Fusion of data sets in multivariate linear regression with errors-in-variables

We consider the application of normal theory methods to the estimation and testing of a general type of multivariate regressionmodels with errors--in--variables, in the case where various data setsare merged into a single analysis and the observable variables deviatepossibly from normality. The various samples to be merged can differ on the set of observable variables available. We show that there is a convenient way to parameterize the model so that, despite the possiblenon--normality of the data, normal--theory methods yield correct inferencesfor the parameters of interest and for the goodness--of--fit test. Thetheory described encompasses both the functional and structural modelcases, and can be implemented using standard software for structuralequations models, such as LISREL, EQS, LISCOMP, among others. An illustration with Monte Carlo data is presented.

Efeitos do sexo, do vigor e do tamanho da planta hospedeira sobre a distribuição de insetos indutores de galhas em Baccharis pseudomyriocephala Teodoro (Asteraceae)

Several hypotheses have been proposed to explain the patterns of host plant utilization by herbivorous insects in natural communities. We tested four hypotheses aiming to understand the pattern of attack by gall-inducing insects on the dioecious shrub, Baccharis pseudomyriocephala (Asteraceae). The shrub occurs in the Parque Estadual do Itacolomi, Southeastern Brazil, and supports ten species of galling insects. The following hypotheses were tested: i) male plants are more attacked by galling insects than female plants; ii) larger plant modules are preferentially attacked by galling insects; iii) galling insects perform better on larger modules than on smaller modules; iv) galling insects increase in abundance with meristematic availability. To address these questions, 240 plants (120 of each sex) were sampled in both reproductive and vegetative periods. We recorded the growth rate (4 cm), inflorescence and fruit production, attack rates of the galling insects, and their survivorship and mortality per shoot (module). Modules were separated into size classes (cm) and analyzed by regressions and ANCOVAs. Module size and reproductive effort were positively correlated with host plant size. We did not observe any effect of host plant gender on either variables. In the same way, host plant sex did not show any influence on the abundance and richness of galling insects. Although the abundance of galling insects showed a positive correlation with shoot size, the trend disappeared when the analyses were performed taking into consideration the number of galls per unit of growth (number of galls/cm of shoot) or biomass (number of galls/dry weight). Larval survivorship was not influenced by shoot size. Also, we observed that the abundance of one species of hemipteran galling insect showed a positive relation with leaf biomass. Therefore, we conclude that gender and vigor of this plant species do not influence the community structure of its galling herbivores.

Approximate knowledge of rationality and correlated equilibria

We extend Aumann's theorem [Aumann 1987], deriving correlated equilibria as a consequence of common priors and common knowledge of rationality, by explicitly allowing for non-rational behavior. Wereplace the assumption of common knowledge of rationality with a substantially weaker one, joint p-belief of rationality, where agents believe the other agents are rational with probability p or more. We show that behavior in this case constitutes a kind of correlated equilibrium satisfying certain p-belief constraints, and that it varies continuously in the parameters p and, for p sufficiently close to one,with high probability is supported on strategies that survive the iterated elimination of strictly dominated strategies. Finally, we extend the analysis to characterizing rational expectations of interimtypes, to games of incomplete information, as well as to the case of non-common priors.

Technical inefficiency and public capital in US States: A stochastic frontier approach

This paper estimates a translog stochastic frontier production function in the analysis of all 48 contiguous U.S. states in the period 1970-1983, to attempt to measure and explain changes in technical efficiency. The model allows technical inefficiency to vary over time, and inefficiency effects to be a function of a set of explanatory variables in which the level and composition of public capital plays an important role. Results indicated that U.S. state inefficiency levels were significantly and positively correlated with the ratio of public capital to private capital. The proportion of public capital devoted to highways is negatively correlated with technical inefficiency, suggesting that not only the level but also the composition of public capital influenced state efficiency.

Adaptive learning in models with lagged variables

In this work I study the stability of the dynamics generated by adaptivelearning processes in intertemporal economies with lagged variables. Iprove that determinacy of the steady state is a necessary condition for the convergence of the learning dynamics and I show that the reciprocal is not true characterizing the economies where convergence holds. In the case of existence of cycles I show that there is not, in general, a relationship between determinacy and convergence of the learning process to the cycle. I also analyze the expectational stability of these equilibria.

