929 resultados para Marginal structural model
Resumo:
The Wechsler Intelligence Scale for Children-fourth edition (i.e. WISC-IV) recognizes a four-factor scoring structure in addition to the Full Scale IQ (FSIQ) score: Verbal Comprehension (VCI), Perceptual Reasoning (PRI), Working Memory (WMI), and Processing Speed (PSI) indices. However, several authors suggested that models based on the Cattell-Horn-Carroll (CHC) theory with 5 or 6 factors provided a better fit to the data than does the current four-factor solution. By comparing the current four-factor structure to CHC-based models, this research aimed to investigate the factorial structure and the constructs underlying the WISC-IV subtest scores with French-speaking Swiss children (N = 249). To deal with this goal, confirmatory factor analyses (CFAs) were conducted. Results showed that a CHC-based model with five factors better fitted the French-Swiss data than did the current WISC-IV scoring structure. All together, these results support the hypothesis of the appropriateness of the CHC model with French-speaking children.
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The Early Smoking Experience (ESE) questionnaire is the most widely used questionnaire to assess initial subjective experiences of cigarette smoking. However, its factor structure is not clearly defined and can be perceived from two main standpoints: valence, or positive and negative experiences, and sensitivity to nicotine. This article explores the ESE's factor structure and determines which standpoint was more relevant. It compares two groups of young Swiss men (German- and French-speaking). We examined baseline data on 3,368 tobacco users from a representative sample in the ongoing Cohort Study on Substance Use Risk Factors (C-SURF). ESE, continued tobacco use, weekly smoking and nicotine dependence were assessed. Exploratory structural equation modeling (ESEM) and structural equation modeling (SEM) were performed. ESEM clearly distinguished positive experiences from negative experiences, but negative experiences were divided in experiences related to dizziness and experiences related to irritations. SEM underlined the reinforcing effects of positive experiences, but also of experiences related to dizziness on nicotine dependence and weekly smoking. The best ESE structure for predictive accuracy of experiences on smoking behavior was a compromise between the valence and sensitivity standpoints, which showed clinical relevance.
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The topic of this thesis is marginaVminority popular music and the question of identity; the term "marginaVminority" specifically refers to members of racial and cultural minorities who are socially and politically marginalized. The thesis argument is that popular music produced by members of cultural and racial minorities establishes cultural identity and resists racist discourse. Three marginaVminority popular music artists and their songs have been chosen for analysis in support of the argument: Gil Scott-Heron's "Gun," Tracy Chapman's "Fast Car" and Robbie Robertson's "Sacrifice." The thesis will draw from two fields of study; popular music and postcolonialism. Within the area of popular music, Theodor Adorno's "Standardization" theory is the focus. Within the area of postcolonialism, this thesis concentrates on two specific topics; 1) Stuart Hall's and Homi Bhabha's overlapping perspectives that identity is a process of cultural signification, and 2) Homi Bhabha's concept of the "Third Space." For Bhabha (1995a), the Third Space defines cultures in the moment of their use, at the moment of their exchange. The idea of identities arising out of cultural struggle suggests that identity is a process as opposed to a fixed center, an enclosed totality. Cultures arise from historical memory and memory has no center. Historical memory is de-centered and thus cultures are also de-centered, they are not enclosed totalities. This is what Bhabha means by "hybridity" of culture - that cultures are not unitary totalities, they are ways of knowing and speaking about a reality that is in constant flux. In this regard, the language of "Otherness" depends on suppressing or marginalizing the productive capacity of culture in the act of enunciation. The Third Space represents a strategy of enunciation that disrupts, interrupts and dislocates the dominant discursive construction of US and THEM, (a construction explained by Hall's concept of binary