872 resultados para dual-factor model
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We explore here the issue of duality versus spectrum equivalence in dual theories generated through the master action approach. Specifically we examine a generalized self-dual (GSD) model where a Maxwell term is added to the self-dual model. A gauge embedding procedure applied to the GSD model leads to a Maxwell-Chern-Simons (MCS) theory with higher derivatives. We show here that the latter contains a ghost mode contrary to the original GSD model. By figuring out the origin of the ghost we are able to suggest a new master action which interpolates between the local GSD model and a nonlocal MCS model. Those models share the same spectrum and are ghost free. Furthermore, there is a dual map between both theories at classical level which survives quantum correlation functions up to contact terms. The remarks made here may be relevant for other applications of the master action approach. © SISSA 2006.
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This article suggests a pricing model for commodities used to produce biofuel. The model is based on the concept that the deterministic component of the Wiener process is not constant and depends on time and exogenous variables. The model, which incorporates theory of storage, the convenience yield and the seasonality of harvests, was applied in the Brazilian sugar market. After predictions were made with the Kalman filter, the model produced results that were statistically more accurate than those returned by the two-factor model available in the literature.
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BACKGROUND CONTEXT: The Neck Disability Index frequently is used to measure outcomes of the neck. The statistical rigor of the Neck Disability Index has been assessed with conflicting outcomes. To date, Confirmatory Factor Analysis of the Neck Disability Index has not been reported for a suitably large population study. Because the Neck Disability Index is not a condition-specific measure of neck function, initial Confirmatory Factor Analysis should consider problematic neck patients as a homogenous group. PURPOSE: We sought to analyze the factor structure of the Neck Disability Index through Confirmatory Factor Analysis in a symptomatic, homogeneous, neck population, with respect to pooled populations and gender subgroups. STUDY DESIGN: This was a secondary analysis of pooled data. PATIENT SAMPLE: A total of 1,278 symptomatic neck patients (67.5% female, median age 41 years), 803 nonspecific and 475 with whiplash-associated disorder. OUTCOME MEASURES: The Neck Disability Index was used to measure outcomes. METHODS: We analyzed pooled baseline data from six independent studies of patients with neck problems who completed Neck Disability Index questionnaires at baseline. The Confirmatory Factor Analysis was considered in three scenarios: the full sample and separate sexes. Models were compared empirically for best fit. RESULTS: Two-factor models have good psychometric properties across both the pooled and sex subgroups. However, according to these analyses, the one-factor solution is preferable from both a statistical perspective and parsimony. The two-factor model was close to significant for the male subgroup (p<.07) where questions separated into constructs of mental function (pain, reading headaches and concentration) and physical function (personal care, lifting, work, driving, sleep, and recreation). CONCLUSIONS: The Neck Disability Index demonstrated a one-factor structure when analyzed by Confirmatory Factor Analysis in a pooled, homogenous sample of neck problem patients. However, a two-factor model did approach significance for male subjects where questions separated into constructs of mental and physical function. Further investigations in different conditions, subgroup and sex-specific populations are warranted.
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The Multiple Affect Adjective Check List (MAACL) has been found to have five first-order factors representing Anxiety, Depression, Hostility, Positive Affect, and Sensation Seeking and two second-order factors representing Positive Affect and Sensation Seeking (PASS) and Dysphoria. The present study examines whether these first- and second-order conceptions of affect (based on R-technique factor analysis) can also account for patterns of intraindividual variability in affect (based on P-technique factor analysis) in eight elderly women. Although the hypothesized five-factor model of affect was not testable in all of the present P-technique datasets, the results were consistent with this interindividual model of affect. Moreover, evidence of second-order (PASS and Dysphoria) and third-order (generalized distress) factors was found in one data set. Sufficient convergence in findings between the present P-technique research and prior R-technique research suggests that the MAACL is robust in describing both inter- and intraindividual components of affect in elderly women.
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Objective: Expectancies about the outcomes of alcohol consumption are widely accepted as important determinants of drinking. This construct is increasingly recognized as a significant element of psychological interventions for alcohol-related problems. Much effort has been invested in producing reliable and valid instruments to measure this construct for research and clinical purposes, but very few have had their factor structure subjected to adequate validation. Among them, the Drinking Expectancies Questionnaire (DEQ) was developed to address some theoretical and design issues with earlier expectancy scales. Exploratory factor analyses, in addition to validity and reliability analyses, were performed when the original questionnaire was developed. The object of this study was to undertake a confirmatory analysis of the factor structure of the DEQ. Method: Confirmatory factor analysis through LISREL 8 was performed using a randomly split sample of 679 drinkers. Results: Results suggested that a new 5-factor model, which differs slightly from the original 6-factor version, was a more robust measure of expectancies. A new method of scoring the DEQ consistent with this factor structure is presented. Conclusions: The present study shows more robust psychometric properties of the DEQ using the new factor structure.
