Small-Sample Corrections for Score Tests in Birnbaum-Saunders Regressions

In this article, we deal with the issue of performing accurate small-sample inference in the Birnbaum-Saunders regression model, which can be useful for modeling lifetime or reliability data. We derive a Bartlett-type correction for the score test and numerically compare the corrected test with the usual score test and some other competitors.

A finite sample improvement of the fixed effects estimator : applied to technical infficiency

The FE ('fixed effects') estimator of technical inefficiency performs poorly when N ('number of firms') is large and T ('number of time observations') is small. We propose estimators of both the firm effects and the inefficiencies, which have small sample gains compared to the traditional FE estimator. The estimators are based on nonparametric kernel regression of unordered variables, which includes the FE estimator as a special case. In terms of global conditional MSE ('mean square error') criterions, it is proved that there are kernel estimators which are efficient to the FE estimators of firm effects and inefficiencies, in finite samples. Monte Carlo simulations supports our theoretical findings and in an empirical example it is shown how the traditional FE estimator and the proposed kernel FE estimator lead to very different conclusions about inefficiency of Indonesian rice farmers.

Abstract types and distributions in independent private value auctions

In this note, in an independent private values auction framework, I discuss the relationship between the set of types and the distribution of types. I show that any set of types, finite dimensional or not, can be extended to a larger set of types preserving incentive compatibility constraints, expected revenue and bidder’s expected utilities. Thus for example we may convexify a set of types making our model amenable to the large body of theory in economics and mathematics that relies on convexity assumptions. An interesting application of this extension procedure is to show that although revenue equivalence is not valid in general if the set of types is not convex these mechanism have underlying distinct allocation mechanism in the extension. Thus we recover in these situations the revenue equivalence.

The finite-sample size of the BDS test for GARCH standardized residuals

This paper uses a multivariate response surface methodology to analyze the size distortion of the BDS test when applied to standardized residuals of rst-order GARCH processes. The results show that the asymptotic standard normal distribution is an unreliable approximation, even in large samples. On the other hand, a simple log-transformation of the squared standardized residuals seems to correct most of the size problems. Nonethe-less, the estimated response surfaces can provide not only a measure of the size distortion, but also more adequate critical values for the BDS test in small samples.

Impact of worksite health-promotion programs in hospital admission costs and medical leaves in a sample of brazilian companies

Programas de saúde e bem-estar têm sido adotados por empresas como forma de melhorar a saúde de empregados, e muitos estudos descrevem retornos econômicos positivos sobre os investimentos envolvidos. Entretanto, estudos mais recentes com metodologia melhor têm demonstrado retornos menores. O objetivo deste estudo foi investigar se características de programas de saúde e bem-estar agem como preditores de custos de internação hospitalar (em Reais correntes) e da proporção de funcionários que têm licença médica, entre Abril de 2014 e Maio de 2015, em uma amostra não-aleatória de empresas no Brasil, através de parceria com uma empresa gestora de ‘big data’ para saúde. Um questionário sobre características de programas de saúde no ambiente de trabalho foi respondida por seis grandes empresas brasileiras. Dados retirados destes seis questionários (presença e idade de programa de saúde, suas características – inclusão de atividades de screening, educação sobre saúde, ligação com outros programas da empresa, integração do programa à estrutura da empresa, e ambientes de trabalho voltado para a saúde – e a adoção de incentivos financeiros para aderência de funcionários ao programa), bem como dados individuais de idade, gênero e categoria de plano de saúde de cada empregado , foram usados para construir um banco de dados com mais de 76.000 indivíduos. Através de um modelo de regressão múltipla e seleção ‘stepwise’ de variáveis, a idade do empregado foi positivamente associada e a idade do programa de saúde e a categoria ‘premium’ de plano de saúde do funcionário foram negativamente associadas aos custos de internação hospitalar (como esperado). Inesperadamente, a inclusão de programas de screening e iniciativas de educação de saúde nos programas de saúde e bem-estar nas empresas foram identificados como preditores positivos significativos para custos de admissão hospitalar. Para evitar a inclusão errônea de licenças-maternidade, apenas os dados de licença médica de pacientes do sexo masculino foram analisados (dados disponíveis apenas para duas entre as companhias incluídas, com um total de 18.957 pacientes do sexo masculino). Analisando estes dados através de um teste Z para comparação de proporções, a empresa com programa de saúde que inclui atividades voltadas a cessação de hábitos ruins (como tabagismo e etilismo), controle de diabetes e hipertensão, e que adota incentivos financeiros para a aderência de funcionários ao programa tem menor proporção de empregados com licençca médica no período analisado, quando comparada com a outra empresa que não tem estas características (também conforme esperado). Entretanto, a companhia com menor proporção de funcionários com licença médica também foi aquela que adota programa de screening entre as atividades de seu programa de saúde. Potenciais fontes de ameaça à validade interna e externa destes resultados são discutidas, bem como possíveis explicações para a associação entre programas de screening e educação médica a piores indicadores de saúde nesta amostra de companhias são discutidas. Novos estudos com melhor desenho, com amostras maiores e randômicas são necessários para validar estes resultados e possivelmente melhorar a validade interna e externa destes resultados.