oppositions, detailed in Chapter 2). Bhabha uses the term "enunciation" as a linguistic metaphor for how cultural differences are articulated through discourse and thus how differences are discursively produced. Like Hall, Bhabha views culture as a process of understanding and of signification because Bhabha sees traditional cultures' struggle against colonizing cultures as transforming them. Adorno's theory of Standardization will be understood as a theoretical position of Western authority. The thesis will argue that Adorno's theory rests on the assumption that there is an "essence" to music, an essence that Adorno rationalizes as structure/form. The thesis will demonstrate that constructing music as possessing an essence is connected to ideology and power and in this regard, Adorno's Standardization theory is a discourse of White Western power. It will be argued that "essentialism" is at the root of Western "rationalization" of music, and that the definition of what constitutes music is an extension of Western racist "discourses" of the Other. The methodological framework of the thesis entails a) applying semiotics to each of the three songs examined and b) also applying Bhabha's model of the Third Space to each of the songs. In this thesis, semiotics specifically refers to Stuart Hall's retheorized semiotics, which recognizes the dual function of semiotics in the analysis of marginal racial/cultural identities, i.e., simultaneously represent embedded racial/cultural stereotypes, and the marginal raciaVcultural first person voice that disavows and thus reinscribes stereotyped identities. (Here, and throughout this thesis, "first person voice" is used not to denote the voice of the songwriter, but rather the collective voice of a marginal racial/cultural group). This dual function fits with Hall's and Bhabha's idea that cultural identity emerges out of cultural antagonism, cultural struggle. Bhabha's Third Space is also applied to each of the songs to show that cultural "struggle" between colonizers and colonized produces cultural hybridities, musically expressed as fusions of styles/sounds. The purpose of combining semiotics and postcolonialism in the three songs to be analyzed is to show that marginal popular music, produced by members of cultural and racial minorities, establishes cultural identity and resists racist discourse by overwriting identities of racial/cultural stereotypes with identities shaped by the first person voice enunciated in the Third Space, to produce identities of cultural hybridities. Semiotic codes of embedded "Black" and "Indian" stereotypes in each song's musical and lyrical text will be read and shown to be overwritten by the semiotic codes of the first person voice, which are decoded with the aid of postcolonial concepts such as "ambivalence," "hybridity" and "enunciation."
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Many people would like to believe that nationalism is a thing of the past, a dinosaur belonging to some bygone, uncivilized era. Such a belief is not borne out by recent history, however. Nationalism occupies the political forum with as much force as ever. Yet, in many ways, it remains a mystery to us. The purpose of this study is to explore individual motivations involved in the rise of nationalism, in addition to the role of structural factors. The linkage employed in this exploration is the psychosocial phenomenon of self-identity, including emotions and self-esteem. We demonstrate how individual, socially-constructed self-identity accounts for why some people embrace nationalism while others eschew it. The methodology employed was theoretical and historical analyses of secondary sources and indepth interviews with subjects who had some connection with former Yugoslavia, the country utilized to test the new model. Our analyses yielded the result that current conceptualizations of nationalism from an exclusively macro or micro perspective are unsatisfactory; we require a more comprehensive approach wherein the two perspectives are integrated. Such an integration necessitates a bridge: hence, our new model, which rests on the psychosocial premise, offers a more useful conceptual tool for the understanding of nationalism. We conclude that nationalism is first and foremost a matter relating to individual social self-identity which takes place within a particular context where oppositional forces emerge from structural factors and our membership in a particular group becomes paramount.
