Plasticity to wind is modular and genetically variable in Arabidopsis thaliana

Thigmomorphogenesis, the characteristic phenotypic changes by which plants react to mechanical stress, is a widespread and probably adaptive type of phenotypic plasticity. However, little is known about its genetic basis and population variation. Here, we examine genetic variation for thigmomorphogenesis within and among natural populations of the model system Arabidopsis thaliana. Offspring from 17 field-collected European populations was subjected to three levels of mechanical stress exerted by wind. Overall, plants were remarkably tolerant to mechanical stress. Even high wind speed did not significantly alter the correlation structure among phenotypic traits. However, wind significantly affected plant growth and phenology, and there was genetic variation for some aspects of plasticity to wind among A. thaliana populations. Our most interesting finding was that phenotypic traits were organized into three distinct and to a large degree statistically independent covariance modules associated with plant size, phenology, and growth form, respectively. These phenotypic modules differed in their responsiveness to wind, in the degree of genetic variability for plasticity, and in the extent to which plasticity affected fitness. It is likely, therefore, that thigmomorphogenesis in this species evolves quasi-independently in different phenotypic modules.

Multiple imputation for missing continuous and dichotomous data: The effects of patterns of missingness and variable correlations on type I error with small samples

The purpose of this study is to investigate the effects of predictor variable correlations and patterns of missingness with dichotomous and/or continuous data in small samples when missing data is multiply imputed. Missing data of predictor variables is multiply imputed under three different multivariate models: the multivariate normal model for continuous data, the multinomial model for dichotomous data and the general location model for mixed dichotomous and continuous data. Subsequent to the multiple imputation process, Type I error rates of the regression coefficients obtained with logistic regression analysis are estimated under various conditions of correlation structure, sample size, type of data and patterns of missing data. The distributional properties of average mean, variance and correlations among the predictor variables are assessed after the multiple imputation process. ^ For continuous predictor data under the multivariate normal model, Type I error rates are generally within the nominal values with samples of size n = 100. Smaller samples of size n = 50 resulted in more conservative estimates (i.e., lower than the nominal value). Correlation and variance estimates of the original data are retained after multiple imputation with less than 50% missing continuous predictor data. For dichotomous predictor data under the multinomial model, Type I error rates are generally conservative, which in part is due to the sparseness of the data. The correlation structure for the predictor variables is not well retained on multiply-imputed data from small samples with more than 50% missing data with this model. For mixed continuous and dichotomous predictor data, the results are similar to those found under the multivariate normal model for continuous data and under the multinomial model for dichotomous data. With all data types, a fully-observed variable included with variables subject to missingness in the multiple imputation process and subsequent statistical analysis provided liberal (larger than nominal values) Type I error rates under a specific pattern of missing data. It is suggested that future studies focus on the effects of multiple imputation in multivariate settings with more realistic data characteristics and a variety of multivariate analyses, assessing both Type I error and power. ^

Identfying predictors of St. Louis encephalitis activity in Houston Texas

Generalized linear Poisson and logistic regression models were utilized to examine the relationship between temperature and precipitation and cases of Saint Louis encephalitis virus spread in the Houston metropolitan area. The models were investigated with and without repeated measures, with a first order autoregressive (AR1) correlation structure used for the repeated measures model. The two types of Poisson regression models, with and without correlation structure, showed that a unit increase in temperature measured in degrees Fahrenheit increases the occurrence of the virus 1.7 times and a unit increase in precipitation measured in inches increases the occurrence of the virus 1.5 times. Logistic regression did not show these covariates to be significant as predictors for encephalitis activity in Houston for either correlation structure. This discrepancy for the logistic model could be attributed to the small data set.^ Keywords: Saint Louis Encephalitis; Generalized Linear Model; Poisson; Logistic; First Order Autoregressive; Temperature; Precipitation. ^

Regression with autocorrelated data: A study of time trend of global infant mortality rate

The infant mortality rate (IMR) is considered to be one of the most important indices of a country's well-being. Countries around the world and other health organizations like the World Health Organization are dedicating their resources, knowledge and energy to reduce the infant mortality rates. The well-known Millennium Development Goal 4 (MDG 4), whose aim is to archive a two thirds reduction of the under-five mortality rate between 1990 and 2015, is an example of the commitment. ^ In this study our goal is to model the trends of IMR between the 1950s to 2010s for selected countries. We would like to know how the IMR is changing overtime and how it differs across countries. ^ IMR data collected over time forms a time series. The repeated observations of IMR time series are not statistically independent. So in modeling the trend of IMR, it is necessary to account for these correlations. We proposed to use the generalized least squares method in general linear models setting to deal with the variance-covariance structure in our model. In order to estimate the variance-covariance matrix, we referred to the time-series models, especially the autoregressive and moving average models. Furthermore, we will compared results from general linear model with correlation structure to that from ordinary least squares method without taking into account the correlation structure to check how significantly the estimates change.^

