The effect of (mis-specified) GARCH filters on the finite sample distribution of the BDS test

This paper considers the effect of using a GARCH filter on the properties of the BDS test statistic as well as a number of other issues relating to the application of the test. It is found that, for certain values of the user-adjustable parameters, the finite sample distribution of the test is far-removed from asymptotic normality. In particular, when data generated from some completely different model class are filtered through a GARCH model, the frequency of rejection of iid falls, often substantially. The implication of this result is that it might be inappropriate to use non-rejection of iid of the standardised residuals of a GARCH model as evidence that the GARCH model ‘fits’ the data.

SPARC Data Initiative: Comparison of water vapor climatologies from international satellite limb sounders

Within the SPARC Data Initiative, the first comprehensive assessment of the quality of 13 water vapor products from 11 limb-viewing satellite instruments (LIMS, SAGE II, UARS-MLS, HALOE, POAM III, SMR, SAGE III, MIPAS, SCIAMACHY, ACE-FTS, and Aura-MLS) obtained within the time period 1978-2010 has been performed. Each instrument's water vapor profile measurements were compiled into monthly zonal mean time series on a common latitude-pressure grid. These time series serve as basis for the "climatological" validation approach used within the project. The evaluations include comparisons of monthly or annual zonal mean cross sections and seasonal cycles in the tropical and extratropical upper troposphere and lower stratosphere averaged over one or more years, comparisons of interannual variability, and a study of the time evolution of physical features in water vapor such as the tropical tape recorder and polar vortex dehydration. Our knowledge of the atmospheric mean state in water vapor is best in the lower and middle stratosphere of the tropics and midlatitudes, with a relative uncertainty of. 2-6% (as quantified by the standard deviation of the instruments' multiannual means). The uncertainty increases toward the polar regions (+/- 10-15%), the mesosphere (+/- 15%), and the upper troposphere/lower stratosphere below 100 hPa (+/- 30-50%), where sampling issues add uncertainty due to large gradients and high natural variability in water vapor. The minimum found in multiannual (1998-2008) mean water vapor in the tropical lower stratosphere is 3.5 ppmv (+/- 14%), with slightly larger uncertainties for monthly mean values. The frequently used HALOE water vapor data set shows consistently lower values than most other data sets throughout the atmosphere, with increasing deviations from the multi-instrument mean below 100 hPa in both the tropics and extratropics. The knowledge gained from these comparisons and regarding the quality of the individual data sets in different regions of the atmosphere will help to improve model-measurement comparisons (e.g., for diagnostics such as the tropical tape recorder or seasonal cycles), data merging activities, and studies of climate variability.

The projected hand illusion: component structure in a community sample, and association with demographics, cognition and psychotic-like experiences

The projected hand illusion (PHI) is a variant of the rubber hand illusion (RHI), and both are commonly used to study mechanisms of self-perception. A questionnaire was developed by Longo et al. (2008) to measure qualitative changes in the RHI. Such psychometric analyses have not yet been conducted on the questionnaire for the PHI. The present study is an attempt to validate minor modifications of the questionnaire of Longo et al. to assess the PHI in a community sample (n = 48) and to determine the association with selected demographic (age, sex, years of education), cognitive (Digit Span), and clinical (psychotic-like experiences) variables. Principal components analysis on the questionnaire data extracted four components: Embodiment of “Other” Hand, Disembodiment of Own Hand, Deafference, and Agency—in both synchronous and asynchronous PHI conditions. Questions assessing “Embodiment” and “Agency” loaded onto orthogonal components. Greater illusion ratings were positively associated with being female, being younger, and having higher scores on psychotic-like experiences. There was no association with cognitive performance. Overall, this study confirmed that self-perception as measured with PHI is a multicomponent construct, similar in many respects to the RHI. The main difference lies in the separation of Embodiment and Agency into separate constructs, and this likely reflects the fact that the “live” image of the PHI presents a more realistic picture of the hand and of the stroking movements of the experimenter compared with the RHI.

Pre-conditioning the epigenetic response to high vapor pressure deficit increases the drought tolerance of Arabidopsis thaliana

Epigenetic modification of the genome via cytosine methylation is a dynamic process that responds to changes in the growing environment. This modification can also be heritable. The combination of both properties means that there is the potential for the life experiences of the parental generation to modify the methylation profiles of their offspring and so potentially to ‘pre-condition’ them to better accommodate abiotic conditions encountered by their parents. We recently identified high vapor pressure deficit (vpd)-induced DNA methylation at two gene loci in the stomatal development pathway and an associated reduction in leaf stomatal frequency.1 Here, we test whether this epigenetic modification pre-conditioned parents and their offspring to the more severe water stress of periodic drought. We found that three generations of high vpd-grown plants were better able to withstand periodic drought stress over two generations. This resistance was not directly associated with de novo methylation of the target stomata genes, but was associated with the cmt3 mutant’s inability to maintain asymmetric sequence context methylation. If our finding applies widely, it could have significant implications for evolutionary biology and breeding for stressful environments.

