Diversidade de Arctiinae (Lepidoptera, Arctiidae) capturados com armadilha luminosa, em seis comunidades no Rio Grande do Sul, Brasil

Foram estudadas as faunas de Arctiinae em Camaquã, Iraí, Lagoa Vermelha, Mostardas, Piratini, e São Pedro da Serra. As mariposas foram capturadas por meio de armadilhas luminosas, uma vez por mês, na fase de lua nova, de janeiro de 1998 até dezembro de 1999. Na avaliação das comunidades, foram utilizados a riqueza de espécies, abundancia, constancia bem como, os índices de diversidade e uniformidade de Shannon e Brillouin. Para avaliar a variação do número de exemplares entre os meses e as localidades, foi realizada análise de variância. Na estimativa da riqueza de espécies para cada local, foram usados os procedimentos estatísticos não paramétricos "Bootstrap", "Chao 1", "Chao 2", "Jackknife 1", "Jackknife 2" e "Michaelis-Mentem". Foram capturados 9.800 exemplares de Arctiinae, pertencentes a 192 espécies e distribuídas em 6 tribos. A abundancia e riqueza de espécie, foram maiores em 1998 do que em 1999. Os maiores índices de diversidade em 1998 foram encontrados em Camaquã, Iraí e São Pedro da Serra; entretanto em 1999 Iraí, Piratini e São Pedro da Serra foram os locais de mais elevada diversidade. De acordo com os estimadores de riqueza de espécies podem ser encontradas mais 34% de espécies em Camaquã, 18% em Iraí, 75% em Lagoa Vermelha, 47% em Mostardas, 66% em Piratini e 43% em São Pedro da Serra.

Testing Spatial Autocorrelation in Weighted Networks : the Modes Permutation Test

In a weighted spatial network, as specified by an exchange matrix, the variances of the spatial values are inversely proportional to the size of the regions. Spatial values are no more exchangeable under independence, thus weakening the rationale for ordinary permutation and bootstrap tests of spatial autocorrelation. We propose an alternative permutation test for spatial autocorrelation, based upon exchangeable spatial modes, constructed as linear orthogonal combinations of spatial values. The coefficients obtain as eigenvectors of the standardised exchange matrix appearing in spectral clustering, and generalise to the weighted case the concept of spatial filtering for connectivity matrices. Also, two proposals aimed at transforming an acessibility matrix into a exchange matrix with with a priori fixed margins are presented. Two examples (inter-regional migratory flows and binary adjacency networks) illustrate the formalism, rooted in the theory of spectral decomposition for reversible Markov chains.

Notes on stochastic choice

A general formalism on stochastic choice is presented. Tje Rationalizability and Recoverability (Identification) problems are discussed. For the identification issue parametric examples are analyzed by means of techniques of mathematical tomography (Random transforms).

Fixed-term contracts and the duration distribution of unemployment

In the mid-1980s, many European countries introduced fixed-term contracts.Since then their labor markets have become more dynamic. This paper studiesthe implications of such reforms for the duration distribution ofunemployment, with particular emphasis on the changes in the durationdependence. I estimate a parametric duration model using cross-sectionaldata drawn from the Spanish Labor Force Survey from 1980 to 1994 to analyzethe chances of leaving unemployment before and after the introduction offixed-term contracts. I find that duration dependence has increased sincesuch reform. Semi-parametric estimation of the model also shows that forlong spells, the probability of leaving unemployment has decreased sincesuch reform.

Exact and approximate stepdown methods for multiple hypothesis testing

Consider the problem of testing k hypotheses simultaneously. In this paper,we discuss finite and large sample theory of stepdown methods that providecontrol of the familywise error rate (FWE). In order to improve upon theBonferroni method or Holm's (1979) stepdown method, Westfall and Young(1993) make eective use of resampling to construct stepdown methods thatimplicitly estimate the dependence structure of the test statistics. However,their methods depend on an assumption called subset pivotality. The goalof this paper is to construct general stepdown methods that do not requiresuch an assumption. In order to accomplish this, we take a close look atwhat makes stepdown procedures work, and a key component is a monotonicityrequirement of critical values. By imposing such monotonicity on estimatedcritical values (which is not an assumption on the model but an assumptionon the method), it is demonstrated that the problem of constructing a validmultiple test procedure which controls the FWE can be reduced to the problemof contructing a single test which controls the usual probability of a Type 1error. This reduction allows us to draw upon an enormous resamplingliterature as a general means of test contruction.

