The algebraic equality of two asymptotic tests for the hypothesis that a normal distribution has a specified correlation matrix

It is proved the algebraic equality between Jennrich's (1970) asymptotic$X^2$ test for equality of correlation matrices, and a Wald test statisticderived from Neudecker and Wesselman's (1990) expression of theasymptoticvariance matrix of the sample correlation matrix.

Compact matrix expressions for generalized Wald tests of equality of moment vectors

Asymptotic chi-squared test statistics for testing the equality ofmoment vectors are developed. The test statistics proposed aregeneralizedWald test statistics that specialize for different settings by inserting andappropriate asymptotic variance matrix of sample moments. Scaled teststatisticsare also considered for dealing with situations of non-iid sampling. Thespecializationwill be carried out for testing the equality of multinomial populations, andtheequality of variance and correlation matrices for both normal andnon-normaldata. When testing the equality of correlation matrices, a scaled versionofthe normal theory chi-squared statistic is proven to be an asymptoticallyexactchi-squared statistic in the case of elliptical data.

Improving Transition Outcomes: Resource Mapping Workshop: Service Matrix

Resource Mapping tool from the Improving Transition Outcomes Resource Mapping Workshops

Once-daily dolutegravir is superior to once-daily darunavir/ritonavir in treatment-naïve HIV-1-positive individuals: 96 week results from FLAMINGO.

INTRODUCTION: Dolutegravir (DTG) 50 mg once daily was superior to darunavir/ritonavir (DRV/r) 800 mg/100 mg once daily through Week 48, with 90% vs. 83% of participants achieving HIV RNA 50 c/mL (p=0.025) [1]. We present data through Week 96. MATERIAL AND METHODS: FLAMINGO is a multicentre, randomized, open-label, Phase IIIb non-inferiority study, in which HIV-1-positive ART-naïve adults with HIV-1 RNA≥1000 c/mL and no evidence of viral resistance were randomized 1:1 to receive DTG or DRV/r, with investigator-selected backbone NRTIs (TDF/FTC or ABC/3TC). Participants were stratified by screening HIV-1 RNA (≤100K c/mL) and NRTI backbone. RESULTS: A total of 484 adults were randomized and treated; 25% had baseline HIV RNA 100K c/mL. At Week 96, the proportion of participants with HIV RNA 50 c/mL was 80% in the DTG arm vs. 68% in the DRV/r arm (adjusted difference 12.4%; 95% CI 4.7, 20.2%; p=0.002). Secondary analyses supported primary results: per-protocol [(DTG 83% vs. DRV/r 70%), 95% CI 12.9 (5.3, 20.6)] and treatment-related discontinuation = failure [(98% vs. 95%), 95% CI 3.2 (-0.3, 6.7)]. Overall virologic non-response (DTG 8%; DRV/r 12%) and non-response due to other reasons (DTG 12%; DRV/r 21%) occurred less frequently on DTG. As at Week 48, the difference between arms was most pronounced in participants with high baseline viral load (82% vs. 52% response through Week 96) and in the TDF/FTC stratum (79% vs. 64%); consistent responses were seen in the ABC/3TC stratum (82% vs. 75%). Six participants (DTG 2, none post-Week 48; DRV/r 4, two post-Week 48) experienced protocol-defined virologic failure (PDVF; confirmed viral load 200 c/mL on or after Week 24); none had treatment-emergent resistance to study drugs. Most frequent drug-related adverse events (AEs) were diarrhoea, nausea and headache, with diarrhoea significantly more common on DRV/r (24%) than DTG (10%). Significantly more participants had Grade 2 fasting LDL toxicities on DRV/r (22%) vs. DTG (7%), p<0.001; mean changes in creatinine for DTG (~0.18 mg/dL) observed at Week 2 were stable through Week 96. CONCLUSIONS: Once-daily DTG was superior to once-daily DRV/r in treatment-naïve HIV-1-positive individuals, with no evidence of emergent resistance to DTG in virologic failure and relatively similar safety profiles for DTG and DRV/r through 96 Weeks.

Unfolding a symmetric matrix

Graphical displays which show inter--sample distances are importantfor the interpretation and presentation of multivariate data. Except whenthe displays are two--dimensional, however, they are often difficult tovisualize as a whole. A device, based on multidimensional unfolding, isdescribed for presenting some intrinsically high--dimensional displays infewer, usually two, dimensions. This goal is achieved by representing eachsample by a pair of points, say $R_i$ and $r_i$, so that a theoreticaldistance between the $i$-th and $j$-th samples is represented twice, onceby the distance between $R_i$ and $r_j$ and once by the distance between$R_j$ and $r_i$. Self--distances between $R_i$ and $r_i$ need not be zero.The mathematical conditions for unfolding to exhibit symmetry are established.Algorithms for finding approximate fits, not constrained to be symmetric,are discussed and some examples are given.

