Contributions to the Theory of Optimal Tests

This paper considers tests which maximize the weighted average power (WAP). The focus is on determining WAP tests subject to an uncountable number of equalities and/or inequalities. The unifying theory allows us to obtain tests with correct size, similar tests, and unbiased tests, among others. A WAP test may be randomized and its characterization is not always possible. We show how to approximate the power of the optimal test by sequences of nonrandomized tests. Two alternative approximations are considered. The rst approach considers a sequence of similar tests for an increasing number of boundary conditions. This discretization allows us to implement the WAP tests in practice. The second method nds a sequence of tests which approximate the WAP test uniformly. This approximation allows us to show that WAP similar tests are admissible. The theoretical framework is readily applicable to several econometric models, including the important class of the curved-exponential family. In this paper, we consider the instrumental variable model with heteroskedastic and autocorrelated errors (HAC-IV) and the nearly integrated regressor model. In both models, we nd WAP similar and (locally) unbiased tests which dominate other available tests.

Non- parametric specification tests for conditional duration models

This paper deals with the estimation and testing of conditional duration models by looking at the density and baseline hazard rate functions. More precisely, we foeus on the distance between the parametric density (or hazard rate) function implied by the duration process and its non-parametric estimate. Asymptotic justification is derived using the functional delta method for fixed and gamma kernels, whereas finite sample properties are investigated through Monte Carlo simulations. Finally, we show the practical usefulness of such testing procedures by carrying out an empirical assessment of whether autoregressive conditional duration models are appropriate to oIs for modelling price durations of stocks traded at the New York Stock Exchange.

Multivariate unit root tests

A new multivariate test for the detection ofunit roots is proposed. Use is made ofthe possible correlations between the disturbances of difIerent series, and constrained and unconstrained SURE estimators are employed. The corresponding asymptotic distributions, for the case oftwo series, are obtained and a table with criticai vaIues is generated. Some simulations indivate that the procedure performs better than the existing alternatives.

Strategic manipulation of empirical tests

Theories can be produced by individuals seeking a good reputation of knowledge. Hence, a significant question is how to test theories anticipating that they might have been produced by (potentially uninformed) experts who prefer their theories not to be rejected. If a theory that predicts exactly like the data generating process is not rejected with high probability then the test is said to not reject the truth. On the other hand, if a false expert, with no knowledge over the data generating process, can strategically select theories that will not be rejected then the test can be ignorantly passed. These tests have limited use because they cannot feasibly dismiss completely uninformed experts. Many tests proposed in the literature (e.g., calibration tests) can be ignorantly passed. Dekel and Feinberg (2006) introduced a class of tests that seemingly have some power of dismissing uninformed experts. We show that some tests from their class can also be ignorantly passed. One of those tests, however, does not reject the truth and cannot be ignorantly passed. Thus, this empirical test can dismiss false experts.We also show that a false reputation of knowledge can be strategically sustained for an arbitrary, but given, number of periods, no matted which test is used (provided that it does not reject the truth). However, false experts can be discredited, even with bounded data sets, if the domain of permissible theories is mildly restricted.

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.

Human growth, biological maturation, motor performance and contextual factors in Madeira children

The central aims of this study were: (1) to construct age- and gender-specific percentiles for motor coordination (MC), (2) to analyze the change, stability, and prediction of MC, (3) to investigate the relationship between motor performance and body fatness, and (4) to evaluate the relationships between skeletal maturation and fundamental motor skills (FMS) and MC. The data collected was from the ‘Healthy Growth of Madeira Children Study’ and from the ‘Madeira Child Growth Study’. In these studies, MC, FMS, skeletal age, growth characteristics, motor performance, physical activity, socioeconomic status, and geographical area were assessed/measured. Generalized additive models for location, scale and shape, mixed between-within subjects ANOVA, multilevel models, and hierarchical regression (blocks) were some of the statistical procedures used in the analyses. Scores on walking backwards and moving sideways improved with age. It was also found that boys performed better than girls on moving sideways. Normal-weight children outperformed obese peers in almost all gross MC tests. Inter-age correlations were calculated to be between 0.15 and 0.60. Age was associated with a better performance in catching, scramble, speed run, standing long jump, balance, and tennis ball throwing. Body mass index was positively associated with scramble and speed run, and negatively related to the standing long jump. Physical activity was negatively associated with scramble. Semi-urban children displayed better catching skills relative to their urban peers. The standardized residual of skeletal age on chronological age (SAsr) and its interaction with stature and/or body mass accounted for the maximum of 7.0% of variance in FMS and MC over that attributed to body size per se. SAsr alone accounted for a maximum of 9.0% variance in FMS and MC over that attributed to body size per se and interactions between SAsr and body size. This study demonstrates the need to promote FMS, MC, motor performance, and physical activity in children.