Statistics in archaeology: New directions

Connections between Statistics and Archaeology have always appeared veryfruitful. The objective of this paper is to offer an outlook of somestatistical techniques that are being developed in the most recentyears and that can be of interest for archaeologists in the short run.

Trade credit: Suppliers as debt collectors and insurance providers

There are two fundamental puzzles about trade credit: why does it appearto be so expensive,and why do input suppliers engage in the business oflending money? This paper addresses and answers both questions analysingthe interaction between the financial and the industrial aspects of thesupplier-customer relationship. It examines how, in a context of limitedenforceability of contracts, suppliers may have a comparative advantageover banks in lending to their customers because they hold the extrathreat of stopping the supply of intermediate goods. Suppliers may alsoact as lenders of last resort, providing insurance against liquidityshocks that may endanger the survival of their customers. The relativelyhigh implicit interest rates of trade credit result from the existenceof default and insurance premia. The implications of the model areexamined empirically using parametric and nonparametric techniques on apanel of UK firms.

Forecasting with missing data: Application to a real case

This paper presents a comparative analysis of linear and mixed modelsfor short term forecasting of a real data series with a high percentage of missing data. Data are the series of significant wave heights registered at regular periods of three hours by a buoy placed in the Bay of Biscay.The series is interpolated with a linear predictor which minimizes theforecast mean square error. The linear models are seasonal ARIMA models and themixed models have a linear component and a non linear seasonal component.The non linear component is estimated by a non parametric regression of dataversus time. Short term forecasts, no more than two days ahead, are of interestbecause they can be used by the port authorities to notice the fleet.Several models are fitted and compared by their forecasting behavior.

Finance versus costs for teaching hospitals in Spain

In this paper we analyse the observed systematic differences incosts for teaching hospitals (THhenceforth) in Spain. Concernhas been voiced regarding the existence of a bias in thefinancing of TH s has been raised once prospective budgets arein the arena for hospital finance, and claims for adjusting totake into account the legitimate extra costs of teaching onhospital expenditure are well grounded. We focus on theestimation of the impact of teaching status on average cost. Weused a version of a multiproduct hospital cost function takinginto account some relevant factors from which to derive theobserved differences. We assume that the relationship betweenthe explanatory and the dependent variables follows a flexibleform for each of the explanatory variables. We also model theunderlying covariance structure of the data. We assumed twoqualitatively different sources of variation: random effects andserial correlation. Random variation refers to both general levelvariation (through the random intercept) and the variationspecifically related to teaching status. We postulate that theimpact of the random effects is predominant over the impact ofthe serial correlation effects. The model is estimated byrestricted maximum likelihood. Our results show that costs are 9%higher (15% in the case of median costs) in teaching than innon-teaching hospitals. That is, teaching status legitimatelyexplains no more than half of the observed difference in actualcosts. The impact on costs of the teaching factor depends on thenumber of residents, with an increase of 51.11% per resident forhospitals with fewer than 204 residents (third quartile of thenumber of residents) and 41.84% for hospitals with more than 204residents. In addition, the estimated dispersion is higher amongteaching hospitals. As a result, due to the considerable observedheterogeneity, results should be interpreted with caution. From apolicy making point of view, we conclude that since a higherrelative burden for medical training is under public hospitalcommand, an explicit adjustment to the extra costs that theteaching factor imposes on hospital finance is needed, beforehospital competition for inpatient services takes place.

Adaptive model selection using empirical complexities

Given $n$ independent replicates of a jointly distributed pair $(X,Y)\in {\cal R}^d \times {\cal R}$, we wish to select from a fixed sequence of model classes ${\cal F}_1, {\cal F}_2, \ldots$ a deterministic prediction rule $f: {\cal R}^d \to {\cal R}$ whose risk is small. We investigate the possibility of empirically assessingthe {\em complexity} of each model class, that is, the actual difficulty of the estimation problem within each class. The estimated complexities are in turn used to define an adaptive model selection procedure, which is based on complexity penalized empirical risk.The available data are divided into two parts. The first is used to form an empirical cover of each model class, and the second is used to select a candidate rule from each cover based on empirical risk. The covering radii are determined empirically to optimize a tight upper bound on the estimation error. An estimate is chosen from the list of candidates in order to minimize the sum of class complexity and empirical risk. A distinguishing feature of the approach is that the complexity of each model class is assessed empirically, based on the size of its empirical cover.Finite sample performance bounds are established for the estimates, and these bounds are applied to several non-parametric estimation problems. The estimates are shown to achieve a favorable tradeoff between approximation and estimation error, and to perform as well as if the distribution-dependent complexities of the model classes were known beforehand. In addition, it is shown that the estimate can be consistent,and even possess near optimal rates of convergence, when each model class has an infinite VC or pseudo dimension.For regression estimation with squared loss we modify our estimate to achieve a faster rate of convergence.