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Although exceptions may be readily identified, two generalizations concerning genetic differences among species may be drawn from the available allozyme and chromosome data. First, structural gene differences among species vary widely. In many cases, species pairs do not differ more than intraspecific populations. This suggests that either very few or no gene substitutions are required to produce barriers to reproduction (Avise 1976). Second, chromosome form and/or number differs among even closely related species (White 1963; 1978; Fredga 1977; Wright 1970). Many of the observed chromosomal differences involve translocational rearrangements; these produce severe fitness depression in heterozygotes and were, thus, long considered unlikely candidates for the fixation required of genetic changes leading to speciation (Wright 1977). Nonetheless, the fact that species differences are frequently translocational argues convincingly for their fixation despite prejudices to the contrary. Haldane's rule states that in the F of interspecific crosses, the heterogametic sex is absent or sterile in the preponderance of cases (Haldane 1932). This rule definitely applies in the genus Dr°sophila (Ehrman 1962). Sex chromosome translocations do not impose a fitness depression as severe as that imposed by autosomal translocations, and X-Y translocations may account for Haldane's rule (Haldane 1932). Consequently a study of the fit ness parameters of an X·yL and a yS chromosome in Drosophila melanogaster populations was initiated by Tracey (1972). Preliminary results suggested that x.yL//YSmales enjoyed a mating advantage with X·yL//X·yL females, that this advantage was frequency dependent, that the translocation produced sexual isolation and that interactions between the yL, yS and a yellow marker contributed to the observed isolation (Tracey and Espinet 1976; Espinet and Tracey 1976). Encouraged by the results of these prelimimary studies, further experiments were performed to clarify the genetic nature of the observed sexual isolation, S the reality of the y frequency dependent fitness .and the behavioural changes, if any, produced by the translocation. The results of this work are reported herein. Although the marker genes used in earlier studies, sparkling poliert an d yellow have both been found to affect activity,but only yellow effects asymmetric sexual isolation. In addition yellow effects isolation through an interaction with the T(X-y) chromosomes, yS also effects isolation, and translocational strains are isolated from those of normal karyotype in the absence of marker gene differences. When yS chromosomes are in competition with y chromosomes on an X.yL background, yS males are at a distinct advantage only when their frequency is less than 97%. The sex chromosome translocation alters the normal courtship pattern by the incorporation of circling between vibration and licking in the male repertoire. Finally a model of speciation base on the fixation of this sex chromosome translocation in a geographically isolated gene pool is proposed.
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In this paper, we characterize the asymmetries of the smile through multiple leverage effects in a stochastic dynamic asset pricing framework. The dependence between price movements and future volatility is introduced through a set of latent state variables. These latent variables can capture not only the volatility risk and the interest rate risk which potentially affect option prices, but also any kind of correlation risk and jump risk. The standard financial leverage effect is produced by a cross-correlation effect between the state variables which enter into the stochastic volatility process of the stock price and the stock price process itself. However, we provide a more general framework where asymmetric implied volatility curves result from any source of instantaneous correlation between the state variables and either the return on the stock or the stochastic discount factor. In order to draw the shapes of the implied volatility curves generated by a model with latent variables, we specify an equilibrium-based stochastic discount factor with time non-separable preferences. When we calibrate this model to empirically reasonable values of the parameters, we are able to reproduce the various types of implied volatility curves inferred from option market data.
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This paper assesses the empirical performance of an intertemporal option pricing model with latent variables which generalizes the Hull-White stochastic volatility formula. Using this generalized formula in an ad-hoc fashion to extract two implicit parameters and forecast next day S&P 500 option prices, we obtain similar pricing errors than with implied volatility alone as in the Hull-White case. When we specialize this model to an equilibrium recursive utility model, we show through simulations that option prices are more informative than stock prices about the structural parameters of the model. We also show that a simple method of moments with a panel of option prices provides good estimates of the parameters of the model. This lays the ground for an empirical assessment of this equilibrium model with S&P 500 option prices in terms of pricing errors.
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In a recent paper, Bai and Perron (1998) considered theoretical issues related to the limiting distribution of estimators and test statistics in the linear model with multiple structural changes. In this companion paper, we consider practical issues for the empirical applications of the procedures. We first address the problem of estimation of the break dates and present an efficient algorithm to obtain global minimizers of the sum of squared residuals. This algorithm is based on the principle of dynamic programming and requires at most least-squares operations of order O(T 2) for any number of breaks. Our method can be applied to both pure and partial structural-change models. Secondly, we consider the problem of forming confidence intervals for the break dates under various hypotheses about the structure of the data and the errors across segments. Third, we address the issue of testing for structural changes under very general conditions on the data and the errors. Fourth, we address the issue of estimating the number of breaks. We present simulation results pertaining to the behavior of the estimators and tests in finite samples. Finally, a few empirical applications are presented to illustrate the usefulness of the procedures. All methods discussed are implemented in a GAUSS program available upon request for non-profit academic use.