Multi-level zero-inflated Poisson regression modelling of correlated count data with excess zeros

Count data with excess zeros relative to a Poisson distribution are common in many biomedical applications. A popular approach to the analysis of such data is to use a zero-inflated Poisson (ZIP) regression model. Often, because of the hierarchical Study design or the data collection procedure, zero-inflation and lack of independence may occur simultaneously, which tender the standard ZIP model inadequate. To account for the preponderance of zero counts and the inherent correlation of observations, a class of multi-level ZIP regression model with random effects is presented. Model fitting is facilitated using an expectation-maximization algorithm, whereas variance components are estimated via residual maximum likelihood estimating equations. A score test for zero-inflation is also presented. The multi-level ZIP model is then generalized to cope with a more complex correlation structure. Application to the analysis of correlated count data from a longitudinal infant feeding study illustrates the usefulness of the approach.

Volatility transmission between stock and bond markets

A two-factor no-arbitrage model is used to provide a theoretical link between stock and bond market volatility. While this model suggests that short-term interest rate volatility may, at least in part, drive both stock and bond market volatility, the empirical evidence suggests that past bond market volatility affects both markets and feeds back into short-term yield volatility. The empirical modelling goes on to examine the (time-varying) correlation structure between volatility in the stock and bond markets and finds that the sign of this correlation has reversed over the last 20 years. This has important implications far portfolio selection in financial markets. © 2005 Elsevier B.V. All rights reserved.

Correlates of depression in bipolar disorder

We analyse time series from 100 patients with bipolar disorder for correlates of depression symptoms. As the sampling interval is non-uniform, we quantify the extent of missing and irregular data using new measures of compliance and continuity. We find that uniformity of response is negatively correlated with the standard deviation of sleep ratings (ρ = -0.26, p = 0.01). To investigate the correlation structure of the time series themselves, we apply the Edelson-Krolik method for correlation estimation. We examine the correlation between depression symptoms for a subset of patients and find that self-reported measures of sleep and appetite/weight show a lower average correlation than other symptoms. Using surrogate time series as a reference dataset, we find no evidence that depression is correlated between patients, though we note a possible loss of information from sparse sampling. © 2013 The Author(s).

International stock portfolio selection and performance measures recognizing higher moments of return distributions

Since the seminal works of Markowitz (1952), Sharpe (1964), and Lintner (1965), numerous studies on portfolio selection and performance measure have been based upon the mean-variance framework. However, several researchers (e.g., Arditti (1967, and 1971), Samuelson (1970), and Rubinstein (1973)) argue that the higher moments cannot be neglected unless there is reason to believe that: (i) the asset returns are normally distributed and the investor's utility function is quadratic, or (ii) the empirical evidence demonstrates that higher moments are irrelevant to the investor's decision. Based on the same argument, this dissertation investigates the impact of higher moments of return distributions on three issues concerning the 14 international stock markets.^ First, the portfolio selection with skewness is determined using: the Polynomial Goal Programming in which investor preferences for skewness can be incorporated. The empirical findings suggest that the return distributions of international stock markets are not normally distributed, and that the incorporation of skewness into an investor's portfolio decision causes a major change in the construction of his optimal portfolio. The evidence also indicates that an investor will trade expected return of the portfolio for skewness. Moreover, when short sales are allowed, investors are better off as they attain higher expected return and skewness simultaneously.^ Second, the performance of international stock markets are evaluated using two types of performance measures: (i) the two-moment performance measures of Sharpe (1966), and Treynor (1965), and (ii) the higher-moment performance measures of Prakash and Bear (1986), and Stephens and Proffitt (1991). The empirical evidence indicates that higher moments of return distributions are significant and relevant to the investor's decision. Thus, the higher moment performance measures should be more appropriate to evaluate the performances of international stock markets. The evidence also indicates that various measures provide a vastly different performance ranking of the markets, albeit in the same direction.^ Finally, the inter-temporal stability of the international stock markets is investigated using the Parhizgari and Prakash (1989) algorithm for the Sen and Puri (1968) test which accounts for non-normality of return distributions. The empirical finding indicates that there is strong evidence to support the stability in international stock market movements. However, when the Anderson test which assumes normality of return distributions is employed, the stability in the correlation structure is rejected. This suggests that the non-normality of the return distribution is an important factor that cannot be ignored in the investigation of inter-temporal stability of international stock markets. ^