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Associations between parenting style and depressive symptomatology in a community sample of young adolescents (N = 2596) were investigated using self-report measures including the Parental Bonding Instrument and the Center for Epidemiologic Studies Depression Scale. Specifically, the 25-item 2-factor and 3-factor models by Parker et al. (1979), Kendler's (1996) 16-item 3-factor model, and Parker's (1983) quadrant model for the Parental Bonding Instrument were compared. Data analysis included analysis of variance and logistic regression. Reanalysis of Parker's original scale indicates that overprotection is composed of separate factors: intrusiveness (at the individual level) and restrictiveness (in the social context). All models reveal significant independent contributions from paternal care, maternal care, and maternal overprotection (2-factor) or intrusiveness (3-factor) to moderate and serious depressive symptomatology, controlling for sex and family living arrangement. Additive rather than multiplicative interactions between care and overprotection were found. Regardless of the level of parental care and affection, clinicians should note that maternal intrusiveness is strongly associated with adverse psychosocial health in young adolescents.
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A dual resistance model with distribution of either barrier or pore diffusional activation energy is proposed in this work for gas transport in carbon molecular sieve (CMS) micropores. This is a novel approach in which the equilibrium is homogeneous, but the kinetics is heterogeneous. The model seems to provide a possible explanation for the concentration dependence of the thermodynamically corrected barrier and pore diffusion coefficients observed in previous studies from this laboratory on gas diffusion in CMS.(1.2) The energy distribution is assumed to follow the gamma distribution function. It is shown that the energy distribution model can fully capture the behavior described by the empirical model established in earlier studies to account for the concentration dependence of thermodynamically corrected barrier and pore diffusion coefficients. A methodology is proposed for extracting energy distribution parameters, and it is further shown that the extracted energy distribution parameters can effectively predict integral uptake and column breakthrough profiles over a wide range of operating pressures.
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Signal integration determines cell fate on the cellular level, affects cognitive processes and affective responses on the behavioural level, and is likely to be involved in psychoneurobiological processes underlying mood disorders. Interactions between stimuli may subjected to time effects. Time-dependencies of interactions between stimuli typically lead to complex cell responses and complex responses on the behavioural level. We show that both three-factor models and time series models can be used to uncover such time-dependencies. However, we argue that for short longitudinal data the three factor modelling approach is more suitable. In order to illustrate both approaches, we re-analysed previously published short longitudinal data sets. We found that in human embryonic kidney 293 cells cells the interaction effect in the regulation of extracellular signal-regulated kinase (ERK) 1 signalling activation by insulin and epidermal growth factor is subjected to a time effect and dramatically decays at peak values of ERK activation. In contrast, we found that the interaction effect induced by hypoxia and tumour necrosis factor-alpha for the transcriptional activity of the human cyclo-oxygenase-2 promoter in HEK293 cells is time invariant at least in the first 12-h time window after stimulation. Furthermore, we applied the three-factor model to previously reported animal studies. In these studies, memory storage was found to be subjected to an interaction effect of the beta-adrenoceptor agonist clenbuterol and certain antagonists acting on the alpha-1-adrenoceptor / glucocorticoid-receptor system. Our model-based analysis suggests that only if the antagonist drug is administer in a critical time window, then the interaction effect is relevant.
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Liquidity is an important attribute of an asset that investors would like to take into consideration when making investment decisions. However, the previous empirical evidence whether liquidity is a determinant of stock return is not unanimous. This dissertation provides a very comprehensive study about the role of liquidity in asset pricing using the Fama-French (1993) three-factor and Kraus and Litzenberger (1976) three-moment CAPM as models for risk adjustment. The relationship between liquidity and well-known determinants of stock returns such as size and book-to-market are also investigated. This study examines the liquidity and asset pricing issues for both intertemporal as well as cross-sectional data. ^ The results indicate an existence of a liquidity premium, i.e., less liquid stocks would demand higher rate of return than more liquid stocks. More specifically, a drop of 1 percent in liquidity is associated with a higher rate of return of about 2 to 3 basis points per month. Further investigation reveals that neither the Fama-French three-factor model nor the three-moment CAPM captures the liquidity premium. Finally, the results show that well-known determinants of stock return such as size and book-to-market do not serve as proxy for liquidity. ^ Overall, this dissertation shows that a liquidity premium exists in the stock market and that liquidity is a distinct effect, and is not influenced by the presence of non-market factors, market factors and other stock characteristics.^
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In conical refraction (CR), a focused Gaussian input beam passing through a biaxial crystal and parallel to one of the optic axes is transformed into a pair of concentric bright rings split by a dark (Poggendorff) ring at the focal plane. Here, we show the generation of a CR transverse pattern that does not present the Poggendorff fine splitting at the focal plane, i.e., it forms a single light ring. This light ring is generated from a nonhomogeneously polarized input light beam obtained by using a spatially inhomogeneous polarizer that mimics the characteristic CR polarization distribution. This polarizer allows modulating the relative intensity between the two CR light cones in accordance with the recently proposed dual-cone model of the CR phenomenon. We show that the absence of interfering rings at the focal plane is caused by the selection of one of the two CR cones. (C) 2015 Optical Society of America
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Using survey data from 358 online customers, the study finds that the e-service quality construct conforms to the structure of a third-order factor model that links online service quality perceptions to distinct and actionable dimensions, including (1) website design, (2) fulfilment, (3) customer service, and (4) security/privacy. Each dimension is found to consist of several attributes that define the basis of e-service quality perceptions. A comprehensive specification of the construct, which includes attributes not covered in existing scales, is developed. The study contrasts a formative model consisting of 4 dimensions and 16 attributes against a reflective conceptualization. The results of this comparison indicate that studies using an incorrectly specified model overestimate the importance of certain e-service quality attributes. Global fit criteria are also found to support the detection of measurement misspecification. Meta-analytic data from 31,264 online customers are used to show that the developed measurement predicts customer behavior better than widely used scales, such as WebQual and E-S-Qual. The results show that the new measurement enables managers to assess e-service quality more accurately and predict customer behavior more reliably.
