On the impact of disproportional samples in credit scoring models: An application to a Brazilian bank data

Statistical methods have been widely employed to assess the capabilities of credit scoring classification models in order to reduce the risk of wrong decisions when granting credit facilities to clients. The predictive quality of a classification model can be evaluated based on measures such as sensitivity, specificity, predictive values, accuracy, correlation coefficients and information theoretical measures, such as relative entropy and mutual information. In this paper we analyze the performance of a naive logistic regression model (Hosmer & Lemeshow, 1989) and a logistic regression with state-dependent sample selection model (Cramer, 2004) applied to simulated data. Also, as a case study, the methodology is illustrated on a data set extracted from a Brazilian bank portfolio. Our simulation results so far revealed that there is no statistically significant difference in terms of predictive capacity between the naive logistic regression models and the logistic regression with state-dependent sample selection models. However, there is strong difference between the distributions of the estimated default probabilities from these two statistical modeling techniques, with the naive logistic regression models always underestimating such probabilities, particularly in the presence of balanced samples. (C) 2012 Elsevier Ltd. All rights reserved.

Farm tourism: a cross-country empirical study in Germany and Italy

PROBLEM In the last few years farm tourism or agritourism as it is also referred to has enjoyed increasing success because of its generally acknowledged role as a promoter of economic and social development of rural areas. As a consequence, a plethora of studies have been dedicated to this tourist sector, focusing on a variety of issues. Nevertheless, despite the difficulties of many farmers to orient their business towards potential customers, the contribution of the marketing literature has been moderate. PURPOSE This dissertation builds upon studies which advocate the necessity of farm tourism to innovate itself according to the increasingly demanding needs of customers. Henceforth, the purpose of this dissertation is to critically evaluate the level of professionalism reached in the farm tourism market within a marketing approach. METHODOLOGY This dissertation is a cross-country perspective incorporating the marketing of farm tourism studied in Germany and Italy. Hence, the marketing channels of this tourist sector are examined both from the supply and the demand side by means of five exploratory studies. The data collection has been conducted in the timeframe of 2006 to 2009 in manifold ways (online survey, catalogues of industry associations, face-to-face interviews, etc.) according to the purpose of the research of each study project. The data have been analyzed using multivariate statistical analysis. FINDINGS A comprehensive literature review provides the state of the art of the main differences and similarities of farm tourism in the two countries of study. The main findings contained in the empirical chapters provide insights on many aspects of agritourism including how the expectations of farm operators and customers differ, which development scenarios of farm tourism are more likely to meet individuals’ needs, how new technologies can impact the demand for farm tourism, etc. ORIGINALITY/VALUE The value of this study is in the investigation of the process by which farmers’ participation in the development of this sector intersects with consumer consumption patterns. Focusing on this process should allow farm operators and others including related businesses to more efficiently allocate resources.

Research on the vocal culture of Orcinus orca in the Loro Parque, Tenerife: a pilot study

This research is focussed on the study of Orcinus orca's communication system. The analysis of vocalizations emitted by marine mammals has started in the '80s and most studies have been carried out in the wild. In this regard the most studied animal has been common dolphin (Tursiops truncatus) as the numerous presence of captive individuals worldwide made researches easier to be carried out. Studies about Orcinus orca's vocalizations have mainly been carried out in the wild (most in British Columbia) because its maintenance in a controlled environment results to be very difficult, only 17 among parks and oceanaria worldwide have some Orcinus orca (45 overall among which 64% born in captivity). These researches showed that Orcinus orca emit three main different types of sounds, classified as: whistles, clicks and calls. Besides, it was discovered that different groups (pods) produce sounds belonging only to the relevant pod (dialects). It is rare to find two pods sharing some calls. The two pods usually live in adjacent areas and can form a clan. This study was carried out in a controlled environment in the Orca ocean structure (Loro Parque, Tenerife, Spain) where, at the moment (March 2012) 6 individuals are hosted. Here it was developed an automatic sound recording system. Thanks to the use of suitable mathematical algorithms that allow to isolate only "interesting" sound events that differ from the "background noise", it was possible to create a database. The visualization of the sound events collected in the database is carried out with the use of a software. By looking at this output and at the observation register we could match the animal to the sound produced. Three situations were detected and studied: 1) Chosen alone: the animal chooses to go to the recording pool but it is free to move to another pool with other individuals. 2) Put alone: the animal is put alone in the recording pool. 3) With other orcas: more animals are together in the recording pool. The statistic analysis show that animals emit more vocalizations when they are in the situation "Chosen alone". The research will continue in order to observe eventual differences in the individual repertoire of each Orcinus orca.

