966 resultados para Permutation-Symmetric Covariance
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BACKGROUND: Obesity is becoming more frequent in children; understanding the extent to which this condition affects not only carbohydrate and lipid metabolism but also protein metabolism is of paramount importance. OBJECTIVE: We evaluated the kinetics of protein metabolism in obese, prepubertal children in the static phase of obesity. DESIGN: In this cross-sectional study, 9 obese children (x +/- SE: 44+/-4 kg, 30.9+/-1.5% body fat) were compared with 8 lean (28+/-2 kg ,16.8+/-1.2% body fat), age-matched (8.5+/-0.2 y) control children. Whole-body nitrogen flux, protein synthesis, and protein breakdown were calculated postprandially over 9 h from 15N abundance in urinary ammonia by using a single oral dose of [15N]glycine; resting energy expenditure (REE) was assessed by indirect calorimetry (canopy) and body composition by multiple skinfold-thickness measurements. RESULTS: Absolute rates of protein synthesis and breakdown were significantly greater in obese children than in control children (x +/- SE: 208+/-24 compared with 137+/-14 g/d, P < 0.05, and 149+/-20 compared with 89+/-13 g/d, P < 0.05, respectively). When these variables were adjusted for fat-free mass by analysis of covariance, however, the differences between groups disappeared. There was a significant relation between protein synthesis and fat-free mass (r = 0.83, P < 0.001) as well as between protein synthesis and REE (r = 0.79, P < 0.005). CONCLUSIONS: Obesity in prepubertal children is associated with an absolute increase in whole-body protein turnover that is consistent with an absolute increase in fat-free mass, both of which contribute to explaining the greater absolute REE in obese children than in control children.
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We provide robust examples of symmetric two-player coordination games in normal form that reveal that equilibrium selection by the evolutionary model of Young (1993) is essentially different from equilibrium selection by the evolutionary model of Kandori, Mailath and Rob (1993).
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OBJECTIVE: The effect of minor orthopaedic day surgery (MiODS) on patient's mood. METHODS: A prospective population-based cohort study of 148 consecutive patients with age above 18 and less than 65, an American Society of Anaesthesiology (ASA) score of 1, and the requirement of general anaesthesia (GA) were included. The Medical Outcomes Study - Short Form 36 (SF-36), Beck Anxiety Inventory (BAI) and Beck Depression Inventory (BDI) were used pre- and post-operatively. RESULTS: The mean physical component score of SF-36 before surgery was 45.3 (SD=+/-10.1) and 8 weeks following surgery was 44.9 (SD=+/-11.04) [n=148, p=0.51, 95% CI=(-1.03 to 1.52)]. For the measurement of the changes in mood using BDI, BAI and SF-36, latent construct modelling was employed to increase validity. The covariance between mood pre- and post-operatively (cov=69.44) corresponded to a correlation coefficient, r=0.88 indicating that patients suffering a greater number of mood symptoms before surgery continue to have a greater number of symptoms following surgery. When the latent mood constructs were permitted to have different means the model fitted well with chi(2) (df=1)=0.86 for which p=0.77, thus the null hypothesis that MiODS has no effect on patient mood was rejected. CONCLUSIONS: MiODS affects patient mood which deteriorates at 8 weeks post-operatively regardless of the pre-operative patient mood state. More importantly patients suffering a greater number of mood symptoms before MiODS continue to have a greater number of symptoms following surgery.
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Cape Verde is a tropical oceanic ecosystem, highly fragmented and dispersed, with islands physically isolated by distance and depth. To understand how isolation affects the ecological variability in this archipelago, we conducted a research project on the community structure of the 18 commercially most important demersal fishes. An index of ecological distance based on species relative dominance (Di) is developed from Catch Per Unit Effort, derived from an extensive database of artisanal fisheries. Two ecological measures of distance between islands are calculated: at the species level, DDi, and at the community level, DD (sum of DDi). A physical isolation factor (Idb) combining distance (d) and bathymetry (b) is proposed. Covariance analysis shows that isolation factor is positively correlated with both DDi and DD, suggesting that Idb can be considered as an ecological isolation factor. The effect of Idb varies with season and species. This effect is stronger in summer (May to November), than in winter (December to April), which appears to be more unstable. Species react differently to Idb, independently of season. A principal component analysis on the monthly (DDi) for the 12 islands and the 18 species, complemented by an agglomerative hierarchical clustering, shows a geographic pattern of island organization, according to Idb. Results indicate that the ecological structure of demersal fish communities of Cape Verde archipelago, both in time and space, can be explained by a geographic isolation factor. The analytical approach used here is promising and could be tested in other archipelago systems.
