Time patterns in UK demand for alcohol and tobacco: an application of the EM algorithm

Capturing the pattern of structural change is a relevant task in applied demand analysis, as consumer preferences may vary significantly over time. Filtering and smoothing techniques have recently played an increasingly relevant role. A dynamic Almost Ideal Demand System with random walk parameters is estimated in order to detect modifications in consumer habits and preferences, as well as changes in the behavioural response to prices and income. Systemwise estimation, consistent with the underlying constraints from economic theory, is achieved through the EM algorithm. The proposed model is applied to UK aggregate consumption of alcohol and tobacco, using quarterly data from 1963 to 2003. Increased alcohol consumption is explained by a preference shift, addictive behaviour and a lower price elasticity. The dynamic and time-varying specification is consistent with the theoretical requirements imposed at each sample point. (c) 2005 Elsevier B.V. All rights reserved.

Inclusion of nonlinear demand-supply relationships within large-scale partial equilibrium linear programming models

This paper presents a new method for the inclusion of nonlinear demand and supply relationships within a linear programming model. An existing method for this purpose is described first and its shortcomings are pointed out before showing how the new approach overcomes those difficulties and how it provides a more accurate and 'smooth' (rather than a kinked) approximation of the nonlinear functions as well as dealing with equilibrium under perfect competition instead of handling just the monopolistic situation. The workings of the proposed method are illustrated by extending a previously available sectoral model for the UK agriculture.

Energy substitutability in transition agriculture: estimates and implications for Hungary

Subsidised energy prices in pre-transition Hungary had led to excessive energy intensity in the agricultural sector. Transition has resulted in steep input price increases. In this study, Allen and Morishima elasticities of substitution are estimated to study the effects of these price changes on energy use, chemical input use, capital formation and employment. Panel data methods, Generalised Method of Moments (GMM) and instrument exogeneity tests are used to specify and estimate technology and substitution elasticities. Results indicate that indirect price policy may be effective in controlling energy consumption. The sustained increases in energy and chemical input prices have worked together to restrict energy and chemical input use, and the substitutability between energy, capital and labour has prevented the capital shrinkage and agricultural unemployment situations from being worse. The Hungarian push towards lower energy intensity may be best pursued through sustained energy price increases rather than capital subsidies. (C) 2003 Elsevier B.V. All rights reserved.

Testing symmetry and homogeneity in the almost ideal demand system with co-integrated data using fully modified estimation and the bootstrap

Conventional seemingly unrelated estimation of the almost ideal demand system is shown to lead to small sample bias and distortions in the size of a Wald test for symmetry and homogeneity when the data are co-integrated. A fully modified estimator is developed in an attempt to remedy these problems. It is shown that this estimator reduces the small sample bias but fails to eliminate the size distortion.. Bootstrapping is shown to be ineffective as a method of removing small sample bias in both the conventional and fully modified estimators. Bootstrapping is effective, however, as a method of removing. size distortion and performs equally well in this respect with both estimators.

Point estimates and confidence regions for sequential trials involving selection

A number of authors have proposed clinical trial designs involving the comparison of several experimental treatments with a control treatment in two or more stages. At the end of the first stage, the most promising experimental treatment is selected, and all other experimental treatments are dropped from the trial. Provided it is good enough, the selected experimental treatment is then compared with the control treatment in one or more subsequent stages. The analysis of data from such a trial is problematic because of the treatment selection and the possibility of stopping at interim analyses. These aspects lead to bias in the maximum-likelihood estimate of the advantage of the selected experimental treatment over the control and to inaccurate coverage for the associated confidence interval. In this paper, we evaluate the bias of the maximum-likelihood estimate and propose a bias-adjusted estimate. We also propose an approach to the construction of a confidence region for the vector of advantages of the experimental treatments over the control based on an ordering of the sample space. These regions are shown to have accurate coverage, although they are also shown to be necessarily unbounded. Confidence intervals for the advantage of the selected treatment are obtained from the confidence regions and are shown to have more accurate coverage than the standard confidence interval based upon the maximum-likelihood estimate and its asymptotic standard error.