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Cette thèse est composée de trois articles en économie des ressources naturelles non-renouvelables. Nous considérons tour à tour les questions suivantes : le prix in-situ des ressources naturelles non-renouvelables ; le taux d’extraction optimal et le prix des res- sources non-renouvelables et durables. Dans le premier article, nous estimons le prix in-situ des ressources naturelles non-renouvelables en utilisant les données sur le coût moyen d’extraction pour obtenir une approximation du coût marginal. En utilisant la Méthode des Moments Généralisés, une dynamique du prix de marché derivée des conditions d’optimalité du modèle d’Hotelling est estimée avec des données de panel de 14 ressources naturelles non-renouvelables. Nous trouvons des résultats qui tendent à soutenir le modèle. Premièrement, le modèle d’Hotelling exhibe un bon pouvoir explicatif du prix de marché observé. Deuxièmement, bien que le prix estimé présente un changement structurel dans le temps, ceci semble n’avoir aucun impact significatif sur le pouvoir explicatif du modèle. Troisièmement, on ne peut pas rejeter l’hypothèse que le coût marginal d’extraction puisse être approximé par les données sur le coût moyen. Quatrièmement, le prix in-situ estimé en prenant en compte les changements structurels décroît ou exhibe une forme en U inversé dans le temps et semble être corrélé positivement avec le prix de marché. Cinquièmement, pour neuf des quatorze ressources, la différence entre le prix in-situ estimé avec changements structurels et celui estimé en négligeant les changements structurels est un processus de moyenne nulle. Dans le deuxième article, nous testons l’existence d’un équilibre dans lequel le taux d’extraction optimal des ressources non-renouvelables est linéaire par rapport au stock de ressource en terre. Tout d’abord, nous considérons un modèle d’Hotelling avec une fonction de demande variant dans le temps caractérisée par une élasticité prix constante et une fonction de coût d’extraction variant dans le temps caractérisée par des élasticités constantes par rapport au taux d’extraction et au stock de ressource. Ensuite, nous mon- trons qu’il existe un équilibre dans lequel le taux d’extraction optimal est proportionnel au stock de ressource si et seulement si le taux d’actualisation et les paramètres des fonctions de demande et de coût d’extraction satisfont une relation bien précise. Enfin, nous utilisons les données de panel de quatorze ressources non-renouvelables pour vérifier empiriquement cette relation. Dans le cas où les paramètres du modèle sont supposés invariants dans le temps, nous trouvons qu’on ne peut rejeter la relation que pour six des quatorze ressources. Cependant, ce résultat change lorsque nous prenons en compte le changement structurel dans le temps des prix des ressources. En fait, dans ce cas nous trouvons que la relation est rejetée pour toutes les quatorze ressources. Dans le troisième article, nous étudions l’évolution du prix d’une ressource naturelle non-renouvelable dans le cas où cette ressource est durable, c’est-à-dire qu’une fois extraite elle devient un actif productif détenu hors terre. On emprunte à la théorie de la détermination du prix des actifs pour ce faire. Le choix de portefeuille porte alors sur les actifs suivant : un stock de ressource non-renouvelable détenu en terre, qui ne procure aucun service productif ; un stock de ressource détenu hors terre, qui procure un flux de services productifs ; un stock d’un bien composite, qui peut être détenu soit sous forme de capital productif, soit sous forme d’une obligation dont le rendement est donné. Les productivités du secteur de production du bien composite et du secteur de l’extraction de la ressource évoluent de façon stochastique. On montre que la prédiction que l’on peut tirer quant au sentier de prix de la ressource diffère considérablement de celle qui découle de la règle d’Hotelling élémentaire et qu’aucune prédiction non ambiguë quant au comportement du sentier de prix ne peut être obtenue de façon analytique.