Positive contrast visualization of iron oxide-labeled stem cells using inversion-recovery with ON-resonant water suppression (IRON)

In proton magnetic resonance imaging (MRI) metallic substances lead to magnetic field distortions that often result in signal voids in the adjacent anatomic structures. Thus, metallic objects and superparamagnetic iron oxide (SPIO)-labeled cells appear as hypointense artifacts that obscure the underlying anatomy. The ability to illuminate these structures with positive contrast would enhance noninvasive MR tracking of cellular therapeutics. Therefore, an MRI methodology that selectively highlights areas of metallic objects has been developed. Inversion-recovery with ON-resonant water suppression (IRON) employs inversion of the magnetization in conjunction with a spectrally-selective on-resonant saturation prepulse. If imaging is performed after these prepulses, positive signal is obtained from off-resonant protons in close proximity to the metallic objects. The first successful use of IRON to produce positive contrast in areas of metallic spheres and SPIO-labeled stem cells in vitro and in vivo is presented.

Power transformations in correspondence analysis

Power transformations of positive data tables, prior to applying the correspondence analysis algorithm, are shown to open up a family of methods with direct connections to the analysis of log-ratios. Two variations of this idea are illustrated. The first approach is simply to power the original data and perform a correspondence analysis this method is shown to converge to unweighted log-ratio analysis as the power parameter tends to zero. The second approach is to apply the power transformation to thecontingency ratios, that is the values in the table relative to expected values based on the marginals this method converges to weighted log-ratio analysis, or the spectral map. Two applications are described: first, a matrix of population genetic data which is inherently two-dimensional, and second, a larger cross-tabulation with higher dimensionality, from a linguistic analysis of several books.

An European Organisation for Research and Treatment of Cancer phase I study of lapatinib and docetaxel as neoadjuvant treatment for Human Epidermal Growth Factor Receptor 2 (HER2) positive locally-advanced/inflammatory or large operable breast cancer.

BACKGROUND: Lapatinib is an effective anti-HER2 therapy in advanced breast cancer and docetaxel is one of the most active agents in breast cancer. Combining these agents in pre-treated patients with metastatic disease had previously proved challenging, so the primary objective of this study aimed to determine the maximum tolerated dose (MTD) in treatment-naive patients, by identifying acute dose-limiting toxicities (DLT) during cycle 1 in the first part of a phases 1-2 neoadjuvant European Organisation for Research and Treatment of Cancer (EORTC) trial. PATIENTS AND METHODS: Patients with large operable or locally-advanced HER2 positive breast cancer were treated with continuous lapatinib, and docetaxel every 21days for 4 cycles. Dose levels (DLs) were: 1000/75, 1250/75, 1000/85, 1250/85, 1000/100 and 1250/100 (mg/day)/(mg/m(2)). RESULTS: Twenty-one patients were included. Two DLTs occurred at dose level 5 (1000/100); one grade 4 neutropenia ⩾7days and one febrile neutropenia. A further 3 patients were therefore treated at the same dose with prophylactic granulocyte-colony stimulating factor (G-CSF), and 3 patients at dose level 6. No further DLTs were observed. CONCLUSIONS: Our recommended dose for phase II is lapatinib 1000mg/day and docetaxel 100mg/m(2) with G-CSF in HER2 positive non-metastatic breast cancer. The dose of lapatinib should have been 1250mg/day but we were mindful of the high rate of treatment discontinuation in GeparQuinto with lapatinib 1250mg/day combined with docetaxel. No grade 3-4 diarrhoea was observed. Pharmacodynamics analysis suggests that concomitant medications altering P-glycoprotein activity (in addition to lapatinib) can modify toxicity, including non-haematological toxicities. This needs verification in larger trials, where it may contribute to understanding the sources of variability in clinical toxicity and treatment discontinuation.

Asymmetric effects of monetary policy in the US: Positive vs. negative or big vs. small?

This paper reconsiders the empirical evidence on the asymmetricoutput effects of monetary policy. Asymmetric effects is a common feature ofmany theoretical models, and there are many different versions of suchasymmetries. We concentrate on the distinctions between positive andnegative money-supply changes, big and small changes in money-supply, andpossible combinations of the two asymmetries. Earlier research has foundempirical evidence in favor of the former of these in US data. Using M1 asthe monetary variable we find evidence in favor of neutrality of big shocksand non-neutrality of small shocks. The results may, however, be affected bystructual instability of M1 demand. Thus, we substitute M1 with the federalfunds rate. In these data we find that only small negative shocks affectreal aggregate activity. The results are interpreted in terms of menu-costmodels.

Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size

This paper analyzes whether standard covariance matrix tests work whendimensionality is large, and in particular larger than sample size. Inthe latter case, the singularity of the sample covariance matrix makeslikelihood ratio tests degenerate, but other tests based on quadraticforms of sample covariance matrix eigenvalues remain well-defined. Westudy the consistency property and limiting distribution of these testsas dimensionality and sample size go to infinity together, with theirratio converging to a finite non-zero limit. We find that the existingtest for sphericity is robust against high dimensionality, but not thetest for equality of the covariance matrix to a given matrix. For thelatter test, we develop a new correction to the existing test statisticthat makes it robust against high dimensionality.

Comparative genomics of chemosensory protein genes reveals rapid evolution and positive selection in ant-specific duplicates.

Gene duplications can have a major role in adaptation, and gene families underlying chemosensation are particularly interesting due to their essential role in chemical recognition of mates, predators and food resources. Social insects add yet another dimension to the study of chemosensory genomics, as the key components of their social life rely on chemical communication. Still, chemosensory gene families are little studied in social insects. Here we annotated chemosensory protein (CSP) genes from seven ant genomes and studied their evolution. The number of functional CSP genes ranges from 11 to 21 depending on species, and the estimated rates of gene birth and death indicate high turnover of genes. Ant CSP genes include seven conservative orthologous groups present in all the ants, and a group of genes that has expanded independently in different ant lineages. Interestingly, the expanded group of genes has a differing mode of evolution from the orthologous groups. The expanded group shows rapid evolution as indicated by a high dN/dS (nonsynonymous to synonymous changes) ratio, several sites under positive selection and many pseudogenes, whereas the genes in the seven orthologous groups evolve slowly under purifying selection and include only one pseudogene. These results show that adaptive changes have played a role in ant CSP evolution. The expanded group of ant-specific genes is phylogenetically close to a conservative orthologous group CSP7, which includes genes known to be involved in ant nestmate recognition, raising an interesting possibility that the expanded CSPs function in ant chemical communication.

Honey, I shrunk the sample covariance matrix

The central message of this paper is that nobody should be using the samplecovariance matrix for the purpose of portfolio optimization. It containsestimation error of the kind most likely to perturb a mean-varianceoptimizer. In its place, we suggest using the matrix obtained from thesample covariance matrix through a transformation called shrinkage. Thistends to pull the most extreme coefficients towards more central values,thereby systematically reducing estimation error where it matters most.Statistically, the challenge is to know the optimal shrinkage intensity,and we give the formula for that. Without changing any other step in theportfolio optimization process, we show on actual stock market data thatshrinkage reduces tracking error relative to a benchmark index, andsubstantially increases the realized information ratio of the activeportfolio manager.

Improved estimation of the covariance matrix of stock returns with an application to portofolio selection

This paper proposes to estimate the covariance matrix of stock returnsby an optimally weighted average of two existing estimators: the samplecovariance matrix and single-index covariance matrix. This method isgenerally known as shrinkage, and it is standard in decision theory andin empirical Bayesian statistics. Our shrinkage estimator can be seenas a way to account for extra-market covariance without having to specifyan arbitrary multi-factor structure. For NYSE and AMEX stock returns from1972 to 1995, it can be used to select portfolios with significantly lowerout-of-sample variance than a set of existing estimators, includingmulti-factor models.

Doublecortin-positive cells in the adult primate cerebral cortex and possible role in brain plasticity and development.

We have demonstrated that cortical cell autografts might be a useful therapy in two monkey models of neurological disease: motor cortex lesion and Parkinson's disease. However, the origin of the useful transplanted cells obtained from cortical biopsies is not clear. In this report we describe the expression of doublecortin (DCX) in these cells based on reverse-transcription polymerase chain reaction (RT-PCR) and immunodetection in the adult primate cortex and cell cultures. The results showed that DCX-positive cells were present in the whole primate cerebral cortex and also expressed glial and/or neuronal markers such as glial fibrillary protein (GFAP) or neuronal nuclei (NeuN). We also demonstrated that only DCX/GFAP positive cells were able to proliferate and originate progenitor cells in vitro. We hypothesize that these DCX-positive cells in vivo have a role in cortical plasticity and brain reaction to injury. Moreover, in vitro these DCX-positive cells have the potential to reacquire progenitor characteristics that confirm their potential for brain repair.