The effects of environmental perturbation and measurement error on estimates of the shape parameter in the theta-logistic model of population regulation

The theta-logistic is a widely used generalisation of the logistic model of regulated biological processes which is used in particular to model population regulation. Then the parameter theta gives the shape of the relationship between per-capita population growth rate and population size. Estimation of theta from population counts is however subject to bias, particularly when there are measurement errors. Here we identify factors disposing towards accurate estimation of theta by simulation of populations regulated according to the theta-logistic model. Factors investigated were measurement error, environmental perturbation and length of time series. Large measurement errors bias estimates of theta towards zero. Where estimated theta is close to zero, the estimated annual return rate may help resolve whether this is due to bias. Environmental perturbations help yield unbiased estimates of theta. Where environmental perturbations are large, estimates of theta are likely to be reliable even when measurement errors are also large. By contrast where the environment is relatively constant, unbiased estimates of theta can only be obtained if populations are counted precisely Our results have practical conclusions for the design of long-term population surveys. Estimation of the precision of population counts would be valuable, and could be achieved in practice by repeating counts in at least some years. Increasing the length of time series beyond ten or 20 years yields only small benefits. if populations are measured with appropriate accuracy, given the level of environmental perturbation, unbiased estimates can be obtained from relatively short censuses. These conclusions are optimistic for estimation of theta. (C) 2008 Elsevier B.V All rights reserved.

The seasonal forecast of electricity demand: A hierarchical Bayesian model with climatological weather generator

In this paper we focus on the one year ahead prediction of the electricity peak-demand daily trajectory during the winter season in Central England and Wales. We define a Bayesian hierarchical model for predicting the winter trajectories and present results based on the past observed weather. Thanks to the flexibility of the Bayesian approach, we are able to produce the marginal posterior distributions of all the predictands of interest. This is a fundamental progress with respect to the classical methods. The results are encouraging in both skill and representation of uncertainty. Further extensions are straightforward at least in principle. The main two of those consist in conditioning the weather generator model with respect to additional information like the knowledge of the first part of the winter and/or the seasonal weather forecast. Copyright (C) 2006 John Wiley & Sons, Ltd.

Seston capture by Hydropsyche siltalai and the accuracy of capture efficiency estimates

1. Suspension feeding by caseless caddisfly larvae (Trichoptera) constitutes a major pathway for energy flow, and strongly influences productivity, in streams and rivers. 2. Consideration of the impact of these animals on lotic ecosystems has been strongly influenced by a single study investigating the efficiency of particle capture of nets built by one species of hydropsychid caddisfly. 3. Using water sampling techniques at appropriate spatial scales, and taking greater consideration of local hydrodynamics than previously, we examined the size-frequency distribution of particles captured by the nets of Hydropsyche siltalai. Our results confirm that capture nets are selective in terms of particle size, and in addition suggest that this selectivity is for particles likely to provide the most energy. 4. By incorporating estimates of flow diversion around the nets of caseless caddisfly larvae, we show that capture efficiency (CE) is considerably higher than previously estimated, and conclude that more consideration of local hydrodynamics is needed to evaluate the efficiency of particle capture. 5. We use our results to postulate a mechanistic explanation for a recent example of interspecific facilitation, whereby a reduction of near-bed velocities seen in single species monocultures leads to increased capture rates and local depletion of seston within the region of reduced velocity.

The role of satellite image-processing for national-scale estimates of gene flow from genetically modified crops: rapeseed in the UK as a model

1.There is concern over the possibility of unwanted environmental change following transgene movement from genetically modified (GM) rapeseed Brassica napus to its wild and weedy relatives. 2. The aim of this research was to develop a remote sensing-assisted methodology to help quantify gene flow from crops to their wild relatives over wide areas. Emphasis was placed on locating sites of sympatry, where the frequency of gene flow is likely to be highest, and on measuring the size of rapeseed fields to allow spatially explicit modelling of wind-mediated pollen-dispersal patterns. 3. Remote sensing was used as a tool to locate rapeseed fields, and a variety of image-processing techniques was adopted to facilitate the compilation of a spatially explicit profile of sympatry between the crop and Brassica rapa. 4. Classified satellite images containing rapeseed fields were first used to infer the spatial relationship between donor rapeseed fields and recipient riverside B. rapa populations. Such images also have utility for improving the efficiency of ground surveys by identifying probable sites of sympatry. The same data were then also used for the calculation of mean field size. 5. This paper forms a companion paper to Wilkinson et al. (2003), in which these elements were combined to produce a spatially explicit profile of hybrid formation over the UK. The current paper demonstrates the value of remote sensing and image processing for large-scale studies of gene flow, and describes a generic method that could be applied to a variety of crops in many countries. 6.Synthesis and applications. The decision to approve or prevent the release of a GM cultivar is made at a national rather than regional level. It is highly desirable that data relating to the decision-making process are collected at the same scale, rather than relying on extrapolation from smaller experiments designed at the plot, field or even regional scale. It would be extremely difficult and labour intensive to attempt to carry out such large-scale investigations without the use of remote-sensing technology. This study used rapeseed in the UK as a model to demonstrate the value of remote sensing in assembling empirical information at a national level.

