Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors

This paper considers two-sided tests for the parameter of an endogenous variable in an instrumental variable (IV) model with heteroskedastic and autocorrelated errors. We develop the nite-sample theory of weighted-average power (WAP) tests with normal errors and a known long-run variance. We introduce two weights which are invariant to orthogonal transformations of the instruments; e.g., changing the order in which the instruments appear. While tests using the MM1 weight can be severely biased, optimal tests based on the MM2 weight are naturally two-sided when errors are homoskedastic. We propose two boundary conditions that yield two-sided tests whether errors are homoskedastic or not. The locally unbiased (LU) condition is related to the power around the null hypothesis and is a weaker requirement than unbiasedness. The strongly unbiased (SU) condition is more restrictive than LU, but the associated WAP tests are easier to implement. Several tests are SU in nite samples or asymptotically, including tests robust to weak IV (such as the Anderson-Rubin, score, conditional quasi-likelihood ratio, and I. Andrews' (2015) PI-CLC tests) and two-sided tests which are optimal when the sample size is large and instruments are strong. We refer to the WAP-SU tests based on our weights as MM1-SU and MM2-SU tests. Dropping the restrictive assumptions of normality and known variance, the theory is shown to remain valid at the cost of asymptotic approximations. The MM2-SU test is optimal under the strong IV asymptotics, and outperforms other existing tests under the weak IV asymptotics.

Invariant tests in an instrumental variables model with unknown data generating process

In this work we focus on tests for the parameter of an endogenous variable in a weakly identi ed instrumental variable regressionmodel. We propose a new unbiasedness restriction for weighted average power (WAP) tests introduced by Moreira and Moreira (2013). This new boundary condition is motivated by the score e ciency under strong identi cation. It allows reducing computational costs of WAP tests by replacing the strongly unbiased condition. This latter restriction imposes, under the null hypothesis, the test to be uncorrelated to a given statistic with dimension given by the number of instruments. The new proposed boundary condition only imposes the test to be uncorrelated to a linear combination of the statistic. WAP tests under both restrictions to perform similarly numerically. We apply the di erent tests discussed to an empirical example. Using data from Yogo (2004), we assess the e ect of weak instruments on the estimation of the elasticity of inter-temporal substitution of a CCAPM model.

Minimizing inter-genotypic competition effects to predict genetic values and selection in forestry genetic tests

The effect of competition is an important source of variation in breeding experiments. This study aimed to compare the selection of plants of open-pollinated families of Eucalyptus with and without the use of competition covariables. Genetic values were determined for each family and tree and for the traits height, diameter at breast height and timber volume in a randomized block design, resulting in the variance components, genetic parameters, selection gains, effective size and selection coincidence, with and without the use of covariables. Intergenotypic competition is an important factor of environmental variation. The use of competition covariables generally reduces the estimates of variance components and influences genetic gains in the studied traits. Intergenotypic competition biases the selection of open-pollinated eucalypt progenies, and can result in an erroneous choice of superior genotypes; the inclusion of covariables in the model reduces this influence.

The intravenous glucose tolerance and postprandial glucose tests may present different responses in the evaluation of obese dogs

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

CHARACTERIZATION of RALSTONIA SOLANACEARUM STRAINS FROM BRAZIL USING MOLECULAR METHODS and PATHOGENICITY TESTS

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A duplicated nitrotienyl derivative with antimycobacterial activity: synthesis, X-ray crystallography, biological and mutagenic activity tests

A duplicated nitrotienyl derivative was obtained as a by-product from the synthesis of a proposed molecular hybrid of a nitrotienyl derivative and isoniazid with an expected dual antimycobacteria mechanism. The structure was shown to be the 5,5'-dinitro-2(2,3-diaza-4-(2'-tienyl)buta-1,3-dienyl)tiophene by X-ray crystallography. The minimal inhibitory concentration (MIC) determination of this compound proved to be promising against Mycobacterium pathogenic strains such as M. avium and M. kansasei, although it had a high level of mutagenicity, as observed in mutagenic activity tests. (c) 2006 Elsevier Masson SAS. All rights reserved.

