Factor Analysis of a Large DSGE Model

We study the workings of the factor analysis of high-dimensional data using artificial series generated from a large, multi-sector dynamic stochastic general equilibrium (DSGE) model. The objective is to use the DSGE model as a laboratory that allow us to shed some light on the practical benefits and limitations of using factor analysis techniques on economic data. We explain in what sense the artificial data can be thought of having a factor structure, study the theoretical and finite sample properties of the principal components estimates of the factor space, investigate the substantive reason(s) for the good performance of di¤usion index forecasts, and assess the quality of the factor analysis of highly dissagregated data. In all our exercises, we explain the precise relationship between the factors and the basic macroeconomic shocks postulated by the model.

Robust Factor Analysis for Compositional Data

Factor analysis as frequent technique for multivariate data inspection is widely used also for compositional data analysis. The usual way is to use a centered logratio (clr) transformation to obtain the random vector y of dimension D. The factor model is then y = Λf + e (1) with the factors f of dimension k < D, the error term e, and the loadings matrix Λ. Using the usual model assumptions (see, e.g., Basilevsky, 1994), the factor analysis model (1) can be written as Cov(y) = ΛΛT + ψ (2) where ψ = Cov(e) has a diagonal form. The diagonal elements of ψ as well as the loadings matrix Λ are estimated from an estimation of Cov(y). Given observed clr transformed data Y as realizations of the random vector y. Outliers or deviations from the idealized model assumptions of factor analysis can severely effect the parameter estimation. As a way out, robust estimation of the covariance matrix of Y will lead to robust estimates of Λ and ψ in (2), see Pison et al. (2003). Well known robust covariance estimators with good statistical properties, like the MCD or the S-estimators (see, e.g. Maronna et al., 2006), rely on a full-rank data matrix Y which is not the case for clr transformed data (see, e.g., Aitchison, 1986). The isometric logratio (ilr) transformation (Egozcue et al., 2003) solves this singularity problem. The data matrix Y is transformed to a matrix Z by using an orthonormal basis of lower dimension. Using the ilr transformed data, a robust covariance matrix C(Z) can be estimated. The result can be back-transformed to the clr space by C(Y ) = V C(Z)V T where the matrix V with orthonormal columns comes from the relation between the clr and the ilr transformation. Now the parameters in the model (2) can be estimated (Basilevsky, 1994) and the results have a direct interpretation since the links to the original variables are still preserved. The above procedure will be applied to data from geochemistry. Our special interest is on comparing the results with those of Reimann et al. (2002) for the Kola project data

Exploratory factor analysis in validation studies : Uses and recommendations

Resumen tomado de la publicaci??n

A survey of human motion analysis using depth imagery

Analysis of human behaviour through visual information has been a highly active research topic in the computer vision community. This was previously achieved via images from a conventional camera, but recently depth sensors have made a new type of data available. This survey starts by explaining the advantages of depth imagery, then describes the new sensors that are available to obtain it. In particular, the Microsoft Kinect has made high-resolution real-time depth cheaply available. The main published research on the use of depth imagery for analysing human activity is reviewed. Much of the existing work focuses on body part detection and pose estimation. A growing research area addresses the recognition of human actions. The publicly available datasets that include depth imagery are listed, as are the software libraries that can acquire it from a sensor. This survey concludes by summarising the current state of work on this topic, and pointing out promising future research directions.

Exploratory factor analysis of the Brazilian OHIP for edentulous subjects

P>The use of seven domains for the Oral Health Impact Profile (OHIP)-EDENT was not supported for its Brazilian version, making data interpretation in clinical settings difficult. Thus, the aim of this study was to assess patients` responses for the translated OHIP-EDENT in a group of edentulous subjects and to develop factor scales for application in future studies. Data from 103 conventional and implant-retained complete denture wearers (36 men, mean age of 69 center dot 1 +/- 10 center dot 3 years) were assessed using the Brazilian version of the OHIP-EDENT. Oral health-related quality of life domains were identified by factor analysis using principal component analysis as the extraction method, followed by varimax rotation. Factor analysis identified four factors that accounted for 63% of the 19 items total variance, named masticatory discomfort and disability (four items), psychological discomfort and disability (five items), social disability (five items) and oral pain and discomfort (five items). Four factors/domains of the Brazilian OHIP-EDENT version represent patient-important aspects of oral health-related quality of life.