Motivation, test scores and economic success

This paper argues that low-stakes test scores, available in surveys, may be partially determinedby test-taking motivation, which is associated with personality traits but not with cognitiveability. Therefore, such test score distributions may not be informative regarding cognitiveability distributions. Moreover, correlations, found in survey data, between high test scoresand economic success may be partially caused by favorable personality traits. To demonstratethese points, I use the coding speed test that was administered without incentives to NationalLongitudinal Survey of Youth 1979 (NLSY) participants. I suggest that due to its simplicityits scores may especially depend on individuals' test-taking motivation. I show that controllingfor conventional measures of cognitive skills, the coding speed scores are correlated with futureearnings of male NLSY participants. Moreover, the coding speed scores of highly motivated,though less educated, population (potential enlists to the armed forces) are higher than NLSYparticipants' scores. I then use controlled experiments to show that when no performance-basedincentives are provided, participants' characteristics, but not their cognitive skills, affect effortinvested in the coding speed test. Thus, participants with the same ability (measured by theirscores on an incentivized test) have significantly different scores on tests without performance-based incentives.

A simple adaptive procedure leading to correlated equilibrium

We propose a simple adaptive procedure for playing a game. In thisprocedure, players depart from their current play with probabilities thatare proportional to measures of regret for not having used other strategies(these measures are updated every period). It is shown that our adaptiveprocedure guaranties that with probability one, the sample distributionsof play converge to the set of correlated equilibria of the game. Tocompute these regret measures, a player needs to know his payoff functionand the history of play. We also offer a variation where every playerknows only his own realized payoff history (but not his payoff function).

Existence of sparsely supported correlated equilibria

We show that every finite N-player normal form game possesses a correlated equilibrium with a precise lower bound on the number of outcomes to which it assigns zero probability. In particular, the largest games with a unique fully supported correlated equilibrium are two-player games; moreover, the lower bound grows exponentially in the number of players N.

Comparison of information structures

We introduce two ways of comparing information structures, say ${\cal I}$ and${\cal J}$. First we say that ${\cal I}$ is richer than ${\cal J}$ when forevery compact game $G$, all correlated equilibrium distributions of $G$ inducedby ${\cal J}$ are also induced by ${\cal I}$. Second, we say that ${\cal J}$is faithfully reproducable from ${\cal I}$ when all the players can computefrom their information in ${\cal I}$ ``new information'' that they could havereceived from ${\cal J}$. We prove that ${\cal I}$ is richer than ${\cal J}$if and only if ${\cal J}$ is faithfully reproducable from ${\cal I}$.

Microfabrics in carbonate mylonites along a large-scale shear zone (Helvetic Alps)

Carbonate mylonites with varying proportions of second-phase minerals were collected at positions of increasing metamorphic grade along the basal thrust of the Morcles nappe (Helvetic nappes, Switzerland). Variations of temperature, stress, and strain rate, changes in chemistry of solid and fluid phases, and differing degrees of strain localization and annealing were tracked by measuring the shapes, mean sizes, and size distributions of both matrix and second-phase grains, as well as crystal preferred orientation (CPO) of the matrix. Field structures suggest that strain rate was constant along the fault. The mean and distribution of the calcite grain sizes were affected most profoundly by temperature: Increased temperature, presumably accompanied by decreased stress, correlated with larger mean sizes and wider size distributions. At a given location, the matrix grains in mylonites with more second-phase particles are, on average, smaller, have narrower size distributions, and have more elongate shapes. For example, mylonites with 50 vol.% of second phases have matrix grain sizes half that of pure mylonites. Changes in calcite chemistry and the presence of synkinematic fluids seemed to influence microfabric only weakly. Temporal variations in conditions, such as exhumation-induced cooling, apparently provoke changes in temperature, stress, and strain rate along the nappe. These changes result in further strain localization during retrograde conditions and cause the grain size to be reduced by an additional 50%. The matrix CPO strengthens with increasing temperature or strain, but weakens and rotates with increasing second-phase content, These fabric changes suggest differing rates of grain growth, grain size reduction, and development of CPO owing to variations in the deformation conditions and, perhaps, mechanisms. To interpret natural mylonite structures or to extrapolate mechanical data to natural situations requires careful characterization of the microfabric, and, in particular, second-phase minerals. (c) 2007 Elsevier B.V, All rights reserved.