Diagnóstico ecotoxicológico dos efluentes lançados no complexo estuarino do Jundiaí/Potengi, Natal/RN

Untreated effluents that reach surface water affect the aquatic life and humans. This study aimed to evaluate the wastewater s toxicity (municipal, industrial and shrimp pond effluents) released in the Estuarine Complex of Jundiaí- Potengi, Natal/RN, through chronic quantitative e qualitative toxicity tests using the test organism Mysidopsis Juniae, CRUSTACEA, MYSIDACEA (Silva, 1979). For this, a new methodology for viewing chronic effects on organisms of M. juniae was used (only renewal), based on another existing methodology to another testorganism very similar to M. Juniae, the M. Bahia (daily renewal).Toxicity tests 7 days duration were used for detecting effects on the survival and fecundity in M. juniae. Lethal Concentration 50% (LC50%) was determined by the Trimmed Spearman-Karber; Inhibition Concentration 50% (IC50%) in fecundity was determined by Linear Interpolation. ANOVA (One Way) tests (p = 0.05) were used to determinate the No Observed Effect Concentration (NOEC) and Low Observed Effect Concentration (LOEC). Effluents flows were measured and the toxic load of the effluents was estimated. Multivariate analysis - Principal Component Analysis (PCA) and Correspondence Analysis (CA) - identified the physic-chemical parameters better explain the patterns of toxicity found in survival and fecundity of M. juniae. We verified the feasibility of applying the only renewal system in chronic tests with M. Juniae. Most efluentes proved toxic on the survival and fecundity of M. Juniae, except for some shrimp pond effluents. The most toxic effluent was ETE Lagoa Aerada (LC50, 6.24%; IC50, 4.82%), ETE Quintas (LC50, 5.85%), Giselda Trigueiro Hospital (LC50, 2.05%), CLAN (LC50, 2.14%) and COTEMINAS (LC50, IC50 and 38.51%, 6.94%). The greatest toxic load was originated from ETE inefficient high flow effluents, textile effluents and CLAN. The organic load was related to the toxic effects of wastewater and hospital effluents in survival of M. Juniae, as well as heavy metals, total residual chlorine and phenols. In industrial effluents was found relationship between toxicity and organic load, phenols, oils and greases and benzene. The effects on fertility were related, in turn, with chlorine and heavy metals. Toxicity tests using other organisms of different trophic levels, as well as analysis of sediment toxicity are recommended to confirm the patterns found with M. Juniae. However, the results indicate the necessity for implementation and improvement of sewage treatment systems affluent to the Potengi s estuary

Modificações introduzidas pelos treinamentos cardiopulmonar e neuromuscular nos níveis séricos basais de fatores de crescimento insulina símile i (igf-1), cortisol, autonomia funcional e qualidade de vida de mulheres idosas

Changes introduced by cardiopulmonar and neuromuscular training on basal serum insulin-like grow factor-1 (IGF-1) and cortisol levels, functional autonomy and quality of life in elderly women The aim of this study was to compare the effects of strength and aerobic training on basal serum IGF-1 and Cortisol levels, functional autonomy (FA) and quality of life (QoL) in elderly women after 12 weeks of training. The subjects were submitted the strength training (75-85% 1-RM) with weight exercises (SG; n=12; age=66.08 ± 3,37 years; BMI=26,77 ± 3,72 kg/m2), aerobic training with aquatic exercises (AG; n=13; age=68,69 ± 4,70 years; BMI=29,19 ± 2,96 kg/m2) and control group (CG; n=10; age=68,80 ± 5,41 years; BMI=29,70 ± 2,82 kg/m2). Fasting blood was analyzed to measure basal IGF-1 and cortisol levels by chemiluminescence method. The t-Student test showed increased IGF-1 in the SG (p<0.05) for intragroup comparison. The Repeated-measure ANOVA presented increased IGF-1 (p<0.05) in the SG compared to the other two groups. There were no differences in cortisol levels. All the FA tests (GDLAM autonomy protocol) presented decreased significant in the time marked in seconds to the SG. The same results were found in the AG, except in the rise from a sitting position test. The autonomy index presented significant improvements (p<0.05) in the SG related to the AG and CG and in the AG to the CG. The SG showed increased QoL (p<0.05) (by WHOQOL-Old questionnaire) in the facet 1 (sensorial functioning) and facet 5 (death and dying). Thus, the SG obtained positive changes on IGF-1 and FA levels when compared to the AG. This suggests that strength training can indicated to decrease the effects of ageing.