Active and exo-site inhibition of human factor Xa: Structure of des-Gla factor Xa inhibited by NAP5, a potent nematode anticoagulant protein from Ancylostoma caninum

Hookworms are hematophagous nematodes capable of growth, development and subsistence in living host systems such as humans and other mammals. Approximately one billion, or one in six, people worldwide are infected by hookworms causing gastrointestinal blood loss and iron deficiency anemia. The hematophagous hookworm Ancylostoma caninum produces a family of small, disulfide-linked protein anticoagulants (75-84 amino acid residues). One of these nematode anticoagulant proteins, NAP5, inhibits the amidolytic activity of factor Xa (fXa) with K-i = 43 pM, and is the most potent natural fXa inhibitor identified thus far. The crystal structure of NAP5 bound at the active site of gamma-carboxyglutamic acid domainless factor Xa (des-fXa) has been determined at 3.1 angstrom resolution, which indicates that Asp189 (fXa, S1 subsite) binds to Arg40 (NAP5, P1 site) in a mode similar to that of the BPTI/trypsin interaction. However, the hydroxyl group of Ser39 of NAP5 additionally forms a hydrogen bond (2.5 angstrom) with His57 NE2 of the catalytic triad, replacing the hydrogen bond of Ser195 OG to the latter in the native structure, resulting in an interaction that has not been observed before. Furthermore, the C-terminal extension of NAP5 surprisingly interacts with the fXa exosite of a symmetry-equivalent molecule forming a short intermolecular beta-strand as observed in the structure of the NAPc2/fXa complex. This indicates that NAP5 can bind to fXa at the active site, or the exosite, and to fX at the exosite. However, unlike NAPc2, NAP5 does not inhibit fVIIa of the fVIIa/TF complex. (c) 2007 Elsevier Ltd. All rights reserved.

Relationship between diet and anticoagulant response to warfarin - A factor analysis

Background Diet composition is one of the factors that may contribute to intraindividual variability in the anticoagulant response to warfarin. Aim of the study To determine the associations between food pattern and anticoagulant response to warfarin in a group of Brazilian patients with vascular disease. Methods Recent and usual food intakes were assessed in 115 patients receiving warfarin; and corresponding plasma phylloquinone (vitamin K-1), serum triglyceride concentrations, prothrombin time (PT), and International Normalized Ratio (INR) were determined. A factor analysis was used to examine the association of specific foods and biochemical variables with anticoagulant data. Results Mean age was 59 +/- 15 years. Inadequate anticoagulation, defined as values of INR 2 or 3, was found in 48% of the patients. Soybean oil and kidney beans were the primary food sources of phylloquinone intake. Factor analysis yielded four separate factors, explaining 56.4% of the total variance in the data set. The factor analysis revealed that intakes of kidney beans and soybean oil, 24-h recall of phylloquinone intake, PT and INR loaded significantly on factor 1. Triglycerides, PT, INR, plasma phylloquinone, and duration of anticoagulation therapy loaded on factor 3. Conclusion Fluctuations in phylloquinone intake, particularly from kidney beans, and plasma phylloquinone concentrations were associated with variation in measures of anticoagulation (PT and INR) in a Brazilian group of patients with vascular disease.