Enhanced MALDI MS sensitivity by weak base additives and glycerol sample coating

The concept of rationally designing MALDI matrices has been extended to the next “whole sample” level. These studies have revealed some unexpected and exploitable insights in improving MALDI sensitivity. It is shown that (i) additives which only provide additional laser energy absorption are best to be avoided; (ii) the addition of proton donors in the form of protonated weak bases can be highly beneficial; (iii) the addition of glycerol for coating crystalline samples is highly recommended. Overall, analytical sensitivity has been significantly increased compared to the current “gold” standards in MALDI MS, and new insights into the mechanisms and processes of MALDI have been gained.

Sample preparation: a crucial factor for the analytical performance of rationally designed MALDI matrices

Evidence is presented that the performance of the rationally designed MALDI matrix 4-chloro-α-cyanocinnamic acid (ClCCA) in comparison to its well-established predecessor α-cyano-4-hydroxycinnamic acid (CHCA) is significantly dependent on the sample preparation, such as the choice of the target plate. In this context, it becomes clear that any rational designs of MALDI matrices and their successful employment have to consider a larger set of physicochemical parameters, including sample crystallization and morphology/topology, in addition to parameters of basic (solution and/or gas-phase) chemistry.

Consumer purchasing behaviour towards fish and seafood products: patterns and insights from a sample of international studies

The present systematic review was performed to assess consumer purchasing behaviour towards fish and seafood products in the wide context of developed countries. Web of Science, Scopus, ScienceDirect and Google Scholar engines were used to search the existing literature and a total of 49 studies were identified for inclusion. These studies investigated consumer purchasing behaviour towards a variety of fish and seafood products, in different countries and by means of different methodological approaches. In particular, the review identifies and discusses the main drivers and barriers of fish consumption as well as consumers’ preferences about the most relevant attributes of fish and seafood products providing useful insights for both practitioners and policy makers. Finally, main gaps of the existing literature and possible trajectories for future research are also discussed.

Finite sample weighting of recursive forecast errors

This paper proposes and tests a new framework for weighting recursive out-of-sample prediction errors according to their corresponding levels of in-sample estimation uncertainty. In essence, we show how to use the maximum possible amount of information from the sample in the evaluation of the prediction accuracy, by commencing the forecasts at the earliest opportunity and weighting the prediction errors. Via a Monte Carlo study, we demonstrate that the proposed framework selects the correct model from a set of candidate models considerably more often than the existing standard approach when only a small sample is available. We also show that the proposed weighting approaches result in tests of equal predictive accuracy that have much better sizes than the standard approach. An application to an exchange rate dataset highlights relevant differences in the results of tests of predictive accuracy based on the standard approach versus the framework proposed in this paper.

Sample size considerations in active-control non-inferiority trials with binary data based on the odds ratio

This paper presents an approximate closed form sample size formula for determining non-inferiority in active-control trials with binary data. We use the odds-ratio as the measure of the relative treatment effect, derive the sample size formula based on the score test and compare it with a second, well-known formula based on the Wald test. Both closed form formulae are compared with simulations based on the likelihood ratio test. Within the range of parameter values investigated, the score test closed form formula is reasonably accurate when non-inferiority margins are based on odds-ratios of about 0.5 or above and when the magnitude of the odds ratio under the alternative hypothesis lies between about 1 and 2.5. The accuracy generally decreases as the odds ratio under the alternative hypothesis moves upwards from 1. As the non-inferiority margin odds ratio decreases from 0.5, the score test closed form formula increasingly overestimates the sample size irrespective of the magnitude of the odds ratio under the alternative hypothesis. The Wald test closed form formula is also reasonably accurate in the cases where the score test closed form formula works well. Outside these scenarios, the Wald test closed form formula can either underestimate or overestimate the sample size, depending on the magnitude of the non-inferiority margin odds ratio and the odds ratio under the alternative hypothesis. Although neither approximation is accurate for all cases, both approaches lead to satisfactory sample size calculation for non-inferiority trials with binary data where the odds ratio is the parameter of interest.