Marcadores genéticos, antropometria e qualidades físicas básicas nos estágios maturacionais de nadadores paraibanos

The aim of this research was to analyse genetic markers, anthropometry and basic physical qualities in the differret stages of sexual maturation in swimmers in Paraíba. It is characterised as a descriptive cross sectional study. The sample was composed of 119 swimmers (males) that were divided among the stages of sexual maturation, from 7 to 17,9 years of age. They were associated to a local federation, the Confederação Brasileira de Desportes Aquáticos. The tests used were: genetic markers dermatoglyphics; Anthropometry body mass, stature, arm span, fat percentage and somatotype; physical qualities speed tests (25 meters crawl), strength (vertical jump) to inferior limbs, verarm throwing arremesso of a 2kg medicineball to superior limbs and abdominal), resistence (12 minutes to swimming), agility (he multistage 20-meter shuttle run test), flexibility (sit and reach test ) and coodination (stroke index); power of swimming (mean velocity in 25 meters mutiplied by body mass) and the self assessment of the sexual maturation supervised by a pediatric specialist. In the analyses we used the test normality of Shapiro-Wilk, then, we used ANOVA- one way followed by Post-Hoc test of Scheffé. The data showed in dermatogliphics a genetic tendence to velocity (L>W) with a predominance of the meso-ectomorphic somatotype profile; in relation to the physical qualities there was an evolution of the results in every stage due to the antropometric variables, except in the coordination tests. There were no significative differences between the stages. We conclude that swimming in Paraíba is composed of a signicative number of velocists with a mesomorph somatotype profile and low fat percentage, and that made it posssible to us to recomend that the trainings must be individual and according to personal characteristics of each athlete, and that the used variables must be specific for every region of the country. This dissertation presents a relation of multidiciplinar interface and its content has an application in Physical Education and Medicine

Avaliação do desempenho funcional de crianças com paralisia cerebral de acordo com níveis de comprometimento motor

Contextualization: Several studies have examined the mobility of this group of children, however little is known about the impact of motor function in activities of daily living, considering the seriousness of their neuromotor damage. Objective: Identify the functional differences of children with Cerebral Palsy with different levels of motor dysfunction and correlate these differences with the areas of mobility, self-care and social function in functional ability and caregiver´s assistance of these children. Methods: An l analytical cross-section search was developed, which were part 70 children / families aged from 4 to 7.5 years, in the Rehabilitation Center for Children. As tools were used the Pediatric Evaluation Disability Inventory (PEDI) and the Gross Motor Function Classification System (GMFCS). Data analysis was performed by ANOVA and Pearson's correlation tests. Results: The results show the functional variability of children CP in different severity levels of motor disfunction This variation was observed in the areas of mobility, self-care and social function. The results also showed a strong correlation between the domains mobility and self-care, mobility and social function. Conclusions: The variability shown by the children with CP, suggests the use of PEDI and GMFCS as this association appears to increase the understanding of how the gross motor functions are related to activities of daily living, describing the best commitments and their degree of impact on functional activities. This correlation demonstrates how mobility is crucial to evaluate the performance and guide the therapeutic practice, to develop the children´s potencial, and guide the caregiver in stimulation

Exercício aeróbico, resistência de artéria carótidae autonomia funcional em mulheres idosas

The aim of this study was to analyze the effects of an aerobic exercise program on the internal right carotid resistive index (IRCRI) and the functional autonomy levels of elderly women. The sample was composed of 25 elderly sedentary women, aged between 60 and 75 years, allocated into two groups: an experimental group consisting of 14 women submitted to aerobic treatment and a control group (n=11). Carotid artery resistance assessment was conducted using Doppler ultrasound and functional autonomy by the following tests: 10m walk (10mW), rising from a sitting position (RSP), rising from a chair and moving about the house (RCMH), rising from the ventral decubitus position (RVDP) and putting on and removing a t-shirt (PRTS). Aerobic training consisted of walking 30 minutes a day, 3 times a week, for 3 months. To control the intensity of the walk, the index of perceived exertion was used, with standardized Borg scale values corresponding to 13-15 points, characterized as slightly tiring exercise with training heart rate (TRH) between 50% and 80% of heart rate reserve (HRR). Repeated measures ANOVA was used for statistical analysis. Compared to the control, the experimental group obtained a statistically significant decrease in right internal carotid resistance (p = 0.021) and a significant increase in the following tests: 10mW (p=0.000), RSP (p=0.035) and RCMH (p=0.016). These results suggest that engaging in aerobic exercises was effective in decreasing IRCRI and improving functional autonomy inelderly women

