GLS Detrending, Efficient Unit Root Tests and Structural Change

We extend the class of M-tests for a unit root analyzed by Perron and Ng (1996) and Ng and Perron (1997) to the case where a change in the trend function is allowed to occur at an unknown time. These tests M(GLS) adopt the GLS detrending approach of Dufour and King (1991) and Elliott, Rothenberg and Stock (1996) (ERS). Following Perron (1989), we consider two models : one allowing for a change in slope and the other for both a change in intercept and slope. We derive the asymptotic distribution of the tests as well as that of the feasible point optimal tests PT(GLS) suggested by ERS. The asymptotic critical values of the tests are tabulated. Also, we compute the non-centrality parameter used for the local GLS detrending that permits the tests to have 50% asymptotic power at that value. We show that the M(GLS) and PT(GLS) tests have an asymptotic power function close to the power envelope. An extensive simulation study analyzes the size and power in finite samples under various methods to select the truncation lag for the autoregressive spectral density estimator. An empirical application is also provided.

Interactions sociales et réseaux sociaux en économique : modélisation et estimation

Cette thèse comporte trois essais sur les interactions sociales en sciences économiques. Ces essais s’intéressent à la fois au côté théeorique qu’empirique des interactions sociales. Le premier essai (chapitre 2) se concentre sur l’étude (théorique et empirique) de la formation de réseaux sociaux au sein de petites économies lorsque les individus ont des préférences homophilique et une contrainte de temps. Le deuxième essai (chapitre 3) se concentre sur l’étude (principalement empirique) de la formation de réseau sociaux au sein de larges économies où les comportement d’individus très distants sont aproximativement indépendants. Le dernier essai (chapitre 4) est une étude empirique des effets de pairs en éducation au sein des écoles secondaires du Québec. La méthode structurelle utilisée permet l’identification et l’estimation de l’effet de pairs endogène et des effets de pairs exogènes, tout en contrôlant pour la présence de chocs communs.

Limited sampling strategies for estimation of cyclosporine exposure in pediatric hematopoietic stem cell transplant recipients : methodological improvement and introduction of sampling time deviation analysis.

Le suivi thérapeutique est recommandé pour l’ajustement de la dose des agents immunosuppresseurs. La pertinence de l’utilisation de la surface sous la courbe (SSC) comme biomarqueur dans l’exercice du suivi thérapeutique de la cyclosporine (CsA) dans la transplantation des cellules souches hématopoïétiques est soutenue par un nombre croissant d’études. Cependant, pour des raisons intrinsèques à la méthode de calcul de la SSC, son utilisation en milieu clinique n’est pas pratique. Les stratégies d’échantillonnage limitées, basées sur des approches de régression (R-LSS) ou des approches Bayésiennes (B-LSS), représentent des alternatives pratiques pour une estimation satisfaisante de la SSC. Cependant, pour une application efficace de ces méthodologies, leur conception doit accommoder la réalité clinique, notamment en requérant un nombre minimal de concentrations échelonnées sur une courte durée d’échantillonnage. De plus, une attention particulière devrait être accordée à assurer leur développement et validation adéquates. Il est aussi important de mentionner que l’irrégularité dans le temps de la collecte des échantillons sanguins peut avoir un impact non-négligeable sur la performance prédictive des R-LSS. Or, à ce jour, cet impact n’a fait l’objet d’aucune étude. Cette thèse de doctorat se penche sur ces problématiques afin de permettre une estimation précise et pratique de la SSC. Ces études ont été effectuées dans le cadre de l’utilisation de la CsA chez des patients pédiatriques ayant subi une greffe de cellules souches hématopoïétiques. D’abord, des approches de régression multiple ainsi que d’analyse pharmacocinétique de population (Pop-PK) ont été utilisées de façon constructive afin de développer et de valider adéquatement des LSS. Ensuite, plusieurs modèles Pop-PK ont été évalués, tout en gardant à l’esprit leur utilisation prévue dans le contexte de l’estimation de la SSC. Aussi, la performance des B-LSS ciblant différentes versions de SSC a également été étudiée. Enfin, l’impact des écarts entre les temps d’échantillonnage sanguins réels et les temps nominaux planifiés, sur la performance de prédiction des R-LSS a été quantifié en utilisant une approche de simulation qui considère des scénarios diversifiés et réalistes représentant des erreurs potentielles dans la cédule des échantillons sanguins. Ainsi, cette étude a d’abord conduit au développement de R-LSS et B-LSS ayant une performance clinique satisfaisante, et qui sont pratiques puisqu’elles impliquent 4 points d’échantillonnage ou moins obtenus dans les 4 heures post-dose. Une fois l’analyse Pop-PK effectuée, un modèle structural à deux compartiments avec un temps de délai a été retenu. Cependant, le modèle final - notamment avec covariables - n’a pas amélioré la performance des B-LSS comparativement aux modèles structuraux (sans covariables). En outre, nous avons démontré que les B-LSS exhibent une meilleure performance pour la SSC dérivée des concentrations simulées qui excluent les erreurs résiduelles, que nous avons nommée « underlying AUC », comparée à la SSC observée qui est directement calculée à partir des concentrations mesurées. Enfin, nos résultats ont prouvé que l’irrégularité des temps de la collecte des échantillons sanguins a un impact important sur la performance prédictive des R-LSS; cet impact est en fonction du nombre des échantillons requis, mais encore davantage en fonction de la durée du processus d’échantillonnage impliqué. Nous avons aussi mis en évidence que les erreurs d’échantillonnage commises aux moments où la concentration change rapidement sont celles qui affectent le plus le pouvoir prédictif des R-LSS. Plus intéressant, nous avons mis en exergue que même si différentes R-LSS peuvent avoir des performances similaires lorsque basées sur des temps nominaux, leurs tolérances aux erreurs des temps d’échantillonnage peuvent largement différer. En fait, une considération adéquate de l'impact de ces erreurs peut conduire à une sélection et une utilisation plus fiables des R-LSS. Par une investigation approfondie de différents aspects sous-jacents aux stratégies d’échantillonnages limités, cette thèse a pu fournir des améliorations méthodologiques notables, et proposer de nouvelles voies pour assurer leur utilisation de façon fiable et informée, tout en favorisant leur adéquation à la pratique clinique.