Development of empirical potentials for amorphous silica

Development of empirical potentials for amorphous silica Amorphous silica (SiO2) is of great importance in geoscience and mineralogy as well as a raw material in glass industry. Its structure is characterized as a disordered continuous network of SiO4 tetrahedra. Many efforts have been undertaken to understand the microscopic properties of silica by classical molecular dynamics (MD) simulations. In this method the interatomic interactions are modeled by an effective potential that does not take explicitely into account the electronic degrees of freedom. In this work, we propose a new methodology to parameterize such a potential for silica using ab initio simulations, namely Car-Parrinello (CP) method [Phys. Rev. Lett. 55, 2471 (1985)]. The new potential proposed is compared to the BKS potential [Phys. Rev. Lett. 64, 1955 (1990)] that is considered as the benchmark potential for silica. First, CP simulations have been performed on a liquid silica sample at 3600 K. The structural features so obtained have been compared to the ones predicted by the classical BKS potential. Regarding the bond lengths the BKS tends to underestimate the Si-O bond whereas the Si-Si bond is overestimated. The inter-tetrahedral angular distribution functions are also not well described by the BKS potential. The corresponding mean value of theSiOSi angle is found to be ≃ 147◦, while the CP yields to aSiOSi angle centered around 135◦. Our aim is to fit a classical Born-Mayer/Coulomb pair potential using ab initio calculations. To this end, we use the force-matching method proposed by Ercolessi and Adams [Europhys. Lett. 26, 583 (1994)]. The CP configurations and their corresponding interatomic forces have been considered for a least square fitting procedure. The classical MD simulations with the resulting potential have lead to a structure that is very different from the CP one. Therefore, a different fitting criterion based on the CP partial pair correlation functions was applied. Using this approach the resulting potential shows a better agreement with the CP data than the BKS ones: pair correlation functions, angular distribution functions, structure factors, density of states and pressure/density were improved. At low temperature, the diffusion coefficients appear to be three times higher than those predicted by the BKS model, however showing a similar temperature dependence. Calculations have also been carried out on crystalline samples in order to check the transferability of the potential. The equilibrium geometry as well as the elastic constants of α-quartz at 0 K are well described by our new potential although the crystalline phases have not been considered for the parameterization. We have developed a new potential for silica which represents an improvement over the pair potentials class proposed so far. Furthermore, the fitting methodology that has been developed in this work can be applied to other network forming systems such as germania as well as mixtures of SiO2 with other oxides (e.g. Al2O3, K2O, Na2O).

Elites or middle classes? : lessons from transnational research for the study of social stratification in Africa

In diesem Arbeitspapier will ich zur künftigen Forschung über soziale Stratifikation in Afrika beitragen, indem ich die theoretischen Implikationen und empirischen Herausforderungen der Konzepte "Elite" und "Mittelklasse" untersuche. Diese Konzepte stammen aus teilweise miteinander konkurrierenden Theorietraditionen. Außerdem haben Sozialwissenschaftler und Historiker sie zu verschiedenen Zeiten und mit Bezug auf verschiedene Regionen unterschiedlich verwendet. So haben Afrikaforscher und -forscherinnen soziale Formationen, die in anderen Teilen der Welt als Mittelklasse kategorisiert wurden, meist als Eliten aufgefasst und tun dies zum Teil noch heute. Elite und Mittelklasse sind aber nicht nur Begriffe der sozialwissenschaftlichen Forschung, sondern zugleich Kategorien der sozialen und politischen Praxis. Die Art und Weise, wie Menschen diese Begriffe benutzen, um sich selbst oder andere zu beschreiben, hat wiederum Rückwirkungen auf sozialwissenschaftliche Diskurse und umgekehrt. Das Arbeitspapier setzt sich mit beiden Aspekten auseinander: mit der Geschichte der theoretischen Debatten über Elite und Mittelklasse und damit, was wir aus empirischen Studien über die umstrittenen Selbstverortungen sozialer Akteure lernen können und über ihre sich verändernden Auffassungen und Praktiken von Elite- oder Mittelklasse-Sein. Weil ich überzeugt bin, dass künftige Forschung zu sozialer Stratifikation in Afrika außerordentlich viel von einer historisch und regional vergleichenden Perspektive profitieren kann, analysiert dieses Arbeitspapier nicht nur Untersuchungen zu afrikanischen Eliten und Mittelklassen, sondern auch eine Fülle von Studien zur Geschichte der Mittelklassen in Europa und Nordamerika sowie zu den neuen Mittelklassen im Globalen Süden.