Optimisation of stir bar sorptive extraction and liquid desorption combined with large volume injection-gas chromatography–quadrupole mass spectrometry for the determination of volatile compounds in wines

Stir bar sorptive extraction and liquid desorption followed by large volume injection coupled to gas chromatography–quadrupole mass spectrometry (SBSE–LD/LVI-GC–qMS) had been applied for the determination of volatiles in wines. The methodology was optimised in terms of extraction time and influence of ethanol in the matrix; LD conditions, and instrumental settings. The optimisation was carried out by using 10 standards representative of the main chemical families of wine, i.e. guaiazulene, E,E-farnesol, β-ionone, geranylacetone, ethyl decanoate, β-citronellol, 2-phenylethanol, linalool, hexyl acetate and hexanol. The methodology shows good linearity over the concentration range tested, with correlation coefficients higher than 0.9821, a good reproducibility was attained (8.9–17.8%), and low detection limits were achieved for nine volatile compounds (0.05–9.09 μg L−1), with the exception of 2-phenylethanol due to low recovery by SBSE. The analytical ability of the SBSE–LD/LVI-GC–qMS methodology was tested in real matrices, such as sparkling and table wines using analytical curves prepared by using the 10 standards where each one was applied to quantify the structurally related compounds. This methodology allowed, in a single run, the quantification of 67 wine volatiles at levels lower than their respective olfactory thresholds. The proposed methodology demonstrated to be easy to work-up, reliable, sensitive and with low sample requirement to monitor the volatile fraction of wine.

Contamination of port zone sediments by metals from Large Marine Ecosystems of Brazil

Sediment contamination by metals poses risks to coastal ecosystems and is considered to be problematic to dredging operations. In Brazil, there are differences in sedimentology along the Large Marine Ecosystems in relation to the metal distributions. We aimed to assess the extent of Al, Fe, Hg, Cd, Cr, Cu, Ni, Pb and Zn contamination in sediments from port zones in northeast (Mucuripe and Pecem) and southeast (Santos) Brazil through geochemical analyses and sediment quality ratings. The metal concentrations found in these port zones were higher than those observed in the continental shelf or the background values in both regions. In the northeast, metals were associated with carbonate, while in Santos, they were associated with mud. Geochemical analyses showed enrichments in Hg, Cd, Cu, Ni and Zn, and a simple application of international sediment quality guidelines failed to predict their impacts, whereas the use of site-specific values that were derived by geochemical and ecotoxicological approaches seemed to be more appropriate in the management of the dredged sediments. (C) 2012 Elsevier Ltd. All rights reserved.

Spontaneous Interblink Time Distributions in Patients with Graves' Orbitopathy and Normal Subjects

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Efficient supervised optimum-path forest classification for large datasets

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

Motile sperm organelle morphology examination (MSOME): intervariation study of normal sperm and sperm with large nuclear vacuoles