Investigations on Structural response of Water Backed Perforated plates

The study envisaged herein contains the numerical investigations on Perforated Plate (PP) as well as numerical and experimental investigations on Perforated Plate with Lining (PPL) which has a variety of applications in underwater engineering especially related to defence applications. Finite element method has been adopted as the tool for analysis of PP and PPL. The commercial software ANSYS has been used for static and free vibration response evaluation, whereas ANSYS LS-DYNA has been used for shock analysis. SHELL63, SHELL93, SOLID45, SOLSH190, BEAM188 and FLUID30 finite elements available in the ANSYS library as well as SHELL193 and SOLID194 available in the ANSYS LS-DYNA library have been made use of. Unit cell of the PP and PPL which is a miniature of the original plate with 16 perforations have been used. Based upon the convergence characteristics, the utility of SHELL63 element for the analysis of PP and PPL, and the required mesh density are brought out. The effect of perforation, geometry and orientation of perforation, boundary conditions and lining plate are investigated for various configurations. Stress concentration and deflection factor are also studied. Based on these investigations, stadium geometry perforation with horizontal orientation is recommended for further analysis.Linear and nonlinear static analysis of PP and PPL subjected to unit normal pressure has been carried out besides the free vibration analysis. Shock analysis has also been carried out on these structural components. The analytical model measures 0.9m x 0.9m with stiffener of 0.3m interval. The influence of finite element, boundary conditions, and lining plate on linear static response has been estimated and presented. Comparison of behavior of PP and PPL in the nonlinear strain regime has been made using geometric nonlinear analysis. Free vibration analysis of the PP and PPL has been carried out ‘in vacuum’ condition and in water backed condition, and the influence of water backed condition and effect of perforation on natural frequency have been investigated.Based upon the studies on the vibration characteristics of NPP, PP and PPL in water backed condition and ‘in vacuum’ condition, the reduction in the natural frequency of the plate in immersed condition has been rightly brought out. The necessity to introduce the effect of water medium in the analysis of water backed underwater structure has been highlighted.Shock analysis of PP and PPL for three explosives viz., PEK, TNT and C4 has been carried out and deflection and stresses on plate as well as free field pressure have been estimated using ANSYS LS-DYNA. The effect of perforations and the effect of lining plate have been predicted. Experimental investigations of the measurement of free field pressure using PPL have been conducted in a shock tank. Free field pressure has been measured and has been validated with finite element analysis results. Besides, an experiment has been carried out on PPL, for the comparison of the static deflection predicted by finite element analysis.The distribution of the free field pressure and the estimation of differential pressure from experimentation and the provision for treating the differential pressure as the resistance, as a part of the design load for PPL, has been brought out.