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Ce mémoire de maîtrise présente une nouvelle approche non supervisée pour détecter et segmenter les régions urbaines dans les images hyperspectrales. La méthode proposée n ́ecessite trois étapes. Tout d’abord, afin de réduire le coût calculatoire de notre algorithme, une image couleur du contenu spectral est estimée. A cette fin, une étape de réduction de dimensionalité non-linéaire, basée sur deux critères complémentaires mais contradictoires de bonne visualisation; à savoir la précision et le contraste, est réalisée pour l’affichage couleur de chaque image hyperspectrale. Ensuite, pour discriminer les régions urbaines des régions non urbaines, la seconde étape consiste à extraire quelques caractéristiques discriminantes (et complémentaires) sur cette image hyperspectrale couleur. A cette fin, nous avons extrait une série de paramètres discriminants pour décrire les caractéristiques d’une zone urbaine, principalement composée d’objets manufacturés de formes simples g ́eométriques et régulières. Nous avons utilisé des caractéristiques texturales basées sur les niveaux de gris, la magnitude du gradient ou des paramètres issus de la matrice de co-occurrence combinés avec des caractéristiques structurelles basées sur l’orientation locale du gradient de l’image et la détection locale de segments de droites. Afin de réduire encore la complexité de calcul de notre approche et éviter le problème de la ”malédiction de la dimensionnalité” quand on décide de regrouper des données de dimensions élevées, nous avons décidé de classifier individuellement, dans la dernière étape, chaque caractéristique texturale ou structurelle avec une simple procédure de K-moyennes et ensuite de combiner ces segmentations grossières, obtenues à faible coût, avec un modèle efficace de fusion de cartes de segmentations. Les expérimentations données dans ce rapport montrent que cette stratégie est efficace visuellement et se compare favorablement aux autres méthodes de détection et segmentation de zones urbaines à partir d’images hyperspectrales.
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Provoked vestibulodynia (PVD) is a prevalent women’s sexual pain disorder, which is associated with sexual function difficulties. Attachment theory has been used to understand adult sexual outcomes, providing a useful framework for examining sexual adaptation in couples confronted with PVD. Research to date indicates that anxious and avoidant attachment dimensions correlate with worse sexual outcomes in community and clinical samples. The present study examined the association between attachment, pain, sexual function and sexual satisfaction in a sample of 101 couples in which the women presented with PVD. The Actor-Partner Interdependence Model was used in order to investigate both actor and partner effects. This study also examined the role of sexual assertiveness as a mediator of these associations via structural equation modeling. Women completed measures of pain intensity and both members of the couple completed measures of romantic attachment, sexual assertiveness, sexual function and satisfaction. Results indicated that attachment dimensions did not predict pain intensity. Both anxious and avoidant attachment were associated with lower sexual satisfaction. Only attachment avoidance predicted lower sexual function in women. Partner effects indicated that higher sexual assertiveness in men predicted better sexual function in women, while higher sexual assertiveness in women predicted higher sexual satisfaction in men. Finally, women’s sexual assertiveness was found to be a significant mediator of the relationship between their attachment dimensions, sexual function and satisfaction. Findings highlight the importance of examining how anxious and avoidant attachment may lead to difficulties in sexual assertiveness and to less satisfying sexual interactions in couples where women suffer from PVD.
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Three dimensional (3D) composites are strong contenders for the structural applications in situations like aerospace,aircraft and automotive industries where multidirectional thermal and mechanical stresses exist. The presence of reinforcement along the thickness direction in 3D composites,increases the through the thickness stiffness and strength properties.The 3D preforms can be manufactured with numerous complex architecture variations to meet the needs of specific applications.For hot structure applications Carbon-Carbon(C-C) composites are generally used,whose property variation with respect to temperature is essential for carrying out the design of hot structures.The thermomechanical behavior of 3D composites is not fully understood and reported.The methodology to find the thermomechanical properties using analytical modelling of 3D woven,3D 4-axes braided and 3D 5-axes braided composites from Representative Unit Cells(RUC's) based on constitutive equations for 3D composites has been dealt in the present study.High Temperature Unidirectional (UD) Carbon-Carbon material properties have been evaluated using analytical methods,viz.,Composite cylinder assemblage Model and Method of Cells based on experiments carried out on Carbon-Carbon fabric composite for a temparature range of 300 degreeK to 2800degreeK.These properties have been used for evaluating the 3D composite properties.From among the existing methods of solution sequences for 3D composites,"3D composite Strength Model" has been identified as the most suitable method.For thegeneration of material properies of RUC's od 3D composites,software has been developed using MATLAB.Correlaton of the analytically determined properties with test results available in literature has been established.Parametric studies on the variation of all the thermomechanical constants for different 3D performs of Carbon-Carbon material have been studied and selection criteria have been formulated for their applications for the hot structures.Procedure for the structural design of hot structures made of 3D Carbon-Carbon composites has been established through the numerical investigations on a Nosecap.Nonlinear transient thermal and nonlinear transient thermo-structural analysis on the Nosecap have been carried out using finite element software NASTRAN.Failure indices have been established for the identified performs,identification of suitable 3D composite based on parametric studies on strength properties and recommendation of this material for Nosecap of RLV based on structural performance have been carried out in this Study.Based on the 3D failure theory the best perform for the Nosecap has been identified as 4-axis 15degree braided composite.
