What is what?: A simple time-domain test of long-memory vs. structural breaks

This paper proposes a new time-domain test of a process being I(d), 0 < d = 1, under the null, against the alternative of being I(0) with deterministic components subject to structural breaks at known or unknown dates, with the goal of disentangling the existing identification issue between long-memory and structural breaks. Denoting by AB(t) the different types of structural breaks in the deterministic components of a time series considered by Perron (1989), the test statistic proposed here is based on the t-ratio (or the infimum of a sequence of t-ratios) of the estimated coefficient on yt-1 in an OLS regression of ?dyt on a simple transformation of the above-mentioned deterministic components and yt-1, possibly augmented by a suitable number of lags of ?dyt to account for serial correlation in the error terms. The case where d = 1 coincides with the Perron (1989) or the Zivot and Andrews (1992) approaches if the break date is known or unknown, respectively. The statistic is labelled as the SB-FDF (Structural Break-Fractional Dickey- Fuller) test, since it is based on the same principles as the well-known Dickey-Fuller unit root test. Both its asymptotic behavior and finite sample properties are analyzed, and two empirical applications are provided.

Test of four colon cancer risk-scores in formalin fixed paraffin embedded microarray gene expression data.

BACKGROUND: Prognosis prediction for resected primary colon cancer is based on the T-stage Node Metastasis (TNM) staging system. We investigated if four well-documented gene expression risk scores can improve patient stratification. METHODS: Microarray-based versions of risk-scores were applied to a large independent cohort of 688 stage II/III tumors from the PETACC-3 trial. Prognostic value for relapse-free survival (RFS), survival after relapse (SAR), and overall survival (OS) was assessed by regression analysis. To assess improvement over a reference, prognostic model was assessed with the area under curve (AUC) of receiver operating characteristic (ROC) curves. All statistical tests were two-sided, except the AUC increase. RESULTS: All four risk scores (RSs) showed a statistically significant association (single-test, P < .0167) with OS or RFS in univariate models, but with HRs below 1.38 per interquartile range. Three scores were predictors of shorter RFS, one of shorter SAR. Each RS could only marginally improve an RFS or OS model with the known factors T-stage, N-stage, and microsatellite instability (MSI) status (AUC gains < 0.025 units). The pairwise interscore discordance was never high (maximal Spearman correlation = 0.563) A combined score showed a trend to higher prognostic value and higher AUC increase for OS (HR = 1.74, 95% confidence interval [CI] = 1.44 to 2.10, P < .001, AUC from 0.6918 to 0.7321) and RFS (HR = 1.56, 95% CI = 1.33 to 1.84, P < .001, AUC from 0.6723 to 0.6945) than any single score. CONCLUSIONS: The four tested gene expression-based risk scores provide prognostic information but contribute only marginally to improving models based on established risk factors. A combination of the risk scores might provide more robust information. Predictors of RFS and SAR might need to be different.

A test of Jessor's problem behavior theory in a Eurasian and a Western European developmental context.

PURPOSE: The current study tested the applicability of Jessor's problem behavior theory (PBT) in national probability samples from Georgia and Switzerland. Comparisons focused on (1) the applicability of the problem behavior syndrome (PBS) in both developmental contexts, and (2) on the applicability of employing a set of theory-driven risk and protective factors in the prediction of problem behaviors. METHODS: School-based questionnaire data were collected from n = 18,239 adolescents in Georgia (n = 9499) and Switzerland (n = 8740) following the same protocol. Participants rated five measures of problem behaviors (alcohol and drug use, problems because of alcohol and drug use, and deviance), three risk factors (future uncertainty, depression, and stress), and three protective factors (family, peer, and school attachment). Final study samples included n = 9043 Georgian youth (mean age = 15.57; 58.8% females) and n = 8348 Swiss youth (mean age = 17.95; 48.5% females). Data analyses were completed using structural equation modeling, path analyses, and post hoc z-tests for comparisons of regression coefficients. RESULTS: Findings indicated that the PBS replicated in both samples, and that theory-driven risk and protective factors accounted for 13% and 10% in Georgian and Swiss samples, respectively in the PBS, net the effects by demographic variables. Follow-up z-tests provided evidence of some differences in the magnitude, but not direction, in five of six individual paths by country. CONCLUSION: PBT and the PBS find empirical support in these Eurasian and Western European samples; thus, Jessor's theory holds value and promise in understanding the etiology of adolescent problem behaviors outside of the United States.