Preservation of Amputated Extremities by Extracorporeal Blood Perfusion; a Feasibility Study in a Porcine Model

Successful extremity transplantations and replantations have to be performed within 6 h of amputation to avoid irreversible tissue loss. This study investigates ex vivo the technical feasibility and the limb preservation potential of extracorporeal whole blood perfusion in a porcine model.

Compartment pressure of the rectus sheath accurately reflects intra-abdominal pressure in a porcine model

To investigate whether the compartment pressure of the rectus sheath (CPRS) reflects the intra-abdominal pressure (IAP) under various conditions of intra-abdominal hypertension (IAH) in a pig model.

Use and relevance of a bovine mammary gland explant model to study infection responses in bovine mammary tissue

Our aim was to develop an explant model to define more precisely the early response of bovine mammary epithelial cells to infection. Therefore we investigated the mRNA expression encoding for some soluble immunological factors in lipopolysaccharide (LPS)-treated bovine mammary gland explants. Explants were taken out from the mammary gland of eight lactating cows after slaughter then incubated with LPS (10 mug/ml) for 6 h. The mRNA expression of alpha-lactalbumin (alpha-la), various cytokines, tumour necrosis factor (TNF)-alpha, interleukin (IL)-1beta, IL-6, IL-8, and two immunoglobulin receptors, the neonatal Fc receptor (FcRn) and polymeric immunoglobulin receptor (pIGR), were assessed with qPCR before and after 3 h and 6 h of LPS challenge. Both immunoglobulin receptors and alpha-la increased at 3 h then recovered their initial level at 6 h whereas IL-1beta, IL-6 and IL-8 increased only after 6 h (P<0.05). Surprisingly, TNF-alpha transcripts did not show any regulation in response to the LPS treatment. We nevertheless concluded that our model was valid to examine the short-term response of mammary epithelial cell challenged with LPS.

A Note on the Asymptotic Variance of Survival Function in the Semi-Markov Model

In Malani and Neilsen (1992) we have proposed alternative estimates of survival function (for time to disease) using a simple marker that describes time to some intermediate stage in a disease process. In this paper we derive the asymptotic variance of one such proposed estimator using two different methods and compare terms of order 1/n when there is no censoring. In the absence of censoring the asymptotic variance obtained using the Greenwood type approach converges to exact variance up to terms involving 1/n. But the asymptotic variance obtained using the theory of the counting process and results from Voelkel and Crowley (1984) on semi-Markov processes has a different term of order 1/n. It is not clear to us at this point why the variance formulae using the latter approach give different results.

Characterization of retinal damage in the episcleral vein cauterization rat glaucoma model

Episcleral vein cauterization (EVC) is used in rats to generate a glaucoma model with high intraocular pressure (IOP). The long-term retinal damage in this glaucoma model, however, has not been accurately quantified. We report the location and amount of retinal ganglion cell (RGC) damage caused by (EVC) induced IOP elevation in two rat strains. IOP was raised in one eye of Wistar (N = 5) and Brown-Norway(B-N)(N = 7) rats by EVC and monitored monthly until IOP in contralateral eyes equalized at 5 months post-surgery. Animals were maintained for 3.5-4.5 additional months. B-N rats (N = 7) that had no EVC served as controls for this strain. Scotopic flash ERGs were recorded at baseline and just prior to euthanasia. Automated counts of all retrogradely labeled RGCs in retinal flat-mounts were determined and compared between contralateral eyes. RGC density maps were constructed and RGC size distribution was determined. Oscillatory potentials in the group of eyes which had elevated IOP were decreased at the time of euthanasia, when IOP had returned to normal. The group of normal B-N rats had similar RGC counts between contralateral eyes. In the experimental group the mean number of RGCs was not significantly different between control and experimental eyes, but 1 of 5 Wistar and 2 of 7 B-N experimental eyes had at least 30% fewer RGCs than contralateral control eyes. Total retinal area in B-N experimental eyes was higher compared to contralateral eyes. Cumulative IOP exposure of the experimental eyes was modestly correlated with RGC loss while oscillatory potentials appeared to be inversely related to RGC loss. In retinas with extensive (> 30% RGC loss) but not complete damage, smaller cells were preserved better than larger ones. The above results indicate that RGC loss in both Wistar and B-N strains is variable after a prolonged elevation of IOP via EVC. Such variability despite equivalent IOP levels and ERG abnormalities, suggests unknown factors that can protect IOP-stressed RGCs. Identification and enhancement of such factors could prove useful for glaucoma therapy.

