869 resultados para Bootstrap (Estadistica)
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If, as is widely believed, schizophrenia is characterized by abnormalities of brain functional connectivity, then it seems reasonable to expect that different subtypes of schizophrenia could be discriminated in the same way. However, evidence for differences in functional connectivity between the subtypes of schizophrenia is largely lacking and, where it exists, it could be accounted for by clinical differences between the patients (e.g. medication) or by the limitations of the measures used. In this study, we measured EEG functional connectivity in unmedicated male patients diagnosed with either positive or negative syndrome schizophrenia and compared them with age and sex matched healthy controls. Using new methodology (Medkour et al., 2009) based on partial coherence, brain connectivity plots were constructed for positive and negative syndrome patients and controls. Reliable differences in the pattern of functional connectivity were found with both syndromes showing not only an absence of some of the connections that were seen in controls but also the presence of connections that the controls did not show. Comparing connectivity graphs using the Hamming distance, the negative-syndrome patients were found to be more distant from the controls than were the positive syndrome patients. Bootstrap distributions of these distances were created which showed a significant difference in the mean distances that was consistent with the observation that negative-syndrome diagnosis is associated with a more severe form of schizophrenia. We conclude that schizophrenia is characterized by widespread changes in functional connectivity with negative syndrome patients showing a more extreme pattern of abnormality than positive syndrome patients.
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In efficiency studies using the stochastic frontier approach, the main focus is to explain inefficiency in terms of some exogenous variables and computation of marginal effects of each of these determinants. Although inefficiency is estimated by its mean conditional on the composed error term (the Jondrow et al., 1982 estimator), the marginal effects are computed from the unconditional mean of inefficiency (Wang, 2002). In this paper we derive the marginal effects based on the Jondrow et al. estimator and use the bootstrap method to compute confidence intervals of the marginal effects.
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This paper proposes a semiparametric smooth-coefficient (SPSC) stochastic production frontier model where regression coefficients are unknown smooth functions of environmental factors (ZZ). Technical inefficiency is specified in the form of a parametric scaling function which also depends on the ZZ variables. Thus, in our SPSC model the ZZ variables affect productivity directly via the technology parameters as well as through inefficiency. A residual-based bootstrap test of the relevance of the environmental factors in the SPSC model is suggested. An empirical application is also used to illustrate the technique.
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Zambia and many other countries in Sub-Saharan Africa face a key challenge of sustaining high levels of coverage of AIDS treatment under prospects of dwindling global resources for HIV/AIDS treatment. Policy debate in HIV/AIDS is increasingly paying more focus to efficiency in the use of available resources. In this chapter, we apply Data Envelopment Analysis (DEA) to estimate short term technical efficiency of 34 HIV/AIDS treatment facilities in Zambia. The data consists of input variables such as human resources, medical equipment, building space, drugs, medical supplies, and other materials used in providing HIV/AIDS treatment. Two main outputs namely, numbers of ART-years (Anti-Retroviral Therapy-years) and pre-ART-years are included in the model. Results show the mean technical efficiency score to be 83%, with great variability in efficiency scores across the facilities. Scale inefficiency is also shown to be significant. About half of the facilities were on the efficiency frontier. We also construct bootstrap confidence intervals around the efficiency scores.
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The influence of IT investment on hospital efficiency and quality are of great interest to healthcare executives as well as insurers. Few studies have examined how IT investments influence both efficiency and quality or whether there is an optimal IT investment level that influences both in the desired direction. Decision makers in healthcare wonder if there are tradeoffs between their pursuit of hospital operational efficiency and quality. Our study involving a 2-stage double bootstrap DEA analysis of 187 US hospitals over 2. years found direct effects of IT investment upon service quality and a moderating effect of quality upon operational efficiency. Further, our findings indicate a U-shaped relationship between IT investments and operational efficiency suggesting that IT investments have diminishing returns beyond a certain point.
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We are the first to examine the market reaction to 13 announcement dates related to IFRS 9 for over 5400 European listed firms. We find an overall positive reaction to the introduction of IFRS 9. The regulation is particularly beneficial to shareholders of firms in countries with weaker rule of law and a smaller divergence between local GAAP and IAS 39. Bootstrap simulations rule out the possibility that sampling error or data mining are driving our findings. Our main findings are also robust to confounding events and the extent of the media coverage for each event. These results suggest that investors perceive the new regulation as shareholder-wealth enhancing and support the view that stronger comparability across accounting standards of European firms is beneficial to international investors and outweighs the costs of poorer firm-specific information.
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We report an empirical analysis of long-range dependence in the returns of eight stock market indices, using the Rescaled Range Analysis (RRA) to estimate the Hurst exponent. Monte Carlo and bootstrap simulations are used to construct critical values for the null hypothesis of no long-range dependence. The issue of disentangling short-range and long-range dependence is examined. Pre-filtering by fitting a (short-range) autoregressive model eliminates part of the long-range dependence when the latter is present, while failure to pre-filter leaves open the possibility of conflating short-range and long-range dependence. There is a strong evidence of long-range dependence for the small central European Czech stock market index PX-glob, and a weaker evidence for two smaller western European stock market indices, MSE (Spain) and SWX (Switzerland). There is little or no evidence of long-range dependence for the other five indices, including those with the largest capitalizations among those considered, DJIA (US) and FTSE350 (UK). These results are generally consistent with prior expectations concerning the relative efficiency of the stock markets examined. © 2011 Elsevier Inc.