Overgeneral autobiological memory in women: association with childhood abuse and history of depression in a community sample

Objective. Numerous studies have reported elevated levels of overgeneral autobiographical memory among depressed patients and also among those previously exposed to a traumatic event. No previous study has examined their joint association with overgeneral memory in a community sample, nor examined whether the associations are with both juvenile- and adult-onset depression. Methods. The current study examined the relative importance of exposure to childhood abuse and neglect in overgeneral memory of women with and without a history of major depressive disorder (MDD). Autobiographical memory test together with standardized interviews of childhood experiences and MDD were assessed in a risk-stratified community sample of 103 women aged 25–37. Results. Overgenerality in memory was associated with recalled childhood sexual abuse (CSA) but not other adversities. A history of CSA was predictive of overgeneral memory bias even in the absence of MDD. Our analyses indicated no significant association between a history of MDD and overgeneral memory in women who reported no CSA. However, overgeneral memory was increased in women who reported CSA and MDD with a significant difference found in relation to positive cues, the highest scores being seen among those with adult rather than juvenile-onset depression. Conclusions. The findings highlight the significance of CSA in predicting overgeneral memory, differential response in relation to positive and negative cue memories, and point to a specific role in the development of depression for overgeneral memory following CSA.

Effects of a multi-session Cognitive Bias Modification program on interpretative biases and social anxiety symptoms in a sample of Iranian socially-anxious students

This study examines the effects of a multi-session Cognitive Bias Modification (CBM) program on interpretative biases and social anxiety in an Iranian sample. Thirty-six volunteers with a high score on social anxiety measures were recruited from a student population and randomly allocated into the experimental and control groups. In the experimental group, participants received 4 sessions of positive CBM for interpretative biases (CBM-I) over 2 weeks in the laboratory. Participants in the control condition completed a neutral task matched the active CBM-I intervention in format and duration but did not encourage positive disambiguation of socially ambiguous scenarios. The results indicated that after training the positive CBM-I group exhibited more positive (and less negative) interpretations of ambiguous scenarios and less social anxiety symptoms relative to the control condition at both 1 week post-test and 7 weeks follow-up. It is suggested that clinical trials are required to establish the clinical efficacy of this intervention for social anxiety.

Reverse correlation reveals how observers sample visual information when estimating three-dimensional shape

Human observers exhibit large systematic distance-dependent biases when estimating the three-dimensional (3D) shape of objects defined by binocular image disparities. This has led some to question the utility of disparity as a cue to 3D shape and whether accurate estimation of 3D shape is at all possible. Others have argued that accurate perception is possible, but only with large continuous perspective transformations of an object. Using a stimulus that is known to elicit large distance-dependent perceptual bias (random dot stereograms of elliptical cylinders) we show that contrary to these findings the simple adoption of a more naturalistic viewing angle completely eliminates this bias. Using behavioural psychophysics, coupled with a novel surface-based reverse correlation methodology, we show that it is binocular edge and contour information that allows for accurate and precise perception and that observers actively exploit and sample this information when it is available.

The numbers of sample design for evaluation of the soil fertility

The determination of the amount of sample units that will compose the sample express the optimization of the workforce, and reduce errors inherent in the report of recommendation and evaluation of soil fertility. This study aimed to determine in three systems use and soil management, the numbers of units samples design, needed to form the composed sample, for evaluation of soil fertility. It was concluded that the number of sample units needed to compose the composed sample to determination the attributes of organic matter, pH, P, K, Ca, Mg, Al and H+Al and base saturation of soil vary by use and soil management and error acceptable to the mean estimate. For the same depth of collected, increasing the number of sample units, reduced the percentage error in estimating the average, allowing the recommendation of 14, 14 and 11 sample in management with native vegetation, pasture cultivation and corn, respectively, for a error 20% on the mean estimate.

Downwelling solar irradiance in the biomass burning region of the southern Amazon: Dependence on aerosol intensive optical properties and role of water vapor

The sensitivity of solar irradiance at the surface to the variability of aerosol intensive optical properties is investigated for a site (Alta Floresta) in the southern portion of the Amazon basin using detailed comparisons between measured and modeled irradiances. Apart from aerosol intensive optical properties, specifically single scattering albedo (omega(o lambda)) and asymmetry parameter (g(lambda)), which were assumed constant, all other relevant input to the model were prescribed based on observation. For clean conditions, the differences between observed and modeled irradiances were consistent with instrumental uncertainty. For polluted conditions, the agreement was significantly worse, with a root mean square difference three times larger (23.5 Wm(-2)). Analysis revealed a noteworthy correlation between the irradiance differences (observed minus modeled) and the column water vapor (CWV) for polluted conditions. Positive differences occurred mostly in wet conditions, while the differences became more negative as the atmosphere dried. To explore the hypothesis that the irradiance differences might be linked to the modulation of omega(o lambda) and g(lambda) by humidity, AERONET retrievals of aerosol properties and CWV over the same site were analyzed. The results highlight the potential role of humidity in modifying omega(o lambda) and g(lambda) and suggest that to explain the relationship seen between irradiances differences via aerosols properties the focus has to be on humidity-dependent processes that affect particles chemical composition. Undoubtedly, there is a need to better understand the role of humidity in modifying the properties of smoke aerosols in the southern portion of the Amazon basin.