A Mechanistic Latent Variable Model for Estimating Drug Concentrations in the Male Genital Tract

The purpose of this study is to develop statistical methodology to facilitate indirect estimation of the concentration of antiretroviral drugs and viral loads in the prostate gland and the seminal vesicle. The differences in antiretroviral drug concentrations in these organs may lead to suboptimal concentrations in one gland compared to the other. Suboptimal levels of the antiretroviral drugs will not be able to fully suppress the virus in that gland, lead to a source of sexually transmissible virus and increase the chance of selecting for drug resistant virus. This information may be useful selecting antiretroviral drug regimen that will achieve optimal concentrations in most of male genital tract glands. Using fractionally collected semen ejaculates, Lundquist (1949) measured levels of surrogate markers in each fraction that are uniquely produced by specific male accessory glands. To determine the original glandular concentrations of the surrogate markers, Lundquist solved a simultaneous series of linear equations. This method has several limitations. In particular, it does not yield a unique solution, it does not address measurement error, and it disregards inter-subject variability in the parameters. To cope with these limitations, we developed a mechanistic latent variable model based on the physiology of the male genital tract and surrogate markers. We employ a Bayesian approach and perform a sensitivity analysis with regard to the distributional assumptions on the random effects and priors. The model and Bayesian approach is validated on experimental data where the concentration of a drug should be (biologically) differentially distributed between the two glands. In this example, the Bayesian model-based conclusions are found to be robust to model specification and this hierarchical approach leads to more scientifically valid conclusions than the original methodology. In particular, unlike existing methods, the proposed model based approach was not affected by a common form of outliers.

Quality of analgesic treatment in patients with advanced prostate cancer: do we do a better job now? The Swiss Group for Clinical Cancer Research (SAKK) experience

GOALS OF WORK: The aim of this study was to evaluate pain intensity and the application of the WHO guidelines for cancer pain treatment in patients with prostate cancer treated at Swiss cancer centers. MATERIALS AND METHODS: We analyzed a series of five multicenter phase II clinical trials which examined the palliative effect of different chemotherapies in patients with advanced hormone-refractory prostate carcinoma. Of 170 patients, 1,018 visits were evaluable for our purpose, including ratings of pain intensity by patients and prescribed analgesics. MAIN RESULTS: No or mild pain was indicated by patients in 36 to 55% of the visits, more than mild pain in 30 to 46%. In 21% of the visits, the WHO pain treatment criteria (treatment according to one of the three steps; oral, rectal or transdermal application of the main dose; administration on a regular schedule) were fulfilled, and the Cleeland index was positive according to all recommendations. In 6% of the visits, neither the WHO criteria were fulfilled nor was the Cleeland index positive. This indicates insufficient pain treatment not following the WHO guidelines and that the prescribed analgesics were not sufficiently potent for the rated pain intensity. CONCLUSIONS: In this selective Swiss sample, the standard of analgesic treatment is high. However, there is still scope for improvement. This cannot solely be solved by improving the knowledge of the physicians. Programs to change the patients' attitude towards cancer pain, training to improve the physicians' communication skills, and institutional changes may be promising strategies.