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* Работа выполнена при поддержке РФФИ, гранты 07-01-00331-a и 08-01-00944-a
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Since the development of large scale power grid interconnections and power markets, research on available transfer capability (ATC) has attracted great attention. The challenges for accurate assessment of ATC originate from the numerous uncertainties in electricity generation, transmission, distribution and utilization sectors. Power system uncertainties can be mainly described as two types: randomness and fuzziness. However, the traditional transmission reliability margin (TRM) approach only considers randomness. Based on credibility theory, this paper firstly built models of generators, transmission lines and loads according to their features of both randomness and fuzziness. Then a random fuzzy simulation is applied, along with a novel method proposed for ATC assessment, in which both randomness and fuzziness are considered. The bootstrap method and multi-core parallel computing technique are introduced to enhance the processing speed. By implementing simulation for the IEEE-30-bus system and a real-life system located in Northwest China, the viability of the models and the proposed method is verified.
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2000 Mathematics Subject Classification: 33C90, 62E99
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2010 Mathematics Subject Classification: 62J99.
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Performance analysis has become a vital part of the management practices in the banking industry. There are numerous applications using DEA models to estimate efficiency in banking, and most of them assume that inputs and outputs are known with absolute precision. Here, we propose new Fuzzy-DEA α-level models to assess underlying uncertainty. Further, bootstrap truncated regressions with fixed factors are used to measure the impact of each model on the efficiency scores and to identify the most relevant contextual variables on efficiency. The proposed models have been demonstrated using an application in Mozambican banks to handle the underlying uncertainty. Findings reveal that fuzziness is predominant over randomness in interpreting the results. In addition, fuzziness can be used by decision-makers to identify missing variables to help in interpreting the results. Price of labor, price of capital, and market-share were found to be the significant factors in measuring bank efficiency. Managerial implications are addressed.
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Background The HIV virus is known for its ability to exploit numerous genetic and evolutionary mechanisms to ensure its proliferation, among them, high replication, mutation and recombination rates. Sliding MinPD, a recently introduced computational method [1], was used to investigate the patterns of evolution of serially-sampled HIV-1 sequence data from eight patients with a special focus on the emergence of X4 strains. Unlike other phylogenetic methods, Sliding MinPD combines distance-based inference with a nonparametric bootstrap procedure and automated recombination detection to reconstruct the evolutionary history of longitudinal sequence data. We present serial evolutionary networks as a longitudinal representation of the mutational pathways of a viral population in a within-host environment. The longitudinal representation of the evolutionary networks was complemented with charts of clinical markers to facilitate correlation analysis between pertinent clinical information and the evolutionary relationships. Results Analysis based on the predicted networks suggests the following:: significantly stronger recombination signals (p = 0.003) for the inferred ancestors of the X4 strains, recombination events between different lineages and recombination events between putative reservoir virus and those from a later population, an early star-like topology observed for four of the patients who died of AIDS. A significantly higher number of recombinants were predicted at sampling points that corresponded to peaks in the viral load levels (p = 0.0042). Conclusion Our results indicate that serial evolutionary networks of HIV sequences enable systematic statistical analysis of the implicit relations embedded in the topology of the structure and can greatly facilitate identification of patterns of evolution that can lead to specific hypotheses and new insights. The conclusions of applying our method to empirical HIV data support the conventional wisdom of the new generation HIV treatments, that in order to keep the virus in check, viral loads need to be suppressed to almost undetectable levels.
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In this study, I divided samples from individuals within Afghanistan based upon geography (i.e., north versus south). I determined allelic frequencies and other statistical parameters for 15 STR loci (i.e., D8S1179, D21S11, D7S820, CSF1PO, D3S1358, TH01, Dl3S317, D16S539, D2S1338, D19S433, vWA, TPOX, D18S51, D5S818, and FGA). I conducted pairwise comparisons with 19 neighboring Eurasian populations to assign Gstatistics and p-values. Categorizing the populations into five groups (i.e., Central Asia, East Asia, South Asia, the Middle East, and the Caucasus/Anatolia), I derived values for intra-population, inter-population, and total variance. Admixture analyses determined the highest allelic contributions to be from the Caucasus/ Anatolia, while negligible contributions were made by Central Asia and East Asia. A Correspondence Analysis revealed clustering of both northern and southern Afghanistan with Georgia, Turkey, northern Iran, and southern Iran of the Caucasus/ Anatolia and the Middle East. A Neighbor-Joining phylogenetic tree was constructed to generate bootstrap values over 1, 000 reiterations.
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This thesis proposes some confidence intervals for the mean of a positively skewed distribution. The following confidence intervals are considered: Student-t, Johnson-t, median-t, mad-t, bootstrap-t, BCA, T1 , T3 and six new confidence intervals, the median bootstrap-t, mad bootstrap-t, median T1, mad T1 , median T3 and the mad T3. A simulation study has been conducted and average widths, coefficient of variation of widths, and coverage probabilities were recorded and compared across confidence intervals. To compare confidence intervals, the width and coverage probabilities were compared so that smaller widths indicated a better confidence interval when coverage probabilities were the same. Results showed that the median T1 and median T3 outperformed other confidence intervals in terms of coverage probability and the mad bootstrap-t, mad-t, and mad T3 outperformed others in terms of width. Some real life data are considered to illustrate the findings of the thesis.