Spatial planning to the test of property rights in Switzerland : an innovative land management approach to coordinate spatial planning goals with property rights interests

In Switzerland, the land management regime is characterized by a liberal attitude towards the institution of property rights, which is guaranteed by the Constitution. Under the present Swiss constitutional arrangement, authorities (municipalities) are required to take into account landowners' interests when implementing their spatial planning policy. In other words, the institution of property rights cannot be restricted easily in order to implement zoning plans and planning projects. This situation causes many problems. One of them is the gap between the way land is really used by the landowners and the way land should be used based on zoning plans. In fact, zoning plans only describe how landowners should use their property. There is no sufficient provision for handling cases where the use is not in accordance with zoning plans. In particular, landowners may not be expropriated for a non-conforming use of the land. This situation often leads to the opening of new building areas in greenfields and urban sprawl, which is in contradiction with the goals set into the Federal Law on Spatial Planning. In order to identify legal strategies of intervention to solve the problem, our paper is structured into three main parts. Firstly, we make a short description of the Swiss land management regime. Then, we focus on an innovative land management approach designed to implement zoning plans in accordance with property rights. Finally, we present a case study that shows the usefulness of the presented land management approach in practice. We develop three main results. Firstly, the land management approach brings a mechanism to involve landowners in planning projects. Coordination principle between spatial planning goals and landowners' interests is the cornerstone of all the process. Secondly, the land use is improved both in terms of space and time. Finally, the institution of property rights is not challenged, since there is no expropriation and the market stays free.

Test of the fluctuation theorem for stochastic entropy production in a nonequilibrium steady state

We derive a simple closed analytical expression for the total entropy production along a single stochastic trajectory of a Brownian particle diffusing on a periodic potential under an external constant force. By numerical simulations we compute the probability distribution functions of the entropy and satisfactorily test many of the predictions based on Seiferts integral fluctuation theorem. The results presented for this simple model clearly illustrate the practical features and implications derived from such a result of nonequilibrium statistical mechanics.

Round robin test: wear of nine dental restorative materials in six different wear simulators - supplement to the round robin test of 2005.

OBJECTIVE: The purpose of the present study was to submit the same materials that were tested in the round robin wear test of 2002/2003 to the Alabama wear method. METHODS: Nine restorative materials, seven composites (belleGlass, Chromasit, Estenia, Heliomolar, SureFil, Targis, Tetric Ceram) an amalgam (Amalcap) and a ceramic (IPS Empress) have been submitted to the Alabama wear method for localized and generalized wear. The test centre did not know which brand they were testing. Both volumetric and vertical loss had been determined with an optical sensor. After completion of the wear test, the raw data were sent to IVOCLAR for further analysis. The statistical analysis of the data included logarithmic transformation of the data, the calculation of relative ranks of each material within each test centre, measures of agreement between methods, the discrimination power and coefficient of variation of each method as well as measures of the consistency and global performance for each material. RESULTS: Relative ranks of the materials varied tremendously between the test centres. When all materials were taken into account and the test methods compared with each other, only ACTA agreed reasonably well with two other methods, i.e. OHSU and ZURICH. On the other hand, MUNICH did not agree with the other methods at all. The ZURICH method showed the lowest discrimination power, ACTA, IVOCLAR and ALABAMA localized the highest. Material-wise, the best global performance was achieved by the leucite reinforced ceramic material Empress, which was clearly ahead of belleGlass, SureFil and Estenia. In contrast, Heliomolar, Tetric Ceram and especially Chromasit demonstrated a poor global performance. The best consistency was achieved by SureFil, Tetric Ceram and Chromasit, whereas the consistency of Amalcap and Heliomolar was poor. When comparing the laboratory data with clinical data, a significant agreement was found for the IVOCLAR and ALABAMA generalized wear method. SIGNIFICANCE: As the different wear simulator settings measure different wear mechanisms, it seems reasonable to combine at least two different wear settings to assess the wear resistance of a new material.

A quantitative test of Hamilton's rule for the evolution of altruism.

The evolution of altruism is a fundamental and enduring puzzle in biology. In a seminal paper Hamilton showed that altruism can be selected for when rb - c > 0, where c is the fitness cost to the altruist, b is the fitness benefit to the beneficiary, and r is their genetic relatedness. While many studies have provided qualitative support for Hamilton's rule, quantitative tests have not yet been possible due to the difficulty of quantifying the costs and benefits of helping acts. Here we use a simulated system of foraging robots to experimentally manipulate the costs and benefits of helping and determine the conditions under which altruism evolves. By conducting experimental evolution over hundreds of generations of selection in populations with different c/b ratios, we show that Hamilton's rule always accurately predicts the minimum relatedness necessary for altruism to evolve. This high accuracy is remarkable given the presence of pleiotropic and epistatic effects as well as mutations with strong effects on behavior and fitness (effects not directly taken into account in Hamilton's original 1964 rule). In addition to providing the first quantitative test of Hamilton's rule in a system with a complex mapping between genotype and phenotype, these experiments demonstrate the wide applicability of kin selection theory.

Conditional manipulation of sex ratios by ant workers: A test of kin selection theory

Variable queen mating frequencies provide a unique opportunity to study the resolution of worker-queen conflict over sex ratio in social Hymenoptera, because the conflict is maximal in colonies headed by a singly mated queen and is weak or nonexistent in colonies headed by a multiply mated queen. In the wood ant Formica exsecta, workers in colonies with a singly mated queen, but not those in colonies with a multiply mated queen, altered the sex ratio of queen-laid eggs by eliminating males to preferentially raise queens. By this conditional response to queen mating frequency, workers enhance their inclusive fitness.