Relationships between host plant architecture and gall abundance and survival

The plant architecture hypothesis predicts that variation in host plant architecture influences insect herbivore community structure, dynamics and performance. In this study we evaluated the effects of Macairea radula (Melastomataceae) architecture on the abundance of galls induced by a moth (Lepidoptera: Gelechiidae). Plant architecture and gall abundance were directly recorded on 58 arbitrarily chosen M. radula host plants in the rainy season of 2006 in an area of Cerrado vegetation, southeastern Brazil. Plant height, dry biomass, number of branches, number of shoots and leaf abundance were used as predicting variables of gall abundance and larval survival. Gall abundance correlated positively with host plant biomass and branch number. Otherwise, no correlation (p > 0.05) was found between gall abundance with shoot number or with the number of leaves/plant. From a total of 124 galls analyzed, 67.7% survived, 14.5% were attacked by parasitoids, while 17.7% died due to unknown causes. Larvae that survived or were parasitized were not influenced by architectural complexity of the host plant. Our results partially corroborate the plant architecture hypothesis, but since parasitism was not related to plant architecture it is argued that bottom-up effects may be more important than top-down effects in controlling the population dynamics of the galling lepidopteran. Because galling insects often decrease plant fitness, the potential of galling insects in selecting for less architectural complex plants is discussed.

Forecasting and turning point predictions in a Bayesian panel VAR model

We provide methods for forecasting variables and predicting turning points in panel Bayesian VARs. We specify a flexible model which accounts for both interdependencies in the cross section and time variations in the parameters. Posterior distributions for the parameters are obtained for a particular type of diffuse, for Minnesota-type and for hierarchical priors. Formulas for multistep, multiunit point and average forecasts are provided. An application to the problem of forecasting the growth rate of output and of predicting turning points in the G-7 illustrates the approach. A comparison with alternative forecasting methods is also provided.

Measuring ecological niche overlap from occurrence and spatial environmental data

1. Aim - Concerns over how global change will influence species distributions, in conjunction with increased emphasis on understanding niche dynamics in evolutionary and community contexts, highlight the growing need for robust methods to quantify niche differences between or within taxa. We propose a statistical framework to describe and compare environmental niches from occurrence and spatial environmental data.¦2. Location - Europe, North America, South America¦3. Methods - The framework applies kernel smoothers to densities of species occurrence in gridded environmental space to calculate metrics of niche overlap and test hypotheses regarding niche conservatism. We use this framework and simulated species with predefined distributions and amounts of niche overlap to evaluate several ordination and species distribution modeling techniques for quantifying niche overlap. We illustrate the approach with data on two well-studied invasive species.¦4. Results - We show that niche overlap can be accurately detected with the framework when variables driving the distributions are known. The method is robust to known and previously undocumented biases related to the dependence of species occurrences on the frequency of environmental conditions that occur across geographic space. The use of a kernel smoother makes the process of moving from geographical space to multivariate environmental space independent of both sampling effort and arbitrary choice of resolution in environmental space. However, the use of ordination and species distribution model techniques for selecting, combining and weighting variables on which niche overlap is calculated provide contrasting results.¦5. Main conclusions - The framework meets the increasing need for robust methods to quantify niche differences. It is appropriate to study niche differences between species, subspecies or intraspecific lineages that differ in their geographical distributions. Alternatively, it can be used to measure the degree to which the environmental niche of a species or intraspecific lineage has changed over time.

Aplicação dos Sistemas de Informação Geográfica em Estudos de Caracterização Biofísica da Ilha de Santo Antão em Cabo Verde