Mathematical tests about the existence and applications of PPS-wavelets in function approximation problems

Neural networks and wavelet transform have been recently seen as attractive tools for developing eficient solutions for many real world problems in function approximation. Function approximation is a very important task in environments where computation has to be based on extracting information from data samples in real world processes. So, mathematical model is a very important tool to guarantee the development of the neural network area. In this article we will introduce one series of mathematical demonstrations that guarantee the wavelets properties for the PPS functions. As application, we will show the use of PPS-wavelets in pattern recognition problems of handwritten digit through function approximation techniques.

Interpretation of Resistivity Piezocone Tests in a Contaminated Municipal Solid Waste Disposal Site

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Prediction of Soil Properties from the Concepts of Energy Transfer in Dynamic Penetration Tests

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Evaluation of geomembrane UV degradation using melt flow index and oxidative induction time tests

Many factors such as the sunlight, intensity of radiation, temperature, and moisture may influence the degradation process of geosynthetics. UV stabilizers are used especially in polyolefin geomembrane to prevent the degradation process. In these geomembranes the service lifetime is initially governed by the consumption of antioxidants. Tests like MFI and OIT are a alternative to detect the oxidative degradation in polyolefins. This article evaluates HDPE geomembrane degradation after UV exposure through the results of MFI and OIT tests. Two kinds of geomembranes were evaluated: a black and smooth (0.8, 1.0, 1.5, 2.5 mm) and a white and textured (1.0 mm). MFI test showed some levels of superficial degradation (crosslink) in HDPE geomembrane.

Surgical risk tests related to cardiopulmonary postoperative complications: comparison between upper abdominal and thoracic surgery

PURPOSE: To investigate if tests used in the preoperative period of upper abdominal or thoracic surgeries are able to differentiate the patients that presented cardiopulmonary postoperative complications. METHODS: Seventy eight patients, 30 submitted to upper abdominal surgery and 48 to thoracic surgery were evaluated. Spirometry, respirometry, manovacuometry, six-minute walk test and stair-climbing test were performed. Complications from immediate postoperative to discharge from hospital were registered. RESULTS: The postoperative complications rate was 17% in upper abdominal surgery and 10% in thoracic surgery. In the univariate regression, the only variable that kept the correlation with postoperative complications in the upper abdominal surgery was maximal expiratory pressure. In thoracic surgery, the maximal voluntary ventilation, six-minute walk test and time in stair-climbing test presented correlation with postoperative complications. After multiple regression only stair-climbing test continued as an important risk predictor in thoracic surgery. CONCLUSION: The respiratory pressure could differentiate patients with complications in upper abdominal surgery, whereas in thoracic surgery, only spirometric values and exercise tests could differentiate them.

Identification of Staphylococcus saprophyticus isolated from patients with urinary tract infection using a simple set of biochemical tests correlating with 16S-23S interspace region molecular weight patterns

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Comparison between 100-g glucose tolerance test and two other screening tests for gestational diabetes: combined fasting glucose with risk factors and 50-g glucose tolerance test

