Selecting statistical models to study the relationship between soybean yield and soil physical properties

Statistical models allow the representation of data sets and the estimation and/or prediction of the behavior of a given variable through its interaction with the other variables involved in a phenomenon. Among other different statistical models, are the autoregressive state-space models (ARSS) and the linear regression models (LR), which allow the quantification of the relationships among soil-plant-atmosphere system variables. To compare the quality of the ARSS and LR models for the modeling of the relationships between soybean yield and soil physical properties, Akaike's Information Criterion, which provides a coefficient for the selection of the best model, was used in this study. The data sets were sampled in a Rhodic Acrudox soil, along a spatial transect with 84 points spaced 3 m apart. At each sampling point, soybean samples were collected for yield quantification. At the same site, soil penetration resistance was also measured and soil samples were collected to measure soil bulk density in the 0-0.10 m and 0.10-0.20 m layers. Results showed autocorrelation and a cross correlation structure of soybean yield and soil penetration resistance data. Soil bulk density data, however, were only autocorrelated in the 0-0.10 m layer and not cross correlated with soybean yield. The results showed the higher efficiency of the autoregressive space-state models in relation to the equivalent simple and multiple linear regression models using Akaike's Information Criterion. The resulting values were comparatively lower than the values obtained by the regression models, for all combinations of explanatory variables.

Density modes in spherical 4He shells

We compute the density-fluctuation spectrum of spherical 4HeN shells adsorbed on the outer surface of Cn fullerenes. The excitation spectrum is obtained within the random-phase approximation, with particle-hole elementary excitations and effective interaction extracted from a density-functional description of the shell structure. The presence of one or two solid helium layers adjacent to the adsorbing fullerene is phenomenologically accounted for. We illustrate our results for a selection of numbers of adsorbed atoms on C20, C60, and C120. The hydrodynamical model that has proven successful to describe helium excitations in the bulk and in restricted geometries permits to perform a rather exhaustive analysis of various fluid spherical systems, namely, spheres, cavities, free bubbles, and bound shells of variable size.

Essays on the measurement of school efficiency

Measuring school efficiency is a challenging task. First, a performance measurement technique has to be selected. Within Data Envelopment Analysis (DEA), one such technique, alternative models have been developed in order to deal with environmental variables. The majority of these models lead to diverging results. Second, the choice of input and output variables to be included in the efficiency analysis is often dictated by data availability. The choice of the variables remains an issue even when data is available. As a result, the choice of technique, model and variables is probably, and ultimately, a political judgement. Multi-criteria decision analysis methods can help the decision makers to select the most suitable model. The number of selection criteria should remain parsimonious and not be oriented towards the results of the models in order to avoid opportunistic behaviour. The selection criteria should also be backed by the literature or by an expert group. Once the most suitable model is identified, the principle of permanence of methods should be applied in order to avoid a change of practices over time. Within DEA, the two-stage model developed by Ray (1991) is the most convincing model which allows for an environmental adjustment. In this model, an efficiency analysis is conducted with DEA followed by an econometric analysis to explain the efficiency scores. An environmental variable of particular interest, tested in this thesis, consists of the fact that operations are held, for certain schools, on multiple sites. Results show that the fact of being located on more than one site has a negative influence on efficiency. A likely way to solve this negative influence would consist of improving the use of ICT in school management and teaching. Planning new schools should also consider the advantages of being located on a unique site, which allows reaching a critical size in terms of pupils and teachers. The fact that underprivileged pupils perform worse than privileged pupils has been public knowledge since Coleman et al. (1966). As a result, underprivileged pupils have a negative influence on school efficiency. This is confirmed by this thesis for the first time in Switzerland. Several countries have developed priority education policies in order to compensate for the negative impact of disadvantaged socioeconomic status on school performance. These policies have failed. As a result, other actions need to be taken. In order to define these actions, one has to identify the social-class differences which explain why disadvantaged children underperform. Childrearing and literary practices, health characteristics, housing stability and economic security influence pupil achievement. Rather than allocating more resources to schools, policymakers should therefore focus on related social policies. For instance, they could define pre-school, family, health, housing and benefits policies in order to improve the conditions for disadvantaged children.

Promoter IV of the class II transactivator gene is essential for positive selection of CD4+ T cells.