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We formally compare fundamental factor and latent factor approaches to oil price modelling. Fundamental modelling has a long history in seeking to understand oil price movements, while latent factor modelling has a more recent and limited history, but has gained popularity in other financial markets. The two approaches, though competing, have not formally been compared as to effectiveness. For a range of short- medium- and long-dated WTI oil futures we test a recently proposed five-factor fundamental model and a Principal Component Analysis latent factor model. Our findings demonstrate that there is no discernible difference between the two techniques in a dynamic setting. We conclude that this infers some advantages in adopting the latent factor approach due to the difficulty in determining a well specified fundamental model.
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The Posttraumatic Growth Inventory (PTGI) is frequently used to assess positive changes following a traumatic event. The aim of the study is to examine the factor structure and the latent mean invariance of PTGI. A sample of 205 (M age = 54.3, SD = 10.1) women diagnosed with breast cancer and 456 (M age = 34.9, SD = 12.5) adults who had experienced a range of adverse life events were recruited to complete the PTGI and a socio-demographic questionnaire. We use Confirmatory Factor Analysis (CFA) to test the factor-structure and multi-sample CFA to examine the invariance of the PTGI between the two groups. The goodness of fit for the five-factor model is satisfactory for breast cancer sample (χ2(175) = 396.265; CFI = .884; NIF = .813; RMSEA [90% CI] = .079 [.068, .089]), and good for non-clinical sample (χ2(172) = 574.329; CFI = .931; NIF = .905; RMSEA [90% CI] = .072 [.065, .078]). The results of multi-sample CFA show that the model fit indices of the unconstrained model are equal but the model that uses constrained factor loadings is not invariant across groups. The findings provide support for the original five-factor structure and for the multidimensional nature of posttraumatic growth (PTG). Regarding invariance between both samples, the factor structure of PTGI and other parameters (i.e., factor loadings, variances, and co-variances) are not invariant across the sample of breast cancer patients and the non-clinical sample.
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Forward-backward multiplicity correlation strengths have been measured with the STAR detector for Au + Au and p + p collisions at root s(NN) = 200 GeV. Strong short- and long-range correlations (LRC) are seen in central Au + Au collisions. The magnitude of these correlations decrease with decreasing centrality until only short-range correlations are observed in peripheral Au + Au collisions. Both the dual parton model (DPM) and the color glass condensate (CGC) predict the existence of the long-range correlations. In the DPM, the fluctuation in the number of elementary (parton) inelastic collisions produces the LRC. In the CGC, longitudinal color flux tubes generate the LRC. The data are in qualitative agreement with the predictions of the DPM and indicate the presence of multiple parton interactions.
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For the optimal design of plate heat exchangers (PHEs), an accurate thermal-hydraulic model that takes into account the effect of the flow arrangement on the heat load and pressure drop is necessary. In the present study, the effect of the flow arrangement on the pressure drop of a PHE is investigated. Thirty two different arrangements were experimentally tested using a laboratory scale PHE with flat plates. The experimental data was used for (a) determination of an empirical correlation for the effect of the number of passes and number of flow channels per pass on the pressure drop; (b) validation of a friction factor model through parameter estimation; and (c) comparison with the simulation results obtained with a CFD (computational fluid dynamics) model of the PHE. All three approaches resulted in a good agreement between experimental and predicted values of pressure drop. Moreover, the CFD model is used for evaluating the flow maldistribution in a PHE with two channels Per Pass. (c) 2008 Elsevier Ltd. All rights reserved.