CONTEXTO E OBJETIVO: A falta de consenso sobre os protocolos de rastreamento e diagnóstico do diabetes gestacional, associada às dificuldades na realização do teste oral simplificado do diabete gestacional (o teste de tolerância a 100 g de glicose, considerado padrão-ouro) justificam a comparação com alternativas. O objetivo deste trabalho é comparar o teste padrão-ouro a dois testes de rastreamento: associação de glicemia de jejum e fatores de risco (GJ + FR) e o teste oral simplificado de tolerância a 50 g de glicose (TTG 50 g), com o teste de tolerância a 100 g de glicose (TTG 100 g). TIPO DE ESTUDO E LOCAL: Estudo de coorte longitudinal, prospectivo, realizado no Serviço de Ginecologia e Obstetrícia do Hospital Universitário da Universidade Federal de Mato Grosso do Sul. MÉTODOS: 341 gestantes foram submetidas aos três testes. Calcularam-se os índices de sensibilidade (S), especificidade (E), valores preditivos (VPP e VPN), razões de probabilidade (RPP e RPN) e resultados falsos (FP e FN), positivos e negativos da associação GJ + FR e do TTG 50 g em relação ao TTG 100 g. Compararam-se as médias das glicemias de uma hora pós-sobrecarga (1hPS) com 50 e 100 g. Na análise estatística, empregou-se o teste t de Student, com limite de significância de 5%. RESULTADOS: A associação GJ + FR encaminhou mais gestantes (53,9%) para a confirmação diagnóstica que o TTG 50 g (14,4%). Os dois testes foram equivalentes nos índices de S (86,4 e 76,9%), VPN (98,7 e 98,9%), RPN (0,3 e 0,27) e FN (15,4 e 23,1%). As médias das glicemias 1hPS foram semelhantes, 106,8 mg/dl para o TTG 50 g e 107,5 mg/dl para o TTG 100 g. CONCLUSÕES: Os resultados da eficiência diagnóstica associados à simplicidade, praticabilidade e custo referendaram a associação GJ + FR como o mais adequado para o rastreamento. A equivalência das glicemias de 1hPS permitiram a proposição de um novo protocolo de rastreamento e diagnóstico do diabete gestacional, com menores custo e desconforto.

Biocompatibility in vitro tests of mineral trioxide aggregate and regular and white Portland cements

Mineral trioxide aggregate (MTA) and Portland cement are being used in dentistry as root end-filling materials. However, biocompatibility data concerning genotoxicity and cytotoxicity are needed for complete risk assessment of these compounds. In the present study, genotoxic and cytotoxic effects of MTA and Portland cements were evaluated in vitro using the alkaline single cell gel (comet) assay and trypan blue exclusion test, respectively, on mouse lymphoma cells. The results demonstrated that the single cell gel (comet) assay failed to detect DNA damage after a treatment of cells by MTA and Portland cements for concentrations up to 1000 mu g/ml. Similarly, results showed that none of the compounds tested were cytotoxic. Taken together, these results seem to indicate that MTA and Portland cements are not genotoxins and do not induce cellular death.

Accuracy of routine diagnostic tests used in paracoccidioidomycosis patients at a university hospital

The identification of appropriate laboratory measures to confirm clinical hypotheses is important in routine paracoccidioidomycosis medical care. The clinical records and laboratory reports of 401 paracoccidioidomycosis patients attended at the Tropical Diseases Area, Faculdade de Medicina de Botucatu, from 1974 to 2008 were reviewed. Direct mycological (DM), cell block (CB), histopathological (HP), and double immunodiffusion (DID) tests were evaluated before treatment. Typical Paracoccidioides brasiliensis yeast forms were observed in clinical specimens of 86% of the patients, but 14% were detected only by serological test. DM of 51 different tissue specimens produced 74.5% sensitivity, and 62.5% sensitivity was observed in 112 sputum samples. CB in 483 sputum samples generated 55.3% sensitivity. HP performed in 239 samples from different tissues revealed 96.7% sensitivity. Serology carried out in 351 patients and 200 healthy controls provided 90.0% sensitivity, 100.0% specificity, 100.0% positive predictive value, 85.1% negative predictive value and 93.6% accuracy. Comparisons of laboratory measurements performed in the same patient showed that sensitivity decreases from HP to DID to CB and DM, with the last two assays providing similar sensitivities. This study demonstrated that P. brasiliensis identification by HP, CB, and/or DM associated with DID is sufficient to establish the laboratorial diagnosis of paracoccidioidomycosis in practically all cases. (C) 2011 Royal Society of Tropical Medicine and Hygiene. Published by Elsevier Ltd. All rights reserved.