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The study envisaged herein contains the numerical investigations on Perforated Plate (PP) as well as numerical and experimental investigations on Perforated Plate with Lining (PPL) which has a variety of applications in underwater engineering especially related to defence applications. Finite element method has been adopted as the tool for analysis of PP and PPL. The commercial software ANSYS has been used for static and free vibration response evaluation, whereas ANSYS LS-DYNA has been used for shock analysis. SHELL63, SHELL93, SOLID45, SOLSH190, BEAM188 and FLUID30 finite elements available in the ANSYS library as well as SHELL193 and SOLID194 available in the ANSYS LS-DYNA library have been made use of. Unit cell of the PP and PPL which is a miniature of the original plate with 16 perforations have been used. Based upon the convergence characteristics, the utility of SHELL63 element for the analysis of PP and PPL, and the required mesh density are brought out. The effect of perforation, geometry and orientation of perforation, boundary conditions and lining plate are investigated for various configurations. Stress concentration and deflection factor are also studied. Based on these investigations, stadium geometry perforation with horizontal orientation is recommended for further analysis.Linear and nonlinear static analysis of PP and PPL subjected to unit normal pressure has been carried out besides the free vibration analysis. Shock analysis has also been carried out on these structural components. The analytical model measures 0.9m x 0.9m with stiffener of 0.3m interval. The influence of finite element, boundary conditions, and lining plate on linear static response has been estimated and presented. Comparison of behavior of PP and PPL in the nonlinear strain regime has been made using geometric nonlinear analysis. Free vibration analysis of the PP and PPL has been carried out ‘in vacuum’ condition and in water backed condition, and the influence of water backed condition and effect of perforation on natural frequency have been investigated.Based upon the studies on the vibration characteristics of NPP, PP and PPL in water backed condition and ‘in vacuum’ condition, the reduction in the natural frequency of the plate in immersed condition has been rightly brought out. The necessity to introduce the effect of water medium in the analysis of water backed underwater structure has been highlighted.Shock analysis of PP and PPL for three explosives viz., PEK, TNT and C4 has been carried out and deflection and stresses on plate as well as free field pressure have been estimated using ANSYS LS-DYNA. The effect of perforations and the effect of lining plate have been predicted. Experimental investigations of the measurement of free field pressure using PPL have been conducted in a shock tank. Free field pressure has been measured and has been validated with finite element analysis results. Besides, an experiment has been carried out on PPL, for the comparison of the static deflection predicted by finite element analysis.The distribution of the free field pressure and the estimation of differential pressure from experimentation and the provision for treating the differential pressure as the resistance, as a part of the design load for PPL, has been brought out.
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We propose a short-range generalization of the p-spin interaction spin-glass model. The model is well suited to test the idea that an entropy collapse is at the bottom line of the dynamical singularity encountered in structural glasses. The model is studied in three dimensions through Monte Carlo simulations, which put in evidence fragile glass behavior with stretched exponential relaxation and super-Arrhenius behavior of the relaxation time. Our data are in favor of a Vogel-Fulcher behavior of the relaxation time, related to an entropy collapse at the Kauzmann temperature. We, however, encounter difficulties analogous to those found in experimental systems when extrapolating thermodynamical data at low temperatures. We study the spin-glass susceptibility, investigating the behavior of the correlation length in the system. We find that the increase of the relaxation time is accompanied by a very slow growth of the correlation length. We discuss the scaling properties of off-equilibrium dynamics in the glassy regime, finding qualitative agreement with the mean-field theory.
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The mean-field theory of a spin glass with a specific form of nearest- and next-nearest-neighbor interactions is investigated. Depending on the sign of the interaction matrix chosen we find either the continuous replica symmetry breaking seen in the Sherrington-Kirkpartick model or a one-step solution similar to that found in structural glasses. Our results are confirmed by numerical simulations and the link between the type of spin-glass behavior and the density of eigenvalues of the interaction matrix is discussed.