questions: What is the role of spirituality in impacting the health-promoting behaviors of African-American women? Of the independent variables of spirituality, sociodemographics, and BMI, which are the best predictors of diet and exercise? ^ Central and South Floridian African-American women (n = 260) between 18 and 82 years of age completed several questionnaires: Rosenberg's Self-Esteem Scale, Health Promoting Lifestyle Profile II, Spiritual Perspective Scale, Brief Block Food Frequency, and socio-demographic information. ^ Hierarchical regression identified 40% of the variability of diet to be explained by socio-demographic (education) and spirituality variables (stress management and health responsibility) (p < .001). Twenty-nine percent of the variability of exercise was explained by socio-demographic (education) and spirituality variables (stress management) (p < .001). Canonical correlation analysis identified a significant pair of canonical variates which indicated individuals with good nutrition (.95), increased physical activity (.79), and healthy eating (.42) also had better stress management (.88), better health responsibility (.67), higher spiritual growth (.66), better interpersonal relations (.50), more education (.49), and higher self-esteem (.33). The set explained 57% of the variability (p < .001). ^ An understanding of the factors that influence these women's decision to utilize health-promoting strategies could provide health professionals with additional information to enable them to design culturally and spiritually related health messages for African-American women. The findings of this present study speak of the importance of focusing on stress management, health responsibility, spiritual growth, interpersonal relations and self-esteem along with diet and exercise; this will likely provide improvement in the health-promoting behaviors of African-American women. ^

New morpho-bathymetric and tectono-stratigraphic data on Naples and Salerno gulfs (southern tyrrhenian sea, Italy) derived from bathymetric and seismic data analysis and integrated geological interpretation

New morpho-bathymetric and tectono-stratigraphic data on Naples and Salerno Gulfs, derived from bathymetric and seismic data analysis and integrated geologic interpretation are here presented. The CUBE(Combined Uncertainty Bathymetric Estimator) method has been applied to complex morphologies, such as the Capri continental slope and the related geological structures occurring in the Salerno Gulf.The bathymetric data analysis has been carried out for marine geological maps of the whole Campania continental margin at scales ranging from 1:25.000 to 1:10.000, including focused examples in Naples and Salerno Gulfs, Naples harbour, Capri and Ischia Islands and Salerno Valley. Seismic data analysis has allowed for the correlation of main morpho-structural lineaments recognized at a regional scale through multichannel profiles with morphological features cropping out at the sea bottom, evident from bathymetry.Main fault systems in the area have been represented on a tectonic sketch map, including the master fault located northwards to the Salerno Valley half graben. Some normal faults parallel to the master fault have been interpreted from the slope map derived from bathymetric data. A complex system of antithetic faults bound two morpho-structural highs located 20km to the south of the Capri Island. Some hints of compressional reactivation of normal faults in an extensional setting involving the whole Campania continental margin have been shown from seismic interpretation.

The natural plant stress elicitor cis-jasmone causes cultivar-dependent reduction in growth of the stink bug, Euschistus heros and associated changes in flavonoid concentrations in soybean, Glycine max.

To test the hypothesis that the plant stress related elicitor cis-jasmone (cJ) provides protection in soybean pods against the seed-sucking stink bug pest, Euschistus heros, the growth of E. heros on cJ-treated pods was investigated using three soybean cultivars differing in insect susceptibility, i.e. BRS 134 (susceptible), IAC 100 (resistant) and Dowling (resistant). E. heros showed reduced weight gain when fed cJ-treated Dowling, whereas no effect on weight gain was observed when fed other treated cultivars. Using analysis of variance, a three factor (cultivar x treatment x time) interaction was observed with concentrations of the flavonoid glycosides daidzin and genistin, and their corresponding aglycones, daidzein and genistein. There were increases in genistein and genistin concentrations in cJ-treated Dowling at 144 and 120 h post treatment, respectively. Higher concentrations of malonyldaidzin and malonylgenistin in Dowling, compared to BRS 134 and IAC 100, were observed independently of time, the highest concentrations being observed in cJ-treated seeds. Levels of glycitin and malonylglycitin were higher in BRS 134 and IAC 100 compared to Dowling. Canonical variate analysis indicated daidzein (in the first two canonical variates) and genistein (in the first only) as important discriminatory variables. These results suggest that cJ treatment leads to an increase in the levels of potentially defensive isoflavonoids in immature soybean seeds, but the negative effect upon E. heros performance is cultivar-dependent.