Studies on the structural, electrical and magnetic properties of composites based on spinel ferrites

This thesis mainly deals with the preparation and studies on magnetic composites based on spinel ferrites prepared both chemically and mechanically. Rubber ferrite composites (RFC) are chosen because of their mouldability and flexibility and the ease with which the dielectric and magnetic properties can be manipulated to make them as useful devices. Natural rubber is chosen as the Matrix because of its local availability and possible value addition. Moreover, NR represents a typical unsaturated nonpolar matrix. The work can be thought of as two parts. Part l concentrates on the preparation and characterization of nanocomposites based on y-Fe203. Part 2 deals with the preparation and characterization of RFCs containing Nickel zinc ferrit In the present study magnetic nanocomposites have been prepared by ionexchange method and the preparation conditions have been optimized. The insitu incorporation of the magnetic component is carried out chemically. This method is selected as it is the easiest and simplest method for preparation of nanocomposite. Nanocomposite samples thus prepared were studied using VSM, Mossbauer spectroscopy, Iron content estimation, and ESR spectroscopy. For the preparation of RFCs, the filler material namely nickel zinc ferrite having the general formula Ni)_xZnxFez04, where x varies from 0 to 1 in steps of 0.2 have been prepared by the conventional ceramic techniques. The system of Nil_xZn"Fe204 is chosen because of their excellent high frequency characteristics. After characterization they are incorporated into the polymer matrix of natural rubber by mechanical method. The incorporation is done according to a specific recipe and for various Loadings of magnetic fillers and also for all compositions. The cure characteristics, magnetic properties and dielectric properties of these composites are evaluated. The ac electrical conductivity of both ceramic nickel zinc ferrites and rubber ferrite composites are also calculated using a simple relation. The results are correlated.

Mono- and binuclear transition metal complexes of n(4)-substituted thiosel\licarbazones derived frol\i salicylaldehyde and 2-hydroxyacetophenone synthesis, spectral and structural studies

The work embodied in the thesis is divided into eight chapters. Chapter I gives a brief introduction about metal complexes of thiosemicarbazones, including their structural and bonding properties. Chapter 2 deals with the synthesis and single crystal X-ray diffraction studies of various thiosemicarbazones used up for the present investigations and various characterization techniques. Chapter 3 deals with synthesis, spectral and structural studies of Cu(U) complexes with ONS donor thiosemicarbazones. Chapter 4 deals with synthesis and spectral studies of Ni(II) complexes \vith 2-hydroxyacetophenone N(4)-cyclohexyl thiosemicarbazone as the ligand. Chapter 5 includes synthesis and spectral studies of Mn(II) complexes. Chapter 6 deals with synthesis, spectral and structural studies of Zn(II) complexes. Chapter 7 includes synthesis and spectral studies of oxovanadium(IV) complexes. Chapter 8 deals with synthesis, spectral and single crystal X-ray diffraction studies of dioxomolybdenum(VI) complexes.

Application of the european customer satisfaction index to postal services. Structural equation models versus partial least squars

Customer satisfaction and retention are key issues for organizations in today’s competitive market place. As such, much research and revenue has been invested in developing accurate ways of assessing consumer satisfaction at both the macro (national) and micro (organizational) level, facilitating comparisons in performance both within and between industries. Since the instigation of the national customer satisfaction indices (CSI), partial least squares (PLS) has been used to estimate the CSI models in preference to structural equation models (SEM) because they do not rely on strict assumptions about the data. However, this choice was based upon some misconceptions about the use of SEM’s and does not take into consideration more recent advances in SEM, including estimation methods that are robust to non-normality and missing data. In this paper, both SEM and PLS approaches were compared by evaluating perceptions of the Isle of Man Post Office Products and Customer service using a CSI format. The new robust SEM procedures were found to be advantageous over PLS. Product quality was found to be the only driver of customer satisfaction, while image and satisfaction were the only predictors of loyalty, thus arguing for the specificity of postal services