Direct estimates of emissions from the megacity of Lagos

We report here top-down emissions estimates for an African megacity. A boundary layer circumnavigation of Lagos, Nigeria was completed using the FAAM BAe146 aircraft as part of the AMMA project. These observations together with an inferred boundary layer height allow the flux of pollutants to be calculated. Extrapolation gives annual emissions for CO, NOx, and VOCs of 1.44 Tg yr(-1), 0.03 Tg yr(-1) and 0.37 Tg yr(-1) respectively with uncertainties of (+250)/(-60%). These inferred emissions are consistent with bottom-up estimates for other developing megacities and are attributed to the evaporation of fuels, mobile combustion and natural gas emissions.

Peroxynitrite-modified collagen-II induces p38/ERK and NF-kappa B-dependent synthesis of prostaglandin E-2 and nitric oxide in chondrogenically differentiated mesenchyrnal progenitor cells

Objective: Peroxynitrite (ONOO-) is formed in the inflamed and degenerating human joint. Peroxynitrite-modified collagen-II (PMC-II) was recently discovered in the serum of patients with osteoarthritis (OA) and rheumatoid arthritis (RA). Therefore we investigated the cellular effects of PMC-II on human mesenchymal progenitor cells (MPCs) as a model of cartilage and cartilage repair cells in the inflamed and degenerating joint. Design: MPCs were isolated from the trabecular bone of patients undergoing reconstructive surgery and were differentiated into a chondrogenic lineage. Cells were exposed to PMC-II and levels of the proinflammatory mediators nitric oxide (NO) and prostaglandin E-2 (PGE(2)) measured. Levels of inducible nitric oxide synthase (iNOS) and cyclooxygenase-2 (COX-2), phosphorylated mitogen activated protein kinases (MAPKs) and nuclear factor kappa B (NF-kappa B) activation were measured by enzyme linked immunosorbent assay (ELISA) together with specific MAPK and NF-kappa B inhibitors. Results: PMC-II induced NO and PGE(2) synthesis through upregulation of iNOS and COX-2 proteins. PMC-II also lead to the phosphorylation of MAPKs, extracellularly regulated kinase 1/2 (ERK1/2) and p38 [but not c-Jun NH2-terminal kinase (JNK1/2)] and the activation of proinflammatory transcription factor NF-kappa B. Inhibitors of p38, ERK1/2 and NF-kappa B prevented PMC-II induced NO and PGE(2) synthesis, NOS and COX-2 protein expression and NF-kappa B activation. Conclusion: iNOS, COX-2, NF-KB and MAPK are known to be activated in the joints of patients with OA and RA. PMC-II induced iNOS and COX-2 synthesis through p38, ERK1/2 and NF-KB dependent pathways suggesting a previously unidentified pathway for the synthesis of the proinflammatory mediators, NO and PGE(2), further suggesting that inhibitors of these pathways may be therapeutic in the inflamed and degenerating human joint. (c) 2005 OsteoArthritis Research Society International. Published by Elsevier Ltd. All rights reserved.

Perceptual grouping and distance estimates in typical and atypical development: comparing performance across perception, drawing and construction tasks

Perceptual grouping is a pre-attentive process which serves to group local elements into global wholes, based on shared properties. One effect of perceptual grouping is to distort the ability to estimate the distance between two elements. In this study, biases in distance estimates, caused by four types of perceptual grouping, were measured across three tasks, a perception, a drawing and a construction task in both typical development (TD: Experiment 1) and in individuals with Williams syndrome (WS: Experiment 2). In Experiment 1, perceptual grouping distorted distance estimates across all three tasks. Interestingly, the effect of grouping by luminance was in the opposite direction to the effects of the remaining grouping types. We relate this to differences in the ability to inhibit perceptual grouping effects on distance estimates. Additive distorting influences were also observed in the drawing and the construction task, which are explained in terms of the points of reference employed in each task. Experiment 2 demonstrated that the above distortion effects are also observed in WS. Given the known deficit in the ability to use perceptual grouping in WS, this suggests a dissociation between the pre-attentive influence of and the attentive deployment of perceptual grouping in WS. The typical distortion in relation to drawing and construction points towards the presence of some typical location coding strategies in WS. The performance of the WS group differed from the TD participants on two counts. First, the pattern of overall distance estimates (averaged across interior and exterior distances) across the four perceptual grouping types, differed between groups. Second, the distorting influence of perceptual grouping was strongest for grouping by shape similarity in WS, which contrasts to a strength in grouping by proximity observed in the TD participants. (c) 2008 Elsevier Inc. All rights reserved.