Background: Although the motile sperm organelle morphology examination (MSOME) was developed only as a selection criterion, its application as a method for classifying sperm morphology may represent an improvement in evaluation of semen quality, with potential clinical repercussions. The present study aimed to evaluate individual variations in the motile sperm organelle morphology examination (MSOME) analysis after a time interval.Methods: Two semen samples were obtained from 240 men from an unselected group of couples undergoing infertility investigation and treatment. Mean time interval between the two semen evaluations was 119 +/- 102 days. No clinical or surgical treatment was realized between the two observations. Spermatozoa were analyzed at greater than or equal to 8400 x magnification by inverted microscope equipped with DIC/Nomarski differential interference contrast optics. At least 200 motile spermatozoa per semen sample were evaluated and percentages of normal spermatozoa and spermatozoa with large nuclear vacuoles (LNV/one or more vacuoles occupying >50% of the sperm nuclear area) were determined. A spermatozoon was classified as morphologically normal when it exhibited a normal nucleus (smooth, symmetric and oval nucleus, width 3.28 +/- 0.20 mu m, length 4.75 +/- 0.20 mu m/absence of vacuoles occupying >4% of nuclear area) as well as acrosome, post-acrosomal lamina, neck and tail, besides not presenting cytoplasm around the head. One examiner, blinded to subject identity, performed the entire study.Results: Mean percentages of morphologically normal and LNV spermatozoa were identical in the two MSOME analyses (1.6 +/- 2.2% vs. 1.6 +/- 2.1% P = 0.83 and 25.2 +/- 19.2% vs. 26.1 +/- 19.0% P = 0.31, respectively). Regression analysis between the two samples revealed significant positive correlation for morphologically normal and for LNV spermatozoa (r = 0.57 95% CI: 0.47-0.65 P < 0.0001 and r = 0.50 95% CI: 0.38-0.58 P < 0.0001, respectively).Conclusions: The significant positive correlation and absence of differences between two sperm samples evaluated after a time interval with respect to normal morphology and LNV spermatozoa indicated that MSOME seems reliable (at least for these two specific sperm forms) for analyzing semen. The present result supports the future use of MSOME as a routine method for semen analysis.

Clinical features of tic-related obsessive-compulsive disorder: results from a large multicenter study

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

In vivo genotoxicity evaluation of a treated urban sewage sludge sample

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

Morphological changes of the intestinal mucosa of broilers and layers as affected by fasting before sample collection

The present study aimed at evaluating the histo-morphological changes resulting from different fasting periods before the collection of tissue samples in different segments of the small intestine (duodenum, jejunum and ileum) of 7-d-old male chicks of a broiler and a layer strain. A completely randomized experimental design in in a 2x7 factorial arrangement, being two strains with different growth rates (Ross 308 and HyLine® W36) and seven fasting periods (0, 2, 4, 6, 8, 10 and 12 hours ), with six replicates, totaling 84 birds. The comparison of the morphometrics of the duodenum, jejunum and ileum of broiler and layer chicks demonstrated faster digestive tract development in broilers relative to layers. The fasting period caused morphological changes in the liver and small and large intestines in both strains. Therefore, it must be highlighted that in studies involving organ weights and intestinal morphometrics, birds must not be submitted to fasting before tissue collection.

Are large-scale distributional shifts of the blue-winged macaw (Primolius maracana) related to climate change?

Aim To evaluate whether observed geographical shifts in the distribution of the blue-winged macaw (Primolius maracana) are related to ongoing processes of global climate change. This species is vulnerable to extinction and has shown striking range retractions in recent decades, withdrawing broadly from southern portions of its historical distribution. Its range reduction has generally been attributed to the effects of habitat loss; however, as this species has also disappeared from large forested areas, consideration of other factors that may act in concert is merited.Location Historical distribution of the blue-winged macaw in Brazil, eastern Paraguay and northern Argentina.Methods We used a correlative approach to test a hypothesis of causation of observed shifts by reduction of habitable areas mediated by climate change. We developed models of the ecological niche requirements of the blue-winged macaw, based on point-occurrence data and climate scenarios for pre-1950 and post-1950 periods, and tested model predictivity for anticipating geographical distributions within time periods. Then we projected each model to the other time period and compared distributions predicted under both climate scenarios to assess shifts of habitable areas across decades and to evaluate an explanation for observed range retractions.Results Differences between predicted distributions of the blue-winged macaw over the twentieth century were, in general, minor and no change in suitability of landscapes was predicted across large areas of the species' original range in different time periods. No tendency towards range retraction in the south was predicted, rather conditions in the southern part of the species' range tended to show improvement for the species.Main conclusions Our test permitted elimination of climate change as a likely explanation for the observed shifts in the distribution of the blue-winged macaw, and points rather to other causal explanations (e.g. changing regional land use, emerging diseases).

Local duality and charge symmetry violation in quark distributions

We use local quark-hadron duality to calculate the nucleon structure function as seen by neutrino and muon beams. Our result indicates a possible signal of charge symmetry violation at the parton level in the very large x region.