Análise faunística de Calliphoridae (Diptera) da Reserva Biológica do Tinguá, Nova Iguaçu, Rio de Janeiro

O presente estudo investiga a fauna de califorídeos na Reserva Biológica do Tinguá usando como meios os índices faunísticos. Realizaram-se coletas mensais com armadilhas contendo sardinha expostas por 48 horas, nos pontos: A- borda da mata; B- 1000 metros para interior da mata; C- 500 metros para interior da mata. Objetivou-se estudar a entomofauna califorídica em ambiente florestal através de índices faunísticos. Foram coletadas 26 espécies de califorídeos ao longo do experimento. Definiram-se espécies Singletons, Doubletons, Uniques e Duplicates, intermediárias e comuns; calcularam-se riqueza e projeção da riqueza (estimadores Chao 1 e 2, Jackknife 1 e 2, Ace, Ice e Bootstrap); diversidade (Índice Shannon-Wiener); equidade (Índice Pielou) e similaridade dos pontos (quociente Sorensen e porcentagem de similaridade Southwood). Os pontos A e B mostraram o mesmo número de espécies de califorídeos (23), maior que C (16), diferindo apenas nas espécies raras, intermediárias e comuns. Em A foi registrado grande número de espécies consideradas intermediárias. Em B o número de espécies raras, intermediárias e comuns foi similar. Em C, o número de espécies raras foi menor que de intermediárias e comuns. Jackknife 2 no ponto B gerou a maior riqueza, indicando possibilidade de serem coletadas mais cinco espécies na reserva além das coletadas neste estudo, e em A e C mais três espécies. Ace e Bootstrap apresentaram-se seguros para estimativa de riqueza de Calliphoridae. A diversidade foi maior em B. A equidade foi semelhante nos pontos. B e C foram mais semelhantes em relação às espécies (dendograma): Laneela nigripes e Mesembrinella bellardiana, principais destes dois pontos aparecem agrupadas; Chrysomya albiceps, Chrysomya megacephala e Hemilucilia semidiaphana, principais espécies em A aparecem unidas.

Neural control of vascular reactions: impact of emotion and attention.

This study investigated the neural regions involved in blood pressure reactions to negative stimuli and their possible modulation by attention. Twenty-four healthy human subjects (11 females; age = 24.75 ± 2.49 years) participated in an affective perceptual load task that manipulated attention to negative/neutral distractor pictures. fMRI data were collected simultaneously with continuous recording of peripheral arterial blood pressure. A parametric modulation analysis examined the impact of attention and emotion on the relation between neural activation and blood pressure reactivity during the task. When attention was available for processing the distractor pictures, negative pictures resulted in behavioral interference, neural activation in brain regions previously related to emotion, a transient decrease of blood pressure, and a positive correlation between blood pressure response and activation in a network including prefrontal and parietal regions, the amygdala, caudate, and mid-brain. These effects were modulated by attention; behavioral and neural responses to highly negative distractor pictures (compared with neutral pictures) were smaller or diminished, as was the negative blood pressure response when the central task involved high perceptual load. Furthermore, comparing high and low load revealed enhanced activation in frontoparietal regions implicated in attention control. Our results fit theories emphasizing the role of attention in the control of behavioral and neural reactions to irrelevant emotional distracting information. Our findings furthermore extend the function of attention to the control of autonomous reactions associated with negative emotions by showing altered blood pressure reactions to emotional stimuli, the latter being of potential clinical relevance.