Optimal estimation of sea surface temperature from split-window observations

Optimal estimation (OE) improves sea surface temperature (SST) estimated from satellite infrared imagery in the “split-window”, in comparison to SST retrieved using the usual multi-channel (MCSST) or non-linear (NLSST) estimators. This is demonstrated using three months of observations of the Advanced Very High Resolution Radiometer (AVHRR) on the first Meteorological Operational satellite (Metop-A), matched in time and space to drifter SSTs collected on the global telecommunications system. There are 32,175 matches. The prior for the OE is forecast atmospheric fields from the Météo-France global numerical weather prediction system (ARPEGE), the forward model is RTTOV8.7, and a reduced state vector comprising SST and total column water vapour (TCWV) is used. Operational NLSST coefficients give mean and standard deviation (SD) of the difference between satellite and drifter SSTs of 0.00 and 0.72 K. The “best possible” NLSST and MCSST coefficients, empirically regressed on the data themselves, give zero mean difference and SDs of 0.66 K and 0.73 K respectively. Significant contributions to the global SD arise from regional systematic errors (biases) of several tenths of kelvin in the NLSST. With no bias corrections to either prior fields or forward model, the SSTs retrieved by OE minus drifter SSTs have mean and SD of − 0.16 and 0.49 K respectively. The reduction in SD below the “best possible” regression results shows that OE deals with structural limitations of the NLSST and MCSST algorithms. Using simple empirical bias corrections to improve the OE, retrieved minus drifter SSTs are obtained with mean and SD of − 0.06 and 0.44 K respectively. Regional biases are greatly reduced, such that the absolute bias is less than 0.1 K in 61% of 10°-latitude by 30°-longitude cells. OE also allows a statistic of the agreement between modelled and measured brightness temperatures to be calculated. We show that this measure is more efficient than the current system of confidence levels at identifying reliable retrievals, and that the best 75% of satellite SSTs by this measure have negligible bias and retrieval error of order 0.25 K.

Structural characterization of the interaction of the polyene antibiotic Amphotericin B with DODAB bicelles and vesicles

Amphotericin B (AmB) is widely used in the treatment of systemic fungal infections, despite its toxic effects. Nephrotoxicity, ascribed as the most serious toxic effect, has been related to the state of aggregation of the antibiotic. In search of the increase in AmB antifungal activity associated with low toxicity, several AmB-amphiphile formulations have been proposed. This work focuses on the structural characterization of a specific AmB formulation: AmB associated with sonicated dioctadecyl dimethylammonium bromide (DODAB) aggregates. Here, it was confirmed that sonicated DODAB dispersion is constituted by DODAB bicelles, and that monomeric AmB is much more soluble in bicelles than in DODAB vesicles. A new optical parameter is proposed for the estimation of the relative amount of amphiphile-bound monomeric AmB. With theoretical simulations of the spectra of spin labels incorporated in DODAB bicelles it was possible to prove that monomeric AmB binds preferentially to lipids located at the edges of DODAB bicelles, rigidifying them, and decreasing the polarity of the region. That special binding of monomeric AmB along the borders of bicelles, where the lipids are highly disorganized, could be used in the formulation of other carriers for the antibiotic, including mixtures of natural lipids which are known to form bicelles. (C) 2011 Elsevier B.V. All rights reserved.

Structural matching of 2D electrophoresis gels using deformed graphs

2D electrophoresis is a well-known method for protein separation which is extremely useful in the field of proteomics. Each spot in the image represents a protein accumulation and the goal is to perform a differential analysis between pairs of images to study changes in protein content. It is thus necessary to register two images by finding spot correspondences. Although it may seem a simple task, generally, the manual processing of this kind of images is very cumbersome, especially when strong variations between corresponding sets of spots are expected (e.g. strong non-linear deformations and outliers). In order to solve this problem, this paper proposes a new quadratic assignment formulation together with a correspondence estimation algorithm based on graph matching which takes into account the structural information between the detected spots. Each image is represented by a graph and the task is to find a maximum common subgraph. Successful experimental results using real data are presented, including an extensive comparative performance evaluation with ground-truth data. (C) 2010 Elsevier B.V. All rights reserved.

On estimation and influence diagnostics for the Grubbs` model under heavy-tailed distributions

The Grubbs` measurement model is frequently used to compare several measuring devices. It is common to assume that the random terms have a normal distribution. However, such assumption makes the inference vulnerable to outlying observations, whereas scale mixtures of normal distributions have been an interesting alternative to produce robust estimates, keeping the elegancy and simplicity of the maximum likelihood theory. The aim of this paper is to develop an EM-type algorithm for the parameter estimation, and to use the local influence method to assess the robustness aspects of these parameter estimates under some usual perturbation schemes, In order to identify outliers and to criticize the model building we use the local influence procedure in a Study to compare the precision of several thermocouples. (C) 2008 Elsevier B.V. All rights reserved.