Infecção hospitalar associada ao uso de cateter venoso central e a quebra de protocolos pelos profissionais de saúde na UTI de um hospital universitário em Natal/RN

This is a study descriptive cross-sectional and quantitative approaches, which aimed to analyze the association between hospital infection rate for insertion, maintenance of central venous catheter and the breakdown of protocols (rules and routines) by health professionals assisting patients in the ICU of a university hospital in Natal / RN. The process of data collection was through observation with structured form, refers to medical records and structured questionnaires with health professionals. The results were organized, tabulated, categorized and analyzed using SPSS 14.0. The characterization of the subjects was performed using descriptive and inferential statistics, taking into account the nature of the variables, with analysis of variance (ANOVA) and Spearman correlation test, it was a discussion of the information obtained, considering the mean, standard deviation, coefficient of variance and standard error. The variables that showed a higher level of correlation were treated with the application of significance tests. As the results, 71% of participants were female and 29% male, age ranged from 18 to 85 years (52.6 ± 22.5). The insertion, there was a variation from 0 to 5 errors (1.2 ± 1.4), during maintenance, the average was 2.3 ± 0.9 errors, ranging from 0 to 4. During the insertion and maintenance of CVC, patients who had been an infection ranging from 2 to 9 mistakes (4.2 ± 1.7), since those who did not show the variation goes from 0 to 5 errors (2, 8 ± 1.5). The correlation coefficient between the risk of infection throughout the process and the risk of infection at the insertion showed strong and significant (r = 0.845 p = 0.000) and in relation to risk of infection in maintenance was moderate and significant (r = 0.551 p = 0.001). The mistakes made by professionals in the procedures for insertion and maintenance of the catheter, associated with other conditions, shown as a risk factor for the of IH

Análise da efetividade do transplante renal na qualidade de vida dos receptores no estado do Rio Grande do Norte

This study was developed with the aim of analyzing the effectiveness of renal transplantation on quality of life of kidney recipients in the Rio Grande do Norte State. This is a descriptive study with longitudinal design, panel type with quantitative approach to data analysis. The Quality of Life (QoL) of chronic disease kidney patients before and after kidney transplantation was assessed by the WHOQOL-bref, The population consisted of patients in pre and post-renal transplantation, the sample had 63 patients older than 18 years. The study was conducted after approval by the Research Ethics Committee of the Onofre Lopes University Hospital, Federal University of Rio Grande do Norte, No. CAAE 0008.0.294.000-10. Data collection was performed at a referral center for renal transplantation in Rio Grande do Norte, from May 2010 to May 2013. Data were analyzed using descriptive statistics and presented in tables and graphs. For statistical analyzes, Microsoft Excel XP and SPSS 15.0 software were used. The tests used were simple variance (ANOVA), t-test, Mann-Whitney and Wilcoxon test to compare means, and Spearman correlations. P values <0.05 were considered significant. The demographic data showed a predominance of people between 18 and 45 years (68.2%) with a mean age of 39.9 years (SD 12.2), male (63.5%), married (58.7%), with children (51.0%). Regarding the education level was observed that 49.2% of participants had completed primary school, and most did not engage in any work activity (90.4%) during the study period. Hemodialysis was the predominant renal replacement therapy (96.8%) and the average waiting time for execution of transplantation was 1.9 years (SD 1.9). Comparison of QoL before and after transplantation showed significant differences in all areas analyzed, demonstrating that kidney transplantation had a positive impact on QoL in chronic renal patients undergoing kidney transplantation. Sociodemographic factors did not influence the quality of life in this group of patients, indicating that transplantation was the main factor to explain the improvement in quality of life. Thus, the alternative hypothesis of the study was accept, that there is a significant difference in quality of life before and after kidney transplant. It is expected that the results of this study may contribute to the development of strategies to encourage organ donation and kidney transplantation process

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.