The overhang hangover

We revisit the debt overhang question. We first use non-parametric techniques to isolate a panel of countries on the downward sloping section of a debt Laffer curve. In particular, overhang countries are ones where a threshold level of debt is reached in sample, beyond which (initial) debt ends up lowering (subsequent)growth. On average, significantly negative coefficients appear when debt face value reaches 60 percent of GDP or 200 percent of exports, and when its present value reaches 40 percent of GDP or 140 percent of exports. Second, we depart from reduced form growth regressions and perform direct tests of the theory on the thus selected sample of overhang countries. In the spirit of event studies, we ask whether, as overhang level of debt is reached: (i)investment falls precipitously as it should when it becomes optimal to default, (ii) economic policy deteriorates observably, as it should when debt contracts become unable to elicit effort on the part of the debtor, and (iii) the terms of borrowing worsen noticeably, as they should when it becomes optimal for creditors to pre-empt default and exact punitive interest rates. We find a systematic response of investment, particularly when property rights are weakly enforced, some worsening of the policy environment, and a fall in interest rates. This easing of borrowing conditions happens because lending by the private sector virtually disappears in overhang situations, and multilateral agencies step in with concessional rates. Thus, while debt relief is likely to improve economic policy (and especially investment) in overhang countries, it is doubtful that it would ease their terms of borrowing, or the burden of debt.

Obesity-related phenotypes are associated to parental longevity in a Swiss population-based study

PURPOSE. Longevity has been attributed to decreased cardiovascular mortality. Subjects with long-lived parents may represent a valuable group to study cardiovascular risk factors (CVRF) associated with longevity, possibly leading to new ways of preventing cardiovascular disease. Purpose: Longevity has been attributed to decreased cardiovascular mortality. Subjects with long-lived parents may represent a valuable group to study cardiovascular risk factors (CVRF) associated with longevity, possibly leading to new ways of preventing cardiovascular disease. Methods: We analyzed data from a population-based sample of 2561 participants (1163 men and 1398 women) aged 55--75 years from the city of Lausanne, Switzerland (CoLaus study). Participants were stratified by the number of parents (0, 1, 2) who survived to 85 years or more. Trend across these strata was assessed using a non-parametric kmean test. The associations of parental age (independent covariate used as a proxy for longevity) with fasting blood glucose, blood pressures, blood lipids, body mass index (BMI), weight, height or liver enzymes (continuous dependent variables) were analyzed using multiple linear regressions. Models were adjusted for age, sex, alcohol consumption, smoking and educational level, and BMI for liver enzymes. Results: For subjects with 0 (N=1298), 1 (N=991) and 2 (N=272) long-lived parents, median BMI (interquartile range) was 25.4 (6.5), 24.9 (6.1) and 23.7 (4.8) kg/m2 in women (P<0.001), and 27.3 (4.8), 27.0 (4.5) and 25.9 (4.9) kg/m2 in men (P=0.04), respectively; median weight was 66.5 (16.1), 65.0 (16.4) and 63.4 (13.7) kg in women (P=0.003), and 81.5 (17.0), 81.4 (16.4) and 80.3 (17.1) kg in men (P=0.36). Median height was 161 (8), 162 (9) and 163 (8) cm in women (P=0.005), and 173 (9), 174 (9) and 174 (11) cm in men (P=0.09). The corresponding medians for AST (Aspartate Aminotransferase) were 31 (13), 29 (11) and 28 (10) U/L (P=0.002), and 28 (17), 27 (14) and 26 (19) U/L for ALT (Alanin Aminotransferase, P=0.053) in men. In multivariable analyses, greater parental longevity was associated with lower BMI, lower weight and taller stature in women (P<0.01) and lower AST in men (P=0.011). No significant associations were observed for the other variables analyzed. Sensitivity analyses restricted to subjects whose parents were dead (N=1844) led to similar results, with even stronger associations of parental longevity with liver enzymes in men. Conclusion: In women, increased parental longevity was associated with smaller BMI, attributable to lower weight and taller stature. In men, the association of increased parental longevity with lower liver enzymes, independently of BMI, suggests that parental longevity may be associated with decreased nonalcoholic fatty liver disease.

Worst-case bounds for the logarithmic loss of predictors

We investigate on-line prediction of individual sequences. Given a class of predictors, the goal is to predict as well as the best predictor in the class, where the loss is measured by the self information (logarithmic) loss function. The excess loss (regret) is closely related to the redundancy of the associated lossless universal code. Using Shtarkov's theorem and tools from empirical process theory, we prove a general upper bound on the best possible (minimax) regret. The bound depends on certain metric properties of the class of predictors. We apply the bound to both parametric and nonparametric classes ofpredictors. Finally, we point out a suboptimal behavior of the popular Bayesian weighted average algorithm.