From caging to rouse dynamics in polymer melts with intramolecular barriers: a critical test of the mode coupling theory

By means of computer simulations and solution of the equations of the mode coupling theory (MCT),we investigate the role of the intramolecular barriers on several dynamic aspects of nonentangled polymers. The investigated dynamic range extends from the caging regime characteristic of glass-formers to the relaxation of the chain Rouse modes. We review our recent work on this question,provide new results, and critically discuss the limitations of the theory. Solutions of the MCT for the structural relaxation reproduce qualitative trends of simulations for weak and moderate barriers. However, a progressive discrepancy is revealed as the limit of stiff chains is approached. This dis-agreement does not seem related with dynamic heterogeneities, which indeed are not enhanced by increasing barrier strength. It is not connected either with the breakdown of the convolution approximation for three-point static correlations, which retains its validity for stiff chains. These findings suggest the need of an improvement of the MCT equations for polymer melts. Concerning the relaxation of the chain degrees of freedom, MCT provides a microscopic basis for time scales from chain reorientation down to the caging regime. It rationalizes, from first principles, the observed deviations from the Rouse model on increasing the barrier strength. These include anomalous scaling of relaxation times, long-time plateaux, and nonmonotonous wavelength dependence of the mode correlators.

The branch-site test of positive selection is surprisingly robust but lacks power under synonymous substitution saturation and variation in GC

Positive selection is widely estimated from protein coding sequence alignments by the nonsynonymous-to-synonymous ratio omega. Increasingly elaborate codon models are used in a likelihood framework for this estimation. Although there is widespread concern about the robustness of the estimation of the omega ratio, more efforts are needed to estimate this robustness, especially in the context of complex models. Here, we focused on the branch-site codon model. We investigated its robustness on a large set of simulated data. First, we investigated the impact of sequence divergence. We found evidence of underestimation of the synonymous substitution rate for values as small as 0.5, with a slight increase in false positives for the branch-site test. When dS increases further, underestimation of dS is worse, but false positives decrease. Interestingly, the detection of true positives follows a similar distribution, with a maximum for intermediary values of dS. Thus, high dS is more of a concern for a loss of power (false negatives) than for false positives of the test. Second, we investigated the impact of GC content. We showed that there is no significant difference of false positives between high GC (up to similar to 80%) and low GC (similar to 30%) genes. Moreover, neither shifts of GC content on a specific branch nor major shifts in GC along the gene sequence generate many false positives. Our results confirm that the branch-site is a very conservative test.

Biased diffusion in confined media: Test of the Fick-Jacobs approximation and validity criteria

We study biased, diffusive transport of Brownian particles through narrow, spatially periodic structures in which the motion is constrained in lateral directions. The problem is analyzed under the perspective of the Fick-Jacobs equation, which accounts for the effect of the lateral confinement by introducing an entropic barrier in a one-dimensional diffusion. The validity of this approximation, based on the assumption of an instantaneous equilibration of the particle distribution in the cross section of the structure, is analyzed by comparing the different time scales that characterize the problem. A validity criterion is established in terms of the shape of the structure and of the applied force. It is analytically corroborated and verified by numerical simulations that the critical value of the force up to which this description holds true scales as the square of the periodicity of the structure. The criterion can be visualized by means of a diagram representing the regions where the Fick-Jacobs description becomes inaccurate in terms of the scaled force versus the periodicity of the structure.

Measurement of the whole body clearance of infused glycerol as a test of liver function after major hepatectomy.

Major liver resection can be used in the treatment of liver cancer. The functional capacity of liver parenchyma needs to be evaluated preoperatively because it conditions the outcome. We assessed whether the whole body clearance of glycerol, a substrate essentially metabolized in liver cells, may be suitable as a simple test of liver function. Seven patients after major hepatectomy, six patients after colectomy and 12 healthy subjects were studied. Patients were investigated on the first day after surgery. All participants were studied during a 150-min basal period followed by a 120-min infusion of 16 mumol kg-1 min-1 13C-labelled glycerol. Whole body glycerol clearance was calculated from the change in plasma glycerol concentration. Whole body glucose production was measured with 6,6 2H2 glucose infused as a tracer in the basal state and during glycerol infusion. In addition, 13C glucose synthesis was monitored to quantitate gluconeogenesis from glycerol. Patients after liver resection had higher plasma glycerol concentrations and lower whole body glycerol clearance than healthy subjects and patients after colectomy. They also had higher plasma glucagon concentrations. Their fasting glucose production was mildly elevated in the fasting state and did not change after glycerol infusion, indicating a normal hepatic autoregulation of glucose production. These results indicate that whole body glycerol clearance can be simply determined from plasma glycerol concentrations during exogenous glycerol infusion. It is significantly reduced in patients after major hepatectomy, suggesting that it constitutes a sensitive test of hepatic function. Its use as a preoperative testing procedure remains to be evaluated.