Major histocompatibility complex class II (MHCII) expression is regulated by the transcriptional coactivator CIITA. Positive selection of CD4(+) T cells is abrogated in mice lacking one of the promoters (pIV) of the Mhc2ta gene. This is entirely due to the absence of MHCII expression in thymic epithelia, as demonstrated by bone marrow transfer experiments between wild-type and pIV(-/-) mice. Medullary thymic epithelial cells (mTECs) are also MHCII(-) in pIV(-/-) mice. Bone marrow-derived, professional antigen-presenting cells (APCs) retain normal MHCII expression in pIV(-/-) mice, including those believed to mediate negative selection in the thymic medulla. Endogenous retroviruses thus retain their ability to sustain negative selection of the residual CD4(+) thymocytes in pIV(-/-) mice. Interestingly, the passive acquisition of MHCII molecules by thymocytes is abrogated in pIV(-/-) mice. This identifies thymic epithelial cells as the source of this passive transfer. In peripheral lymphoid organs, the CD4(+) T-cell population of pIV(-/-) mice is quantitatively and qualitatively comparable to that of MHCII-deficient mice. It comprises a high proportion of CD1-restricted natural killer T cells, which results in a bias of the V beta repertoire of the residual CD4(+) T-cell population. We have also addressed the identity of the signal that sustains pIV expression in cortical epithelia. We found that the Jak/STAT pathways activated by the common gamma chain (CD132) or common beta chain (CDw131) cytokine receptors are not required for MHCII expression in thymic cortical epithelia.

Clonal deletion and the fate of autoreactive thymocytes that survive negative selection.

Clonal deletion of autoreactive thymocytes is important for self-tolerance, but the intrathymic signals that induce clonal deletion have not been clearly identified. We now report that clonal deletion during negative selection required CD28-mediated costimulation of autoreactive thymocytes at the CD4(+)CD8(lo) intermediate stage of differentiation. Autoreactive thymocytes were prevented from undergoing clonal deletion by either a lack of CD28 costimulation or transgenic overexpression of the antiapoptotic factors Bcl-2 or Mcl-1, with surviving thymocytes differentiating into anergic CD4(-)CD8(-) double-negative thymocytes positive for the T cell antigen receptor αβ subtype (TCRαβ) that 'preferentially' migrated to the intestine, where they re-expressed CD8α and were sequestered as CD8αα(+) intraepithelial lymphocytes (IELs). Our study identifies costimulation by CD28 as the intrathymic signal required for clonal deletion and identifies CD8αα(+) IELs as the developmental fate of autoreactive thymocytes that survive negative selection.

Comment on "Selection of the Saffman-Taylor finger width in the absence of surface tension: an exact result"

A Comment on the Letter by Mark Mineev-Weinstein, Phys. Rev. Lett. 80, 2113 (1998). The authors of the Letter offer a Reply.

Sexual selection in genetic colour-polymorphic species: a review of experimental studies and perspectives

Sexual selection theory has primarily focussed on the role of mating preferences for the best individuals in the evolution of condition-dependent ornaments, traits that signal absolute quality. Because the most suitable mate for one individual is not always the best for others, however, we argue that non-directional mate choice can promote the evolution of alternative morphs that are not condition-dependent in their expression (i.e. genetic polymorphism). We list the different mate-choice rules (i.e. all individuals have the same preference; preference depends on the chooser's morph; individuals mate preferentially with conspecifics displaying an uncommon or the most frequent morph) and review experimental studies that investigated mate choice in natural populations of colour-polymorphic animals. Our review emphasises that although the experimental data support the idea that sexual selection plays an important role in the evolution of genetic colour polymorphism in many different ways, little is known about the adaptive value of each mate-choice strategy and about their implication in the evolutionary stability of colour polymorphism. One way of solving this problem is to determine the adaptive function of colour morphs, a worthwhile objective, because better understanding of mate-choice rules in polymorphic species should provide important insights into sexual-selection processes and, in turn, into the maintenance of genetic variation.

Selection, shape and relaxation of fronts: A numerical study of the effects of inertia.

We study the problem of front propagation in the presence of inertia. We extend the analytical approach for the overdamped problem to this case, and present numerical results to support our theoretical predictions. Specifically, we conclude that the velocity and shape selection problem can still be described in terms of the metastable, nonlinear, and linear overdamped regimes. We study the characteristic relaxation dynamics of these three regimes, and the existence of degenerate (¿quenched¿) solutions.