Evaluation of flood risk in response to climate variability

Standard procedures for forecasting flood risk (Bulletin 17B) assume annual maximum flood (AMF) series are stationary, meaning the distribution of flood flows is not significantly affected by climatic trends/cycles, or anthropogenic activities within the watershed. Historical flood events are therefore considered representative of future flood occurrences, and the risk associated with a given flood magnitude is modeled as constant over time. However, in light of increasing evidence to the contrary, this assumption should be reconsidered, especially as the existence of nonstationarity in AMF series can have significant impacts on planning and management of water resources and relevant infrastructure. Research presented in this thesis quantifies the degree of nonstationarity evident in AMF series for unimpaired watersheds throughout the contiguous U.S., identifies meteorological, climatic, and anthropogenic causes of this nonstationarity, and proposes an extension of the Bulletin 17B methodology which yields forecasts of flood risk that reflect climatic influences on flood magnitude. To appropriately forecast flood risk, it is necessary to consider the driving causes of nonstationarity in AMF series. Herein, large-scale climate patterns—including El Niño-Southern Oscillation (ENSO), Pacific Decadal Oscillation (PDO), North Atlantic Oscillation (NAO), and Atlantic Multidecadal Oscillation (AMO)—are identified as influencing factors on flood magnitude at numerous stations across the U.S. Strong relationships between flood magnitude and associated precipitation series were also observed for the majority of sites analyzed in the Upper Midwest and Northeastern regions of the U.S. Although relationships between flood magnitude and associated temperature series are not apparent, results do indicate that temperature is highly correlated with the timing of flood peaks. Despite consideration of watersheds classified as unimpaired, analyses also suggest that identified change-points in AMF series are due to dam construction, and other types of regulation and diversion. Although not explored herein, trends in AMF series are also likely to be partially explained by changes in land use and land cover over time. Results obtained herein suggest that improved forecasts of flood risk may be obtained using a simple modification of the Bulletin 17B framework, wherein the mean and standard deviation of the log-transformed flows are modeled as functions of climate indices associated with oceanic-atmospheric patterns (e.g. AMO, ENSO, NAO, and PDO) with lead times between 3 and 9 months. Herein, one-year ahead forecasts of the mean and standard deviation, and subsequently flood risk, are obtained by applying site specific multivariate regression models, which reflect the phase and intensity of a given climate pattern, as well as possible impacts of coupling of the climate cycles. These forecasts of flood risk are compared with forecasts derived using the existing Bulletin 17B model; large differences in the one-year ahead forecasts are observed in some locations. The increased knowledge of the inherent structure of AMF series and an improved understanding of physical and/or climatic causes of nonstationarity gained from this research should serve as insight for the formulation of a physical-casual based statistical model, incorporating both climatic variations and human impacts, for flood risk over longer planning horizons (e.g., 10-, 50, 100-years) necessary for water resources design, planning, and management.

Adenovirus-mediated transforming growth factor-beta ameliorates ischemic necrosis of epigastric skin flaps in a rat model

BACKGROUND: Gene therapy has been recently introduced as a novel approach to treat ischemic tissues by using the angiogenic potential of certain growth factors. We investigated the effect of adenovirus-mediated gene therapy with transforming growth factor-beta (TGF-beta) delivered into the subdermal space to treat ischemically challenged epigastric skin flaps in a rat model. MATERIAL AND METHODS: A pilot study was conducted in a group of 5 animals pretreated with Ad-GFP and expression of green fluorescent protein in the skin flap sections was demonstrated under fluorescence microscopy at 2, 4, and 7 days after the treatment, indicating a successful transfection of the skin flaps following subdermal gene therapy. Next, 30 male Sprague Dawley rats were divided into 3 groups of 10 rats each. An epigastric skin flap model, based solely on the right inferior epigastric vessels, was used as the model in this study. Rats received subdermal injections of adenovirus encoding TGF-beta (Ad-TGF-beta) or green fluorescent protein (Ad-GFP) as treatment control. The third group (n = 10) received saline and served as a control group. A flap measuring 8 x 8 cm was outlined on the abdominal skin extending from the xiphoid process proximally and the pubic region distally, to the anterior axillary lines bilaterally. Just prior to flap elevation, the injections were given subdermally in the left upper corner of the flap. The flap was then sutured back to its bed. Flap viability was evaluated seven days after the initial operation. Digital images of the epigastric flaps were taken and areas of necrotic zones relative to total flap surface area were measured and expressed as percentages by using a software program. RESULTS: There was a significant increase in mean percent surviving area between the Ad-TGF-beta group and the two other control groups (P < 0.05). (Ad-TGF-beta: 90.3 +/- 4.0% versus Ad-GFP: 82.2 +/- 8.7% and saline group: 82.6 +/- 4.3%.) CONCLUSIONS: In this study, the authors were able to demonstrate that adenovirus-mediated gene therapy using TGF-beta ameliorated ischemic necrosis in an epigastric skin flap model, as confirmed by significant reduction in the necrotic zones of the flap. The results of this study raise the possibility of using adenovirus-mediated TGF-beta gene therapy to promote perfusion in random portion of skin flaps, especially in high-risk patients.