Com características morfológicas e edafo-climáticas extremamente diversificadas, a ilha de Santo Antão em Cabo Verde apresenta uma reconhecida vulnerabilidade ambiental a par de uma elevada carência de estudos científicos que incidam sobre essa realidade e sirvam de base à uma compreensão integrada dos fenómenos. A cartografia digital e as tecnologias de informação geográfica vêm proporcionando um avanço tecnológico na colecção, armazenamento e processamento de dados espaciais. Várias ferramentas actualmente disponíveis permitem modelar uma multiplicidade de factores, localizar e quantificar os fenómenos bem como e definir os níveis de contribuição de diferentes factores no resultado final. No presente estudo, desenvolvido no âmbito do curso de pós-graduação e mestrado em sistemas de Informação geográfica realizado pela Universidade de Trás-os-Montes e Alto Douro, pretende-se contribuir para a minimização do deficit de informação relativa às características biofísicas da citada ilha, recorrendo-se à aplicação de tecnologias de informação geográfica e detecção remota, associadas à análise estatística multivariada. Nesse âmbito, foram produzidas e analisadas cartas temáticas e desenvolvido um modelo de análise integrada de dados. Com efeito, a multiplicidade de variáveis espaciais produzidas, de entre elas 29 variáveis com variação contínua passíveis de influenciar as características biofísicas da região e, possíveis ocorrências de efeitos mútuos antagónicos ou sinergéticos, condicionam uma relativa complexidade à interpretação a partir dos dados originais. Visando contornar este problema, recorre-se a uma rede de amostragem sistemática, totalizando 921 pontos ou repetições, para extrair os dados correspondentes às 29 variáveis nos pontos de amostragem e, subsequente desenvolvimento de técnicas de análise estatística multivariada, nomeadamente a análise em componentes principais. A aplicação destas técnicas permitiu simplificar e interpretar as variáreis originais, normalizando-as e resumindo a informação contida na diversidade de variáveis originais, correlacionadas entre si, num conjunto de variáveis ortogonais (não correlacionadas), e com níveis de importância decrescente, as componentes principais. Fixou-se como meta a concentração de 75% da variância dos dados originais explicadas pelas primeiras 3 componentes principais e, desenvolveu-se um processo interactivo em diferentes etapas, eliminando sucessivamente as variáveis menos representativas. Na última etapa do processo as 3 primeiras CP resultaram em 74,54% da variância dos dados originais explicadas mas, que vieram a demonstrar na fase posterior, serem insuficientes para retratar a realidade. Optou-se pela inclusão da 4ª CP (CP4), com a qual 84% da referida variância era explicada e, representando oito variáveis biofísicas: a altitude, a densidade hidrográfica, a densidade de fracturação geológica, a precipitação, o índice de vegetação, a temperatura, os recursos hídricos e a distância à rede hidrográfica. A subsequente interpolação da 1ª componente principal (CP1) e, das principais variáveis associadas as componentes CP2, CP3 e CP4 como variáveis auxiliares, recorrendo a técnicas geoestatística em ambiente ArcGIS permitiu a obtenção de uma carta representando 84% da variação das características biofísicas no território. A análise em clusters validada pelo teste “t de Student” permitiu reclassificar o território em 6 unidades biofísicas homogéneas. Conclui-se que, as tecnologias de informação geográfica actualmente disponíveis a par de facilitar análises interactivas e flexíveis, possibilitando que se faça variar temas e critérios, integrar novas informações e introduzir melhorias em modelos construídos com bases em informações disponíveis num determinado contexto, associadas a técnicas de análise estatística multivariada, possibilitam, com base em critérios científicos, desenvolver a análise integrada de múltiplas variáveis biofísicas cuja correlação entre si, torna complexa a compreensão integrada dos fenómenos.

Padrões de Distribuição da Flora Exótica em Cabo Verde: o Papel dos Factores Antrópicos e Ecológicos

Dada a relevância a nível global do impacto da introdução de espécies exóticas, e tendo sido identificada uma grande escassez de estudos nesta área de investigação em Cabo Verde, pretendeu-se com este estudo actualizar a lista dos taxa exóticos naturalizados deste arquipélago, fornecendo dados sobre a sua distribuição, caracterização taxonómica e principais grupos funcionais. Com o objectivo de averiguar quais são os factores que influenciam os padrões de distribuição da flora exótica nestas ilhas, efectuaram-se correlações de Spearman entre o número de taxa exóticos e várias variáveis ambientais e antrópicas. Sendo conhecida a importância que os factores antrópicos têm na composição e distribuição da flora introduzida, procurou-se ainda perceber se a flora da única ilha desabitada do arquipélago (Santa Luzia) poderá ser indicadora de características invasoras das espécies introduzidas. Os resultados obtidos indicaram um total de 403 taxa exóticos, correspondendo a 55% da flora de Cabo Verde, sendo as Poaceae, Fabaceae e Asteraceae as famílias com maior número de espécies. Verificou-se também que predominam as espécies herbáceas e o tipo biológico mais frequente é o terófito. Além disso, a população rural é o factor que mais fortemente e positivamente correlacionado com os padrões de distribuição da flora exótica em Cabo Verde. Correlações positivas muito significativas foram também encontradas para a área e altitude máxima de cada ilha. A análise da flora exótica da ilha desabitada de Santa Luzia revelou que, embora os taxa exóticos registados nesta ilha estejam presentes em quase todas as outras ilhas, as espécies inventariadas parecem não exibir um comportamento invasor ou de ameaça à flora nativa. Para finalizar, espera-se que os resultados obtidos possam contribuir com informação que fundamente futuras estratégias de conservação da Biodiversidade das ilhas de Cabo Verde.