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Abstract OBJECTIVE To analyze the evidences of construct validity of the Katz Index for the retrospective assessment of activities of daily living (ADL) by informants, to assist neuropathological studies in the elderly. METHOD A cross-sectional study analyzed the functional ability of ADL measure by the Katz Index, of 650 cases randomly selected from the Brazilian Brain Bank of the Ageing Brain Study Group (BBBABSG) database. Sample was divided in two subsamples for the analysis (N=325, each) and then stratified according to cognitive decline assessed by the Clinical Dementia Rating Scale (CDR). Factor analyses with calculations of internal consistency and invariance were performed. RESULTS Factor analysis evidenced a unidimensional instrument with optimal internal consistency, in all subgroups. Goodness of fit indices were obtained after two treatments of covariance, indicating adequacy of the scale for assessing ADL by informants. The scale is invariant to cognitive decline meaning that it can be used for subjects with or without cognitive impairment. CONCLUSION Katz Index is valid for the retrospective assessment of basic ADL by informants, with optimal reliability.
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Optimum experimental designs depend on the design criterion, the model andthe design region. The talk will consider the design of experiments for regressionmodels in which there is a single response with the explanatory variables lying ina simplex. One example is experiments on various compositions of glass such asthose considered by Martin, Bursnall, and Stillman (2001).Because of the highly symmetric nature of the simplex, the class of models thatare of interest, typically Scheff´e polynomials (Scheff´e 1958) are rather differentfrom those of standard regression analysis. The optimum designs are also ratherdifferent, inheriting a high degree of symmetry from the models.In the talk I will hope to discuss a variety of modes for such experiments. ThenI will discuss constrained mixture experiments, when not all the simplex is availablefor experimentation. Other important aspects include mixture experimentswith extra non-mixture factors and the blocking of mixture experiments.Much of the material is in Chapter 16 of Atkinson, Donev, and Tobias (2007).If time and my research allows, I would hope to finish with a few comments ondesign when the responses, rather than the explanatory variables, lie in a simplex.ReferencesAtkinson, A. C., A. N. Donev, and R. D. Tobias (2007). Optimum ExperimentalDesigns, with SAS. Oxford: Oxford University Press.Martin, R. J., M. C. Bursnall, and E. C. Stillman (2001). Further results onoptimal and efficient designs for constrained mixture experiments. In A. C.Atkinson, B. Bogacka, and A. Zhigljavsky (Eds.), Optimal Design 2000,pp. 225–239. Dordrecht: Kluwer.Scheff´e, H. (1958). Experiments with mixtures. Journal of the Royal StatisticalSociety, Ser. B 20, 344–360.1
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The purpose of this article is to analyse the conditions under which referendum campaigns have an impact on voting choices. Based on a model of opinion formation that integrates both campaign effects and partisan effects, we argue that campaign effects vary according to the context of the popular vote (size and type of conflict among the party elite and intensity and direction of the referendum campaign). We test our hypotheses with two-step estimations for hierarchical models on data covering 25 popular votes on foreign, European and immigration policy in Switzerland. Our results show strong campaign effects and they suggest that their strength and nature are indeed highly conditional on the context of the vote: the type of party coalition pre-structures the patterns of individual voting choices, campaign effects are higher when the campaign is highly intense and they are more symmetric when it is balanced.
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We present a new method for constructing exact distribution-free tests (and confidence intervals) for variables that can generate more than two possible outcomes.This method separates the search for an exact test from the goal to create a non-randomized test. Randomization is used to extend any exact test relating to meansof variables with finitely many outcomes to variables with outcomes belonging to agiven bounded set. Tests in terms of variance and covariance are reduced to testsrelating to means. Randomness is then eliminated in a separate step.This method is used to create confidence intervals for the difference between twomeans (or variances) and tests of stochastic inequality and correlation.
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We introduce a variation of the proof for weak approximations that issuitable for studying the densities of stochastic processes which areevaluations of the flow generated by a stochastic differential equation on a random variable that maybe anticipating. Our main assumption is that the process and the initial random variable have to be smooth in the Malliavin sense. Furthermore if the inverse of the Malliavin covariance matrix associated with the process under consideration is sufficiently integrable then approximations fordensities and distributions can also be achieved. We apply theseideas to the case of stochastic differential equations with boundaryconditions and the composition of two diffusions.