Reply to Comment on 'Two-finger selection theory in the Saffman-Taylor problem

We clarify the meaning of the results of Phys. Rev. E 60, R5013 (1999). We discuss the use and implications of periodic boundary conditions, as opposed to rigid-wall ones. We briefly argue that the solutions of the paper above are physically relevant as part of a more general issue, namely the possible generalization to dynamics, of the microscopic solvability scenario of selection.

Natural selection in a postglacial range expansion: the case of the colour cline in the European barn owl.

Gradients of variation-or clines-have always intrigued biologists. Classically, they have been interpreted as the outcomes of antagonistic interactions between selection and gene flow. Alternatively, clines may also establish neutrally with isolation by distance (IBD) or secondary contact between previously isolated populations. The relative importance of natural selection and these two neutral processes in the establishment of clinal variation can be tested by comparing genetic differentiation at neutral genetic markers and at the studied trait. A third neutral process, surfing of a newly arisen mutation during the colonization of a new habitat, is more difficult to test. Here, we designed a spatially explicit approximate Bayesian computation (ABC) simulation framework to evaluate whether the strong cline in the genetically based reddish coloration observed in the European barn owl (Tyto alba) arose as a by-product of a range expansion or whether selection has to be invoked to explain this colour cline, for which we have previously ruled out the actions of IBD or secondary contact. Using ABC simulations and genetic data on 390 individuals from 20 locations genotyped at 22 microsatellites loci, we first determined how barn owls colonized Europe after the last glaciation. Using these results in new simulations on the evolution of the colour phenotype, and assuming various genetic architectures for the colour trait, we demonstrate that the observed colour cline cannot be due to the surfing of a neutral mutation. Taking advantage of spatially explicit ABC, which proved to be a powerful method to disentangle the respective roles of selection and drift in range expansions, we conclude that the formation of the colour cline observed in the barn owl must be due to natural selection.

Population differentiation and its consequences in the white campion "Silene latifolia" (Caryophyllaceae): a functional analysis