The Relationship of Diet Quality and Blood Serum Lipid Levels in a Population at High Risk for Diabetes: The Strong Heart Family Study

Thesis (Master's)--University of Washington, 2016-08

Structure Absorption Spectra Correlation in a Series of 2,6-Dimethyl-4-arylpyrylium Salts

A combined experimental and theoretical study of the absorption spectra of a group of closely related pyrylium perchlorates 1-11 are presented. Minor changes in the position of the substituents lead to drastic changes in the absorption spectra in this series of compounds. We have attempted to explain the observed changes using the x,y-band notation developed by Balaban and co-workers. Absorption spectra of all compounds are compared with results from time-dependent density functional theory (TDDFT) and Zerner’s intermediate neglect of differential overlap (ZINDO/S) level calculations. Results of the calculations are in good agreement with experimental observations and an interesting correlation between Balaban’s notations and the MO transitions are obtained for simple derivatives. It is suggested that for more complex systems such as R- and â-naphthyl substituted systems, the empirical method is not appropriate.

Asset allocation, cross-class correlation and the structure of property returns

Practical applications of portfolio optimisation tend to proceed on a “top down” basis where funds are allocated first at asset class level (between, say, bonds, cash, equities and real estate) and then, progressively, at sub-class level (within property to sectors, office, retail, industrial for example). While there are organisational benefits from such an approach, it can potentially lead to sub-optimal allocations when compared to a “global” or “side-by-side” optimisation. This will occur where there are correlations between sub-classes across the asset divide that are masked in aggregation – between, for instance, City offices and the performance of financial services stocks. This paper explores such sub-class linkages using UK monthly stock and property data. Exploratory analysis using clustering procedures and factor analysis suggests that property performance and equity performance are distinctive: there is little persuasive evidence of contemporaneous or lagged sub-class linkages. Formal tests of the equivalence of optimised portfolios using top-down and global approaches failed to demonstrate significant differences, whether or not allocations were constrained. While the results may be a function of measurement of market returns, it is those returns that are used to assess fund performance. Accordingly, the treatment of real estate as a distinct asset class with diversification potential seems justified.

Correlation between structure and electrochemistry of LiMO2 cathode materials (M = Ni, Co)

Technical diversity and various knowledge is required for the understanding of undoubtedly complex system such as a Lithium-ion battery. The peculiarity is to combine different techniques that allow a complete investigation while the battery is working. Nowadays, research on Li-ion batteries (LIBs) is experiencing an exponential growth in the development of new cathode materials. Accordingly, Li-rich and Ni-rich NMCs, which have similar layered structure of LiMO2 oxides, have been recently proposed. Despite the promising performance on them, still a lot of issues have to be resolved and the materials need a more in depth characterisation for further commercial applications. In this study LiMO2 material, in particular M = Co and Ni, will be presented. We have focused on the synthesis of pure LiCoO2 and LiNiO2 at first, followed by the mixed LiNi0.5Co0.5O2. Different ways of synthesis were investigated for LCO but the sol-gel-water method showed the best performances. An accurate and systematic structural characterization followed by the appropriate electrochemical tests were done. Moreover, the in situ techniques (in-situ XRD and in situ OEMS) allowed a deep investigation in the structural change and gas evolution upon the electrochemically driven processes.

Working memory in schizophrenia and mania: Correlation with symptoms during the acute and subacute phases

Objective: The aims of this study were to examine working memory in the acute-subacute phase of schizophrenia and mania and to examine correlations between working memory and specific symptom domains. Method: Visuospatial working memory and symptom profiles were assessed in three groups (schizophrenia group, n=19; mania, n=12; controls, n=19) on two occasions separated by 4 weeks. Results: Both patient groups had significant deficits on working memory compared to the well controls and the schizophrenia and mania groups were equally impaired. All groups showed equivalent improvement over time. In the patient groups, impaired working memory was significantly correlated with the presence of both negative symptoms and positive thought disorder. Conclusion: Impaired wet-king memory is found in both schizophrenia and mania during the acute-subacute phases. Further research is required in order to clarify the neurocognitive mechanisms linking impaired working memory with both negative symptoms and positive thought disorder.