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We study the potential consequences of a hypothetical trade boycott against Catalan products organized by some sectors of the Spanish society mainly for political reasons. A symmetric trade boycott would have two effects: a reduction of Catalan exports to Spain and a partial process of import substitution in Catalonia. In order to quantify the economic impact of the boycott, we compare the "actual" Catalan economy, as described in the input-output table for 2005, with a "simulated" Catalan economy that takes into account the effects of a boycott on the trade exchanges between Catalonia and Spain.
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This paper investigates the role of learning by private agents and the central bank(two-sided learning) in a New Keynesian framework in which both sides of the economyhave asymmetric and imperfect knowledge about the true data generating process. Weassume that all agents employ the data that they observe (which may be distinct fordifferent sets of agents) to form beliefs about unknown aspects of the true model ofthe economy, use their beliefs to decide on actions, and revise these beliefs througha statistical learning algorithm as new information becomes available. We study theshort-run dynamics of our model and derive its policy recommendations, particularlywith respect to central bank communications. We demonstrate that two-sided learningcan generate substantial increases in volatility and persistence, and alter the behaviorof the variables in the model in a significant way. Our simulations do not convergeto a symmetric rational expectations equilibrium and we highlight one source thatinvalidates the convergence results of Marcet and Sargent (1989). Finally, we identifya novel aspect of central bank communication in models of learning: communicationcan be harmful if the central bank's model is substantially mis-specified.
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Standard methods for the analysis of linear latent variable models oftenrely on the assumption that the vector of observed variables is normallydistributed. This normality assumption (NA) plays a crucial role inassessingoptimality of estimates, in computing standard errors, and in designinganasymptotic chi-square goodness-of-fit test. The asymptotic validity of NAinferences when the data deviates from normality has been calledasymptoticrobustness. In the present paper we extend previous work on asymptoticrobustnessto a general context of multi-sample analysis of linear latent variablemodels,with a latent component of the model allowed to be fixed across(hypothetical)sample replications, and with the asymptotic covariance matrix of thesamplemoments not necessarily finite. We will show that, under certainconditions,the matrix $\Gamma$ of asymptotic variances of the analyzed samplemomentscan be substituted by a matrix $\Omega$ that is a function only of thecross-product moments of the observed variables. The main advantage of thisis thatinferences based on $\Omega$ are readily available in standard softwareforcovariance structure analysis, and do not require to compute samplefourth-order moments. An illustration with simulated data in the context ofregressionwith errors in variables will be presented.
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In moment structure analysis with nonnormal data, asymptotic valid inferences require the computation of a consistent (under general distributional assumptions) estimate of the matrix $\Gamma$ of asymptotic variances of sample second--order moments. Such a consistent estimate involves the fourth--order sample moments of the data. In practice, the use of fourth--order moments leads to computational burden and lack of robustness against small samples. In this paper we show that, under certain assumptions, correct asymptotic inferences can be attained when $\Gamma$ is replaced by a matrix $\Omega$ that involves only the second--order moments of the data. The present paper extends to the context of multi--sample analysis of second--order moment structures, results derived in the context of (simple--sample) covariance structure analysis (Satorra and Bentler, 1990). The results apply to a variety of estimation methods and general type of statistics. An example involving a test of equality of means under covariance restrictions illustrates theoretical aspects of the paper.
Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach
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We propose new spanning tests that assess if the initial and additional assets share theeconomically meaningful cost and mean representing portfolios. We prove their asymptoticequivalence to existing tests under local alternatives. We also show that unlike two-step oriterated procedures, single-step methods such as continuously updated GMM yield numericallyidentical overidentifyng restrictions tests, so there is arguably a single spanning test.To prove these results, we extend optimal GMM inference to deal with singularities in thelong run second moment matrix of the influence functions. Finally, we test for spanningusing size and book-to-market sorted US stock portfolios.
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It is widely accepted in the literature about the classicalCournot oligopoly model that the loss of quasi competitiveness is linked,in the long run as new firms enter the market, to instability of the equilibrium. In this paper, though, we present a model in which a stableunique symmetric equilibrium is reached for any number of oligopolistsas industry price increases with each new entry. Consequently, the suspicion that non quasi competitiveness implies, in the long run, instabilityis proved false.