Summary In his theory On the Origin of Species by Means of Natural Selection (1859), Darwin describes evolution as a gradual change in population over time and that natural selection is a process that caused evolution. Because quantitative variation in species is partly influenced by several genes and thus heritable, association between levels of genetic variation at neutral markers and at quantitative traits and their partitioning within and among populations are important to study mechanisms that drive evolution in populations. Most studies addressing quantitative variation in plants focused on morphological and life history traits but not in traits affecting reproductive success. The aim of this thesis is to better understand how patterns of variation for neutral molecular markers and phenotypic traits drive the evolution of reproduction and defensive mechanisms in six European populations of Silene latifolia, a dioecious plant species. We found evidence for extremely high within and between population variation at six microsatellite loci and at most quantitative traits studied in plants grown under standardized conditions (morphology, life history and reproductive traits). Interestingly, there was clinal variation between age at first flowering and latitude. This pattern is likely due to natural selection since differentiation of this trait was high, heritable and probably higher than differentiation at neutral markers. Our study focused on sex specific selective pressures: mechanisms of intersexual coadaptation and defence mechanism against the seed predator Hadena bicruris. To address divergence at reproductive traits, we studied male and female population of origin effects and in particular pollen competitive ability on male post-pollination success in the study populations with within and between populations crosses. We crossed the same female plant with pollen from a male within the same population of origin and pollen from two males from two distinct populations, using a fixed tester male as a competitor. Additionally, we conducted control crosses with pollen from each male as a single donor. We analysed paternity success of each competitor with two microsatellite loci, seed set and offspring fitness. Male population of origin showed significant among-population variation for siring success at pollen competition. In vitro pollen germination rate showed heritable variation among populations and was positively correlated to siring success. Local or foreign pollen did not have a consistent advantage. Furthermore, female population of origin affected the outcome of pollen competition in some populations. There was no difference of seed set or offspring fitness in within/ between population crosses. This suggests that reproductive divergence may occur via pollen competition in Silene latifolia. The specialist seed predator Hadena bicruris may also induce divergence between populations. We tested potential constitutive and induced defence mechanisms against the specialist predator Hadena bicruris. Because fruit wall thickness is smaller in the invasive range (Northern America) were the moth is absent, this suggests that a thicker fruit wall is a potentially defensive trait against larval attack, and that relaxed selection in the absence of the seed predator has resulted in an evolutionary loss of this defence in the invasive range. Fruit wall thickness was different among three populations. Experimental exposure to moth eggs increased fruit abortion. Fruits built after attack on exposed plants did not have thicker fruit walls compared to fruits on non-exposed plants. Furthermore, fruits with thicker fruit walls were not less profitable, nor did they require longer handling time when exposed to larvae, suggesting no defensive role of fruit wall thickness. Our results show that there is high molecular and phenotypic variation in Silene latifolia and that traits potentially involved in reproductive success both for intra-specific (between sexes) and inter-specific interactions are heritable. Different selective forces may thus interact and cause differential evolution of geographically separated Silene latifolia populations in Europe, leading to the observed differentiation. Résumé Dans sa théorie de l'évolution, L'origine des espèces, ch. 4 (1859), Darwin décrit l'évolution comme un processus continu au cours du temps à l'intérieur de populations et que la sélection naturelle en est le moteur. La variation quantitative est en partie déterminée par plusieurs gènes, donc transmissible à la descendance. Associer le niveau de variation génétique à des marqueurs neutres au niveau de la variation à des traits quantitatifs, ainsi que la répartition à l'intérieur et entre les populations d'une espèce donnée de cette variation, sont importants dans la compréhension des forces évolutives. La plupart des études scientifiques sur la variation quantitative chez les plantes se sont intéressées à la morphologie et à la phénologie mais pas aux caractères impliqués dans le succès reproducteur. L'objectif de cette thèse est de mieux comprendre comment la répartition de la variation à des marqueurs neutres et des caractères quantitatifs influence l'évolution de la reproduction et des mécanismes de défense dans six populations Européennes de l'espèce dioïque Silene latifolia. Nous avons mis en évidence une grande diversité intra et inter-population à six loci microsatellites ainsi qu'à la plupart des caractères quantitatifs mesurés (morphologie, phénologie et traits reproducteurs) sur des plantes cultivées dans des conditions standardisées. Un résultat intéressant est la présence d'un cline latitudinal pour l'âge à la floraison. Ceci est probablement une conséquence de la sélection naturelle, puisque ce caractère est différencié entre les populations étudiées, héritable et que la différenciation de ce trait est supérieure à la différenciation des marqueurs neutres étudiés. Notre étude a ensuite porté plus précisément sur les pressions de sélection spécifiques aux sexes : la coadaptation entre les sexes et les mécanismes de défense contre l'insecte granivore Hadena bicruris. Afin d'évaluer la divergence sur les traits reproducteurs, nous avons étudié les effets des populations d'origine des mâles et des femelles et en particulier le succès reproducteur des mâles après pollinisation à l'aide de croisements inter et intra-population. Nous avons pollinisé la même femelle avec du pollen provenant d'un mâle de la même population ainsi qu'avec le pollen de deux mâles provenant de deux autres populations en situation de compétition avec un pollen provenant d'une population test. Des croisements contrôle ont été réalisés avec les mêmes mâles en pollinisation pure. Nous avons évalué le succès reproducteur de chaque mâle à l'aide d'analyses de paternité ainsi que la production de graines et la fitness de la descendance. L'origine du mâle avait un effet sur la paternité. Le taux de croissance in vitro du pollen est un caractère héritable et a eu un effet positif sur le succès reproducteur. De plus, l'origine de la femelle avait un effet sur le succès des mâles en compétition dans certaines populations. Nos résultats suggèrent qu'une divergence reproductive chez Silene latifolia pourrait apparaître suite à la compétition pollinique. Nous avons ensuite testé des mécanismes potentiels de défense constitutive et induite contre l'herbivore spécialiste Hadena bicruris, un papillon nocturne qui pourrait aussi jouer un rôle dans la différenciation des populations. L'épaisseur des fruits étant plus faible dans les régions où la plante est invasive (Amérique du Nord) et où l'insecte est absent, ce trait pourrait jouer un rôle défensif. Une pression de sélection plus faible causée par l'absence de l'herbivore aurait abouti à une perte de cette défense dans ces régions. Nous avons montré que l'épaisseur du fruit est variable selon les populations. L'infestation artificielle de fruit par l'insecte induit l'abscission sélective des fruits. Les fruits produits après une infestation n'étaient pas plus épais que les fruits issus de plantes non infestées. De plus, les fruits épais n'étaient pas moins nutritifs et ne causaient pas de perte de temps pour la prédation pour les larves, ce qui suggère que l'épaisseur des fruits ne joue pas un rôle défensif. Nos résultats montrent que plusieurs pressions de sélection interviennent et interagissent dans l'évolution de populations distantes, provoquant la divergence des populations Européennes de l'espèce Silene latifolia.