Formación y capacitación en materia de asentamientos humanos: análisis de la situación actual y propuestas para un programa de acción regional = Training in the field of human settlements: analysis of the present situation and proposals for a regional programme of action

Incluye Bibliografía

Metabolic profiling by ultra-performance liquid chromatography-mass spectrometry and parallel factor analysis for the determination of disease biomarkers in Eucalyptus

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Confirmatory factor analysis of different versions of the Body Shape Questionnaire applied to Brazilian university students

This study aimed at evaluating the validity, reliability, and factorial invariance of the complete (34-item) and shortened (8-item and 16-item) versions of the Body Shape Questionnaire (BSQ) when applied to Brazilian university students. A total of 739 female students with a mean age of 20.44 (standard deviation = 2.45) years participated. Confirmatory factor analysis was conducted to verify the degree to which the one-factor structure satisfies the proposal for the BSQ's expected structure. Two items of the 34-item version were excluded because they had factor weights (lambda)< 40. All models had adequate convergent validity (average variance extracted =.43-.58; composite reliability=.85-.97) and internal consistency (alpha =.85-.97). The 8-item B version was considered the best shortened BSQ version (Akaike information criterion = 84.07, Bayes information criterion = 157.75, Browne-Cudeck criterion= 84.46), with strong invariance for independent samples (Delta chi(2)lambda(7)= 5.06, Delta chi(2)Cov(8)= 5.11, Delta chi(2)Res(16) = 19.30). (C) 2014 Elsevier Ltd. All rights reserved.

Production of human factor VIII-FL in 293T cells using the bicistronic MGMT(P140K)-retroviral vector

Hemophilia A is the most common X-linked bleeding disorder; it is caused by deficiency of coagulation factor VIII (FVIII). Replacement therapy with rFVIII produced from human cell line is a major goal for treating hemophilia patients. We prepared a full-length recombinant FVIII (FVIII-FL), using the pMFG-P140K retroviral vector. The IRES DNA fragment was cloned upstream to the P140K gene, providing a 9.34-kb bicistronic vector. FVIII-FL cDNA was then cloned upstream to IRES, resulting in a 16.6-kb construct. In parallel, an eGFP control vector was generated, resulting in a 10.1-kb construct. The 293T cells were transfected with these constructs, generating the 293T-FVIII-FL/P140K and 293T-eGFP/P140K cell lines. In 293T-FVIII-FL/P140K cells, FVIII and P140K mRNAs levels were 4,410 (+/- 931.7)- and 295,400 (+/- 75,769)-fold higher than in virgin cells. In 293T-eGFP/P140K cells, the eGFP and P140K mRNAs levels were 1,501,000 (+/- 493,700)- and 308,000 (+/- 139,300)-fold higher than in virgin cells. The amount of FVIII-FL was 0.2 IU/mL and 45 ng/mL FVIII cells or 4.4 IU/mu g protein. These data demonstrate the efficacy of the bicistronic retroviral vector expressing FVIII-FL and MGMT(P140K), showing that it could be used for producing the FVIII-FL protein in a human cell line.

Risk Factor Analysis of Late Survival After Heart Transplantation According to Donor Profile: A Multi-Institutional Retrospective Study of 512 Transplants

Introduction. Patients with terminal heart failure have increased more than the available organs leading to a high mortality rate on the waiting list. Use of Marginal and expanded criteria donors has increased due to the heart shortage. Objective. We analyzed all heart transplantations (HTx) in Sao Paulo state over 8 years for donor profile and recipient risk factors. Method. This multi-institutional review collected HTx data from all institutions in the state of Sao Paulo, Brazil. From 2002 to 2008 (6 years), only 512 (28.8%) of 1777 available heart donors were accepted for transplantation. All medical records were analyzed retrospectively; none of the used donors was excluded, even those considered to be nonstandard. Results. The hospital mortality rate was 27.9% (n = 143) and the average follow-up time was 29.4 +/- 28.4 months. The survival rate was 55.5% (n = 285) at 6 years after HTx. Univariate analysis showed the following factors to impact survival: age (P = .0004), arterial hypertension (P = .4620), norepinephrine (P = .0450), cardiac arrest (P = .8500), diabetes mellitus (P = .5120), infection (P = .1470), CKMB (creatine kinase MB) (P = .8694), creatinine (P = .7225), and Na+ (P = .3273). On multivariate analysis, only age showed significance; logistic regression showed a significant cut-off at 40 years: organs from donors older than 40 years showed a lower late survival rates (P = .0032). Conclusions. Donor age older than 40 years represents an important risk factor for survival after HTx. Neither donor gender nor norepinephrine use negatively affected early survival.