Estimation of genetic variance for macro- and micro-environmental sensitivity using double hierarchical generalized linear models

Background: Genetic variation for environmental sensitivity indicates that animals are genetically different in their response to environmental factors. Environmental factors are either identifiable (e.g. temperature) and called macro-environmental or unknown and called micro-environmental. The objectives of this study were to develop a statistical method to estimate genetic parameters for macro- and micro-environmental sensitivities simultaneously, to investigate bias and precision of resulting estimates of genetic parameters and to develop and evaluate use of Akaike’s information criterion using h-likelihood to select the best fitting model. Methods: We assumed that genetic variation in macro- and micro-environmental sensitivities is expressed as genetic variance in the slope of a linear reaction norm and environmental variance, respectively. A reaction norm model to estimate genetic variance for macro-environmental sensitivity was combined with a structural model for residual variance to estimate genetic variance for micro-environmental sensitivity using a double hierarchical generalized linear model in ASReml. Akaike’s information criterion was constructed as model selection criterion using approximated h-likelihood. Populations of sires with large half-sib offspring groups were simulated to investigate bias and precision of estimated genetic parameters. Results: Designs with 100 sires, each with at least 100 offspring, are required to have standard deviations of estimated variances lower than 50% of the true value. When the number of offspring increased, standard deviations of estimates across replicates decreased substantially, especially for genetic variances of macro- and micro-environmental sensitivities. Standard deviations of estimated genetic correlations across replicates were quite large (between 0.1 and 0.4), especially when sires had few offspring. Practically, no bias was observed for estimates of any of the parameters. Using Akaike’s information criterion the true genetic model was selected as the best statistical model in at least 90% of 100 replicates when the number of offspring per sire was 100. Application of the model to lactation milk yield in dairy cattle showed that genetic variance for micro- and macro-environmental sensitivities existed. Conclusion: The algorithm and model selection criterion presented here can contribute to better understand genetic control of macro- and micro-environmental sensitivities. Designs or datasets should have at least 100 sires each with 100 offspring.

Credit shocks and monetary policy in Brazil: a structural FAVAR approach

This paper investigates the implications of the credit channel of the monetary policy transmission mechanism in the case of Brazil, using a structural FAVAR (SFAVAR) approach. The term structural comes from the estimation strategy, which generates factors that have a clear economic interpretation. The results show that unexpected shocks in the proxies for the external nance premium and the bank balance sheet channel produce large and persistent uctuations in in ation and economic activity accounting for more than 30% of the error forecast variance of the latter in a three-year horizon. The central bank seems to incorporate developments in credit markets especially variations in credit spreads into its reaction function, as impulse-response exercises show the Selic rate is declining in response to wider credit spreads and a contraction in the volume of new loans. Counterfactual simulations also demonstrate that the credit channel ampli ed the economic contraction in Brazil during the acute phase of the global nancial crisis in the last quarter of 2008, thus gave an important impulse to the recovery period that followed.

Molecular weight estimation of esterase isoenzymes in closely related Drosophila Species (Diptera: Drosophilidae) in non-denaturing polyacrylamide gel electrophoresis

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Identification of structural parameters for active vibration control

The study of algorithms for active vibration control in flexible structures became an area of enormous interest for some researchers due to the innumerable requirements for better performance in mechanical systems, as for instance, aircrafts and aerospace structures. Intelligent systems, constituted for a base structure with sensors and actuators connected, are capable to guarantee the demanded conditions, through the application of diverse types of controllers. For the project of active controllers it is necessary, in general, to know a mathematical model that enable the representation in the space of states, preferential in modal coordinates to permit the truncation of the system and reduction in the order of the controllers. For practical applications of engineering, some mathematical models based in discrete-time systems cannot represent the physical problem, therefore, techniques of identification of system parameters must be used. The techniques of identification of parameters determine the unknown values through the manipulation of the input (disturbance) and output (response) signals of the system. Recently, some methods have been proposed to solve identification problems although, none of them can be considered as being universally appropriate to all the situations. This paper is addressed to an application of linear quadratic regulator controller in a structure where the damping, stiffness and mass matrices were identified through Chebyshev's polynomial functions.