Three essays in financial economics: asset pricing, optimal portfolio selection and financial integration

Executive Summary The unifying theme of this thesis is the pursuit of a satisfactory ways to quantify the riskureward trade-off in financial economics. First in the context of a general asset pricing model, then across models and finally across country borders. The guiding principle in that pursuit was to seek innovative solutions by combining ideas from different fields in economics and broad scientific research. For example, in the first part of this thesis we sought a fruitful application of strong existence results in utility theory to topics in asset pricing. In the second part we implement an idea from the field of fuzzy set theory to the optimal portfolio selection problem, while the third part of this thesis is to the best of our knowledge, the first empirical application of some general results in asset pricing in incomplete markets to the important topic of measurement of financial integration. While the first two parts of this thesis effectively combine well-known ways to quantify the risk-reward trade-offs the third one can be viewed as an empirical verification of the usefulness of the so-called "good deal bounds" theory in designing risk-sensitive pricing bounds. Chapter 1 develops a discrete-time asset pricing model, based on a novel ordinally equivalent representation of recursive utility. To the best of our knowledge, we are the first to use a member of a novel class of recursive utility generators to construct a representative agent model to address some long-lasting issues in asset pricing. Applying strong representation results allows us to show that the model features countercyclical risk premia, for both consumption and financial risk, together with low and procyclical risk free rate. As the recursive utility used nests as a special case the well-known time-state separable utility, all results nest the corresponding ones from the standard model and thus shed light on its well-known shortcomings. The empirical investigation to support these theoretical results, however, showed that as long as one resorts to econometric methods based on approximating conditional moments with unconditional ones, it is not possible to distinguish the model we propose from the standard one. Chapter 2 is a join work with Sergei Sontchik. There we provide theoretical and empirical motivation for aggregation of performance measures. The main idea is that as it makes sense to apply several performance measures ex-post, it also makes sense to base optimal portfolio selection on ex-ante maximization of as many possible performance measures as desired. We thus offer a concrete algorithm for optimal portfolio selection via ex-ante optimization over different horizons of several risk-return trade-offs simultaneously. An empirical application of that algorithm, using seven popular performance measures, suggests that realized returns feature better distributional characteristics relative to those of realized returns from portfolio strategies optimal with respect to single performance measures. When comparing the distributions of realized returns we used two partial risk-reward orderings first and second order stochastic dominance. We first used the Kolmogorov Smirnov test to determine if the two distributions are indeed different, which combined with a visual inspection allowed us to demonstrate that the way we propose to aggregate performance measures leads to portfolio realized returns that first order stochastically dominate the ones that result from optimization only with respect to, for example, Treynor ratio and Jensen's alpha. We checked for second order stochastic dominance via point wise comparison of the so-called absolute Lorenz curve, or the sequence of expected shortfalls for a range of quantiles. As soon as the plot of the absolute Lorenz curve for the aggregated performance measures was above the one corresponding to each individual measure, we were tempted to conclude that the algorithm we propose leads to portfolio returns distribution that second order stochastically dominates virtually all performance measures considered. Chapter 3 proposes a measure of financial integration, based on recent advances in asset pricing in incomplete markets. Given a base market (a set of traded assets) and an index of another market, we propose to measure financial integration through time by the size of the spread between the pricing bounds of the market index, relative to the base market. The bigger the spread around country index A, viewed from market B, the less integrated markets A and B are. We investigate the presence of structural breaks in the size of the spread for EMU member country indices before and after the introduction of the Euro. We find evidence that both the level and the volatility of our financial integration measure increased after the introduction of the Euro. That counterintuitive result suggests the presence of an inherent weakness in the attempt to measure financial integration independently of economic fundamentals. Nevertheless, the results about the bounds on the risk free rate appear plausible from the view point of existing economic theory about the impact of integration on interest rates.